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

                                  Form 13F

                            Form 13F COVER PAGE

  Report for the Calendar Year or Quarter Ended: September 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:   Harold O. Levy
  Title:  Assistant Secretary
  Phone:  (212) 793-7212

  Signature, Place, and Date of Signing:

  /s/ Harold O. Levy           New York, New York    November 12, 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 holdings 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:  32
  Form 13F Information Table Entry Total:    16,724
  Form 13F Information Table Value Total:        $153,206,194,147

  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   28-4024              SSB Citi Fund Management LLC
                            (formerly SSBC Fund Management Inc.)
  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   28-3308              Travelers Asset Management International Corporation
  27   28-5774              Travelers Property Casualty Corp.
  28   28-4686              The Travelers Indemnity Company
  29   28-1299              The Travelers Insurance Company
  30   28-4152              The Travelers Insurance Group Inc.
  31   28-2551              The Travelers Investment Management Company
  32   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        1       40 SH       DEFINED                  4,6        0        0       40
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104     5480   156300 SH       DEFINED                  6,7   156300        0        0
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104       28      800 SH       DEFINED          15,18,21,22      500        0      300
*** LERNOUT & HAUSPIE SPEECH  EQUITY   B5628B104      242     6901 SH       DEFINED             18,21,22     2288        0     4613
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      569     8175 SH       DEFINED               -          8175        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    30536   438574 SH       DEFINED                  4,6   335755    68765    34054
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     4231    60772 SH       DEFINED                5,6,7        0        0    60772
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     1704    24468 SH       DEFINED                  6,7        0        0    24468
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     6887    98909 SH       DEFINED                12,21    98909        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     2696    38728 SH       DEFINED          15,18,21,22    21060        0    17668
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      313     4497 SH       DEFINED             16,18,21     4497        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123     3485    50059 SH       DEFINED                18,21    50059        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    24337   349550 SH       DEFINED       17,18,19,20,21   349550        0        0
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123    78461  1126907 SH       DEFINED             18,21,22   684880        0   442026
*** DAIMLERCHRYSLER AG-EUR    OPTION   D1668R123      557     8000 SH  CALL DEFINED             18,21,22        0        0     8000
*** DAIMLERCHRYSLER AG-EUR    OPTION   D1668R123      376     5400 SH  PUT  DEFINED             18,21,22        0        0     5400
*** DAIMLERCHRYSLER AG-EUR    EQUITY   D1668R123      830    11928 SH       DEFINED     3,13,14,26,29,30    11928        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      136     8376 SH       DEFINED               -          8376        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      241    14800 SH       DEFINED                  4,6    12000        0     2800
*** ACE LTD ORD SHS           EQUITY   G0070K103    44470  2736600 SH       DEFINED                12,21  2736600        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103     2010   123709 SH       DEFINED          15,18,21,22    65871        0    57838
*** ACE LTD ORD SHS           EQUITY   G0070K103       49     3000 SH       DEFINED             16,18,21     3000        0        0
*** ACE LTD ORD SHS           EQUITY   G0070K103    40537  2494560 SH       DEFINED             18,21,22  1606604        0   887956
*** ACE LTD ORD SHS           EQUITY   G0070K103     5772   355175 SH       DEFINED                   25        0   355175        0
*** ACE LTD ORD SHS           EQUITY   G0070K103      359    22100 SH       DEFINED     3,13,14,26,29,30    22100        0        0
AMDOCS LTD                    EQUITY   G02602103     4534   227400 SH       DEFINED                12,21   227400        0        0
AMDOCS LTD                    EQUITY   G02602103      716    35900 SH       DEFINED             16,18,21    35900        0        0
AMDOCS LTD                    EQUITY   G02602103       53     2670 SH       DEFINED             18,21,22       70        0     2600
AMDOCS LTD                    EQUITY   G02602103       14      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
*** AMWAY ASIA PAC LTD        EQUITY   G0352M108      357    31035 SH       DEFINED             18,21,22    20350        0    10684
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109     7645   334200 SH       DEFINED   2,3,11,13,14,29,30        0   334200        0
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109    34820  1522200 SH       DEFINED                12,21  1522200        0        0
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109       21      920 SH       DEFINED          15,18,21,22      835        0       85
*** ANNUITY & LIFE RE HOLDING EQUITY   G03910109     2489   108789 SH       DEFINED             18,21,22    52538        0    56251
*** ASIA PACIFIC RESOURCES    EQUITY   G05345106     2489  3061050 SH       DEFINED             18,21,22     3000        0  3058050
*** BRILLIANCE CHINA          EQUITY   G1368B102     1076    41465 SH       DEFINED             18,21,22    31073        0    10392
*** CONSOLIDATED WATER CO INC EQUITY   G23773107       80    12217 SH       DEFINED             18,21,22    12217        0        0
*** CORECOMM LIMITED          EQUITY   G2422R109      219     6116 SH       DEFINED             18,21,22     4094        0     2022
*** CORECOMM LIMITED          EQUITY   G2422R109      125     3480 SH       DEFINED                21,31     3480        0        0
*** CORECOMM LIMITED          EQUITY   G2422R109     2314    64500 SH       DEFINED        3,13,29,30,32        0        0    64500
*** CREDICORP LTD -USD        EQUITY   G2519Y108       21     2010 SH       DEFINED               -          2010        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108      379    37004 SH       DEFINED                  4,6    37004        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108      152    14800 SH       DEFINED                12,21    14800        0        0
*** CREDICORP LTD -USD        EQUITY   G2519Y108       25     2445 SH       DEFINED          15,18,21,22     1545        0      900
*** CREDICORP LTD -USD        EQUITY   G2519Y108      689    67240 SH       DEFINED             18,21,22    50386        0    16854
*** ESG RE LTD                EQUITY   G31215109      853    94759 SH       DEFINED                  4,6    94759        0        0
*** ESG RE LTD                EQUITY   G31215109     1710   190000 SH       DEFINED                12,21   190000        0        0
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105       19     1744 SH       DEFINED               -          1744        0        0
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105       99     8938 SH       DEFINED          15,18,21,22     6582        0     2356
*** FRESH DEL MONTE PRODUCE   EQUITY   G36738105     3124   280785 SH       DEFINED             18,21,22   204409        0    76376
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       16     4693 SH       DEFINED                12,21     4693        0        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105        5     1500 SH       DEFINED          15,18,21,22     1500        0        0
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       87    25184 SH       DEFINED             18,21,22    14977        0    10207
*** FRUIT OF THE LOOM LTD-USD EQUITY   G3682L105       40    11594 SH       DEFINED     3,13,14,26,29,30    11594        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106       40      480 SH       DEFINED               -           480        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     9132   109200 SH       DEFINED   2,3,11,13,14,29,30        0   109200        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     4434    53020 SH       DEFINED                12,21    53020        0        0
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106     1941    23214 SH       DEFINED          15,18,21,22    16828        0     6386
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106    39208   468859 SH       DEFINED             18,21,22   373287        0    95572
*** GEMSTAR INTL GRP LTD -USD EQUITY   G3788V106      577     6900 SH       DEFINED     3,13,14,26,29,30     6900        0        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100       52     2000 SH       DEFINED               -          2000        0        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100     2240    86362 SH       DEFINED                  4,6    36080        0    50282
*** GLOBAL CROSSING LTD       EQUITY   G3921A100     2759   106353 SH       DEFINED                12,21   106353        0        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100    11244   433507 SH       DEFINED          15,18,21,22   117509        0   315998
*** GLOBAL CROSSING LTD       OPTION   G3921A100      130     5000 SH  PUT  DEFINED          15,18,21,22        0        0     5000
*** GLOBAL CROSSING LTD       EQUITY   G3921A100    66055  2546654 SH       DEFINED             18,21,22  1263813        0  1282841
*** GLOBAL CROSSING LTD       OPTION   G3921A100      651    25100 SH  CALL DEFINED             18,21,22     5000        0    20100
*** GLOBAL CROSSING LTD       OPTION   G3921A100       99     3800 SH  PUT  DEFINED             18,21,22      200        0     3600
*** GLOBAL CROSSING LTD       EQUITY   G3921A100      685    26420 SH       DEFINED                   25        0    26420        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100      577    22252 SH       DEFINED                21,31    22252        0        0
*** GLOBAL CROSSING LTD       EQUITY   G3921A100    10154   391455 SH       DEFINED        3,13,29,30,32        0        0   391455
*** GLOBALSTAR TELECOM LTD US EQUITY   G3930H104    10923   432600 SH       DEFINED                12,21   432600        0        0
*** GLOBALSTAR TELECOM LTD US EQUITY   G3930H104     6082   240860 SH       DEFINED             18,21,22   135359        0   105501
*** GLOBALSTAR TELECOM LTD US OPTION   G3930H104      227     9000 SH  PUT  DEFINED             18,21,22        0        0     9000
HELEN OF TROY CORP-NEW        EQUITY   G4388N106       29     3085 SH       DEFINED          15,18,21,22     1890        0     1195
HELEN OF TROY CORP-NEW        EQUITY   G4388N106     1277   135265 SH       DEFINED             18,21,22   102495        0    32770
*** ICO GLOBAL COMMUNICATIONS EQUITY   G4705T109        2      500 SH       DEFINED          15,18,21,22        0        0      500
*** ICO GLOBAL COMMUNICATIONS EQUITY   G4705T109      219    60305 SH       DEFINED             18,21,22    36287        0    24018
*** IPC HOLDINGS LTD -USD     EQUITY   G4933P101      126     6790 SH       DEFINED          15,18,21,22     4100        0     2690
*** IPC HOLDINGS LTD -USD     EQUITY   G4933P101     3228   174498 SH       DEFINED             18,21,22   116245        0    58253
*** IRIDIUM WORLD             EQUITY   G49398103        2      710 SH       DEFINED          15,18,21,22      480        0      230
*** IRIDIUM WORLD             EQUITY   G49398103      114    37345 SH       DEFINED             18,21,22    25838        0    11507
*** IRIDIUM WORLD             OPTION   G49398103        6     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
*** KNIGHTSBRIDGE TANKERS LTD EQUITY   G5299G106    19795  1237200 SH       DEFINED                12,21  1237200        0        0
*** KNIGHTSBRIDGE TANKERS LTD EQUITY   G5299G106       86     5400 SH       DEFINED             18,21,22        0        0     5400
LORAL SPACE & COMMNS-USD      EQUITY   G56462107       72     4112 SH       DEFINED               -          4112        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107      502    28800 SH       DEFINED                  4,6    28800        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107    13884   796200 SH       DEFINED                12,21   796200        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107      673    38583 SH       DEFINED          15,18,21,22    16649        0    21934
LORAL SPACE & COMMNS-USD      EQUITY   G56462107     1180    67675 SH       DEFINED             16,18,21    67675        0        0
LORAL SPACE & COMMNS-USD      OPTION   G56462107     8719   500000 SH  CALL DEFINED       17,18,19,20,21   500000        0        0
LORAL SPACE & COMMNS-USD      EQUITY   G56462107    21649  1241477 SH       DEFINED             18,21,22   856537        0   384940
LORAL SPACE & COMMNS-USD      OPTION   G56462107     8728   500500 SH  CALL DEFINED             18,21,22   500000        0      500
LORAL SPACE & COMMNS-USD      OPTION   G56462107     1412    81000 SH  PUT  DEFINED             18,21,22    65000        0    16000
*** LORAL & SPACE COMMNS 6%   EQUITY   G56462149       15      300 SH       DEFINED          15,18,21,22        0        0      300
*** LORAL & SPACE COMMNS 6%   EQUITY   G56462149     1499    30000 SH       DEFINED             16,18,21    30000        0        0
*** LORAL & SPACE COMMNS 6%   EQUITY   G56462149     1377    27558 SH       DEFINED             18,21,22    23284        0     4274
*** PARTNERRE LTD -BMD        EQUITY   G6852T105        3       82 SH       DEFINED               -            82        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105     4448   131316 SH       DEFINED                  4,6   131316        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105     5081   150000 SH       DEFINED                12,21   150000        0        0
*** PARTNERRE LTD -BMD        EQUITY   G6852T105      810    23920 SH       DEFINED             18,21,22    18936        0     4983
*** RENAISSANCE RE HLDGS LTD  EQUITY   G7496G103       28      820 SH       DEFINED          15,18,21,22      820        0        0
*** RENAISSANCE RE HLDGS LTD  EQUITY   G7496G103     1269    37326 SH       DEFINED             18,21,22    26871        0    10455
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     4010   182800 SH       DEFINED   2,3,11,13,14,29,30        0   182800        0
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     2245   102351 SH       DEFINED                  4,6        0    95300     7051
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108       97     4400 SH       DEFINED                12,21     4400        0        0
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108      420    19130 SH       DEFINED          15,18,21,22     7690        0    11440
*** SANTA FE INTERNATIONAL    EQUITY   G7805C108     8515   388154 SH       DEFINED             18,21,22   240823        0   147331
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102      653    23420 SH       DEFINED                  4,6        0    10800    12620
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102     5045   181000 SH       DEFINED                12,21   181000        0        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102      110     3938 SH       DEFINED          15,18,21,22     2133        0     1805
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102    26619   954952 SH       DEFINED             18,21,22   708868        0   246084
*** TOMMY HILFIGER CORP       OPTION   G8915Z102       11      400 SH  CALL DEFINED             18,21,22        0        0      400
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102      315    11300 SH       DEFINED                   25        0    11300        0
*** TOMMY HILFIGER CORP       EQUITY   G8915Z102       11      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103        7      235 SH       DEFINED               -           235        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     1896    61400 SH       DEFINED   2,3,11,13,14,29,30        0    61400        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103    35526  1150646 SH       DEFINED                  4,6   541946   156891   451809
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     3867   125254 SH       DEFINED                  6,7   110575        0    14679
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     3142   101770 SH       DEFINED                12,21   101770        0        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103     1002    32444 SH       DEFINED          15,18,21,22    20371        0    12073
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103    38642  1251568 SH       DEFINED             18,21,22   640800        0   610767
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      466    15100 SH       DEFINED                   25        0    15100        0
*** TRANSOCEAN OFFSHORE INC   EQUITY   G90076103      760    24600 SH       DEFINED                21,31    24600        0        0
*** TRITON ENERGY LTD ORD     EQUITY   G90751101      627    44811 SH       DEFINED             18,21,22    31389        0    13422
*** XOMA LTD                  EQUITY   G9825R107       11     4100 SH       DEFINED             16,18,21     4100        0        0
*** XOMA LTD                  EQUITY   G9825R107      102    37086 SH       DEFINED             18,21,22    11200        0    25886
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105       98     2174 SH       DEFINED               -          2174        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105      144     3204 SH       DEFINED                  4,6     2804        0      400
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105    61950  1378560 SH       DEFINED                12,21  1378560        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105     3465    77104 SH       DEFINED          15,18,21,22    53777        0    23327
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105      782    17405 SH       DEFINED             16,18,21    17405        0        0
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105    82905  1844865 SH       DEFINED             18,21,22  1187579        0   657285
*** XL CAPITAL LTD CLASS A    EQUITY   G98255105     8001   178038 SH       DEFINED                   25        0   178038        0
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102     5119   182000 SH       DEFINED                12,21   182000        0        0
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102        2       85 SH       DEFINED          15,18,21,22        0        0       85
*** MILLICOM INTL CELLULAR SA EQUITY   L6388F102      149     5295 SH       DEFINED             18,21,22     4490        0      805
*** SBS BROADCASTING SA       EQUITY   L8137F102    37249   967500 SH       DEFINED                12,21   967500        0        0
*** SBS BROADCASTING SA       EQUITY   L8137F102      113     2930 SH       DEFINED          15,18,21,22     2240        0      690
*** SBS BROADCASTING SA       EQUITY   L8137F102     4497   116805 SH       DEFINED             18,21,22    62573        0    54232
*** SBS BROADCASTING SA       EQUITY   L8137F102      539    14000 SH       DEFINED                   25        0    14000        0
*** STOLT COMEX SEAWAY SA     EQUITY   L8873E103     2769   240800 SH       DEFINED                12,21   240800        0        0
*** STOLT COMEX SEAWAY SA     EQUITY   L8873E103       12     1005 SH       DEFINED          15,18,21,22      735        0      270
*** STOLT COMEX SEAWAY SA     EQUITY   L8873E103     1453   126329 SH       DEFINED             18,21,22   100452        0    25877
*** AUDIOCODES LTD            EQUITY   M15342104      419    10670 SH       DEFINED             18,21,22     1400        0     9270
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104       13      160 SH       DEFINED               -           160        0        0
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104     1608    19100 SH       DEFINED                  6,7    19100        0        0
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104     2681    31850 SH       DEFINED                12,21    31850        0        0
*** CHECK POINT SOFTWARE TECH EQUITY   M22465104     2232    26518 SH       DEFINED             18,21,22    16586        0     9932
*** CHECK POINT SOFTWARE TECH OPTION   M22465104    16417   195000 SH  CALL DEFINED             18,21,22   195000        0        0
*** CHECK POINT SOFTWARE TECH OPTION   M22465104    16417   195000 SH  PUT  DEFINED             18,21,22   195000        0        0
*** ELBIT MEDICAL IMAGING     EQUITY   M37605108      165    21015 SH       DEFINED             18,21,22     1015        0    20000
ESC MEDICAL SYSTEMS LTD       EQUITY   M40868107      135    27722 SH       DEFINED             18,21,22     3479        0    24243
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       11      420 SH       DEFINED               -           420        0        0
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       54     2134 SH       DEFINED                  4,6        0        0     2134
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100     1255    49700 SH       DEFINED                12,21    49700        0        0
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100      103     4095 SH       DEFINED          15,18,21,22     2869        0     1226
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100     1683    66641 SH       DEFINED             18,21,22    50191        0    16450
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       96     3800 SH       DEFINED                   25        0     3800        0
*** GALILEO TECHNOLOGY LTD    EQUITY   M47298100       20      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100     3203    62200 SH       DEFINED                12,21    62200        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100      680    13195 SH       DEFINED          15,18,21,22     3525        0     9670
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100     3317    64400 SH       DEFINED             16,18,21    64400        0        0
*** GILAT SATELLITE NETWORKS  EQUITY   M51474100     2511    48756 SH       DEFINED             18,21,22    28370        0    20386
*** GILAT SATELLITE NETWORKS  OPTION   M51474100       10      200 SH  PUT  DEFINED             18,21,22        0        0      200
*** OPTIBASE LTD              EQUITY   M7524R108      596    86710 SH       DEFINED             18,21,22    53110        0    33600
*** ORBOTECH LTD              EQUITY   M75253100      323     5100 SH       DEFINED                12,21     5100        0        0
*** ORBOTECH LTD              EQUITY   M75253100       76     1208 SH       DEFINED             18,21,22     1208        0        0
*** ORCKIT COMMUNICATIONS LTD EQUITY   M7531S107     2389    69000 SH       DEFINED                12,21    69000        0        0
*** ORCKIT COMMUNICATIONS LTD EQUITY   M7531S107       31      900 SH       DEFINED             18,21,22        0        0      900
*** TARO PHARMACEUTICAL INDS  EQUITY   M8737E108      775    51000 SH       DEFINED             18,21,22        0        0    51000
*** TECNOMATIX TECHNOLOGIES   EQUITY   M8743P105      632    36125 SH       DEFINED             18,21,22    19736        0    16389
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111    19533   290724 SH       DEFINED                  4,6    97030        0   193694
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111       40      600 SH       DEFINED                5,6,7        0        0      600
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      228     3400 SH       DEFINED                  6,7        0        0     3400
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      873    13000 SH       DEFINED                12,21    13000        0        0
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      119     1770 SH       DEFINED             18,21,22      815        0      955
*** ASM LITHOGRAPHY HLDGS NV  EQUITY   N07059111      390     5800 SH       DEFINED     3,13,14,26,29,30     5800        0        0
*** BENCKISER NV-EUR          EQUITY   N1251N108    66409  1099937 SH       DEFINED       17,18,19,20,21  1099937        0        0
*** BENCKISER NV-EUR          EQUITY   N1251N108     6339   105000 SH       DEFINED            4,6,23,24   105000        0        0
*** CHICAGO BRIDGE&IRON CO-EU EQUITY   N19808109    12839   901011 SH       DEFINED               -        901011        0        0
*** CHICAGO BRIDGE&IRON CO-EU EQUITY   N19808109        6      425 SH       DEFINED             18,21,22      200        0      225
*** CORE LABORATORIES N V-USD EQUITY   N22717107     8841   471500 SH       DEFINED                12,21   471500        0        0
*** CORE LABORATORIES N V-USD EQUITY   N22717107     4799   255954 SH       DEFINED             18,21,22     2380        0   253574
*** MADGE NETWORK-EUR         EQUITY   N5424G106       75    33200 SH       DEFINED             18,21,22    30200        0     3000
*** NEW HOLLAND N V           EQUITY   N62648105     2448   164600 SH       DEFINED   2,3,11,13,14,29,30        0   164600        0
*** NEW HOLLAND N V           EQUITY   N62648105       46     3100 SH       DEFINED          15,18,21,22     1100        0     2000
*** NEW HOLLAND N V           EQUITY   N62648105     2195   147567 SH       DEFINED             18,21,22    51672        0    95895
*** NEW HOLLAND N V           EQUITY   N62648105       13      900 SH       DEFINED     3,13,14,26,29,30      900        0        0
*** TOOLEX INTL N V-EUR       EQUITY   N8715N103    18636  1796267 SH       DEFINED                  6,7  1796267        0        0
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108       22     1360 SH       DEFINED               -          1360        0        0
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108       41     2547 SH       DEFINED          15,18,21,22        0        0     2547
*** PANAMERICAN BEVERAGES INC OPTION   P74823108       48     3000 SH  CALL DEFINED             18,21,22        0        0     3000
*** PANAMERICAN BEVERAGES INC EQUITY   P74823108     2081   129050 SH       DEFINED             18,21,22    28072        0   100978
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133        2       90 SH       DEFINED               -            90        0        0
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133       55     2285 SH       DEFINED          15,18,21,22     1400        0      885
*** SUN INTL HOTEL LTD ORD    EQUITY   P8797T133     2768   114754 SH       DEFINED             18,21,22    91501        0    23253
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103       30      670 SH       DEFINED               -           670        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103     7509   166400 SH       DEFINED                12,21   166400        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103        5      100 SH       DEFINED          15,18,21,22      100        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T103      744    16493 SH       DEFINED             18,21,22     7499        0     8994
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111      104      750 SH       DEFINED               -           750        0        0
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111      238     1720 SH       DEFINED          15,18,21,22      510        0     1210
*** ROYAL CARIBBEAN CRUISES   EQUITY   V7780T111     4389    31763 SH       DEFINED             18,21,22    21525        0    10238
*** TEEKAY SHIPPING CORP USD  EQUITY   V89564104       37     2355 SH       DEFINED          15,18,21,22     2355        0        0
*** TEEKAY SHIPPING CORP USD  EQUITY   V89564104      877    55231 SH       DEFINED             18,21,22    23456        0    31775
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107     1879   183313 SH       DEFINED                  4,6     3000   180313        0
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107      985    96050 SH       DEFINED                18,21    96050        0        0
*** CREATIVE TECH LTD ORD     EQUITY   Y1775U107      549    53534 SH       DEFINED             18,21,22    47534        0     6000
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102      361     6225 SH       DEFINED                  4,6     5100        0     1125
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102      522     9000 SH       DEFINED                12,21     9000        0        0
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102       57      976 SH       DEFINED          15,18,21,22      228        0      748
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102     3669    63262 SH       DEFINED             18,21,22    35781        0    27481
*** FLEXTRONICS INTL LTD USD  OPTION   Y2573F102        6      100 SH  CALL DEFINED             18,21,22        0        0      100
*** FLEXTRONICS INTL LTD USD  EQUITY   Y2573F102       14      240 SH       DEFINED     3,13,14,26,29,30      240        0        0
*** PACIFIC INTERNET LTD      EQUITY   Y66183107      300     9100 SH       DEFINED             16,18,21     9100        0        0
*** PACIFIC INTERNET LTD      EQUITY   Y66183107       26      800 SH       DEFINED             18,21,22        0        0      800
AAON INC NEW                  EQUITY   000360206      570    42221 SH       DEFINED             18,21,22     9274        0    32947
AAR CORP                      EQUITY   000361105       24     1350 SH       DEFINED                  4,6        0        0     1350
AAR CORP                      EQUITY   000361105     2627   148498 SH       DEFINED                12,21   148498        0        0
AAR CORP                      EQUITY   000361105      128     7230 SH       DEFINED          15,18,21,22     5610        0     1620
AAR CORP                      EQUITY   000361105     2918   164985 SH       DEFINED             18,21,22   128262        0    36723
AAR CORP                      EQUITY   000361105      324    18300 SH       DEFINED                   25        0    18300        0
ABC-NACO INC                  EQUITY   000752105      210    14500 SH       DEFINED                12,21    14500        0        0
ABC-NACO INC                  EQUITY   000752105        1       58 SH       DEFINED             18,21,22       48        0       10
ACTV INC                      EQUITY   00088E104     4736   308000 SH       DEFINED                12,21   308000        0        0
ACTV INC                      EQUITY   00088E104     2147   139648 SH       DEFINED             18,21,22   137065        0     2583
A CONSULTING TEAM INC         EQUITY   000881102       44     9030 SH       DEFINED          15,18,21,22     7530        0     1500
A CONSULTING TEAM INC         EQUITY   000881102       57    11725 SH       DEFINED             18,21,22     5750        0     5975
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      430    10500 SH       DEFINED                  4,6    10000        0      500
ADC TELECOMMUNICATIONS INC    EQUITY   000886101     8615   210441 SH       DEFINED                12,21   210441        0        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      224     5480 SH       DEFINED          15,18,21,22     2115        0     3365
ADC TELECOMMUNICATIONS INC    EQUITY   000886101     5934   144943 SH       DEFINED             18,21,22    92844        0    52099
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      160     3900 SH       DEFINED                   25        0     3900        0
ADC TELECOMMUNICATIONS INC    EQUITY   000886101      346     8447 SH       DEFINED                21,31     8447        0        0
ADE CORP MA                   EQUITY   00089C107     1104    82550 SH       DEFINED             18,21,22    29825        0    52725
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102      386    17290 SH       DEFINED               -         17290        0        0
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102     2727   122198 SH       DEFINED          15,18,21,22    79451        0    42747
*** ABN AMRO HLDG NV SPONSORE OPTION   000937102       56     2500 SH  CALL DEFINED             18,21,22        0        0     2500
*** ABN AMRO HLDG NV SPONSORE EQUITY   000937102    78041  3497572 SH       DEFINED             18,21,22  2517830        0   979742
AFC CABLE SYS                 EQUITY   000950105      487    11505 SH       DEFINED                12,21    11505        0        0
AFC CABLE SYS                 EQUITY   000950105      311     7354 SH       DEFINED             18,21,22     7354        0        0
ABM INDUSTRIES INC            EQUITY   000957100       51     2000 SH       DEFINED               -          2000        0        0
ABM INDUSTRIES INC            EQUITY   000957100      418    16468 SH       DEFINED                12,21    16468        0        0
ABM INDUSTRIES INC            EQUITY   000957100     1084    42705 SH       DEFINED          15,18,21,22    24465        0    18240
ABM INDUSTRIES INC            EQUITY   000957100    24456   963801 SH       DEFINED             18,21,22   515931        0   447870
ABM INDUSTRIES INC            EQUITY   000957100      789    31100 SH       DEFINED                   25        0    31100        0
ACT NETWORKS INC              EQUITY   000975102       88     9900 SH       DEFINED                12,21     9900        0        0
ACT NETWORKS INC              EQUITY   000975102       51     5750 SH       DEFINED             18,21,22     5750        0        0
ACT NETWORKS INC              EQUITY   000975102        6      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
AEP INDUSTRIES INC            EQUITY   001031103      922    25000 SH       DEFINED                12,21    25000        0        0
AEP INDUSTRIES INC            EQUITY   001031103        3       68 SH       DEFINED             18,21,22       44        0       24
AFLAC INC                     EQUITY   001055102      191     4345 SH       DEFINED               -          4345        0        0
AFLAC INC                     EQUITY   001055102      388     8800 SH       DEFINED                  4,6        0        0     8800
AFLAC INC                     EQUITY   001055102     6586   149471 SH       DEFINED                12,21   149471        0        0
AFLAC INC                     EQUITY   001055102    14448   327893 SH       DEFINED          15,18,21,22   130374        0   197519
AFLAC INC                     OPTION   001055102        9      200 SH  CALL DEFINED          15,18,21,22        0        0      200
AFLAC INC                     EQUITY   001055102   179547  4074777 SH       DEFINED             18,21,22  2549990        0  1524787
AFLAC INC                     EQUITY   001055102     4124    93600 SH       DEFINED                   25        0    93600        0
AFLAC INC                     EQUITY   001055102      731    16595 SH       DEFINED                21,31    16595        0        0
AGCO CORP                     EQUITY   001084102     3108   246150 SH       DEFINED                12,21   246150        0        0
AGCO CORP                     EQUITY   001084102      206    16313 SH       DEFINED          15,18,21,22     2984        0    13329
AGCO CORP                     EQUITY   001084102     2224   176134 SH       DEFINED             18,21,22    76351        0    99782
AGCO CORP                     OPTION   001084102      152    12000 SH  PUT  DEFINED             18,21,22        0        0    12000
AGL RESOURCES INC             EQUITY   001204106       48     3000 SH       DEFINED               -          3000        0        0
AGL RESOURCES INC             EQUITY   001204106     3969   247088 SH       DEFINED                12,21   247088        0        0
AGL RESOURCES INC             EQUITY   001204106      169    10501 SH       DEFINED          15,18,21,22      700        0     9801
AGL RESOURCES INC             EQUITY   001204106     1387    86328 SH       DEFINED             18,21,22    43727        0    42601
AHL SERVICES INC              EQUITY   001296102      217     8500 SH       DEFINED                12,21     8500        0        0
AHL SERVICES INC              EQUITY   001296102      153     5967 SH       DEFINED          15,18,21,22     4827        0     1140
AHL SERVICES INC              EQUITY   001296102      314    12273 SH       DEFINED             18,21,22     8565        0     3708
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5      251   200000 PRN      DEFINED                12,21   200000        0        0
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5       87    69000 PRN      DEFINED          15,18,21,22    13000        0    56000
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5     2510  2000000 PRN      DEFINED             16,18,21  2000000        0        0
AES CORP JR SUB DEB CONV      CORPBOND 00130HAN5     2913  2321000 PRN      DEFINED             18,21,22  1613000        0   708000
AES CORP                      EQUITY   00130H105       42      730 SH       DEFINED               -           730        0        0
AES CORP                      EQUITY   00130H105      417     7180 SH       DEFINED                  4,6     4730        0     2450
AES CORP                      EQUITY   00130H105   109235  1881326 SH       DEFINED                12,21  1881326        0        0
AES CORP                      EQUITY   00130H105      959    16525 SH       DEFINED          15,18,21,22     7700        0     8825
AES CORP                      EQUITY   00130H105     3019    52000 SH       DEFINED             16,18,21    52000        0        0
AES CORP                      EQUITY   00130H105    38746   667307 SH       DEFINED             18,21,22   377820        0   289486
AES CORP                      OPTION   00130H105     8129   140000 SH  CALL DEFINED             18,21,22   140000        0        0
AES CORP                      OPTION   00130H105     8129   140000 SH  PUT  DEFINED             18,21,22   140000        0        0
AES CORP                      EQUITY   00130H105      319     5500 SH       DEFINED                   25        0     5500        0
AES CORP                      EQUITY   00130H105     1219    21000 SH       DEFINED     3,13,14,26,29,30    21000        0        0
AES CORP                      EQUITY   00130H105      845    14550 SH       DEFINED                21,31    14550        0        0
AHT CORPORATION               EQUITY   00130R103       16     5500 SH       DEFINED          15,18,21,22        0        0     5500
AHT CORPORATION               EQUITY   00130R103       22     7500 SH       DEFINED             18,21,22        0        0     7500
AK STEEL HOLDING CORP         EQUITY   001547108       25     1354 SH       DEFINED               -          1354        0        0
AK STEEL HOLDING CORP         EQUITY   001547108     3607   196284 SH       DEFINED                12,21   196284        0        0
AK STEEL HOLDING CORP         EQUITY   001547108       75     4108 SH       DEFINED          15,18,21,22     3688        0      420
AK STEEL HOLDING CORP         EQUITY   001547108     2436   132585 SH       DEFINED             18,21,22    96743        0    35841
AK STEEL HOLDING CORP         EQUITY   001547108     3125   170081 SH       DEFINED                21,31   170081        0        0
AMBI INC                      EQUITY   00163N102       86    30000 SH       DEFINED             18,21,22        0        0    30000
AMB PROPERTY CORP             EQUITY   00163T109      705    33377 SH       DEFINED                12,21    33377        0        0
AMB PROPERTY CORP             EQUITY   00163T109      989    46838 SH       DEFINED             18,21,22    29717        0    17121
AMB PROPERTY CORP             OPTION   00163T109        8      400 SH  PUT  DEFINED             18,21,22        0        0      400
AMC ENTERTAINMENT INC         EQUITY   001669100      270    19724 SH       DEFINED                12,21    19724        0        0
AMC ENTERTAINMENT INC         EQUITY   001669100     1154    84302 SH       DEFINED             18,21,22    75435        0     8867
AMFM INC                      EQUITY   001693100      105     1640 SH       DEFINED               -          1640        0        0
AMFM INC                      EQUITY   001693100     2795    43752 SH       DEFINED                  4,6    14525        0    29227
AMFM INC                      EQUITY   001693100    23240   363830 SH       DEFINED                12,21   363830        0        0
AMFM INC                      EQUITY   001693100     4466    69919 SH       DEFINED          15,18,21,22    42454        0    27465
AMFM INC                      EQUITY   001693100   103246  1616381 SH       DEFINED             18,21,22  1065193        0   551188
AMFM INC                      EQUITY   001693100     4471    70000 SH       DEFINED                   25        0    70000        0
AMFM INC                      EQUITY   001693100      251     3930 SH       DEFINED                21,31     3930        0        0
AMFM INC 7% CONV PFD          EQUITY   001693209     6210    34820 SH       DEFINED             18,21,22    34820        0        0
AMLI RESIDENTIAL PROPERTIES   EQUITY   001735109      238    11310 SH       DEFINED                12,21    11310        0        0
AMLI RESIDENTIAL PROPERTIES   EQUITY   001735109      505    24066 SH       DEFINED             18,21,22    22716        0     1350
AMR CORP                      EQUITY   001765106       88     1630 SH       DEFINED               -          1630        0        0
AMR CORP                      EQUITY   001765106    14604   271075 SH       DEFINED                12,21   271075        0        0
AMR CORP                      EQUITY   001765106     5062    93962 SH       DEFINED          15,18,21,22    58355        0    35607
AMR CORP                      EQUITY   001765106   113709  2110607 SH       DEFINED             18,21,22  1450100        0   660507
AMR CORP                      EQUITY   001765106     5571   103404 SH       DEFINED                   25        0   103404        0
AMR CORP                      EQUITY   001765106      133     2474 SH       DEFINED     3,13,14,26,29,30     2474        0        0
AMR CORP                      EQUITY   001765106      570    10585 SH       DEFINED                21,31    10585        0        0
APAC CUSTOMER SERVICES INC    EQUITY   00185E106      208    45850 SH       DEFINED             18,21,22    45450        0      400
*** ATI TECHNOLOGIES INC -CAD EQUITY   001941103      256    23446 SH       DEFINED                  4,6    23446        0        0
*** ATI TECHNOLOGIES INC -CAD EQUITY   001941103       70     6355 SH       DEFINED             18,21,22     1655        0     4700
AT&T CORP                     EQUITY   001957109     7719   184887 SH       DEFINED               -        184887        0        0
AT&T CORP                     EQUITY   001957109    10220   244800 SH       DEFINED   2,3,11,13,14,29,30        0   244800        0
AT&T CORP                     EQUITY   001957109    72275  1731139 SH       DEFINED                  4,6   671441   456566   603132
AT&T CORP                     EQUITY   001957109     4146    99300 SH       DEFINED                5,6,7        0        0    99300
AT&T CORP                     EQUITY   001957109     1217    29151 SH       DEFINED                  6,7        0        0    29151
AT&T CORP                     EQUITY   001957109   317922  7614901 SH       DEFINED                12,21  7614901        0        0
AT&T CORP                     EQUITY   001957109    21669   519016 SH       DEFINED          15,18,21,22   315467        0   203548
AT&T CORP                     EQUITY   001957109    13318   318985 SH       DEFINED             16,18,21   318985        0        0
AT&T CORP                     OPTION   001957109     9394   225000 SH  PUT  DEFINED       17,18,19,20,21   225000        0        0
AT&T CORP                     EQUITY   001957109   774725 18556284 SH       DEFINED             18,21,22  8109286        0 10446997
AT&T CORP                     OPTION   001957109     1413    33850 SH  CALL DEFINED             18,21,22    30200        0     3650
AT&T CORP                     OPTION   001957109     1346    32250 SH  PUT  DEFINED             18,21,22    30000        0     2250
AT&T CORP                     EQUITY   001957109      171     4100 SH       DEFINED            4,6,23,24     4100        0        0
AT&T CORP                     EQUITY   001957109     6501   155707 SH       DEFINED                   25        0   155707        0
AT&T CORP                     EQUITY   001957109     4175    99995 SH       DEFINED     3,13,14,26,29,30    99995        0        0
AT&T CORP                     EQUITY   001957109     9643   230972 SH       DEFINED                21,31   230972        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208      362     9926 SH       DEFINED               -          9926        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     8235   225624 SH       DEFINED                  4,6    25824        0   199800
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208   172833  4735160 SH       DEFINED                12,21  4735160        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     9186   251664 SH       DEFINED          15,18,21,22   196758        0    54906
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     4500   123300 SH       DEFINED             16,18,21   123300        0        0
AT&T CORP LIBERTY MEDIA GROUP OPTION   001957208    34675   950000 SH  CALL DEFINED       17,18,19,20,21   950000        0        0
AT&T CORP LIBERTY MEDIA GROUP OPTION   001957208    34795   953300 SH  CALL DEFINED             18,21,22   950000        0     3300
AT&T CORP LIBERTY MEDIA GROUP OPTION   001957208       18      500 SH  PUT  DEFINED             18,21,22        0        0      500
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208   185859  5092033 SH       DEFINED             18,21,22  3095281        0  1996752
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     3468    95000 SH       DEFINED                   25        0    95000        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208     2705    74100 SH       DEFINED     3,13,14,26,29,30    74100        0        0
AT&T CORP LIBERTY MEDIA GROUP EQUITY   001957208      274     7502 SH       DEFINED                21,31     7502        0        0
ASV INC                       EQUITY   001963107      174    11600 SH       DEFINED                12,21    11600        0        0
*** APT SATELLITE HOLDINGS    EQUITY   00203R105       64    14330 SH       DEFINED             18,21,22     5590        0     8740
ARV ASSISRED LIVING CV S/D    CORPBOND 00204CAA5      310  1215000 PRN      DEFINED             18,21,22  1215000        0        0
*** ASA LTD                   EQUITY   002050102        4      200 SH       DEFINED               -           200        0        0
*** ASA LTD                   EQUITY   002050102      362    16533 SH       DEFINED          15,18,21,22     5549        0    10984
*** ASA LTD                   EQUITY   002050102      827    37788 SH       DEFINED             18,21,22    26538        0    11249
ATG INC                       EQUITY   00206P106       53    10500 SH       DEFINED             18,21,22        0        0    10500
*** AT&T CANADA INC           EQUITY   00207Q202     2479    39509 SH       DEFINED             18,21,22    23087        0    16422
ATMI INC                      EQUITY   00207R101     4354   116500 SH       DEFINED                12,21   116500        0        0
ATMI INC                      EQUITY   00207R101      161     4300 SH       DEFINED          15,18,21,22     2185        0     2115
ATMI INC                      EQUITY   00207R101     2042    54635 SH       DEFINED             18,21,22    37555        0    17080
ATMI INC                      EQUITY   00207R101      168     4500 SH       DEFINED                   25        0     4500        0
ATMI INC                      EQUITY   00207R101       15      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
ATS MEDICAL INC               EQUITY   002083103      111    11100 SH       DEFINED             18,21,22        0        0    11100
AVT CORPORATION               EQUITY   002420107     7961   243081 SH       DEFINED                12,21   243081        0        0
AVT CORPORATION               EQUITY   002420107     3275   100000 SH       DEFINED             16,18,21   100000        0        0
AVT CORPORATION               EQUITY   002420107       92     2815 SH       DEFINED             18,21,22     2093        0      722
AVT CORPORATION               EQUITY   002420107     3143    95955 SH       DEFINED                21,31    95955        0        0
AVX CORPORATION NEW           EQUITY   002444107       12      350 SH       DEFINED               -           350        0        0
AVX CORPORATION NEW           EQUITY   002444107      313     8983 SH       DEFINED                12,21     8983        0        0
AVX CORPORATION NEW           EQUITY   002444107      509    14602 SH       DEFINED          15,18,21,22    10187        0     4415
AVX CORPORATION NEW           EQUITY   002444107    14913   427602 SH       DEFINED             18,21,22   312951        0   114651
AXA FINL INC                  EQUITY   002451102       47      875 SH       DEFINED               -           875        0        0
AXA FINL INC                  EQUITY   002451102     4078    76050 SH       DEFINED                  4,6    32200     3050    40800
AXA FINL INC                  EQUITY   002451102    24355   454172 SH       DEFINED                12,21   454172        0        0
AXA FINL INC                  EQUITY   002451102     1378    25700 SH       DEFINED          15,18,21,22    13541        0    12158
AXA FINL INC                  EQUITY   002451102    54134  1009490 SH       DEFINED             18,21,22   670368        0   339122
AXA FINL INC                  EQUITY   002451102       87     1627 SH       DEFINED                21,31     1627        0        0
AAMES FINL CORP               EQUITY   00253A101       20    27256 SH       DEFINED             18,21,22     2731        0    24524
AARON RENTS INC               EQUITY   002535201      741    42655 SH       DEFINED                12,21    42655        0        0
AARON RENTS INC               EQUITY   002535201     4198   241635 SH       DEFINED          15,18,21,22        0        0   241635
AARON RENTS INC               EQUITY   002535201       12      700 SH       DEFINED             18,21,22        0        0      700
AARON RENTS INC               EQUITY   002535201      509    29300 SH       DEFINED                   25        0    29300        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104     1994    88600 SH       DEFINED                12,21    88600        0        0
AAVID THERMAL TECHNOLOGIES IN EQUITY   002539104       23     1000 SH       DEFINED             18,21,22     1000        0        0
ABACUS DIRECT CORP            EQUITY   002553105     1292    10975 SH       DEFINED                  4,6     1700        0     9275
ABACUS DIRECT CORP            EQUITY   002553105     8007    68036 SH       DEFINED                12,21    68036        0        0
ABACUS DIRECT CORP            EQUITY   002553105      334     2842 SH       DEFINED          15,18,21,22     2118        0      724
ABACUS DIRECT CORP            EQUITY   002553105     4354    37000 SH       DEFINED             16,18,21    37000        0        0
ABACUS DIRECT CORP            EQUITY   002553105     7031    59743 SH       DEFINED             18,21,22    44334        0    15409
ABACUS DIRECT CORP            EQUITY   002553105       24      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
ABACUS DIRECT CORP            EQUITY   002553105     4269    36277 SH       DEFINED                21,31    36277        0        0
ABBOTT LABORATORIES           EQUITY   002824100     4512   121937 SH       DEFINED               -        121937        0        0
ABBOTT LABORATORIES           EQUITY   002824100    61784  1669832 SH       DEFINED                  4,6   780964   372567   516301
ABBOTT LABORATORIES           EQUITY   002824100     2215    59878 SH       DEFINED                5,6,7        0        0    59878
ABBOTT LABORATORIES           EQUITY   002824100      566    15284 SH       DEFINED                  6,7     9000        0     6284
ABBOTT LABORATORIES           EQUITY   002824100   129156  3490690 SH       DEFINED                12,21  3490690        0        0
ABBOTT LABORATORIES           EQUITY   002824100    31929   862936 SH       DEFINED          15,18,21,22   496156        0   366779
ABBOTT LABORATORIES           EQUITY   002824100     8561   231372 SH       DEFINED             16,18,21   231372        0        0
ABBOTT LABORATORIES           EQUITY   002824100   536999 14513473 SH       DEFINED             18,21,22  7223195        0  7290277
ABBOTT LABORATORIES           EQUITY   002824100     2938    79402 SH       DEFINED                   25        0    79402        0
ABBOTT LABORATORIES           EQUITY   002824100     1286    34746 SH       DEFINED     3,13,14,26,29,30    34746        0        0
ABBOTT LABORATORIES           EQUITY   002824100     3985   107700 SH       DEFINED                21,31   107700        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207       55     1644 SH       DEFINED               -          1644        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     1396    41734 SH       DEFINED                  4,6    16634        0    25100
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207    17044   509706 SH       DEFINED                12,21   509706        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     1684    50348 SH       DEFINED          15,18,21,22    14519        0    35829
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207     5016   150000 SH       DEFINED             16,18,21   150000        0        0
ABERCROMBIE & FITCH CO CLASS  OPTION   002896207     1150    34400 SH  CALL DEFINED             18,21,22    30000        0     4400
ABERCROMBIE & FITCH CO CLASS  OPTION   002896207     1338    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207    69536  2079544 SH       DEFINED             18,21,22  1107789        0   971755
ABERCROMBIE & FITCH CO CLASS  EQUITY   002896207      781    23344 SH       DEFINED                21,31    23344        0        0
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205      516    20642 SH       DEFINED             18,21,22    11810        0     8832
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205     8420   336800 SH       DEFINED        3,13,27,28,30   336800        0        0
*** ABBEY NATL PLC NOM CUM PF EQUITY   002920205    20343   813700 SH       DEFINED           3,13,29,30   813700        0        0
ABGENIX INC                   EQUITY   00339B107       74     1985 SH       DEFINED                  4,6        0        0     1985
ABGENIX INC                   EQUITY   00339B107     2131    57200 SH       DEFINED                12,21    57200        0        0
ABGENIX INC                   EQUITY   00339B107       79     2123 SH       DEFINED             18,21,22     1223        0      900
ABGENIX INC                   EQUITY   00339B107      104     2800 SH       DEFINED                   25        0     2800        0
ABLE TELCOM HLDG CORP NEW     EQUITY   003712304      835    92796 SH       DEFINED             18,21,22    47645        0    45151
ABOUT.COM INC                 EQUITY   003736105       97     1710 SH       DEFINED                  4,6     1710        0        0
ABOUT.COM INC                 EQUITY   003736105      158     2800 SH       DEFINED                12,21     2800        0        0
ABOUT.COM INC                 EQUITY   003736105       28      501 SH       DEFINED             18,21,22        0        0      501
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107        2      139 SH       DEFINED               -           139        0        0
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107       46     3943 SH       DEFINED                  4,6     3943        0        0
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107     1041    90000 SH       DEFINED                  6,7        0        0    90000
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107     2479   214380 SH       DEFINED                12,21   214380        0        0
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107       22     1898 SH       DEFINED          15,18,21,22     1042        0      856
*** ABITIBI CONSOLIDATED INC  EQUITY   003924107     2902   251008 SH       DEFINED             18,21,22   108987        0   142021
ACADIA RLTY TR                EQUITY   004239109      266    53251 SH       DEFINED             18,21,22     7001        0    46250
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102     1077    85300 SH       DEFINED                  4,6        0    85300        0
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102      115     9070 SH       DEFINED                12,21     9070        0        0
ACCEPTANCE INSURANCE CO INC   EQUITY   004308102       44     3490 SH       DEFINED             18,21,22      290        0     3200
ACCLAIM ENTMT INC NEW         EQUITY   004325205       42     5061 SH       DEFINED                  4,6        0     5000       61
ACCLAIM ENTMT INC NEW         EQUITY   004325205      363    44000 SH       DEFINED                12,21    44000        0        0
ACCLAIM ENTMT INC NEW         EQUITY   004325205      374    45300 SH       DEFINED             16,18,21    45300        0        0
ACCLAIM ENTMT INC NEW         EQUITY   004325205      365    44198 SH       DEFINED             18,21,22    21408        0    22790
ACCRUE SOFTWARE INC           EQUITY   00437W102     1812    75100 SH       DEFINED                12,21    75100        0        0
ACCRUE SOFTWARE INC           EQUITY   00437W102        2      100 SH       DEFINED             18,21,22      100        0        0
ACCRUE SOFTWARE INC           EQUITY   00437W102      142     5900 SH       DEFINED                   25        0     5900        0
ACE CASH EXPRESS INC          EQUITY   004403101      339    23178 SH       DEFINED             18,21,22        0        0    23178
ACKERLEY GROUP INC            EQUITY   004527107      164    13800 SH       DEFINED                12,21    13800        0        0
ACKERLEY GROUP INC            EQUITY   004527107       39     3310 SH       DEFINED             18,21,22        0        0     3310
ACNIELSEN CORP                EQUITY   004833109        3      133 SH       DEFINED                  4,6      133        0        0
ACNIELSEN CORP                EQUITY   004833109     3347   147126 SH       DEFINED                12,21   147126        0        0
ACNIELSEN CORP                EQUITY   004833109       17      766 SH       DEFINED          15,18,21,22      408        0      358
ACNIELSEN CORP                EQUITY   004833109       15      666 SH       DEFINED             16,18,21      666        0        0
ACNIELSEN CORP                EQUITY   004833109     2008    88256 SH       DEFINED             18,21,22    50863        0    37393
ACNIELSEN CORP                EQUITY   004833109     1178    51772 SH       DEFINED                21,31    51772        0        0
ACTIVISION INC NEW            EQUITY   004930202     2042   116700 SH       DEFINED                12,21   116700        0        0
ACTIVISION INC NEW            EQUITY   004930202        2       91 SH       DEFINED             18,21,22        6        0       85
ACTIVISION INC NEW            EQUITY   004930202      856    48900 SH       DEFINED                   25        0    48900        0
ACTION PERFORMANCE COS INC CV CORPBOND 004933AB3        7    10000 PRN      DEFINED                12,21    10000        0        0
ACTION PERFORMANCE COS INC    EQUITY   004933107     4781   213697 SH       DEFINED                12,21   213697        0        0
ACTION PERFORMANCE COS INC    EQUITY   004933107      159     7105 SH       DEFINED          15,18,21,22      185        0     6920
ACTION PERFORMANCE COS INC    EQUITY   004933107     5530   247158 SH       DEFINED             18,21,22    30551        0   216607
ACTION PERFORMANCE COS INC    EQUITY   004933107      743    33200 SH       DEFINED                   25        0    33200        0
ACTION PERFORMANCE COS INC    EQUITY   004933107     3371   150677 SH       DEFINED                21,31   150677        0        0
ACTEL CORP                    EQUITY   004934105     7911   441000 SH       DEFINED                12,21   441000        0        0
ACTEL CORP                    EQUITY   004934105       77     4300 SH       DEFINED          15,18,21,22     4300        0        0
ACTEL CORP                    EQUITY   004934105     1035    57710 SH       DEFINED             18,21,22    29796        0    27914
ACTIVE VOICE CORP             EQUITY   004938106        4      285 SH       DEFINED          15,18,21,22      210        0       75
ACTIVE VOICE CORP             EQUITY   004938106      320    20330 SH       DEFINED             18,21,22    14665        0     5665
ACRODYNE COMMUNICATIONS INC   EQUITY   00500E104       50    26000 SH       DEFINED             18,21,22        0        0    26000
ACTUATE CORPORATION           EQUITY   00508B102      429    13200 SH       DEFINED                12,21    13200        0        0
ACUSON CORP                   EQUITY   005113105      239    19300 SH       DEFINED                12,21    19300        0        0
ACUSON CORP                   EQUITY   005113105      212    17166 SH       DEFINED             18,21,22     1046        0    16120
ACX TECHNOLOGIES INC          EQUITY   005123104       13     1332 SH       DEFINED                  4,6        0        0     1332
ACX TECHNOLOGIES INC          EQUITY   005123104      101    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       49     5085 SH       DEFINED             18,21,22     1953        0     3132
ACX TECHNOLOGIES INC          EQUITY   005123104      185    19100 SH       DEFINED                   25        0    19100        0
ACXIOM CORP                   EQUITY   005125109       24     1250 SH       DEFINED               -          1250        0        0
ACXIOM CORP                   EQUITY   005125109     1137    58858 SH       DEFINED                12,21    58858        0        0
ACXIOM CORP                   EQUITY   005125109      287    14855 SH       DEFINED          15,18,21,22     6950        0     7905
ACXIOM CORP                   EQUITY   005125109     6846   354468 SH       DEFINED             18,21,22   236710        0   117758
ACXIOM CORP                   EQUITY   005125109     1275    66000 SH       DEFINED            4,6,23,24    66000        0        0
ADAMS EXPRESS CO MARYLAND     EQUITY   006212104      448    15687 SH       DEFINED             18,21,22     2845        0    12842
ADAPTIVE BROADBAND CORP CV SU CORPBOND 00650MAA2      178   150000 PRN      DEFINED                12,21   150000        0        0
ADAPTIVE BROADBAND CORP CV SU CORPBOND 00650MAA2     1778  1500000 PRN      DEFINED             16,18,21  1500000        0        0
ADAPTIVE BROADBAND CORP CV SU CORPBOND 00650MAA2      169   143000 PRN      DEFINED             18,21,22    60000        0    83000
ADAPTIVE BROADBAND CORP       EQUITY   00650M104      468    13780 SH       DEFINED               -         13780        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104        8      250 SH       DEFINED                  4,6        0        0      250
ADAPTIVE BROADBAND CORP       EQUITY   00650M104    38032  1120630 SH       DEFINED                12,21  1120630        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104      300     8840 SH       DEFINED          15,18,21,22     3160        0     5680
ADAPTIVE BROADBAND CORP       EQUITY   00650M104     1358    40000 SH       DEFINED             16,18,21    40000        0        0
ADAPTIVE BROADBAND CORP       EQUITY   00650M104    24361   717815 SH       DEFINED             18,21,22   300063        0   417752
ADAPTIVE BROADBAND CORP       OPTION   00650M104       68     2000 SH  CALL DEFINED             18,21,22     2000        0        0
ADAPTEC INC CV SUB NOTES-     CORPBOND 00651FAC2       20    20000 PRN      DEFINED             18,21,22    20000        0        0
ADAPTEC INC                   EQUITY   00651F108       71     1740 SH       DEFINED               -          1740        0        0
ADAPTEC INC                   EQUITY   00651F108     7469   182597 SH       DEFINED                12,21   182597        0        0
ADAPTEC INC                   EQUITY   00651F108       83     2038 SH       DEFINED          15,18,21,22     1069        0      969
ADAPTEC INC                   EQUITY   00651F108     4115   100590 SH       DEFINED             18,21,22    63399        0    37191
ADAPTEC INC                   EQUITY   00651F108      462    11300 SH       DEFINED                   25        0    11300        0
ADAPTEC INC                   EQUITY   00651F108     2481    60660 SH       DEFINED                21,31    60660        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105      245     4300 SH       DEFINED               -          4300        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     3951    69308 SH       DEFINED                12,21    69308        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105       17      298 SH       DEFINED          15,18,21,22      215        0       83
ADELPHIA COMMUNICATIONS CORP  OPTION   006848105    62700  1100000 SH  CALL DEFINED       17,18,19,20,21  1100000        0        0
ADELPHIA COMMUNICATIONS CORP  OPTION   006848105    62700  1100000 SH  CALL DEFINED             18,21,22  1100000        0        0
ADELPHIA COMMUNICATIONS CORP  OPTION   006848105      285     5000 SH  PUT  DEFINED             18,21,22     5000        0        0
ADELPHIA COMMUNICATIONS CORP  EQUITY   006848105     1698    29783 SH       DEFINED             18,21,22    14072        0    15711
ADFORCE INC                   EQUITY   006867105      128     5200 SH       DEFINED                12,21     5200        0        0
ADFORCE INC                   EQUITY   006867105      108     4396 SH       DEFINED             18,21,22     1156        0     3240
ADMINISTAFF INC               EQUITY   007094105      166    10700 SH       DEFINED                12,21    10700        0        0
ADMINISTAFF INC               EQUITY   007094105      109     7003 SH       DEFINED             18,21,22       62        0     6941
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101       68      605 SH       DEFINED               -           605        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101     3430    30300 SH       DEFINED                  4,6     2100     1000    27200
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101       79      700 SH       DEFINED                  6,7      700        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101   138934  1227460 SH       DEFINED                12,21  1227460        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101      834     7369 SH       DEFINED          15,18,21,22     3753        0     3616
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101    64932   573661 SH       DEFINED             18,21,22   180201        0   393459
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101      260     2300 SH       DEFINED                   25        0     2300        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101      136     1200 SH       DEFINED     3,13,14,26,29,30     1200        0        0
ADOBE SYSTEMS INC  (DE)       EQUITY   00724F101     2116    18693 SH       DEFINED                21,31    18693        0        0
ADTRAN INC                    EQUITY   00738A106      779    22300 SH       DEFINED                12,21    22300        0        0
ADTRAN INC                    EQUITY   00738A106      410    11737 SH       DEFINED          15,18,21,22     5604        0     6133
ADTRAN INC                    EQUITY   00738A106     1525    43636 SH       DEFINED             18,21,22    17501        0    26135
ADVANCE PARADIGM INC          EQUITY   007491103     3217    59300 SH       DEFINED                12,21    59300        0        0
ADVANCE PARADIGM INC          EQUITY   007491103      834    15382 SH       DEFINED             18,21,22    12914        0     2468
ADVANCE PARADIGM INC          EQUITY   007491103      814    15000 SH       DEFINED                   25        0    15000        0
ADVANCED COMMUNICATIONS GROUP EQUITY   00751B106       98    13500 SH       DEFINED                12,21    13500        0        0
ADVANCED COMMUNICATIONS GROUP EQUITY   00751B106       80    10994 SH       DEFINED             18,21,22     4773        0     6221
ADVANCED DIGITAL INFOR CORP   EQUITY   007525108      597    21700 SH       DEFINED                12,21    21700        0        0
ADVANCED DIGITAL INFOR CORP   EQUITY   007525108      410    14898 SH       DEFINED             18,21,22    14125        0      773
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105     1836    77900 SH       DEFINED                12,21    77900        0        0
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105     1704    72320 SH       DEFINED          15,18,21,22    32258        0    40062
ADVANCED FIBRE COMMUNICATIONS EQUITY   00754A105     4064   172461 SH       DEFINED             18,21,22   126982        0    45479
ADVANCE MEDICAL INC CONV REG  CORPBOND 00754CAA9      234   360000 PRN      DEFINED             18,21,22    20000        0   340000
ADVANCED POLYMER SYS INC      EQUITY   00754G102      129    32360 SH       DEFINED               -         32360        0        0
ADVANCED POLYMER SYS INC      EQUITY   00754G102     6664  1666000 SH       DEFINED                12,21  1666000        0        0
ADVANCED POLYMER SYS INC      EQUITY   00754G102      133    33356 SH       DEFINED          15,18,21,22    23840        0     9516
ADVANCED POLYMER SYS INC      EQUITY   00754G102     9890  2472588 SH       DEFINED             18,21,22   842071        0  1630517
ADVANCED RADIO TELECOM CORP   EQUITY   00754U101      321    26500 SH       DEFINED                12,21    26500        0        0
ADVANCED RADIO TELECOM CORP   EQUITY   00754U101      291    24030 SH       DEFINED             18,21,22    18420        0     5610
ADVANCED TISSUE SCI INC       EQUITY   00755F103      128    41312 SH       DEFINED             18,21,22     4066        0    37246
ADVANTAGE LEARNING SYS INC    EQUITY   00757K100      183    10100 SH       DEFINED                12,21    10100        0        0
ADVANTAGE LEARNING SYS INC    EQUITY   00757K100      183    10077 SH       DEFINED             18,21,22     6807        0     3270
ADVANTICA RESTAURANT GROUP IN EQUITY   00758B109       78    25900 SH       DEFINED                12,21    25900        0        0
ADVANTICA RESTAURANT GROUP IN EQUITY   00758B109        2      685 SH       DEFINED             18,21,22      576        0      109
ADVO INC                      EQUITY   007585102        4      205 SH       DEFINED               -           205        0        0
ADVO INC                      EQUITY   007585102     1706    87756 SH       DEFINED                12,21    87756        0        0
ADVO INC                      EQUITY   007585102       81     4180 SH       DEFINED          15,18,21,22     2575        0     1605
ADVO INC                      EQUITY   007585102     4832   248606 SH       DEFINED             18,21,22   194489        0    54117
ADVO INC                      EQUITY   007585102     2363   121587 SH       DEFINED                21,31   121587        0        0
AEHR TEST SYSTEMS             EQUITY   00760J108     1210   233300 SH       DEFINED                  4,6        0   233300        0
AERIAL COMMUNICATIONS INC     EQUITY   007655103      628    24037 SH       DEFINED                12,21    24037        0        0
AERIAL COMMUNICATIONS INC     EQUITY   007655103     1130    43256 SH       DEFINED             18,21,22    41255        0     2001
AERO FLEX INC                 EQUITY   007768104      228    19700 SH       DEFINED                12,21    19700        0        0
AERO FLEX INC                 EQUITY   007768104        1       58 SH       DEFINED             18,21,22        8        0       50
ADVANCED MICRO DEVICES INC    EQUITY   007903107      856    49630 SH       DEFINED                  6,7    49630        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107     4853   281306 SH       DEFINED                12,21   281306        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       85     4900 SH       DEFINED             16,18,21     4900        0        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107     1752   101555 SH       DEFINED             18,21,22    41752        0    59803
ADVANCED MICRO DEVICES INC    OPTION   007903107       52     3000 SH  CALL DEFINED             18,21,22        0        0     3000
ADVANCED MICRO DEVICES INC    EQUITY   007903107       68     3959 SH       DEFINED                   25        0     3959        0
ADVANCED MICRO DEVICES INC    EQUITY   007903107      156     9019 SH       DEFINED                21,31     9019        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103       65      763 SH       DEFINED               -           763        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      122     1440 SH       DEFINED                  4,6        0        0     1440
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     4559    53633 SH       DEFINED                12,21    53633        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      218     2559 SH       DEFINED          15,18,21,22     1749        0      810
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      206     2428 SH       DEFINED             16,18,21     2428        0        0
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103     9899   116464 SH       DEFINED             18,21,22    73045        0    43419
*** AEGON N V-ADR AMER REG-AD EQUITY   007924103      366     4307 SH       DEFINED     3,13,14,26,29,30     4307        0        0
ADVANTA CORP CL A             EQUITY   007942105      711    43400 SH       DEFINED   2,3,11,13,14,29,30        0    43400        0
ADVANTA CORP CL A             EQUITY   007942105      240    14643 SH       DEFINED                12,21    14643        0        0
ADVANTA CORP CL A             EQUITY   007942105       43     2646 SH       DEFINED             18,21,22     1498        0     1148
ADVANTA CORP CL A             EQUITY   007942105      313    19100 SH       DEFINED                   25        0    19100        0
ADVANTA CORP CL B             EQUITY   007942204     2326   184200 SH       DEFINED             16,18,21   184200        0        0
ADVANCED ENERGY INDS INC      EQUITY   007973100      326    10500 SH       DEFINED                12,21    10500        0        0
ADVANCED ENERGY INDS INC      EQUITY   007973100       33     1080 SH       DEFINED          15,18,21,22      920        0      160
ADVANCED ENERGY INDS INC      EQUITY   007973100     1692    54592 SH       DEFINED             18,21,22    38637        0    15955
ADVANCED ENERGY INDS INC      EQUITY   007973100      657    21200 SH       DEFINED                   25        0    21200        0
ADVENT SOFTWARE INC           EQUITY   007974108      144     2397 SH       DEFINED               -          2397        0        0
ADVENT SOFTWARE INC           EQUITY   007974108     2490    41500 SH       DEFINED                12,21    41500        0        0
ADVENT SOFTWARE INC           EQUITY   007974108      858    14305 SH       DEFINED          15,18,21,22     7541        0     6764
ADVENT SOFTWARE INC           EQUITY   007974108    13588   226464 SH       DEFINED             18,21,22   153764        0    72700
AETNA INC                     EQUITY   008117103       38      732 SH       DEFINED               -           732        0        0
AETNA INC                     EQUITY   008117103     4961    96800 SH       DEFINED   2,3,11,13,14,29,30        0    96800        0
AETNA INC                     EQUITY   008117103     1331    25977 SH       DEFINED                  4,6    19187        0     6790
AETNA INC                     EQUITY   008117103    27162   529990 SH       DEFINED                12,21   529990        0        0
AETNA INC                     EQUITY   008117103     1099    21447 SH       DEFINED          15,18,21,22    15012        0     6435
AETNA INC                     EQUITY   008117103       56     1100 SH       DEFINED             16,18,21     1100        0        0
AETNA INC                     EQUITY   008117103    45497   887756 SH       DEFINED             18,21,22   647630        0   240125
AETNA INC                     OPTION   008117103      282     5500 SH  CALL DEFINED             18,21,22     5500        0        0
AETNA INC                     OPTION   008117103      282     5500 SH  PUT  DEFINED             18,21,22     5500        0        0
AETNA INC                     EQUITY   008117103     1954    38126 SH       DEFINED                   25        0    38126        0
AETNA INC                     EQUITY   008117103      318     6200 SH       DEFINED     3,13,14,26,29,30     6200        0        0
AETNA INC                     EQUITY   008117103      564    10997 SH       DEFINED                21,31    10997        0        0
AETRIUM INC                   EQUITY   00817R103      716   104200 SH       DEFINED             18,21,22    45600        0    58600
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2       78    70000 PRN      DEFINED               -         70000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2        9     8000 PRN      DEFINED                12,21     8000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2      196   176000 PRN      DEFINED          15,18,21,22    53000        0   123000
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     3703  3317000 PRN      DEFINED             18,21,22  2360000        0   957000
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     4232  3791000 PRN      DEFINED        3,13,27,28,30  3791000        0        0
AFFILIATED COMPUTER SVCS INC  CORPBOND 008190AD2     3024  2709000 PRN      DEFINED           3,13,29,30  2709000        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100       52     1300 SH       DEFINED               -          1300        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100     5690   141583 SH       DEFINED                12,21   141583        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100     2269    56461 SH       DEFINED          15,18,21,22    28540        0    27921
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100     4220   105000 SH       DEFINED             16,18,21   105000        0        0
AFFILIATED COMPUTER SVCS INC  OPTION   008190100      121     3000 SH  CALL DEFINED             18,21,22     3000        0        0
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100    53961  1342723 SH       DEFINED             18,21,22   738859        0   603864
AFFILIATED COMPUTER SVCS INC  EQUITY   008190100       12      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108     4506   169653 SH       DEFINED                12,21   169653        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108      168     6320 SH       DEFINED          15,18,21,22     4855        0     1465
AFFILIATED MANAGERS GROUP     EQUITY   008252108     4676   176025 SH       DEFINED             18,21,22   132047        0    43978
AFFILIATED MANAGERS GROUP     EQUITY   008252108       80     3000 SH       DEFINED            4,6,23,24     3000        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108      263     9900 SH       DEFINED                   25        0     9900        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108        9      320 SH       DEFINED     3,13,14,26,29,30      320        0        0
AFFILIATED MANAGERS GROUP     EQUITY   008252108     4541   170954 SH       DEFINED                21,31   170954        0        0
AFFYMETRIX INC                EQUITY   00826T108       18      190 SH       DEFINED               -           190        0        0
AFFYMETRIX INC                EQUITY   00826T108    81226   839000 SH       DEFINED                12,21   839000        0        0
AFFYMETRIX INC                EQUITY   00826T108        4       45 SH       DEFINED          15,18,21,22       20        0       25
AFFYMETRIX INC                EQUITY   00826T108     1063    10984 SH       DEFINED             18,21,22     4153        0     6831
AFFYMETRIX INC                EQUITY   00826T108      223     2300 SH       DEFINED     3,13,14,26,29,30     2300        0        0
AFTERMARKET TECHNOLOGY CORP   EQUITY   008318107      180    17395 SH       DEFINED                12,21    17395        0        0
AFTERMARKET TECHNOLOGY CORP   EQUITY   008318107       37     3538 SH       DEFINED             18,21,22     3492        0       46
AGILE SOFTWARE CORP           EQUITY   00846X105        2       25 SH       DEFINED                12,21       25        0        0
AGILE SOFTWARE CORP           EQUITY   00846X105       91     1391 SH       DEFINED          15,18,21,22     1021        0      370
AGILE SOFTWARE CORP           EQUITY   00846X105     2155    32901 SH       DEFINED             18,21,22    28058        0     4843
AGILE SOFTWARE CORP           EQUITY   00846X105       10      150 SH       DEFINED     3,13,14,26,29,30      150        0        0
*** AGNICO EAGLE CONV NOTES   CORPBOND 008474AA6       17    25000 PRN      DEFINED             18,21,22    25000        0        0
AGRIBRANDS INTL INC           EQUITY   00849R105      422     8532 SH       DEFINED                12,21     8532        0        0
AGRIBRANDS INTL INC           EQUITY   00849R105      593    11990 SH       DEFINED             18,21,22     6779        0     5211
AGRIBRANDS INTL INC           EQUITY   00849R105      208     4200 SH       DEFINED                   25        0     4200        0
AGRIBIOTECH INC               EQUITY   008494106      122    30400 SH       DEFINED                12,21    30400        0        0
AGRIBIOTECH INC               EQUITY   008494106      271    67667 SH       DEFINED             18,21,22    36164        0    31503
*** AGRIUM INC USD            EQUITY   008916108     1036   105600 SH       DEFINED   2,3,11,13,14,29,30        0   105600        0
*** AGRIUM INC USD            EQUITY   008916108     1660   169208 SH       DEFINED             18,21,22   132067        0    37141
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100     1528    67900 SH       DEFINED                  4,6        0    67900        0
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100      683    30374 SH       DEFINED                12,21    30374        0        0
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100      131     5835 SH       DEFINED          15,18,21,22     2445        0     3390
AIR EXPRESS INTERNATIONAL COR EQUITY   009104100     3219   143083 SH       DEFINED             18,21,22   104596        0    38487
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      126     4320 SH       DEFINED               -          4320        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106     5583   191700 SH       DEFINED                  4,6   153000        0    38700
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106    24370   836748 SH       DEFINED                12,21   836748        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106     4283   147056 SH       DEFINED          15,18,21,22   107457        0    39599
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106    45960  1578015 SH       DEFINED             18,21,22  1168580        0   409434
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106     1050    36066 SH       DEFINED                   25        0    36066        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      117     4000 SH       DEFINED     3,13,14,26,29,30     4000        0        0
AIR PRODUCTS & CHEMICALS INC  EQUITY   009158106      416    14297 SH       DEFINED                21,31    14297        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107       22     1000 SH       DEFINED               -          1000        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     4451   205820 SH       DEFINED                12,21   205820        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107       43     2000 SH       DEFINED             16,18,21     2000        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     2095    96855 SH       DEFINED             18,21,22    43772        0    53083
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107        6      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
AIRBORNE FREIGHT CORP-DELAWAR EQUITY   009266107     2946   136225 SH       DEFINED                21,31   136225        0        0
AIRGAS INC                    EQUITY   009363102       56     5000 SH       DEFINED                  4,6        0        0     5000
AIRGAS INC                    EQUITY   009363102     1743   156700 SH       DEFINED                12,21   156700        0        0
AIRGAS INC                    EQUITY   009363102      147    13185 SH       DEFINED          15,18,21,22    10100        0     3085
AIRGAS INC                    EQUITY   009363102     9244   830960 SH       DEFINED             18,21,22   584443        0   246517
AIRGAS INC                    EQUITY   009363102     1153   103600 SH       DEFINED                21,31   103600        0        0
AIRTRAN HOLDINGS INC          EQUITY   00949P108      295    58975 SH       DEFINED                12,21    58975        0        0
AIRTRAN HOLDINGS INC          EQUITY   00949P108       83    16543 SH       DEFINED          15,18,21,22     8043        0     8500
AIRTRAN HOLDINGS INC          EQUITY   00949P108      373    74524 SH       DEFINED             18,21,22     4991        0    69533
AKSYS LTD                     EQUITY   010196103      561   104323 SH       DEFINED             18,21,22    14878        0    89445
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208      336     8610 SH       DEFINED               -          8610        0        0
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208     1121    28739 SH       DEFINED          15,18,21,22    17867        0    10872
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208      117     3000 SH       DEFINED       17,18,19,20,21     3000        0        0
*** AKTIEBOLAGET ELECTROLUX   EQUITY   010198208    29941   767722 SH       DEFINED             18,21,22   558417        0   209305
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305       31      735 SH       DEFINED               -           735        0        0
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305      144     3377 SH       DEFINED          15,18,21,22     2285        0     1092
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305      935    22000 SH       DEFINED       17,18,19,20,21    22000        0        0
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305     4800   112932 SH       DEFINED             18,21,22    85391        0    27540
*** AKZO NOBEL N.V.ADR-EUR    EQUITY   010199305     1405    33065 SH       DEFINED                   25        0    33065        0
ALABAMA NATL BANCORPORATION   EQUITY   010317105      178     7700 SH       DEFINED                12,21     7700        0        0
ALABAMA NATL BANCORPORATION   EQUITY   010317105       41     1769 SH       DEFINED          15,18,21,22      327        0     1442
ALABAMA NATL BANCORPORATION   EQUITY   010317105       23     1000 SH       DEFINED             18,21,22        0        0     1000
ALAMO GROUP INC               EQUITY   011311107      194    21297 SH       DEFINED             18,21,22    19737        0     1560
ALARIS MEDICAL INC            EQUITY   011637105       49    16300 SH       DEFINED                12,21    16300        0        0
ALARIS MEDICAL INC            EQUITY   011637105        4     1449 SH       DEFINED             18,21,22      374        0     1075
ALASKA AIR GROUP INC          EQUITY   011659109       81     2000 SH       DEFINED                  4,6        0        0     2000
ALASKA AIR GROUP INC          EQUITY   011659109    20138   498773 SH       DEFINED                12,21   498773        0        0
ALASKA AIR GROUP INC          EQUITY   011659109      810    20068 SH       DEFINED             18,21,22     4677        0    15391
ALASKA AIR GROUP INC          EQUITY   011659109     1155    28600 SH       DEFINED                   25        0    28600        0
ALASKA AIR GROUP INC          EQUITY   011659109     3351    82991 SH       DEFINED                21,31    82991        0        0
ALBANY INTL CORP NEW CL A     EQUITY   012348108     2250   150645 SH       DEFINED                12,21   150645        0        0
ALBANY INTL CORP NEW CL A     EQUITY   012348108       19     1258 SH       DEFINED          15,18,21,22     1132        0      126
ALBANY INTL CORP NEW CL A     EQUITY   012348108     1754   117445 SH       DEFINED             18,21,22    93220        0    24225
ALBANY MOLECULAR RESEARCH     EQUITY   012423109     2456   106800 SH       DEFINED                12,21   106800        0        0
ALBANY MOLECULAR RESEARCH     EQUITY   012423109        2      100 SH       DEFINED             18,21,22        0        0      100
ALBEMARLE CORP                EQUITY   012653101      521    27526 SH       DEFINED                12,21    27526        0        0
ALBEMARLE CORP                EQUITY   012653101     2207   116552 SH       DEFINED             18,21,22   110677        0     5875
ALBEMARLE CORP                EQUITY   012653101      466    24600 SH       DEFINED                21,31    24600        0        0
*** ALBERTA ENERGY CO LTD-CAD EQUITY   012873105      199     6960 SH       DEFINED          15,18,21,22     2930        0     4030
*** ALBERTA ENERGY CO LTD-CAD EQUITY   012873105       42     1472 SH       DEFINED             18,21,22        2        0     1470
ALBERTO CULVER CO CL B        EQUITY   013068101     3888   165898 SH       DEFINED                12,21   165898        0        0
ALBERTO CULVER CO CL B        EQUITY   013068101       47     2011 SH       DEFINED             18,21,22     1913        0       98
ALBERTO CULVER CO CL B        EQUITY   013068101       41     1758 SH       DEFINED                   25        0     1758        0
ALBERTO CULVER CO CL B        EQUITY   013068101       82     3486 SH       DEFINED                21,31     3486        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200       20     1000 SH       DEFINED                  4,6        0        0     1000
ALBERTO CULVER CO CL A        EQUITY   013068200     4938   250000 SH       DEFINED                12,21   250000        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200       74     3765 SH       DEFINED          15,18,21,22     2335        0     1430
ALBERTO CULVER CO CL A        EQUITY   013068200     2261   114500 SH       DEFINED             16,18,21   114500        0        0
ALBERTO CULVER CO CL A        EQUITY   013068200     1562    79083 SH       DEFINED             18,21,22    53443        0    25639
ALBERTSONS INC DELAWARE       EQUITY   013104104      198     5124 SH       DEFINED               -          5124        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     3549    91728 SH       DEFINED   2,3,11,13,14,29,30        0    91728        0
ALBERTSONS INC DELAWARE       EQUITY   013104104      745    19256 SH       DEFINED                  4,6     7056        0    12200
ALBERTSONS INC DELAWARE       EQUITY   013104104     3310    85560 SH       DEFINED                5,6,7        0        0    85560
ALBERTSONS INC DELAWARE       EQUITY   013104104      804    20772 SH       DEFINED                  6,7        0        0    20772
ALBERTSONS INC DELAWARE       EQUITY   013104104    21388   552826 SH       DEFINED                12,21   552826        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     1641    42413 SH       DEFINED          15,18,21,22    23690        0    18723
ALBERTSONS INC DELAWARE       EQUITY   013104104   166829  4312166 SH       DEFINED             18,21,22  3778022        0   534144
ALBERTSONS INC DELAWARE       EQUITY   013104104      988    25538 SH       DEFINED                   25        0    25538        0
ALBERTSONS INC DELAWARE       EQUITY   013104104      229     5922 SH       DEFINED     3,13,14,26,29,30     5922        0        0
ALBERTSONS INC DELAWARE       EQUITY   013104104     1092    28223 SH       DEFINED                21,31    28223        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      944    30442 SH       DEFINED                  4,6    23442     7000        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105     2480    80008 SH       DEFINED                  6,7        0        0    80008
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      502    16180 SH       DEFINED                12,21    16180        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105       10      312 SH       DEFINED          15,18,21,22      312        0        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105     1854    59816 SH       DEFINED             18,21,22    26615        0    33201
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      203     6549 SH       DEFINED                   25        0     6549        0
*** ALCAN ALUMINIUM LTD       EQUITY   013716105      433    13980 SH       DEFINED                21,31    13980        0        0
ALCIDE CORP NEW               EQUITY   013742507      145    11590 SH       DEFINED                  4,6        0        0    11590
ALCIDE CORP NEW               EQUITY   013742507        3      200 SH       DEFINED             18,21,22        0        0      200
ALCOA INC                     EQUITY   013817101     2217    36795 SH       DEFINED               -         36795        0        0
ALCOA INC                     EQUITY   013817101     4663    77400 SH       DEFINED   2,3,11,13,14,29,30        0    77400        0
ALCOA INC                     EQUITY   013817101    20927   347333 SH       DEFINED                  4,6   103968   205050    38315
ALCOA INC                     EQUITY   013817101   224403  3724531 SH       DEFINED                12,21  3724531        0        0
ALCOA INC                     EQUITY   013817101     3681    61089 SH       DEFINED          15,18,21,22    35128        0    25961
ALCOA INC                     EQUITY   013817101     6899   114500 SH       DEFINED             16,18,21   114500        0        0
ALCOA INC                     EQUITY   013817101   382285  6344972 SH       DEFINED             18,21,22  1861435        0  4483537
ALCOA INC                     OPTION   013817101     4575    75938 SH  CALL DEFINED             18,21,22    75938        0        0
ALCOA INC                     OPTION   013817101     1593    26438 SH  PUT  DEFINED             18,21,22    25938        0      500
ALCOA INC                     EQUITY   013817101     1049    17404 SH       DEFINED                   25        0    17404        0
ALCOA INC                     EQUITY   013817101     2258    37470 SH       DEFINED     3,13,14,26,29,30    37470        0        0
ALCOA INC                     EQUITY   013817101     1678    27851 SH       DEFINED                21,31    27851        0        0
*** ALCATEL SA ADR            EQUITY   013904305      631    22929 SH       DEFINED               -         22929        0        0
*** ALCATEL SA ADR            EQUITY   013904305      234     8514 SH       DEFINED                  4,6     7700        0      814
*** ALCATEL SA ADR            EQUITY   013904305    14823   539000 SH       DEFINED                12,21   539000        0        0
*** ALCATEL SA ADR            EQUITY   013904305     4202   152813 SH       DEFINED          15,18,21,22    90511        0    62302
*** ALCATEL SA ADR            EQUITY   013904305    15331   557500 SH       DEFINED             16,18,21   557500        0        0
*** ALCATEL SA ADR            OPTION   013904305        6      200 SH  CALL DEFINED             18,21,22        0        0      200
*** ALCATEL SA ADR            EQUITY   013904305   136758  4973024 SH       DEFINED             18,21,22  3663234        0  1309790
*** ALCATEL SA ADR            EQUITY   013904305     2077    75542 SH       DEFINED                   25        0    75542        0
ALEXANDER & BALDWIN INC       EQUITY   014482103     1735    71100 SH       DEFINED                12,21    71100        0        0
ALEXANDER & BALDWIN INC       EQUITY   014482103      391    16024 SH       DEFINED             18,21,22     9942        0     6081
ALEXANDERS INC                EQUITY   014752109      268     3800 SH       DEFINED                12,21     3800        0        0
ALEXANDERS INC                EQUITY   014752109       39      553 SH       DEFINED             18,21,22      553        0        0
ALEXANDRIA REAL EST EQUITIES  EQUITY   015271109      283     9550 SH       DEFINED                12,21     9550        0        0
ALEXANDRIA REAL EST EQUITIES  EQUITY   015271109       79     2678 SH       DEFINED             18,21,22     2620        0       58
ALFA CORP                     EQUITY   015385107      549    32550 SH       DEFINED                12,21    32550        0        0
ALFA CORP                     EQUITY   015385107      244    14446 SH       DEFINED          15,18,21,22     6007        0     8439
ALGOS PHARMACEUTICAL CORP     EQUITY   015869100      584    63100 SH       DEFINED                12,21    63100        0        0
ALGOS PHARMACEUTICAL CORP     EQUITY   015869100        5      550 SH       DEFINED             18,21,22        0        0      550
ALKERMES INC                  EQUITY   01642T108      481    16305 SH       DEFINED               -         16305        0        0
ALKERMES INC                  EQUITY   01642T108       74     2500 SH       DEFINED                  6,7     2500        0        0
ALKERMES INC                  EQUITY   01642T108    12538   425000 SH       DEFINED                12,21   425000        0        0
ALKERMES INC                  EQUITY   01642T108      588    19941 SH       DEFINED          15,18,21,22    11047        0     8894
ALKERMES INC                  EQUITY   01642T108    17787   602965 SH       DEFINED             18,21,22   345438        0   257527
ALKERMES INC PFD CONV         EQUITY   01642T405      296     5325 SH       DEFINED             18,21,22     1450        0     3875
ALLAIRE CORP                  EQUITY   016714107      340     6000 SH       DEFINED                12,21     6000        0        0
ALLAIRE CORP                  EQUITY   016714107       46      810 SH       DEFINED             18,21,22      485        0      325
ALLEGHANY CORP DEL            EQUITY   017175100      677     3821 SH       DEFINED                12,21     3821        0        0
ALLEGHANY CORP DEL            EQUITY   017175100     3925    22169 SH       DEFINED             18,21,22     3025        0    19144
ALLEGHENY ENERGY INC          EQUITY   017361106       83     2580 SH       DEFINED               -          2580        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106       45     1400 SH       DEFINED                  4,6     1400        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106      279     8699 SH       DEFINED                12,21     8699        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106      114     3550 SH       DEFINED          15,18,21,22     2000        0     1550
ALLEGHENY ENERGY INC          EQUITY   017361106       26      800 SH       DEFINED             16,18,21      800        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106     1408    43922 SH       DEFINED             18,21,22    14688        0    29233
ALLEGHENY ENERGY INC          EQUITY   017361106      641    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
ALLEGHENY ENERGY INC          EQUITY   017361106     1529    47692 SH       DEFINED                21,31    47692        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100       15      910 SH       DEFINED               -           910        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100     1333    79897 SH       DEFINED                12,21    79897        0        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100        8      500 SH       DEFINED          15,18,21,22       29        0      471
ALLEGHENY TELEDYNE INC        EQUITY   017415100     1125    67414 SH       DEFINED             18,21,22    31741        0    35673
ALLEGHENY TELEDYNE INC        EQUITY   017415100       92     5500 SH       DEFINED                   25        0     5500        0
ALLEGHENY TELEDYNE INC        EQUITY   017415100      200    11959 SH       DEFINED                21,31    11959        0        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102     3212    55200 SH       DEFINED   2,3,11,13,14,29,30        0    55200        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102     4985    85678 SH       DEFINED                12,21    85678        0        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102        3       45 SH       DEFINED          15,18,21,22       30        0       15
ALLEGIANCE TELECOM INC        EQUITY   01747T102     2243    38549 SH       DEFINED             18,21,22    20594        0    17955
ALLEGIANCE TELECOM INC        EQUITY   01747T102      297     5100 SH       DEFINED                   25        0     5100        0
ALLEGIANCE TELECOM INC        EQUITY   01747T102      175     3000 SH       DEFINED                21,31     3000        0        0
ALLEN TELECOM INC             EQUITY   018091108      212    22627 SH       DEFINED                12,21    22627        0        0
ALLEN TELECOM INC             EQUITY   018091108      197    21020 SH       DEFINED          15,18,21,22    16830        0     4190
ALLEN TELECOM INC             EQUITY   018091108     2136   227789 SH       DEFINED             18,21,22   167986        0    59803
ALLERGAN INC                  EQUITY   018490102     1400    12715 SH       DEFINED                  4,6     8500        0     4215
ALLERGAN INC                  EQUITY   018490102     3675    33368 SH       DEFINED                12,21    33368        0        0
ALLERGAN INC                  EQUITY   018490102       54      490 SH       DEFINED          15,18,21,22        0        0      490
ALLERGAN INC                  EQUITY   018490102        9       83 SH       DEFINED             16,18,21       83        0        0
ALLERGAN INC                  EQUITY   018490102     2432    22080 SH       DEFINED             18,21,22    14279        0     7801
ALLERGAN INC                  EQUITY   018490102      273     2480 SH       DEFINED                   25        0     2480        0
ALLERGAN INC                  EQUITY   018490102      782     7100 SH       DEFINED     3,13,14,26,29,30     7100        0        0
ALLERGAN INC                  EQUITY   018490102     2295    20844 SH       DEFINED                21,31    20844        0        0
ALLIANCE BANCORP INC          EQUITY   01852J105     1414    73000 SH       DEFINED   2,3,11,13,14,29,30        0    73000        0
ALLIANCE BANCORP INC          EQUITY   01852J105      172     8900 SH       DEFINED                12,21     8900        0        0
ALLIANCE BANCORP INC          EQUITY   01852J105        9      466 SH       DEFINED             18,21,22        1        0      465
ALLIANCE CAP MGMT             EQUITY   018548107       98     3620 SH       DEFINED               -          3620        0        0
ALLIANCE CAP MGMT             EQUITY   018548107       22      800 SH       DEFINED                  4,6      800        0        0
ALLIANCE CAP MGMT             EQUITY   018548107      819    30206 SH       DEFINED          15,18,21,22     5497        0    24708
ALLIANCE CAP MGMT             EQUITY   018548107     9205   339362 SH       DEFINED             18,21,22   168475        0   170886
ALLIANCE SEMICONDUCTOR CORP   EQUITY   01877H100      189    19100 SH       DEFINED                12,21    19100        0        0
ALLIANCE SEMICONDUCTOR CORP   EQUITY   01877H100      153    15500 SH       DEFINED             18,21,22        0        0    15500
ALLIANCE RESOURCE PARTNERS L  EQUITY   01877R108      905    66389 SH       DEFINED             18,21,22     7109        0    59280
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101        1      100 SH       DEFINED          15,18,21,22        0        0      100
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101       65    12472 SH       DEFINED             18,21,22     6832        0     5640
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101     2536   482957 SH       DEFINED        3,13,27,28,30   482957        0        0
ALLIANCE PHAMACEUTICAL CORP   EQUITY   018773101     1402   267043 SH       DEFINED           3,13,29,30   267043        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108       31     1100 SH       DEFINED               -          1100        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108     5697   203455 SH       DEFINED                12,21   203455        0        0
ALLIANT ENERGY CORP-USD       EQUITY   018802108      448    15994 SH       DEFINED             18,21,22     9750        0     6244
ALLIANT TECHSYSTEMS INC       EQUITY   018804104     4588    67410 SH       DEFINED                  4,6    28085    23165    16160
ALLIANT TECHSYSTEMS INC       EQUITY   018804104       28      405 SH       DEFINED                  6,7        0        0      405
ALLIANT TECHSYSTEMS INC       EQUITY   018804104     2139    31428 SH       DEFINED                12,21    31428        0        0
ALLIANT TECHSYSTEMS INC       EQUITY   018804104       83     1225 SH       DEFINED          15,18,21,22     1075        0      150
ALLIANT TECHSYSTEMS INC       EQUITY   018804104      603     8860 SH       DEFINED             18,21,22     2705        0     6155
ALLIANT TECHSYSTEMS INC       EQUITY   018804104      429     6300 SH       DEFINED                   25        0     6300        0
ALLIED CAPITAL CORP           EQUITY   01903Q108       33     1447 SH       DEFINED               -          1447        0        0
ALLIED CAPITAL CORP           EQUITY   01903Q108     1220    54200 SH       DEFINED                12,21    54200        0        0
ALLIED CAPITAL CORP           EQUITY   01903Q108     1112    49401 SH       DEFINED          15,18,21,22    21373        0    28027
ALLIED CAPITAL CORP           EQUITY   01903Q108     6589   292832 SH       DEFINED             18,21,22   128055        0   164776
*** ALLIED IRISH BKS PLC      EQUITY   019228402     7909   321168 SH       DEFINED                  4,6    24450        0   296718
*** ALLIED IRISH BKS PLC      EQUITY   019228402       24      960 SH       DEFINED                5,6,7        0        0      960
*** ALLIED IRISH BKS PLC      EQUITY   019228402      111     4500 SH       DEFINED                  6,7        0        0     4500
*** ALLIED IRISH BKS PLC      EQUITY   019228402       73     2956 SH       DEFINED          15,18,21,22     2760        0      196
*** ALLIED IRISH BKS PLC      EQUITY   019228402     5733   232809 SH       DEFINED             18,21,22   172011        0    60798
ALLIED SIGNAL INC             EQUITY   019512102      551     9197 SH       DEFINED               -          9197        0        0
ALLIED SIGNAL INC             EQUITY   019512102     4669    77904 SH       DEFINED                  4,6     1272    46700    29932
ALLIED SIGNAL INC             EQUITY   019512102     4020    67070 SH       DEFINED                5,6,7        0        0    67070
ALLIED SIGNAL INC             EQUITY   019512102    18353   306200 SH       DEFINED                    6   306200        0        0
ALLIED SIGNAL INC             EQUITY   019512102      864    14410 SH       DEFINED                  6,7        0        0    14410
ALLIED SIGNAL INC             EQUITY   019512102   111530  1860751 SH       DEFINED                12,21  1860751        0        0
ALLIED SIGNAL INC             EQUITY   019512102     5092    84957 SH       DEFINED          15,18,21,22    67890        0    17067
ALLIED SIGNAL INC             EQUITY   019512102      163     2712 SH       DEFINED             16,18,21     2712        0        0
ALLIED SIGNAL INC             OPTION   019512102    20978   350000 SH  CALL DEFINED       17,18,19,20,21   350000        0        0
ALLIED SIGNAL INC             EQUITY   019512102   206790  3450057 SH       DEFINED             18,21,22  1675400        0  1774657
ALLIED SIGNAL INC             EQUITY   019512102     2006    33466 SH       DEFINED                   25        0    33466        0
ALLIED SIGNAL INC             EQUITY   019512102      623    10400 SH       DEFINED     3,13,14,26,29,30    10400        0        0
ALLIED SIGNAL INC             EQUITY   019512102     2153    35914 SH       DEFINED                21,31    35914        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       17     1472 SH       DEFINED               -          1472        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       11     1000 SH       DEFINED                  4,6        0        0     1000
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     6552   575999 SH       DEFINED                12,21   575999        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       59     5196 SH       DEFINED          15,18,21,22     5196        0        0
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     2779   244282 SH  CALL DEFINED       17,18,19,20,21   244282        0        0
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     2779   244282 SH  PUT  DEFINED       17,18,19,20,21   244282        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     3595   316005 SH       DEFINED             18,21,22   188848        0   127157
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     2779   244282 SH  CALL DEFINED             18,21,22   244282        0        0
ALLIED WASTE INDS INC NEW PAR OPTION   019589308     2779   244282 SH  PUT  DEFINED             18,21,22   244282        0        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308       60     5300 SH       DEFINED                   25        0     5300        0
ALLIED WASTE INDS INC NEW PAR EQUITY   019589308     1228   107977 SH       DEFINED                21,31   107977        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100       12      265 SH       DEFINED               -           265        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100     1665    35800 SH       DEFINED   2,3,11,13,14,29,30        0    35800        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100      857    18440 SH       DEFINED                  4,6    15400        0     3040
ALLMERICA FINANCIAL CORP      EQUITY   019754100    21907   471110 SH       DEFINED                12,21   471110        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100      338     7267 SH       DEFINED          15,18,21,22     1310        0     5957
ALLMERICA FINANCIAL CORP      EQUITY   019754100    16362   351872 SH       DEFINED             18,21,22   175014        0   176857
ALLMERICA FINANCIAL CORP      EQUITY   019754100      377     8100 SH       DEFINED     3,13,14,26,29,30     8100        0        0
ALLMERICA FINANCIAL CORP      EQUITY   019754100      682    14657 SH       DEFINED                21,31    14657        0        0
ALLSCRIPTS INC                EQUITY   019886100       19     1265 SH       DEFINED          15,18,21,22      955        0      310
ALLSCRIPTS INC                EQUITY   019886100      456    29688 SH       DEFINED             18,21,22    20085        0     9603
ALLSCRIPTS INC                EQUITY   019886100       11      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
ALLSTATE CORP                 EQUITY   020002101      367    14962 SH       DEFINED               -         14962        0        0
ALLSTATE CORP                 EQUITY   020002101     6683   272766 SH       DEFINED   2,3,11,13,14,29,30        0   272766        0
ALLSTATE CORP                 EQUITY   020002101     4827   197039 SH       DEFINED                  4,6    44444    13829   138766
ALLSTATE CORP                 EQUITY   020002101     1760    71848 SH       DEFINED                5,6,7        0        0    71848
ALLSTATE CORP                 EQUITY   020002101       18      749 SH       DEFINED                  6,7        0        0      749
ALLSTATE CORP                 EQUITY   020002101    92432  3772755 SH       DEFINED                12,21  3772755        0        0
ALLSTATE CORP                 EQUITY   020002101    16664   680172 SH       DEFINED          15,18,21,22   391180        0   288992
ALLSTATE CORP                 EQUITY   020002101      409    16684 SH       DEFINED             16,18,21    16684        0        0
ALLSTATE CORP                 EQUITY   020002101   321160 13108581 SH       DEFINED             18,21,22  9859742        0  3248838
ALLSTATE CORP                 OPTION   020002101      255    10400 SH  CALL DEFINED             18,21,22        0        0    10400
ALLSTATE CORP                 OPTION   020002101       91     3700 SH  PUT  DEFINED             18,21,22        0        0     3700
ALLSTATE CORP                 EQUITY   020002101     2529   103240 SH       DEFINED                   25        0   103240        0
ALLSTATE CORP                 EQUITY   020002101     1305    53254 SH       DEFINED     3,13,14,26,29,30    53254        0        0
ALLSTATE CORP                 EQUITY   020002101     1399    57106 SH       DEFINED                21,31    57106        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103      251     3489 SH       DEFINED               -          3489        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103       98     1364 SH       DEFINED                  4,6     1364        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103    27596   383283 SH       DEFINED                12,21   383283        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103     1464    20327 SH       DEFINED          15,18,21,22    12576        0     7751
ALLTEL CORP DELAWARE          EQUITY   020039103      422     5867 SH       DEFINED             16,18,21     5867        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103    83340  1157504 SH       DEFINED             18,21,22   692505        0   464998
ALLTEL CORP DELAWARE          EQUITY   020039103     5892    81827 SH       DEFINED                   25        0    81827        0
ALLTEL CORP DELAWARE          EQUITY   020039103      631     8769 SH       DEFINED     3,13,14,26,29,30     8769        0        0
ALLTEL CORP DELAWARE          EQUITY   020039103     1864    25885 SH       DEFINED                21,31    25885        0        0
ALLTRISTA CORP                EQUITY   020040101      141     5400 SH       DEFINED                12,21     5400        0        0
ALLTRISTA CORP                EQUITY   020040101       31     1200 SH       DEFINED             18,21,22        0        0     1200
ALLTRISTA CORP                EQUITY   020040101      102     3900 SH       DEFINED                   25        0     3900        0
ALLWASTE INC SUB DEB CONV     CORPBOND 020047AA4        1    88000 PRN      DEFINED             18,21,22    63000        0    25000
ALPHA HOSPITALITY CORP        EQUITY   020732103      239    73500 SH       DEFINED             18,21,22        0        0    73500
ALPHA INDUSTRIES INC          EQUITY   020753109       21      380 SH       DEFINED               -           380        0        0
ALPHA INDUSTRIES INC          EQUITY   020753109      988    18300 SH       DEFINED                12,21    18300        0        0
ALPHA INDUSTRIES INC          EQUITY   020753109      261     4826 SH       DEFINED             18,21,22     2840        0     1986
ALPHARMA INC CNV SUB NOTES    CORPBOND 020813AA9      395   300000 PRN      DEFINED                12,21   300000        0        0
ALPHARMA INC CNV SUB NOTES    CORPBOND 020813AA9     3949  3000000 PRN      DEFINED             16,18,21  3000000        0        0
ALPHARMA INC SUB NOTES        CORPBOND 020813AB7     1324  1000000 PRN      DEFINED             16,18,21  1000000        0        0
ALPHARMA INC CL A             EQUITY   020813101     1191    34448 SH       DEFINED                  4,6    12300     9428    12720
ALPHARMA INC CL A             EQUITY   020813101     7052   204046 SH       DEFINED                12,21   204046        0        0
ALPHARMA INC CL A             EQUITY   020813101      103     2970 SH       DEFINED          15,18,21,22     2305        0      665
ALPHARMA INC CL A             EQUITY   020813101     2592    75000 SH       DEFINED             16,18,21    75000        0        0
ALPHARMA INC CL A             EQUITY   020813101     3143    90930 SH       DEFINED             18,21,22    70028        0    20902
ALPHARMA INC CL A             EQUITY   020813101      812    23500 SH       DEFINED                   25        0    23500        0
ALPHARMA INC CL A             EQUITY   020813101       10      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
ALPHARMA INC CL A             EQUITY   020813101     1409    40757 SH       DEFINED                21,31    40757        0        0
ALPINE GROUP INC DELAWARE     EQUITY   020825105      579    46300 SH       DEFINED                12,21    46300        0        0
ALPINE GROUP INC DELAWARE     EQUITY   020825105        9      702 SH       DEFINED             18,21,22      457        0      245
*** ALTAIR INTL INC -CAD      EQUITY   02136W102      119    30633 SH       DEFINED             18,21,22    29033        0     1600
ALTEON INC                    EQUITY   02144G107       31    26199 SH       DEFINED             18,21,22     6064        0    20135
ALTERA CORP                   EQUITY   021441100      134     2988 SH       DEFINED               -          2988        0        0
ALTERA CORP                   EQUITY   021441100     3655    81800 SH       DEFINED                  4,6    24000     1200    56600
ALTERA CORP                   EQUITY   021441100    13753   307749 SH       DEFINED                12,21   307749        0        0
ALTERA CORP                   EQUITY   021441100     3679    82334 SH       DEFINED          15,18,21,22    68879        0    13455
ALTERA CORP                   OPTION   021441100    13406   300000 SH  CALL DEFINED       17,18,19,20,21   300000        0        0
ALTERA CORP                   EQUITY   021441100    86952  1945752 SH       DEFINED             18,21,22  1224082        0   721670
ALTERA CORP                   OPTION   021441100    13406   300000 SH  CALL DEFINED             18,21,22   300000        0        0
ALTERA CORP                   EQUITY   021441100     4303    96300 SH       DEFINED     3,13,14,26,29,30    96300        0        0
ALTERA CORP                   EQUITY   021441100     1180    26400 SH       DEFINED                21,31    26400        0        0
ALTERNATIVE LIVING SVCS INC C CORPBOND 02145KAB3       22    30000 PRN      DEFINED             18,21,22        0        0    30000
ALTERRA HEALTHCARE CORP       EQUITY   02146C104      193    22400 SH       DEFINED                12,21    22400        0        0
ALTERRA HEALTHCARE CORP       EQUITY   02146C104      504    58377 SH       DEFINED             18,21,22    47159        0    11218
ALYN CORP                     EQUITY   022611107        1      375 SH       DEFINED             18,21,22        0        0      375
ALYN CORP                     EQUITY   022611107       81    30000 SH       DEFINED        3,13,27,28,30    30000        0        0
ALZA CORP SUB LIQUID YIELD    CORPBOND 022615AC2       70   119000 PRN      DEFINED          15,18,21,22    61000        0    58000
ALZA CORP SUB LIQUID YIELD    CORPBOND 022615AC2     7181 12275000 PRN      DEFINED             18,21,22 11899000        0   376000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0       30    25000 PRN      DEFINED                  4,6        0        0    25000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0      120   100000 PRN      DEFINED                12,21   100000        0        0
ALZA CORP CV S/D-REG          CORPBOND 022615AD0      114    95000 PRN      DEFINED          15,18,21,22    50000        0    45000
ALZA CORP CV S/D-REG          CORPBOND 022615AD0     1200  1000000 PRN      DEFINED             16,18,21  1000000        0        0
ALZA CORP CV S/D-REG          CORPBOND 022615AD0    10792  8993000 PRN      DEFINED             18,21,22  7835000        0  1158000
ALZA CORP                     EQUITY   022615108       61     1415 SH       DEFINED               -          1415        0        0
ALZA CORP                     EQUITY   022615108     2073    48000 SH       DEFINED                  4,6    45000     1000     2000
ALZA CORP                     EQUITY   022615108     1650    38208 SH       DEFINED                12,21    38208        0        0
ALZA CORP                     EQUITY   022615108       82     1906 SH       DEFINED          15,18,21,22     1706        0      200
ALZA CORP                     EQUITY   022615108     7909   183122 SH       DEFINED             18,21,22    83799        0    99323
ALZA CORP                     EQUITY   022615108      128     2953 SH       DEFINED                   25        0     2953        0
ALZA CORP                     EQUITY   022615108      273     6316 SH       DEFINED                21,31     6316        0        0
AMAZON COM INC                EQUITY   023135106       15      200 SH       DEFINED               -           200        0        0
AMAZON COM INC                EQUITY   023135106     1024    13252 SH       DEFINED                  4,6        0        0    13252
AMAZON COM INC                EQUITY   023135106     4450    57601 SH       DEFINED                12,21    57601        0        0
AMAZON COM INC                EQUITY   023135106      273     3532 SH       DEFINED          15,18,21,22      946        0     2586
AMAZON COM INC                OPTION   023135106      155     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
AMAZON COM INC                EQUITY   023135106    19565   253267 SH       DEFINED             18,21,22   152848        0   100419
AMAZON COM INC                OPTION   023135106     2642    34200 SH  CALL DEFINED             18,21,22    27000        0     7200
AMAZON COM INC                OPTION   023135106      155     2000 SH  PUT  DEFINED             18,21,22     2000        0        0
AMAZON COM INC                EQUITY   023135106    30900   400000 SH       DEFINED     3,13,14,26,29,30   400000        0        0
AMAZON COM INC                EQUITY   023135106       34      444 SH       DEFINED                21,31      444        0        0
AMAZON COM INC                EQUITY   023135106     3291    42600 SH       DEFINED        3,13,29,30,32        0        0    42600
AMBAC FINL GROUP INC          EQUITY   023139108    73578  1606047 SH       DEFINED                12,21  1606047        0        0
AMBAC FINL GROUP INC          EQUITY   023139108      157     3424 SH       DEFINED          15,18,21,22     3112        0      312
AMBAC FINL GROUP INC          EQUITY   023139108     3583    78212 SH       DEFINED             18,21,22    54004        0    24207
AMBAC FINL GROUP INC          EQUITY   023139108      334     7281 SH       DEFINED     3,13,14,26,29,30     7281        0        0
AMBAC FINL GROUP INC          EQUITY   023139108      685    14963 SH       DEFINED                21,31    14963        0        0
AMBASSADORS INTERNATIONAL INC EQUITY   023178106     1424   106000 SH       DEFINED                12,21   106000        0        0
AMBASSADORS INTERNATIONAL INC EQUITY   023178106       81     6000 SH       DEFINED             18,21,22        0        0     6000
AMCAST INDUSTRIAL CORP        EQUITY   023395106      463    35600 SH       DEFINED                12,21    35600        0        0
AMCAST INDUSTRIAL CORP        EQUITY   023395106       13     1000 SH       DEFINED             16,18,21     1000        0        0
AMCAST INDUSTRIAL CORP        EQUITY   023395106       30     2301 SH       DEFINED             18,21,22     1501        0      800
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302       20     1030 SH       DEFINED               -          1030        0        0
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302      358    18775 SH       DEFINED          15,18,21,22    13235        0     5540
*** AMCOR LTD ADR NEW -USD-   EQUITY   02341R302    16794   880948 SH       DEFINED             18,21,22   686095        0   194853
AMCOL INTERNATIONAL CORP      EQUITY   02341W103      348    24004 SH       DEFINED                12,21    24004        0        0
AMERADA HESS CORP             EQUITY   023551104     9606   159600 SH       DEFINED   2,3,11,13,14,29,30        0   159600        0
AMERADA HESS CORP             EQUITY   023551104     2236    37150 SH       DEFINED                  4,6    17480     7250    12420
AMERADA HESS CORP             EQUITY   023551104    15950   265000 SH       DEFINED                    6   265000        0        0
AMERADA HESS CORP             EQUITY   023551104    31511   523543 SH       DEFINED                12,21   523543        0        0
AMERADA HESS CORP             EQUITY   023551104        6       98 SH       DEFINED          15,18,21,22       54        0       44
AMERADA HESS CORP             EQUITY   023551104     2269    37700 SH       DEFINED             16,18,21    37700        0        0
AMERADA HESS CORP             EQUITY   023551104     2389    39684 SH       DEFINED             18,21,22    27486        0    12198
AMERADA HESS CORP             EQUITY   023551104      160     2662 SH       DEFINED                   25        0     2662        0
AMERADA HESS CORP             EQUITY   023551104      340     5644 SH       DEFINED                21,31     5644        0        0
AMERCO                        EQUITY   023586100      179     6379 SH       DEFINED                12,21     6379        0        0
AMERCO                        EQUITY   023586100       35     1230 SH       DEFINED             18,21,22      280        0      950
AMERCO                        EQUITY   023586100      172     6100 SH       DEFINED                   25        0     6100        0
AMEREN CORP                   EQUITY   023608102      120     3133 SH       DEFINED               -          3133        0        0
AMEREN CORP                   EQUITY   023608102        1       20 SH       DEFINED                  4,6        0        0       20
AMEREN CORP                   EQUITY   023608102     6320   164702 SH       DEFINED                12,21   164702        0        0
AMEREN CORP                   EQUITY   023608102       42     1100 SH       DEFINED          15,18,21,22     1000        0      100
AMEREN CORP                   EQUITY   023608102     2446    63736 SH       DEFINED             18,21,22    36003        0    27733
AMEREN CORP                   EQUITY   023608102      153     3988 SH       DEFINED                   25        0     3988        0
AMEREN CORP                   EQUITY   023608102      329     8576 SH       DEFINED                21,31     8576        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104     8073    74839 SH       DEFINED               -         74839        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104    45984   426267 SH       DEFINED                  4,6     7740    11800   406727
AMERICA ONLINE INC DEL        EQUITY   02364J104      209     1935 SH       DEFINED                5,6,7        0        0     1935
AMERICA ONLINE INC DEL        EQUITY   02364J104      617     5720 SH       DEFINED                  6,7        0        0     5720
AMERICA ONLINE INC DEL        EQUITY   02364J104   561622  5206229 SH       DEFINED                12,21  5206229        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104    36673   339954 SH       DEFINED          15,18,21,22   144215        0   195739
AMERICA ONLINE INC DEL        OPTION   02364J104      324     3000 SH  PUT  DEFINED          15,18,21,22        0        0     3000
AMERICA ONLINE INC DEL        EQUITY   02364J104     8501    78800 SH       DEFINED             16,18,21    78800        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104   736983  6831819 SH       DEFINED             18,21,22  3372237        0  3459582
AMERICA ONLINE INC DEL        OPTION   02364J104     1262    11700 SH  CALL DEFINED             18,21,22      400        0    11300
AMERICA ONLINE INC DEL        OPTION   02364J104     7994    74100 SH  PUT  DEFINED             18,21,22    64000        0    10100
AMERICA ONLINE INC DEL        EQUITY   02364J104     6181    57300 SH       DEFINED                   25        0    57300        0
AMERICA ONLINE INC DEL        EQUITY   02364J104   103481   959268 SH       DEFINED     3,13,14,26,29,30   959268        0        0
AMERICA ONLINE INC DEL        EQUITY   02364J104     8553    79283 SH       DEFINED                21,31    79283        0        0
AMERICAN FIRST TAX EXEMPT INV EQUITY   02364V107        3      500 SH       DEFINED               -           500        0        0
AMERICAN FIRST TAX EXEMPT INV EQUITY   02364V107      880   140757 SH       DEFINED             18,21,22    83757        0    57000
AMERICA WEST HOLDINGS CORP    EQUITY   023657208        3      180 SH       DEFINED               -           180        0        0
AMERICA WEST HOLDINGS CORP    EQUITY   023657208      482    27421 SH       DEFINED                12,21    27421        0        0
AMERICA WEST HOLDINGS CORP    EQUITY   023657208       63     3615 SH       DEFINED          15,18,21,22     2210        0     1405
AMERICA WEST HOLDINGS CORP    EQUITY   023657208     3193   181791 SH       DEFINED             18,21,22   126311        0    55480
AMERICA WEST HOLDINGS CORP    EQUITY   023657208      386    22000 SH       DEFINED                   25        0    22000        0
AMERICAN AIRCARRIERS SUPPORT  EQUITY   023758105      645    71684 SH       DEFINED             18,21,22    53284        0    18400
AMCORE FINANCIAL INC          EQUITY   023912108      449    22289 SH       DEFINED                12,21    22289        0        0
AMCORE FINANCIAL INC          EQUITY   023912108      165     8192 SH       DEFINED             18,21,22     3490        0     4702
AMERICAN FIRST APARTMENT      EQUITY   023929102      249    28406 SH       DEFINED             18,21,22      906        0    27500
AMERICA FIRST MTG INVTS INC   EQUITY   023934102       93    19147 SH       DEFINED             18,21,22    15845        0     3302
AMERICAN BILTRITE INC         EQUITY   024591109      555    32178 SH       DEFINED             18,21,22        0        0    32178
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104       16     1000 SH       DEFINED               -          1000        0        0
AMERICAN BUSINESS PRODUCTS IN EQUITY   024763104      200    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      539    34340 SH       DEFINED             18,21,22    11850        0    22490
AMERICAN CLASSIC VOYAGER CO   EQUITY   024928103     2358   107200 SH       DEFINED                12,21   107200        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106       15      310 SH       DEFINED               -           310        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106      391     7863 SH       DEFINED                12,21     7863        0        0
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106        9      184 SH       DEFINED          15,18,21,22        0        0      184
AMERICAN EAGLE OUTFITTERS INC EQUITY   02553E106      484     9738 SH       DEFINED             18,21,22     6367        0     3371
*** AMERICAN ECO CORP         EQUITY   02553G101       23    23077 SH       DEFINED             18,21,22    10517        0    12560
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      143     4076 SH       DEFINED               -          4076        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      663    18952 SH       DEFINED                  4,6     5700     4700     8552
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      795    22727 SH       DEFINED                12,21    22727        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101       73     2078 SH       DEFINED          15,18,21,22      578        0     1500
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      441    12600 SH       DEFINED             16,18,21    12600        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101     5232   149472 SH       DEFINED             18,21,22    58562        0    90910
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      194     5530 SH       DEFINED                   25        0     5530        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101       35     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
AMERICAN ELECTRIC POWER CO IN EQUITY   025537101      421    12031 SH       DEFINED                21,31    12031        0        0
AMERICAN EXPRESS CO           EQUITY   025816109     2537    19312 SH       DEFINED               -         19312        0        0
AMERICAN EXPRESS CO           EQUITY   025816109    67903   516863 SH       DEFINED                  4,6   185691   125943   205229
AMERICAN EXPRESS CO           EQUITY   025816109      269     2050 SH       DEFINED                5,6,7        0        0     2050
AMERICAN EXPRESS CO           EQUITY   025816109      458     3485 SH       DEFINED                  6,7        0        0     3485
AMERICAN EXPRESS CO           EQUITY   025816109   185454  1411638 SH       DEFINED                12,21  1411638        0        0
AMERICAN EXPRESS CO           EQUITY   025816109    37376   284498 SH       DEFINED          15,18,21,22   107101        0   177397
AMERICAN EXPRESS CO           EQUITY   025816109     8297    63153 SH       DEFINED             16,18,21    63153        0        0
AMERICAN EXPRESS CO           OPTION   025816109   168691  1284045 SH  PUT  DEFINED       17,18,19,20,21  1284045        0        0
AMERICAN EXPRESS CO           EQUITY   025816109   543302  4135506 SH       DEFINED             18,21,22  2209378        0  1926127
AMERICAN EXPRESS CO           OPTION   025816109    30282   230500 SH  CALL DEFINED             18,21,22   230500        0        0
AMERICAN EXPRESS CO           OPTION   025816109   170386  1296945 SH  PUT  DEFINED             18,21,22  1294045        0     2900
AMERICAN EXPRESS CO           EQUITY   025816109     2051    15614 SH       DEFINED                   25        0    15614        0
AMERICAN EXPRESS CO           EQUITY   025816109     2349    17883 SH       DEFINED     3,13,14,26,29,30    17883        0        0
AMERICAN EXPRESS CO           EQUITY   025816109     4340    33035 SH       DEFINED                21,31    33035        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      157     5731 SH       DEFINED                12,21     5731        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      143     5200 SH       DEFINED             16,18,21     5200        0        0
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      461    16799 SH       DEFINED             18,21,22     1075        0    15724
AMERICAN FINL GROUP INC OHIO  EQUITY   025932104      368    13400 SH       DEFINED                21,31    13400        0        0
AMERICAN FREIGHTWAYS CORP     EQUITY   02629V108      345    20309 SH       DEFINED                12,21    20309        0        0
AMERICAN FREIGHTWAYS CORP     EQUITY   02629V108       32     1880 SH       DEFINED          15,18,21,22     1580        0      300
AMERICAN FREIGHTWAYS CORP     EQUITY   02629V108     1634    96275 SH       DEFINED             18,21,22    69315        0    26960
AMERICAN GENERAL CORP         EQUITY   026351106      183     2908 SH       DEFINED               -          2908        0        0
AMERICAN GENERAL CORP         EQUITY   026351106      428     6800 SH       DEFINED                  4,6     6000        0      800
AMERICAN GENERAL CORP         EQUITY   026351106    38806   615973 SH       DEFINED                12,21   615973        0        0
AMERICAN GENERAL CORP         EQUITY   026351106     7031   111604 SH       DEFINED          15,18,21,22    77184        0    34420
AMERICAN GENERAL CORP         EQUITY   026351106     1766    28030 SH       DEFINED             16,18,21    28030        0        0
AMERICAN GENERAL CORP         EQUITY   026351106    48477   769483 SH       DEFINED             18,21,22   526914        0   242569
AMERICAN GENERAL CORP         EQUITY   026351106      937    14872 SH       DEFINED                   25        0    14872        0
AMERICAN GENERAL CORP         EQUITY   026351106      979    15537 SH       DEFINED                21,31    15537        0        0
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200    14108   180000 SH       DEFINED                12,21   180000        0        0
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200    20660   263600 SH       DEFINED             16,18,21   263600        0        0
AMERICAN GEN CAP LLC DEL SER  EQUITY   02637G200      171     2187 SH       DEFINED             18,21,22     1937        0      250
AMERICAN GREETINGS CORP CL A  EQUITY   026375105       52     1987 SH       DEFINED               -          1987        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105     1987    76436 SH       DEFINED                12,21    76436        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      803    30873 SH       DEFINED          15,18,21,22    17373        0    13500
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      130     5000 SH       DEFINED             16,18,21     5000        0        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105    16104   619367 SH       DEFINED             18,21,22   442370        0   176997
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      310    11911 SH       DEFINED                   25        0    11911        0
AMERICAN GREETINGS CORP CL A  EQUITY   026375105      107     4117 SH       DEFINED                21,31     4117        0        0
AMERICAN HEALTH PROPERTIES IN EQUITY   026494104     3200   162004 SH       DEFINED                12,21   162004        0        0
AMERICAN HEALTH PROPERTIES IN OPTION   026494104        6      300 SH  PUT  DEFINED             18,21,22        0        0      300
AMERICAN HEALTH PROPERTIES IN EQUITY   026494104      528    26710 SH       DEFINED             18,21,22    11272        0    15438
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102      415    13090 SH       DEFINED                12,21    13090        0        0
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102        1       30 SH       DEFINED          15,18,21,22        0        0       30
AMERICAN HERITAGE LIFE INV CR EQUITY   026522102      103     3264 SH       DEFINED             18,21,22     2506        0      758
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    16268   369732 SH       DEFINED               -        369732        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    43300   984083 SH       DEFINED                  4,6   287163   324150   372770
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107      352     8000 SH       DEFINED                5,6,7        0        0     8000
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107      229     5200 SH       DEFINED                  6,7     5200        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107   169231  3846157 SH       DEFINED                12,21  3846157        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107    20442   464599 SH       DEFINED          15,18,21,22   288459        0   176139
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     9700   220452 SH       DEFINED             16,18,21   220452        0        0
AMERICAN HOME PRODUCTS CORP   OPTION   026609107    11066   251500 SH  CALL DEFINED       17,18,19,20,21   251500        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107   565727 12857429 SH       DEFINED             18,21,22  5332357        0  7525072
AMERICAN HOME PRODUCTS CORP   OPTION   026609107    19835   450800 SH  CALL DEFINED             18,21,22   450000        0      800
AMERICAN HOME PRODUCTS CORP   OPTION   026609107     2187    49700 SH  PUT  DEFINED             18,21,22    49500        0      200
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     9552   217098 SH       DEFINED                   25        0   217098        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     1013    23013 SH       DEFINED     3,13,14,26,29,30    23013        0        0
AMERICAN HOME PRODUCTS CORP   EQUITY   026609107     4075    92605 SH       DEFINED                21,31    92605        0        0
AMERICAN HOMESTAR CORP        EQUITY   026651109       40    11100 SH       DEFINED             18,21,22     5100        0     6000
AMERICAN INDL PPTYS REIT NEW  EQUITY   026791202      163    13000 SH       DEFINED                12,21    13000        0        0
AMERICAN INDL PPTYS REIT NEW  EQUITY   026791202       32     2511 SH       DEFINED             18,21,22      200        0     2311
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     4724    55580 SH       DEFINED               -         55580        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     6477    76200 SH       DEFINED   2,3,11,13,14,29,30        0    76200        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   149966  1764301 SH       DEFINED                  4,6   800340   112954   851007
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     3875    45589 SH       DEFINED                5,6,7        0        0    45589
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     1511    17780 SH       DEFINED                  6,7        0        0    17780
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   480464  5652518 SH       DEFINED                12,21  5652518        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    37529   441518 SH       DEFINED          15,18,21,22   266686        0   174832
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    16028   188564 SH       DEFINED             16,18,21   188564        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107      597     7022 SH       DEFINED       17,18,19,20,21     7022        0        0
AMER INTERNATIONAL GROUP INC  OPTION   026874107    34000   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107   805055  9471235 SH       DEFINED             18,21,22  5018947        0  4452287
AMER INTERNATIONAL GROUP INC  OPTION   026874107    42500   500000 SH  CALL DEFINED             18,21,22   500000        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    16942   199314 SH       DEFINED            4,6,23,24   199314        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    16554   194750 SH       DEFINED                   25        0   194750        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107    40175   472651 SH       DEFINED     3,13,14,26,29,30   472651        0        0
AMER INTERNATIONAL GROUP INC  EQUITY   026874107     9236   108658 SH       DEFINED                21,31   108658        0        0
AMERICAN INTL PETROLEUM CORP  EQUITY   026909408       11    14553 SH       DEFINED             18,21,22     1000        0    13553
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101       13      500 SH       DEFINED                  4,6        0        0      500
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101    23813   890195 SH       DEFINED               4,6,10   890195        0        0
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      532    19900 SH       DEFINED                12,21    19900        0        0
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      198     7420 SH       DEFINED          15,18,21,22     5775        0     1645
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101     2720   101693 SH       DEFINED             18,21,22    73807        0    27886
AMERICAN ITALIAN PASTA CO CL  EQUITY   027070101      401    15000 SH       DEFINED            4,6,23,24    15000        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103       23      990 SH       DEFINED               -           990        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103     6426   277500 SH       DEFINED                12,21   277500        0        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103      391    16868 SH       DEFINED          15,18,21,22     7618        0     9250
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103    12379   534589 SH       DEFINED             18,21,22   411434        0   123155
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103      898    38800 SH       DEFINED                   25        0    38800        0
AMERICAN MGMT SYSTEMS INC     EQUITY   027352103     4627   199824 SH       DEFINED                21,31   199824        0        0
AMERICAN MED SEC GROUP INC    EQUITY   02744P101        9     1445 SH       DEFINED          15,18,21,22     1445        0        0
AMERICAN MED SEC GROUP INC    EQUITY   02744P101      421    64838 SH       DEFINED             18,21,22    47153        0    17685
AMERICAN MOBILE SATELLITE COR EQUITY   02755R103      252    15634 SH       DEFINED                12,21    15634        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      814    50495 SH       DEFINED             18,21,22    24491        0    26004
AMERICAN NATL CAN GROUP INC   EQUITY   027714104      183    12215 SH       DEFINED          15,18,21,22     9535        0     2680
AMERICAN NATL CAN GROUP INC   EQUITY   027714104     3942   262768 SH       DEFINED             18,21,22   215908        0    46860
AMERICAN NATIONAL INSURANCE C EQUITY   028591105     2558    37100 SH       DEFINED                  4,6        0    37100        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105       58      843 SH       DEFINED                12,21      843        0        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105      103     1500 SH       DEFINED             16,18,21     1500        0        0
AMERICAN NATIONAL INSURANCE C EQUITY   028591105       62      904 SH       DEFINED             18,21,22      204        0      700
AMERICAN RETIREMENT CORP SUB  CORPBOND 028913AA9        7    10000 PRN      DEFINED             18,21,22    10000        0        0
AMERICAN RETIREMENT CORP      EQUITY   028913101     1899   193538 SH       DEFINED   2,3,11,13,14,29,30        0   193538        0
AMERICAN RETIREMENT CORP      EQUITY   028913101      175    17800 SH       DEFINED                12,21    17800        0        0
AMERICAN PWR CONVERSION CORP  EQUITY   029066107      230    11900 SH       DEFINED                  4,6        0    10000     1900
AMERICAN PWR CONVERSION CORP  EQUITY   029066107     2532   131104 SH       DEFINED                12,21   131104        0        0
AMERICAN PWR CONVERSION CORP  EQUITY   029066107      518    26806 SH       DEFINED          15,18,21,22     9247        0    17559
AMERICAN PWR CONVERSION CORP  EQUITY   029066107     6820   353154 SH       DEFINED             18,21,22   245232        0   107922
AMERICAN PWR CONVERSION CORP  EQUITY   029066107      903    46742 SH       DEFINED                21,31    46742        0        0
AMERICAN SCIENCE & ENG INC    EQUITY   029429107       71    10500 SH       DEFINED             18,21,22     6500        0     4000
AMERICAN SOFTWARE INC CL A    EQUITY   029683109      404   140450 SH       DEFINED          15,18,21,22    34725        0   105725
AMERICAN SOFTWARE INC CL A    EQUITY   029683109        1      500 SH       DEFINED             18,21,22        0        0      500
AMERICAN STANDARD COS INC     EQUITY   029712106       23      600 SH       DEFINED                  4,6      600        0        0
AMERICAN STANDARD COS INC     EQUITY   029712106     2743    72308 SH       DEFINED                12,21    72308        0        0
AMERICAN STANDARD COS INC     EQUITY   029712106      250     6600 SH       DEFINED                18,21     6600        0        0
AMERICAN STANDARD COS INC     EQUITY   029712106      486    12812 SH       DEFINED             18,21,22     7231        0     5581
AMERICAN STANDARD COS INC     EQUITY   029712106      690    18200 SH       DEFINED                21,31    18200        0        0
AMERICAN STS WTR CO           EQUITY   029899101       16      500 SH       DEFINED                  4,6        0        0      500
AMERICAN STS WTR CO           EQUITY   029899101      237     7300 SH       DEFINED                12,21     7300        0        0
AMERICAN STS WTR CO           EQUITY   029899101      644    19864 SH       DEFINED             18,21,22    12796        0     7067
AMERICAN TOWER CORP           EQUITY   029912201     1277    66113 SH       DEFINED                  4,6    23675    28028    14410
AMERICAN TOWER CORP           EQUITY   029912201        8      420 SH       DEFINED                  6,7        0        0      420
AMERICAN TOWER CORP           EQUITY   029912201      381    19743 SH       DEFINED                12,21    19743        0        0
AMERICAN TOWER CORP           EQUITY   029912201        1       65 SH       DEFINED          15,18,21,22       65        0        0
AMERICAN TOWER CORP           EQUITY   029912201      846    43828 SH       DEFINED             18,21,22    18446        0    25382
AMERICAN TOWER CORP           EQUITY   029912201      290    15000 SH       DEFINED        3,13,29,30,32        0        0    15000
AMERICAN SUPERCONDUCTOR CORP  EQUITY   030111108      264    16100 SH       DEFINED                12,21    16100        0        0
AMERICAN SUPERCONDUCTOR CORP  EQUITY   030111108       66     4025 SH       DEFINED          15,18,21,22     2514        0     1511
AMERICAN SUPERCONDUCTOR CORP  EQUITY   030111108       43     2600 SH       DEFINED             18,21,22     2600        0        0
AMERICAN WATER WORKS CO INC   EQUITY   030411102       70     2400 SH       DEFINED               -          2400        0        0
AMERICAN WATER WORKS CO INC   EQUITY   030411102      108     3699 SH       DEFINED                12,21     3699        0        0
AMERICAN WATER WORKS CO INC   EQUITY   030411102     1703    58335 SH       DEFINED          15,18,21,22    29255        0    29080
AMERICAN WATER WORKS CO INC   EQUITY   030411102    40867  1400127 SH       DEFINED             18,21,22   732983        0   667144
AMERICAN XTAL TECHNOLOGY INC  EQUITY   030514103     1496    70000 SH       DEFINED                12,21    70000        0        0
AMERICAN XTAL TECHNOLOGY INC  EQUITY   030514103        2      100 SH       DEFINED             18,21,22      100        0        0
AMERICAN XTAL TECHNOLOGY INC  EQUITY   030514103     1122    52500 SH       DEFINED                21,31    52500        0        0
AMERICREDIT CORP              EQUITY   03060R101       42     3000 SH       DEFINED               -          3000        0        0
AMERICREDIT CORP              EQUITY   03060R101     3083   221188 SH       DEFINED                12,21   221188        0        0
AMERICREDIT CORP              EQUITY   03060R101      149    10725 SH       DEFINED          15,18,21,22    10725        0        0
AMERICREDIT CORP              EQUITY   03060R101     2299   164962 SH       DEFINED             18,21,22   102334        0    62628
AMERICREDIT CORP              EQUITY   03060R101      471    33800 SH       DEFINED                   25        0    33800        0
AMERICREDIT CORP              EQUITY   03060R101     1466   105200 SH       DEFINED                21,31   105200        0        0
AMERIPATH INC                 EQUITY   03071D109      690    83600 SH       DEFINED                12,21    83600        0        0
AMERIPATH INC                 EQUITY   03071D109        6      775 SH       DEFINED          15,18,21,22      575        0      200
AMERIPATH INC                 EQUITY   03071D109      591    71628 SH       DEFINED             18,21,22    46980        0    24648
AMERIPATH INC                 EQUITY   03071D109      545    66000 SH       DEFINED                21,31    66000        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102       24     1020 SH       DEFINED               -          1020        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102    34071  1442146 SH       DEFINED                1,4,6  1442146        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102     2960   125278 SH       DEFINED                12,21   125278        0        0
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102      526    22253 SH       DEFINED          15,18,21,22    11578        0    10675
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102    15424   652878 SH       DEFINED             18,21,22   387967        0   264911
AMERISOURCE HEALTH CORP CL A  EQUITY   03071P102      756    32000 SH       DEFINED                   25        0    32000        0
AMERON INTERNATIONAL CORP     EQUITY   030710107     1333    28400 SH       DEFINED                12,21    28400        0        0
AMERON INTERNATIONAL CORP     EQUITY   030710107       94     2000 SH       DEFINED             16,18,21     2000        0        0
AMERON INTERNATIONAL CORP     EQUITY   030710107       11      239 SH       DEFINED             18,21,22      159        0       80
AMERITRADE HLD INC 5.34% CONV CORPBOND 03072HAA7        7    10000 PRN      DEFINED                12,21    10000        0        0
AMERITRADE HLDG CORP CL A     EQUITY   03072H109        3      180 SH       DEFINED               -           180        0        0
AMERITRADE HLDG CORP CL A     EQUITY   03072H109      341    18903 SH       DEFINED                12,21    18903        0        0
AMERITRADE HLDG CORP CL A     EQUITY   03072H109        8      450 SH       DEFINED          15,18,21,22        0        0      450
AMERITRADE HLDG CORP CL A     OPTION   03072H109       18     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
AMERITRADE HLDG CORP CL A     EQUITY   03072H109      125     6902 SH       DEFINED             18,21,22     2736        0     4166
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101     2686   126024 SH       DEFINED                12,21   126024        0        0
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101       97     4547 SH       DEFINED             18,21,22     2026        0     2521
AMERUS LIFE HOLDINGS INC CL A EQUITY   030732101      107     5000 SH       DEFINED                   25        0     5000        0
AMES DEPT STORES INC NEW      EQUITY   030789507     4149   132900 SH       DEFINED                12,21   132900        0        0
AMES DEPT STORES INC NEW      EQUITY   030789507     1272    40758 SH       DEFINED             18,21,22    36565        0     4193
AMES DEPT STORES INC NEW      EQUITY   030789507      158     5052 SH       DEFINED           3,13,27,30     5052        0        0
AMES DEPT STORES INC NEW      EQUITY   030789507     3134   100390 SH       DEFINED                21,31   100390        0        0
AMERITECH CORP NEW            EQUITY   030954101     7083   105417 SH       DEFINED               -        105417        0        0
AMERITECH CORP NEW            EQUITY   030954101    57838   860831 SH       DEFINED                  4,6   437029   150600   273202
AMERITECH CORP NEW            EQUITY   030954101      578     8600 SH       DEFINED                  6,7        0        0     8600
AMERITECH CORP NEW            EQUITY   030954101   214659  3194907 SH       DEFINED                12,21  3194907        0        0
AMERITECH CORP NEW            EQUITY   030954101    19288   287073 SH       DEFINED          15,18,21,22   173299        0   113774
AMERITECH CORP NEW            EQUITY   030954101     8799   130964 SH       DEFINED             16,18,21   130964        0        0
AMERITECH CORP NEW            EQUITY   030954101   571586  8507270 SH       DEFINED             18,21,22  4281818        0  4225451
AMERITECH CORP NEW            EQUITY   030954101       81     1200 SH       DEFINED            4,6,23,24     1200        0        0
AMERITECH CORP NEW            EQUITY   030954101     4268    63518 SH       DEFINED                   25        0    63518        0
AMERITECH CORP NEW            EQUITY   030954101      962    14323 SH       DEFINED     3,13,14,26,29,30    14323        0        0
AMERITECH CORP NEW            EQUITY   030954101     5091    75776 SH       DEFINED                21,31    75776        0        0
AMERIGAS PARTNERS L P UNIT OF EQUITY   030975106       42     2300 SH       DEFINED               -          2300        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     6092   332660 SH       DEFINED             18,21,22   137635        0   195025
AMETEK INC                    EQUITY   031100100      736    36100 SH       DEFINED                12,21    36100        0        0
AMETEK INC                    EQUITY   031100100       22     1090 SH       DEFINED          15,18,21,22      736        0      354
AMETEK INC                    EQUITY   031100100      256    12541 SH       DEFINED             18,21,22     5173        0     7368
AMF BOWLING INC               EQUITY   03113V109      176    43994 SH       DEFINED                12,21    43994        0        0
AMF BOWLING INC               EQUITY   03113V109       10     2560 SH       DEFINED          15,18,21,22        0        0     2560
AMF BOWLING INC               EQUITY   03113V109       11     2815 SH       DEFINED             18,21,22     2318        0      497
AMGEN INC                     EQUITY   031162100     6821    78685 SH       DEFINED               -         78685        0        0
AMGEN INC                     EQUITY   031162100     3022    34858 SH       DEFINED                  4,6     1250     6000    27608
AMGEN INC                     EQUITY   031162100     2991    34502 SH       DEFINED                  6,7    34502        0        0
AMGEN INC                     EQUITY   031162100   333941  3852222 SH       DEFINED                12,21  3852222        0        0
AMGEN INC                     EQUITY   031162100    72614   837647 SH       DEFINED          15,18,21,22   353271        0   484376
AMGEN INC                     EQUITY   031162100    13073   150800 SH       DEFINED             16,18,21   150800        0        0
AMGEN INC                     EQUITY   031162100  1294250 14929974 SH       DEFINED             18,21,22  8842041        0  6087933
AMGEN INC                     OPTION   031162100     1794    20700 SH  CALL DEFINED             18,21,22        0        0    20700
AMGEN INC                     OPTION   031162100      659     7600 SH  PUT  DEFINED             18,21,22        0        0     7600
AMGEN INC                     EQUITY   031162100    11512   132800 SH       DEFINED            4,6,23,24   132800        0        0
AMGEN INC                     EQUITY   031162100     6503    75016 SH       DEFINED                   25        0    75016        0
AMGEN INC                     EQUITY   031162100     4501    51920 SH       DEFINED     3,13,14,26,29,30    51920        0        0
AMGEN INC                     EQUITY   031162100     3189    36790 SH       DEFINED                21,31    36790        0        0
AMKOR TECHNOLOGY INC CV SUB   CORPBOND 031652AA8     4633  3588000 PRN      DEFINED             18,21,22  3573000        0    15000
AMKOR TECHNOLOGY INC          EQUITY   031652100       16     1000 SH       DEFINED                  4,6        0        0     1000
AMKOR TECHNOLOGY INC          EQUITY   031652100     4967   303900 SH       DEFINED                12,21   303900        0        0
AMKOR TECHNOLOGY INC          EQUITY   031652100        7      437 SH       DEFINED          15,18,21,22      137        0      300
AMKOR TECHNOLOGY INC          EQUITY   031652100     2168   132619 SH       DEFINED             18,21,22   111091        0    21528
AMKOR TECHNOLOGY INC          EQUITY   031652100     4250   260028 SH       DEFINED                21,31   260028        0        0
AMRESCO INC                   EQUITY   031909104      115    39900 SH       DEFINED                12,21    39900        0        0
AMRESCO INC                   EQUITY   031909104      454   158000 SH       DEFINED          15,18,21,22    90565        0    67435
AMRESCO INC                   EQUITY   031909104      328   114139 SH       DEFINED             18,21,22    61855        0    52284
AMPAL-AMERICAN ISRAEL CORP    EQUITY   032015307      213    11609 SH       DEFINED             18,21,22        0        0    11609
AMPEX CORP CL A               EQUITY   032092108      125    44300 SH       DEFINED                12,21    44300        0        0
AMPEX CORP CL A               EQUITY   032092108      109    38917 SH       DEFINED             18,21,22     5184        0    33733
AMPHENOL CORP CLASS A         EQUITY   032095101      916    17800 SH       DEFINED                12,21    17800        0        0
AMPHENOL CORP CLASS A         EQUITY   032095101      201     3915 SH       DEFINED             18,21,22     3715        0      200
AMSOUTH BANCORPORATION        EQUITY   032165102      507    21587 SH       DEFINED                  4,6    19000        0     2587
AMSOUTH BANCORPORATION        EQUITY   032165102     5789   246336 SH       DEFINED                12,21   246336        0        0
AMSOUTH BANCORPORATION        EQUITY   032165102      794    33771 SH       DEFINED          15,18,21,22    15770        0    18001
AMSOUTH BANCORPORATION        EQUITY   032165102    36691  1561328 SH       DEFINED             18,21,22   742762        0   818565
AMSOUTH BANCORPORATION        EQUITY   032165102      119     5050 SH       DEFINED                   25        0     5050        0
AMSOUTH BANCORPORATION        EQUITY   032165102      719    30600 SH       DEFINED     3,13,14,26,29,30    30600        0        0
AMSOUTH BANCORPORATION        EQUITY   032165102      680    28940 SH       DEFINED                21,31    28940        0        0
AMSURG CORP                   EQUITY   03232P108        8     1225 SH       DEFINED          15,18,21,22      900        0      325
AMSURG CORP                   EQUITY   03232P108      538    86030 SH       DEFINED             18,21,22    63035        0    22995
AMTEC INC                     EQUITY   03232Q106      119   100000 SH       DEFINED                  4,6   100000        0        0
*** AMWAY JAPAN LTD SPONSORED EQUITY   03234J100      511   104754 SH       DEFINED             18,21,22   103504        0     1250
ANACOMP INC NEW               EQUITY   032371106      192    11600 SH       DEFINED                12,21    11600        0        0
ANACOMP INC NEW               EQUITY   032371106       42     2529 SH       DEFINED             18,21,22     2047        0      482
ANADARKO PETROLEUM CORP       EQUITY   032511107     1478    50000 SH       DEFINED                  6,7        0        0    50000
ANADARKO PETROLEUM CORP       EQUITY   032511107    25718   869934 SH       DEFINED                12,21   869934        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107       45     1515 SH       DEFINED          15,18,21,22     1010        0      505
ANADARKO PETROLEUM CORP       EQUITY   032511107       65     2200 SH       DEFINED             16,18,21     2200        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107     3790   128185 SH       DEFINED             18,21,22    68193        0    59992
ANADARKO PETROLEUM CORP       EQUITY   032511107      103     3500 SH       DEFINED                   25        0     3500        0
ANADARKO PETROLEUM CORP       EQUITY   032511107      195     6600 SH       DEFINED     3,13,14,26,29,30     6600        0        0
ANADARKO PETROLEUM CORP       EQUITY   032511107      237     8015 SH       DEFINED                21,31     8015        0        0
ANADIGICS INC                 EQUITY   032515108     1007    34800 SH       DEFINED   2,3,11,13,14,29,30        0    34800        0
ANADIGICS INC                 EQUITY   032515108      472    16300 SH       DEFINED                12,21    16300        0        0
ANADIGICS INC                 EQUITY   032515108      193     6670 SH       DEFINED          15,18,21,22     5145        0     1525
ANADIGICS INC                 EQUITY   032515108     4749   164097 SH       DEFINED             18,21,22   114918        0    49179
ANALOG DEVICES INC            EQUITY   032654105       22      400 SH       DEFINED               -           400        0        0
ANALOG DEVICES INC            EQUITY   032654105    10766   199605 SH       DEFINED                12,21   199605        0        0
ANALOG DEVICES INC            EQUITY   032654105       27      505 SH       DEFINED          15,18,21,22        0        0      505
ANALOG DEVICES INC            EQUITY   032654105     2728    50577 SH       DEFINED             18,21,22    26429        0    24148
ANALOG DEVICES INC            EQUITY   032654105      167     3100 SH       DEFINED                   25        0     3100        0
ANALOG DEVICES INC            EQUITY   032654105     2481    46000 SH       DEFINED     3,13,14,26,29,30    46000        0        0
ANALOG DEVICES INC            EQUITY   032654105     1305    24200 SH       DEFINED                21,31    24200        0        0
ANALYSTS INTERNATIONAL CORP   EQUITY   032681108      249    23600 SH       DEFINED                12,21    23600        0        0
ANALYSTS INTERNATIONAL CORP   EQUITY   032681108        4      390 SH       DEFINED          15,18,21,22      390        0        0
ANALYSTS INTERNATIONAL CORP   EQUITY   032681108      477    45120 SH       DEFINED             18,21,22    19781        0    25339
ANAREN MICROWAVE INC          EQUITY   032744104     2407    85000 SH       DEFINED                12,21    85000        0        0
ANAREN MICROWAVE INC          EQUITY   032744104      850    30015 SH       DEFINED             18,21,22    23378        0     6637
ANCHOR BANCORP WIS INC        EQUITY   032839102      337    20600 SH       DEFINED                12,21    20600        0        0
ANCHOR BANCORP WIS INC        EQUITY   032839102      192    11730 SH       DEFINED             18,21,22     3113        0     8617
ANCHOR FINANCIAL CORP         EQUITY   033036104      303     8900 SH       DEFINED                12,21     8900        0        0
ANCHOR FINANCIAL CORP         EQUITY   033036104        8      238 SH       DEFINED             18,21,22      213        0       25
ANCHOR GAMING                 EQUITY   033037102      376     6300 SH       DEFINED                12,21     6300        0        0
ANCHOR GAMING                 EQUITY   033037102        1       23 SH       DEFINED          15,18,21,22       23        0        0
ANCHOR GAMING                 EQUITY   033037102      908    15212 SH       DEFINED             18,21,22    11413        0     3799
ANCOR COMMUNICATIONS INC      EQUITY   03332K108     4272   178000 SH       DEFINED                12,21   178000        0        0
ANCOR COMMUNICATIONS INC      EQUITY   03332K108      107     4441 SH       DEFINED          15,18,21,22     3235        0     1206
ANCOR COMMUNICATIONS INC      EQUITY   03332K108     2088    87004 SH       DEFINED             18,21,22    70081        0    16923
ANCOR COMMUNICATIONS INC      EQUITY   03332K108      139     5800 SH       DEFINED                   25        0     5800        0
ANDOVER BANCORP INC DEL       EQUITY   034258103     1525    51900 SH       DEFINED                12,21    51900        0        0
ANDREA ELECTRONICS CORP       EQUITY   034393108       73    10000 SH       DEFINED             16,18,21    10000        0        0
ANDREA ELECTRONICS CORP       EQUITY   034393108       13     1800 SH       DEFINED             18,21,22      300        0     1500
ANDREW CORP DELAWARE          EQUITY   034425108     1333    77286 SH       DEFINED                12,21    77286        0        0
ANDREW CORP DELAWARE          EQUITY   034425108      795    46103 SH       DEFINED             18,21,22    36748        0     9355
ANDREW CORP DELAWARE          EQUITY   034425108       37     2173 SH       DEFINED                   25        0     2173        0
ANDREW CORP DELAWARE          EQUITY   034425108       91     5280 SH       DEFINED                21,31     5280        0        0
ANDRX CORPORATION             EQUITY   034551101       24      475 SH       DEFINED               -           475        0        0
ANDRX CORPORATION             EQUITY   034551101     2972    57645 SH       DEFINED                  4,6    21885    23805    11955
ANDRX CORPORATION             EQUITY   034551101       21      405 SH       DEFINED                  6,7        0        0      405
ANDRX CORPORATION             EQUITY   034551101     1539    29849 SH       DEFINED                12,21    29849        0        0
ANDRX CORPORATION             EQUITY   034551101      282     5475 SH       DEFINED          15,18,21,22     3300        0     2175
ANDRX CORPORATION             EQUITY   034551101     9525   184732 SH       DEFINED             18,21,22   112029        0    72703
ANDRX CORPORATION             EQUITY   034551101       10      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
ANDRX CORPORATION             EQUITY   034551101     1248    24200 SH       DEFINED                21,31    24200        0        0
ANESTA CORP                   EQUITY   034603100      440    50600 SH       DEFINED                12,21    50600        0        0
ANESTA CORP                   EQUITY   034603100        2      250 SH       DEFINED          15,18,21,22        0        0      250
ANESTA CORP                   EQUITY   034603100      116    13346 SH       DEFINED             18,21,22     2246        0    11100
ANESTA CORP                   EQUITY   034603100       19     2200 SH       DEFINED                   25        0     2200        0
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102      161     2884 SH       DEFINED          15,18,21,22     2240        0      644
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102       23      415 SH       DEFINED             16,18,21      415        0        0
*** ANGLO AMERICAN PLC SPONS  EQUITY   03485P102     9136   163866 SH       DEFINED             18,21,22   141430        0    22436
*** ANGLOGOLD LTD-ZAR         EQUITY   035128206      730    22853 SH       DEFINED                  4,6        0        0    22853
*** ANGLOGOLD LTD-ZAR         EQUITY   035128206     1641    51366 SH       DEFINED             18,21,22    40829        0    10537
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1277    17760 SH       DEFINED               -         17760        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103    11885   165360 SH       DEFINED                  4,6    68700        0    96660
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103      334     4650 SH       DEFINED                5,6,7        0        0     4650
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103    26007   361833 SH       DEFINED                12,21   361833        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     9391   130654 SH       DEFINED          15,18,21,22    92062        0    38591
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1071    14900 SH       DEFINED             16,18,21    14900        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103   182514  2539322 SH       DEFINED             18,21,22  1070884        0  1468438
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     3031    42176 SH       DEFINED                   25        0    42176        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     1008    14027 SH       DEFINED     3,13,14,26,29,30    14027        0        0
ANHEUSER-BUSCH COMPANIES INC  EQUITY   035229103     2542    35368 SH       DEFINED                21,31    35368        0        0
ANICOM INC                    EQUITY   035250109      114    24700 SH       DEFINED                12,21    24700        0        0
ANICOM INC                    EQUITY   035250109       25     5455 SH       DEFINED          15,18,21,22     4150        0     1305
ANICOM INC                    EQUITY   035250109      564   121973 SH       DEFINED             18,21,22    84357        0    37616
ANIXTER INTERNATIONAL INC     EQUITY   035290105     4420   190108 SH       DEFINED                12,21   190108        0        0
ANIXTER INTERNATIONAL INC     EQUITY   035290105      312    13435 SH       DEFINED          15,18,21,22    10345        0     3090
ANIXTER INTERNATIONAL INC     EQUITY   035290105     4462   191907 SH       DEFINED             18,21,22   131337        0    60570
ANIXTER INTERNATIONAL INC     EQUITY   035290105      193     8300 SH       DEFINED                   25        0     8300        0
ANIXTER INTERNATIONAL INC     EQUITY   035290105      570    24500 SH       DEFINED     3,13,14,26,29,30    24500        0        0
ANIXTER INTERNATIONAL INC     EQUITY   035290105      737    31700 SH       DEFINED                21,31    31700        0        0
ANNALY MORTGAGE MANAGEMENT    EQUITY   035710409      115    12300 SH       DEFINED             18,21,22     6800        0     5500
ANNTAYLOR STORES CORP CV      CORPBOND 036115AA1     2225  4000000 PRN      DEFINED             16,18,21  4000000        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103        2       60 SH       DEFINED               -            60        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     8633   215153 SH       DEFINED                12,21   215153        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103      132     3287 SH       DEFINED          15,18,21,22     2347        0      940
ANNTAYLOR STORES CORP         EQUITY   036115103      177     4400 SH       DEFINED                18,21     4400        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     4765   118750 SH       DEFINED             18,21,22    82913        0    35837
ANNTAYLOR STORES CORP         EQUITY   036115103      991    24700 SH       DEFINED                   25        0    24700        0
ANNTAYLOR STORES CORP         EQUITY   036115103       12      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
ANNTAYLOR STORES CORP         EQUITY   036115103     3984    99289 SH       DEFINED                21,31    99289        0        0
ANSOFT CORP                   EQUITY   036384105       94    11600 SH       DEFINED             18,21,22     7000        0     4600
ANTEC CORP                    EQUITY   03664P105       48      910 SH       DEFINED               -           910        0        0
ANTEC CORP                    EQUITY   03664P105     4674    88191 SH       DEFINED                12,21    88191        0        0
ANTEC CORP                    EQUITY   03664P105      821    15490 SH       DEFINED          15,18,21,22     8765        0     6725
ANTEC CORP                    EQUITY   03664P105    16984   320457 SH       DEFINED             18,21,22   213195        0   107262
ANTEC CORP                    EQUITY   03664P105     1774    33476 SH       DEFINED                21,31    33476        0        0
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104     1089   108900 SH       DEFINED                12,21   108900        0        0
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104      137    13653 SH       DEFINED          15,18,21,22     4220        0     9433
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104      667    66720 SH       DEFINED             18,21,22    58375        0     8345
ANSWERTHINK CONSULTING GROUP  EQUITY   036916104      791    79100 SH       DEFINED                21,31    79100        0        0
AON CORP                      EQUITY   037389103       23      815 SH       DEFINED               -           815        0        0
AON CORP                      EQUITY   037389103      519    18262 SH       DEFINED                  4,6     9675        0     8587
AON CORP                      EQUITY   037389103    35237  1239090 SH       DEFINED                12,21  1239090        0        0
AON CORP                      EQUITY   037389103      110     3851 SH       DEFINED          15,18,21,22     2121        0     1730
AON CORP                      EQUITY   037389103       96     3375 SH       DEFINED             16,18,21     3375        0        0
AON CORP                      EQUITY   037389103    11025   387677 SH       DEFINED             18,21,22   255221        0   132455
AON CORP                      EQUITY   037389103      208     7300 SH       DEFINED                   25        0     7300        0
AON CORP                      EQUITY   037389103      452    15879 SH       DEFINED                21,31    15879        0        0
APACHE CORP                   EQUITY   037411105       14      335 SH       DEFINED               -           335        0        0
APACHE CORP                   EQUITY   037411105       71     1700 SH       DEFINED                  4,6      400      300     1000
APACHE CORP                   EQUITY   037411105    11008   262492 SH       DEFINED                12,21   262492        0        0
APACHE CORP                   EQUITY   037411105      431    10285 SH       DEFINED          15,18,21,22     5220        0     5065
APACHE CORP                   EQUITY   037411105    45506  1085071 SH       DEFINED             18,21,22   328344        0   756726
APACHE CORP                   EQUITY   037411105      134     3200 SH       DEFINED                   25        0     3200        0
APACHE CORP                   EQUITY   037411105      583    13900 SH       DEFINED     3,13,14,26,29,30    13900        0        0
APACHE CORP                   EQUITY   037411105      449    10702 SH       DEFINED                21,31    10702        0        0
APACHE CORP DEPOSITARY SH     EQUITY   037411600     2695    69200 SH       DEFINED                12,21    69200        0        0
APACHE CORP DEPOSITARY SH     EQUITY   037411600        5      130 SH       DEFINED          15,18,21,22      130        0        0
APACHE CORP DEPOSITARY SH     EQUITY   037411600      126     3245 SH       DEFINED             18,21,22     2350        0      895
APACHE MEDICAL SYSTEMS INC    EQUITY   03746E102       15    10800 SH       DEFINED               -         10800        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101        8      220 SH       DEFINED               -           220        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101     4867   128072 SH       DEFINED                12,21   128072        0        0
APARTMENT INVESTMENT &        EQUITY   03748R101     1785    46970 SH       DEFINED          15,18,21,22    20193        0    26776
APARTMENT INVESTMENT &        EQUITY   03748R101    25096   660426 SH       DEFINED             18,21,22   506264        0   154162
APARTMENT INVT & MGMT CO CL K EQUITY   03748R705     4373   175803 SH       DEFINED             18,21,22   175216        0      587
APEX INC                      EQUITY   037548104      308    20629 SH       DEFINED                12,21    20629        0        0
APEX INC                      EQUITY   037548104       93     6205 SH       DEFINED          15,18,21,22     4790        0     1415
APEX INC                      EQUITY   037548104     2413   161514 SH       DEFINED             18,21,22   107661        0    53853
APHTON CORP                   EQUITY   03759P101       29     2080 SH       DEFINED               -          2080        0        0
APHTON CORP                   EQUITY   03759P101    23620  1694664 SH       DEFINED                12,21  1694664        0        0
APHTON CORP                   EQUITY   03759P101       81     5790 SH       DEFINED          15,18,21,22     4920        0      870
APHTON CORP                   EQUITY   03759P101     4169   299115 SH       DEFINED             18,21,22   110575        0   188540
APOGEE ENTERPRISES INC        EQUITY   037598109      220    31000 SH       DEFINED                12,21    31000        0        0
APOGEE ENTERPRISES INC        EQUITY   037598109       48     6748 SH       DEFINED             18,21,22     3506        0     3242
APOLLO GROUP INC CL A         EQUITY   037604105     1396    65488 SH       DEFINED                12,21    65488        0        0
APOLLO GROUP INC CL A         EQUITY   037604105       86     4017 SH       DEFINED          15,18,21,22     1798        0     2219
APOLLO GROUP INC CL A         EQUITY   037604105    13686   642133 SH       DEFINED             18,21,22   414147        0   227986
APOLLO GROUP INC CL A         EQUITY   037604105     1133    53165 SH       DEFINED                21,31    53165        0        0
APPLE COMPUTER INC            EQUITY   037833100        5       80 SH       DEFINED               -            80        0        0
APPLE COMPUTER INC            EQUITY   037833100       62     1000 SH       DEFINED                  4,6     1000        0        0
APPLE COMPUTER INC            EQUITY   037833100    25222   408663 SH       DEFINED                12,21   408663        0        0
APPLE COMPUTER INC            EQUITY   037833100      230     3734 SH       DEFINED          15,18,21,22     1550        0     2184
APPLE COMPUTER INC            EQUITY   037833100       25      400 SH       DEFINED             16,18,21      400        0        0
APPLE COMPUTER INC            EQUITY   037833100      586     9500 SH       DEFINED                18,21     9500        0        0
APPLE COMPUTER INC            EQUITY   037833100    85582  1386637 SH       DEFINED             18,21,22   629036        0   757601
APPLE COMPUTER INC            OPTION   037833100      525     8500 SH  PUT  DEFINED             18,21,22        0        0     8500
APPLE COMPUTER INC            EQUITY   037833100      281     4554 SH       DEFINED                   25        0     4554        0
APPLE COMPUTER INC            EQUITY   037833100     1228    19900 SH       DEFINED     3,13,14,26,29,30    19900        0        0
APPLE COMPUTER INC            EQUITY   037833100      672    10890 SH       DEFINED                21,31    10890        0        0
APPLEBEES INTERNATIONAL INC   EQUITY   037899101     1257    37497 SH       DEFINED                12,21    37497        0        0
APPLEBEES INTERNATIONAL INC   EQUITY   037899101      114     3405 SH       DEFINED          15,18,21,22      950        0     2455
APPLEBEES INTERNATIONAL INC   EQUITY   037899101     3143    93730 SH       DEFINED             18,21,22    59779        0    33950
APPLEBEES INTERNATIONAL INC   EQUITY   037899101      426    12700 SH       DEFINED                   25        0    12700        0
APPLEBEES INTERNATIONAL INC   EQUITY   037899101       17      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108       10      680 SH       DEFINED               -           680        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108     2084   137775 SH       DEFINED                  4,6    49995    57945    29835
APRIA HEALTHCARE GROUP INC    EQUITY   037933108       14      905 SH       DEFINED                  6,7        0        0      905
APRIA HEALTHCARE GROUP INC    EQUITY   037933108      637    42133 SH       DEFINED                12,21    42133        0        0
APRIA HEALTHCARE GROUP INC    EQUITY   037933108       69     4580 SH       DEFINED          15,18,21,22     2830        0     1750
APRIA HEALTHCARE GROUP INC    EQUITY   037933108     3432   226884 SH       DEFINED             18,21,22   175571        0    51313
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109        5      600 SH       DEFINED                  4,6      600        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109        5      600 SH       DEFINED               4,6,10      600        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109      109    12599 SH       DEFINED                12,21    12599        0        0
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109       44     5045 SH       DEFINED          15,18,21,22     3860        0     1185
APPLIED GRAPHICS TECHNOLOGIES EQUITY   037937109      959   111135 SH       DEFINED             18,21,22    76630        0    34505
APPLIED ANALITICAL INDUSTRIES EQUITY   037939105      119    10100 SH       DEFINED                12,21    10100        0        0
APPLIED INDUSTRIAL TECH INC   EQUITY   03820C105      298    17754 SH       DEFINED                12,21    17754        0        0
APPLIED INDUSTRIAL TECH INC   EQUITY   03820C105     1318    78387 SH       DEFINED             18,21,22    61936        0    16451
APPLIED MAGNETICSCORP SUB DEB CORPBOND 038213AA2       20   120000 PRN      DEFINED             18,21,22        0        0   120000
APPLIED MAGNETICS CORP DE     EQUITY   038213104        9    10785 SH       DEFINED             18,21,22     1645        0     9140
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109       19      320 SH       DEFINED               -           320        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109    32890   540292 SH       DEFINED                12,21   540292        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109      957    15713 SH       DEFINED          15,18,21,22     9413        0     6300
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109     6453   106000 SH       DEFINED             16,18,21   106000        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109    33531   550815 SH       DEFINED             18,21,22   368966        0   181849
APPLIED MICROCIRCUITS CORP    OPTION   03822W109      913    15000 SH  CALL DEFINED             18,21,22    15000        0        0
APPLIED MICROCIRCUITS CORP    OPTION   03822W109      183     3000 SH  PUT  DEFINED             18,21,22     3000        0        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109      195     3200 SH       DEFINED                   25        0     3200        0
APPLIED MICROCIRCUITS CORP    EQUITY   03822W109       37      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105      199     2540 SH       DEFINED               -          2540        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105    13887   177605 SH       DEFINED                  4,6    20600     6400   150605
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1819    23265 SH       DEFINED                  6,7        0        0    23265
APPLIED MATERIALS INC DELAWAR EQUITY   038222105    64696   827436 SH       DEFINED                12,21   827436        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1165    14895 SH       DEFINED          15,18,21,22     9448        0     5447
APPLIED MATERIALS INC DELAWAR OPTION   038222105       78     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
APPLIED MATERIALS INC DELAWAR EQUITY   038222105   144091  1842874 SH       DEFINED             18,21,22  1115554        0   727320
APPLIED MATERIALS INC DELAWAR OPTION   038222105       78     1000 SH  PUT  DEFINED             18,21,22     1000        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1829    23397 SH       DEFINED                   25        0    23397        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     1788    22863 SH       DEFINED     3,13,14,26,29,30    22863        0        0
APPLIED MATERIALS INC DELAWAR EQUITY   038222105     2183    27916 SH       DEFINED                21,31    27916        0        0
APPLIED POWER INC CL A        EQUITY   038225108       25      815 SH       DEFINED               -           815        0        0
APPLIED POWER INC CL A        EQUITY   038225108     3653   116887 SH       DEFINED                  4,6    43175    45052    28660
APPLIED POWER INC CL A        EQUITY   038225108       24      780 SH       DEFINED                  6,7        0        0      780
APPLIED POWER INC CL A        EQUITY   038225108     1299    41560 SH       DEFINED                12,21    41560        0        0
APPLIED POWER INC CL A        EQUITY   038225108      420    13450 SH       DEFINED          15,18,21,22     6735        0     6715
APPLIED POWER INC CL A        EQUITY   038225108     8229   263324 SH       DEFINED             18,21,22   180533        0    82791
APPLIED POWER INC CL A        EQUITY   038225108      100     3200 SH       DEFINED                   25        0     3200        0
APPLIED SCIENCE & TECH INC    EQUITY   038236105      413    19300 SH       DEFINED                12,21    19300        0        0
APPLIED SIGNAL TECH INC       EQUITY   038237103       95    10000 SH       DEFINED             18,21,22        0        0    10000
APPLIEDTHEORY CORPORATION     EQUITY   03828R104       48     3900 SH       DEFINED                12,21     3900        0        0
APPLIEDTHEORY CORPORATION     EQUITY   03828R104      617    50657 SH       DEFINED             18,21,22    39809        0    10848
APTARGROUP INC                EQUITY   038336103       20      800 SH       DEFINED               -           800        0        0
APTARGROUP INC                EQUITY   038336103     3444   134720 SH       DEFINED                  4,6    50915    53294    30511
APTARGROUP INC                EQUITY   038336103       24      920 SH       DEFINED                  6,7        0        0      920
APTARGROUP INC                EQUITY   038336103     2355    92120 SH       DEFINED                12,21    92120        0        0
APTARGROUP INC                EQUITY   038336103      296    11587 SH       DEFINED          15,18,21,22     6107        0     5480
APTARGROUP INC                EQUITY   038336103     8621   337251 SH       DEFINED             18,21,22   246719        0    90532
APTARGROUP INC                EQUITY   038336103      895    35000 SH       DEFINED            4,6,23,24    35000        0        0
APTARGROUP INC                EQUITY   038336103      299    11700 SH       DEFINED                   25        0    11700        0
APTARGROUP INC                EQUITY   038336103     2641   103306 SH       DEFINED                21,31   103306        0        0
AQUARION CO                   EQUITY   03838W101       30      825 SH       DEFINED               -           825        0        0
AQUARION CO                   EQUITY   03838W101      410    11401 SH       DEFINED                12,21    11401        0        0
AQUARION CO                   EQUITY   03838W101     1121    31130 SH       DEFINED             18,21,22    15764        0    15365
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204     3148   154502 SH       DEFINED                  4,6   154502        0        0
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204     1028    50464 SH       DEFINED                  6,7        0        0    50464
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204      232    11400 SH       DEFINED                12,21    11400        0        0
*** ARACRUZ CELULOSE S A SPON EQUITY   038496204       27     1314 SH       DEFINED             18,21,22     1031        0      283
ARCADIA FINANCIAL LTD         EQUITY   039101100      139    30910 SH       DEFINED                12,21    30910        0        0
ARCADIA FINANCIAL LTD         EQUITY   039101100        1      300 SH       DEFINED          15,18,21,22      200        0      100
ARCADIA FINANCIAL LTD         EQUITY   039101100       81    17965 SH       DEFINED             18,21,22     2665        0    15300
ARCH CHEMICALS INC            EQUITY   03937R102      302    18600 SH       DEFINED                12,21    18600        0        0
ARCH CHEMICALS INC            EQUITY   03937R102      408    25104 SH       DEFINED             18,21,22    13421        0    11683
ARCH COAL INC                 EQUITY   039380100      179    14578 SH       DEFINED                12,21    14578        0        0
ARCH COAL INC                 EQUITY   039380100      340    27756 SH       DEFINED             18,21,22    26001        0     1755
ARCH COMMUNICATIONS GROUP NEW EQUITY   039381504       52    13057 SH       DEFINED               -         13057        0        0
ARCH COMMUNICATIONS GROUP NEW EQUITY   039381504     4000  1000000 SH       DEFINED                12,21  1000000        0        0
ARCH COMMUNICATIONS GROUP NEW EQUITY   039381504       90    22578 SH       DEFINED          15,18,21,22     6800        0    15778
ARCH COMMUNICATIONS GROUP NEW EQUITY   039381504     3674   918529 SH       DEFINED             18,21,22   425425        0   493104
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102       74     6040 SH       DEFINED               -          6040        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102    45796  3757445 SH       DEFINED                12,21  3757445        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      701    57490 SH       DEFINED          15,18,21,22    31222        0    26268
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102       28     2315 SH       DEFINED             16,18,21     2315        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102    37930  3112089 SH       DEFINED             18,21,22  1374688        0  1737400
ARCHER-DANIELS-MIDLAND CO     OPTION   039483102       12     1000 SH  CALL DEFINED             18,21,22        0        0     1000
ARCHER-DANIELS-MIDLAND CO     OPTION   039483102      102     8400 SH  PUT  DEFINED             18,21,22        0        0     8400
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      215    17653 SH       DEFINED                   25        0    17653        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      292    23982 SH       DEFINED     3,13,14,26,29,30    23982        0        0
ARCHER-DANIELS-MIDLAND CO     EQUITY   039483102      504    41358 SH       DEFINED                21,31    41358        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103       59     3000 SH       DEFINED                  4,6        0        0     3000
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103       78     3988 SH       DEFINED                12,21     3988        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581103      562    28841 SH       DEFINED             18,21,22    25003        0     3838
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202     1331    50000 SH       DEFINED                12,21    50000        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202        3      130 SH       DEFINED          15,18,21,22       65        0       65
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202     1331    50000 SH       DEFINED             16,18,21    50000        0        0
ARCHSTONE COMMUNITIES TRUST   EQUITY   039581202      379    14225 SH       DEFINED             18,21,22    10550        0     3675
ARCTIC CAT INC                EQUITY   039670104     1717   171653 SH       DEFINED                12,21   171653        0        0
ARCTIC CAT INC                EQUITY   039670104        2      246 SH       DEFINED             18,21,22      246        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104        8      400 SH       DEFINED               -           400        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104     3928   185375 SH       DEFINED                12,21   185375        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104      123     5795 SH       DEFINED          15,18,21,22     4875        0      920
ARDEN REALTY GROUP INC        EQUITY   039793104      106     5000 SH       DEFINED             16,18,21     5000        0        0
ARDEN REALTY GROUP INC        EQUITY   039793104    16677   787104 SH       DEFINED             18,21,22   693688        0    93416
ARDEN REALTY GROUP INC        EQUITY   039793104     1538    72601 SH       DEFINED                21,31    72601        0        0
ARDENT SOFTWARE INC           EQUITY   039794102     3384   131400 SH       DEFINED                12,21   131400        0        0
ARDENT SOFTWARE INC           EQUITY   039794102        3      131 SH       DEFINED             18,21,22        0        0      131
ARDENT SOFTWARE INC           EQUITY   039794102      693    26900 SH       DEFINED                   25        0    26900        0
AREA BANCSHARES CORP          EQUITY   039872106      646    23024 SH       DEFINED                12,21    23024        0        0
AREA BANCSHARES CORP          EQUITY   039872106       93     3308 SH       DEFINED          15,18,21,22        0        0     3308
AREA BANCSHARES CORP          EQUITY   039872106        4      129 SH       DEFINED             18,21,22      129        0        0
AREA BANCSHARES CORP          EQUITY   039872106      278     9900 SH       DEFINED                   25        0     9900        0
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108       21      485 SH       DEFINED               -           485        0        0
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108      370     8367 SH       DEFINED          15,18,21,22     6095        0     2272
*** ARGENTARIA CAJA POSTAL Y  EQUITY   04011W108    19774   446861 SH       DEFINED             18,21,22   353976        0    92885
ARGENTINA FD INC              EQUITY   040112104       37     3500 SH       DEFINED             16,18,21     3500        0        0
ARGENTINA FD INC              EQUITY   040112104      224    21368 SH       DEFINED             18,21,22    12056        0     9311
ARGONAUT GROUP                EQUITY   040157109      374    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      313    12715 SH       DEFINED             18,21,22     3162        0     9553
ARGOSY EDUCATION GROUP INC    EQUITY   040222101      395    81107 SH       DEFINED             18,21,22    71707        0     9400
ARGOSY GAMING CO              EQUITY   040228108     1363   101900 SH       DEFINED                12,21   101900        0        0
ARGOSY GAMING CO              EQUITY   040228108     1053    78711 SH       DEFINED             18,21,22    70154        0     8557
ARGUSS HOLDINGS INC           EQUITY   040282105      182    12000 SH       DEFINED                12,21    12000        0        0
ARGUSS HOLDINGS INC           EQUITY   040282105     9928   656364 SH       DEFINED             18,21,22   543460        0   112904
ARIS CORP WASH                EQUITY   04040A101       72    13192 SH       DEFINED             18,21,22    11500        0     1692
ARKANSAS BEST CORP CUM CONV   EQUITY   040790206      116     2900 SH       DEFINED                12,21     2900        0        0
ARKANSAS BEST CORP CUM CONV   EQUITY   040790206      216     5395 SH       DEFINED             18,21,22     2225        0     3170
*** ARM HOLDINGS PLC-GBP      EQUITY   042068106       97     2020 SH       DEFINED             18,21,22        0        0     2020
*** ARM HOLDINGS PLC-GBP      EQUITY   042068106     1332    27740 SH       DEFINED     3,13,14,26,29,30    27740        0        0
ARMCO INC                     EQUITY   042170100      641    91500 SH       DEFINED                12,21    91500        0        0
ARMCO INC                     EQUITY   042170100      523    74731 SH       DEFINED             18,21,22    28320        0    46411
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       22      500 SH       DEFINED                  4,6      500        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101      178     4052 SH       DEFINED                12,21     4052        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       19      435 SH       DEFINED          15,18,21,22      210        0      225
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101        9      200 SH       DEFINED             16,18,21      200        0        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101     3380    77139 SH       DEFINED             18,21,22    53747        0    23392
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101       49     1111 SH       DEFINED                   25        0     1111        0
ARMSTRONG WORLD INDUSTRIES IN EQUITY   042476101      110     2503 SH       DEFINED                21,31     2503        0        0
ARNOLD INDUSTRIES INC         EQUITY   042595108      324    24091 SH       DEFINED                12,21    24091        0        0
ARNOLD INDUSTRIES INC         EQUITY   042595108       25     1878 SH       DEFINED             18,21,22     1839        0       39
ARONEX PHARMACEUTICALS INC NE EQUITY   042666206      372    95972 SH       DEFINED             18,21,22    81180        0    14792
ARROW ELECTRONICS INC         EQUITY   042735100       48     2850 SH       DEFINED               -          2850        0        0
ARROW ELECTRONICS INC         EQUITY   042735100      168     9921 SH       DEFINED                12,21     9921        0        0
ARROW ELECTRONICS INC         EQUITY   042735100     1916   113127 SH       DEFINED          15,18,21,22    71298        0    41829
ARROW ELECTRONICS INC         EQUITY   042735100    33724  1991023 SH       DEFINED             18,21,22  1335843        0   655180
ARROW ELECTRONICS INC         EQUITY   042735100      322    19000 SH       DEFINED                21,31    19000        0        0
ARROW INTL INC                EQUITY   042764100     3429   131866 SH       DEFINED                12,21   131866        0        0
ARROW INTL INC                EQUITY   042764100       82     3164 SH       DEFINED             18,21,22      114        0     3050
ARTESYN TECHNOLOGIES INC      EQUITY   043127109     4313   226974 SH       DEFINED                12,21   226974        0        0
ARTESYN TECHNOLOGIES INC      EQUITY   043127109      286    15058 SH       DEFINED             18,21,22     9727        0     5331
ARTESYN TECHNOLOGIES INC      EQUITY   043127109      160     8400 SH       DEFINED                   25        0     8400        0
ARTHROCARE CORP               EQUITY   043136100       12      220 SH       DEFINED               -           220        0        0
ARTHROCARE CORP               EQUITY   043136100      390     7350 SH       DEFINED             18,21,22     2019        0     5331
ARTISOFT INC                  EQUITY   04314L106      112    19100 SH       DEFINED             18,21,22        0        0    19100
ARVIN INDUSTRIES INC          EQUITY   043339100     3018    98732 SH       DEFINED                12,21    98732        0        0
ARVIN INDUSTRIES INC          EQUITY   043339100      514    16828 SH       DEFINED             18,21,22     9728        0     7100
ARVIN INDUSTRIES INC          EQUITY   043339100      379    12400 SH       DEFINED                   25        0    12400        0
ARVIN INDUSTRIES INC          EQUITY   043339100     3393   111012 SH       DEFINED                21,31   111012        0        0
ASARCO INC                    EQUITY   043413103       13      468 SH       DEFINED               -           468        0        0
ASARCO INC                    EQUITY   043413103       21      768 SH       DEFINED                  4,6      768        0        0
ASARCO INC                    EQUITY   043413103      939    35103 SH       DEFINED                12,21    35103        0        0
ASARCO INC                    EQUITY   043413103      468    17485 SH       DEFINED             18,21,22    12226        0     5259
ASARCO INC                    EQUITY   043413103       30     1120 SH       DEFINED                   25        0     1120        0
ASARCO INC                    EQUITY   043413103       67     2503 SH       DEFINED                21,31     2503        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106      325    23432 SH       DEFINED                12,21    23432        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106       13      923 SH       DEFINED             16,18,21      923        0        0
ASCENT ENTERTAINMENT GROUP    EQUITY   043628106      468    33708 SH       DEFINED             18,21,22    18670        0    15038
*** ASHANTI GOLDFIELDS        EQUITY   043743202       21     2526 SH       DEFINED             18,21,22     1015        0     1511
*** ASHANTI GOLDFIELDS        EQUITY   043743202      117    14100 SH       DEFINED             18,21,22    14100        0        0
ASHLAND INC                   EQUITY   044204105      102     3000 SH       DEFINED               -          3000        0        0
ASHLAND INC                   EQUITY   044204105       21      630 SH       DEFINED                  4,6      630        0        0
ASHLAND INC                   EQUITY   044204105      267     7846 SH       DEFINED                12,21     7846        0        0
ASHLAND INC                   EQUITY   044204105    22827   671375 SH       DEFINED             18,21,22   659336        0    12039
ASHLAND INC                   EQUITY   044204105       68     2002 SH       DEFINED                   25        0     2002        0
ASHLAND INC                   EQUITY   044204105      398    11700 SH       DEFINED     3,13,14,26,29,30    11700        0        0
ASHLAND INC                   EQUITY   044204105      154     4534 SH       DEFINED                21,31     4534        0        0
ASIA PACIFIC FD INC           EQUITY   044901106        4      417 SH       DEFINED          15,18,21,22        0        0      417
ASIA PACIFIC FD INC           EQUITY   044901106     2568   285292 SH       DEFINED             18,21,22   169947        0   115345
ASHTON TECHNOLOGY GROUP INC   EQUITY   045084100      182    24300 SH       DEFINED                12,21    24300        0        0
ASHTON TECHNOLOGY GROUP INC   EQUITY   045084100       73     9790 SH       DEFINED             18,21,22     1250        0     8540
ASHWORTH INC                  EQUITY   04516H101      527   108145 SH       DEFINED             18,21,22    49808        0    58337
ASIA TIGERS FD INC            EQUITY   04516T105      103    12450 SH       DEFINED          15,18,21,22     7200        0     5250
ASIA TIGERS FD INC            EQUITY   04516T105      704    85370 SH       DEFINED             18,21,22    50736        0    34634
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100    13697  2435000 SH       DEFINED                12,21  2435000        0        0
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100        3      545 SH       DEFINED          15,18,21,22      270        0      275
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100     6533  1161335 SH       DEFINED             18,21,22   275134        0   886201
*** ASIA PULP & PAPER CO LTD  EQUITY   04516V100      422    75005 SH       DEFINED                   25        0    75005        0
*** WTS ASIA PULP & PAPER CO  EQUITY   04516V209        8    10484 SH       DEFINED             18,21,22     2522        0     7962
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106     9307   354554 SH       DEFINED                  4,6     9575        0   344979
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106       29     1100 SH       DEFINED                5,6,7        0        0     1100
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106     5250   200000 SH       DEFINED                    6   200000        0        0
*** ASIA SATELLITE TELECOMMNS EQUITY   04516X106       20      775 SH       DEFINED             18,21,22      300        0      475
ASK JEEVES INC                EQUITY   045174109      530    16100 SH       DEFINED             18,21,22    15800        0      300
ASPECT DEVELOPMENT INC        EQUITY   045234101      636    25200 SH       DEFINED                12,21    25200        0        0
ASPECT DEVELOPMENT INC        EQUITY   045234101      257    10179 SH       DEFINED          15,18,21,22     8319        0     1860
ASPECT DEVELOPMENT INC        EQUITY   045234101     3965   157033 SH       DEFINED             18,21,22   119002        0    38031
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0       76   300000 PRN      DEFINED                12,21   300000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0    22019 86775000 PRN      DEFINED             16,18,21 86775000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0     5868 23124000 PRN      DEFINED        3,13,27,28,30 23124000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AB0     4257 16776000 PRN      DEFINED           3,13,29,30 16776000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AE4      888  3500000 PRN      DEFINED                12,21  3500000        0        0
ASPECT TELECOMMUNICATIONS COR CORPBOND 045237AE4      717  2825000 PRN      DEFINED             16,18,21  2825000        0        0
ASPECT TELECOMMUNICATIONS COR EQUITY   045237104      815    48000 SH       DEFINED                12,21    48000        0        0
ASPECT TELECOMMUNICATIONS COR EQUITY   045237104      401    23616 SH       DEFINED             18,21,22     1031        0    22585
ASPEN TECHNOLOGY INC          EQUITY   045327103       20     2000 SH       DEFINED                  4,6        0        0     2000
ASPEN TECHNOLOGY INC          EQUITY   045327103     1134   115560 SH       DEFINED                12,21   115560        0        0
ASPEN TECHNOLOGY INC          EQUITY   045327103        4      420 SH       DEFINED          15,18,21,22      145        0      275
ASPEN TECHNOLOGY INC          EQUITY   045327103      514    52428 SH       DEFINED             18,21,22    42481        0     9947
ASPEN TECHNOLOGY INC          EQUITY   045327103        2      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
ASPEN TECHNOLOGY INC          EQUITY   045327103      694    70700 SH       DEFINED                21,31    70700        0        0
ASSISTED LIVING CONCEPTS      CORPBOND 04543LAE9      630  1170000 PRN      DEFINED             18,21,22  1170000        0        0
ASSOCIATED BANC CORP          EQUITY   045487105     1908    53469 SH       DEFINED                    6    53469        0        0
ASSOCIATED BANC CORP          EQUITY   045487105      248     6960 SH       DEFINED                12,21     6960        0        0
ASSOCIATED BANC CORP          EQUITY   045487105     1635    45813 SH       DEFINED             18,21,22    13819        0    31994
ASSOCIATED BANC CORP          EQUITY   045487105     1422    39857 SH       DEFINED                21,31    39857        0        0
ASSOCIATED ESTATES RLTY CORP  EQUITY   045604105      131    14800 SH       DEFINED                12,21    14800        0        0
ASSOCIATED ESTATES RLTY CORP  EQUITY   045604105       83     9365 SH       DEFINED             18,21,22     4432        0     4933
ASSOCIATED GROUP INC CL A     EQUITY   045651106      837    13983 SH       DEFINED                12,21    13983        0        0
ASSOCIATED GROUP INC CL A     EQUITY   045651106     1257    20998 SH       DEFINED             18,21,22    13987        0     7011
ASSOCIATED GROUP INC CL A     EQUITY   045651106      335     5600 SH       DEFINED                   25        0     5600        0
ASSOCIATED GROUP INC CL B     EQUITY   045651205     1351    22538 SH       DEFINED             18,21,22    14455        0     8083
ASSOCIATED MATERIALS INC      EQUITY   045709102      631    40401 SH       DEFINED             18,21,22     8020        0    32381
AT HOME CORP CV S/D-BK/ENTRY  CORPBOND 045919AA5     1358  2000000 PRN      DEFINED             16,18,21  2000000        0        0
AT HOME CORP SUB DEBENTURES   CORPBOND 045919AC1      509   750000 PRN      DEFINED             16,18,21   750000        0        0
AT HOME CORP SUB DEBENTURES   CORPBOND 045919AC1      679  1000000 PRN      DEFINED             18,21,22  1000000        0        0
AT HOME CORP SER A            EQUITY   045919107       49     1112 SH       DEFINED                  4,6        0        0     1112
AT HOME CORP SER A            EQUITY   045919107     1028    23100 SH       DEFINED                  6,7    23100        0        0
AT HOME CORP SER A            EQUITY   045919107     9735   218766 SH       DEFINED                12,21   218766        0        0
AT HOME CORP SER A            EQUITY   045919107     2670    60011 SH       DEFINED          15,18,21,22    10905        0    49106
AT HOME CORP SER A            OPTION   045919107     7378   165803 SH  CALL DEFINED             18,21,22   165303        0      500
AT HOME CORP SER A            OPTION   045919107     7356   165303 SH  PUT  DEFINED             18,21,22   165303        0        0
AT HOME CORP SER A            EQUITY   045919107     9644   216708 SH       DEFINED             18,21,22   117239        0    99469
AT HOME CORP SER A            EQUITY   045919107       85     1906 SH       DEFINED                21,31     1906        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     4624   132128 SH       DEFINED               -        132128        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108    46558  1330238 SH       DEFINED                  4,6   605835   179940   544463
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108      648    18500 SH       DEFINED                  6,7        0        0    18500
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108    63085  1802430 SH       DEFINED                12,21  1802430        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     9424   269255 SH       DEFINED          15,18,21,22   167812        0   101443
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     1929    55104 SH       DEFINED             16,18,21    55104        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108   244981  6999466 SH       DEFINED             18,21,22  3888187        0  3111279
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     1780    50866 SH       DEFINED                   25        0    50866        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108      504    14400 SH       DEFINED     3,13,14,26,29,30    14400        0        0
ASSOCIATES FIRST CAPITAL CORP EQUITY   046008108     1734    49545 SH       DEFINED                21,31    49545        0        0
ASTEC INDUSTRIES INC          EQUITY   046224101     2507   100654 SH       DEFINED                12,21   100654        0        0
ASTEC INDUSTRIES INC          EQUITY   046224101     1779    71422 SH       DEFINED          15,18,21,22    38152        0    33270
ASTEC INDUSTRIES INC          EQUITY   046224101     3579   143696 SH       DEFINED             18,21,22    99371        0    44325
ASTEC INDUSTRIES INC          EQUITY   046224101      894    35900 SH       DEFINED                   25        0    35900        0
ASTEC INDUSTRIES INC          EQUITY   046224101     2689   107968 SH       DEFINED                21,31   107968        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104       81     2600 SH       DEFINED               -          2600        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104     2031    65000 SH       DEFINED                    6    65000        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104    32558  1041871 SH       DEFINED                12,21  1041871        0        0
ASTORIA FINANCIAL CORP        EQUITY   046265104      423    13535 SH       DEFINED          15,18,21,22     4995        0     8540
ASTORIA FINANCIAL CORP        EQUITY   046265104    13906   444999 SH       DEFINED             18,21,22   206986        0   238013
ASTORIA FINANCIAL CORP        EQUITY   046265104      128     4100 SH       DEFINED                   25        0     4100        0
ASTORIA FINANCIAL CORP        EQUITY   046265104     2151    68829 SH       DEFINED                21,31    68829        0        0
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108      604    14479 SH       DEFINED               -         14479        0        0
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108     1137    27242 SH       DEFINED                  4,6     2083        0    25159
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108      855    20486 SH       DEFINED                  6,7        0        0    20486
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108     3111    74520 SH       DEFINED          15,18,21,22    46570        0    27950
*** ASTRAZENECA PLC SPON ADR  EQUITY   046353108    86008  2060059 SH       DEFINED             18,21,22  1480206        0   579853
ASYST TECHNOLOGIES INC        EQUITY   04648X107      914    27700 SH       DEFINED                12,21    27700        0        0
ASYST TECHNOLOGIES INC        EQUITY   04648X107       86     2600 SH       DEFINED             18,21,22      198        0     2402
ATLANTIC COAST AIRLINES       EQUITY   048396105       18     1000 SH       DEFINED               -          1000        0        0
ATLANTIC COAST AIRLINES       EQUITY   048396105      667    37700 SH       DEFINED                  4,6        0    37700        0
ATLANTIC COAST AIRLINES       EQUITY   048396105      237    13400 SH       DEFINED                12,21    13400        0        0
ATLANTIC COAST AIRLINES       EQUITY   048396105     1303    73657 SH       DEFINED          15,18,21,22    18852        0    54805
ATLANTIC COAST AIRLINES       EQUITY   048396105     4036   228158 SH       DEFINED             18,21,22   155232        0    72926
ATLANTIC RICHFIELD CO DE      EQUITY   048825103      547     6027 SH       DEFINED               -          6027        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     9913   109154 SH       DEFINED                  4,6    65370     1400    42384
ATLANTIC RICHFIELD CO DE      EQUITY   048825103    80439   885761 SH       DEFINED                12,21   885761        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     1238    13634 SH       DEFINED          15,18,21,22    11139        0     2495
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     3266    35962 SH       DEFINED             16,18,21    35962        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103   171313  1886435 SH       DEFINED             18,21,22   613611        0  1272824
ATLANTIC RICHFIELD CO DE      OPTION   048825103       36      400 SH  PUT  DEFINED             18,21,22        0        0      400
ATLANTIC RICHFIELD CO DE      EQUITY   048825103      840     9250 SH       DEFINED                   25        0     9250        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     1007    11090 SH       DEFINED     3,13,14,26,29,30    11090        0        0
ATLANTIC RICHFIELD CO DE      EQUITY   048825103     2089    22998 SH       DEFINED                21,31    22998        0        0
ATLAS AIR INC                 EQUITY   049164106      327    15750 SH       DEFINED                12,21    15750        0        0
ATLAS AIR INC                 EQUITY   049164106        3      150 SH       DEFINED          15,18,21,22      150        0        0
ATLAS AIR INC                 EQUITY   049164106     2429   117073 SH       DEFINED             18,21,22    81026        0    36047
ATLAS AIR INC                 EQUITY   049164106        6      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
ATMEL CORP CV-ZERO CPN        CORPBOND 049513AB0       27    50000 PRN      DEFINED             18,21,22    50000        0        0
ATMEL CORP                    EQUITY   049513104       21      600 SH       DEFINED                  4,6      600        0        0
ATMEL CORP                    EQUITY   049513104     2019    58527 SH       DEFINED                12,21    58527        0        0
ATMEL CORP                    EQUITY   049513104      141     4100 SH       DEFINED                18,21     4100        0        0
ATMEL CORP                    EQUITY   049513104     6541   189583 SH       DEFINED             18,21,22    68904        0   120679
ATMEL CORP                    OPTION   049513104        7      200 SH  PUT  DEFINED             18,21,22        0        0      200
ATMEL CORP                    EQUITY   049513104      576    16700 SH       DEFINED     3,13,14,26,29,30    16700        0        0
ATMEL CORP                    EQUITY   049513104     2315    67100 SH       DEFINED                21,31    67100        0        0
ATMOS ENERGY CORP             EQUITY   049560105       59     2475 SH       DEFINED               -          2475        0        0
ATMOS ENERGY CORP             EQUITY   049560105      607    25421 SH       DEFINED                12,21    25421        0        0
ATMOS ENERGY CORP             EQUITY   049560105      869    36415 SH       DEFINED          15,18,21,22        0        0    36415
ATMOS ENERGY CORP             EQUITY   049560105       36     1500 SH       DEFINED             16,18,21     1500        0        0
ATMOS ENERGY CORP             EQUITY   049560105      225     9429 SH       DEFINED             18,21,22     5530        0     3899
ATRIX LABS INC                EQUITY   04962L101      638    97237 SH       DEFINED             18,21,22    52470        0    44767
ATWOOD OCEANICS INC           EQUITY   050095108     2749    92800 SH       DEFINED                  4,6        0    92800        0
ATWOOD OCEANICS INC           EQUITY   050095108     1455    49100 SH       DEFINED                12,21    49100        0        0
ATWOOD OCEANICS INC           EQUITY   050095108      104     3494 SH       DEFINED             18,21,22     2431        0     1063
ATWOOD OCEANICS INC           EQUITY   050095108       12      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
AUDIBLE INC                   EQUITY   05069A104      569    56200 SH       DEFINED                12,21    56200        0        0
AUDIBLE INC                   EQUITY   05069A104       54     5300 SH       DEFINED             18,21,22      100        0     5200
AUDIBLE INC                   EQUITY   05069A104       44     4300 SH       DEFINED                   25        0     4300        0
AUDIOVOX CORP CL A            EQUITY   050757103      918    48936 SH       DEFINED             18,21,22    24620        0    24316
AURORA FOODS INC              EQUITY   05164B106      210    13900 SH       DEFINED                12,21    13900        0        0
AURORA FOODS INC              EQUITY   05164B106      186    12280 SH       DEFINED          15,18,21,22     9550        0     2730
AURORA FOODS INC              EQUITY   05164B106     4668   308619 SH       DEFINED             18,21,22   262742        0    45877
AUSPEX SYSTEMS INC            EQUITY   052116100      250    27000 SH       DEFINED                12,21    27000        0        0
AUSPEX SYSTEMS INC            EQUITY   052116100       88     9503 SH       DEFINED             18,21,22     3728        0     5775
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304       19      555 SH       DEFINED               -           555        0        0
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304       70     2090 SH       DEFINED          15,18,21,22     1320        0      770
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304     2873    85288 SH       DEFINED             18,21,22    61135        0    24153
*** AUSTRALIA & NEW ZEALAND   EQUITY   052528304     1190    35335 SH       DEFINED                   25        0    35335        0
AUSTRIA FUND INC              EQUITY   052587102      103    11949 SH       DEFINED             18,21,22    10591        0     1358
AUTHENTIC FITNESS CORP        EQUITY   052661105     3077   173967 SH       DEFINED                12,21   173967        0        0
AUTHENTIC FITNESS CORP        EQUITY   052661105       71     4034 SH       DEFINED             18,21,22      834        0     3200
AUTOBYTEL.COM INC             EQUITY   05275N106      105     9000 SH       DEFINED                12,21     9000        0        0
AUTOBYTEL.COM INC             EQUITY   05275N106       52     4450 SH       DEFINED             18,21,22      100        0     4350
AUTODESK INC                  EQUITY   052769106     1694    79467 SH       DEFINED                12,21    79467        0        0
AUTODESK INC                  EQUITY   052769106       36     1695 SH       DEFINED          15,18,21,22      950        0      745
AUTODESK INC                  EQUITY   052769106     1970    92426 SH       DEFINED             18,21,22    64884        0    27542
AUTODESK INC                  EQUITY   052769106       35     1630 SH       DEFINED                   25        0     1630        0
AUTODESK INC                  EQUITY   052769106      673    31554 SH       DEFINED                21,31    31554        0        0
AUTOLIV INC                   EQUITY   052800109       52     1405 SH       DEFINED               -          1405        0        0
AUTOLIV INC                   EQUITY   052800109      171     4619 SH       DEFINED                12,21     4619        0        0
AUTOLIV INC                   EQUITY   052800109       83     2230 SH       DEFINED          15,18,21,22     1200        0     1030
AUTOLIV INC                   EQUITY   052800109       15      408 SH       DEFINED             16,18,21      408        0        0
AUTOLIV INC                   EQUITY   052800109     3872   104286 SH       DEFINED             18,21,22    75464        0    28822
AUTOLIV INC                   EQUITY   052800109     2057    55405 SH       DEFINED                   25        0    55405        0
AUTOMATIC DATA PROCESSING INC CORPBOND 053015AC7      202   187000 PRN      DEFINED             18,21,22        0        0   187000
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      983    22415 SH       DEFINED               -         22415        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103   221962  5058967 SH       DEFINED                  4,6  1344047   305000  3409920
AUTOMATIC DATA PROCESSING INC EQUITY   053015103     2860    65184 SH       DEFINED                  6,7        0        0    65184
AUTOMATIC DATA PROCESSING INC EQUITY   053015103    34608   788784 SH       DEFINED                12,21   788784        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103    17266   393517 SH       DEFINED          15,18,21,22   229446        0   164071
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      614    14000 SH       DEFINED             16,18,21    14000        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103   407111  9278885 SH       DEFINED             18,21,22  5168367        0  4110517
AUTOMATIC DATA PROCESSING INC EQUITY   053015103     1004    22886 SH       DEFINED                   25        0    22886        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103      755    17200 SH       DEFINED     3,13,14,26,29,30    17200        0        0
AUTOMATIC DATA PROCESSING INC EQUITY   053015103     1776    40482 SH       DEFINED                21,31    40482        0        0
AUTONATION INC                EQUITY   05329W102        4      322 SH       DEFINED               -           322        0        0
AUTONATION INC                EQUITY   05329W102     3978   328083 SH       DEFINED                12,21   328083        0        0
AUTONATION INC                EQUITY   05329W102     1114    91893 SH       DEFINED          15,18,21,22    86503        0     5390
AUTONATION INC                OPTION   05329W102     3638   300000 SH  CALL DEFINED       17,18,19,20,21   300000        0        0
AUTONATION INC                OPTION   05329W102     3638   300000 SH  PUT  DEFINED       17,18,19,20,21   300000        0        0
AUTONATION INC                EQUITY   05329W102     4925   406217 SH       DEFINED             18,21,22   218193        0   188024
AUTONATION INC                OPTION   05329W102     3638   300000 SH  CALL DEFINED             18,21,22   300000        0        0
AUTONATION INC                OPTION   05329W102     3638   300000 SH  PUT  DEFINED             18,21,22   300000        0        0
AUTONATION INC                EQUITY   05329W102       17     1400 SH       DEFINED     3,13,14,26,29,30     1400        0        0
AUTOWEB.COM INC               EQUITY   053331104        5      600 SH       DEFINED                  4,6        0        0      600
AUTOWEB.COM INC               EQUITY   053331104       48     5300 SH       DEFINED                12,21     5300        0        0
AUTOWEB.COM INC               EQUITY   053331104        2      250 SH       DEFINED             18,21,22        0        0      250
AUTOWEB.COM INC               OPTION   053331104      405    45000 SH  CALL DEFINED             18,21,22    45000        0        0
AUTOWEB.COM INC               OPTION   053331104      405    45000 SH  PUT  DEFINED             18,21,22    45000        0        0
AUTOZONE INC                  EQUITY   053332102      728    26725 SH       DEFINED                12,21    26725        0        0
AUTOZONE INC                  EQUITY   053332102      117     4305 SH       DEFINED          15,18,21,22     2480        0     1825
AUTOZONE INC                  EQUITY   053332102     4180   153402 SH       DEFINED             18,21,22    67537        0    85865
AUTOZONE INC                  EQUITY   053332102      115     4228 SH       DEFINED                   25        0     4228        0
AUTOZONE INC                  EQUITY   053332102      250     9183 SH       DEFINED                21,31     9183        0        0
AVADO BRANDS INC              EQUITY   05336P108      115    20400 SH       DEFINED                12,21    20400        0        0
AVADO BRANDS INC              EQUITY   05336P108       14     2499 SH       DEFINED          15,18,21,22        0        0     2499
AVADO BRANDS INC              EQUITY   05336P108       27     4723 SH       DEFINED             18,21,22     2906        0     1817
AVALONBAY CMNTYS INC          EQUITY   053484101        7      195 SH       DEFINED               -           195        0        0
AVALONBAY CMNTYS INC          EQUITY   053484101      466    13742 SH       DEFINED                  4,6     4585     3100     6057
AVALONBAY CMNTYS INC          EQUITY   053484101    10849   319662 SH       DEFINED                12,21   319662        0        0
AVALONBAY CMNTYS INC          EQUITY   053484101      215     6340 SH       DEFINED          15,18,21,22     4515        0     1825
AVALONBAY CMNTYS INC          EQUITY   053484101     5348   157567 SH       DEFINED             18,21,22   110750        0    46816
AVALONBAY CMNTYS INC          EQUITY   053484101     3599   106036 SH       DEFINED                21,31   106036        0        0
AVANT CORP                    EQUITY   053487104     1815   109575 SH       DEFINED                12,21   109575        0        0
AVANT CORP                    EQUITY   053487104      148     8950 SH       DEFINED          15,18,21,22     5885        0     3065
AVANT CORP                    EQUITY   053487104     2957   178546 SH       DEFINED             18,21,22   122393        0    56153
AVATAR HOLDINGS CV SUB NOTES  CORPBOND 053494AD2      711   780000 PRN      DEFINED             18,21,22        0        0   780000
AVAX TECHNOLOGIES INC         EQUITY   053495305       98    28064 SH       DEFINED             18,21,22     2250        0    25814
AVERY DENNISON CORP           EQUITY   053611109       28      545 SH       DEFINED               -           545        0        0
AVERY DENNISON CORP           EQUITY   053611109     1487    28500 SH       DEFINED                  4,6    10000        0    18500
AVERY DENNISON CORP           EQUITY   053611109     8293   158912 SH       DEFINED                12,21   158912        0        0
AVERY DENNISON CORP           EQUITY   053611109     1071    20518 SH       DEFINED          15,18,21,22    16712        0     3806
AVERY DENNISON CORP           EQUITY   053611109    21865   418972 SH       DEFINED             18,21,22   295181        0   123790
AVERY DENNISON CORP           EQUITY   053611109     1133    21716 SH       DEFINED                   25        0    21716        0
AVERY DENNISON CORP           EQUITY   053611109      369     7079 SH       DEFINED                21,31     7079        0        0
AVIALL INC NEW                EQUITY   05366B102      156    15800 SH       DEFINED                12,21    15800        0        0
AVIALL INC NEW                EQUITY   05366B102       74     7452 SH       DEFINED             18,21,22     3777        0     3675
AVID TECHNOLOGY INC           EQUITY   05367P100      275    20500 SH       DEFINED                12,21    20500        0        0
AVID TECHNOLOGY INC           EQUITY   05367P100       44     3290 SH       DEFINED             18,21,22      400        0     2890
AVIATION SALES COMPANY        EQUITY   053672101       19     1000 SH       DEFINED               -          1000        0        0
AVIATION SALES COMPANY        EQUITY   053672101     1074    57879 SH       DEFINED                12,21    57879        0        0
AVIATION SALES COMPANY        EQUITY   053672101       17      920 SH       DEFINED          15,18,21,22      220        0      700
AVIATION SALES COMPANY        EQUITY   053672101     2347   126434 SH       DEFINED             18,21,22    70091        0    56343
AVIATION SALES COMPANY        EQUITY   053672101      783    42200 SH       DEFINED                   25        0    42200        0
AVIRON CV SUB NOTES-BK/ENTRY  CORPBOND 053762AC4       11    12000 PRN      DEFINED                12,21    12000        0        0
AVIRON                        EQUITY   053762100       36     1500 SH       DEFINED                  4,6        0     1500        0
AVIRON                        EQUITY   053762100      349    14700 SH       DEFINED                12,21    14700        0        0
AVIRON                        EQUITY   053762100      385    16221 SH       DEFINED             18,21,22    11567        0     4654
AVIRON                        OPTION   053762100       48     2000 SH  CALL DEFINED             18,21,22        0        0     2000
AVISTA CORP                   EQUITY   05379B107     4623   266064 SH       DEFINED                12,21   266064        0        0
AVISTA CORP                   EQUITY   05379B107      363    20907 SH       DEFINED             18,21,22    10967        0     9940
AVIS RENT A CAR INC           EQUITY   053790101     2591   124500 SH       DEFINED                12,21   124500        0        0
AVIS RENT A CAR INC           EQUITY   053790101        1       64 SH       DEFINED          15,18,21,22       64        0        0
AVIS RENT A CAR INC           EQUITY   053790101       60     2900 SH       DEFINED                18,21     2900        0        0
AVIS RENT A CAR INC           EQUITY   053790101     1237    59446 SH       DEFINED             18,21,22    37088        0    22358
AVIS RENT A CAR INC           EQUITY   053790101     1434    68900 SH       DEFINED                   25        0    68900        0
AVNET INC                     EQUITY   053807103       11      270 SH       DEFINED               -           270        0        0
AVNET INC                     EQUITY   053807103       96     2318 SH       DEFINED                12,21     2318        0        0
AVNET INC                     EQUITY   053807103     1274    30689 SH       DEFINED          15,18,21,22    20765        0     9924
AVNET INC                     EQUITY   053807103    28414   684669 SH       DEFINED             18,21,22   441177        0   243492
AVON PRODUCTS INC             EQUITY   054303102      901    36226 SH       DEFINED               -         36226        0        0
AVON PRODUCTS INC             EQUITY   054303102     7647   307410 SH       DEFINED                  4,6     8700   235700    63010
AVON PRODUCTS INC             EQUITY   054303102    71112  2858788 SH       DEFINED                12,21  2858788        0        0
AVON PRODUCTS INC             EQUITY   054303102     6855   275573 SH       DEFINED          15,18,21,22   161992        0   113581
AVON PRODUCTS INC             EQUITY   054303102     4443   178600 SH       DEFINED             16,18,21   178600        0        0
AVON PRODUCTS INC             EQUITY   054303102    12945   520400 SH       DEFINED                18,21   520400        0        0
AVON PRODUCTS INC             EQUITY   054303102   295574 11882354 SH       DEFINED             18,21,22  4688471        0  7193882
AVON PRODUCTS INC             OPTION   054303102       12      500 SH  PUT  DEFINED             18,21,22        0        0      500
AVON PRODUCTS INC             EQUITY   054303102     1284    51618 SH       DEFINED                   25        0    51618        0
AVON PRODUCTS INC             EQUITY   054303102      423    17000 SH       DEFINED                21,31    17000        0        0
AWARE INC MASS                EQUITY   05453N100        8      270 SH       DEFINED               -           270        0        0
AWARE INC MASS                EQUITY   05453N100      493    17700 SH       DEFINED                12,21    17700        0        0
AWARE INC MASS                EQUITY   05453N100      656    23547 SH       DEFINED             18,21,22    19409        0     4138
AWARE INC MASS                EQUITY   05453N100        8      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107     1313    20845 SH       DEFINED               -         20845        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107    10647   168999 SH       DEFINED                  4,6    14075        0   154924
*** AXA UAP SPONS ADR         EQUITY   054536107       32      500 SH       DEFINED                5,6,7        0        0      500
*** AXA UAP SPONS ADR         EQUITY   054536107     6930   110000 SH       DEFINED                    6   110000        0        0
*** AXA UAP SPONS ADR         EQUITY   054536107      189     3000 SH       DEFINED                  6,7        0        0     3000
*** AXA UAP SPONS ADR         EQUITY   054536107     2929    46489 SH       DEFINED          15,18,21,22    23150        0    23339
*** AXA UAP SPONS ADR         EQUITY   054536107    68845  1092779 SH       DEFINED             18,21,22   691006        0   401773
*** AXA UAP SPONS ADR         EQUITY   054536107     2129    33795 SH       DEFINED                   25        0    33795        0
AXENT TECHNOLOGIES INC        EQUITY   05459C108      381    29900 SH       DEFINED                12,21    29900        0        0
AXENT TECHNOLOGIES INC        EQUITY   05459C108        3      200 SH       DEFINED          15,18,21,22      200        0        0
AXENT TECHNOLOGIES INC        EQUITY   05459C108       29     2258 SH       DEFINED             18,21,22     1080        0     1178
AZTAR CORP                    EQUITY   054802103     2278   219600 SH       DEFINED                  4,6        0   219600        0
AZTAR CORP                    EQUITY   054802103     2023   194940 SH       DEFINED                12,21   194940        0        0
AZTAR CORP                    EQUITY   054802103       23     2255 SH       DEFINED             18,21,22      600        0     1655
AZTAR CORP                    EQUITY   054802103     3045   293516 SH       DEFINED                21,31   293516        0        0
AZTEC MANUFACTURING CO        EQUITY   054825104      231    22000 SH       DEFINED             18,21,22        0        0    22000
BB&T CORP                     EQUITY   054937107      572    17990 SH       DEFINED               -         17990        0        0
BB&T CORP                     EQUITY   054937107      808    25402 SH       DEFINED                  4,6    24402        0     1000
BB&T CORP                     EQUITY   054937107     2246    70608 SH       DEFINED                12,21    70608        0        0
BB&T CORP                     EQUITY   054937107       93     2932 SH       DEFINED          15,18,21,22      977        0     1955
BB&T CORP                     EQUITY   054937107     7280   228842 SH       DEFINED             18,21,22   141086        0    87755
BB&T CORP                     EQUITY   054937107      286     9000 SH       DEFINED                   25        0     9000        0
BB&T CORP                     EQUITY   054937107      636    19991 SH       DEFINED                21,31    19991        0        0
*** BCE INC                   EQUITY   05534B109       29      600 SH       DEFINED               -           600        0        0
*** BCE INC                   EQUITY   05534B109    18114   372520 SH       DEFINED                  4,6   370200        0     2320
*** BCE INC                   EQUITY   05534B109    17967   369502 SH       DEFINED                12,21   369502        0        0
*** BCE INC                   EQUITY   05534B109     1624    33400 SH       DEFINED             16,18,21    33400        0        0
*** BCE INC                   EQUITY   05534B109      452     9300 SH       DEFINED                18,21     9300        0        0
*** BCE INC                   EQUITY   05534B109     3838    78920 SH       DEFINED             18,21,22    22511        0    56409
BHC COMMUNICATIONS INC CL A   EQUITY   055448104       21      150 SH       DEFINED                12,21      150        0        0
BHC COMMUNICATIONS INC CL A   EQUITY   055448104     2243    16107 SH       DEFINED             18,21,22     4705        0    11402
BISYS GROUP INC               EQUITY   055472104     3181    68600 SH       DEFINED   2,3,11,13,14,29,30        0    68600        0
BISYS GROUP INC               EQUITY   055472104     2841    61265 SH       DEFINED                  4,6    22160    24260    14845
BISYS GROUP INC               EQUITY   055472104       19      400 SH       DEFINED                  6,7        0        0      400
BISYS GROUP INC               EQUITY   055472104     1810    39031 SH       DEFINED                12,21    39031        0        0
BISYS GROUP INC               EQUITY   055472104      405     8740 SH       DEFINED             18,21,22     1659        0     7081
BISYS GROUP INC               OPTION   055472104     3942    85000 SH  CALL DEFINED             18,21,22    85000        0        0
BISYS GROUP INC               OPTION   055472104     3942    85000 SH  PUT  DEFINED             18,21,22    85000        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106        7      235 SH       DEFINED               -           235        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     1299    44500 SH       DEFINED                  4,6        0     5000    39500
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     1891    64777 SH       DEFINED                12,21    64777        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106       50     1705 SH       DEFINED          15,18,21,22     1080        0      625
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106       88     3000 SH       DEFINED             16,18,21     3000        0        0
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106     2783    95337 SH       DEFINED             18,21,22    65089        0    30248
BJ'S WHOLESALE CLUB INC       EQUITY   05548J106      540    18500 SH       DEFINED                21,31    18500        0        0
B J SERVICES CO               EQUITY   055482103        5      160 SH       DEFINED               -           160        0        0
B J SERVICES CO               EQUITY   055482103     3279    98980 SH       DEFINED                  4,6    17900      600    80480
B J SERVICES CO               EQUITY   055482103     5035   151995 SH       DEFINED                12,21   151995        0        0
B J SERVICES CO               EQUITY   055482103      288     8702 SH       DEFINED          15,18,21,22     6452        0     2250
B J SERVICES CO               EQUITY   055482103    10238   309059 SH       DEFINED             18,21,22   218502        0    90557
B J SERVICES CO               EQUITY   055482103       17      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
B J SERVICES CO               EQUITY   055482103       20      607 SH       DEFINED                21,31      607        0        0
WTS BJ SERVICES CO            EQUITY   055482111      425    11502 SH       DEFINED             18,21,22    11480        0       22
BLC FINL SERVICES INC  DEL    EQUITY   055490106       50    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       26     2160 SH       DEFINED          15,18,21,22     2160        0        0
BMC INDUSTRIES INC-MINN       EQUITY   055607105     1251   104758 SH       DEFINED             18,21,22    68603        0    36155
BOK FINL CORP NEW             EQUITY   05561Q201      671    30928 SH       DEFINED                12,21    30928        0        0
BOK FINL CORP NEW             EQUITY   05561Q201      673    31021 SH       DEFINED             18,21,22    29092        0     1929
BOK FINL CORP NEW             EQUITY   05561Q201      119     5500 SH       DEFINED                   25        0     5500        0
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609       31      740 SH       DEFINED               -           740        0        0
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609      510    12260 SH       DEFINED          15,18,21,22     8785        0     3475
*** BOC GROUP PLC SPONS ADR   EQUITY   055617609    24226   582002 SH       DEFINED             18,21,22   454862        0   127140
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     4030    35622 SH       DEFINED               -         35622        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104    60226   532388 SH       DEFINED                  4,6   341597   118309    72482
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104   131837  1165412 SH       DEFINED                12,21  1165412        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     4067    35950 SH       DEFINED          15,18,21,22    17872        0    18077
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104    26399   233365 SH       DEFINED             16,18,21   233365        0        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104   265911  2350596 SH       DEFINED             18,21,22   910739        0  1439856
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104      373     3300 SH       DEFINED                   25        0     3300        0
*** BP AMOCO PLC SPONS ADR    EQUITY   055622104     1291    11413 SH       DEFINED     3,13,14,26,29,30    11413        0        0
BP PRUDHOE BAY RTY TRUST      EQUITY   055630107      356    32557 SH       DEFINED             18,21,22     6107        0    26450
BRE PPTYS INC CL A            EQUITY   05564E106      377    15820 SH       DEFINED                  4,6        0        0    15820
BRE PPTYS INC CL A            EQUITY   05564E106      872    36613 SH       DEFINED                12,21    36613        0        0
BRE PPTYS INC CL A            EQUITY   05564E106     3506   147218 SH       DEFINED             18,21,22    77184        0    70034
BSB BANCORP INC               EQUITY   055652101      133     5504 SH       DEFINED                12,21     5504        0        0
BSB BANCORP INC               EQUITY   055652101       52     2175 SH       DEFINED             16,18,21     2175        0        0
BSB BANCORP INC               EQUITY   055652101      143     5927 SH       DEFINED             18,21,22       65        0     5862
B T FINANCIAL CORP            EQUITY   055763106       47     2000 SH       DEFINED               -          2000        0        0
B T FINANCIAL CORP            EQUITY   055763106      331    14028 SH       DEFINED                12,21    14028        0        0
B T FINANCIAL CORP            EQUITY   055763106        5      200 SH       DEFINED             18,21,22      200        0        0
BMC SOFTWARE INC              EQUITY   055921100     5923    86000 SH       DEFINED   2,3,11,13,14,29,30        0    86000        0
BMC SOFTWARE INC              EQUITY   055921100      424     6150 SH       DEFINED                  4,6        0      500     5650
BMC SOFTWARE INC              EQUITY   055921100    54323   788721 SH       DEFINED                12,21   788721        0        0
BMC SOFTWARE INC              EQUITY   055921100     2456    35664 SH       DEFINED          15,18,21,22    26637        0     9027
BMC SOFTWARE INC              EQUITY   055921100    79247  1150593 SH       DEFINED             18,21,22   757676        0   392917
BMC SOFTWARE INC              EQUITY   055921100     5166    75000 SH       DEFINED                   25        0    75000        0
BMC SOFTWARE INC              EQUITY   055921100     8651   125602 SH       DEFINED     3,13,14,26,29,30   125602        0        0
BMC SOFTWARE INC              EQUITY   055921100     1325    19234 SH       DEFINED                21,31    19234        0        0
BTU INTERNATIONAL INC         EQUITY   056032105       66    13500 SH       DEFINED             18,21,22     6000        0     7500
BACOU USA INC                 EQUITY   056439102       50     2992 SH       DEFINED                12,21     2992        0        0
BACOU USA INC                 EQUITY   056439102       48     2890 SH       DEFINED          15,18,21,22     2170        0      720
BACOU USA INC                 EQUITY   056439102     1078    65065 SH       DEFINED             18,21,22    44741        0    20324
MICHAEL BAKER CORP            EQUITY   057149106      120    21500 SH       DEFINED             18,21,22     5700        0    15800
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0        7    10000 PRN      DEFINED                12,21    10000        0        0
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0       78   109000 PRN      DEFINED          15,18,21,22    66000        0    43000
BAKER HUGHES INC SR LIQUID OP CORPBOND 057224AH0     2403  3366500 PRN      DEFINED             18,21,22  2609000        0   757500
BAKER HUGHES INC              EQUITY   057224107        5      168 SH       DEFINED               -           168        0        0
BAKER HUGHES INC              EQUITY   057224107     3463   119397 SH       DEFINED                  4,6    32125     1050    86222
BAKER HUGHES INC              EQUITY   057224107     3207   110575 SH       DEFINED                  6,7   110575        0        0
BAKER HUGHES INC              EQUITY   057224107    24530   845872 SH       DEFINED                12,21   845872        0        0
BAKER HUGHES INC              EQUITY   057224107      367    12664 SH       DEFINED          15,18,21,22    10458        0     2206
BAKER HUGHES INC              EQUITY   057224107       15      500 SH       DEFINED             16,18,21      500        0        0
BAKER HUGHES INC              EQUITY   057224107    26707   920927 SH       DEFINED             18,21,22   315671        0   605256
BAKER HUGHES INC              EQUITY   057224107     3462   119383 SH       DEFINED                   25        0   119383        0
BAKER HUGHES INC              EQUITY   057224107      667    23014 SH       DEFINED                21,31    23014        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     2268   122600 SH       DEFINED                  4,6        0   122600        0
BALDOR ELECTRIC CO            EQUITY   057741100      558    30142 SH       DEFINED                12,21    30142        0        0
BALDOR ELECTRIC CO            EQUITY   057741100       16      875 SH       DEFINED          15,18,21,22      875        0        0
BALDOR ELECTRIC CO            EQUITY   057741100     1368    73959 SH       DEFINED             18,21,22    60224        0    13735
BALDWIN & LYONS INC CL B      EQUITY   057755209      213    10700 SH       DEFINED                12,21    10700        0        0
BALDWIN TECHNOLOGY CO INC     EQUITY   058264102       69    28454 SH       DEFINED             18,21,22        0        0    28454
BALL CORP                     EQUITY   058498106     2085    48133 SH       DEFINED                12,21    48133        0        0
BALL CORP                     EQUITY   058498106      410     9467 SH       DEFINED             18,21,22     1364        0     8103
BALL CORP                     EQUITY   058498106       38      884 SH       DEFINED                   25        0      884        0
BALL CORP                     EQUITY   058498106       79     1826 SH       DEFINED                21,31     1826        0        0
*** BALLARD PWR SYS INC       EQUITY   05858H104        3      100 SH       DEFINED          15,18,21,22        0        0      100
*** BALLARD PWR SYS INC       EQUITY   05858H104     1609    55725 SH       DEFINED             18,21,22    43920        0    11805
*** BALLARD PWR SYS INC       OPTION   05858H104       12      400 SH  CALL DEFINED             18,21,22        0        0      400
BALLY TOTAL FITNESS HLDGS COR EQUITY   05873K108      763    26100 SH       DEFINED                12,21    26100        0        0
BALLY TOTAL FITNESS HLDGS COR EQUITY   05873K108      210     7190 SH       DEFINED             18,21,22     5449        0     1741
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208     5380   411877 SH       DEFINED                  4,6    14023        0   397854
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208      275    21075 SH       DEFINED                5,6,7        0        0    21075
*** BANCO BILBAO VIZCAYA S A  EQUITY   059458208       83     6391 SH       DEFINED             18,21,22      491        0     5900
*** BANCO COMERICAL PORTUGUES EQUITY   059479303        3       98 SH       DEFINED          15,18,21,22        0        0       98
*** BANCO COMERICAL PORTUGUES EQUITY   059479303      983    36420 SH       DEFINED             18,21,22    18818        0    17601
*** BANCO DE GALICIA Y BUENOS EQUITY   059538207     3793   189051 SH       DEFINED                  6,7   189051        0        0
*** BANCO DE GALICIA Y BUENOS EQUITY   059538207      647    32226 SH       DEFINED             18,21,22    32201        0       25
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107      469    24200 SH       DEFINED                  6,7    24200        0        0
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107       39     2018 SH       DEFINED          15,18,21,22     1947        0       71
*** BANCO FRANCES DEL RIO DE  EQUITY   059591107     2131   109982 SH       DEFINED             18,21,22    87474        0    22508
*** BANCO GANADERO            EQUITY   059594408      491    28900 SH       DEFINED                12,21    28900        0        0
*** BANCO GANADERO            EQUITY   059594408      153     9025 SH       DEFINED             18,21,22        0        0     9025
*** BANCO SANTANDER CENT      EQUITY   05964H105      423    41004 SH       DEFINED                  4,6    41004        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105       38     3689 SH       DEFINED          15,18,21,22     2861        0      828
*** BANCO SANTANDER CENT      EQUITY   05964H105      740    71774 SH       DEFINED             16,18,21    71774        0        0
*** BANCO SANTANDER CENT      EQUITY   05964H105     2656   257569 SH       DEFINED             18,21,22   158891        0    98677
*** BANCO RIO DE LA PLATA ADR EQUITY   059644104      106    10000 SH       DEFINED                  6,7    10000        0        0
*** BANCO RIO DE LA PLATA ADR EQUITY   059644104        1       50 SH       DEFINED             18,21,22        0        0       50
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109     1364    80850 SH       DEFINED                12,21    80850        0        0
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109       32     1900 SH       DEFINED             18,21,22      600        0     1300
BANCO SANTANDER P R SAN JUAN  EQUITY   059646109     1241    73550 SH       DEFINED                21,31    73550        0        0
*** BANCO SANTANDER-CHILE SP  EQUITY   05965F108      505    29400 SH       DEFINED                12,21    29400        0        0
*** BANCO SANTANDER-CHILE SP  EQUITY   05965F108        6      365 SH       DEFINED             18,21,22      292        0       73
*** BANCO WIESE SPONS ADR     EQUITY   059651109      118    99000 SH       DEFINED             18,21,22    97000        0     2000
BANCORPSOUTH INC              EQUITY   059692103      784    46832 SH       DEFINED                12,21    46832        0        0
BANCORPSOUTH INC              EQUITY   059692103      771    46027 SH       DEFINED             18,21,22    44816        0     1210
BANCWEST CORP NEW             EQUITY   059790105      799    20200 SH       DEFINED                12,21    20200        0        0
BANCWEST CORP NEW             EQUITY   059790105       18      455 SH       DEFINED             18,21,22      215        0      240
BANDAG INC                    EQUITY   059815100      306     9950 SH       DEFINED                12,21     9950        0        0
BANDAG INC                    EQUITY   059815100        2       50 SH       DEFINED          15,18,21,22       50        0        0
BANDAG INC                    EQUITY   059815100      388    12632 SH       DEFINED             18,21,22     8454        0     4177
BANDAG INC CL A               EQUITY   059815308     1173    49800 SH       DEFINED                12,21    49800        0        0
BANDAG INC CL A               EQUITY   059815308        8      356 SH       DEFINED          15,18,21,22      264        0       92
BANDAG INC CL A               EQUITY   059815308      672    28500 SH       DEFINED             16,18,21    28500        0        0
BANDAG INC CL A               EQUITY   059815308      695    29512 SH       DEFINED             18,21,22    25003        0     4509
BANGOR HYDRO-ELECTRIC CO      EQUITY   060077104       66     4000 SH       DEFINED               -          4000        0        0
BANGOR HYDRO-ELECTRIC CO      EQUITY   060077104      182    11003 SH       DEFINED             18,21,22        3        0    11000
BANK OF AMERICA CORP          EQUITY   060505104     7178   129765 SH       DEFINED               -        129765        0        0
BANK OF AMERICA CORP          EQUITY   060505104    10099   182587 SH       DEFINED   2,3,11,13,14,29,30        0   182587        0
BANK OF AMERICA CORP          EQUITY   060505104    26369   476718 SH       DEFINED                  4,6    74630   197320   204768
BANK OF AMERICA CORP          EQUITY   060505104     3549    64154 SH       DEFINED                5,6,7        0        0    64154
BANK OF AMERICA CORP          EQUITY   060505104     2104    38046 SH       DEFINED                  6,7    23100        0    14946
BANK OF AMERICA CORP          EQUITY   060505104   215002  3887014 SH       DEFINED                12,21  3887014        0        0
BANK OF AMERICA CORP          EQUITY   060505104    32947   595649 SH       DEFINED          15,18,21,22   347384        0   248264
BANK OF AMERICA CORP          EQUITY   060505104    12339   223084 SH       DEFINED             16,18,21   223084        0        0
BANK OF AMERICA CORP          EQUITY   060505104   743429 13440397 SH       DEFINED             18,21,22  5553830        0  7886566
BANK OF AMERICA CORP          OPTION   060505104     4447    80400 SH  CALL DEFINED             18,21,22    75000        0     5400
BANK OF AMERICA CORP          OPTION   060505104     4165    75300 SH  PUT  DEFINED             18,21,22    75000        0      300
BANK OF AMERICA CORP          EQUITY   060505104     4567    82559 SH       DEFINED                   25        0    82559        0
BANK OF AMERICA CORP          EQUITY   060505104     2685    48538 SH       DEFINED     3,13,14,26,29,30    48538        0        0
BANK OF AMERICA CORP          EQUITY   060505104     6709   121290 SH       DEFINED                21,31   121290        0        0
BANK OF GRANITE CORP          EQUITY   062401104      335    13062 SH       DEFINED                12,21    13062        0        0
*** BANK OF MONTREAL          EQUITY   063671101     1057    30480 SH       DEFINED                  4,6    30480        0        0
*** BANK OF MONTREAL          EQUITY   063671101       45     1300 SH       DEFINED             16,18,21     1300        0        0
*** BANK OF MONTREAL          EQUITY   063671101      160     4619 SH       DEFINED             18,21,22     1736        0     2883
BANK OF THE OZARKS            EQUITY   063904106      241    14300 SH       DEFINED             18,21,22     1000        0    13300
BANK NEW YORK INC             EQUITY   064057102      581    17888 SH       DEFINED               -         17888        0        0
BANK NEW YORK INC             EQUITY   064057102    87687  2698052 SH       DEFINED                  4,6  1279165   473152   945735
BANK NEW YORK INC             EQUITY   064057102      883    27160 SH       DEFINED                  6,7        0        0    27160
BANK NEW YORK INC             EQUITY   064057102   157231  4837874 SH       DEFINED                12,21  4837874        0        0
BANK NEW YORK INC             EQUITY   064057102     1317    40521 SH       DEFINED          15,18,21,22    22680        0    17840
BANK NEW YORK INC             EQUITY   064057102     4891   150504 SH       DEFINED             16,18,21   150504        0        0
BANK NEW YORK INC             EQUITY   064057102   213203  6560100 SH       DEFINED             18,21,22  5538312        0  1021788
BANK NEW YORK INC             OPTION   064057102       85     2600 SH  CALL DEFINED             18,21,22        0        0     2600
BANK NEW YORK INC             OPTION   064057102       16      500 SH  PUT  DEFINED             18,21,22        0        0      500
BANK NEW YORK INC             EQUITY   064057102     2268    69780 SH       DEFINED                   25        0    69780        0
BANK NEW YORK INC             EQUITY   064057102      702    21600 SH       DEFINED     3,13,14,26,29,30    21600        0        0
BANK NEW YORK INC             EQUITY   064057102     1720    52915 SH       DEFINED                21,31    52915        0        0
BANK ONE CORP COM             EQUITY   06423A103     2832    82241 SH       DEFINED               -         82241        0        0
BANK ONE CORP COM             EQUITY   06423A103    11899   345511 SH       DEFINED                  4,6    11400   248299    85812
BANK ONE CORP COM             EQUITY   06423A103     2590    75200 SH       DEFINED                    6    75200        0        0
BANK ONE CORP COM             EQUITY   06423A103    59566  1729649 SH       DEFINED                12,21  1729649        0        0
BANK ONE CORP COM             EQUITY   06423A103     2503    72668 SH       DEFINED          15,18,21,22    40438        0    32230
BANK ONE CORP COM             EQUITY   06423A103     6019   174777 SH       DEFINED             16,18,21   174777        0        0
BANK ONE CORP COM             EQUITY   06423A103   236360  6863346 SH       DEFINED             18,21,22  2146489        0  4716857
BANK ONE CORP COM             OPTION   06423A103       24      700 SH  PUT  DEFINED             18,21,22        0        0      700
BANK ONE CORP COM             EQUITY   06423A103     2198    63833 SH       DEFINED                   25        0    63833        0
BANK ONE CORP COM             EQUITY   06423A103      624    18121 SH       DEFINED     3,13,14,26,29,30    18121        0        0
BANK ONE CORP COM             EQUITY   06423A103     2715    78845 SH       DEFINED                21,31    78845        0        0
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109       75     5000 SH       DEFINED                  4,6        0        0     5000
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109     8864   590900 SH       DEFINED                12,21   590900        0        0
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109      295    19678 SH       DEFINED          15,18,21,22     3593        0    16085
*** BANK OF TOKYO MITSUBISHI  OPTION   065379109       30     2000 SH  CALL DEFINED             18,21,22        0        0     2000
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109     6341   422766 SH       DEFINED             18,21,22   234824        0   187941
*** BANK OF TOKYO MITSUBISHI  EQUITY   065379109      348    23208 SH       DEFINED                   25        0    23208        0
BANK UNITED CORP              EQUITY   065412108    11232   347272 SH       DEFINED                  4,6        0        0   347272
BANK UNITED CORP              EQUITY   065412108     3027    93600 SH       DEFINED                12,21    93600        0        0
BANK UNITED CORP              EQUITY   065412108        2       62 SH       DEFINED          15,18,21,22       62        0        0
BANK UNITED CORP              EQUITY   065412108     3476   107457 SH       DEFINED             18,21,22    74545        0    32912
BANK UNITED CORP              EQUITY   065412108     1624    50206 SH       DEFINED                21,31    50206        0        0
BANKATLANTIC BANCORP INC SUB  CORPBOND 065908AB1       22    20000 PRN      DEFINED             18,21,22    20000        0        0
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9       45    60000 PRN      DEFINED               -         60000        0        0
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9       34    45000 PRN      DEFINED          15,18,21,22    17000        0    28000
BANKATLANTIC BNC-SUB DEBS CON CORPBOND 065908AC9      861  1141000 PRN      DEFINED             18,21,22   770000        0   371000
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105       25     4000 SH       DEFINED               -          4000        0        0
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105      221    35072 SH       DEFINED                12,21    35072        0        0
BANK ATLANTIC BANCORP INC CL  EQUITY   065908105       28     4425 SH       DEFINED             18,21,22      401        0     4024
BANKATLANTIC BANCORP INC CL A EQUITY   065908501       20     3475 SH       DEFINED               -          3475        0        0
BANKATLANTIC BANCORP INC CL A EQUITY   065908501     2030   360812 SH       DEFINED                12,21   360812        0        0
BANKATLANTIC BANCORP INC CL A EQUITY   065908501       27     4800 SH       DEFINED             16,18,21     4800        0        0
BANKATLANTIC BANCORP INC CL A EQUITY   065908501       15     2739 SH       DEFINED             18,21,22     1150        0     1589
BANKBOSTON CORP               EQUITY   06605R106      585    13480 SH       DEFINED               -         13480        0        0
BANKBOSTON CORP               EQUITY   06605R106     1415    32611 SH       DEFINED                  4,6    17366      300    14945
BANKBOSTON CORP               EQUITY   06605R106     3401    78400 SH       DEFINED                    6    78400        0        0
BANKBOSTON CORP               EQUITY   06605R106    69612  1604877 SH       DEFINED                12,21  1604877        0        0
BANKBOSTON CORP               EQUITY   06605R106    10903   251356 SH       DEFINED          15,18,21,22   153931        0    97425
BANKBOSTON CORP               EQUITY   06605R106   248274  5723901 SH       DEFINED             18,21,22  3689710        0  2034190
BANKBOSTON CORP               EQUITY   06605R106     3623    83528 SH       DEFINED                   25        0    83528        0
BANKBOSTON CORP               EQUITY   06605R106      695    16019 SH       DEFINED     3,13,14,26,29,30    16019        0        0
BANKBOSTON CORP               EQUITY   06605R106      965    22238 SH       DEFINED                21,31    22238        0        0
BANKNORTH GROUP INC DEL       EQUITY   06646L100     3494   118448 SH       DEFINED                12,21   118448        0        0
BANKNORTH GROUP INC DEL       EQUITY   06646L100     2950   100000 SH       DEFINED             16,18,21   100000        0        0
BANKNORTH GROUP INC DEL       EQUITY   06646L100      304    10305 SH       DEFINED             18,21,22     3844        0     6461
BANKUNITED FINANCIAL CORP CL  EQUITY   06652B103       55     7000 SH       DEFINED               -          7000        0        0
BANKUNITED FINANCIAL CORP CL  EQUITY   06652B103      322    41156 SH       DEFINED             18,21,22     2600        0    38556
BANTA CORPORATION             EQUITY   066821109     3091   131900 SH       DEFINED                12,21   131900        0        0
BANTA CORPORATION             EQUITY   066821109       60     2545 SH       DEFINED             18,21,22      936        0     1609
BANYAN SYS INC                EQUITY   066908104      234    23600 SH       DEFINED                12,21    23600        0        0
BANYAN SYS INC                EQUITY   066908104      289    29203 SH       DEFINED             18,21,22    10100        0    19103
*** BARCLAYS BK PLC 8.0%      EQUITY   06738C836        5      200 SH       DEFINED               -           200        0        0
*** BARCLAYS BK PLC 8.0%      EQUITY   06738C836     2396    96308 SH       DEFINED             18,21,22    55522        0    40785
*** BARCLAYS PLC-ADR          EQUITY   06738E204       45      383 SH       DEFINED               -           383        0        0
*** BARCLAYS PLC-ADR          EQUITY   06738E204       80      682 SH       DEFINED          15,18,21,22      562        0      120
*** BARCLAYS PLC-ADR          EQUITY   06738E204     4686    39793 SH       DEFINED             18,21,22    31406        0     8387
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     3840    79067 SH       DEFINED                12,21    79067        0        0
C R BARD INC NEW JERSEY       EQUITY   067383109      218     4485 SH       DEFINED          15,18,21,22     2584        0     1901
C R BARD INC NEW JERSEY       EQUITY   067383109     1611    33172 SH       DEFINED             18,21,22    24373        0     8799
C R BARD INC NEW JERSEY       EQUITY   067383109       71     1460 SH       DEFINED                   25        0     1460        0
C R BARD INC NEW JERSEY       EQUITY   067383109      563    11600 SH       DEFINED     3,13,14,26,29,30    11600        0        0
C R BARD INC NEW JERSEY       EQUITY   067383109      152     3134 SH       DEFINED                21,31     3134        0        0
BARNES & NOBLE INC            EQUITY   067774109        8      300 SH       DEFINED               -           300        0        0
BARNES & NOBLE INC            EQUITY   067774109     2057    77075 SH       DEFINED                  4,6    30700        0    46375
BARNES & NOBLE INC            EQUITY   067774109     1816    68049 SH       DEFINED                12,21    68049        0        0
BARNES & NOBLE INC            EQUITY   067774109       25      931 SH       DEFINED          15,18,21,22       56        0      875
BARNES & NOBLE INC            EQUITY   067774109       32     1200 SH       DEFINED             16,18,21     1200        0        0
BARNES & NOBLE INC            EQUITY   067774109    11376   426277 SH       DEFINED             18,21,22   123167        0   303110
BARNES & NOBLE INC            OPTION   067774109       21      800 SH  PUT  DEFINED             18,21,22        0        0      800
BARNES & NOBLE INC            EQUITY   067774109     1142    42800 SH       DEFINED                21,31    42800        0        0
BARNES GROUP INC              EQUITY   067806109     1967    95100 SH       DEFINED               -         95100        0        0
BARNES GROUP INC              EQUITY   067806109     4866   235200 SH       DEFINED                12,21   235200        0        0
BARNES GROUP INC              EQUITY   067806109      507    24484 SH       DEFINED             18,21,22    20709        0     3775
BARNES GROUP INC              EQUITY   067806109      120     5800 SH       DEFINED                   25        0     5800        0
BARNESANDNOBLE.COM INC        EQUITY   067846105      484    24300 SH       DEFINED                12,21    24300        0        0
BARNESANDNOBLE.COM INC        EQUITY   067846105       95     4764 SH       DEFINED          15,18,21,22     3491        0     1273
BARNESANDNOBLE.COM INC        OPTION   067846105       20     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
BARNESANDNOBLE.COM INC        EQUITY   067846105     3286   164803 SH       DEFINED             18,21,22   132291        0    32512
*** BARRICK GOLD CORP CAD     EQUITY   067901108       31     1370 SH       DEFINED               -          1370        0        0
*** BARRICK GOLD CORP CAD     EQUITY   067901108     2293   102500 SH       DEFINED                  4,6   100000        0     2500
*** BARRICK GOLD CORP CAD     EQUITY   067901108     1656    73995 SH       DEFINED                12,21    73995        0        0
*** BARRICK GOLD CORP CAD     EQUITY   067901108       42     1860 SH       DEFINED          15,18,21,22     1240        0      620
*** BARRICK GOLD CORP CAD     EQUITY   067901108    10094   451123 SH       DEFINED             18,21,22   284293        0   166829
*** BARRICK GOLD CORP CAD     EQUITY   067901108      249    11140 SH       DEFINED                   25        0    11140        0
*** BARRICK GOLD CORP CAD     EQUITY   067901108      545    24345 SH       DEFINED                21,31    24345        0        0
BARNETT INC                   EQUITY   068062108        1      148 SH       DEFINED          15,18,21,22      148        0        0
BARNETT INC                   EQUITY   068062108      480    52600 SH       DEFINED             18,21,22    42343        0    10257
BARR LABORATORIES INC         EQUITY   068306109     3350   106357 SH       DEFINED                  4,6    39685    43852    22820
BARR LABORATORIES INC         EQUITY   068306109       20      650 SH       DEFINED                  6,7        0        0      650
BARR LABORATORIES INC         EQUITY   068306109     1538    48825 SH       DEFINED                12,21    48825        0        0
BARR LABORATORIES INC         EQUITY   068306109      144     4580 SH       DEFINED          15,18,21,22     3470        0     1110
BARR LABORATORIES INC         EQUITY   068306109     4795   152223 SH       DEFINED             18,21,22    94093        0    58130
BARRA INC                     EQUITY   068313105      258    12500 SH       DEFINED                12,21    12500        0        0
BARRA INC                     EQUITY   068313105        7      321 SH       DEFINED             18,21,22      301        0       20
BARRETT RESOURCES CORP NEW    EQUITY   068480201      292     8000 SH       DEFINED                  4,6     4000        0     4000
BARRETT RESOURCES CORP NEW    EQUITY   068480201     7197   197171 SH       DEFINED                12,21   197171        0        0
BARRETT RESOURCES CORP NEW    EQUITY   068480201      189     5179 SH       DEFINED          15,18,21,22     4144        0     1035
BARRETT RESOURCES CORP NEW    EQUITY   068480201     2352    64439 SH       DEFINED             18,21,22    47487        0    16952
BARRETT RESOURCES CORP NEW    EQUITY   068480201     5469   149845 SH       DEFINED                21,31   149845        0        0
*** BASS PUB LTD CO SPONSORED EQUITY   069904209       65     5226 SH       DEFINED               -          5226        0        0
*** BASS PUB LTD CO SPONSORED EQUITY   069904209        1      117 SH       DEFINED          15,18,21,22        0        0      117
*** BASS PUB LTD CO SPONSORED EQUITY   069904209      217    17454 SH       DEFINED             18,21,22     6139        0    11315
BASIN EXPLORATION INC         EQUITY   070107107     2472   103000 SH       DEFINED   2,3,11,13,14,29,30        0   103000        0
BASIN EXPLORATION INC         EQUITY   070107107     1032    43000 SH       DEFINED                12,21    43000        0        0
BASIN EXPLORATION INC         EQUITY   070107107       12      485 SH       DEFINED             18,21,22       28        0      457
BASIN EXPLORATION INC         EQUITY   070107107      857    35700 SH       DEFINED                21,31    35700        0        0
BASSETT FURNITURE INDS INC    EQUITY   070203104      191    10036 SH       DEFINED                12,21    10036        0        0
BASSETT FURNITURE INDS INC    EQUITY   070203104      226    11901 SH       DEFINED             18,21,22        1        0    11900
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107     2779   794000 SH       DEFINED   2,3,11,13,14,29,30        0   794000        0
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107      516   147500 SH       DEFINED                12,21   147500        0        0
BATTLE MOUNTAIN GOLD CO       EQUITY   071593107     1119   319644 SH       DEFINED             18,21,22   261384        0    58260
BATTLE MTN GOLD CO CV PFD     EQUITY   071593305       11      300 SH       DEFINED               -           300        0        0
BATTLE MTN GOLD CO CV PFD     EQUITY   071593305     1143    32597 SH       DEFINED             18,21,22    21816        0    10781
BAUSCH & LOMB INC             EQUITY   071707103       27      400 SH       DEFINED               -           400        0        0
BAUSCH & LOMB INC             EQUITY   071707103     7431   111424 SH       DEFINED                12,21   111424        0        0
BAUSCH & LOMB INC             EQUITY   071707103       27      408 SH       DEFINED          15,18,21,22      328        0       80
BAUSCH & LOMB INC             EQUITY   071707103      980    14700 SH       DEFINED             16,18,21    14700        0        0
BAUSCH & LOMB INC             EQUITY   071707103     1903    28535 SH       DEFINED             18,21,22    19433        0     9102
BAUSCH & LOMB INC             EQUITY   071707103      111     1657 SH       DEFINED                   25        0     1657        0
BAUSCH & LOMB INC             EQUITY   071707103      242     3623 SH       DEFINED                21,31     3623        0        0
BAXTER INTL INC               EQUITY   071813109      820    13408 SH       DEFINED               -         13408        0        0
BAXTER INTL INC               EQUITY   071813109     8881   145300 SH       DEFINED   2,3,11,13,14,29,30        0   145300        0
BAXTER INTL INC               EQUITY   071813109       90     1475 SH       DEFINED                  4,6      800      675        0
BAXTER INTL INC               EQUITY   071813109   159072  2602404 SH       DEFINED                  6,7  2602404        0        0
BAXTER INTL INC               EQUITY   071813109    36803   602099 SH       DEFINED                12,21   602099        0        0
BAXTER INTL INC               EQUITY   071813109     1619    26483 SH       DEFINED          15,18,21,22    14233        0    12250
BAXTER INTL INC               EQUITY   071813109   169508  2773144 SH       DEFINED             18,21,22   821737        0  1951406
BAXTER INTL INC               EQUITY   071813109      653    10676 SH       DEFINED                   25        0    10676        0
BAXTER INTL INC               EQUITY   071813109      941    15400 SH       DEFINED     3,13,14,26,29,30    15400        0        0
BAXTER INTL INC               EQUITY   071813109     1319    21575 SH       DEFINED                21,31    21575        0        0
BAY BANCHSHARES INC           EQUITY   07203N109      802    45800 SH       DEFINED   2,3,11,13,14,29,30        0    45800        0
BAY VIEW CAP CORP DEL         EQUITY   07262L101      476    33400 SH       DEFINED   2,3,11,13,14,29,30        0    33400        0
BAY VIEW CAP CORP DEL         EQUITY   07262L101      241    16900 SH       DEFINED                12,21    16900        0        0
BAY VIEW CAP CORP DEL         EQUITY   07262L101      650    45615 SH       DEFINED             18,21,22    38178        0     7437
BAY VIEW CAP CORP DEL         EQUITY   07262L101      365    25600 SH       DEFINED                   25        0    25600        0
BAYOU STEEL CORP LA PLACE CL  EQUITY   073051104      317    90546 SH       DEFINED             18,21,22        0        0    90546
BE AEROSPACE INC              EQUITY   073302101      275    23700 SH       DEFINED                12,21    23700        0        0
BE AEROSPACE INC              EQUITY   073302101       76     6532 SH       DEFINED             18,21,22     6032        0      500
BE AEROSPACE INC              OPTION   073302101        6      500 SH  CALL DEFINED             18,21,22        0        0      500
BE INCORPORATED               EQUITY   073309106      918   130000 SH       DEFINED             18,21,22        0        0   130000
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8       34    22900 PRN      DEFINED                12,21    22900        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8       10     7000 PRN      DEFINED          15,18,21,22        0        0     7000
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8     1078   736000 PRN      DEFINED             18,21,22   602000        0   134000
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8     1543  1053000 PRN      DEFINED        3,13,27,28,30  1053000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8     1491  1018000 PRN      DEFINED           3,13,29,30  1018000        0        0
BEA SYSTEMS INC CV SUB NOTES  CORPBOND 073325AB8    11427  7800000 PRN      DEFINED        3,13,29,30,32        0        0  7800000
BEA SYSTEMS INC               EQUITY   073325102      400    11100 SH       DEFINED                  4,6     9000        0     2100
BEA SYSTEMS INC               EQUITY   073325102      816    22653 SH       DEFINED                12,21    22653        0        0
BEA SYSTEMS INC               EQUITY   073325102       42     1165 SH       DEFINED          15,18,21,22        0        0     1165
BEA SYSTEMS INC               EQUITY   073325102      866    24067 SH       DEFINED             18,21,22    12182        0    11885
BEA SYSTEMS INC               EQUITY   073325102     3618   100500 SH       DEFINED        3,13,27,28,30   100500        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108        8      213 SH       DEFINED               -           213        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108       81     2100 SH       DEFINED                  4,6        0     2100        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108    17074   440623 SH       DEFINED                12,21   440623        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      403    10391 SH       DEFINED          15,18,21,22     8050        0     2341
BEAR STEARNS COMPANIES INC    EQUITY   073902108    14286   368671 SH       DEFINED             18,21,22   265215        0   103455
BEAR STEARNS COMPANIES INC    EQUITY   073902108     1053    27168 SH       DEFINED                   25        0    27168        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      516    13315 SH       DEFINED     3,13,14,26,29,30    13315        0        0
BEAR STEARNS COMPANIES INC    EQUITY   073902108      283     7292 SH       DEFINED                21,31     7292        0        0
BEAZER HOMES USA INC          EQUITY   07556Q105      774    41414 SH       DEFINED             18,21,22    19074        0    22340
BEBE STORES INC               EQUITY   075571109     2318    97070 SH       DEFINED                12,21    97070        0        0
BEBE STORES INC               EQUITY   075571109      144     6025 SH       DEFINED             18,21,22     6025        0        0
BEBE STORES INC               EQUITY   075571109        8      325 SH       DEFINED     3,13,14,26,29,30      325        0        0
BEBE STORES INC               EQUITY   075571109     3504   146770 SH       DEFINED                21,31   146770        0        0
BECKMAN COULTER INC           EQUITY   075811109        4       94 SH       DEFINED               -            94        0        0
BECKMAN COULTER INC           EQUITY   075811109      452    10264 SH       DEFINED                12,21    10264        0        0
BECKMAN COULTER INC           EQUITY   075811109      951    21613 SH       DEFINED             18,21,22    13546        0     8067
BECKMAN COULTER INC           EQUITY   075811109     1548    35180 SH       DEFINED                21,31    35180        0        0
BECTON DICKINSON & CO         EQUITY   075887109      224     8140 SH       DEFINED               -          8140        0        0
BECTON DICKINSON & CO         EQUITY   075887109      501    18200 SH       DEFINED                  4,6      200        0    18000
BECTON DICKINSON & CO         EQUITY   075887109    12975   471834 SH       DEFINED                12,21   471834        0        0
BECTON DICKINSON & CO         EQUITY   075887109     6833   248458 SH       DEFINED          15,18,21,22   142940        0   105518
BECTON DICKINSON & CO         EQUITY   075887109     4044   147060 SH       DEFINED             16,18,21   147060        0        0
BECTON DICKINSON & CO         EQUITY   075887109   157737  5735875 SH       DEFINED             18,21,22  3551324        0  2184551
BECTON DICKINSON & CO         EQUITY   075887109     3469   126144 SH       DEFINED                   25        0   126144        0
BECTON DICKINSON & CO         EQUITY   075887109      426    15506 SH       DEFINED                21,31    15506        0        0
BED BATH & BEYOND             EQUITY   075896100       35     1005 SH       DEFINED               -          1005        0        0
BED BATH & BEYOND             EQUITY   075896100    41067  1173337 SH       DEFINED                  4,6   421095   375297   376945
BED BATH & BEYOND             EQUITY   075896100      478    13650 SH       DEFINED                  6,7        0        0    13650
BED BATH & BEYOND             EQUITY   075896100    26910   768844 SH       DEFINED                12,21   768844        0        0
BED BATH & BEYOND             EQUITY   075896100      636    18181 SH       DEFINED          15,18,21,22    15135        0     3046
BED BATH & BEYOND             EQUITY   075896100    78114  2231841 SH       DEFINED             18,21,22  1289999        0   941842
BED BATH & BEYOND             EQUITY   075896100     6370   182000 SH       DEFINED                   25        0   182000        0
BED BATH & BEYOND             EQUITY   075896100      663    18940 SH       DEFINED                21,31    18940        0        0
BEDFORD PROPERTY INVESTORS    EQUITY   076446301      917    53155 SH       DEFINED                12,21    53155        0        0
BEDFORD PROPERTY INVESTORS    EQUITY   076446301       71     4093 SH       DEFINED             18,21,22     2093        0     2000
*** BEIJING YANHUA            EQUITY   07725N108      427    42950 SH       DEFINED             18,21,22    26050        0    16900
BELCO OIL & GAS CORP          EQUITY   077410108       46     6700 SH       DEFINED                12,21     6700        0        0
BELCO OIL & GAS CORP          EQUITY   077410108      195    28606 SH       DEFINED             18,21,22    21029        0     7577
BELDEN INC                    EQUITY   077459105       30     1460 SH       DEFINED               -          1460        0        0
BELDEN INC                    EQUITY   077459105    14080   686828 SH       DEFINED                12,21   686828        0        0
BELDEN INC                    EQUITY   077459105      329    16040 SH       DEFINED          15,18,21,22    13075        0     2965
BELDEN INC                    EQUITY   077459105     8878   433091 SH       DEFINED             18,21,22   163483        0   269607
BELDEN INC                    EQUITY   077459105      537    26200 SH       DEFINED                   25        0    26200        0
BELDEN INC                    EQUITY   077459105       92     4500 SH       DEFINED     3,13,14,26,29,30     4500        0        0
BELL & HOWELL CO NEW          EQUITY   077852101     2980    83200 SH       DEFINED                12,21    83200        0        0
BELL & HOWELL CO NEW          EQUITY   077852101      283     7905 SH       DEFINED          15,18,21,22     5670        0     2235
BELL & HOWELL CO NEW          EQUITY   077852101     4665   130250 SH       DEFINED             18,21,22    89488        0    40762
BELL & HOWELL CO NEW          EQUITY   077852101      351     9800 SH       DEFINED                   25        0     9800        0
BELL ATLANTIC CORP            EQUITY   077853109     6030    90854 SH       DEFINED               -         90854        0        0
BELL ATLANTIC CORP            EQUITY   077853109    13299   200356 SH       DEFINED   2,3,11,13,14,29,30        0   200356        0
BELL ATLANTIC CORP            EQUITY   077853109    81611  1229550 SH       DEFINED                  4,6   379443   487112   362995
BELL ATLANTIC CORP            EQUITY   077853109      930    14014 SH       DEFINED                  6,7    10064        0     3950
BELL ATLANTIC CORP            EQUITY   077853109   205685  3098834 SH       DEFINED                12,21  3098834        0        0
BELL ATLANTIC CORP            EQUITY   077853109    20547   309563 SH       DEFINED          15,18,21,22   206826        0   102737
BELL ATLANTIC CORP            EQUITY   077853109     4607    69410 SH       DEFINED             16,18,21    69410        0        0
BELL ATLANTIC CORP            EQUITY   077853109      458     6900 SH       DEFINED                18,21     6900        0        0
BELL ATLANTIC CORP            EQUITY   077853109   403511  6079262 SH       DEFINED             18,21,22  3943130        0  2136132
BELL ATLANTIC CORP            OPTION   077853109       27      400 SH  CALL DEFINED             18,21,22      400        0        0
BELL ATLANTIC CORP            EQUITY   077853109     9564   144096 SH       DEFINED                   25        0   144096        0
BELL ATLANTIC CORP            EQUITY   077853109     3731    56214 SH       DEFINED     3,13,14,26,29,30    56214        0        0
BELL ATLANTIC CORP            EQUITY   077853109     7106   107065 SH       DEFINED                21,31   107065        0        0
BELLSOUTH CORP                EQUITY   079860102     5741   126525 SH       DEFINED               -        126525        0        0
BELLSOUTH CORP                EQUITY   079860102    76647  1689188 SH       DEFINED                  4,6   673778   445315   570095
BELLSOUTH CORP                EQUITY   079860102      772    17015 SH       DEFINED                  6,7        0        0    17015
BELLSOUTH CORP                EQUITY   079860102    74202  1635305 SH       DEFINED                12,21  1635305        0        0
BELLSOUTH CORP                EQUITY   079860102     4144    91338 SH       DEFINED          15,18,21,22    38122        0    53215
BELLSOUTH CORP                EQUITY   079860102       79     1746 SH       DEFINED             16,18,21     1746        0        0
BELLSOUTH CORP                EQUITY   079860102   165943  3657147 SH       DEFINED             18,21,22  2579465        0  1077682
BELLSOUTH CORP                EQUITY   079860102       91     2000 SH       DEFINED            4,6,23,24     2000        0        0
BELLSOUTH CORP                EQUITY   079860102     3158    69590 SH       DEFINED                   25        0    69590        0
BELLSOUTH CORP                EQUITY   079860102     1480    32618 SH       DEFINED     3,13,14,26,29,30    32618        0        0
BELLSOUTH CORP                EQUITY   079860102     5943   130971 SH       DEFINED                21,31   130971        0        0
BELLWETHER EXPLORATION CO NEW EQUITY   079895207     1600   258600 SH       DEFINED   2,3,11,13,14,29,30        0   258600        0
BELLWETHER EXPLORATION CO NEW EQUITY   079895207       71    11500 SH       DEFINED             18,21,22    10000        0     1500
A H BELO CORP CL A DELAWARE   EQUITY   080555105       76     4032 SH       DEFINED                12,21     4032        0        0
A H BELO CORP CL A DELAWARE   EQUITY   080555105       76     4020 SH       DEFINED          15,18,21,22     4020        0        0
A H BELO CORP CL A DELAWARE   EQUITY   080555105     1053    55810 SH       DEFINED             18,21,22    21199        0    34611
BEMIS CO INC                  EQUITY   081437105     1426    43372 SH       DEFINED                  4,6      340        0    43032
BEMIS CO INC                  EQUITY   081437105      182     5543 SH       DEFINED                12,21     5543        0        0
BEMIS CO INC                  EQUITY   081437105     1015    30865 SH       DEFINED          15,18,21,22    22925        0     7940
BEMIS CO INC                  EQUITY   081437105    20211   614791 SH       DEFINED             18,21,22   428946        0   185845
BEMIS CO INC                  EQUITY   081437105       48     1469 SH       DEFINED                   25        0     1469        0
BEMIS CO INC                  EQUITY   081437105      108     3271 SH       DEFINED                21,31     3271        0        0
BEN & JERRYS HOMEMADE INC     EQUITY   081465106      222    12323 SH       DEFINED             18,21,22     2378        0     9945
BENCHMARK ELECTRONICS INC     EQUITY   08160H101      990    28290 SH       DEFINED                12,21    28290        0        0
BENCHMARK ELECTRONICS INC     EQUITY   08160H101      182     5200 SH       DEFINED          15,18,21,22     3000        0     2200
BENCHMARK ELECTRONICS INC     EQUITY   08160H101     5977   170778 SH       DEFINED             18,21,22   133767        0    37011
BENCHMARK ELECTRONICS INC     EQUITY   08160H101      448    12800 SH       DEFINED                   25        0    12800        0
*** BENETTON GROUP SPA ADR NE EQUITY   081795403       68     1603 SH       DEFINED          15,18,21,22     1100        0      503
*** BENETTON GROUP SPA ADR NE EQUITY   081795403      855    20053 SH       DEFINED             18,21,22    16443        0     3610
BENTLEY PHARMACEUTICAL CV S/D CORPBOND 082657AB3      340   247000 PRN      DEFINED             18,21,22   112000        0   135000
BENTLEY PHARMACEUTICALS INC   EQUITY   082657107      283    96222 SH       DEFINED             18,21,22    34202        0    62020
WTS BENTLEY PHARMACEUTICALS   EQUITY   082657123        3    12000 SH       DEFINED             18,21,22     6000        0     6000
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102       24     2253 SH       DEFINED               -          2253        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102     2116   202702 SH       DEFINED                12,21   202702        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102       51     4894 SH       DEFINED          15,18,21,22     4075        0      819
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102      108    10314 SH       DEFINED             16,18,21    10314        0        0
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102     2348   224985 SH       DEFINED             18,21,22    77572        0   147413
BERGEN BRUNSWIG CORP CLASS A  EQUITY   083739102      775    74264 SH       DEFINED                21,31    74264        0        0
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     1742    44883 SH       DEFINED                  4,6    16340    17278    11265
BERINGER WINE ESTATES HLDGS   EQUITY   084102102       11      285 SH       DEFINED                  6,7        0        0      285
BERINGER WINE ESTATES HLDGS   EQUITY   084102102      780    20100 SH       DEFINED                12,21    20100        0        0
BERINGER WINE ESTATES HLDGS   EQUITY   084102102       10      258 SH       DEFINED          15,18,21,22       33        0      225
BERINGER WINE ESTATES HLDGS   EQUITY   084102102     1637    42180 SH       DEFINED             18,21,22    30159        0    12021
W R BERKLEY CORP              EQUITY   084423102      346    15435 SH       DEFINED                12,21    15435        0        0
W R BERKLEY CORP              EQUITY   084423102       45     2010 SH       DEFINED          15,18,21,22      805        0     1205
W R BERKLEY CORP              EQUITY   084423102     1014    45213 SH       DEFINED             18,21,22    31255        0    13957
BERKSHIRE BANCORP INC         EQUITY   084597103     4198   115000 SH       DEFINED                  4,6   115000        0        0
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108      173       32 SH       DEFINED                  4,6        0        0       32
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108       54       10 SH       DEFINED                5,6,7        0        0       10
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108    33739     6248 SH       DEFINED                12,21     6248        0        0
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108       27        5 SH       DEFINED          15,18,21,22        0        0        5
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108     7895     1462 SH       DEFINED             18,21,22      620        0      842
BERKSHIRE HATHAWAY INC-DEL-   EQUITY   084670108       86       16 SH       DEFINED                   25        0       16        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207      683      372 SH       DEFINED               -           372        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     3904     2126 SH       DEFINED                  4,6     1780       31      315
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     4287     2335 SH       DEFINED                12,21     2335        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     1129      615 SH       DEFINED          15,18,21,22      354        0      261
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207      472      257 SH       DEFINED             16,18,21      257        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207   219746   119679 SH       DEFINED             18,21,22    54477        0    65202
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207    15056     8200 SH       DEFINED            4,6,23,24     8200        0        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207     1976     1076 SH       DEFINED                   25        0     1076        0
BERKSHIRE HATHAWAY INC CLASS  EQUITY   084670207       40       22 SH       DEFINED                21,31       22        0        0
BERKSHIRE RLTY CO INC         EQUITY   084710102       32     2680 SH       DEFINED                  4,6        0     2680        0
BERKSHIRE RLTY CO INC         EQUITY   084710102      535    44800 SH       DEFINED                12,21    44800        0        0
BERKSHIRE RLTY CO INC         EQUITY   084710102     1094    91652 SH       DEFINED             18,21,22    37198        0    54454
BERRY PETROLEUM CO CL A       EQUITY   085789105      282    20400 SH       DEFINED                12,21    20400        0        0
BERRY PETROLEUM CO CL A       EQUITY   085789105       13      950 SH       DEFINED             18,21,22        0        0      950
BEST BUY INC                  EQUITY   086516101       56      920 SH       DEFINED               -           920        0        0
BEST BUY INC                  EQUITY   086516101      878    14400 SH       DEFINED                  4,6    12000        0     2400
BEST BUY INC                  EQUITY   086516101    29260   479675 SH       DEFINED                12,21   479675        0        0
BEST BUY INC                  EQUITY   086516101      399     6535 SH       DEFINED          15,18,21,22     5097        0     1438
BEST BUY INC                  EQUITY   086516101    34040   558035 SH       DEFINED             18,21,22   249822        0   308213
BEST BUY INC                  EQUITY   086516101     3703    60700 SH       DEFINED                   25        0    60700        0
BEST BUY INC                  EQUITY   086516101      846    13874 SH       DEFINED                21,31    13874        0        0
BEST SOFTWARE INC             EQUITY   086579109     3707   183600 SH       DEFINED   2,3,11,13,14,29,30        0   183600        0
BEST SOFTWARE INC             EQUITY   086579109      129     6400 SH       DEFINED                12,21     6400        0        0
BEST SOFTWARE INC             EQUITY   086579109        1       40 SH       DEFINED             18,21,22       40        0        0
BESTFOODS                     EQUITY   08658U101      935    19225 SH       DEFINED               -         19225        0        0
BESTFOODS                     EQUITY   08658U101     1588    32650 SH       DEFINED                  4,6    17250     3000    12400
BESTFOODS                     EQUITY   08658U101    26452   544007 SH       DEFINED                12,21   544007        0        0
BESTFOODS                     EQUITY   08658U101     2772    57003 SH       DEFINED          15,18,21,22    40093        0    16910
BESTFOODS                     EQUITY   08658U101    56616  1164334 SH       DEFINED             18,21,22   723526        0   440807
BESTFOODS                     EQUITY   08658U101      813    16722 SH       DEFINED                   25        0    16722        0
BESTFOODS                     EQUITY   08658U101      847    17410 SH       DEFINED                21,31    17410        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105     1098   150200 SH       DEFINED   2,3,11,13,14,29,30        0   150200        0
BETHLEHEM STEEL CORP          EQUITY   087509105      842   115071 SH       DEFINED                12,21   115071        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105       65     8928 SH       DEFINED          15,18,21,22      553        0     8375
BETHLEHEM STEEL CORP          EQUITY   087509105     1411   192962 SH       DEFINED             18,21,22    64058        0   128904
BETHLEHEM STEEL CORP          EQUITY   087509105       24     3317 SH       DEFINED                   25        0     3317        0
BETHLEHEM STEEL CORP          EQUITY   087509105      147    20167 SH       DEFINED     3,13,14,26,29,30    20167        0        0
BETHLEHEM STEEL CORP          EQUITY   087509105       77    10471 SH       DEFINED                21,31    10471        0        0
BETHLEHEM STEEL CORP $5 CV PF EQUITY   087509303     1644    32000 SH       DEFINED                12,21    32000        0        0
BETHLEHEM STEEL CORP $5 CV PF EQUITY   087509303     1644    32000 SH       DEFINED             16,18,21    32000        0        0
BETHLEHEM STEEL CORP $5 CV PF EQUITY   087509303       78     1526 SH       DEFINED             18,21,22      826        0      700
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309        3      700 SH       DEFINED               -           700        0        0
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      598   138600 SH       DEFINED   2,3,11,13,14,29,30        0   138600        0
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      325    75342 SH       DEFINED                12,21    75342        0        0
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309        1      300 SH       DEFINED          15,18,21,22        0        0      300
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      715   165678 SH       DEFINED             18,21,22   143167        0    22511
BEVERLY ENTERPRISES INC NEW   EQUITY   087851309      191    44200 SH       DEFINED     3,13,14,26,29,30    44200        0        0
BEYOND.COM CORP               EQUITY   08860E101     1108    93794 SH       DEFINED                12,21    93794        0        0
BEYOND.COM CORP               EQUITY   08860E101      950    80379 SH       DEFINED             18,21,22    67972        0    12407
BEYOND.COM CORP               EQUITY   08860E101      862    72961 SH       DEFINED                21,31    72961        0        0
*** BID COM INTERNATIONAL     EQUITY   088788104       17     3000 SH       DEFINED          15,18,21,22        0        0     3000
*** BID COM INTERNATIONAL     EQUITY   088788104       87    15894 SH       DEFINED             18,21,22     2294        0    13600
BIG ENTERTAINMENT INC         EQUITY   089144109      235    13400 SH       DEFINED             18,21,22     5400        0     8000
BIG FLOWER HLDGS INC          EQUITY   089159107     1938    69200 SH       DEFINED                12,21    69200        0        0
BIG FLOWER HLDGS INC          EQUITY   089159107      203     7260 SH       DEFINED             18,21,22     5475        0     1785
BIG FLOWER HLDGS INC          EQUITY   089159107      109     3900 SH       DEFINED                   25        0     3900        0
BIG FLOWER HLDGS INC          EQUITY   089159107       11      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
BILLING CONCEPTS CORP         EQUITY   090063108      213    41600 SH       DEFINED                12,21    41600        0        0
BILLING CONCEPTS CORP         EQUITY   090063108      236    46069 SH       DEFINED             18,21,22    27319        0    18750
BILLING CONCEPTS CORP         OPTION   090063108        5     1000 SH  CALL DEFINED             18,21,22     1000        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104        1      106 SH       DEFINED               -           106        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104      595    43253 SH       DEFINED                  4,6     1999        0    41254
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     2690   195621 SH       DEFINED                12,21   195621        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104       39     2800 SH       DEFINED                18,21     2800        0        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104      656    47678 SH       DEFINED             18,21,22    10529        0    37149
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104      968    70366 SH       DEFINED                   25        0    70366        0
BINDLEY WESTERN INDUSTRY INC  EQUITY   090324104     1290    93844 SH       DEFINED                21,31    93844        0        0
BIND VIEW DEVELOPMENT CORP    EQUITY   090327107      390    18900 SH       DEFINED                12,21    18900        0        0
BIO-RAD LABORATORIES INC CL A EQUITY   090572207      184     6761 SH       DEFINED                12,21     6761        0        0
BIO-RAD LABORATORIES INC CL A EQUITY   090572207      243     8900 SH       DEFINED                   25        0     8900        0
BIO-TECHNOLOGY GENERAL CORP   EQUITY   090578105      559    58100 SH       DEFINED                12,21    58100        0        0
BIO-TECHNOLOGY GENERAL CORP   EQUITY   090578105     1417   147243 SH       DEFINED             18,21,22    63404        0    83839
*** BIOCHEM PHARMA INC        EQUITY   09058T108        2       98 SH       DEFINED               -            98        0        0
*** BIOCHEM PHARMA INC        EQUITY   09058T108     6821   277000 SH       DEFINED                  4,6   275000     2000        0
*** BIOCHEM PHARMA INC        EQUITY   09058T108      557    22600 SH       DEFINED                12,21    22600        0        0
*** BIOCHEM PHARMA INC        EQUITY   09058T108      276    11196 SH       DEFINED             18,21,22     4995        0     6201
BIOCRYST PHARMACEUTICALS INC  EQUITY   09058V103       36     1509 SH       DEFINED          15,18,21,22     1093        0      416
BIOCRYST PHARMACEUTICALS INC  EQUITY   09058V103     1109    45868 SH       DEFINED             18,21,22    12364        0    33504
BIOGEN INC MASS               EQUITY   090597105       72      860 SH       DEFINED               -           860        0        0
BIOGEN INC MASS               EQUITY   090597105     1441    17300 SH       DEFINED                  4,6    12000     1600     3700
BIOGEN INC MASS               EQUITY   090597105    27284   327487 SH       DEFINED                12,21   327487        0        0
BIOGEN INC MASS               EQUITY   090597105     2161    25938 SH       DEFINED          15,18,21,22    13770        0    12168
BIOGEN INC MASS               EQUITY   090597105    43044   516649 SH       DEFINED             18,21,22   310230        0   206419
BIOGEN INC MASS               EQUITY   090597105      225     2700 SH       DEFINED            4,6,23,24     2700        0        0
BIOGEN INC MASS               EQUITY   090597105     2208    26500 SH       DEFINED     3,13,14,26,29,30    26500        0        0
BIOGEN INC MASS               EQUITY   090597105     2082    24996 SH       DEFINED                21,31    24996        0        0
BIOMATRIX INC                 EQUITY   09060P102     3441   152100 SH       DEFINED                12,21   152100        0        0
BIOMATRIX INC                 EQUITY   09060P102      951    42036 SH       DEFINED             18,21,22    17815        0    24221
BIOMATRIX INC                 EQUITY   09060P102       77     3400 SH       DEFINED                   25        0     3400        0
BIOMATRIX INC                 EQUITY   09060P102        9      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
BIOMET INC                    EQUITY   090613100      465    18200 SH       DEFINED                  4,6        0        0    18200
BIOMET INC                    EQUITY   090613100     3312   129543 SH       DEFINED                12,21   129543        0        0
BIOMET INC                    EQUITY   090613100      291    11387 SH       DEFINED          15,18,21,22     3774        0     7613
BIOMET INC                    EQUITY   090613100     4287   167695 SH       DEFINED             18,21,22   106003        0    61692
BIOMET INC                    EQUITY   090613100      258    10074 SH       DEFINED                   25        0    10074        0
BIOMET INC                    EQUITY   090613100     2353    92033 SH       DEFINED                21,31    92033        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      900   100000 SH       DEFINED                12,21   100000        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      360    40000 SH       DEFINED             16,18,21    40000        0        0
BIOSITE DIAGNOSTIC INC        EQUITY   090945106      360    40000 SH       DEFINED             18,21,22        0        0    40000
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100     3812   504000 SH       DEFINED   2,3,11,13,14,29,30        0   504000        0
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100        9     1130 SH       DEFINED          15,18,21,22      430        0      700
BIRMINGHAM STEEL CORPORATION  EQUITY   091250100      319    42154 SH       DEFINED             18,21,22    21603        0    20550
BLACK&DECKER CORPORATION      EQUITY   091797100      101     2226 SH       DEFINED               -          2226        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100    22350   491200 SH       DEFINED                  6,7   491200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100     7738   170063 SH       DEFINED                12,21   170063        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100       73     1595 SH       DEFINED          15,18,21,22      868        0      727
BLACK&DECKER CORPORATION      EQUITY   091797100      692    15200 SH       DEFINED             16,18,21    15200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100    20503   450613 SH       DEFINED             18,21,22   272240        0   178373
BLACK&DECKER CORPORATION      OPTION   091797100        5      100 SH  CALL DEFINED             18,21,22        0        0      100
BLACK&DECKER CORPORATION      OPTION   091797100      141     3100 SH  PUT  DEFINED             18,21,22        0        0     3100
BLACK&DECKER CORPORATION      EQUITY   091797100      153     3355 SH       DEFINED                   25        0     3355        0
BLACK&DECKER CORPORATION      EQUITY   091797100      646    14200 SH       DEFINED     3,13,14,26,29,30    14200        0        0
BLACK&DECKER CORPORATION      EQUITY   091797100      250     5488 SH       DEFINED                21,31     5488        0        0
BLACK BOX CORP DE             EQUITY   091826107       31      625 SH       DEFINED               -           625        0        0
BLACK BOX CORP DE             EQUITY   091826107     2025    40888 SH       DEFINED                12,21    40888        0        0
BLACK BOX CORP DE             EQUITY   091826107      252     5090 SH       DEFINED          15,18,21,22     2250        0     2840
BLACK BOX CORP DE             EQUITY   091826107     5923   119575 SH       DEFINED             18,21,22    78925        0    40650
BLACK BOX CORP DE             EQUITY   091826107      743    15000 SH       DEFINED                   25        0    15000        0
BLACK BOX CORP DE             EQUITY   091826107      981    19800 SH       DEFINED                21,31    19800        0        0
BLACK HILLS CORP              EQUITY   092113109     1258    54831 SH       DEFINED                12,21    54831        0        0
BLACK HILLS CORP              EQUITY   092113109      498    21719 SH       DEFINED             18,21,22    16014        0     5705
BLANCH E W HOLDING INC        EQUITY   093210102     1524    23535 SH       DEFINED                  4,6     9060     9105     5370
BLANCH E W HOLDING INC        EQUITY   093210102       10      160 SH       DEFINED                  6,7        0        0      160
BLANCH E W HOLDING INC        EQUITY   093210102      987    15238 SH       DEFINED                12,21    15238        0        0
BLANCH E W HOLDING INC        EQUITY   093210102      199     3071 SH       DEFINED          15,18,21,22     2476        0      595
BLANCH E W HOLDING INC        EQUITY   093210102     5489    84771 SH       DEFINED             18,21,22    58556        0    26214
BLANCH E W HOLDING INC        EQUITY   093210102      162     2500 SH       DEFINED                   25        0     2500        0
BLOCK DRUG CO INC CLASS A     EQUITY   093644102      423    11740 SH       DEFINED                12,21    11740        0        0
BLOCK DRUG CO INC CLASS A     EQUITY   093644102        9      250 SH       DEFINED             18,21,22       38        0      212
BLOCK DRUG CO INC CLASS A     EQUITY   093644102      184     5100 SH       DEFINED                   25        0     5100        0
H & R BLOCK INC               EQUITY   093671105       62     1400 SH       DEFINED               -          1400        0        0
H & R BLOCK INC               EQUITY   093671105    22737   516752 SH       DEFINED                12,21   516752        0        0
H & R BLOCK INC               EQUITY   093671105     1054    23965 SH       DEFINED          15,18,21,22    17672        0     6293
H & R BLOCK INC               EQUITY   093671105    35375   803980 SH       DEFINED             18,21,22   462360        0   341619
H & R BLOCK INC               EQUITY   093671105      122     2767 SH       DEFINED                   25        0     2767        0
H & R BLOCK INC               EQUITY   093671105      304     6900 SH       DEFINED     3,13,14,26,29,30     6900        0        0
H & R BLOCK INC               EQUITY   093671105      265     6018 SH       DEFINED                21,31     6018        0        0
BLOCKBUSTER INC CL A          EQUITY   093679108       46     3788 SH       DEFINED          15,18,21,22     1994        0     1794
BLOCKBUSTER INC CL A          EQUITY   093679108      495    40600 SH       DEFINED             16,18,21    40600        0        0
BLOCKBUSTER INC CL A          EQUITY   093679108     9565   784805 SH       DEFINED             18,21,22   742941        0    41864
BLUE CHIP VALUE FUND          EQUITY   095333100      203    21668 SH       DEFINED             18,21,22     1307        0    20360
BLUEGREEN CORP CV S/D-REG     CORPBOND 096231AA3       19    22000 PRN      DEFINED             18,21,22        0        0    22000
BLYTH INDUSTRIES INC          EQUITY   09643P108       22      765 SH       DEFINED               -           765        0        0
BLYTH INDUSTRIES INC          EQUITY   09643P108      216     7635 SH       DEFINED                  4,6        0        0     7635
BLYTH INDUSTRIES INC          EQUITY   09643P108     1033    36495 SH       DEFINED                12,21    36495        0        0
BLYTH INDUSTRIES INC          EQUITY   09643P108      364    12866 SH       DEFINED          15,18,21,22     6336        0     6530
BLYTH INDUSTRIES INC          EQUITY   09643P108     9444   333540 SH       DEFINED             18,21,22   217898        0   115642
BLYTH INDUSTRIES INC          EQUITY   09643P108      379    13400 SH       DEFINED                   25        0    13400        0
BLYTH INDUSTRIES INC          EQUITY   09643P108      745    26300 SH       DEFINED                21,31    26300        0        0
BOB EVANS FARMS INC           EQUITY   096761101     2537   124889 SH       DEFINED                12,21   124889        0        0
BOB EVANS FARMS INC           EQUITY   096761101        6      286 SH       DEFINED             18,21,22      269        0       17
BOB EVANS FARMS INC           EQUITY   096761101     3277   161306 SH       DEFINED                21,31   161306        0        0
BOCA RESEARCH INC             EQUITY   096888102       85    12900 SH       DEFINED          15,18,21,22     8900        0     4000
BOCA RESEARCH INC             EQUITY   096888102      736   111159 SH       DEFINED             18,21,22    37490        0    73669
BOEING CO                     EQUITY   097023105     1566    36520 SH       DEFINED               -         36520        0        0
BOEING CO                     EQUITY   097023105     6051   141128 SH       DEFINED                  4,6    67481      300    73347
BOEING CO                     EQUITY   097023105     2366    55189 SH       DEFINED                5,6,7        0        0    55189
BOEING CO                     EQUITY   097023105      507    11814 SH       DEFINED                  6,7        0        0    11814
BOEING CO                     EQUITY   097023105    32923   767873 SH       DEFINED                12,21   767873        0        0
BOEING CO                     EQUITY   097023105     7328   170915 SH       DEFINED          15,18,21,22   101676        0    69239
BOEING CO                     EQUITY   097023105     1521    35466 SH       DEFINED             16,18,21    35466        0        0
BOEING CO                     EQUITY   097023105   262212  6115740 SH       DEFINED             18,21,22  3494542        0  2621197
BOEING CO                     OPTION   097023105     1132    26400 SH  CALL DEFINED             18,21,22        0        0    26400
BOEING CO                     OPTION   097023105      141     3300 SH  PUT  DEFINED             18,21,22        0        0     3300
BOEING CO                     EQUITY   097023105     1192    27806 SH       DEFINED                   25        0    27806        0
BOEING CO                     EQUITY   097023105      782    18243 SH       DEFINED     3,13,14,26,29,30    18243        0        0
BOEING CO                     EQUITY   097023105     2891    67432 SH       DEFINED                21,31    67432        0        0
BOISE CASCADE CORP            EQUITY   097383103     1205    34600 SH       DEFINED   2,3,11,13,14,29,30        0    34600        0
BOISE CASCADE CORP            EQUITY   097383103     3584   102954 SH       DEFINED                12,21   102954        0        0
BOISE CASCADE CORP            EQUITY   097383103       63     1800 SH       DEFINED             16,18,21     1800        0        0
BOISE CASCADE CORP            EQUITY   097383103      449    12893 SH       DEFINED             18,21,22     6120        0     6772
BOISE CASCADE CORP            EQUITY   097383103       53     1536 SH       DEFINED                   25        0     1536        0
BOISE CASCADE CORP            EQUITY   097383103     1093    31392 SH       DEFINED                21,31    31392        0        0
BOISE CASCADE OFFICE PRODS    EQUITY   097403109       96     9000 SH       DEFINED                12,21     9000        0        0
BOISE CASCADE OFFICE PRODS    EQUITY   097403109       76     7100 SH       DEFINED             18,21,22     6500        0      600
BOISE CASCADE OFFICE PRODS    EQUITY   097403109        5      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
BOLT TECHNOLOGY CORP          EQUITY   097698104      154    27000 SH       DEFINED             18,21,22    22300        0     4700
BOMBAY COMPANY INC            EQUITY   097924104      687   130800 SH       DEFINED                12,21   130800        0        0
BOMBAY COMPANY INC            EQUITY   097924104        1      231 SH       DEFINED          15,18,21,22      231        0        0
BOMBAY COMPANY INC            EQUITY   097924104      489    93129 SH       DEFINED             18,21,22    58615        0    34514
BOMBAY COMPANY INC            EQUITY   097924104      532   101400 SH       DEFINED                21,31   101400        0        0
BOOKS A MILLION               EQUITY   098570104     3208   388880 SH       DEFINED          15,18,21,22        0        0   388880
BOOKS A MILLION               EQUITY   098570104       26     3200 SH       DEFINED             18,21,22      450        0     2750
BORDERS GROUP INC             EQUITY   099709107       64     4500 SH       DEFINED                  4,6        0        0     4500
BORDERS GROUP INC             EQUITY   099709107     1571   109742 SH       DEFINED                12,21   109742        0        0
BORDERS GROUP INC             EQUITY   099709107      275    19217 SH       DEFINED          15,18,21,22    16112        0     3105
BORDERS GROUP INC             EQUITY   099709107        6      400 SH       DEFINED             16,18,21      400        0        0
BORDERS GROUP INC             EQUITY   099709107    10975   766761 SH       DEFINED             18,21,22   583298        0   183463
BORDERS GROUP INC             EQUITY   099709107      522    36500 SH       DEFINED                21,31    36500        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106       41      966 SH       DEFINED               -           966        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     4992   118505 SH       DEFINED                12,21   118505        0        0
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106      557    13224 SH       DEFINED          15,18,21,22     9082        0     4142
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     6614   157004 SH       DEFINED             18,21,22   109342        0    47662
BORG WARNER AUTOMOTIVE INC    EQUITY   099724106     3151    74793 SH       DEFINED                21,31    74793        0        0
BORON LEPORE & ASSOCS INC     EQUITY   10001P102       59    10600 SH       DEFINED             18,21,22    10000        0      600
BOSTON BEER INC CLASS A       EQUITY   100557107      341    43275 SH       DEFINED             18,21,22    40000        0     3275
BOSTON PRIVATE FINL HOLDINGS  EQUITY   101119105      112    12400 SH       DEFINED             18,21,22     6500        0     5900
BOSTON PROPERTIES INC         EQUITY   101121101        5      180 SH       DEFINED               -           180        0        0
BOSTON PROPERTIES INC         EQUITY   101121101      371    12250 SH       DEFINED                  4,6        0        0    12250
BOSTON PROPERTIES INC         EQUITY   101121101     1942    64080 SH       DEFINED                12,21    64080        0        0
BOSTON PROPERTIES INC         EQUITY   101121101       87     2855 SH       DEFINED          15,18,21,22     2395        0      460
BOSTON PROPERTIES INC         EQUITY   101121101     4187   138118 SH       DEFINED             18,21,22    77102        0    61016
BOSTON SCIENTIFIC CORP        EQUITY   101137107       23     1000 SH       DEFINED               -          1000        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107     1656    71407 SH       DEFINED                  4,6     3600        0    67807
BOSTON SCIENTIFIC CORP        EQUITY   101137107     6310   272137 SH       DEFINED                12,21   272137        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107       42     1793 SH       DEFINED          15,18,21,22     1416        0      377
BOSTON SCIENTIFIC CORP        EQUITY   101137107     5982   257982 SH       DEFINED             18,21,22   132743        0   125239
BOSTON SCIENTIFIC CORP        OPTION   101137107       23     1000 SH  CALL DEFINED             18,21,22        0        0     1000
BOSTON SCIENTIFIC CORP        OPTION   101137107       37     1600 SH  PUT  DEFINED             18,21,22        0        0     1600
BOSTON SCIENTIFIC CORP        EQUITY   101137107      345    14890 SH       DEFINED                   25        0    14890        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107      482    20800 SH       DEFINED     3,13,14,26,29,30    20800        0        0
BOSTON SCIENTIFIC CORP        EQUITY   101137107      597    25733 SH       DEFINED                21,31    25733        0        0
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106      123     8900 SH       DEFINED                  4,6      100        0     8800
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106      103     7400 SH       DEFINED                12,21     7400        0        0
BOTTOMLINE TECHNOLOGIES INC   EQUITY   101388106       14     1010 SH       DEFINED             18,21,22      150        0      860
BOWATER INC                   EQUITY   102183100       23      445 SH       DEFINED               -           445        0        0
BOWATER INC                   EQUITY   102183100      848    16600 SH       DEFINED   2,3,11,13,14,29,30        0    16600        0
BOWATER INC                   EQUITY   102183100       15      300 SH       DEFINED                  4,6      300        0        0
BOWATER INC                   EQUITY   102183100    11078   216952 SH       DEFINED                12,21   216952        0        0
BOWATER INC                   EQUITY   102183100      141     2761 SH       DEFINED          15,18,21,22     2761        0        0
BOWATER INC                   EQUITY   102183100     3721    72870 SH       DEFINED             18,21,22    45453        0    27417
BOWATER INC                   EQUITY   102183100       26      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
BOWATER INC                   EQUITY   102183100     1613    31597 SH       DEFINED                21,31    31597        0        0
BOWNE & CO INC                EQUITY   103043105     3409   279724 SH       DEFINED                12,21   279724        0        0
BOWNE & CO INC                EQUITY   103043105      204    16775 SH       DEFINED          15,18,21,22    12615        0     4160
BOWNE & CO INC                EQUITY   103043105     3281   269213 SH       DEFINED             18,21,22   173583        0    95630
BOYD GAMING CORP              EQUITY   103304101      181    31871 SH       DEFINED                12,21    31871        0        0
BOYD GAMING CORP              EQUITY   103304101        2      400 SH       DEFINED             18,21,22        0        0      400
BOYDS COLLECTION LTD          EQUITY   103354106     1202    98117 SH       DEFINED                  4,6    44915    31777    21425
BOYDS COLLECTION LTD          EQUITY   103354106        6      500 SH       DEFINED                  6,7        0        0      500
BOYDS COLLECTION LTD          EQUITY   103354106     2727   222600 SH       DEFINED                12,21   222600        0        0
BOYDS COLLECTION LTD          EQUITY   103354106      650    53034 SH       DEFINED             18,21,22    52834        0      200
BOYDS COLLECTION LTD          EQUITY   103354106      124    10100 SH       DEFINED                   25        0    10100        0
BOYKIN LODGING COMPANY        EQUITY   103430104      177    13419 SH       DEFINED                12,21    13419        0        0
BOYKIN LODGING COMPANY        EQUITY   103430104      150    11366 SH       DEFINED             18,21,22     6796        0     4569
BRADLEY REAL ESTATE INC       EQUITY   104580105      380    20876 SH       DEFINED                12,21    20876        0        0
BRADLEY REAL ESTATE INC       EQUITY   104580105      872    47963 SH       DEFINED             18,21,22    35610        0    12353
BRADY CORP CL A               EQUITY   104674106      687    21580 SH       DEFINED                12,21    21580        0        0
BRADY CORP CL A               EQUITY   104674106      300     9418 SH       DEFINED             18,21,22     7118        0     2300
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203       20     1185 SH       DEFINED               -          1185        0        0
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203     1378    83500 SH       DEFINED                12,21    83500        0        0
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203       79     4796 SH       DEFINED          15,18,21,22     2295        0     2501
BRANDYWINE REALTY TRUST SBI   EQUITY   105368203    24821  1504278 SH       DEFINED             18,21,22  1289925        0   214353
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      362    28117 SH       DEFINED             18,21,22     3664        0    24452
BRENTON BANKS INC -IOWA       EQUITY   107211104     1509   104093 SH       DEFINED                12,21   104093        0        0
BRENTON BANKS INC -IOWA       EQUITY   107211104       23     1601 SH       DEFINED             18,21,22        1        0     1600
BRENTON BANKS INC -IOWA       EQUITY   107211104     2035   140337 SH       DEFINED                21,31   140337        0        0
BRIGGS & STRATTON CORP        EQUITY   109043109     4757    83822 SH       DEFINED                12,21    83822        0        0
BRIGGS & STRATTON CORP        EQUITY   109043109      254     4474 SH       DEFINED          15,18,21,22     3079        0     1395
BRIGGS & STRATTON CORP        EQUITY   109043109     4048    71337 SH       DEFINED             18,21,22    51644        0    19693
BRIGGS & STRATTON CORP        EQUITY   109043109       38      673 SH       DEFINED                   25        0      673        0
BRIGGS & STRATTON CORP        EQUITY   109043109      375     6600 SH       DEFINED     3,13,14,26,29,30     6600        0        0
BRIGGS & STRATTON CORP        EQUITY   109043109     4297    75718 SH       DEFINED                21,31    75718        0        0
BRIGHT HORIZONS FAMILY        EQUITY   109195107      219    14500 SH       DEFINED                12,21    14500        0        0
BRIGHT HORIZONS FAMILY        EQUITY   109195107       27     1788 SH       DEFINED             18,21,22        0        0     1788
BRITE POINT INC LIQUID YIELD  CORPBOND 109473AA6     1545  5832000 PRN      DEFINED        3,13,27,28,30  5832000        0        0
BRITE POINT INC LIQUID YIELD  CORPBOND 109473AA6     1105  4168000 PRN      DEFINED           3,13,29,30  4168000        0        0
BRIGHTPOINT INC SUB LIQUID    CORPBOND 109473AC2     1313  4956000 PRN      DEFINED        3,13,27,28,30  4956000        0        0
BRIGHTPOINT INC SUB LIQUID    CORPBOND 109473AC2     1072  4044000 PRN      DEFINED           3,13,29,30  4044000        0        0
BRIGHTPOINT INC               EQUITY   109473108        1      200 SH       DEFINED                  4,6        0      100      100
BRIGHTPOINT INC               EQUITY   109473108     2532   349174 SH       DEFINED                12,21   349174        0        0
BRIGHTPOINT INC               EQUITY   109473108      287    39641 SH       DEFINED             18,21,22     8941        0    30700
BRIGHTPOINT INC               EQUITY   109473108     2163   298300 SH       DEFINED                21,31   298300        0        0
BRINKER INTL INC              EQUITY   109641100     7779   293547 SH       DEFINED                12,21   293547        0        0
BRINKER INTL INC              EQUITY   109641100      156     5904 SH       DEFINED          15,18,21,22     3614        0     2290
BRINKER INTL INC              EQUITY   109641100     4813   181628 SH       DEFINED             18,21,22   117576        0    64052
BRINKER INTL INC              EQUITY   109641100      488    18400 SH       DEFINED     3,13,14,26,29,30    18400        0        0
BRINKER INTL INC              EQUITY   109641100     2674   100890 SH       DEFINED                21,31   100890        0        0
BRIO TECHNOLOGY INC           EQUITY   109704106      245    10500 SH       DEFINED                12,21    10500        0        0
BRIO TECHNOLOGY INC           EQUITY   109704106      117     5000 SH       DEFINED             18,21,22        0        0     5000
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    24917   354370 SH       DEFINED               -        354370        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     7488   106500 SH       DEFINED   2,3,11,13,14,29,30        0   106500        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108   162812  2315528 SH       DEFINED                  4,6   975773   673936   665819
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      844    12000 SH       DEFINED                5,6,7        0        0    12000
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     6525    92800 SH       DEFINED                    6    92800        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     1227    17450 SH       DEFINED                  6,7        0        0    17450
BRISTOL MYERS SQUIBB CO       EQUITY   110122108   465193  6616037 SH       DEFINED                12,21  6616037        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    46302   658518 SH       DEFINED          15,18,21,22   380391        0   278127
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    16024   227900 SH       DEFINED             16,18,21   227900        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      120     1700 SH       DEFINED                18,21     1700        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     1558    22165 SH       DEFINED       17,18,19,20,21    22165        0        0
BRISTOL MYERS SQUIBB CO       OPTION   110122108     2109    30000 SH  CALL DEFINED       17,18,19,20,21    30000        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108  1204546 17131200 SH       DEFINED             18,21,22  7429854        0  9701346
BRISTOL MYERS SQUIBB CO       OPTION   110122108     2658    37800 SH  CALL DEFINED             18,21,22    30600        0     7200
BRISTOL MYERS SQUIBB CO       EQUITY   110122108      176     2500 SH       DEFINED            4,6,23,24     2500        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     7356   104618 SH       DEFINED                   25        0   104618        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108     3410    48496 SH       DEFINED     3,13,14,26,29,30    48496        0        0
BRISTOL MYERS SQUIBB CO       EQUITY   110122108    10418   148167 SH       DEFINED                21,31   148167        0        0
BRITESMILE INC                EQUITY   110415106       99    10500 SH       DEFINED                12,21    10500        0        0
BRITESMILE INC                EQUITY   110415106       27     2869 SH       DEFINED             18,21,22     2573        0      296
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306      104     1865 SH       DEFINED          15,18,21,22     1320        0      545
*** BRITISH AIRWAYS PLC FINAL OPTION   110419306      223     4000 SH  CALL DEFINED             18,21,22        0        0     4000
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306     2667    47947 SH       DEFINED             18,21,22    25559        0    22387
*** BRITISH AIRWAYS PLC FINAL EQUITY   110419306      797    14325 SH       DEFINED                   25        0    14325        0
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107      418    23959 SH       DEFINED               -         23959        0        0
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107     1765   101223 SH       DEFINED          15,18,21,22    65555        0    35668
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107    58629  3362135 SH       DEFINED             18,21,22  2584554        0   777581
*** BRITISH AMERICAN TOBACCO  EQUITY   110448107      189    10844 SH       DEFINED                   25        0    10844        0
*** BRITISH STL PLC ADR FINAL EQUITY   111015301       47     1835 SH       DEFINED               -          1835        0        0
*** BRITISH STL PLC ADR FINAL EQUITY   111015301      548    21495 SH       DEFINED          15,18,21,22    15400        0     6095
*** BRITISH STL PLC ADR FINAL EQUITY   111015301    26631  1044340 SH       DEFINED             18,21,22   821716        0   222624
*** BRITISH STL PLC ADR FINAL EQUITY   111015301     1152    45160 SH       DEFINED                   25        0    45160        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408       92      600 SH       DEFINED               -           600        0        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408   239882  1567856 SH       DEFINED                  4,6  1567856        0        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408      287     1873 SH       DEFINED          15,18,21,22     1004        0      869
*** BRITISH TELECOM PLC ADR   EQUITY   111021408     5967    39000 SH       DEFINED       17,18,19,20,21    39000        0        0
*** BRITISH TELECOM PLC ADR   EQUITY   111021408     4056    26507 SH       DEFINED             18,21,22    17561        0     8945
*** BRITISH TELECOM PLC ADR   EQUITY   111021408      303     1980 SH       DEFINED                   25        0     1980        0
BROADCOM CORP CL A            EQUITY   111320107       19      170 SH       DEFINED               -           170        0        0
BROADCOM CORP CL A            EQUITY   111320107       23      200 SH       DEFINED                  4,6        0        0      200
BROADCOM CORP CL A            EQUITY   111320107    15265   135690 SH       DEFINED                12,21   135690        0        0
BROADCOM CORP CL A            EQUITY   111320107      331     2942 SH       DEFINED          15,18,21,22     1190        0     1752
BROADCOM CORP CL A            OPTION   111320107      360     3200 SH  CALL DEFINED             18,21,22        0        0     3200
BROADCOM CORP CL A            EQUITY   111320107     8539    75900 SH       DEFINED             18,21,22    31946        0    43954
BROADCOM CORP CL A            EQUITY   111320107      405     3600 SH       DEFINED                   25        0     3600        0
BROADVISION INC               EQUITY   111412102       49      350 SH       DEFINED               -           350        0        0
BROADVISION INC               EQUITY   111412102     1960    14100 SH       DEFINED                  6,7    14100        0        0
BROADVISION INC               EQUITY   111412102     4587    33000 SH       DEFINED                12,21    33000        0        0
BROADVISION INC               EQUITY   111412102     1553    11172 SH       DEFINED             18,21,22     9828        0     1344
BROADVISION INC               EQUITY   111412102      917     6600 SH       DEFINED            4,6,23,24     6600        0        0
BROADVISION INC               EQUITY   111412102      869     6250 SH       DEFINED                   25        0     6250        0
BROADVISION INC               EQUITY   111412102     1640    11800 SH       DEFINED                21,31    11800        0        0
BROCADE COMMUNICATIONS SYS    EQUITY   111621108     3117    14880 SH       DEFINED                12,21    14880        0        0
BROCADE COMMUNICATIONS SYS    EQUITY   111621108       73      350 SH       DEFINED             18,21,22      150        0      200
*** BROKEN HILL PROPRIETARY C EQUITY   112169602       60     2580 SH       DEFINED          15,18,21,22     1490        0     1090
*** BROKEN HILL PROPRIETARY C EQUITY   112169602     3194   136288 SH       DEFINED             18,21,22    93298        0    42990
*** BROKEN HILL PROPRIETARY C EQUITY   112169602     2126    90720 SH       DEFINED                   25        0    90720        0
BROOKE GROUP LTD              EQUITY   112525100      178    10395 SH       DEFINED                12,21    10395        0        0
BROOKE GROUP LTD              EQUITY   112525100       42     2474 SH       DEFINED             18,21,22      322        0     2152
BROOKLINE BANCORP INC         EQUITY   113739106      110    10800 SH       DEFINED                12,21    10800        0        0
BROOKLINE BANCORP INC         EQUITY   113739106     1276   125240 SH       DEFINED             18,21,22    91660        0    33580
BROOKS AUTOMATION INC         EQUITY   11434A100     2352   123800 SH       DEFINED   2,3,11,13,14,29,30        0   123800        0
BROOKS AUTOMATION INC         EQUITY   11434A100     1447    76153 SH       DEFINED                12,21    76153        0        0
BROOKS AUTOMATION INC         EQUITY   11434A100     1302    68544 SH       DEFINED                21,31    68544        0        0
BROOKTROUT INC                EQUITY   114580103     3049   211200 SH       DEFINED                12,21   211200        0        0
BROOKTROUT INC                EQUITY   114580103     3129   216700 SH       DEFINED             16,18,21   216700        0        0
BROOKTROUT INC                EQUITY   114580103       26     1828 SH       DEFINED             18,21,22     1063        0      765
BROWN & SHARPE MANUFACTURING  EQUITY   115223109       64    26900 SH       DEFINED             18,21,22     4500        0    22400
BROWN & BROWN INC             EQUITY   115236101      393    11900 SH       DEFINED                12,21    11900        0        0
BROWN & BROWN INC             EQUITY   115236101        7      200 SH       DEFINED          15,18,21,22        0        0      200
BROWN & BROWN INC             EQUITY   115236101      470    14241 SH       DEFINED             18,21,22    14241        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     2061    35083 SH       DEFINED               -         35083        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     1369    23300 SH       DEFINED             16,18,21    23300        0        0
BROWN FORMAN CORP CL A        EQUITY   115637100     2151    36609 SH       DEFINED             18,21,22      944        0    35664
BROWN FORMAN CORP CL B        EQUITY   115637209       42      660 SH       DEFINED               -           660        0        0
BROWN FORMAN CORP CL B        EQUITY   115637209      411     6510 SH       DEFINED                  4,6     6000        0      510
BROWN FORMAN CORP CL B        EQUITY   115637209      456     7233 SH       DEFINED                12,21     7233        0        0
BROWN FORMAN CORP CL B        EQUITY   115637209      451     7157 SH       DEFINED             18,21,22     3483        0     3674
BROWN FORMAN CORP CL B        EQUITY   115637209      122     1935 SH       DEFINED                   25        0     1935        0
BROWN FORMAN CORP CL B        EQUITY   115637209      330     5227 SH       DEFINED                21,31     5227        0        0
BROWN TOM INC NEW             EQUITY   115660201      918    61228 SH       DEFINED                12,21    61228        0        0
BROWN TOM INC NEW             EQUITY   115660201       27     1767 SH       DEFINED             18,21,22      241        0     1526
BROWN TOM INC NEW             EQUITY   115660201      153    10200 SH       DEFINED                   25        0    10200        0
BROWN SHOE INC NEW            EQUITY   115736100     2764   149400 SH       DEFINED                12,21   149400        0        0
BROWN SHOE INC NEW            EQUITY   115736100       34     1824 SH       DEFINED             18,21,22       12        0     1812
BRUNSWICK CORP                EQUITY   117043109     1569    64039 SH       DEFINED                12,21    64039        0        0
BRUNSWICK CORP                EQUITY   117043109        7      274 SH       DEFINED          15,18,21,22      274        0        0
BRUNSWICK CORP                EQUITY   117043109     3278   133792 SH       DEFINED             18,21,22    87554        0    46238
BRUNSWICK CORP                EQUITY   117043109       68     2777 SH       DEFINED                   25        0     2777        0
BRUNSWICK CORP                EQUITY   117043109      141     5766 SH       DEFINED                21,31     5766        0        0
BRUSH WELLMAN INC             EQUITY   117421107    32101  2148921 SH       DEFINED                12,21  2148921        0        0
BRUSH WELLMAN INC             EQUITY   117421107     3127   209300 SH       DEFINED             18,21,22     1700        0   207600
BUCKEYE PARTNERS L P          EQUITY   118230101       67     2500 SH       DEFINED               -          2500        0        0
BUCKEYE PARTNERS L P          EQUITY   118230101       32     1200 SH       DEFINED          15,18,21,22        0        0     1200
BUCKEYE PARTNERS L P          EQUITY   118230101     2221    82642 SH       DEFINED             18,21,22    16528        0    66114
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108        5      315 SH       DEFINED               -           315        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108     1223    79862 SH       DEFINED                12,21    79862        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108      416    27178 SH       DEFINED          15,18,21,22    10043        0    17135
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108       38     2500 SH       DEFINED             16,18,21     2500        0        0
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108     9068   592205 SH       DEFINED             18,21,22   349487        0   242718
BUCKEYE TECHNOLOGIES INC      EQUITY   118255108      149     9700 SH       DEFINED                   25        0     9700        0
BUDGET GROUP INC CLASS A      EQUITY   119003101      381    54400 SH       DEFINED                12,21    54400        0        0
BUDGET GROUP INC CLASS A      EQUITY   119003101       79    11245 SH       DEFINED          15,18,21,22     9520        0     1725
BUDGET GROUP INC CLASS A      EQUITY   119003101     1033   147641 SH       DEFINED             18,21,22   113345        0    34296
BUDGET GROUP INC CLASS A      EQUITY   119003101      116    16600 SH       DEFINED                   25        0    16600        0
BUFFETS INC                   EQUITY   119882108     2205   198163 SH       DEFINED                12,21   198163        0        0
BUFFETS INC                   EQUITY   119882108      605    54367 SH       DEFINED             18,21,22    29367        0    25000
BUFFETS INC                   OPTION   119882108        8      700 SH  CALL DEFINED             18,21,22        0        0      700
BUILDING MATERIALS HOLDING    EQUITY   120113105        3      315 SH       DEFINED               -           315        0        0
BUILDING MATERIALS HOLDING    EQUITY   120113105       59     6181 SH       DEFINED          15,18,21,22     3876        0     2305
BUILDING MATERIALS HOLDING    EQUITY   120113105     2628   276622 SH       DEFINED             18,21,22   209609        0    67013
BUILDING ONE SERVICES CORP    EQUITY   120114103     1135    90327 SH       DEFINED                12,21    90327        0        0
BUILDING ONE SERVICES CORP    EQUITY   120114103       11      900 SH       DEFINED             18,21,22      400        0      500
BUILDING ONE SERVICES CORP    EQUITY   120114103        3      203 SH       DEFINED     3,13,14,26,29,30      203        0        0
BURLINGTON COAT FACTORY       EQUITY   121579106     4754   242240 SH       DEFINED                12,21   242240        0        0
BURLINGTON COAT FACTORY       EQUITY   121579106       47     2393 SH       DEFINED             18,21,22       13        0     2380
BURLINGTON COAT FACTORY       EQUITY   121579106     1929    98272 SH       DEFINED                21,31    98272        0        0
BURLINGTON INDUSTRIES INC-NEW EQUITY   121693105      233    44916 SH       DEFINED                12,21    44916        0        0
BURLINGTON INDUSTRIES INC-NEW EQUITY   121693105       37     7042 SH       DEFINED             18,21,22     5442        0     1600
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      117     4284 SH       DEFINED               -          4284        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104     1427    52380 SH       DEFINED                  4,6    46245        0     6135
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104     3278   120302 SH       DEFINED                12,21   120302        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      174     6389 SH       DEFINED          15,18,21,22     5644        0      745
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      111     4091 SH       DEFINED             16,18,21     4091        0        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104    18551   680763 SH       DEFINED             18,21,22   252130        0   428633
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      366    13438 SH       DEFINED                   25        0    13438        0
BURLINGTON NORTHERN SANTA FE  EQUITY   12189T104      824    30250 SH       DEFINED                21,31    30250        0        0
BURLINGTON RES INC            EQUITY   122014103       81     2185 SH       DEFINED               -          2185        0        0
BURLINGTON RES INC            EQUITY   122014103     2122    57441 SH       DEFINED                  4,6    34566    10000    12875
BURLINGTON RES INC            EQUITY   122014103    57638  1560395 SH       DEFINED                12,21  1560395        0        0
BURLINGTON RES INC            EQUITY   122014103      276     7462 SH       DEFINED          15,18,21,22     3977        0     3485
BURLINGTON RES INC            EQUITY   122014103       30      800 SH       DEFINED             16,18,21      800        0        0
BURLINGTON RES INC            EQUITY   122014103    22237   602010 SH       DEFINED             18,21,22   218521        0   383489
BURLINGTON RES INC            EQUITY   122014103      188     5095 SH       DEFINED                   25        0     5095        0
BURLINGTON RES INC            EQUITY   122014103      467    12654 SH       DEFINED                21,31    12654        0        0
*** BURMAH CASTROL PLC        EQUITY   122169303      126     4199 SH       DEFINED                18,21     4199        0        0
*** BURMAH CASTROL PLC        EQUITY   122169303       76     2537 SH       DEFINED             18,21,22     2537        0        0
BURNHAM PACIFIC PROPERTIES IN EQUITY   12232C108      277    25800 SH       DEFINED                12,21    25800        0        0
BURNHAM PACIFIC PROPERTIES IN EQUITY   12232C108       17     1537 SH       DEFINED             18,21,22     1055        0      482
BURNS INTL SVCS CORP          EQUITY   122374101      206    13000 SH       DEFINED                12,21    13000        0        0
BURNS INTL SVCS CORP          EQUITY   122374101        8      500 SH       DEFINED             18,21,22        0        0      500
BURR-BROWN CORP               EQUITY   122574106        3       85 SH       DEFINED               -            85        0        0
BURR-BROWN CORP               EQUITY   122574106     1070    27705 SH       DEFINED                12,21    27705        0        0
BURR-BROWN CORP               EQUITY   122574106      525    13595 SH       DEFINED          15,18,21,22    10224        0     3371
BURR-BROWN CORP               EQUITY   122574106    14447   374035 SH       DEFINED             18,21,22   260762        0   113273
BURR-BROWN CORP               EQUITY   122574106       15      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
BUSH BOAKE ALLEN INC          EQUITY   123162109      137     5359 SH       DEFINED                12,21     5359        0        0
BUSH BOAKE ALLEN INC          EQUITY   123162109     1376    53972 SH       DEFINED             18,21,22    53552        0      420
*** BUSINESS OBJECTS SA       EQUITY   12328X107      642    11000 SH       DEFINED                12,21    11000        0        0
*** BUSINESS OBJECTS SA       EQUITY   12328X107      753    12900 SH       DEFINED             18,21,22        0        0    12900
*** BUSINESS OBJECTS SA       EQUITY   12328X107       23      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
BUTLER MANUFACTURING CO DE    EQUITY   123655102     2344    89503 SH       DEFINED                12,21    89503        0        0
BUTLER MANUFACTURING CO DE    EQUITY   123655102       27     1031 SH       DEFINED             18,21,22      995        0       36
C&D TECHNOLOGIES INC          EQUITY   124661109      107     3000 SH       DEFINED                  4,6        0        0     3000
C&D TECHNOLOGIES INC          EQUITY   124661109     6303   176626 SH       DEFINED                12,21   176626        0        0
C&D TECHNOLOGIES INC          EQUITY   124661109       50     1395 SH       DEFINED          15,18,21,22     1201        0      194
C&D TECHNOLOGIES INC          EQUITY   124661109       21      600 SH       DEFINED             16,18,21      600        0        0
C&D TECHNOLOGIES INC          EQUITY   124661109      311     8720 SH       DEFINED             18,21,22      706        0     8014
C&D TECHNOLOGIES INC          EQUITY   124661109      161     4500 SH       DEFINED                   25        0     4500        0
C&D TECHNOLOGIES INC          EQUITY   124661109     4222   118305 SH       DEFINED                21,31   118305        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100        2      100 SH       DEFINED               -           100        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100      426    17696 SH       DEFINED                12,21    17696        0        0
CBL & ASSOC PPTYS INC         EQUITY   124830100       33     1385 SH       DEFINED          15,18,21,22     1145        0      240
CBL & ASSOC PPTYS INC         EQUITY   124830100     1166    48449 SH       DEFINED             18,21,22    27199        0    21250
*** CBT GROUP PUB LTD-        EQUITY   124853300       96     3900 SH       DEFINED                  4,6      500        0     3400
*** CBT GROUP PUB LTD-        EQUITY   124853300     2463   100000 SH       DEFINED                12,21   100000        0        0
*** CBT GROUP PUB LTD-        EQUITY   124853300      213     8635 SH       DEFINED          15,18,21,22     6386        0     2249
*** CBT GROUP PUB LTD-        EQUITY   124853300     6280   255029 SH       DEFINED             18,21,22   144754        0   110275
CCC INFORMATION SVCS GROUP IN EQUITY   12487Q109      377    27400 SH       DEFINED                12,21    27400        0        0
CCC INFORMATION SVCS GROUP IN EQUITY   12487Q109       14     1000 SH       DEFINED             18,21,22        0        0     1000
CCB FINANCIAL CORP            EQUITY   124875105      207     5000 SH       DEFINED                    6     5000        0        0
CCB FINANCIAL CORP            EQUITY   124875105     1106    26735 SH       DEFINED                12,21    26735        0        0
CCB FINANCIAL CORP            EQUITY   124875105       83     2000 SH       DEFINED          15,18,21,22      186        0     1814
CCB FINANCIAL CORP            EQUITY   124875105     2137    51659 SH       DEFINED             18,21,22    31622        0    20036
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108     6122   427750 SH       DEFINED                1,4,6   427750        0        0
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108      293    20439 SH       DEFINED                12,21    20439        0        0
CB RICHARD ELLIS SVCS INC     EQUITY   12489L108      609    42531 SH       DEFINED             18,21,22    16995        0    25536
CBRL GROUP INC                EQUITY   12489V106      717    47411 SH       DEFINED                12,21    47411        0        0
CBRL GROUP INC                EQUITY   12489V106      201    13260 SH       DEFINED          15,18,21,22      960        0    12300
CBRL GROUP INC                EQUITY   12489V106     4290   283611 SH       DEFINED             18,21,22   267118        0    16493
CBS CORPORATION               EQUITY   12490K107      335     7005 SH       DEFINED               -          7005        0        0
CBS CORPORATION               EQUITY   12490K107     3645    76128 SH       DEFINED                  4,6    32143     1300    42685
CBS CORPORATION               EQUITY   12490K107   299324  6252191 SH       DEFINED                12,21  6252191        0        0
CBS CORPORATION               EQUITY   12490K107     3169    66194 SH       DEFINED          15,18,21,22    34289        0    31905
CBS CORPORATION               EQUITY   12490K107     2796    58400 SH       DEFINED             16,18,21    58400        0        0
CBS CORPORATION               OPTION   12490K107    40694   850000 SH  CALL DEFINED       17,18,19,20,21   850000        0        0
CBS CORPORATION               EQUITY   12490K107   130942  2735077 SH       DEFINED             18,21,22  1506467        0  1228610
CBS CORPORATION               OPTION   12490K107    41699   871000 SH  CALL DEFINED             18,21,22   850000        0    21000
CBS CORPORATION               OPTION   12490K107       29      600 SH  PUT  DEFINED             18,21,22        0        0      600
CBS CORPORATION               EQUITY   12490K107     2101    43883 SH       DEFINED                   25        0    43883        0
CBS CORPORATION               EQUITY   12490K107     2420    50548 SH       DEFINED     3,13,14,26,29,30    50548        0        0
CBS CORPORATION               EQUITY   12490K107     2443    51036 SH       DEFINED                21,31    51036        0        0
CFW COMMUNICATIONS            EQUITY   124923103      334    14600 SH       DEFINED                12,21    14600        0        0
C-COR.NET CORPORATION         EQUITY   125010108      351    12425 SH       DEFINED               -         12425        0        0
C-COR.NET CORPORATION         EQUITY   125010108    20395   721950 SH       DEFINED                12,21   721950        0        0
C-COR.NET CORPORATION         EQUITY   125010108      292    10320 SH       DEFINED          15,18,21,22     2385        0     7935
C-COR.NET CORPORATION         EQUITY   125010108      509    18000 SH       DEFINED             16,18,21    18000        0        0
C-COR.NET CORPORATION         EQUITY   125010108    14249   504404 SH       DEFINED             18,21,22   200340        0   304064
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     3246    76206 SH       DEFINED                  4,6    27865    31516    16825
C-CUBE MICROSYSTEMS INC       EQUITY   125015107       21      495 SH       DEFINED                  6,7        0        0      495
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     5069   119000 SH       DEFINED                12,21   119000        0        0
C-CUBE MICROSYSTEMS INC       EQUITY   125015107      154     3617 SH       DEFINED          15,18,21,22     2996        0      621
C-CUBE MICROSYSTEMS INC       EQUITY   125015107       26      600 SH       DEFINED                18,21      600        0        0
C-CUBE MICROSYSTEMS INC       EQUITY   125015107    13636   320144 SH       DEFINED             18,21,22    49231        0   270913
C-CUBE MICROSYSTEMS INC       EQUITY   125015107     1989    46700 SH       DEFINED                21,31    46700        0        0
CDI CORP                      EQUITY   125071100     3752   133400 SH       DEFINED                12,21   133400        0        0
CDI CORP                      EQUITY   125071100       15      525 SH       DEFINED          15,18,21,22      383        0      142
CDI CORP                      EQUITY   125071100     1909    67871 SH       DEFINED             18,21,22    51586        0    16285
CDNOW INC -NEW-               EQUITY   125086108      223    17854 SH       DEFINED                12,21    17854        0        0
CDNOW INC -NEW-               EQUITY   125086108        6      500 SH       DEFINED             18,21,22        0        0      500
CD RADIO INC                  EQUITY   125127100     1081    42400 SH       DEFINED                12,21    42400        0        0
CD RADIO INC                  EQUITY   125127100     2096    82186 SH       DEFINED             18,21,22    43135        0    39051
CD RADIO INC                  OPTION   125127100      217     8500 SH  PUT  DEFINED             18,21,22        0        0     8500
CD RADIO INC                  EQUITY   125127100      694    27200 SH       DEFINED                21,31    27200        0        0
CDW COMPUTER CENTERS INC      EQUITY   125129106       89     1800 SH       DEFINED                  4,6        0        0     1800
CDW COMPUTER CENTERS INC      EQUITY   125129106     2237    45331 SH       DEFINED                12,21    45331        0        0
CDW COMPUTER CENTERS INC      EQUITY   125129106       15      300 SH       DEFINED          15,18,21,22        0        0      300
CDW COMPUTER CENTERS INC      EQUITY   125129106       61     1239 SH       DEFINED             18,21,22     1113        0      126
CEC ENTERTAINMENT INC         EQUITY   125137109     5455   159862 SH       DEFINED                12,21   159862        0        0
CEC ENTERTAINMENT INC         EQUITY   125137109      179     5250 SH       DEFINED             18,21,22     1950        0     3300
CEC ENTERTAINMENT INC         EQUITY   125137109      483    14150 SH       DEFINED                   25        0    14150        0
CEC ENTERTAINMENT INC         EQUITY   125137109       15      450 SH       DEFINED     3,13,14,26,29,30      450        0        0
CEC ENTERTAINMENT INC         EQUITY   125137109     1751    51300 SH       DEFINED                21,31    51300        0        0
CFS BANCORP INC               EQUITY   12525D102      184    17800 SH       DEFINED                12,21    17800        0        0
CFM TECHNOLOGIES              EQUITY   12525K106        2      189 SH       DEFINED          15,18,21,22      189        0        0
CFM TECHNOLOGIES              EQUITY   12525K106      464    57994 SH       DEFINED             18,21,22    46610        0    11384
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     2921    88196 SH       DEFINED                  4,6    31240    37651    19305
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100       18      535 SH       DEFINED                  6,7        0        0      535
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     1448    43700 SH       DEFINED                12,21    43700        0        0
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100       39     1190 SH       DEFINED          15,18,21,22      765        0      425
C.H. ROBINSON WORLDWIDE INC   EQUITY   12541W100     2364    71356 SH       DEFINED             18,21,22    61006        0    10350
CHS ELECTRONICS INC NEW       EQUITY   12542A206       32    25663 SH       DEFINED                12,21    25663        0        0
CHS ELECTRONICS INC NEW       EQUITY   12542A206        9     7239 SH       DEFINED             18,21,22      668        0     6571
C I G N A CORP                EQUITY   125509109     1375    17305 SH       DEFINED               -         17305        0        0
C I G N A CORP                EQUITY   125509109    17100   215264 SH       DEFINED                  4,6    34779   160675    19810
C I G N A CORP                EQUITY   125509109   108313  1363491 SH       DEFINED                12,21  1363491        0        0
C I G N A CORP                EQUITY   125509109     3619    45551 SH       DEFINED          15,18,21,22    30196        0    15354
C I G N A CORP                EQUITY   125509109     7277    91600 SH       DEFINED             16,18,21    91600        0        0
C I G N A CORP                EQUITY   125509109   332880  4190433 SH       DEFINED             18,21,22  1192799        0  2997633
C I G N A CORP                EQUITY   125509109     1346    16945 SH       DEFINED                   25        0    16945        0
C I G N A CORP                EQUITY   125509109      842    10600 SH       DEFINED     3,13,14,26,29,30    10600        0        0
C I G N A CORP                EQUITY   125509109     1077    13563 SH       DEFINED                21,31    13563        0        0
CIT GROUP INC CLASS A         EQUITY   125577106        4      205 SH       DEFINED               -           205        0        0
CIT GROUP INC CLASS A         EQUITY   125577106     5045   247594 SH       DEFINED                12,21   247594        0        0
CIT GROUP INC CLASS A         EQUITY   125577106      311    15245 SH       DEFINED          15,18,21,22    10905        0     4340
CIT GROUP INC CLASS A         EQUITY   125577106     7316   359090 SH       DEFINED             18,21,22   231993        0   127097
CIT GROUP INC CLASS A         EQUITY   125577106      479    23500 SH       DEFINED     3,13,14,26,29,30    23500        0        0
CKE RESTAURANTS INC CV SUB    CORPBOND 12561EAB1      197   300000 PRN      DEFINED                12,21   300000        0        0
CKE RESTAURANTS INC CV SUB    CORPBOND 12561EAB1     1973  3000000 PRN      DEFINED             16,18,21  3000000        0        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105      827   114000 SH       DEFINED   2,3,11,13,14,29,30        0   114000        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105      365    50350 SH       DEFINED                12,21    50350        0        0
CKE RESTAURANTS INC-DEL       EQUITY   12561E105      164    22565 SH       DEFINED             18,21,22     9885        0    12680
CKE RESTAURANTS INC-DEL       EQUITY   12561E105        2      220 SH       DEFINED     3,13,14,26,29,30      220        0        0
CLECO CORP                    EQUITY   12561W105      596    18407 SH       DEFINED                12,21    18407        0        0
CLECO CORP                    EQUITY   12561W105        1       43 SH       DEFINED          15,18,21,22       43        0        0
CLECO CORP                    EQUITY   12561W105     1971    60886 SH       DEFINED             18,21,22    31047        0    29839
CK WITCO CORP                 EQUITY   12562C108      186    13054 SH       DEFINED                  4,6    13054        0        0
CK WITCO CORP                 EQUITY   12562C108     2578   180939 SH       DEFINED                12,21   180939        0        0
CK WITCO CORP                 EQUITY   12562C108        9      600 SH       DEFINED          15,18,21,22      300        0      300
CK WITCO CORP                 EQUITY   12562C108      900    63175 SH       DEFINED             18,21,22    11247        0    51928
CK WITCO CORP                 EQUITY   12562C108      272    19100 SH       DEFINED                   25        0    19100        0
CK WITCO CORP                 EQUITY   12562C108     1670   117181 SH       DEFINED                21,31   117181        0        0
CMGI INC                      EQUITY   125750109      600     6050 SH       DEFINED               -          6050        0        0
CMGI INC                      EQUITY   125750109     5218    52610 SH       DEFINED                  4,6     4200        0    48410
CMGI INC                      EQUITY   125750109      952     9600 SH       DEFINED                  6,7     9600        0        0
CMGI INC                      EQUITY   125750109    13239   133475 SH       DEFINED                12,21   133475        0        0
CMGI INC                      EQUITY   125750109       22      224 SH       DEFINED          15,18,21,22        0        0      224
CMGI INC                      EQUITY   125750109     7300    73600 SH       DEFINED             16,18,21    73600        0        0
CMGI INC                      EQUITY   125750109    40306   406356 SH       DEFINED             18,21,22   313434        0    92922
CMGI INC                      EQUITY   125750109       99     1000 SH       DEFINED                21,31     1000        0        0
CMI CORP OKLA CL A            EQUITY   125761304      132    18500 SH       DEFINED                12,21    18500        0        0
CMI CORP OKLA CL A            EQUITY   125761304       71    10006 SH       DEFINED             18,21,22        6        0    10000
CMP GROUP INC                 EQUITY   125887109        3      100 SH       DEFINED               -           100        0        0
CMP GROUP INC                 EQUITY   125887109     4394   166600 SH       DEFINED                12,21   166600        0        0
CMP GROUP INC                 EQUITY   125887109       91     3462 SH       DEFINED             18,21,22     1504        0     1958
CMS ENERGY CORP               EQUITY   125896100       24      700 SH       DEFINED               -           700        0        0
CMS ENERGY CORP               EQUITY   125896100     1675    49710 SH       DEFINED                  4,6    24100        0    25610
CMS ENERGY CORP               EQUITY   125896100    11323   336126 SH       DEFINED                12,21   336126        0        0
CMS ENERGY CORP               EQUITY   125896100        7      200 SH       DEFINED          15,18,21,22      100        0      100
CMS ENERGY CORP               EQUITY   125896100     2377    70571 SH       DEFINED             18,21,22    36035        0    34536
CMS ENERGY CORP               EQUITY   125896100      111     3300 SH       DEFINED                   25        0     3300        0
CMS ENERGY CORP               EQUITY   125896100      842    25000 SH       DEFINED     3,13,14,26,29,30    25000        0        0
CMS ENERGY CORP               EQUITY   125896100      305     9047 SH       DEFINED                21,31     9047        0        0
CMS ENERGY CORP UNITS ADJ CON EQUITY   125896308     1463    40000 SH       DEFINED                12,21    40000        0        0
CMS ENERGY CORP UNITS ADJ CON EQUITY   125896308     4122   112750 SH       DEFINED             18,21,22   109940        0     2810
CPI CORP                      EQUITY   125902106      329     9600 SH       DEFINED                12,21     9600        0        0
CPI CORP                      EQUITY   125902106      144     4193 SH       DEFINED          15,18,21,22     2623        0     1570
CPI CORP                      EQUITY   125902106     2441    71260 SH       DEFINED             18,21,22    44664        0    26596
CSS INDUSTRIES INC            EQUITY   125906107      117     5155 SH       DEFINED                12,21     5155        0        0
CSS INDUSTRIES INC            EQUITY   125906107       91     4017 SH       DEFINED             18,21,22       17        0     4000
CNET INC CV SUB NOTES-BK/ENTR CORPBOND 125945AA3      612   380000 PRN      DEFINED             18,21,22   380000        0        0
CNET INC CV SUB NOTES-BK/ENTR CORPBOND 125945AC9     4850  3010000 PRN      DEFINED             18,21,22  3010000        0        0
CNET INC                      EQUITY   125945105    15447   273392 SH       DEFINED                12,21   273392        0        0
CNET INC                      EQUITY   125945105      114     2015 SH       DEFINED          15,18,21,22      220        0     1795
CNET INC                      EQUITY   125945105     7205   127514 SH       DEFINED             18,21,22    74235        0    53279
CNET INC                      OPTION   125945105        6      100 SH  PUT  DEFINED             18,21,22        0        0      100
CTG RESOURCES INC             EQUITY   125957100      238     6800 SH       DEFINED                12,21     6800        0        0
CTG RESOURCES INC             EQUITY   125957100      100     2848 SH       DEFINED             18,21,22     2021        0      827
CTB INTERNATIONAL CORP        EQUITY   125960104      243    40000 SH       DEFINED                12,21    40000        0        0
CSK AUTO CORP                 EQUITY   125965103       19      900 SH       DEFINED               -           900        0        0
CSK AUTO CORP                 EQUITY   125965103       21     1000 SH       DEFINED                  4,6        0        0     1000
CSK AUTO CORP                 EQUITY   125965103      825    39300 SH       DEFINED                12,21    39300        0        0
CSK AUTO CORP                 EQUITY   125965103       96     4585 SH       DEFINED          15,18,21,22     3495        0     1090
CSK AUTO CORP                 EQUITY   125965103     3849   183296 SH       DEFINED             18,21,22   123454        0    59842
CSK AUTO CORP                 EQUITY   125965103        6      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
CSK AUTO CORP                 EQUITY   125965103      384    18300 SH       DEFINED                21,31    18300        0        0
CNA FINANCIAL CORP            EQUITY   126117100     3514   102039 SH       DEFINED                12,21   102039        0        0
CNA FINANCIAL CORP            EQUITY   126117100      156     4525 SH       DEFINED             16,18,21     4525        0        0
CNA FINANCIAL CORP            EQUITY   126117100     1950    56626 SH       DEFINED             18,21,22    34535        0    22091
CNA SURETY CORP               EQUITY   12612L108       95     7376 SH       DEFINED                12,21     7376        0        0
CNA SURETY CORP               EQUITY   12612L108       46     3540 SH       DEFINED          15,18,21,22     2165        0     1375
CNA SURETY CORP               EQUITY   12612L108       64     5000 SH       DEFINED             16,18,21     5000        0        0
CNA SURETY CORP               EQUITY   12612L108     2001   155447 SH       DEFINED             18,21,22   118162        0    37285
CNF TRUST I SER A CONV PFD    EQUITY   12612V205     1428    26750 SH       DEFINED                12,21    26750        0        0
CNF TRUST I SER A CONV PFD    EQUITY   12612V205        7      140 SH       DEFINED          15,18,21,22        0        0      140
CNF TRUST I SER A CONV PFD    EQUITY   12612V205     1334    25000 SH       DEFINED             16,18,21    25000        0        0
CNF TRUST I SER A CONV PFD    EQUITY   12612V205      618    11577 SH       DEFINED             18,21,22     9017        0     2560
CNF TRANSPORTATION INC        EQUITY   12612W104     7666   209660 SH       DEFINED                  4,6   103525    35205    70930
CNF TRANSPORTATION INC        EQUITY   12612W104       21      575 SH       DEFINED                  6,7        0        0      575
CNF TRANSPORTATION INC        EQUITY   12612W104     5707   156089 SH       DEFINED                12,21   156089        0        0
CNF TRANSPORTATION INC        EQUITY   12612W104      560    15315 SH       DEFINED          15,18,21,22    11571        0     3743
CNF TRANSPORTATION INC        EQUITY   12612W104    17061   466607 SH       DEFINED             18,21,22   276235        0   190371
CNF TRANSPORTATION INC        EQUITY   12612W104     2669    72999 SH       DEFINED                21,31    72999        0        0
CNB BANCSHARES INC            EQUITY   126126101      216     4114 SH       DEFINED                12,21     4114        0        0
CNB BANCSHARES INC            EQUITY   126126101       56     1060 SH       DEFINED             18,21,22     1042        0       18
CNS INC                       EQUITY   126136100     3211   870640 SH       DEFINED             18,21,22   723480        0   147160
*** CRH PLC ADR-USD           EQUITY   12626K203      331    17330 SH       DEFINED               -         17330        0        0
*** CRH PLC ADR-USD           EQUITY   12626K203       72     3765 SH       DEFINED          15,18,21,22     1150        0     2615
*** CRH PLC ADR-USD           EQUITY   12626K203     3998   209063 SH       DEFINED             18,21,22    79110        0   129953
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109     6244   253582 SH       DEFINED                12,21   253582        0        0
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109      676    27472 SH       DEFINED          15,18,21,22    17246        0    10226
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109    25333  1028739 SH       DEFINED             18,21,22   811245        0   217494
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109      163     6600 SH       DEFINED                   25        0     6600        0
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109        7      280 SH       DEFINED     3,13,14,26,29,30      280        0        0
CSG SYSTEMS INTERNATIONAL INC EQUITY   126349109     2654   107794 SH       DEFINED                21,31   107794        0        0
CSX CORP                      EQUITY   126408103       83     2000 SH       DEFINED               -          2000        0        0
CSX CORP                      EQUITY   126408103      637    15374 SH       DEFINED                  4,6    12774        0     2600
CSX CORP                      EQUITY   126408103      993    23956 SH       DEFINED                12,21    23956        0        0
CSX CORP                      EQUITY   126408103       50     1215 SH       DEFINED          15,18,21,22       90        0     1125
CSX CORP                      EQUITY   126408103      133     3200 SH       DEFINED             16,18,21     3200        0        0
CSX CORP                      EQUITY   126408103     5284   127523 SH       DEFINED             18,21,22    62439        0    65084
CSX CORP                      EQUITY   126408103      262     6319 SH       DEFINED                   25        0     6319        0
CSX CORP                      EQUITY   126408103      275     6627 SH       DEFINED     3,13,14,26,29,30     6627        0        0
CSX CORP                      EQUITY   126408103      662    15981 SH       DEFINED                21,31    15981        0        0
CTC COMMUNICATIONS CORP       EQUITY   126418102     2221   133600 SH       DEFINED                12,21   133600        0        0
CTC COMMUNICATIONS CORP       EQUITY   126418102      193    11593 SH       DEFINED             18,21,22     3000        0     8593
CTC COMMUNICATIONS CORP       EQUITY   126418102      123     7400 SH       DEFINED                   25        0     7400        0
CT COMMUNICATIONS INC         EQUITY   126426402      355     7400 SH       DEFINED                12,21     7400        0        0
CT COMMUNICATIONS INC         EQUITY   126426402        1       13 SH       DEFINED             18,21,22       13        0        0
CTS CORP                      EQUITY   126501105     1744    32600 SH       DEFINED                  4,6      800        0    31800
CTS CORP                      EQUITY   126501105     5040    94200 SH       DEFINED                12,21    94200        0        0
CTS CORP                      EQUITY   126501105      510     9535 SH       DEFINED          15,18,21,22     4565        0     4970
CTS CORP                      EQUITY   126501105    10209   190822 SH       DEFINED             18,21,22   137724        0    53098
CTS CORP                      EQUITY   126501105     1402    26200 SH       DEFINED                   25        0    26200        0
CTS CORP                      EQUITY   126501105     1792    33500 SH       DEFINED                21,31    33500        0        0
CUNO INCORPORATED             EQUITY   126583103      326    16100 SH       DEFINED                12,21    16100        0        0
CUNO INCORPORATED             EQUITY   126583103       61     3000 SH       DEFINED             18,21,22     1300        0     1700
C V B FINANCIAL CORP          EQUITY   126600105      338    12721 SH       DEFINED                12,21    12721        0        0
C V B FINANCIAL CORP          EQUITY   126600105       66     2497 SH       DEFINED             18,21,22     2233        0      264
CVS CORP                      EQUITY   126650100      304     7990 SH       DEFINED               -          7990        0        0
CVS CORP                      EQUITY   126650100     4140   108948 SH       DEFINED                  4,6    46983        0    61965
CVS CORP                      EQUITY   126650100    11756   309365 SH       DEFINED                12,21   309365        0        0
CVS CORP                      EQUITY   126650100     3627    95451 SH       DEFINED          15,18,21,22    47957        0    47494
CVS CORP                      EQUITY   126650100    88830  2337622 SH       DEFINED             18,21,22  1127033        0  1210589
CVS CORP                      OPTION   126650100    11248   296000 SH  CALL DEFINED             18,21,22   296000        0        0
CVS CORP                      OPTION   126650100     9747   256500 SH  PUT  DEFINED             18,21,22   256000        0      500
CVS CORP                      EQUITY   126650100     4660   122636 SH       DEFINED                   25        0   122636        0
CVS CORP                      EQUITY   126650100      537    14127 SH       DEFINED     3,13,14,26,29,30    14127        0        0
CVS CORP                      EQUITY   126650100     1070    28160 SH       DEFINED                21,31    28160        0        0
CABCO-JC PENNEY               EQUITY   126797208      281    12570 SH       DEFINED             18,21,22     2070        0    10500
*** CABLE & WIRELESS SPONSORE EQUITY   12682P104     4080    80000 SH       DEFINED                18,21    80000        0        0
*** CABLE & WIRELESS SPONSORE EQUITY   12682P104       61     1188 SH       DEFINED             18,21,22      113        0     1075
*** CABLE & WIRELESS HKT SPON EQUITY   126828102       65     2990 SH       DEFINED               -          2990        0        0
*** CABLE & WIRELESS HKT SPON EQUITY   126828102      221    10220 SH       DEFINED          15,18,21,22     1295        0     8925
*** CABLE & WIRELESS HKT SPON EQUITY   126828102      973    45000 SH       DEFINED       17,18,19,20,21    45000        0        0
*** CABLE & WIRELESS HKT SPON EQUITY   126828102     3637   168202 SH       DEFINED             18,21,22   121170        0    47032
*** CABLE & WIRELESS HKT SPON EQUITY   126828102     1186    54865 SH       DEFINED                   25        0    54865        0
*** CABLE & WIRELESS PLC      EQUITY   126830207      265     8124 SH       DEFINED                  4,6     8124        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207     1984    60815 SH       DEFINED                12,21    60815        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207        7      200 SH       DEFINED             16,18,21      200        0        0
*** CABLE & WIRELESS PLC      EQUITY   126830207      898    27528 SH       DEFINED             18,21,22    10558        0    16970
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109    45840   634464 SH       DEFINED                12,21   634464        0        0
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109        4       50 SH       DEFINED          15,18,21,22       50        0        0
CABLEVISION SYSTEMS CORP CL A OPTION   12686C109    32513   450000 SH  CALL DEFINED       17,18,19,20,21   450000        0        0
CABLEVISION SYSTEMS CORP CL A OPTION   12686C109    32513   450000 SH  CALL DEFINED             18,21,22   450000        0        0
CABLEVISION SYSTEMS CORP CL A EQUITY   12686C109    12368   171177 SH       DEFINED             18,21,22   125665        0    45512
CABLETRON SYS INC             EQUITY   126920107     2585   164144 SH       DEFINED                12,21   164144        0        0
CABLETRON SYS INC             EQUITY   126920107      135     8600 SH       DEFINED                18,21     8600        0        0
CABLETRON SYS INC             EQUITY   126920107     1461    92770 SH       DEFINED             18,21,22    40402        0    52368
CABLETRON SYS INC             OPTION   126920107      164    10400 SH  CALL DEFINED             18,21,22        0        0    10400
CABLETRON SYS INC             OPTION   126920107      158    10000 SH  PUT  DEFINED             18,21,22        0        0    10000
CABLETRON SYS INC             EQUITY   126920107       75     4792 SH       DEFINED                   25        0     4792        0
CABLETRON SYS INC             EQUITY   126920107      174    11037 SH       DEFINED                21,31    11037        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109       34     1500 SH       DEFINED               -          1500        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109     1030    45900 SH       DEFINED                  4,6     1000        0    44900
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109     1562    69594 SH       DEFINED                12,21    69594        0        0
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109     2199    98002 SH       DEFINED             18,21,22    59959        0    38043
CABLE DESIGN TECHNOLOGIES COR EQUITY   126924109      238    10600 SH       DEFINED                   25        0    10600        0
CABOT CORP                    EQUITY   127055101      759    33000 SH       DEFINED                12,21    33000        0        0
CABOT CORP                    EQUITY   127055101      849    36900 SH       DEFINED             18,21,22    14110        0    22790
CABOT INDL TR COM SH BEN INT  EQUITY   127072106     3336   173300 SH       DEFINED                12,21   173300        0        0
CABOT INDL TR COM SH BEN INT  EQUITY   127072106     4311   223952 SH       DEFINED             18,21,22   211879        0    12073
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      618    35800 SH       DEFINED   2,3,11,13,14,29,30        0    35800        0
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      314    18229 SH       DEFINED                12,21    18229        0        0
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103      129     7460 SH       DEFINED          15,18,21,22     4950        0     2510
CABOT OIL & GAS CORP CLASS A  EQUITY   127097103     3007   174317 SH       DEFINED             18,21,22   112459        0    61857
CACI INTL INC CL A            EQUITY   127190304       19      900 SH       DEFINED               -           900        0        0
CACI INTL INC CL A            EQUITY   127190304     1953    92700 SH       DEFINED                12,21    92700        0        0
CACI INTL INC CL A            EQUITY   127190304       17      820 SH       DEFINED          15,18,21,22      735        0       85
CACI INTL INC CL A            EQUITY   127190304      761    36117 SH       DEFINED             18,21,22    26755        0     9362
CACI INTL INC CL A            EQUITY   127190304      647    30700 SH       DEFINED                   25        0    30700        0
CACI INTL INC CL A            EQUITY   127190304      864    41000 SH       DEFINED                21,31    41000        0        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302      521    19005 SH       DEFINED               -         19005        0        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302      173     6300 SH       DEFINED                  4,6     6300        0        0
*** CADBURY SCHWEPPES PLC     EQUITY   127209302     2233    81371 SH       DEFINED          15,18,21,22    52060        0    29311
*** CADBURY SCHWEPPES PLC     EQUITY   127209302    65204  2376394 SH       DEFINED             18,21,22  1704223        0   672170
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108       19     1395 SH       DEFINED                  4,6     1395        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108     1149    85476 SH       DEFINED                12,21    85476        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108       14     1045 SH       DEFINED          15,18,21,22      300        0      745
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108     1776   132134 SH       DEFINED             18,21,22    18834        0   113300
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      431    32100 SH       DEFINED                   25        0    32100        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      738    54910 SH       DEFINED     3,13,14,26,29,30    54910        0        0
CADENCE DESIGN SYSTEMS INC    EQUITY   127387108      393    29250 SH       DEFINED                21,31    29250        0        0
CADIZ INC                     EQUITY   127537108      354    38300 SH       DEFINED                12,21    38300        0        0
CADIZ INC                     EQUITY   127537108       57     6115 SH       DEFINED             18,21,22     2257        0     3858
CAERE CORP                    EQUITY   127646107       98    12750 SH       DEFINED             18,21,22     1650        0    11100
CAL DIVE INTERNATIONAL INC    EQUITY   127914109     1651    50025 SH       DEFINED                12,21    50025        0        0
CAL DIVE INTERNATIONAL INC    EQUITY   127914109      298     9034 SH       DEFINED             18,21,22     3968        0     5066
CAL DIVE INTERNATIONAL INC    EQUITY   127914109       17      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
CAL DIVE INTERNATIONAL INC    EQUITY   127914109     1490    45165 SH       DEFINED                21,31    45165        0        0
CAL-MAINE FOODS INC-NEW       EQUITY   128030202      168    42700 SH       DEFINED             18,21,22        0        0    42700
CALGON CARBON CORPORATION     EQUITY   129603106     6261   894400 SH       DEFINED   2,3,11,13,14,29,30        0   894400        0
CALGON CARBON CORPORATION     EQUITY   129603106      207    29526 SH       DEFINED                12,21    29526        0        0
CALGON CARBON CORPORATION     EQUITY   129603106      153    21787 SH       DEFINED             18,21,22     2220        0    19567
CALIFORNIA AMPLIFIER INC DE   EQUITY   129900106     1705   117593 SH       DEFINED             18,21,22    77033        0    40560
CALIBER LEARNING NETWORK INC  EQUITY   129914107        4     2000 SH       DEFINED             18,21,22     2000        0        0
CALIBER LEARNING NETWORK INC  EQUITY   129914107       25    12125 SH       DEFINED     3,13,14,26,29,30    12125        0        0
CALIFORNIA MICRO DEVICES CORP EQUITY   130439102     1598   345500 SH       DEFINED                12,21   345500        0        0
CALIFORNIA MICRO DEVICES CORP EQUITY   130439102     3261   705000 SH       DEFINED             18,21,22     5000        0   700000
CALIFORNIA WATER SERVICE GROU EQUITY   130788102      241     9068 SH       DEFINED                12,21     9068        0        0
CALIFORNIA WATER SERVICE GROU EQUITY   130788102      175     6604 SH       DEFINED             18,21,22     2064        0     4540
CALLAWAY GOLF COMPANY         EQUITY   131193104       28     2300 SH       DEFINED               -          2300        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104     1848   154000 SH       DEFINED   2,3,11,13,14,29,30        0   154000        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      941    78410 SH       DEFINED                12,21    78410        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      720    60028 SH       DEFINED          15,18,21,22    12018        0    48009
CALLAWAY GOLF COMPANY         EQUITY   131193104     1301   108429 SH       DEFINED             18,21,22    37800        0    70628
CALLAWAY GOLF COMPANY         EQUITY   131193104       12     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
CALLAWAY GOLF COMPANY         EQUITY   131193104      390    32500 SH       DEFINED                21,31    32500        0        0
CALPINE CORP                  EQUITY   131347106       34      400 SH       DEFINED               -           400        0        0
CALPINE CORP                  EQUITY   131347106     6445    75495 SH       DEFINED                  4,6        0        0    75495
CALPINE CORP                  EQUITY   131347106     9490   111160 SH       DEFINED                12,21   111160        0        0
CALPINE CORP                  EQUITY   131347106       78      915 SH       DEFINED          15,18,21,22      800        0      115
CALPINE CORP                  EQUITY   131347106     3531    41360 SH       DEFINED             18,21,22    25741        0    15619
CALPINE CORP                  EQUITY   131347106     1912    22400 SH       DEFINED     3,13,14,26,29,30    22400        0        0
CALPINE CORP                  EQUITY   131347106     3812    44653 SH       DEFINED                21,31    44653        0        0
*** CAMBIOR INC               EQUITY   13201L103      579   162600 SH       DEFINED   2,3,11,13,14,29,30        0   162600        0
*** CAMBIOR INC               EQUITY   13201L103      140    39275 SH       DEFINED             18,21,22    37483        0     1792
CAMBREX CORPORATION           EQUITY   132011107     1825    68552 SH       DEFINED                12,21    68552        0        0
CAMBREX CORPORATION           EQUITY   132011107       26      980 SH       DEFINED          15,18,21,22      980        0        0
CAMBREX CORPORATION           EQUITY   132011107     1979    74340 SH       DEFINED             18,21,22    34380        0    39960
CAMBREX CORPORATION           EQUITY   132011107      312    11700 SH       DEFINED                   25        0    11700        0
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109       51     3630 SH       DEFINED                  4,6        0        0     3630
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109      760    54500 SH       DEFINED                12,21    54500        0        0
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109      125     8973 SH       DEFINED          15,18,21,22     3973        0     5000
CAMBRIDGE TECH PARTNERS MASS  EQUITY   132524109     5989   429712 SH       DEFINED             18,21,22   140658        0   289054
CAMBRIDGE TECH PARTNERS MASS  OPTION   132524109     1115    80000 SH  CALL DEFINED             18,21,22    80000        0        0
CAMBRIDGE TECH PARTNERS MASS  OPTION   132524109     1115    80000 SH  PUT  DEFINED             18,21,22    80000        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102        5      180 SH       DEFINED               -           180        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102      227     8640 SH       DEFINED                  4,6        0     3800     4840
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102     6215   236177 SH       DEFINED                12,21   236177        0        0
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102      135     5123 SH       DEFINED          15,18,21,22     4698        0      425
CAMDEN PROPERTY TRUST  SBI    EQUITY   133131102     6767   257180 SH       DEFINED             18,21,22   222121        0    35059
CAMPBELL SOUP CO              EQUITY   134429109      160     4114 SH       DEFINED               -          4114        0        0
CAMPBELL SOUP CO              EQUITY   134429109      268     6900 SH       DEFINED                  4,6      900        0     6000
CAMPBELL SOUP CO              EQUITY   134429109     3410    87708 SH       DEFINED                12,21    87708        0        0
CAMPBELL SOUP CO              EQUITY   134429109       47     1211 SH       DEFINED          15,18,21,22      106        0     1105
CAMPBELL SOUP CO              EQUITY   134429109       21      540 SH       DEFINED             16,18,21      540        0        0
CAMPBELL SOUP CO              EQUITY   134429109     8016   206200 SH       DEFINED             18,21,22    89459        0   116740
CAMPBELL SOUP CO              EQUITY   134429109      628    16146 SH       DEFINED                   25        0    16146        0
CAMPBELL SOUP CO              EQUITY   134429109      253     6500 SH       DEFINED     3,13,14,26,29,30     6500        0        0
CAMPBELL SOUP CO              EQUITY   134429109     1111    28581 SH       DEFINED                21,31    28581        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100      157     7145 SH       DEFINED               -          7145        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     5945   271000 SH       DEFINED                  4,6   271000        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100    48294  2201400 SH       DEFINED                12,21  2201400        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     5970   272124 SH       DEFINED          15,18,21,22   162479        0   109645
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     1281    58400 SH       DEFINED             16,18,21    58400        0        0
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100   138112  6295540 SH       DEFINED             18,21,22  4255882        0  2039658
*** CANADIAN PACIFIC LTD ORD  EQUITY   135923100     2808   128000 SH       DEFINED                   25        0   128000        0
*** CANADIAN IMPERIAL BANK OF EQUITY   136069101     5322   276483 SH       DEFINED                  4,6   276483        0        0
*** CANADIAN IMPERIAL BANK OF EQUITY   136069101      127     6606 SH       DEFINED             18,21,22     2659        0     3947
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102        4      130 SH       DEFINED               -           130        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102       56     1914 SH       DEFINED                  4,6     1914        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102    28600   973600 SH       DEFINED                12,21   973600        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102     1904    64800 SH       DEFINED             16,18,21    64800        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375102      538    18330 SH       DEFINED             18,21,22     2448        0    15882
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409     3189    63000 SH       DEFINED                12,21    63000        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409       10      200 SH       DEFINED          15,18,21,22        0        0      200
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409    14418   284800 SH       DEFINED             16,18,21   284800        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409     1953    38570 SH       DEFINED             18,21,22    31935        0     6635
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409      101     2000 SH       DEFINED     3,13,14,26,29,30     2000        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409     1358    26830 SH       DEFINED        3,13,27,28,30    26830        0        0
*** CANADIAN NATL RAILWAY CO  EQUITY   136375409      970    19170 SH       DEFINED           3,13,29,30    19170        0        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     2787    47041 SH       DEFINED                12,21    47041        0        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200       14      234 SH       DEFINED          15,18,21,22      234        0        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     1329    22433 SH       DEFINED             18,21,22    14893        0     7540
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200      367     6200 SH       DEFINED                   25        0     6200        0
CANANDAIGUA BRANDS INC CL A   EQUITY   137219200     3207    54122 SH       DEFINED                21,31    54122        0        0
*** CANON INC ADR             EQUITY   138006309     1073    36220 SH       DEFINED               -         36220        0        0
*** CANON INC ADR             EQUITY   138006309     2922    98632 SH       DEFINED          15,18,21,22    55012        0    43620
*** CANON INC ADR             EQUITY   138006309      104     3500 SH       DEFINED             16,18,21     3500        0        0
*** CANON INC ADR             EQUITY   138006309    61732  2083789 SH       DEFINED             18,21,22  1458520        0   625268
*** CANON INC ADR             EQUITY   138006309      466    15744 SH       DEFINED                   25        0    15744        0
CAPITAL AUTOMOTIVE REIT       EQUITY   139733109      216    17700 SH       DEFINED                12,21    17700        0        0
CAPITAL AUTOMOTIVE REIT       EQUITY   139733109       22     1797 SH       DEFINED             18,21,22     1797        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105       66     1700 SH       DEFINED               -          1700        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      193     5000 SH       DEFINED                    6     5000        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105    89406  2318444 SH       DEFINED                12,21  2318444        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      476    12345 SH       DEFINED          15,18,21,22     7085        0     5260
CAPITAL ONE FINL CORP         EQUITY   14040H105    13288   344573 SH       DEFINED             18,21,22   196239        0   148333
CAPITAL ONE FINL CORP         EQUITY   14040H105      278     7200 SH       DEFINED                   25        0     7200        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      409    10608 SH       DEFINED     3,13,14,26,29,30    10608        0        0
CAPITAL ONE FINL CORP         EQUITY   14040H105      599    15522 SH       DEFINED                21,31    15522        0        0
CAPITAL RE CORPORATION        EQUITY   140432105     5011   520600 SH       DEFINED                12,21   520600        0        0
CAPITAL RE CORPORATION        EQUITY   140432105       40     4120 SH       DEFINED          15,18,21,22     4120        0        0
CAPITAL RE CORPORATION        EQUITY   140432105     1183   122871 SH       DEFINED             18,21,22   103070        0    19800
CAPITAL SENIOR LIVING CORP    EQUITY   140475104       74    10100 SH       DEFINED                12,21    10100        0        0
CAPITAL SENIOR LIVING CORP    EQUITY   140475104       63     8645 SH       DEFINED          15,18,21,22     6575        0     2070
CAPITAL SENIOR LIVING CORP    EQUITY   140475104     1420   194110 SH       DEFINED             18,21,22   133047        0    61063
CAPITOL FEDERAL FINANCIAL     EQUITY   14057C106      781    78300 SH       DEFINED                12,21    78300        0        0
CAPITOL FEDERAL FINANCIAL     EQUITY   14057C106      956    95931 SH       DEFINED             18,21,22    16140        0    79791
CAPROCK COMMUNICATIONS CORP   EQUITY   140667106      837    36200 SH       DEFINED                12,21    36200        0        0
CAPROCK COMMUNICATIONS CORP   EQUITY   140667106        2       84 SH       DEFINED             18,21,22       83        0        1
CAPSTEAD MORTGAGE CORP        EQUITY   14067E100      219    54644 SH       DEFINED                12,21    54644        0        0
CAPSTEAD MORTGAGE CORP        EQUITY   14067E100       10     2378 SH       DEFINED          15,18,21,22        0        0     2378
CAPSTEAD MORTGAGE CORP        EQUITY   14067E100     1415   353697 SH       DEFINED             18,21,22   303018        0    50679
CAPTEC NET LEASE REALTY INC   EQUITY   140724105     1540   140000 SH       DEFINED                12,21   140000        0        0
CAPTEC NET LEASE REALTY INC   EQUITY   140724105      296    26950 SH       DEFINED             18,21,22    10800        0    16150
CARAUSTAR INDUSTRIES INC      EQUITY   140909102     4989   203905 SH       DEFINED                12,21   203905        0        0
CARAUSTAR INDUSTRIES INC      EQUITY   140909102       15      600 SH       DEFINED          15,18,21,22        0        0      600
CARAUSTAR INDUSTRIES INC      EQUITY   140909102       45     1824 SH       DEFINED             18,21,22     1008        0      816
CARDINAL HEALTH INC           EQUITY   14149Y108      128     2275 SH       DEFINED               -          2275        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108     3532    62655 SH       DEFINED                  4,6    41597        0    21058
CARDINAL HEALTH INC           EQUITY   14149Y108    27605   489670 SH       DEFINED                12,21   489670        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108     1421    25209 SH       DEFINED          15,18,21,22    15118        0    10091
CARDINAL HEALTH INC           EQUITY   14149Y108    34713   615757 SH       DEFINED             18,21,22   409194        0   206562
CARDINAL HEALTH INC           OPTION   14149Y108     1691    30000 SH  CALL DEFINED             18,21,22    30000        0        0
CARDINAL HEALTH INC           OPTION   14149Y108     1691    30000 SH  PUT  DEFINED             18,21,22    30000        0        0
CARDINAL HEALTH INC           EQUITY   14149Y108      440     7800 SH       DEFINED                   25        0     7800        0
CARDINAL HEALTH INC           EQUITY   14149Y108      992    17592 SH       DEFINED                21,31    17592        0        0
CAREER ED CORP                EQUITY   141665109      221     8100 SH       DEFINED                12,21     8100        0        0
CAREER ED CORP                EQUITY   141665109       69     2523 SH       DEFINED             18,21,22     2003        0      520
CAREINSITE INC                EQUITY   14170M106       69     1415 SH       DEFINED          15,18,21,22     1115        0      300
CAREINSITE INC                EQUITY   14170M106     1963    40465 SH       DEFINED             18,21,22    27380        0    13085
CAREMATRIX CORPORATION        EQUITY   141706101      230    43800 SH       DEFINED                12,21    43800        0        0
CAREMATRIX CORPORATION        EQUITY   141706101       30     5693 SH       DEFINED             18,21,22     4358        0     1335
CAREMATRIX CORPORATION        EQUITY   141706101      179    34100 SH       DEFINED                21,31    34100        0        0
CAREY DIVERSIFIED LLC         EQUITY   14174P105     1066    59448 SH       DEFINED             18,21,22    25295        0    34152
CAREY INTERNATIONAL INC       EQUITY   141750109      247    10300 SH       DEFINED                12,21    10300        0        0
CAREY INTERNATIONAL INC       EQUITY   141750109      101     4235 SH       DEFINED          15,18,21,22     3275        0      960
CAREY INTERNATIONAL INC       EQUITY   141750109     2249    93935 SH       DEFINED             18,21,22    64953        0    28982
CARDIOTHORACIC SYS INC        EQUITY   141907105      238    14200 SH       DEFINED                12,21    14200        0        0
CARDIOTHORACIC SYS INC        EQUITY   141907105       52     3100 SH       DEFINED             18,21,22        0        0     3100
CARLISLE COS INC              EQUITY   142339100       26      660 SH       DEFINED               -           660        0        0
CARLISLE COS INC              EQUITY   142339100     2590    66935 SH       DEFINED                  4,6    24745    27110    15080
CARLISLE COS INC              EQUITY   142339100       17      450 SH       DEFINED                  6,7        0        0      450
CARLISLE COS INC              EQUITY   142339100     8316   214948 SH       DEFINED                12,21   214948        0        0
CARLISLE COS INC              EQUITY   142339100      283     7320 SH       DEFINED          15,18,21,22     3280        0     4040
CARLISLE COS INC              EQUITY   142339100     5794   149754 SH       DEFINED             18,21,22    96323        0    53430
CARLISLE COS INC              EQUITY   142339100      143     3700 SH       DEFINED                   25        0     3700        0
CARLISLE COS INC              EQUITY   142339100      809    20900 SH       DEFINED                21,31    20900        0        0
*** CARLTON COMMUNICATIONS PL EQUITY   142872209       87     2355 SH       DEFINED          15,18,21,22     1715        0      640
*** CARLTON COMMUNICATIONS PL EQUITY   142872209     1188    32104 SH       DEFINED             18,21,22    26221        0     5883
CARMIKE CINEMAS INC CL A      EQUITY   143436103      100     7600 SH       DEFINED                12,21     7600        0        0
CARMIKE CINEMAS INC CL A      EQUITY   143436103        9      720 SH       DEFINED          15,18,21,22      300        0      420
CARMIKE CINEMAS INC CL A      EQUITY   143436103      118     8935 SH       DEFINED             18,21,22     5705        0     3230
*** CARNIVAL CORP             EQUITY   143658102      552    12350 SH       DEFINED               -         12350        0        0
*** CARNIVAL CORP             EQUITY   143658102    26777   599205 SH       DEFINED                  4,6   207370   207245   184590
*** CARNIVAL CORP             EQUITY   143658102      232     5200 SH       DEFINED                  6,7        0        0     5200
*** CARNIVAL CORP             EQUITY   143658102     2673    59816 SH       DEFINED                12,21    59816        0        0
*** CARNIVAL CORP             EQUITY   143658102     6860   153498 SH       DEFINED          15,18,21,22    85381        0    68117
*** CARNIVAL CORP             EQUITY   143658102   158486  3546489 SH       DEFINED             18,21,22  2040948        0  1505541
*** CARNIVAL CORP             EQUITY   143658102     1975    44200 SH       DEFINED                   25        0    44200        0
*** CARNIVAL CORP             EQUITY   143658102      483    10800 SH       DEFINED     3,13,14,26,29,30    10800        0        0
*** CARNIVAL CORP             EQUITY   143658102     1752    39216 SH       DEFINED                21,31    39216        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108      355    17900 SH       DEFINED                12,21    17900        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108        3      164 SH       DEFINED          15,18,21,22      164        0        0
CAROLINA FIRST CORPORATION    EQUITY   143877108      241    12163 SH       DEFINED             18,21,22     9321        0     2842
CARRIAGE SERVICES INC CLASS A EQUITY   143905107       85    10600 SH       DEFINED                12,21    10600        0        0
CARRIAGE SERVICES INC CLASS A EQUITY   143905107       28     3510 SH       DEFINED          15,18,21,22     2635        0      875
CARRIAGE SERVICES INC CLASS A EQUITY   143905107      689    85482 SH       DEFINED             18,21,22    59083        0    26399
CAROLINA POWER & LIGHT CO     EQUITY   144141108      276     7660 SH       DEFINED               -          7660        0        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      563    15650 SH       DEFINED                  4,6    12000      950     2700
CAROLINA POWER & LIGHT CO     EQUITY   144141108     3388    94122 SH       DEFINED                12,21    94122        0        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      184     5117 SH       DEFINED          15,18,21,22      600        0     4517
CAROLINA POWER & LIGHT CO     EQUITY   144141108     4813   133690 SH       DEFINED             18,21,22    66093        0    67597
CAROLINA POWER & LIGHT CO     EQUITY   144141108      163     4527 SH       DEFINED                   25        0     4527        0
CAROLINA POWER & LIGHT CO     EQUITY   144141108      359     9986 SH       DEFINED                21,31     9986        0        0
CARPENTER TECHNOLOGY CORP     EQUITY   144285103     3236   139170 SH       DEFINED                12,21   139170        0        0
CARPENTER TECHNOLOGY CORP     EQUITY   144285103       67     2870 SH       DEFINED          15,18,21,22     1720        0     1150
CARPENTER TECHNOLOGY CORP     EQUITY   144285103     3428   147441 SH       DEFINED             18,21,22    77764        0    69677
CARRAMERICA REALTY CORP       EQUITY   144418100        7      340 SH       DEFINED               -           340        0        0
CARRAMERICA REALTY CORP       EQUITY   144418100       70     3200 SH       DEFINED                12,21     3200        0        0
CARRAMERICA REALTY CORP       EQUITY   144418100      116     5265 SH       DEFINED          15,18,21,22     4470        0      795
CARRAMERICA REALTY CORP       EQUITY   144418100     4209   191318 SH       DEFINED             18,21,22   102556        0    88761
CARRIER ACCESS CORP           EQUITY   144460102     1570    36600 SH       DEFINED                12,21    36600        0        0
CARRIER ACCESS CORP           EQUITY   144460102       54     1261 SH       DEFINED             18,21,22        0        0     1261
CARRIER ACCESS CORP           EQUITY   144460102     1133    26400 SH       DEFINED                21,31    26400        0        0
CARTER WALLACE INC DE         EQUITY   146285101     1058    59200 SH       DEFINED   2,3,11,13,14,29,30        0    59200        0
CARTER WALLACE INC DE         EQUITY   146285101      318    17800 SH       DEFINED                12,21    17800        0        0
CARTER WALLACE INC DE         EQUITY   146285101      226    12650 SH       DEFINED          15,18,21,22     4500        0     8150
CARTER WALLACE INC DE         EQUITY   146285101      397    22193 SH       DEFINED             18,21,22    14918        0     7275
CASCADE NATURAL GAS CORP      EQUITY   147339105      161     9000 SH       DEFINED                12,21     9000        0        0
CASCADE NATURAL GAS CORP      EQUITY   147339105      189    10587 SH       DEFINED             18,21,22     7012        0     3575
CASCADE NATURAL GAS CORP      EQUITY   147339105      331    18500 SH       DEFINED                   25        0    18500        0
CASE CORPORATION              EQUITY   14743R103       24      480 SH       DEFINED               -           480        0        0
CASE CORPORATION              EQUITY   14743R103     2115    42400 SH       DEFINED   2,3,11,13,14,29,30        0    42400        0
CASE CORPORATION              EQUITY   14743R103      614    12317 SH       DEFINED                12,21    12317        0        0
CASE CORPORATION              EQUITY   14743R103      749    15027 SH       DEFINED          15,18,21,22    10181        0     4846
CASE CORPORATION              EQUITY   14743R103    26125   523816 SH       DEFINED             18,21,22   375391        0   148425
CASE CORPORATION              EQUITY   14743R103     1113    22321 SH       DEFINED                   25        0    22321        0
CASE CORPORATION              EQUITY   14743R103      240     4820 SH       DEFINED                21,31     4820        0        0
CASELLA WASTE SYSTEMS INC     EQUITY   147448104      164     9700 SH       DEFINED                12,21     9700        0        0
CASELLA WASTE SYSTEMS INC     EQUITY   147448104       76     4475 SH       DEFINED          15,18,21,22     3345        0     1130
CASELLA WASTE SYSTEMS INC     EQUITY   147448104     1824   107709 SH       DEFINED             18,21,22    74358        0    33351
CASEYS GENERAL STORES INC     EQUITY   147528103       97     7430 SH       DEFINED               -          7430        0        0
CASEYS GENERAL STORES INC     EQUITY   147528103      711    54446 SH       DEFINED                12,21    54446        0        0
CASEYS GENERAL STORES INC     EQUITY   147528103     1426   109160 SH       DEFINED          15,18,21,22    60200        0    48960
CASEYS GENERAL STORES INC     EQUITY   147528103    33005  2526614 SH       DEFINED             18,21,22  1374748        0  1151865
CASH AMERICA INTERNATIONAL IN EQUITY   14754D100      191    20012 SH       DEFINED                12,21    20012        0        0
CASH AMERICA INTERNATIONAL IN EQUITY   14754D100       26     2754 SH       DEFINED             18,21,22      254        0     2500
A M CASTLE & CO               EQUITY   148411101      136    10846 SH       DEFINED                12,21    10846        0        0
A M CASTLE & CO               EQUITY   148411101       10      781 SH       DEFINED             18,21,22      544        0      237
CASTLE & COOKE INC NEW        EQUITY   148433105      194    12537 SH       DEFINED                12,21    12537        0        0
CASTLE & COOKE INC NEW        EQUITY   148433105     1106    71387 SH       DEFINED             18,21,22    61803        0     9584
CATALINA MARKETING CORP       EQUITY   148867104        8      100 SH       DEFINED               -           100        0        0
CATALINA MARKETING CORP       EQUITY   148867104     7396    88514 SH       DEFINED                  4,6    25850    28359    34305
CATALINA MARKETING CORP       EQUITY   148867104       39      470 SH       DEFINED                  6,7        0        0      470
CATALINA MARKETING CORP       EQUITY   148867104      400     4783 SH       DEFINED                12,21     4783        0        0
CATALINA MARKETING CORP       EQUITY   148867104      580     6937 SH       DEFINED             18,21,22     4353        0     2584
CATALYTICA INC                EQUITY   148885106     1623   111000 SH       DEFINED                12,21   111000        0        0
CATALYTICA INC                EQUITY   148885106        1      100 SH       DEFINED          15,18,21,22      100        0        0
CATALYTICA INC                EQUITY   148885106      722    49353 SH       DEFINED             18,21,22      768        0    48585
CATELLUS DEV CORP NEW         EQUITY   149111106     1356   115416 SH       DEFINED                12,21   115416        0        0
CATELLUS DEV CORP NEW         EQUITY   149111106        1      111 SH       DEFINED             16,18,21      111        0        0
CATELLUS DEV CORP NEW         EQUITY   149111106      340    28934 SH       DEFINED             18,21,22     8368        0    20566
CATERPILLAR INC               EQUITY   149123101      396     7380 SH       DEFINED               -          7380        0        0
CATERPILLAR INC               EQUITY   149123101     9803   182600 SH       DEFINED   2,3,11,13,14,29,30        0   182600        0
CATERPILLAR INC               EQUITY   149123101     5539   103170 SH       DEFINED                  4,6    80725        0    22445
CATERPILLAR INC               EQUITY   149123101     2024    37700 SH       DEFINED                  6,7    37700        0        0
CATERPILLAR INC               EQUITY   149123101    51281   955163 SH       DEFINED                12,21   955163        0        0
CATERPILLAR INC               EQUITY   149123101    10737   199991 SH       DEFINED          15,18,21,22   115277        0    84714
CATERPILLAR INC               EQUITY   149123101   285499  5317742 SH       DEFINED             18,21,22  3132734        0  2185007
CATERPILLAR INC               OPTION   149123101      580    10800 SH  CALL DEFINED             18,21,22    10000        0      800
CATERPILLAR INC               OPTION   149123101      660    12300 SH  PUT  DEFINED             18,21,22    10000        0     2300
CATERPILLAR INC               EQUITY   149123101     6406   119314 SH       DEFINED                   25        0   119314        0
CATERPILLAR INC               EQUITY   149123101      272     5067 SH       DEFINED     3,13,14,26,29,30     5067        0        0
CATERPILLAR INC               EQUITY   149123101     1640    30551 SH       DEFINED                21,31    30551        0        0
CATHAY BANCORP INC            EQUITY   149150104      817    23300 SH       DEFINED                12,21    23300        0        0
CATHAY BANCORP INC            EQUITY   149150104      134     3807 SH       DEFINED             18,21,22       76        0     3731
CATHAY BANCORP INC            EQUITY   149150104       95     2700 SH       DEFINED                   25        0     2700        0
CATO CORP NEW CL A            EQUITY   149205106     1611   113053 SH       DEFINED                12,21   113053        0        0
CATO CORP NEW CL A            EQUITY   149205106      204    14310 SH       DEFINED             18,21,22    14254        0       56
CATO CORP NEW CL A            EQUITY   149205106     2522   176987 SH       DEFINED                21,31   176987        0        0
CATSKILL FINANCIAL CORP       EQUITY   149348104      167    11021 SH       DEFINED             18,21,22     5651        0     5370
CAVALIER HOMES INC            EQUITY   149507105      124    24875 SH       DEFINED               -         24875        0        0
CAVALIER HOMES INC            EQUITY   149507105        6     1203 SH       DEFINED             18,21,22        3        0     1200
CEDAR FAIR L P DEPOSITARY UNI EQUITY   150185106     1116    53281 SH       DEFINED             18,21,22    26898        0    26383
CELADON GROUP INC             EQUITY   150838100     3233   438358 SH       DEFINED               4,6,10   438358        0        0
CELADON GROUP INC             EQUITY   150838100        1      200 SH       DEFINED             18,21,22        0        0      200
CELLSTAR CORP                 EQUITY   150925105      314    38100 SH       DEFINED                12,21    38100        0        0
CELLSTAR CORP                 EQUITY   150925105        5      600 SH       DEFINED             16,18,21      600        0        0
CELLSTAR CORP                 EQUITY   150925105      451    54727 SH       DEFINED             18,21,22      611        0    54116
*** CELESTICA INC SUB VTG SHS EQUITY   15101Q108    12448   260000 SH       DEFINED                12,21   260000        0        0
*** CELESTICA INC SUB VTG SHS EQUITY   15101Q108    10614   221700 SH       DEFINED             16,18,21   221700        0        0
*** CELESTICA INC SUB VTG SHS EQUITY   15101Q108       98     2040 SH       DEFINED             18,21,22     1010        0     1030
CELGENE CORP                  EQUITY   151020104     1556    58300 SH       DEFINED                12,21    58300        0        0
CELGENE CORP                  EQUITY   151020104       45     1700 SH       DEFINED          15,18,21,22     1700        0        0
CELGENE CORP                  EQUITY   151020104      140     5232 SH       DEFINED             18,21,22     1152        0     4080
CELGENE CORP                  EQUITY   151020104       88     3300 SH       DEFINED                   25        0     3300        0
CELL PATHWAYS INC NEW         EQUITY   15114R101      182    19300 SH       DEFINED                12,21    19300        0        0
CELL PATHWAYS INC NEW         EQUITY   15114R101       48     5108 SH       DEFINED             18,21,22     3008        0     2100
CELLEGY PHARMACEUTICALS INC   EQUITY   15115L103      121    14400 SH       DEFINED             18,21,22     1200        0    13200
CELLNET DATA SYSTEMS INC      EQUITY   15115M101        2      500 SH       DEFINED                  4,6        0        0      500
CELLNET DATA SYSTEMS INC      EQUITY   15115M101      159    41600 SH       DEFINED                12,21    41600        0        0
CELLNET DATA SYSTEMS INC      EQUITY   15115M101       52    13636 SH       DEFINED             18,21,22      836        0    12800
*** CEMEX S.A.SPON ADR NEW    EQUITY   151290889        3      110 SH       DEFINED          15,18,21,22       64        0       46
*** CEMEX S.A.SPON ADR NEW    EQUITY   151290889      821    34223 SH       DEFINED             18,21,22    28535        0     5688
CENDANT CORP                  EQUITY   151313103       88     5104 SH       DEFINED               -          5104        0        0
CENDANT CORP                  EQUITY   151313103      291    16813 SH       DEFINED                  4,6     4806        0    12007
CENDANT CORP                  EQUITY   151313103    92622  5349844 SH       DEFINED                12,21  5349844        0        0
CENDANT CORP                  EQUITY   151313103      867    50093 SH       DEFINED          15,18,21,22    19993        0    30100
CENDANT CORP                  OPTION   151313103     3463   200000 SH  CALL DEFINED       17,18,19,20,21   200000        0        0
CENDANT CORP                  EQUITY   151313103    37596  2171521 SH       DEFINED             18,21,22  1265437        0   906084
CENDANT CORP                  OPTION   151313103     3471   200500 SH  CALL DEFINED             18,21,22   200000        0      500
CENDANT CORP                  OPTION   151313103       26     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
CENDANT CORP                  EQUITY   151313103      640    36983 SH       DEFINED                   25        0    36983        0
CENDANT CORP                  EQUITY   151313103     4202   242730 SH       DEFINED     3,13,14,26,29,30   242730        0        0
CENDANT CORP                  EQUITY   151313103     1050    60646 SH       DEFINED                21,31    60646        0        0
CENTENNIAL BANCORP            EQUITY   15133T104      229    20338 SH       DEFINED                12,21    20338        0        0
CENTENNIAL BANCORP            EQUITY   15133T104       21     1853 SH       DEFINED             18,21,22     1228        0      625
CENTENNIAL CELLULAR CORP CL A EQUITY   15133V208      203     4579 SH       DEFINED                12,21     4579        0        0
CENTENNIAL CELLULAR CORP CL A EQUITY   15133V208       24      532 SH       DEFINED             18,21,22      517        0       15
CENTER TRUST INC CV S/D SER A CORPBOND 151845AA2      135   142000 PRN      DEFINED             18,21,22   115000        0    27000
CENTER TR INC                 EQUITY   151845104      187    18000 SH       DEFINED                12,21    18000        0        0
CENTER TR INC                 EQUITY   151845104      129    12427 SH       DEFINED             18,21,22     6443        0     5984
CENTERPOINT PPTYS TRUST       EQUITY   151895109      543    16496 SH       DEFINED                12,21    16496        0        0
CENTERPOINT PPTYS TRUST       EQUITY   151895109       18      539 SH       DEFINED          15,18,21,22      539        0        0
CENTERPOINT PPTYS TRUST       EQUITY   151895109     1362    41351 SH       DEFINED             18,21,22    14817        0    26533
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109     5880   158397 SH       DEFINED                12,21   158397        0        0
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109        1       17 SH       DEFINED             18,21,22        1        0       16
CENTEX CONSTRUCTION PRODUCTS  EQUITY   15231R109     2958    79688 SH       DEFINED                21,31    79688        0        0
CENTEX CORP                   EQUITY   152312104     6544   228622 SH       DEFINED                12,21   228622        0        0
CENTEX CORP                   EQUITY   152312104       15      526 SH       DEFINED          15,18,21,22      126        0      400
CENTEX CORP                   EQUITY   152312104     1477    51605 SH       DEFINED             18,21,22    29221        0    22383
CENTEX CORP                   EQUITY   152312104       50     1760 SH       DEFINED                   25        0     1760        0
CENTEX CORP                   EQUITY   152312104     2621    91559 SH       DEFINED                21,31    91559        0        0
CENTOCOR INC CV SUB NOTES     CORPBOND 152342AC5       33    25000 PRN      DEFINED                12,21    25000        0        0
CENTOCOR INC CV SUB NOTES     CORPBOND 152342AC5     5423  4081000 PRN      DEFINED             16,18,21  4081000        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1      599   451000 PRN      DEFINED                12,21   451000        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1     7101  5344000 PRN      DEFINED             16,18,21  5344000        0        0
CENTOCOR INC CV SUB NOTES-    CORPBOND 152342AE1     1539  1158000 PRN      DEFINED             18,21,22  1110000        0    48000
CENTOCOR  INC                 EQUITY   152342101     1707    28593 SH       DEFINED                12,21    28593        0        0
CENTOCOR  INC                 EQUITY   152342101     2623    43950 SH       DEFINED             18,21,22    37921        0     6029
CENTOCOR  INC                 EQUITY   152342101      131     2200 SH       DEFINED     3,13,14,26,29,30     2200        0        0
CENTOCOR  INC                 EQUITY   152342101      615    10311 SH       DEFINED                21,31    10311        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      120     5579 SH       DEFINED               -          5579        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      761    35400 SH       DEFINED                  4,6    31800        0     3600
CENTRAL & SOUTH WEST CORP     EQUITY   152357109     8049   374349 SH       DEFINED                12,21   374349        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109       46     2148 SH       DEFINED          15,18,21,22     1108        0     1040
CENTRAL & SOUTH WEST CORP     EQUITY   152357109       86     4000 SH       DEFINED             16,18,21     4000        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109     1845    85798 SH       DEFINED             18,21,22    49401        0    36396
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      129     5995 SH       DEFINED                   25        0     5995        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      356    16563 SH       DEFINED     3,13,14,26,29,30    16563        0        0
CENTRAL & SOUTH WEST CORP     EQUITY   152357109      317    14766 SH       DEFINED                21,31    14766        0        0
CENTRAL EUROPEAN EQUITY FUND  EQUITY   153436100      228    18687 SH       DEFINED             18,21,22     8777        0     9910
CENTRAL EUROPEAN VALUE FUND   EQUITY   153455100        3      268 SH       DEFINED          15,18,21,22      159        0      109
CENTRAL EUROPEAN VALUE FUND   EQUITY   153455100      413    41187 SH       DEFINED             18,21,22    33113        0     8074
CENTRAL GARDEN & PET CO       EQUITY   153527106        3      380 SH       DEFINED               -           380        0        0
CENTRAL GARDEN & PET CO       EQUITY   153527106      613    77800 SH       DEFINED                12,21    77800        0        0
CENTRAL GARDEN & PET CO       EQUITY   153527106        7      929 SH       DEFINED             18,21,22      829        0      100
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102       19      475 SH       DEFINED               -           475        0        0
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102      555    13800 SH       DEFINED                12,21    13800        0        0
CENTRAL HUDSON GAS & ELEC COR EQUITY   153609102      566    14050 SH       DEFINED             18,21,22     2356        0    11694
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101     6255   141354 SH       DEFINED                12,21   141354        0        0
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101       22      486 SH       DEFINED             18,21,22      386        0      100
CENTRAL NEWPAPERS INC CL A    EQUITY   154647101      823    18600 SH       DEFINED                21,31    18600        0        0
CENTRAL PKG CORP              EQUITY   154785109      380    13350 SH       DEFINED                12,21    13350        0        0
CENTRAL PKG CORP              EQUITY   154785109      170     5989 SH       DEFINED          15,18,21,22      100        0     5889
CENTRAL PKG CORP              EQUITY   154785109      342    12029 SH       DEFINED             18,21,22     3230        0     8799
CENTRAL SECURITIES CORP       EQUITY   155123102       13      500 SH       DEFINED          15,18,21,22        0        0      500
CENTRAL SECURITIES CORP       EQUITY   155123102      530    20438 SH       DEFINED             18,21,22    10295        0    10143
CENTRAL VERMONT PUB SVC CORP  EQUITY   155771108       50     3750 SH       DEFINED               -          3750        0        0
CENTRAL VERMONT PUB SVC CORP  EQUITY   155771108      296    22308 SH       DEFINED             18,21,22    14972        0     7336
CENTRIS GROUP INC             EQUITY   155904105      548    53500 SH       DEFINED                  4,6        0    53500        0
CENTURA BKS INC               EQUITY   15640T100       47     1125 SH       DEFINED                  4,6        0        0     1125
CENTURA BKS INC               EQUITY   15640T100     1272    30751 SH       DEFINED                12,21    30751        0        0
CENTURA BKS INC               EQUITY   15640T100      117     2818 SH       DEFINED          15,18,21,22      628        0     2189
CENTURA BKS INC               EQUITY   15640T100      914    22096 SH       DEFINED             18,21,22    14521        0     7575
CENTURA BKS INC               EQUITY   15640T100     1992    48157 SH       DEFINED                21,31    48157        0        0
CENTURA SOFTWARE CORP         EQUITY   15640W103       56    64103 SH       DEFINED        3,13,29,30,32        0        0    64103
CENTURY ALUMINUM COMPANY      EQUITY   156431108      778    71106 SH       DEFINED             18,21,22        1        0    71105
CENTURY BUSINESS SERVICES     EQUITY   156490104      699    62100 SH       DEFINED                12,21    62100        0        0
CENTURY BUSINESS SERVICES     EQUITY   156490104     1635   145315 SH       DEFINED             18,21,22   143867        0     1448
CENTURY BUSINESS SERVICES     EQUITY   156490104      213    18907 SH       DEFINED        3,13,27,28,30    18907        0        0
CENTURY COMMUNICATIONS CORP   EQUITY   156503104      671    15168 SH       DEFINED                12,21    15168        0        0
CENTURY COMMUNICATIONS CORP   EQUITY   156503104     2441    55163 SH       DEFINED             18,21,22    33072        0    22091
CENTURY SOUTH BKS INC         EQUITY   156683104      188     7900 SH       DEFINED                12,21     7900        0        0
CENTURY SOUTH BKS INC         EQUITY   156683104       62     2605 SH       DEFINED          15,18,21,22      379        0     2226
CENTURYTEL INC                EQUITY   156700106      425    10712 SH       DEFINED               -         10712        0        0
CENTURYTEL INC                EQUITY   156700106     1730    43592 SH       DEFINED                  4,6    12900        0    30692
CENTURYTEL INC                EQUITY   156700106    36743   925807 SH       DEFINED                12,21   925807        0        0
CENTURYTEL INC                EQUITY   156700106      374     9415 SH       DEFINED          15,18,21,22     2877        0     6538
CENTURYTEL INC                EQUITY   156700106    79172  1994858 SH       DEFINED             18,21,22  1057869        0   936989
CENTURYTEL INC                EQUITY   156700106      163     4100 SH       DEFINED                   25        0     4100        0
CENTURYTEL INC                EQUITY   156700106      544    13700 SH       DEFINED     3,13,14,26,29,30    13700        0        0
CENTURYTEL INC                EQUITY   156700106     2249    56673 SH       DEFINED                21,31    56673        0        0
CEPHALON INC                  EQUITY   156708109      545    30500 SH       DEFINED                12,21    30500        0        0
CEPHALON INC                  EQUITY   156708109      615    34424 SH       DEFINED             18,21,22    33152        0     1272
CERADYNE INC-CALIF            EQUITY   156710105      108    28710 SH       DEFINED             18,21,22     2000        0    26710
CERIDIAN CORP                 EQUITY   15677T106        1       60 SH       DEFINED               -            60        0        0
CERIDIAN CORP                 EQUITY   15677T106     7451   361249 SH       DEFINED                  4,6   150600    51849   158800
CERIDIAN CORP                 EQUITY   15677T106    19934   966503 SH       DEFINED                12,21   966503        0        0
CERIDIAN CORP                 EQUITY   15677T106      160     7753 SH       DEFINED          15,18,21,22     6658        0     1095
CERIDIAN CORP                 EQUITY   15677T106       91     4400 SH       DEFINED             16,18,21     4400        0        0
CERIDIAN CORP                 EQUITY   15677T106     5527   267971 SH       DEFINED             18,21,22   192062        0    75909
CERIDIAN CORP                 EQUITY   15677T106      107     5206 SH       DEFINED                   25        0     5206        0
CERIDIAN CORP                 EQUITY   15677T106      187     9064 SH       DEFINED                21,31     9064        0        0
CERNER CORP                   EQUITY   156782104      424    28300 SH       DEFINED                12,21    28300        0        0
CERNER CORP                   EQUITY   156782104     2141   143012 SH       DEFINED             18,21,22    39412        0   103600
CERUS CORP                    EQUITY   157085101     1159    53600 SH       DEFINED             18,21,22        0        0    53600
CHAMPION ENTERPRISES INC      EQUITY   158496109      725    79444 SH       DEFINED                12,21    79444        0        0
CHAMPION ENTERPRISES INC      EQUITY   158496109     1596   174932 SH       DEFINED             18,21,22    63906        0   111026
CHAMPION INTERNATIONAL CORP   EQUITY   158525105        5      100 SH       DEFINED               -           100        0        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105     1645    32500 SH       DEFINED                  4,6     3100        0    29400
CHAMPION INTERNATIONAL CORP   EQUITY   158525105    10799   213306 SH       DEFINED                12,21   213306        0        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105       29      566 SH       DEFINED          15,18,21,22      121        0      445
CHAMPION INTERNATIONAL CORP   EQUITY   158525105     1241    24507 SH       DEFINED             18,21,22    20736        0     3771
CHAMPION INTERNATIONAL CORP   EQUITY   158525105      140     2771 SH       DEFINED                   25        0     2771        0
CHAMPION INTERNATIONAL CORP   EQUITY   158525105      302     5974 SH       DEFINED                21,31     5974        0        0
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101      284    11200 SH       DEFINED                12,21    11200        0        0
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101      110     4351 SH       DEFINED          15,18,21,22     3168        0     1183
CHAMPIONSHIP AUTO RACING TEAM EQUITY   158711101     2066    81635 SH       DEFINED             18,21,22    67448        0    14187
CHAPARRAL RESOURCES INC -NEW- EQUITY   159420306      122    12462 SH       DEFINED             18,21,22      200        0    12262
CHAPMAN HOLDINGS INC          EQUITY   159516103      572   100000 SH       DEFINED                12,21   100000        0        0
CHARLES RIVER ASSOC INC       EQUITY   159852102      237     8000 SH       DEFINED                12,21     8000        0        0
CHARLES RIVER ASSOC INC       EQUITY   159852102       25      839 SH       DEFINED             18,21,22      389        0      450
CHARTER ONE FINL INC          EQUITY   160903100       19      840 SH       DEFINED               -           840        0        0
CHARTER ONE FINL INC          EQUITY   160903100      172     7543 SH       DEFINED                  4,6     1322        0     6221
CHARTER ONE FINL INC          EQUITY   160903100     4828   211626 SH       DEFINED                    6   211626        0        0
CHARTER ONE FINL INC          EQUITY   160903100      363    15930 SH       DEFINED                12,21    15930        0        0
CHARTER ONE FINL INC          EQUITY   160903100      463    20291 SH       DEFINED          15,18,21,22     9304        0    10986
CHARTER ONE FINL INC          EQUITY   160903100    20159   883682 SH       DEFINED             18,21,22   443528        0   440153
CHARTER ONE FINL INC          EQUITY   160903100      647    28350 SH       DEFINED                21,31    28350        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109        4      270 SH       DEFINED               -           270        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109       56     4300 SH       DEFINED                12,21     4300        0        0
CHARTER MUN MTG ACCEP CO      EQUITY   160908109      204    15660 SH       DEFINED             18,21,22     3816        0    11844
CHARMING SHOPS INC            CORPBOND 161133AA1       18    20000 PRN      DEFINED             18,21,22        0        0    20000
CHARMING SHOPPES INC          EQUITY   161133103      398    77621 SH       DEFINED                12,21    77621        0        0
CHARMING SHOPPES INC          EQUITY   161133103       48     9360 SH       DEFINED             18,21,22     6757        0     2603
CHART INDS INC                EQUITY   16115Q100      100    19950 SH       DEFINED                12,21    19950        0        0
CHART INDS INC                EQUITY   16115Q100       38     7644 SH       DEFINED             18,21,22     3819        0     3825
CHARTWELL RE CORP             EQUITY   16139W109       73     5000 SH       DEFINED                12,21     5000        0        0
CHARTWELL RE CORP             EQUITY   16139W109       14      950 SH       DEFINED          15,18,21,22      950        0        0
CHARTWELL RE CORP             EQUITY   16139W109      629    43377 SH       DEFINED             18,21,22    30532        0    12845
CHASE INDS INC                EQUITY   161568100     9973  1139827 SH       DEFINED               4,6,10  1139827        0        0
CHASE INDS INC                EQUITY   161568100        4      450 SH       DEFINED             18,21,22        0        0      450
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     6820    92090 SH       DEFINED               -         92090        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    11788   159156 SH       DEFINED   2,3,11,13,14,29,30        0   159156        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    83051  1121351 SH       DEFINED                  4,6   394661   323150   403540
CHASE MANHATTAN CORP NEW      EQUITY   16161A108      733     9900 SH       DEFINED                  6,7        0        0     9900
CHASE MANHATTAN CORP NEW      EQUITY   16161A108   356365  4811641 SH       DEFINED                12,21  4811641        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    29532   398737 SH       DEFINED          15,18,21,22   222216        0   176521
CHASE MANHATTAN CORP NEW      EQUITY   16161A108    21335   288070 SH       DEFINED             16,18,21   288070        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108  1009364 13628447 SH       DEFINED             18,21,22  5349543        0  8278903
CHASE MANHATTAN CORP NEW      OPTION   16161A108      511     6900 SH  CALL DEFINED             18,21,22        0        0     6900
CHASE MANHATTAN CORP NEW      OPTION   16161A108      141     1900 SH  PUT  DEFINED             18,21,22        0        0     1900
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     5673    76596 SH       DEFINED                   25        0    76596        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     2605    35168 SH       DEFINED     3,13,14,26,29,30    35168        0        0
CHASE MANHATTAN CORP NEW      EQUITY   16161A108     4430    59814 SH       DEFINED                21,31    59814        0        0
CHATEAU CMNTYS INC            EQUITY   161726104      517    19745 SH       DEFINED                12,21    19745        0        0
CHATEAU CMNTYS INC            EQUITY   161726104      717    27377 SH       DEFINED             18,21,22     8209        0    19168
CHATTEM INC                   EQUITY   162456107      249    11500 SH       DEFINED                12,21    11500        0        0
CHATTEM INC                   EQUITY   162456107       10      454 SH       DEFINED             18,21,22        4        0      450
CHATTEM INC                   EQUITY   162456107      562    26000 SH       DEFINED                   25        0    26000        0
CHEAP TICKETS INC             EQUITY   162672109     2750    87300 SH       DEFINED                12,21    87300        0        0
CHEAP TICKETS INC             EQUITY   162672109       48     1519 SH       DEFINED          15,18,21,22     1105        0      414
CHEAP TICKETS INC             EQUITY   162672109      910    28874 SH       DEFINED             18,21,22    24009        0     4865
CHEAP TICKETS INC             EQUITY   162672109      205     6500 SH       DEFINED                   25        0     6500        0
CHECKERS DRIVE-IN RESTAURANTS EQUITY   162809305        4     1989 SH       DEFINED               -          1989        0        0
CHECKERS DRIVE-IN RESTAURANTS EQUITY   162809305        3     1574 SH       DEFINED             18,21,22      529        0     1045
CHECKERS DRIVE-IN RESTAURANTS EQUITY   162809305      217   119927 SH       DEFINED        3,13,27,28,30   119927        0        0
CHECKERS DRIVE-IN RESTAURANTS EQUITY   162809305       28    15587 SH       DEFINED           3,13,29,30    15587        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102     3165    79124 SH       DEFINED                  4,6    29120    34414    15590
CHECKFREE HOLDINGS CORP       EQUITY   162816102       18      460 SH       DEFINED                  6,7        0        0      460
CHECKFREE HOLDINGS CORP       EQUITY   162816102     2765    69122 SH       DEFINED                12,21    69122        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102      148     3691 SH       DEFINED          15,18,21,22     2606        0     1085
CHECKFREE HOLDINGS CORP       EQUITY   162816102     3141    78530 SH       DEFINED             18,21,22    64355        0    14175
CHECKFREE HOLDINGS CORP       OPTION   162816102       16      400 SH  CALL DEFINED             18,21,22      400        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102       20      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
CHECKFREE HOLDINGS CORP       EQUITY   162816102     1248    31200 SH       DEFINED                21,31    31200        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103      540    58757 SH       DEFINED                12,21    58757        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103      506    55040 SH       DEFINED             16,18,21    55040        0        0
CHECKPOINT SYSTEMS INC        EQUITY   162825103       30     3287 SH       DEFINED             18,21,22      767        0     2520
CHEESECAKE FACTORY INC        EQUITY   163072101       82     3000 SH       DEFINED                  4,6        0     3000        0
CHEESECAKE FACTORY INC        EQUITY   163072101      537    19550 SH       DEFINED                12,21    19550        0        0
CHEESECAKE FACTORY INC        EQUITY   163072101     1063    38711 SH       DEFINED             18,21,22    32984        0     5727
CHELSEA GCA REALTY INC        EQUITY   163262108       44     1400 SH       DEFINED               -          1400        0        0
CHELSEA GCA REALTY INC        EQUITY   163262108      425    13530 SH       DEFINED                12,21    13530        0        0
CHELSEA GCA REALTY INC        EQUITY   163262108       62     1990 SH       DEFINED          15,18,21,22     1230        0      760
CHELSEA GCA REALTY INC        EQUITY   163262108     2836    90376 SH       DEFINED             18,21,22    67751        0    22625
CHEMDEX CORP                  EQUITY   163595101      136     4242 SH       DEFINED                  4,6        0        0     4242
CHEMDEX CORP                  EQUITY   163595101      221     6891 SH       DEFINED             18,21,22     6791        0      100
CHEMED CORP                   EQUITY   163596109       36     1200 SH       DEFINED               -          1200        0        0
CHEMED CORP                   EQUITY   163596109     3230   107215 SH       DEFINED                12,21   107215        0        0
CHEMED CORP                   EQUITY   163596109      522    17339 SH       DEFINED             18,21,22    12506        0     4833
CHEMFIRST INC                 EQUITY   16361A106       55     2000 SH       DEFINED                  4,6        0        0     2000
CHEMFIRST INC                 EQUITY   16361A106      397    14525 SH       DEFINED                12,21    14525        0        0
CHEMFIRST INC                 EQUITY   16361A106       12      446 SH       DEFINED             18,21,22       38        0      408
CHEMFAB CORP                  EQUITY   16361L102     1650   100000 SH       DEFINED                12,21   100000        0        0
CHEMFAB CORP                  EQUITY   16361L102       70     4250 SH       DEFINED             18,21,22      450        0     3800
CHEMICAL FINANCIAL CORP       EQUITY   163731102      350    11121 SH       DEFINED                12,21    11121        0        0
CHESAPEAKE BIOLOGICAL LABS IN EQUITY   165146101       36    12100 SH       DEFINED             18,21,22     2600        0     9500
CHESAPEAKE CORP               EQUITY   165159104      513    17062 SH       DEFINED                12,21    17062        0        0
CHESAPEAKE CORP               EQUITY   165159104       59     1968 SH       DEFINED             18,21,22     1833        0      135
CHESAPEAKE ENERGY CORP        EQUITY   165167107      269    70473 SH       DEFINED                12,21    70473        0        0
CHESAPEAKE ENERGY CORP        EQUITY   165167107       59    15427 SH       DEFINED             18,21,22     8666        0     6761
CHEVRON CORP                  EQUITY   166751107     3330    37760 SH       DEFINED               -         37760        0        0
CHEVRON CORP                  EQUITY   166751107    29700   336781 SH       DEFINED                  4,6    86594   133275   116912
CHEVRON CORP                  EQUITY   166751107      176     2000 SH       DEFINED                5,6,7        0        0     2000
CHEVRON CORP                  EQUITY   166751107   154155  1748023 SH       DEFINED                12,21  1748023        0        0
CHEVRON CORP                  EQUITY   166751107     6001    68045 SH       DEFINED          15,18,21,22    32333        0    35711
CHEVRON CORP                  EQUITY   166751107     5305    60157 SH       DEFINED             16,18,21    60157        0        0
CHEVRON CORP                  EQUITY   166751107   453413  5141435 SH       DEFINED             18,21,22  1732661        0  3408773
CHEVRON CORP                  EQUITY   166751107     2556    28980 SH       DEFINED                   25        0    28980        0
CHEVRON CORP                  EQUITY   166751107     1471    16684 SH       DEFINED     3,13,14,26,29,30    16684        0        0
CHEVRON CORP                  EQUITY   166751107     4535    51429 SH       DEFINED                21,31    51429        0        0
CHICAGO TITLE CORP            EQUITY   168228104       60     1500 SH       DEFINED               -          1500        0        0
CHICAGO TITLE CORP            EQUITY   168228104      451    11300 SH       DEFINED                12,21    11300        0        0
CHICAGO TITLE CORP            EQUITY   168228104     1761    44165 SH       DEFINED             18,21,22    11856        0    32309
CHICOS FAS INC                EQUITY   168615102       19      670 SH       DEFINED               -           670        0        0
CHICOS FAS INC                EQUITY   168615102     1968    69668 SH       DEFINED                12,21    69668        0        0
CHICOS FAS INC                EQUITY   168615102       42     1500 SH       DEFINED             18,21,22      496        0     1004
CHICOS FAS INC                EQUITY   168615102     3392   120084 SH       DEFINED                21,31   120084        0        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101      514    27600 SH       DEFINED   2,3,11,13,14,29,30        0    27600        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101      136     7300 SH       DEFINED             16,18,21     7300        0        0
CHIEFTAIN INTERNATIONAL INC   EQUITY   16867C101        7      400 SH       DEFINED             18,21,22        0        0      400
CHILE FUND INC                EQUITY   168834109      390    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      188    18379 SH       DEFINED             18,21,22     7130        0    11249
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     1303    50000 SH       DEFINED   2,3,11,13,14,29,30        0    50000        0
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107        8      300 SH       DEFINED                  4,6        0        0      300
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     5450   209100 SH       DEFINED                12,21   209100        0        0
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107       29     1105 SH       DEFINED          15,18,21,22      795        0      310
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107     4148   159145 SH       DEFINED             18,21,22   126860        0    32285
CHILDREN'S PLACE RETAIL STORE EQUITY   168905107      563    21600 SH       DEFINED                   25        0    21600        0
*** CHINA EASTERN AIRLINES    EQUITY   16937R104      395    34745 SH       DEFINED             18,21,22    22960        0    11785
*** CHINA SOUTHERN AIRLINES   EQUITY   169409109     5649   513500 SH       DEFINED             18,21,22   430206        0    83294
*** CHINA TELECOM HONG KONG   EQUITY   169428109      605     9833 SH       DEFINED             18,21,22     5497        0     4336
CHOICE HOTELS INTL INC        EQUITY   169905106      977    59200 SH       DEFINED                12,21    59200        0        0
CHOICE HOTELS INTL INC        EQUITY   169905106       84     5078 SH       DEFINED             18,21,22     1628        0     3450
CHIQUITA BRANDS INTL          EQUITY   170032106     1293   224800 SH       DEFINED                12,21   224800        0        0
CHIQUITA BRANDS INTL          EQUITY   170032106     1446   251506 SH       DEFINED             18,21,22   233660        0    17846
CHIQUITA BRANDS INTERNATIONAL EQUITY   170032403      208     8638 SH       DEFINED             18,21,22     2188        0     6450
CHIREX INC                    EQUITY   170038103     1160    44400 SH       DEFINED                  4,6      800        0    43600
CHIREX INC                    EQUITY   170038103     2503    95800 SH       DEFINED                12,21    95800        0        0
CHIREX INC                    EQUITY   170038103      126     4824 SH       DEFINED             18,21,22     1041        0     3783
CHIREX INC                    OPTION   170038103     1568    60000 SH  CALL DEFINED             18,21,22    60000        0        0
CHIREX INC                    OPTION   170038103     1568    60000 SH  PUT  DEFINED             18,21,22    60000        0        0
CHIREX INC                    EQUITY   170038103      397    15200 SH       DEFINED                   25        0    15200        0
CHIRON CORP SUB NOTES CONV    CORPBOND 170040AB5      166   156000 PRN      DEFINED          15,18,21,22   102000        0    54000
CHIRON CORP SUB NOTES CONV    CORPBOND 170040AB5     8933  8398000 PRN      DEFINED             18,21,22  7041000        0  1357000
CHIRON CORP DELAWARE          EQUITY   170040109      968    33752 SH       DEFINED               -         33752        0        0
CHIRON CORP DELAWARE          EQUITY   170040109      735    25620 SH       DEFINED                  4,6    24700        0      920
CHIRON CORP DELAWARE          EQUITY   170040109    94396  3290430 SH       DEFINED                12,21  3290430        0        0
CHIRON CORP DELAWARE          EQUITY   170040109      813    28343 SH       DEFINED          15,18,21,22    10145        0    18198
CHIRON CORP DELAWARE          EQUITY   170040109     2152    75000 SH       DEFINED             16,18,21    75000        0        0
CHIRON CORP DELAWARE          EQUITY   170040109    35530  1238497 SH       DEFINED             18,21,22   508500        0   729997
CHIRON CORP DELAWARE          EQUITY   170040109      473    16500 SH       DEFINED                   25        0    16500        0
CHIRON CORP DELAWARE          EQUITY   170040109      700    24400 SH       DEFINED     3,13,14,26,29,30    24400        0        0
CHIRON CORP DELAWARE          EQUITY   170040109      783    27300 SH       DEFINED                21,31    27300        0        0
CHITTENDEN CORP               EQUITY   170228100     3020   108344 SH       DEFINED                  4,6    39635    48229    20480
CHITTENDEN CORP               EQUITY   170228100       19      665 SH       DEFINED                  6,7        0        0      665
CHITTENDEN CORP               EQUITY   170228100     2170    77830 SH       DEFINED                12,21    77830        0        0
CHITTENDEN CORP               EQUITY   170228100       73     2620 SH       DEFINED          15,18,21,22     1605        0     1015
CHITTENDEN CORP               EQUITY   170228100     3842   137813 SH       DEFINED             18,21,22    97039        0    40773
CHOCK FULL O NUTS CORP        EQUITY   170268106      248    23080 SH       DEFINED             18,21,22      768        0    22312
CHOICEPOINT INC               EQUITY   170388102     1865    28100 SH       DEFINED                12,21    28100        0        0
CHOICEPOINT INC               EQUITY   170388102      244     3670 SH       DEFINED          15,18,21,22     1950        0     1720
CHOICEPOINT INC               EQUITY   170388102       93     1400 SH       DEFINED             16,18,21     1400        0        0
CHOICEPOINT INC               EQUITY   170388102     1930    29076 SH       DEFINED             18,21,22    26232        0     2844
CHRIS CRAFT INDUSTRIES INC    EQUITY   170520100       40      702 SH       DEFINED                12,21      702        0        0
CHRIS CRAFT INDUSTRIES INC    EQUITY   170520100     2649    46429 SH       DEFINED             18,21,22    39304        0     7125
CHROMATICS COLOR SCI INTL INC EQUITY   171116304      232    32050 SH       DEFINED             18,21,22        0        0    32050
CHROMCRAFT REVINGTON INC      EQUITY   171117104    71193  5695418 SH       DEFINED                1,4,6  5695418        0        0
CHROMCRAFT REVINGTON INC      EQUITY   171117104        6      500 SH       DEFINED             18,21,22        0        0      500
CHRONIMED INC                 EQUITY   171164106     3839   458437 SH       DEFINED             18,21,22   383860        0    74577
CHUBB CORP                    EQUITY   171232101      628    12710 SH       DEFINED               -         12710        0        0
CHUBB CORP                    EQUITY   171232101    12117   245406 SH       DEFINED                  4,6    30800   170577    44029
CHUBB CORP                    EQUITY   171232101       13      259 SH       DEFINED                  6,7        0        0      259
CHUBB CORP                    EQUITY   171232101   122325  2477473 SH       DEFINED                12,21  2477473        0        0
CHUBB CORP                    EQUITY   171232101     1433    29021 SH       DEFINED          15,18,21,22    13746        0    15275
CHUBB CORP                    EQUITY   171232101     1748    35400 SH       DEFINED             16,18,21    35400        0        0
CHUBB CORP                    EQUITY   171232101   230253  4663353 SH       DEFINED             18,21,22  1305353        0  3358000
CHUBB CORP                    EQUITY   171232101     1107    22428 SH       DEFINED                   25        0    22428        0
CHUBB CORP                    EQUITY   171232101      541    10964 SH       DEFINED                21,31    10964        0        0
CHURCH & DWIGHT CO INC        EQUITY   171340102       12      500 SH       DEFINED               -           500        0        0
CHURCH & DWIGHT CO INC        EQUITY   171340102     3089   126090 SH       DEFINED                12,21   126090        0        0
CHURCH & DWIGHT CO INC        EQUITY   171340102      144     5869 SH       DEFINED          15,18,21,22     3106        0     2762
CHURCH & DWIGHT CO INC        EQUITY   171340102     5050   206120 SH       DEFINED             18,21,22   130762        0    75358
CHURCH & DWIGHT CO INC        EQUITY   171340102     3067   125176 SH       DEFINED                21,31   125176        0        0
CHURCHILL DOWNS INC           EQUITY   171484108      170     7300 SH       DEFINED                12,21     7300        0        0
CHURCHILL DOWNS INC           EQUITY   171484108       35     1517 SH       DEFINED             18,21,22     1316        0      201
CIBER INC                     EQUITY   17163B102     3704   246922 SH       DEFINED                12,21   246922        0        0
CIBER INC                     EQUITY   17163B102        6      400 SH       DEFINED          15,18,21,22        0        0      400
CIBER INC                     EQUITY   17163B102     2777   185125 SH       DEFINED             18,21,22   177765        0     7360
CIBER INC                     EQUITY   17163B102      105     7000 SH       DEFINED                   25        0     7000        0
CIBER INC                     EQUITY   17163B102      224    14922 SH       DEFINED                21,31    14922        0        0
CIENA CORP                    EQUITY   171779101    27239   769999 SH       DEFINED                  4,6        0   626305   143694
CIENA CORP                    EQUITY   171779101     8329   235456 SH       DEFINED                12,21   235456        0        0
CIENA CORP                    EQUITY   171779101       14      400 SH       DEFINED          15,18,21,22      200        0      200
CIENA CORP                    EQUITY   171779101     3406    96270 SH       DEFINED             18,21,22    53658        0    42612
CIENA CORP                    OPTION   171779101     7276   205685 SH  CALL DEFINED             18,21,22   205685        0        0
CIENA CORP                    OPTION   171779101     7276   205685 SH  PUT  DEFINED             18,21,22   205685        0        0
CIENA CORP                    EQUITY   171779101     1146    32400 SH       DEFINED     3,13,14,26,29,30    32400        0        0
CIENA CORP                    EQUITY   171779101     1753    49563 SH       DEFINED                21,31    49563        0        0
CILCORP INC                   EQUITY   171794100      723    11164 SH       DEFINED                12,21    11164        0        0
CILCORP INC                   EQUITY   171794100      737    11383 SH       DEFINED             18,21,22     7578        0     3805
CINCINNATI BELL INC           EQUITY   171870108       25     1200 SH       DEFINED               -          1200        0        0
CINCINNATI BELL INC           EQUITY   171870108      741    35285 SH       DEFINED                  4,6    25000        0    10285
CINCINNATI BELL INC           EQUITY   171870108     2566   122206 SH       DEFINED                12,21   122206        0        0
CINCINNATI BELL INC           EQUITY   171870108      570    27160 SH       DEFINED          15,18,21,22    17836        0     9324
CINCINNATI BELL INC           EQUITY   171870108    18280   870480 SH       DEFINED             18,21,22   363911        0   506568
CINCINNATI BELL INC           OPTION   171870108       21     1000 SH  CALL DEFINED             18,21,22        0        0     1000
CINCINNATI BELL INC           EQUITY   171870108      582    27700 SH       DEFINED                21,31    27700        0        0
*** CINAR CORPORATION CL B SU EQUITY   171905300     1935    65325 SH       DEFINED                  4,6    10305     9835    45185
*** CINAR CORPORATION CL B SU EQUITY   171905300        2       75 SH       DEFINED                  6,7        0        0       75
*** CINAR CORPORATION CL B SU EQUITY   171905300     5238   176800 SH       DEFINED                12,21   176800        0        0
*** CINAR CORPORATION CL B SU EQUITY   171905300        4      125 SH       DEFINED          15,18,21,22       90        0       35
*** CINAR CORPORATION CL B SU EQUITY   171905300      581    19600 SH       DEFINED             18,21,22    12795        0     6805
*** CINAR CORPORATION CL B SU EQUITY   171905300       77     2600 SH       DEFINED                   25        0     2600        0
CINCINATTI FINL CORP SR DEB   CORPBOND 172062AB7      141    55000 PRN      DEFINED             18,21,22     5000        0    50000
CINCINNATI FINANCIAL CORP     EQUITY   172062101      634    17378 SH       DEFINED                12,21    17378        0        0
CINCINNATI FINANCIAL CORP     EQUITY   172062101     2450    67171 SH       DEFINED             18,21,22    25615        0    41556
CINCINNATI FINANCIAL CORP     EQUITY   172062101      171     4700 SH       DEFINED                   25        0     4700        0
CINCINNATI FINANCIAL CORP     EQUITY   172062101      378    10364 SH       DEFINED                21,31    10364        0        0
CINERGY CORP                  EQUITY   172474108      126     4370 SH       DEFINED               -          4370        0        0
CINERGY CORP                  EQUITY   172474108       66     2300 SH       DEFINED                  4,6        0        0     2300
CINERGY CORP                  EQUITY   172474108     1202    41732 SH       DEFINED                12,21    41732        0        0
CINERGY CORP                  EQUITY   172474108       18      632 SH       DEFINED          15,18,21,22      172        0      460
CINERGY CORP                  EQUITY   172474108     6073   210773 SH       DEFINED             18,21,22    51254        0   159518
CINERGY CORP                  EQUITY   172474108      134     4645 SH       DEFINED                   25        0     4645        0
CINERGY CORP                  EQUITY   172474108      432    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
CINERGY CORP                  EQUITY   172474108      287     9974 SH       DEFINED                21,31     9974        0        0
CIRCLE INTERNATIONAL GRP INC  EQUITY   172574105      204     9693 SH       DEFINED                12,21     9693        0        0
CIRCLE INTERNATIONAL GRP INC  EQUITY   172574105      133     6326 SH       DEFINED             18,21,22       26        0     6300
CIRCUIT CITY STORES INC       EQUITY   172737108       21      505 SH       DEFINED               -           505        0        0
CIRCUIT CITY STORES INC       EQUITY   172737108     1010    24000 SH       DEFINED                  4,6    24000        0        0
CIRCUIT CITY STORES INC       EQUITY   172737108     6367   151378 SH       DEFINED                12,21   151378        0        0
CIRCUIT CITY STORES INC       EQUITY   172737108      518    12309 SH       DEFINED          15,18,21,22     6464        0     5845
CIRCUIT CITY STORES INC       EQUITY   172737108    12788   304021 SH       DEFINED             18,21,22   197633        0   106388
CIRCUIT CITY STORES INC       EQUITY   172737108      246     5852 SH       DEFINED                   25        0     5852        0
CIRCUIT CITY STORES INC       EQUITY   172737108      529    12582 SH       DEFINED                21,31    12582        0        0
CISCO SYS INC                 EQUITY   17275R102     7749   112513 SH       DEFINED               -        112513        0        0
CISCO SYS INC                 EQUITY   17275R102   261004  3789525 SH       DEFINED                  4,6  1134061   737256  1918208
CISCO SYS INC                 EQUITY   17275R102     5632    81777 SH       DEFINED                5,6,7        0        0    81777
CISCO SYS INC                 EQUITY   17275R102     5114    74249 SH       DEFINED                  6,7        0        0    74249
CISCO SYS INC                 EQUITY   17275R102   539867  7838364 SH       DEFINED                12,21  7838364        0        0
CISCO SYS INC                 EQUITY   17275R102    73254  1063577 SH       DEFINED          15,18,21,22   527086        0   536491
CISCO SYS INC                 EQUITY   17275R102    18700   271500 SH       DEFINED             16,18,21   271500        0        0
CISCO SYS INC                 EQUITY   17275R102    61988   900000 SH       DEFINED                18,21   900000        0        0
CISCO SYS INC                 OPTION   17275R102    37881   550000 SH  CALL DEFINED       17,18,19,20,21   550000        0        0
CISCO SYS INC                 EQUITY   17275R102  1491516 21655406 SH       DEFINED             18,21,22 11487951        0 10167455
CISCO SYS INC                 OPTION   17275R102    63890   927625 SH  CALL DEFINED             18,21,22   906850        0    20775
CISCO SYS INC                 OPTION   17275R102    19908   289050 SH  PUT  DEFINED             18,21,22   287050        0     2000
CISCO SYS INC                 EQUITY   17275R102    18824   273300 SH       DEFINED            4,6,23,24   273300        0        0
CISCO SYS INC                 EQUITY   17275R102    20936   303970 SH       DEFINED                   25        0   303970        0
CISCO SYS INC                 EQUITY   17275R102    89951  1306008 SH       DEFINED     3,13,14,26,29,30  1306008        0        0
CISCO SYS INC                 EQUITY   17275R102    15818   229666 SH       DEFINED                21,31   229666        0        0
CIRRUS LOGIC INC              EQUITY   172755100      346    32140 SH       DEFINED               -         32140        0        0
CIRRUS LOGIC INC              EQUITY   172755100     9146   850835 SH       DEFINED                12,21   850835        0        0
CIRRUS LOGIC INC              EQUITY   172755100      299    27860 SH       DEFINED          15,18,21,22    10030        0    17830
CIRRUS LOGIC INC              EQUITY   172755100    11866  1103804 SH       DEFINED             18,21,22   479116        0   624688
CITADEL COMMUNICATIONS CORP   EQUITY   172853202     2434    73200 SH       DEFINED                12,21    73200        0        0
CITADEL COMMUNICATIONS CORP   EQUITY   172853202      119     3576 SH       DEFINED          15,18,21,22     2608        0      968
CITADEL COMMUNICATIONS CORP   EQUITY   172853202     2219    66741 SH       DEFINED             18,21,22    55657        0    11084
CITADEL COMMUNICATIONS CORP   EQUITY   172853202       37     1100 SH       DEFINED                   25        0     1100        0
CITATION CORPORATION          EQUITY   172895104      201    12111 SH       DEFINED                12,21    12111        0        0
CITATION CORPORATION          EQUITY   172895104        1       36 SH       DEFINED          15,18,21,22       36        0        0
CITATION CORPORATION          EQUITY   172895104       39     2356 SH       DEFINED             18,21,22      401        0     1955
CINTAS CORP                   EQUITY   172908105    12329   218220 SH       DEFINED                  4,6   117325     1300    99595
CINTAS CORP                   EQUITY   172908105     3122    55255 SH       DEFINED                12,21    55255        0        0
CINTAS CORP                   EQUITY   172908105       78     1372 SH       DEFINED          15,18,21,22     1072        0      300
CINTAS CORP                   EQUITY   172908105     6416   113551 SH       DEFINED             18,21,22    74092        0    39459
CINTAS CORP                   EQUITY   172908105     9859   174500 SH       DEFINED            4,6,23,24   174500        0        0
CINTAS CORP                   EQUITY   172908105      838    14840 SH       DEFINED                21,31    14840        0        0
CITIGROUP INC                 EQUITY   172967101     6565   151785 SH       DEFINED               -        151785        0        0
CITIGROUP INC                 EQUITY   172967101   275297  6365250 SH       DEFINED                    3  6365250        0        0
CITIGROUP INC                 EQUITY   172967101    26482   612306 SH       DEFINED                  4,6   257386    15375   339545
CITIGROUP INC                 EQUITY   172967101    20068   463999 SH       DEFINED                    6   463999        0        0
CITIGROUP INC                 EQUITY   172967101    16639   384720 SH       DEFINED                12,21   384720        0        0
CITIGROUP INC                 EQUITY   172967101    39330   909371 SH       DEFINED          15,18,21,22   559495        0   349875
CITIGROUP INC                 EQUITY   172967101     3349    77431 SH       DEFINED             16,18,21    77431        0        0
CITIGROUP INC                 EQUITY   172967101   909334 21025070 SH       DEFINED             18,21,22 10900244        0 10124825
CITIGROUP INC                 OPTION   172967101     6946   160600 SH  CALL DEFINED             18,21,22     1200        0   159400
CITIGROUP INC                 OPTION   172967101       32      750 SH  PUT  DEFINED             18,21,22        0        0      750
CITIGROUP INC                 EQUITY   172967101     5835   134923 SH       DEFINED                   25        0   134923        0
CITIGROUP INC                 EQUITY   172967101     2817    65142 SH       DEFINED     3,13,14,26,29,30    65142        0        0
CITIGROUP INC                 EQUITY   172967101  1647613 38095095 SH       DEFINED              3,13,30 38095095        0        0
CITIGROUP INC                 EQUITY   172967101     9102   210442 SH       DEFINED                21,31   210442        0        0
CITIZENS BANKING CORP         EQUITY   174420109      540    20738 SH       DEFINED                12,21    20738        0        0
CITIZENS BANKING CORP         EQUITY   174420109       74     2854 SH       DEFINED             18,21,22     2454        0      400
CITIZENS UTILITIES CO SER B   EQUITY   177342201       54     4815 SH       DEFINED               -          4815        0        0
CITIZENS UTILITIES CO SER B   EQUITY   177342201     1892   169117 SH       DEFINED                12,21   169117        0        0
CITIZENS UTILITIES CO SER B   EQUITY   177342201      139    12413 SH       DEFINED          15,18,21,22    10449        0     1964
CITIZENS UTILITIES CO SER B   EQUITY   177342201    15045  1344775 SH       DEFINED             18,21,22   337803        0  1006972
CITIZENS UTILITY TR           EQUITY   177351202      119     2400 SH       DEFINED          15,18,21,22     1450        0      950
CITIZENS UTILITY TR           EQUITY   177351202     3621    73155 SH       DEFINED             18,21,22    53575        0    19580
CITRIX SYSTEMS INC SUB DEB    CORPBOND 177376AA8      139   300000 PRN      DEFINED                12,21   300000        0        0
CITRIX SYSTEMS INC SUB DEB    CORPBOND 177376AA8     1391  3000000 PRN      DEFINED             16,18,21  3000000        0        0
CITRIX SYSTEMS INC            EQUITY   177376100      501     8440 SH       DEFINED               -          8440        0        0
CITRIX SYSTEMS INC            EQUITY   177376100      653    11000 SH       DEFINED                  4,6        0        0    11000
CITRIX SYSTEMS INC            EQUITY   177376100    49425   832416 SH       DEFINED                12,21   832416        0        0
CITRIX SYSTEMS INC            EQUITY   177376100     5446    91719 SH       DEFINED          15,18,21,22    33253        0    58466
CITRIX SYSTEMS INC            EQUITY   177376100    37294   628107 SH       DEFINED             18,21,22   494905        0   133202
CITRIX SYSTEMS INC            EQUITY   177376100      932    15700 SH       DEFINED                21,31    15700        0        0
CITY HLDG CO                  EQUITY   177835105      271    14132 SH       DEFINED                12,21    14132        0        0
CITY HLDG CO                  EQUITY   177835105       13      692 SH       DEFINED             18,21,22       49        0      643
CITY INVESTING CO LIQUIDATING EQUITY   177900107       23    18200 SH       DEFINED             16,18,21    18200        0        0
CITY NATIONAL CORP            EQUITY   178566105     4257   132505 SH       DEFINED                12,21   132505        0        0
CITY NATIONAL CORP            EQUITY   178566105      191     5943 SH       DEFINED          15,18,21,22     2868        0     3075
CITY NATIONAL CORP            EQUITY   178566105     8137   253291 SH       DEFINED             18,21,22   175556        0    77735
CITY NATIONAL CORP            EQUITY   178566105      151     4700 SH       DEFINED                   25        0     4700        0
CITY NATIONAL CORP            EQUITY   178566105     2454    76403 SH       DEFINED                21,31    76403        0        0
CLAIRES STORES INC            EQUITY   179584107        1       80 SH       DEFINED               -            80        0        0
CLAIRES STORES INC            EQUITY   179584107     1277    79200 SH       DEFINED   2,3,11,13,14,29,30        0    79200        0
CLAIRES STORES INC            EQUITY   179584107     3821   236969 SH       DEFINED                12,21   236969        0        0
CLAIRES STORES INC            EQUITY   179584107      105     6490 SH       DEFINED          15,18,21,22     1810        0     4680
CLAIRES STORES INC            EQUITY   179584107       52     3200 SH       DEFINED                18,21     3200        0        0
CLAIRES STORES INC            EQUITY   179584107     3733   231474 SH       DEFINED             18,21,22   146138        0    85335
CLAIRES STORES INC            EQUITY   179584107      293    18200 SH       DEFINED                21,31    18200        0        0
CLARCOR INC                   EQUITY   179895107      336    19531 SH       DEFINED                12,21    19531        0        0
CLARCOR INC                   EQUITY   179895107       20     1181 SH       DEFINED             18,21,22        1        0     1180
CLARENT CORPORATION           EQUITY   180461105      462     9100 SH       DEFINED             18,21,22     9100        0        0
CLARIFY INC                   EQUITY   180492100       28      620 SH       DEFINED               -           620        0        0
CLARIFY INC                   EQUITY   180492100     1086    23700 SH       DEFINED                12,21    23700        0        0
CLARIFY INC                   EQUITY   180492100      813    17750 SH       DEFINED             18,21,22    11450        0     6300
CLARIFY INC                   EQUITY   180492100       21      450 SH       DEFINED     3,13,14,26,29,30      450        0        0
DICK CLARK PRODUCTIONS INC    EQUITY   181512104     1309   110250 SH       DEFINED                12,21   110250        0        0
CLAYTON HOMES INC             EQUITY   184190106       28     3238 SH       DEFINED               -          3238        0        0
CLAYTON HOMES INC             EQUITY   184190106     7556   869674 SH       DEFINED                12,21   869674        0        0
CLAYTON HOMES INC             EQUITY   184190106      153    17591 SH       DEFINED          15,18,21,22    11513        0     6078
CLAYTON HOMES INC             EQUITY   184190106    10955  1260940 SH       DEFINED             18,21,22   415470        0   845469
CLAYTON HOMES INC             EQUITY   184190106      154    17775 SH       DEFINED                21,31    17775        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102       55      686 SH       DEFINED               -           686        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102      330     4100 SH       DEFINED                  4,6        0        0     4100
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102    73519   914704 SH       DEFINED                12,21   914704        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     1762    21928 SH       DEFINED          15,18,21,22    16545        0     5383
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102    65751   818054 SH       DEFINED             18,21,22   679972        0   138082
CLEAR CHANNEL COMMUNICATIONS  OPTION   184502102     1445    17973 SH  CALL DEFINED             18,21,22    17973        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102      780     9700 SH       DEFINED                   25        0     9700        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     4556    56682 SH       DEFINED     3,13,14,26,29,30    56682        0        0
CLEAR CHANNEL COMMUNICATIONS  EQUITY   184502102     1994    24812 SH       DEFINED                21,31    24812        0        0
*** CLEARNET COMMUNICATIONS   EQUITY   184902104        5      295 SH       DEFINED          15,18,21,22        0        0      295
*** CLEARNET COMMUNICATIONS   EQUITY   184902104      462    25494 SH       DEFINED             18,21,22    23379        0     2115
CLEVELAND CLIFFS INC          EQUITY   185896107     4478   142156 SH       DEFINED                12,21   142156        0        0
CLEVELAND CLIFFS INC          EQUITY   185896107       44     1394 SH       DEFINED             18,21,22     1394        0        0
CLEVELAND INDIANS BASEBALL    EQUITY   186202107     1620    90654 SH       DEFINED             18,21,22      103        0    90551
CLINTRIALS RESEARCH INC       EQUITY   188767107        4      800 SH       DEFINED          15,18,21,22        0        0      800
CLINTRIALS RESEARCH INC       EQUITY   188767107      135    25100 SH       DEFINED             18,21,22        0        0    25100
CLOROX COMPANY DE             EQUITY   189054109      395    10100 SH       DEFINED               -         10100        0        0
CLOROX COMPANY DE             EQUITY   189054109     1280    32760 SH       DEFINED                  4,6     1200    15860    15700
CLOROX COMPANY DE             EQUITY   189054109     4281   109595 SH       DEFINED                12,21   109595        0        0
CLOROX COMPANY DE             EQUITY   189054109      278     7124 SH       DEFINED          15,18,21,22     4729        0     2395
CLOROX COMPANY DE             EQUITY   189054109    29348   751290 SH       DEFINED             18,21,22   318718        0   432571
CLOROX COMPANY DE             OPTION   189054109      977    25000 SH  PUT  DEFINED             18,21,22    25000        0        0
CLOROX COMPANY DE             EQUITY   189054109      338     8652 SH       DEFINED                   25        0     8652        0
CLOROX COMPANY DE             EQUITY   189054109      407    10408 SH       DEFINED     3,13,14,26,29,30    10408        0        0
CLOROX COMPANY DE             EQUITY   189054109      695    17798 SH       DEFINED                21,31    17798        0        0
CLOSURE MEDICAL CORP          EQUITY   189093107       94     6600 SH       DEFINED                12,21     6600        0        0
CLOSURE MEDICAL CORP          EQUITY   189093107        4      275 SH       DEFINED          15,18,21,22      200        0       75
CLOSURE MEDICAL CORP          EQUITY   189093107       51     3591 SH       DEFINED             18,21,22     1920        0     1671
COACHMEN INDUSTRIES INC       EQUITY   189873102        3      200 SH       DEFINED               -           200        0        0
COACHMEN INDUSTRIES INC       EQUITY   189873102      214    13573 SH       DEFINED                12,21    13573        0        0
COACHMEN INDUSTRIES INC       EQUITY   189873102     1358    86228 SH       DEFINED             18,21,22    28031        0    58197
*** COASTAL CARIB OILS & MNRL EQUITY   190432203        1      657 SH       DEFINED               -           657        0        0
*** COASTAL CARIB OILS & MNRL EQUITY   190432203       17    11874 SH       DEFINED             18,21,22     5047        0     6827
COASTAL CORP                  EQUITY   190441105       43     1046 SH       DEFINED               -          1046        0        0
COASTAL CORP                  EQUITY   190441105     7171   174100 SH       DEFINED   2,3,11,13,14,29,30        0   174100        0
COASTAL CORP                  EQUITY   190441105     1483    36010 SH       DEFINED                  4,6    17200        0    18810
COASTAL CORP                  EQUITY   190441105    49306  1197085 SH       DEFINED                12,21  1197085        0        0
COASTAL CORP                  EQUITY   190441105     3272    79443 SH       DEFINED          15,18,21,22    55118        0    24325
COASTAL CORP                  EQUITY   190441105     1512    36700 SH       DEFINED             16,18,21    36700        0        0
COASTAL CORP                  EQUITY   190441105    79725  1935636 SH       DEFINED             18,21,22  1272006        0   663630
COASTAL CORP                  EQUITY   190441105      255     6198 SH       DEFINED                   25        0     6198        0
COASTAL CORP                  EQUITY   190441105      659    16000 SH       DEFINED     3,13,14,26,29,30    16000        0        0
COASTAL CORP                  EQUITY   190441105      642    15583 SH       DEFINED                21,31    15583        0        0
COCA-COLA CO                  EQUITY   191216100     5169   105364 SH       DEFINED               -        105364        0        0
COCA-COLA CO                  EQUITY   191216100    39200   798964 SH       DEFINED                  4,6   630618     5750   162596
COCA-COLA CO                  EQUITY   191216100     6467   131800 SH       DEFINED                  6,7   131800        0        0
COCA-COLA CO                  EQUITY   191216100   245745  5008764 SH       DEFINED                12,21  5008764        0        0
COCA-COLA CO                  EQUITY   191216100    33839   689711 SH       DEFINED          15,18,21,22   314943        0   374767
COCA-COLA CO                  EQUITY   191216100     9144   186380 SH       DEFINED             16,18,21   186380        0        0
COCA-COLA CO                  OPTION   191216100     7359   150000 SH  CALL DEFINED       17,18,19,20,21   150000        0        0
COCA-COLA CO                  OPTION   191216100     2453    50000 SH  PUT  DEFINED       17,18,19,20,21    50000        0        0
COCA-COLA CO                  EQUITY   191216100   499722 10185317 SH       DEFINED             18,21,22  4829074        0  5356243
COCA-COLA CO                  OPTION   191216100    15661   319200 SH  CALL DEFINED             18,21,22   317600        0     1600
COCA-COLA CO                  OPTION   191216100    13247   270000 SH  PUT  DEFINED             18,21,22   267600        0     2400
COCA-COLA CO                  EQUITY   191216100      147     3000 SH       DEFINED            4,6,23,24     3000        0        0
COCA-COLA CO                  EQUITY   191216100     4454    90777 SH       DEFINED                   25        0    90777        0
COCA-COLA CO                  EQUITY   191216100    11749   239465 SH       DEFINED     3,13,14,26,29,30   239465        0        0
COCA-COLA CO                  EQUITY   191216100     8290   168967 SH       DEFINED                21,31   168967        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104     1879    84460 SH       DEFINED                  4,6    36450      750    47260
COCA COLA ENTERPRISES INC     EQUITY   191219104      736    33063 SH       DEFINED                    6    33063        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104     4692   210862 SH       DEFINED                12,21   210862        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104       17      747 SH       DEFINED          15,18,21,22        0        0      747
COCA COLA ENTERPRISES INC     EQUITY   191219104      961    43200 SH       DEFINED             16,18,21    43200        0        0
COCA COLA ENTERPRISES INC     EQUITY   191219104      822    36956 SH       DEFINED             18,21,22    22665        0    14290
COCA COLA ENTERPRISES INC     EQUITY   191219104      269    12100 SH       DEFINED                   25        0    12100        0
COCA COLA ENTERPRISES INC     EQUITY   191219104      588    26414 SH       DEFINED                21,31    26414        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108      330    24000 SH       DEFINED                12,21    24000        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108       10      700 SH       DEFINED          15,18,21,22       72        0      628
*** COCA-COLA FEMSA S.A       EQUITY   191241108      532    38700 SH       DEFINED             16,18,21    38700        0        0
*** COCA-COLA FEMSA S.A       EQUITY   191241108      200    14550 SH       DEFINED             18,21,22    10200        0     4350
COEUR D'ALENE MINES CORP IDAH CORPBOND 192108AE8       35    55000 PRN      DEFINED             18,21,22        0        0    55000
COUER D'ALENE MINES CORP IDAH CORPBOND 192108AG3       32    50000 PRN      DEFINED             18,21,22        0        0    50000
COGENERATION CORP OF AMERICA  EQUITY   19238M105       79     3280 SH       DEFINED          15,18,21,22     1070        0     2210
COGENERATION CORP OF AMERICA  EQUITY   19238M105     1729    72231 SH       DEFINED             18,21,22    52651        0    19580
*** COFLEXIP SA               EQUITY   192384105     1534    32200 SH       DEFINED   2,3,11,13,14,29,30        0    32200        0
*** COFLEXIP SA               EQUITY   192384105     5266   110565 SH       DEFINED                  4,6    41695    44060    24810
*** COFLEXIP SA               EQUITY   192384105       36      755 SH       DEFINED                  6,7        0        0      755
*** COFLEXIP SA               EQUITY   192384105     2072    43500 SH       DEFINED                12,21    43500        0        0
*** COFLEXIP SA               EQUITY   192384105      157     3300 SH       DEFINED                   25        0     3300        0
COGNEX CORP                   EQUITY   192422103     1988    66200 SH       DEFINED                12,21    66200        0        0
COGNEX CORP                   EQUITY   192422103      572    19036 SH       DEFINED          15,18,21,22    11459        0     7577
COGNEX CORP                   EQUITY   192422103    12767   425136 SH       DEFINED             18,21,22   294351        0   130785
*** COGNOS INC                EQUITY   19244C109      247     9665 SH       DEFINED             18,21,22     3158        0     6507
COGNIZANT TECH SOLUTIONS CL A EQUITY   192446102     2740    89200 SH       DEFINED                12,21    89200        0        0
COGNIZANT TECH SOLUTIONS CL A EQUITY   192446102        5      157 SH       DEFINED             18,21,22      135        0       22
COGNIZANT TECH SOLUTIONS CL A EQUITY   192446102       68     2200 SH       DEFINED                   25        0     2200        0
COGNIZANT TECH SOLUTIONS CL A EQUITY   192446102     1487    48400 SH       DEFINED                21,31    48400        0        0
COHEN & STEERS RLTY INCOME FD EQUITY   19247P107      196    25280 SH       DEFINED             18,21,22    12130        0    13150
COHEN AND STEERS TOTAL RETURN EQUITY   19247R103      863    75009 SH       DEFINED             18,21,22    20006        0    55003
COHERENT INC                  EQUITY   192479103      402    18824 SH       DEFINED                12,21    18824        0        0
COHERENT INC                  EQUITY   192479103      268    12520 SH       DEFINED             18,21,22     6652        0     5868
COHERENT INC                  OPTION   192479103      748    35000 SH  CALL DEFINED             18,21,22    35000        0        0
COHERENT INC                  OPTION   192479103      748    35000 SH  PUT  DEFINED             18,21,22    35000        0        0
COHERENT INC                  EQUITY   192479103      607    28400 SH       DEFINED                   25        0    28400        0
COHU INC                      EQUITY   192576106      370    17000 SH       DEFINED                12,21    17000        0        0
COHU INC                      EQUITY   192576106       44     2000 SH       DEFINED          15,18,21,22        0        0     2000
COHU INC                      EQUITY   192576106       24     1104 SH       DEFINED             18,21,22     1104        0        0
COINSTAR INC                  EQUITY   19259P300     2057   190800 SH       DEFINED                12,21   190800        0        0
COINSTAR INC                  EQUITY   19259P300       21     1949 SH       DEFINED          15,18,21,22      282        0     1667
COINSTAR INC                  EQUITY   19259P300     1600   148433 SH       DEFINED             18,21,22   124990        0    23443
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105     2042    55100 SH       DEFINED                12,21    55100        0        0
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105     1045    28192 SH       DEFINED             18,21,22    11523        0    16669
COLE KENNETH PRODUCTIONS INC  EQUITY   193294105      626    16900 SH       DEFINED                   25        0    16900        0
COLEMAN CO INC                EQUITY   193559101      105    11085 SH       DEFINED                12,21    11085        0        0
COLEMAN CO INC                EQUITY   193559101       56     5900 SH       DEFINED             18,21,22      500        0     5400
*** COLES MYER LTD SPON ADR   EQUITY   193870409       24      580 SH       DEFINED               -           580        0        0
*** COLES MYER LTD SPON ADR   EQUITY   193870409       18      420 SH       DEFINED          15,18,21,22      150        0      270
*** COLES MYER LTD SPON ADR   EQUITY   193870409     1187    28357 SH       DEFINED             18,21,22    17649        0    10708
COLGATE PALMOLIVE CO          EQUITY   194162103     1413    29554 SH       DEFINED               -         29554        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103    13216   276400 SH       DEFINED                  4,6    49500        0   226900
COLGATE PALMOLIVE CO          EQUITY   194162103      380     7950 SH       DEFINED                5,6,7        0        0     7950
COLGATE PALMOLIVE CO          EQUITY   194162103   119733  2504194 SH       DEFINED                  6,7  2504194        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103    68932  1441694 SH       DEFINED                12,21  1441694        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103     8512   178033 SH       DEFINED          15,18,21,22   129009        0    49024
COLGATE PALMOLIVE CO          EQUITY   194162103      363     7600 SH       DEFINED             16,18,21     7600        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103   183268  3833022 SH       DEFINED             18,21,22  2314867        0  1518155
COLGATE PALMOLIVE CO          OPTION   194162103      406     8500 SH  CALL DEFINED             18,21,22     8500        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103     1033    21600 SH       DEFINED                   25        0    21600        0
COLGATE PALMOLIVE CO          EQUITY   194162103      391     8184 SH       DEFINED     3,13,14,26,29,30     8184        0        0
COLGATE PALMOLIVE CO          EQUITY   194162103     1946    40694 SH       DEFINED                21,31    40694        0        0
COLLINS & AIKMAN CORP-NEW     EQUITY   194830105      324    48910 SH       DEFINED                12,21    48910        0        0
COLLINS & AIKMAN CORP-NEW     EQUITY   194830105       99    14875 SH       DEFINED             18,21,22      448        0    14427
COLLINS INDUSTRIES INC        EQUITY   194858106      108    16001 SH       DEFINED             18,21,22        1        0    16000
COLONIAL BANCGROUP CV S/D-REG CORPBOND 195493AA9       59    36000 PRN      DEFINED          15,18,21,22    36000        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309      770    68800 SH       DEFINED                    6    68800        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309       49     4388 SH       DEFINED                12,21     4388        0        0
COLONIAL BANCGROUP INC        EQUITY   195493309      551    49287 SH       DEFINED          15,18,21,22    17438        0    31849
COLONIAL BANCGROUP INC        EQUITY   195493309     3329   297580 SH       DEFINED             18,21,22   229741        0    67839
COLONIAL PPTYS TRUST SBI      EQUITY   195872106       31     1200 SH       DEFINED               -          1200        0        0
COLONIAL PPTYS TRUST SBI      EQUITY   195872106      553    21100 SH       DEFINED                12,21    21100        0        0
COLONIAL PPTYS TRUST SBI      EQUITY   195872106      378    14437 SH       DEFINED          15,18,21,22     4340        0    10097
COLONIAL PPTYS TRUST SBI      EQUITY   195872106     8271   315834 SH       DEFINED             18,21,22   265489        0    50344
*** COLT TELECOM GROUP        EQUITY   196877104     1044    11050 SH       DEFINED               -         11050        0        0
*** COLT TELECOM GROUP        EQUITY   196877104    16150   170900 SH       DEFINED                12,21   170900        0        0
*** COLT TELECOM GROUP        EQUITY   196877104       93      980 SH       DEFINED          15,18,21,22      280        0      700
*** COLT TELECOM GROUP        EQUITY   196877104      510     5400 SH       DEFINED                18,21     5400        0        0
*** COLT TELECOM GROUP        EQUITY   196877104     6939    73424 SH       DEFINED             18,21,22    26098        0    47326
COLUMBIA BANKING SYSTEMS INC  EQUITY   197236102      476    36621 SH       DEFINED             18,21,22     4297        0    32324
COLUMBIA ENERGY GROUP         EQUITY   197648108       33      594 SH       DEFINED               -           594        0        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      581    10500 SH       DEFINED                  4,6      750        0     9750
COLUMBIA ENERGY GROUP         EQUITY   197648108     4429    79985 SH       DEFINED                12,21    79985        0        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      694    12536 SH       DEFINED          15,18,21,22    10653        0     1883
COLUMBIA ENERGY GROUP         EQUITY   197648108    13357   241218 SH       DEFINED             18,21,22   162616        0    78601
COLUMBIA ENERGY GROUP         EQUITY   197648108      132     2382 SH       DEFINED                   25        0     2382        0
COLUMBIA ENERGY GROUP         EQUITY   197648108      344     6207 SH       DEFINED                21,31     6207        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107        8      355 SH       DEFINED               -           355        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     8818   406600 SH       DEFINED   2,3,11,13,14,29,30        0   406600        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107      518    23900 SH       DEFINED                  4,6        0    10200    13700
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107    18674   861051 SH       DEFINED                12,21   861051        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     5869   270607 SH       DEFINED          15,18,21,22   190579        0    80028
COLUMBIA/HCA HEALTHCARE CORP  OPTION   197677107     9760   450000 SH  CALL DEFINED       17,18,19,20,21   450000        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107    56001  2582119 SH       DEFINED             18,21,22  1937452        0   644666
COLUMBIA/HCA HEALTHCARE CORP  OPTION   197677107     9760   450000 SH  CALL DEFINED             18,21,22   450000        0        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107     1485    68468 SH       DEFINED                   25        0    68468        0
COLUMBIA/HCA HEALTHCARE CORP  EQUITY   197677107      830    38276 SH       DEFINED                21,31    38276        0        0
COLUMBIA LABS INC             EQUITY   197779101      179    24500 SH       DEFINED                12,21    24500        0        0
COLUMBIA LABS INC             EQUITY   197779101      104    14284 SH       DEFINED             18,21,22     7178        0     7106
COLUMBIA SPORTSWEAR CO        EQUITY   198516106      156     9700 SH       DEFINED                12,21     9700        0        0
COLUMBIA SPORTSWEAR CO        EQUITY   198516106      108     6680 SH       DEFINED             18,21,22     2310        0     4370
COLUMBUS MCKINNON CORP N Y    EQUITY   199333105      180    10314 SH       DEFINED                12,21    10314        0        0
COLUMBUS MCKINNON CORP N Y    EQUITY   199333105       30     1718 SH       DEFINED             18,21,22      841        0      877
COMAIR HOLDING INC            EQUITY   199789108     2013   125785 SH       DEFINED                12,21   125785        0        0
COMAIR HOLDING INC            EQUITY   199789108      100     6236 SH       DEFINED          15,18,21,22     3107        0     3129
COMAIR HOLDING INC            EQUITY   199789108     3383   211468 SH       DEFINED             18,21,22   134828        0    76640
COMAIR HOLDING INC            EQUITY   199789108      790    49350 SH       DEFINED                21,31    49350        0        0
COMFORT SYSTEMS USA INC       EQUITY   199908104      331    28500 SH       DEFINED                12,21    28500        0        0
COMFORT SYSTEMS USA INC       EQUITY   199908104      751    64567 SH       DEFINED             18,21,22    62567        0     2000
COMBICHEM INC.(DEL)           EQUITY   20009P103     1863   363600 SH       DEFINED                12,21   363600        0        0
COMBICHEM INC.(DEL)           EQUITY   20009P103      546   106500 SH       DEFINED             16,18,21   106500        0        0
COMBICHEM INC.(DEL)           EQUITY   20009P103        5     1000 SH       DEFINED             18,21,22     1000        0        0
COMCAST CORP CLASS A          EQUITY   200300101       28      783 SH       DEFINED               -           783        0        0
COMCAST CORP CLASS A          EQUITY   200300101      348     9900 SH       DEFINED                  4,6        0     9000      900
COMCAST CORP CLASS A          EQUITY   200300101     3513   100000 SH       DEFINED                12,21   100000        0        0
COMCAST CORP CLASS A          EQUITY   200300101       49     1401 SH       DEFINED          15,18,21,22      937        0      464
COMCAST CORP CLASS A          EQUITY   200300101     7162   203900 SH       DEFINED             16,18,21   203900        0        0
COMCAST CORP CLASS A          EQUITY   200300101     3586   102105 SH       DEFINED             18,21,22    35271        0    66834
COMCAST CORP CL A-SPL         EQUITY   200300200     1061    27284 SH       DEFINED               -         27284        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200     8622   221800 SH       DEFINED                  4,6     8760     9000   204040
COMCAST CORP CL A-SPL         EQUITY   200300200    11779   303000 SH       DEFINED                    6   303000        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200    86852  2234129 SH       DEFINED                12,21  2234129        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200     1054    27121 SH       DEFINED          15,18,21,22     7536        0    19585
COMCAST CORP CL A-SPL         EQUITY   200300200     1835    47200 SH       DEFINED             16,18,21    47200        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200   114056  2933909 SH       DEFINED             18,21,22  1450706        0  1483203
COMCAST CORP CL A-SPL         EQUITY   200300200      828    21310 SH       DEFINED                   25        0    21310        0
COMCAST CORP CL A-SPL         EQUITY   200300200     1707    43900 SH       DEFINED     3,13,14,26,29,30    43900        0        0
COMCAST CORP CL A-SPL         EQUITY   200300200     2178    56024 SH       DEFINED                21,31    56024        0        0
COMDIAL CORP NEW              EQUITY   200332302      359    50376 SH       DEFINED             18,21,22    43210        0     7166
COMDISCO INC                  EQUITY   200336105    57623  3083400 SH       DEFINED                  6,7  3083400        0        0
COMDISCO INC                  EQUITY   200336105     1063    56868 SH       DEFINED                12,21    56868        0        0
COMDISCO INC                  EQUITY   200336105        8      415 SH       DEFINED          15,18,21,22       75        0      340
COMDISCO INC                  EQUITY   200336105     1570    84017 SH       DEFINED             18,21,22    32334        0    51683
COMDISCO INC                  EQUITY   200336105      459    24547 SH       DEFINED                21,31    24547        0        0
COMERICA INC                  EQUITY   200340107      817    15950 SH       DEFINED               -         15950        0        0
COMERICA INC                  EQUITY   200340107     1791    34950 SH       DEFINED                    6    34950        0        0
COMERICA INC                  EQUITY   200340107    16541   322742 SH       DEFINED                12,21   322742        0        0
COMERICA INC                  EQUITY   200340107      126     2456 SH       DEFINED          15,18,21,22     2234        0      222
COMERICA INC                  EQUITY   200340107     1707    33316 SH       DEFINED             16,18,21    33316        0        0
COMERICA INC                  EQUITY   200340107     7352   143445 SH       DEFINED             18,21,22    48141        0    95303
COMERICA INC                  EQUITY   200340107      229     4460 SH       DEFINED                   25        0     4460        0
COMERICA INC                  EQUITY   200340107      297     5797 SH       DEFINED     3,13,14,26,29,30     5797        0        0
COMERICA INC                  EQUITY   200340107      596    11622 SH       DEFINED                21,31    11622        0        0
*** COMINCO LTD               EQUITY   200435105     3300   200000 SH       DEFINED                  6,7        0        0   200000
*** COMINCO LTD               EQUITY   200435105     4703   285000 SH       DEFINED                12,21   285000        0        0
*** COMINCO LTD               EQUITY   200435105      655    39696 SH       DEFINED             18,21,22        0        0    39696
COMMERCE BANCORP INC N J      EQUITY   200519106    10257   246777 SH       DEFINED                12,21   246777        0        0
COMMERCE BANCORP INC N J      EQUITY   200519106      100     2408 SH       DEFINED          15,18,21,22     1795        0      613
COMMERCE BANCORP INC N J      EQUITY   200519106     3117    75000 SH       DEFINED             16,18,21    75000        0        0
COMMERCE BANCORP INC N J      EQUITY   200519106     4135    99476 SH       DEFINED             18,21,22    71575        0    27900
COMMERCE BANCORP INC N J      OPTION   200519106     1455    35000 SH  CALL DEFINED             18,21,22    35000        0        0
COMMERCE BANCORP INC N J      OPTION   200519106     1455    35000 SH  PUT  DEFINED             18,21,22    35000        0        0
COMMERCE BANCORP INC N J      EQUITY   200519106     4300   103460 SH       DEFINED                21,31   103460        0        0
COMMERCE BANCSHARES INC       EQUITY   200525103      926    25800 SH       DEFINED   2,3,11,13,14,29,30        0    25800        0
COMMERCE BANCSHARES INC       EQUITY   200525103     5522   153925 SH       DEFINED                12,21   153925        0        0
COMMERCE BANCSHARES INC       EQUITY   200525103      220     6146 SH       DEFINED          15,18,21,22      124        0     6022
COMMERCE BANCSHARES INC       EQUITY   200525103    28695   799867 SH       DEFINED             18,21,22   339228        0   460638
COMMERCE GROUP INC MASS       EQUITY   200641108      485    20845 SH       DEFINED                12,21    20845        0        0
COMMERCE GROUP INC MASS       EQUITY   200641108      156     6727 SH       DEFINED             18,21,22     5537        0     1190
COMMERCE ONE INC              EQUITY   200693109      964    10000 SH       DEFINED                12,21    10000        0        0
COMMERCE ONE INC              EQUITY   200693109      964    10000 SH       DEFINED             16,18,21    10000        0        0
COMMERCE ONE INC              EQUITY   200693109       30      315 SH       DEFINED             18,21,22      114        0      201
COMMERCIAL FEDERAL CORP       EQUITY   201647104     1329    68600 SH       DEFINED                    6    68600        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104     2654   136960 SH       DEFINED                12,21   136960        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104        1       63 SH       DEFINED          15,18,21,22       63        0        0
COMMERCIAL FEDERAL CORP       EQUITY   201647104     3142   162182 SH       DEFINED             18,21,22    80069        0    82112
COMMERCIAL INTERTECH CORP     EQUITY   201709102      781    65100 SH       DEFINED                  4,6        0    65100        0
COMMERCIAL INTERTECH CORP     EQUITY   201709102      127    10621 SH       DEFINED                12,21    10621        0        0
COMMERCIAL INTERTECH CORP     EQUITY   201709102      413    34418 SH       DEFINED             18,21,22    27980        0     6438
COMMERCIAL INTERTECH CORP     EQUITY   201709102       96     8000 SH       DEFINED                   25        0     8000        0
COMMERCIAL METALS CO          EQUITY   201723103     2942   100138 SH       DEFINED                12,21   100138        0        0
COMMERCIAL METALS CO          EQUITY   201723103      773    26306 SH       DEFINED             18,21,22     8542        0    17764
COMMERCIAL METALS CO          EQUITY   201723103      414    14100 SH       DEFINED                   25        0    14100        0
COMMERCIAL NET LEASE REALTY   EQUITY   202218103      265    23779 SH       DEFINED                12,21    23779        0        0
COMMERCIAL NET LEASE REALTY   EQUITY   202218103      117    10561 SH       DEFINED          15,18,21,22     4761        0     5800
COMMERCIAL NET LEASE REALTY   EQUITY   202218103     8932   802892 SH       DEFINED             18,21,22   698706        0   104185
COMMNET CELLUAR INC (NEW)     EQUITY   202604203      772    24900 SH       DEFINED                12,21    24900        0        0
COMMNET CELLUAR INC (NEW)     EQUITY   202604203        1       27 SH       DEFINED             18,21,22       27        0        0
WTS COMMODORE APPLIED TECH IN EQUITY   202630117       52   166000 SH       DEFINED             18,21,22   166000        0        0
COMMONWEALTH BANCORP INC      EQUITY   20268X102      199    11694 SH       DEFINED                12,21    11694        0        0
COMMONWEALTH BANCORP INC      EQUITY   20268X102      104     6138 SH       DEFINED             18,21,22      338        0     5800
COMMONWEALTH INDUSTRIES INC   EQUITY   203004106     1509   132700 SH       DEFINED                  4,6        0   132700        0
COMMONWEALTH INDUSTRIES INC   EQUITY   203004106       25     2206 SH       DEFINED             18,21,22     1206        0     1000
COMMONWEALTH TELEPHONE        EQUITY   203349105     5359   120686 SH       DEFINED                12,21   120686        0        0
COMMONWEALTH TELEPHONE        EQUITY   203349105      617    13893 SH       DEFINED             18,21,22     2537        0    11356
COMMONWEALTH TELEPHONE        EQUITY   203349105      449    10100 SH       DEFINED                   25        0    10100        0
COMMONWEALTH TELEPHONE        EQUITY   203349105     2117    47672 SH       DEFINED                21,31    47672        0        0
COMMSCOPE INC                 EQUITY   203372107       57     1705 SH       DEFINED               -          1705        0        0
COMMSCOPE INC                 EQUITY   203372107     1441    43100 SH       DEFINED                  4,6      500        0    42600
COMMSCOPE INC                 EQUITY   203372107     1254    37500 SH       DEFINED                  6,7        0        0    37500
COMMSCOPE INC                 EQUITY   203372107     7840   234466 SH       DEFINED                12,21   234466        0        0
COMMSCOPE INC                 EQUITY   203372107      605    18097 SH       DEFINED          15,18,21,22     9202        0     8895
COMMSCOPE INC                 EQUITY   203372107    15466   462524 SH       DEFINED             18,21,22   326208        0   136316
COMMSCOPE INC                 EQUITY   203372107      448    13400 SH       DEFINED                   25        0    13400        0
COMMSCOPE INC                 EQUITY   203372107       74     2200 SH       DEFINED     3,13,14,26,29,30     2200        0        0
COMMSCOPE INC                 EQUITY   203372107     1461    43701 SH       DEFINED                21,31    43701        0        0
COMMUNICATION INTELLIGENCE    EQUITY   20338K106      165   132290 SH       DEFINED          15,18,21,22    37960        0    94330
COMMUNICATION INTELLIGENCE    EQUITY   20338K106       11     8768 SH       DEFINED             18,21,22     7000        0     1768
COMMUNITY BK SYSTEMS INC      EQUITY   203607106      281    10330 SH       DEFINED             18,21,22     4902        0     5428
COMMUNITY BKS INC MILLERSBURG EQUITY   203628102      206     9527 SH       DEFINED             18,21,22     4802        0     4724
COMMUNITY FINL GROUP INC      EQUITY   20365M108      118     8050 SH       DEFINED          15,18,21,22     5200        0     2850
COMMUNITY FINL GROUP INC      EQUITY   20365M108       61     4203 SH       DEFINED             18,21,22     4203        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101       16      935 SH       DEFINED               -           935        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101      836    50000 SH       DEFINED                    6    50000        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101     1371    82000 SH       DEFINED                12,21    82000        0        0
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101      110     6575 SH       DEFINED          15,18,21,22     2750        0     3825
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101     2179   130351 SH       DEFINED             18,21,22    92533        0    37818
COMMUNITY FIRST BANKSHARES IN EQUITY   203902101      562    33600 SH       DEFINED                21,31    33600        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108       76     3300 SH       DEFINED               -          3300        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108      204     8850 SH       DEFINED                12,21     8850        0        0
COMMUNITY TR BANCORP INC      EQUITY   204149108        3      139 SH       DEFINED             18,21,22      139        0        0
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201    11804   621279 SH       DEFINED                  4,6   447855        0   173424
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201     2750   144715 SH       DEFINED                  6,7        0        0   144715
*** COMPANHIA BRASILEIRE DE   EQUITY   20440T201      228    12000 SH       DEFINED                12,21    12000        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103       29     2480 SH       DEFINED               -          2480        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      916    79631 SH       DEFINED                12,21    79631        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      409    35535 SH       DEFINED          15,18,21,22    25185        0    10350
*** COMPANHIA CERVEJARIA      EQUITY   20440X103      600    52200 SH       DEFINED             16,18,21    52200        0        0
*** COMPANHIA CERVEJARIA      EQUITY   20440X103    21647  1882333 SH       DEFINED             18,21,22  1487268        0   395065
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101       30     1125 SH       DEFINED               -          1125        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101      454    17144 SH       DEFINED                  4,6    17144        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101       24      900 SH       DEFINED                  6,7      900        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101     1071    40400 SH       DEFINED                12,21    40400        0        0
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101      463    17455 SH       DEFINED          15,18,21,22    12585        0     4870
*** COMPANIA ANONIMA NACIONAL EQUITY   204421101    23827   899130 SH       DEFINED             18,21,22   711775        0   187355
*** COMPANIA DE SPONSORED ADR EQUITY   204449300       40     2220 SH       DEFINED                  4,6        0        0     2220
*** COMPANIA DE SPONSORED ADR EQUITY   204449300     1791    99150 SH       DEFINED                12,21    99150        0        0
*** COMPANIA DE SPONSORED ADR EQUITY   204449300       24     1352 SH       DEFINED          15,18,21,22     1307        0       45
*** COMPANIA DE SPONSORED ADR EQUITY   204449300        8      452 SH       DEFINED             16,18,21      452        0        0
*** COMPANIA DE SPONSORED ADR EQUITY   204449300     2109   116742 SH       DEFINED             18,21,22    97291        0    19451
*** COMPANIA DE SPONSORED ADR EQUITY   204449300      425    23530 SH       DEFINED                   25        0    23530        0
COMPASS BANCSHARES INC        EQUITY   20449H109     1993    79500 SH       DEFINED                    6    79500        0        0
COMPASS BANCSHARES INC        EQUITY   20449H109     2621   104592 SH       DEFINED                12,21   104592        0        0
COMPASS BANCSHARES INC        EQUITY   20449H109      167     6659 SH       DEFINED          15,18,21,22     1306        0     5353
COMPASS BANCSHARES INC        EQUITY   20449H109      978    39041 SH       DEFINED             18,21,22    15108        0    23932
COMPASS BANCSHARES INC        EQUITY   20449H109     1519    60588 SH       DEFINED                21,31    60588        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100      409    18195 SH       DEFINED               -         18195        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    18875   838878 SH       DEFINED                  4,6   355630    62380   420868
COMPAQ COMPUTER CORP          EQUITY   204493100     2289   101743 SH       DEFINED                  6,7   101743        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    15120   671987 SH       DEFINED                12,21   671987        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100    13954   620170 SH       DEFINED          15,18,21,22   379574        0   240595
COMPAQ COMPUTER CORP          EQUITY   204493100     1737    77219 SH       DEFINED             16,18,21    77219        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100      393    17449 SH       DEFINED       17,18,19,20,21    17449        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100   221213  9831675 SH       DEFINED             18,21,22  5786018        0  4045656
COMPAQ COMPUTER CORP          OPTION   204493100     2873   127682 SH  CALL DEFINED             18,21,22   116082        0    11600
COMPAQ COMPUTER CORP          OPTION   204493100     2432   108082 SH  PUT  DEFINED             18,21,22   101082        0     7000
COMPAQ COMPUTER CORP          EQUITY   204493100     4356   193583 SH       DEFINED                   25        0   193583        0
COMPAQ COMPUTER CORP          EQUITY   204493100     1120    49782 SH       DEFINED     3,13,14,26,29,30    49782        0        0
COMPAQ COMPUTER CORP          EQUITY   204493100     2736   121598 SH       DEFINED                21,31   121598        0        0
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107     1790   123963 SH       DEFINED                12,21   123963        0        0
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107      119     8260 SH       DEFINED             18,21,22     4826        0     3434
COMPLETE BUSINESS SOLUTIONS   EQUITY   20452F107     2093   144936 SH       DEFINED                21,31   144936        0        0
COMPUCOM SYSTEM INC DE        EQUITY   204780100      119    31644 SH       DEFINED                12,21    31644        0        0
COMPUCOM SYSTEM INC DE        EQUITY   204780100       48    12870 SH       DEFINED          15,18,21,22     3650        0     9220
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COMPUTER ASSOCIATES INTL INC  EQUITY   204912109     4308    74202 SH       DEFINED     3,13,14,26,29,30    74202        0        0
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COMPUTER NETWORK TECHNOLOGY   EQUITY   204925101        1      170 SH       DEFINED          15,18,21,22      170        0        0
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COMPUSA INC                   EQUITY   204932107     1088   183181 SH       DEFINED                12,21   183181        0        0
COMPUSA INC                   EQUITY   204932107        6     1050 SH       DEFINED          15,18,21,22      300        0      750
COMPUSA INC                   EQUITY   204932107     1532   257983 SH       DEFINED             18,21,22   150342        0   107641
COMPUSA INC                   EQUITY   204932107      648   109200 SH       DEFINED                21,31   109200        0        0
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COMPUTER SCIENCES CORP        EQUITY   205363104     1671    24000 SH       DEFINED                  4,6    24000        0        0
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COMPUTER SCIENCES CORP        EQUITY   205363104      964    13844 SH       DEFINED     3,13,14,26,29,30    13844        0        0
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COMPUWARE CORP                EQUITY   205638109      654    24974 SH       DEFINED          15,18,21,22    11798        0    13176
COMPUWARE CORP                EQUITY   205638109     2090    79800 SH       DEFINED             16,18,21    79800        0        0
COMPUWARE CORP                EQUITY   205638109    54744  2090426 SH       DEFINED             18,21,22  1044083        0  1046343
COMPUWARE CORP                OPTION   205638109       26     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
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COMPUWARE CORP                EQUITY   205638109     3439   131334 SH       DEFINED     3,13,14,26,29,30   131334        0        0
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COM21 INC                     EQUITY   205937105      202    14665 SH       DEFINED             18,21,22    11265        0     3400
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CONCORD COMMUNICATIONS INC    EQUITY   206186108     4617   108000 SH       DEFINED             16,18,21   108000        0        0
CONCORD COMMUNICATIONS INC    EQUITY   206186108       13      301 SH       DEFINED             18,21,22      301        0        0
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CONCORD EFS INC               EQUITY   206197105      248    12150 SH       DEFINED                  6,7        0        0    12150
CONCORD EFS INC               EQUITY   206197105     3912   192008 SH       DEFINED                12,21   192008        0        0
CONCORD EFS INC               EQUITY   206197105      140     6852 SH       DEFINED          15,18,21,22     3245        0     3607
CONCORD EFS INC               EQUITY   206197105     5046   247652 SH       DEFINED             18,21,22   152884        0    94768
CONCORD EFS INC               EQUITY   206197105     1467    72000 SH       DEFINED            4,6,23,24    72000        0        0
CONCORD EFS INC               EQUITY   206197105       12      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
CONCORD EFS INC               EQUITY   206197105      312    15300 SH       DEFINED                21,31    15300        0        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109     5992   201400 SH       DEFINED   2,3,11,13,14,29,30        0   201400        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109      232     7800 SH       DEFINED                  4,6      100        0     7700
CONCUR TECHNOLOGIES INC       EQUITY   206708109      431    14500 SH       DEFINED                12,21    14500        0        0
CONCUR TECHNOLOGIES INC       EQUITY   206708109       93     3129 SH       DEFINED          15,18,21,22     2084        0     1045
CONCUR TECHNOLOGIES INC       EQUITY   206708109     1613    54234 SH       DEFINED             18,21,22    44916        0     9318
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CONE MILLS CORP               EQUITY   206814105       15     3000 SH       DEFINED          15,18,21,22        0        0     3000
CONE MILLS CORP               EQUITY   206814105       13     2500 SH       DEFINED             16,18,21     2500        0        0
CONE MILLS CORP               EQUITY   206814105      148    29500 SH       DEFINED             18,21,22    13800        0    15700
CONECTIV INC                  EQUITY   206829103       65     3341 SH       DEFINED               -          3341        0        0
CONECTIV INC                  EQUITY   206829103       83     4256 SH       DEFINED                12,21     4256        0        0
CONECTIV INC                  EQUITY   206829103      460    23674 SH       DEFINED             18,21,22    11034        0    12640
CONEXANT SYSTEMS INC          EQUITY   207142100       47      649 SH       DEFINED               -           649        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100      172     2350 SH       DEFINED                  4,6        0     2000      350
CONEXANT SYSTEMS INC          EQUITY   207142100     2320    31700 SH       DEFINED                  6,7    31700        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100     4256    58146 SH       DEFINED                12,21    58146        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100       66      903 SH       DEFINED          15,18,21,22      700        0      203
CONEXANT SYSTEMS INC          EQUITY   207142100     2027    27700 SH       DEFINED             16,18,21    27700        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100    11911   162742 SH       DEFINED             18,21,22    16911        0   145831
CONEXANT SYSTEMS INC          EQUITY   207142100     1325    18110 SH       DEFINED     3,13,14,26,29,30    18110        0        0
CONEXANT SYSTEMS INC          EQUITY   207142100     1911    26114 SH       DEFINED                21,31    26114        0        0
CONMED CORPORATION            EQUITY   207410101     2292    89460 SH       DEFINED                12,21    89460        0        0
CONMED CORPORATION            EQUITY   207410101       69     2690 SH       DEFINED          15,18,21,22     2275        0      415
CONMED CORPORATION            EQUITY   207410101     2635   102829 SH       DEFINED             18,21,22    67433        0    35396
CONMED CORPORATION            EQUITY   207410101      964    37600 SH       DEFINED                   25        0    37600        0
CONMED CORPORATION            EQUITY   207410101     2702   105425 SH       DEFINED                21,31   105425        0        0
CONNECTICUT ENERGY CORP       EQUITY   207567108     2197    56979 SH       DEFINED                12,21    56979        0        0
CONNECTICUT ENERGY CORP       EQUITY   207567108       28      724 SH       DEFINED             18,21,22        3        0      721
CONNECTICUT ENERGY CORP       EQUITY   207567108     1901    49285 SH       DEFINED                21,31    49285        0        0
CONNING CORP                  EQUITY   208215103      168    14500 SH       DEFINED                12,21    14500        0        0
CONNING CORP                  EQUITY   208215103        3      250 SH       DEFINED             18,21,22        0        0      250
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CONOCO INC CL A               EQUITY   208251306     2606    96500 SH       DEFINED   2,3,11,13,14,29,30        0    96500        0
CONOCO INC CL A               EQUITY   208251306    12957   479880 SH       DEFINED                  4,6    92050   295700    92130
CONOCO INC CL A               EQUITY   208251306   131497  4870245 SH       DEFINED                12,21  4870245        0        0
CONOCO INC CL A               EQUITY   208251306     1413    52331 SH       DEFINED          15,18,21,22    19348        0    32983
CONOCO INC CL A               EQUITY   208251306     5554   205700 SH       DEFINED             16,18,21   205700        0        0
CONOCO INC CL A               EQUITY   208251306   166013  6148623 SH       DEFINED             18,21,22  1704366        0  4444256
CONOCO INC CL A               EQUITY   208251306      173     6400 SH       DEFINED                   25        0     6400        0
CONOCO INC CL B               EQUITY   208251405     2701   100495 SH       DEFINED               -        100495        0        0
CONOCO INC CL B               EQUITY   208251405     8221   305892 SH       DEFINED                  4,6    80837   142680    82375
CONOCO INC CL B               EQUITY   208251405    49789  1852614 SH       DEFINED                12,21  1852614        0        0
CONOCO INC CL B               EQUITY   208251405     1483    55165 SH       DEFINED          15,18,21,22    38058        0    17107
CONOCO INC CL B               EQUITY   208251405   158472  5896624 SH       DEFINED             18,21,22  1587954        0  4308670
CONOCO INC CL B               EQUITY   208251405      483    17970 SH       DEFINED                   25        0    17970        0
CONOCO INC CL B               EQUITY   208251405      389    14462 SH       DEFINED     3,13,14,26,29,30    14462        0        0
CONOCO INC CL B               EQUITY   208251405     1137    42304 SH       DEFINED                21,31    42304        0        0
CONOCO INC CL B               EQUITY   208251405     4720   169850 SH       DEFINED             16,18,21   169850        0        0
CONOCO INC CL B               EQUITY   208251405      597    21499 SH       DEFINED             18,21,22    21499        0        0
CONSECO INC                   EQUITY   208464107      104     5050 SH       DEFINED               -          5050        0        0
CONSECO INC                   EQUITY   208464107     5050   244100 SH       DEFINED   2,3,11,13,14,29,30        0   244100        0
CONSECO INC                   EQUITY   208464107       12      600 SH       DEFINED                  4,6      600        0        0
CONSECO INC                   EQUITY   208464107    18842   910789 SH       DEFINED                12,21   910789        0        0
CONSECO INC                   EQUITY   208464107     4443   214761 SH       DEFINED          15,18,21,22   133394        0    81367
CONSECO INC                   EQUITY   208464107        1       30 SH       DEFINED             16,18,21       30        0        0
CONSECO INC                   EQUITY   208464107    96581  4668466 SH       DEFINED             18,21,22  3137002        0  1531463
CONSECO INC                   OPTION   208464107      145     7000 SH  CALL DEFINED             18,21,22        0        0     7000
CONSECO INC                   OPTION   208464107      186     9000 SH  PUT  DEFINED             18,21,22        0        0     9000
CONSECO INC                   EQUITY   208464107     4845   234210 SH       DEFINED                   25        0   234210        0
CONSECO INC                   EQUITY   208464107      925    44700 SH       DEFINED     3,13,14,26,29,30    44700        0        0
CONSECO INC                   EQUITY   208464107      420    20324 SH       DEFINED                21,31    20324        0        0
CONSOL ENERGY INC             EQUITY   20854P109     1037    72800 SH       DEFINED                12,21    72800        0        0
CONSOL ENERGY INC             EQUITY   20854P109     1796   126054 SH       DEFINED             18,21,22   124610        0     1444
CONSOLIDATED EDISON INC       EQUITY   209115104      335     7974 SH       DEFINED               -          7974        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104     5191   123600 SH       DEFINED   2,3,11,13,14,29,30        0   123600        0
CONSOLIDATED EDISON INC       EQUITY   209115104      195     4641 SH       DEFINED                  4,6     4353        0      288
CONSOLIDATED EDISON INC       EQUITY   209115104     8243   196271 SH       DEFINED                12,21   196271        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104      123     2920 SH       DEFINED          15,18,21,22        0        0     2920
CONSOLIDATED EDISON INC       EQUITY   209115104      420    10000 SH       DEFINED             16,18,21    10000        0        0
CONSOLIDATED EDISON INC       EQUITY   209115104     5646   134422 SH       DEFINED             18,21,22    52854        0    81568
CONSOLIDATED EDISON INC       EQUITY   209115104      276     6563 SH       DEFINED                   25        0     6563        0
CONSOLIDATED EDISON INC       EQUITY   209115104      624    14862 SH       DEFINED                21,31    14862        0        0
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CONS FREIGHTWAYS CORP         EQUITY   209232107       16     1578 SH       DEFINED             18,21,22     1028        0      550
CONS FREIGHTWAYS CORP         EQUITY   209232107      347    34900 SH       DEFINED                   25        0    34900        0
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CONSOLIDATED GRAPHICS INC     EQUITY   209341106       11      274 SH       DEFINED                  6,7        0        0      274
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CONSOLIDATED GRAPHICS INC     EQUITY   209341106     1158    28323 SH       DEFINED             18,21,22    27424        0      899
CONSOLIDATED GRAPHICS INC     EQUITY   209341106     3493    85460 SH       DEFINED                21,31    85460        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      399     6391 SH       DEFINED               -          6391        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      256     4100 SH       DEFINED                  4,6     4100        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103     1770    28326 SH       DEFINED                12,21    28326        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      157     2517 SH       DEFINED          15,18,21,22     1325        0     1192
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103     6891   110249 SH       DEFINED             18,21,22    22795        0    87454
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      173     2767 SH       DEFINED                   25        0     2767        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      625    10000 SH       DEFINED     3,13,14,26,29,30    10000        0        0
CONSOLIDATED NATURAL GAS CO   EQUITY   209615103      374     5988 SH       DEFINED                21,31     5988        0        0
CONSOLIDATED PAPERS INC       EQUITY   209759109     3580   133823 SH       DEFINED                12,21   133823        0        0
CONSOLIDATED PAPERS INC       EQUITY   209759109      896    33504 SH       DEFINED             18,21,22    24329        0     9175
CONSOLIDATED PAPERS INC       EQUITY   209759109      556    20800 SH       DEFINED                21,31    20800        0        0
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CONSOLIDATED PRODUCTS INC     EQUITY   209798107      227    22515 SH       DEFINED                12,21    22515        0        0
CONSOLIDATED PRODUCTS INC     EQUITY   209798107      216    21459 SH       DEFINED             18,21,22      375        0    21084
CONSOLIDATED STORES CORP      EQUITY   210149100       10      440 SH       DEFINED               -           440        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100      518    23802 SH       DEFINED                12,21    23802        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100      321    14760 SH       DEFINED          15,18,21,22    10555        0     4205
CONSOLIDATED STORES CORP      EQUITY   210149100      248    11400 SH       DEFINED                18,21    11400        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100     9610   441842 SH       DEFINED             18,21,22   302743        0   139099
CONSOLIDATED STORES CORP      EQUITY   210149100       70     3200 SH       DEFINED                   25        0     3200        0
CONSOLIDATED STORES CORP      EQUITY   210149100        5      250 SH       DEFINED     3,13,14,26,29,30      250        0        0
CONSOLIDATED STORES CORP      EQUITY   210149100      147     6765 SH       DEFINED                21,31     6765        0        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100      182     6319 SH       DEFINED               -          6319        0        0
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CONSTELLATION ENERGY GROUP    EQUITY   210371100     3026   105017 SH       DEFINED                12,21   105017        0        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100       67     2325 SH       DEFINED          15,18,21,22     1250        0     1075
CONSTELLATION ENERGY GROUP    EQUITY   210371100     8030   278707 SH       DEFINED             18,21,22   161530        0   117176
CONSTELLATION ENERGY GROUP    EQUITY   210371100      121     4216 SH       DEFINED                   25        0     4216        0
CONSTELLATION ENERGY GROUP    EQUITY   210371100      565    19621 SH       DEFINED                21,31    19621        0        0
CONSUMER PORTFOLIO SVCS INC   EQUITY   210502100       22    22084 SH       DEFINED             18,21,22    22000        0       84
CONTIFINANCIAL CORP           EQUITY   21075V107        3     2500 SH       DEFINED                  4,6        0        0     2500
CONTIFINANCIAL CORP           EQUITY   21075V107       10     8700 SH       DEFINED                12,21     8700        0        0
CONTIFINANCIAL CORP           EQUITY   21075V107        1      500 SH       DEFINED             18,21,22        0        0      500
CONTINENTAL AIRLINES INC CL B EQUITY   210795308       31      941 SH       DEFINED               -           941        0        0
CONTINENTAL AIRLINES INC CL B EQUITY   210795308     7959   243963 SH       DEFINED                12,21   243963        0        0
CONTINENTAL AIRLINES INC CL B EQUITY   210795308       63     1944 SH       DEFINED          15,18,21,22     1844        0      100
CONTINENTAL AIRLINES INC CL B EQUITY   210795308     4569   140031 SH       DEFINED             18,21,22    84928        0    55103
CONVERGENT COMMUNICATIONS     EQUITY   211914403       17     1664 SH       DEFINED             18,21,22     1594        0       70
CONVERGENT COMMUNICATIONS     OPTION   211914403      966    96593 SH  CALL DEFINED             18,21,22    96593        0        0
CONVERGENT COMMUNICATIONS     OPTION   211914403      966    96593 SH  PUT  DEFINED             18,21,22    96593        0        0
*** CONTROLADORA COMERCIAL GD EQUITY   21238A206        3      191 SH       DEFINED          15,18,21,22       82        0      109
*** CONTROLADORA COMERCIAL GD EQUITY   21238A206      368    21517 SH       DEFINED             18,21,22    17541        0     3976
CONVERGYS CORP                EQUITY   212485106       19     1000 SH       DEFINED               -          1000        0        0
CONVERGYS CORP                EQUITY   212485106      850    44300 SH       DEFINED                  4,6      500        0    43800
CONVERGYS CORP                EQUITY   212485106      796    41482 SH       DEFINED                12,21    41482        0        0
CONVERGYS CORP                EQUITY   212485106        6      320 SH       DEFINED          15,18,21,22        0        0      320
CONVERGYS CORP                EQUITY   212485106     4452   232009 SH       DEFINED             18,21,22    92185        0   139824
CONVERGYS CORP                EQUITY   212485106      428    22300 SH       DEFINED                21,31    22300        0        0
CONVERSE INC SUB CONV NOTES   CORPBOND 212540AA6        9    40000 PRN      DEFINED             18,21,22     5000        0    35000
COOPER CAMERON CORP           EQUITY   216640102       47     1239 SH       DEFINED               -          1239        0        0
COOPER CAMERON CORP           EQUITY   216640102     4174   110575 SH       DEFINED                  6,7   110575        0        0
COOPER CAMERON CORP           EQUITY   216640102     6867   181914 SH       DEFINED                12,21   181914        0        0
COOPER CAMERON CORP           EQUITY   216640102      324     8586 SH       DEFINED          15,18,21,22     7979        0      607
COOPER CAMERON CORP           EQUITY   216640102     6065   160663 SH       DEFINED             18,21,22    92795        0    67868
COOPER COS INC NEW            EQUITY   216648402     3733   121900 SH       DEFINED                12,21   121900        0        0
COOPER COS INC NEW            EQUITY   216648402       33     1073 SH       DEFINED             18,21,22      702        0      371
COOPER COS INC NEW            EQUITY   216648402      919    30000 SH       DEFINED                   25        0    30000        0
COOPER COS INC NEW            EQUITY   216648402     1148    37500 SH       DEFINED                21,31    37500        0        0
COOPER INDUSTRIES INC         EQUITY   216669101       97     2075 SH       DEFINED               -          2075        0        0
COOPER INDUSTRIES INC         EQUITY   216669101      106     2250 SH       DEFINED                  4,6     1200        0     1050
COOPER INDUSTRIES INC         EQUITY   216669101     1456    31027 SH       DEFINED                12,21    31027        0        0
COOPER INDUSTRIES INC         EQUITY   216669101      310     6600 SH       DEFINED             16,18,21     6600        0        0
COOPER INDUSTRIES INC         EQUITY   216669101     3682    78436 SH       DEFINED             18,21,22    27328        0    51107
COOPER INDUSTRIES INC         EQUITY   216669101      133     2828 SH       DEFINED                   25        0     2828        0
COOPER INDUSTRIES INC         EQUITY   216669101      280     5956 SH       DEFINED                21,31     5956        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      271    15400 SH       DEFINED                  4,6      400    15000        0
COOPER TIRE & RUBBER CO       EQUITY   216831107     2833   160710 SH       DEFINED                12,21   160710        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107        3      160 SH       DEFINED          15,18,21,22      160        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      489    27732 SH       DEFINED             18,21,22    12408        0    15323
COOPER TIRE & RUBBER CO       EQUITY   216831107       36     2025 SH       DEFINED                   25        0     2025        0
COOPER TIRE & RUBBER CO       EQUITY   216831107      330    18700 SH       DEFINED     3,13,14,26,29,30    18700        0        0
COOPER TIRE & RUBBER CO       EQUITY   216831107       83     4695 SH       DEFINED                21,31     4695        0        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104      107     2000 SH       DEFINED                  4,6        0        0     2000
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104     1585    29554 SH       DEFINED                12,21    29554        0        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104       73     1367 SH       DEFINED          15,18,21,22     1325        0       42
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104      844    15730 SH       DEFINED             18,21,22     9502        0     6228
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104       54     1004 SH       DEFINED                   25        0     1004        0
COORS /ADOLPH/ CO CLASS B     EQUITY   217016104      122     2282 SH       DEFINED                21,31     2282        0        0
COPART INC                    EQUITY   217204106       27     1500 SH       DEFINED               -          1500        0        0
COPART INC                    EQUITY   217204106      363    20070 SH       DEFINED                12,21    20070        0        0
COPART INC                    EQUITY   217204106        5      250 SH       DEFINED          15,18,21,22        0        0      250
COPART INC                    EQUITY   217204106     4975   275448 SH       DEFINED             18,21,22    84231        0   191217
COPART INC                    EQUITY   217204106      746    41300 SH       DEFINED                   25        0    41300        0
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106      242     2770 SH       DEFINED                  4,6        0        0     2770
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106       98     1121 SH       DEFINED                12,21     1121        0        0
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106      393     4487 SH       DEFINED             18,21,22       61        0     4426
COPPER MOUNTAIN NETWORKS INC  EQUITY   217510106       18      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
COPYTELE INC                  EQUITY   217721109       68    53000 SH       DEFINED             18,21,22     3900        0    49100
COR THERAPEUTICS INC          EQUITY   217753102     5392   274756 SH       DEFINED                12,21   274756        0        0
COR THERAPEUTICS INC          EQUITY   217753102      309    15732 SH       DEFINED             18,21,22    14885        0      847
CORAM HEALTHCARE CORP         EQUITY   218103109       21    29993 SH       DEFINED             18,21,22      485        0    29508
CORDANT TECHNOLOGIES INC      EQUITY   218412104        7      240 SH       DEFINED               -           240        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104     4778   161965 SH       DEFINED                12,21   161965        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104      164     5558 SH       DEFINED          15,18,21,22     3683        0     1875
CORDANT TECHNOLOGIES INC      EQUITY   218412104        5      160 SH       DEFINED             16,18,21      160        0        0
CORDANT TECHNOLOGIES INC      EQUITY   218412104    11455   388309 SH       DEFINED             18,21,22   265471        0   122838
CORDANT TECHNOLOGIES INC      EQUITY   218412104     2609    88439 SH       DEFINED                21,31    88439        0        0
*** COREL CORP -USD-          EQUITY   21868Q109      136    19326 SH       DEFINED             18,21,22    10482        0     8844
CORIXA CORP                   EQUITY   21887F100      208    15700 SH       DEFINED                12,21    15700        0        0
CORIXA CORP                   EQUITY   21887F100       36     2753 SH       DEFINED             18,21,22       53        0     2700
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108       24      800 SH       DEFINED               -           800        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108        6      204 SH       DEFINED                  4,6      204        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108     2655    89050 SH       DEFINED                12,21    89050        0        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108      407    13655 SH       DEFINED             18,21,22     5983        0     7672
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108      101     3400 SH       DEFINED                   25        0     3400        0
CORN PRODUCTS INTERNATIONAL   EQUITY   219023108        1       21 SH       DEFINED                21,31       21        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108      154     9400 SH       DEFINED                12,21     9400        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108       70     4250 SH       DEFINED          15,18,21,22     3205        0     1045
CORNELL CORRECTIONS INC       EQUITY   219141108       25     1500 SH       DEFINED             16,18,21     1500        0        0
CORNELL CORRECTIONS INC       EQUITY   219141108     1602    97852 SH       DEFINED             18,21,22    67723        0    30129
CORNERSTONE PPTYS INC         EQUITY   21922H103      133     8800 SH       DEFINED                  4,6        0        0     8800
CORNERSTONE PPTYS INC         EQUITY   21922H103       58     3805 SH       DEFINED                12,21     3805        0        0
CORNERSTONE PPTYS INC         EQUITY   21922H103      663    43820 SH       DEFINED             18,21,22    39705        0     4114
CORNERSTONE PPTYS INC         EQUITY   21922H103    24410  1613861 SH       DEFINED           3,13,27,30  1613861        0        0
CORNERSTONE RLTY INCOME TR IN EQUITY   21922V102      310    32000 SH       DEFINED                12,21    32000        0        0
CORNERSTONE RLTY INCOME TR IN EQUITY   21922V102       30     3127 SH       DEFINED             18,21,22     2086        0     1041
CORNING INC                   EQUITY   219350105      287     4195 SH       DEFINED               -          4195        0        0
CORNING INC                   EQUITY   219350105     2795    40800 SH       DEFINED                  4,6    19700        0    21100
CORNING INC                   EQUITY   219350105    92156  1345336 SH       DEFINED                12,21  1345336        0        0
CORNING INC                   EQUITY   219350105      553     8067 SH       DEFINED          15,18,21,22     3680        0     4387
CORNING INC                   EQUITY   219350105     2267    33100 SH       DEFINED             16,18,21    33100        0        0
CORNING INC                   EQUITY   219350105    44358   647563 SH       DEFINED             18,21,22   436954        0   210608
CORNING INC                   EQUITY   219350105      619     9030 SH       DEFINED                   25        0     9030        0
CORNING INC                   EQUITY   219350105      130     1900 SH       DEFINED     3,13,14,26,29,30     1900        0        0
CORNING INC                   EQUITY   219350105     1177    17179 SH       DEFINED                21,31    17179        0        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102     5311   133200 SH       DEFINED   2,3,11,13,14,29,30        0   133200        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      550    13800 SH       DEFINED                12,21    13800        0        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      524    13141 SH       DEFINED          15,18,21,22     9630        0     3511
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102    11262   282425 SH       DEFINED             18,21,22   222537        0    59888
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102      578    14500 SH       DEFINED            4,6,23,24    14500        0        0
CORPORATE EXECUTIVE BRD CO    EQUITY   21988R102       12      300 SH       DEFINED                   25        0      300        0
CORPORATE EXPRESS INC         EQUITY   219888104       57     6100 SH       DEFINED               -          6100        0        0
CORPORATE EXPRESS INC         EQUITY   219888104       42     4500 SH       DEFINED                  4,6        0        0     4500
CORPORATE EXPRESS INC         EQUITY   219888104      810    86200 SH       DEFINED                12,21    86200        0        0
CORPORATE EXPRESS INC         EQUITY   219888104       38     4000 SH       DEFINED          15,18,21,22     2600        0     1400
CORPORATE EXPRESS INC         EQUITY   219888104      152    16233 SH       DEFINED             18,21,22    10929        0     5304
CORPORATE EXPRESS INC         EQUITY   219888104       20     2100 SH       DEFINED     3,13,14,26,29,30     2100        0        0
CORPORATE HIGH YIELD FD III   EQUITY   219925104      364    31846 SH       DEFINED             18,21,22    25676        0     6170
CORRECTIONAL PROPERTIES TRUST EQUITY   22025E104      103     7360 SH       DEFINED          15,18,21,22     5660        0     1700
CORRECTIONAL PROPERTIES TRUST EQUITY   22025E104     3606   258686 SH       DEFINED             18,21,22   182095        0    76590
CORSAIR COMMUNICATION INC     EQUITY   220406102       45     6477 SH       DEFINED          15,18,21,22     2017        0     4460
CORSAIR COMMUNICATION INC     EQUITY   220406102      480    69870 SH       DEFINED             18,21,22    31741        0    38129
CORT BUSINESS SVCS CORP       EQUITY   220493100   131825  5778518 SH       DEFINED               4,6,10  5778518        0        0
CORT BUSINESS SVCS CORP       EQUITY   220493100     1362    59709 SH       DEFINED                12,21    59709        0        0
CORT BUSINESS SVCS CORP       EQUITY   220493100        1       50 SH       DEFINED             18,21,22        0        0       50
CORT BUSINESS SVCS CORP       EQUITY   220493100     1438    63031 SH       DEFINED                21,31    63031        0        0
CORUS BANKSHARES INC          EQUITY   220873103      190     7485 SH       DEFINED                12,21     7485        0        0
CORUS BANKSHARES INC          EQUITY   220873103       89     3508 SH       DEFINED             18,21,22     3508        0        0
CORVEL CORP                   EQUITY   221006109       18      800 SH       DEFINED          15,18,21,22      800        0        0
CORVEL CORP                   EQUITY   221006109      831    37980 SH       DEFINED             18,21,22    27525        0    10455
COST PLUS INC                 EQUITY   221485105     2636    54925 SH       DEFINED                  4,6    21130    21215    12580
COST PLUS INC                 EQUITY   221485105       18      370 SH       DEFINED                  6,7        0        0      370
COST PLUS INC                 EQUITY   221485105     8113   169029 SH       DEFINED                12,21   169029        0        0
COST PLUS INC                 EQUITY   221485105      443     9223 SH       DEFINED          15,18,21,22     6919        0     2304
COST PLUS INC                 EQUITY   221485105     4800   100000 SH       DEFINED             16,18,21   100000        0        0
COST PLUS INC                 EQUITY   221485105     7184   149661 SH       DEFINED             18,21,22   124238        0    25423
COST PLUS INC                 EQUITY   221485105     1157    24100 SH       DEFINED                   25        0    24100        0
COST PLUS INC                 EQUITY   221485105       14      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
COST PLUS INC                 EQUITY   221485105     3444    71745 SH       DEFINED                21,31    71745        0        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105       86     1180 SH       DEFINED               -          1180        0        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105       66      900 SH       DEFINED                  4,6      400        0      500
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105   134490  1842332 SH       DEFINED                12,21  1842332        0        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105     2432    33319 SH       DEFINED          15,18,21,22    22995        0    10324
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105     6351    87000 SH       DEFINED             16,18,21    87000        0        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105    74814  1024850 SH       DEFINED             18,21,22   629710        0   395140
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105     7771   106453 SH       DEFINED                   25        0   106453        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105    13796   188980 SH       DEFINED     3,13,14,26,29,30   188980        0        0
COSTCO WHOLESALE CORP NEW     EQUITY   22160K105     1204    16493 SH       DEFINED                21,31    16493        0        0
COSTAR GROUP INC              EQUITY   22160N109       11      480 SH       DEFINED               -           480        0        0
COSTAR GROUP INC              EQUITY   22160N109      154     6800 SH       DEFINED                12,21     6800        0        0
COSTAR GROUP INC              EQUITY   22160N109       99     4395 SH       DEFINED          15,18,21,22     3400        0      995
COSTAR GROUP INC              EQUITY   22160N109     2226    98375 SH       DEFINED             18,21,22    67515        0    30860
*** COTT CORP QUE             EQUITY   22163N106        1      150 SH       DEFINED          15,18,21,22      150        0        0
*** COTT CORP QUE             EQUITY   22163N106      272    66001 SH       DEFINED             18,21,22    26701        0    39300
COTELLIGENT INC               EQUITY   221630106       55    14400 SH       DEFINED                12,21    14400        0        0
COTELLIGENT INC               EQUITY   221630106       28     7330 SH       DEFINED          15,18,21,22        0        0     7330
COTELLIGENT INC               EQUITY   221630106        1      240 SH       DEFINED             18,21,22      225        0       15
COULTER PHARMACEUTICAL INC    EQUITY   222116105      897    70380 SH       DEFINED   2,3,11,13,14,29,30        0    70380        0
COULTER PHARMACEUTICAL INC    EQUITY   222116105      296    23250 SH       DEFINED                  4,6    15325        0     7925
COULTER PHARMACEUTICAL INC    EQUITY   222116105        4      280 SH       DEFINED                  6,7        0        0      280
COULTER PHARMACEUTICAL INC    EQUITY   222116105      652    51100 SH       DEFINED                12,21    51100        0        0
COULTER PHARMACEUTICAL INC    EQUITY   222116105      491    38517 SH       DEFINED             18,21,22      505        0    38012
COULTER PHARMACEUTICAL INC    EQUITY   222116105       37     2900 SH       DEFINED                   25        0     2900        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104       78     2486 SH       DEFINED               -          2486        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104       29      925 SH       DEFINED                  4,6        0        0      925
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104    62194  1974419 SH       DEFINED                12,21  1974419        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104     2060    65411 SH       DEFINED          15,18,21,22    40429        0    24982
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104    50891  1615597 SH       DEFINED             18,21,22  1071438        0   544158
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104     4168   132327 SH       DEFINED                   25        0   132327        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104      297     9434 SH       DEFINED     3,13,14,26,29,30     9434        0        0
COUNTRYWIDE CREDIT INDS INC D EQUITY   222372104      515    16353 SH       DEFINED                21,31    16353        0        0
COUSINS PROPERTIES INC GEORGI EQUITY   222795106     4305   127319 SH       DEFINED                12,21   127319        0        0
COUSINS PROPERTIES INC GEORGI EQUITY   222795106      841    24864 SH       DEFINED          15,18,21,22    16386        0     8478
COUSINS PROPERTIES INC GEORGI EQUITY   222795106      851    25153 SH       DEFINED             18,21,22    17620        0     7532
COUSINS PROPERTIES INC GEORGI EQUITY   222795106     2739    81001 SH       DEFINED                21,31    81001        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204     1598    41205 SH       DEFINED                  4,6    14830    16820     9555
COVAD COMMUNICATIONS CORP     EQUITY   222814204       10      265 SH       DEFINED                  6,7        0        0      265
COVAD COMMUNICATIONS CORP     EQUITY   222814204    11209   289046 SH       DEFINED                12,21   289046        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204       12      304 SH       DEFINED          15,18,21,22      175        0      129
COVAD COMMUNICATIONS CORP     OPTION   222814204    29086   750000 SH  CALL DEFINED       17,18,19,20,21   750000        0        0
COVAD COMMUNICATIONS CORP     OPTION   222814204    29086   750000 SH  PUT  DEFINED       17,18,19,20,21   750000        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204      525    13532 SH       DEFINED             18,21,22     7312        0     6220
COVAD COMMUNICATIONS CORP     OPTION   222814204    29086   750000 SH  CALL DEFINED             18,21,22   750000        0        0
COVAD COMMUNICATIONS CORP     OPTION   222814204    29086   750000 SH  PUT  DEFINED             18,21,22   750000        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204      180     4650 SH       DEFINED     3,13,14,26,29,30     4650        0        0
COVAD COMMUNICATIONS CORP     EQUITY   222814204     1055    27200 SH       DEFINED                21,31    27200        0        0
COVANCE INC                   EQUITY   222816100       24     2575 SH       DEFINED                  4,6       75        0     2500
COVANCE INC                   EQUITY   222816100     1625   171000 SH       DEFINED                12,21   171000        0        0
COVANCE INC                   EQUITY   222816100        1      125 SH       DEFINED          15,18,21,22      125        0        0
COVANCE INC                   EQUITY   222816100        4      450 SH       DEFINED             16,18,21      450        0        0
COVANCE INC                   EQUITY   222816100     1638   172417 SH       DEFINED             18,21,22   164502        0     7915
COVANCE INC                   EQUITY   222816100      999   105200 SH       DEFINED                21,31   105200        0        0
COVENANT TRANSPORT INC CL A   EQUITY   22284P105     1134    72600 SH       DEFINED                12,21    72600        0        0
COVENANT TRANSPORT INC CL A   EQUITY   22284P105        4      225 SH       DEFINED          15,18,21,22      175        0       50
COVENANT TRANSPORT INC CL A   EQUITY   22284P105      550    35209 SH       DEFINED             18,21,22    17891        0    17318
COVENTRY HEALTH CARE INC      EQUITY   222862104        3      335 SH       DEFINED               -           335        0        0
COVENTRY HEALTH CARE INC      EQUITY   222862104     2038   256800 SH       DEFINED   2,3,11,13,14,29,30        0   256800        0
COVENTRY HEALTH CARE INC      EQUITY   222862104     1412   177900 SH       DEFINED                12,21   177900        0        0
COVENTRY HEALTH CARE INC      EQUITY   222862104       81    10150 SH       DEFINED          15,18,21,22     3895        0     6255
COVENTRY HEALTH CARE INC      EQUITY   222862104     2176   274139 SH       DEFINED             18,21,22   208988        0    65151
COVENTRY HEALTH CARE INC      EQUITY   222862104      122    15400 SH       DEFINED                   25        0    15400        0
COWLITZ BANCORPORATION        EQUITY   223767104      279    50795 SH       DEFINED             18,21,22      200        0    50595
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      382     8937 SH       DEFINED                  4,6     1000      617     7320
COX COMMUNICATIONS INC-NEW    EQUITY   224044107   123725  2898357 SH       DEFINED                12,21  2898357        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      580    13588 SH       DEFINED          15,18,21,22     7609        0     5979
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      126     2952 SH       DEFINED             16,18,21     2952        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107    64059  1500641 SH       DEFINED             18,21,22   534469        0   966172
COX COMMUNICATIONS INC-NEW    EQUITY   224044107       75     1747 SH       DEFINED     3,13,14,26,29,30     1747        0        0
COX COMMUNICATIONS INC-NEW    EQUITY   224044107      443    10385 SH       DEFINED                21,31    10385        0        0
COX RADIO INC CLASS A         EQUITY   224051102     9754   168175 SH       DEFINED                12,21   168175        0        0
COX RADIO INC CLASS A         EQUITY   224051102      141     2439 SH       DEFINED          15,18,21,22     1769        0      670
COX RADIO INC CLASS A         EQUITY   224051102     2117    36500 SH       DEFINED             16,18,21    36500        0        0
COX RADIO INC CLASS A         EQUITY   224051102     3196    55108 SH       DEFINED             18,21,22    45473        0     9635
COX RADIO INC CLASS A         EQUITY   224051102      951    16400 SH       DEFINED                   25        0    16400        0
COX RADIO INC CLASS A         EQUITY   224051102      679    11700 SH       DEFINED     3,13,14,26,29,30    11700        0        0
COX RADIO INC CLASS A         EQUITY   224051102     5377    92714 SH       DEFINED                21,31    92714        0        0
CRANE CO DELAWARE             EQUITY   224399105       17      750 SH       DEFINED               -           750        0        0
CRANE CO DELAWARE             EQUITY   224399105     2790   125378 SH       DEFINED                12,21   125378        0        0
CRANE CO DELAWARE             EQUITY   224399105      152     6816 SH       DEFINED          15,18,21,22     4278        0     2538
CRANE CO DELAWARE             EQUITY   224399105    16685   749891 SH       DEFINED             18,21,22   643009        0   106882
CRANE CO DELAWARE             EQUITY   224399105       43     1915 SH       DEFINED                   25        0     1915        0
CRANE CO DELAWARE             EQUITY   224399105      737    33106 SH       DEFINED                21,31    33106        0        0
CRAWFORD & CO CL B            EQUITY   224633107      558    39300 SH       DEFINED                12,21    39300        0        0
CRAWFORD & CO CL B            EQUITY   224633107      197    13882 SH       DEFINED             18,21,22     1744        0    12138
CREATIVE BIOMOLECULES INC     EQUITY   225270107      121    29745 SH       DEFINED             18,21,22     4575        0    25170
CREDENCE SYSTEMS CORP CV      CORPBOND 225302AA6       47    50000 PRN      DEFINED             18,21,22    50000        0        0
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108     2272    52500 SH       DEFINED                12,21    52500        0        0
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108      606    14002 SH       DEFINED          15,18,21,22    10755        0     3247
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108    11105   256571 SH       DEFINED             18,21,22   183320        0    73251
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108      117     2700 SH       DEFINED                   25        0     2700        0
CREDENCE SYSTEMS CORPORATION  EQUITY   225302108       17      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
CREDIT ACCEPTANCE CORP  MICH  EQUITY   225310101       99    16530 SH       DEFINED                12,21    16530        0        0
CREDIT ACCEPTANCE CORP  MICH  EQUITY   225310101       14     2277 SH       DEFINED             18,21,22     1245        0     1032
CREE RESEARCH INC             EQUITY   225447101      930    27700 SH       DEFINED                12,21    27700        0        0
CREE RESEARCH INC             EQUITY   225447101       72     2140 SH       DEFINED          15,18,21,22     1820        0      320
CREE RESEARCH INC             EQUITY   225447101     4671   139179 SH       DEFINED             18,21,22    97669        0    41510
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       77     4290 SH       DEFINED               -          4290        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105     5502   307831 SH       DEFINED                  4,6   307831        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105      749    41910 SH       DEFINED                12,21    41910        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       35     1940 SH       DEFINED          15,18,21,22     1420        0      520
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105      139     7800 SH       DEFINED             16,18,21     7800        0        0
CRESCENT REAL ESTATE EQUITIES OPTION   225756105       16      900 SH  PUT  DEFINED             18,21,22        0        0      900
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105     7289   407770 SH       DEFINED             18,21,22   212464        0   195306
CRESCENT REAL ESTATE EQUITIES EQUITY   225756105       28     1563 SH       DEFINED                21,31     1563        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756204       15     1000 SH       DEFINED               -          1000        0        0
CRESCENT REAL ESTATE EQUITIES EQUITY   225756204      572    38111 SH       DEFINED             18,21,22    15921        0    22190
CRESTLINE CAP CORP            EQUITY   226153104      388    18961 SH       DEFINED                12,21    18961        0        0
CRESTLINE CAP CORP            EQUITY   226153104       22     1081 SH       DEFINED             18,21,22      280        0      801
CRESTLINE CAP CORP            EQUITY   226153104        6      304 SH       DEFINED                21,31      304        0        0
CRIIMI MAE INC                EQUITY   226603108        1      318 SH       DEFINED          15,18,21,22        0        0      318
CRIIMI MAE INC                EQUITY   226603108       48    23934 SH       DEFINED             18,21,22    19456        0     4478
*** CRISTALERIAS DE CHILE S.A EQUITY   226714103       16     1190 SH       DEFINED                  4,6        0        0     1190
*** CRISTALERIAS DE CHILE S.A EQUITY   226714103        9      650 SH       DEFINED          15,18,21,22      270        0      380
*** CRISTALERIAS DE CHILE S.A EQUITY   226714103      165    11997 SH       DEFINED             18,21,22    10647        0     1350
CRITICAL PATH INC             EQUITY   22674V100      195     5000 SH       DEFINED                  4,6        0        0     5000
CRITICAL PATH INC             EQUITY   22674V100      353     9051 SH       DEFINED                12,21     9051        0        0
CRITICAL PATH INC             EQUITY   22674V100      164     4195 SH       DEFINED          15,18,21,22     3043        0     1152
CRITICAL PATH INC             EQUITY   22674V100     3179    81505 SH       DEFINED             18,21,22    67860        0    13645
CRITICAL PATH INC             EQUITY   22674V100        4      100 SH       DEFINED     3,13,14,26,29,30      100        0        0
A T CROSS CO CLASS A          EQUITY   227478104      531   119737 SH       DEFINED             18,21,22    95877        0    23860
CROSS TIMBERS OIL CO          EQUITY   227573102      651    51025 SH       DEFINED                12,21    51025        0        0
CROSS TIMBERS OIL CO          EQUITY   227573102      177    13886 SH       DEFINED          15,18,21,22    10700        0     3186
CROSS TIMBERS OIL CO          EQUITY   227573102     4972   389922 SH       DEFINED             18,21,22   281594        0   108327
CROSSMANN CMMTYS INC          EQUITY   22764E109      355    21200 SH       DEFINED                12,21    21200        0        0
CROSSMANN CMMTYS INC          EQUITY   22764E109        4      261 SH       DEFINED             18,21,22        6        0      255
CROSSWALK.COM INC             EQUITY   227685104      136    18585 SH       DEFINED             18,21,22        0        0    18585
CROWN AMERICAN REALTY TRUST   EQUITY   228186102      128    19908 SH       DEFINED                12,21    19908        0        0
CROWN AMERICAN REALTY TRUST   EQUITY   228186102      153    23727 SH       DEFINED             18,21,22     5054        0    18673
CROWN ANDERSEN INC            EQUITY   228190104      274    36200 SH       DEFINED             18,21,22        0        0    36200
CROWN CASTLE INTERNATIONAL    EQUITY   228227104     2742   149200 SH       DEFINED   2,3,11,13,14,29,30        0   149200        0
CROWN CASTLE INTERNATIONAL    EQUITY   228227104     1009    54892 SH       DEFINED                12,21    54892        0        0
CROWN CASTLE INTERNATIONAL    EQUITY   228227104        1       40 SH       DEFINED          15,18,21,22        0        0       40
CROWN CASTLE INTERNATIONAL    EQUITY   228227104      813    44249 SH       DEFINED             18,21,22     5380        0    38869
CROWN CASTLE INTERNATIONAL    OPTION   228227104        9      500 SH  CALL DEFINED             18,21,22        0        0      500
CROWN CORK & SEAL CO INC      EQUITY   228255105       72     3000 SH       DEFINED               -          3000        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105    19717   821557 SH       DEFINED                12,21   821557        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105       50     2100 SH       DEFINED          15,18,21,22        0        0     2100
CROWN CORK & SEAL CO INC      EQUITY   228255105      125     5200 SH       DEFINED             16,18,21     5200        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105     2976   123990 SH       DEFINED             18,21,22    54706        0    69284
CROWN CORK & SEAL CO INC      EQUITY   228255105       83     3460 SH       DEFINED                   25        0     3460        0
CROWN CORK & SEAL CO INC      EQUITY   228255105      178     7400 SH       DEFINED     3,13,14,26,29,30     7400        0        0
CROWN CORK & SEAL CO INC      EQUITY   228255105      185     7725 SH       DEFINED                21,31     7725        0        0
CROWN CORK & SEAL INC         EQUITY   228255303     8900   400000 SH       DEFINED                12,21   400000        0        0
CROWN CORK & SEAL INC         EQUITY   228255303    13828   621500 SH       DEFINED             16,18,21   621500        0        0
CROWN CORK & SEAL INC         EQUITY   228255303     3970   178418 SH       DEFINED             18,21,22   156258        0    22160
CROWN PACIFIC PARTNERS LP     EQUITY   228439105      200     9500 SH       DEFINED               -          9500        0        0
CROWN PACIFIC PARTNERS LP     EQUITY   228439105        5      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     2826   134548 SH       DEFINED             18,21,22    65176        0    69371
*** CRYSTALLEX INTL CORP      EQUITY   22942F101        7    10000 SH       DEFINED             18,21,22        0        0    10000
C3 INC                        EQUITY   22942P109      254    24770 SH       DEFINED          15,18,21,22    11608        0    13162
C3 INC                        EQUITY   22942P109      112    10885 SH       DEFINED             18,21,22     7885        0     3000
CUBIC CORP DE                 EQUITY   229669106      107     4659 SH       DEFINED                12,21     4659        0        0
CUBIC CORP DE                 EQUITY   229669106       85     3682 SH       DEFINED             18,21,22       32        0     3650
CUBIC CORP DE                 EQUITY   229669106      124     5400 SH       DEFINED                   25        0     5400        0
CULLEN FROST BANKERS INC      EQUITY   229899109       27     1110 SH       DEFINED               -          1110        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109     3936   161487 SH       DEFINED                  4,6    54520    59882    47085
CULLEN FROST BANKERS INC      EQUITY   229899109     2620   107500 SH       DEFINED                    6   107500        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109       22      900 SH       DEFINED                  6,7        0        0      900
CULLEN FROST BANKERS INC      EQUITY   229899109     2732   112067 SH       DEFINED                12,21   112067        0        0
CULLEN FROST BANKERS INC      EQUITY   229899109      351    14415 SH       DEFINED          15,18,21,22     5725        0     8690
CULLEN FROST BANKERS INC      EQUITY   229899109     7673   314786 SH       DEFINED             18,21,22   204910        0   109876
CULLEN FROST BANKERS INC      EQUITY   229899109      366    15000 SH       DEFINED                21,31    15000        0        0
CULP INC                      EQUITY   230215105        9     1200 SH       DEFINED          15,18,21,22        0        0     1200
CULP INC                      EQUITY   230215105     1357   182445 SH       DEFINED             18,21,22   182445        0        0
CUMMINS ENGINE CO INC         EQUITY   231021106      361     7171 SH       DEFINED                12,21     7171        0        0
CUMMINS ENGINE CO INC         EQUITY   231021106       11      212 SH       DEFINED          15,18,21,22       49        0      163
CUMMINS ENGINE CO INC         EQUITY   231021106     5727   113818 SH       DEFINED             18,21,22    45663        0    68154
CUMMINS ENGINE CO INC         EQUITY   231021106       61     1209 SH       DEFINED                   25        0     1209        0
CUMMINS ENGINE CO INC         EQUITY   231021106      133     2651 SH       DEFINED                21,31     2651        0        0
CUMULUS MEDIA INC CL A        EQUITY   231082108      594    18500 SH       DEFINED                12,21    18500        0        0
CUMULUS MEDIA INC CL A        EQUITY   231082108      155     4815 SH       DEFINED          15,18,21,22     3700        0     1115
CUMULUS MEDIA INC CL A        EQUITY   231082108     3461   107744 SH       DEFINED             18,21,22    74378        0    33366
CYBERIAN OUTPOST INC          EQUITY   231914102      116    13800 SH       DEFINED                12,21    13800        0        0
CYBERIAN OUTPOST INC          EQUITY   231914102       39     4654 SH       DEFINED             18,21,22        3        0     4651
CUSTOM TRACKS CORP            EQUITY   232046102      484    17100 SH       DEFINED                12,21    17100        0        0
CUSTOM TRACKS CORP            EQUITY   232046102      102     3603 SH       DEFINED             18,21,22      900        0     2703
CYBERCASH INC                 EQUITY   232462101      137    18200 SH       DEFINED                12,21    18200        0        0
CYBERCASH INC                 EQUITY   232462101        8     1000 SH       DEFINED          15,18,21,22        0        0     1000
CYBERCASH INC                 EQUITY   232462101      144    19200 SH       DEFINED             18,21,22     5243        0    13957
CYBERONICS INC                EQUITY   23251P102      340    19900 SH       DEFINED                12,21    19900        0        0
CYBERONICS INC                EQUITY   23251P102        4      230 SH       DEFINED             18,21,22        1        0      229
CYBERONICS INC                EQUITY   23251P102        2      100 SH       DEFINED     3,13,14,26,29,30      100        0        0
CYBEROPTICS CORP              EQUITY   232517102     1367    79810 SH       DEFINED             18,21,22    30425        0    49385
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102      856    24800 SH       DEFINED                12,21    24800        0        0
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102       17      500 SH       DEFINED          15,18,21,22        0        0      500
CYBEX COMPUTER PRODUCTS CORP  EQUITY   232522102      100     2900 SH       DEFINED                   25        0     2900        0
CYGNUS INC                    EQUITY   232560102     3061   272100 SH       DEFINED                12,21   272100        0        0
CYGNUS INC                    EQUITY   232560102        1      100 SH       DEFINED          15,18,21,22        0        0      100
CYGNUS INC                    EQUITY   232560102      120    10709 SH       DEFINED             18,21,22     5568        0     5141
CYMER INC CV STEP UP SUB NOTE CORPBOND 232572AC1       10    11000 PRN      DEFINED          15,18,21,22        0        0    11000
CYMER INC CV STEP UP SUB NOTE CORPBOND 232572AC1     1099  1160000 PRN      DEFINED             18,21,22   953000        0   207000
CYMER INC                     EQUITY   232572107     5138   155700 SH       DEFINED                12,21   155700        0        0
CYMER INC                     EQUITY   232572107      149     4507 SH       DEFINED          15,18,21,22     3279        0     1228
CYMER INC                     EQUITY   232572107     3295    99856 SH       DEFINED             18,21,22    82762        0    17094
CYMER INC                     EQUITY   232572107      594    18000 SH       DEFINED                   25        0    18000        0
CYPRESS SEMICONDUCTOR CORP CV CORPBOND 232806AD1      295   250000 PRN      DEFINED                12,21   250000        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109       68     2891 SH       DEFINED               -          2891        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109    42196  1805170 SH       DEFINED                12,21  1805170        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109      980    41912 SH       DEFINED          15,18,21,22    24161        0    17751
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109     1286    55000 SH       DEFINED             16,18,21    55000        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109    53807  2301900 SH       DEFINED             18,21,22   929897        0  1372003
CYPRESS SEMICONDUCTOR CORP    OPTION   232806109       23     1000 SH  CALL DEFINED             18,21,22        0        0     1000
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109      302    12900 SH       DEFINED                   25        0    12900        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109      512    21900 SH       DEFINED     3,13,14,26,29,30    21900        0        0
CYPRESS SEMICONDUCTOR CORP    EQUITY   232806109     2426   103800 SH       DEFINED                21,31   103800        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103     8924   463600 SH       DEFINED   2,3,11,13,14,29,30        0   463600        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103        4      229 SH       DEFINED                  4,6      229        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103     1451    75372 SH       DEFINED                12,21    75372        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103       10      500 SH       DEFINED          15,18,21,22        0        0      500
CYPRUS AMAX MINERALS CO       EQUITY   232809103        1       60 SH       DEFINED             16,18,21       60        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103    10587   549994 SH       DEFINED             18,21,22    21155        0   528839
CYPRUS AMAX MINERALS CO       EQUITY   232809103       51     2663 SH       DEFINED                   25        0     2663        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103       19     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
CYPRUS AMAX MINERALS CO       EQUITY   232809103      108     5629 SH       DEFINED                21,31     5629        0        0
CYTOCLONAL PHARMACEUTICALS IN EQUITY   23282G105       23     3230 SH       DEFINED                12,21     3230        0        0
CYTOCLONAL PHARMACEUTICALS IN EQUITY   23282G105       77    11000 SH       DEFINED             18,21,22     1000        0    10000
CYTEC INDUSTRIES INC          EQUITY   232820100        3      126 SH       DEFINED               -           126        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100     1261    56200 SH       DEFINED                  6,7    56200        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100      787    35060 SH       DEFINED                12,21    35060        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100        5      226 SH       DEFINED          15,18,21,22      226        0        0
CYTEC INDUSTRIES INC          EQUITY   232820100     2743   122232 SH       DEFINED             18,21,22   116260        0     5972
CYTOGEN CORP                  EQUITY   232824102       68    33771 SH       DEFINED             18,21,22     8057        0    25714
CYTYC CORPORATION             EQUITY   232946103     3538    98100 SH       DEFINED                12,21    98100        0        0
CYTYC CORPORATION             EQUITY   232946103       25      680 SH       DEFINED          15,18,21,22      680        0        0
CYTYC CORPORATION             EQUITY   232946103     1333    36961 SH       DEFINED             18,21,22    25993        0    10968
DII GROUP INC                 EQUITY   232949107       51     1375 SH       DEFINED               -          1375        0        0
DII GROUP INC                 EQUITY   232949107     7196   195822 SH       DEFINED                12,21   195822        0        0
DII GROUP INC                 EQUITY   232949107      328     8920 SH       DEFINED          15,18,21,22     4570        0     4350
DII GROUP INC                 EQUITY   232949107    33770   918899 SH       DEFINED             18,21,22   829032        0    89867
DII GROUP INC                 EQUITY   232949107     1073    29200 SH       DEFINED                   25        0    29200        0
DII GROUP INC                 EQUITY   232949107     3560    96877 SH       DEFINED                21,31    96877        0        0
DBT ONLINE INC                EQUITY   233044106      268    10800 SH       DEFINED                12,21    10800        0        0
DBT ONLINE INC                EQUITY   233044106      150     6028 SH       DEFINED          15,18,21,22     2802        0     3226
DBT ONLINE INC                EQUITY   233044106      155     6261 SH       DEFINED             18,21,22     5149        0     1112
DQE INC                       EQUITY   23329J104       12      300 SH       DEFINED               -           300        0        0
DQE INC                       EQUITY   23329J104      355     9100 SH       DEFINED                  4,6        0        0     9100
DQE INC                       EQUITY   23329J104     1402    35939 SH       DEFINED                12,21    35939        0        0
DQE INC                       EQUITY   23329J104       61     1562 SH       DEFINED          15,18,21,22        0        0     1562
DQE INC                       EQUITY   23329J104      628    16113 SH       DEFINED             18,21,22     8221        0     7891
DQE INC                       EQUITY   23329J104     1170    30000 SH       DEFINED     3,13,14,26,29,30    30000        0        0
DQE INC                       EQUITY   23329J104     1308    33551 SH       DEFINED                21,31    33551        0        0
DPL INC                       EQUITY   233293109       37     2062 SH       DEFINED               -          2062        0        0
DPL INC                       EQUITY   233293109      126     7070 SH       DEFINED                  4,6     6570        0      500
DPL INC                       EQUITY   233293109      280    15655 SH       DEFINED                12,21    15655        0        0
DPL INC                       EQUITY   233293109        1       75 SH       DEFINED          15,18,21,22       75        0        0
DPL INC                       EQUITY   233293109     1079    60348 SH       DEFINED             18,21,22    35220        0    25128
DPL INC                       EQUITY   233293109      567    31723 SH       DEFINED                21,31    31723        0        0
D R HORTON INC                EQUITY   23331A109       18     1480 SH       DEFINED               -          1480        0        0
D R HORTON INC                EQUITY   23331A109      756    61100 SH       DEFINED                  4,6        0    61100        0
D R HORTON INC                EQUITY   23331A109     3518   284273 SH       DEFINED                12,21   284273        0        0
D R HORTON INC                EQUITY   23331A109      188    15199 SH       DEFINED          15,18,21,22     8114        0     7085
D R HORTON INC                EQUITY   23331A109     7280   588271 SH       DEFINED             18,21,22   429219        0   159051
D R HORTON INC                EQUITY   23331A109      174    14100 SH       DEFINED                   25        0    14100        0
D R HORTON INC                EQUITY   23331A109     1205    97390 SH       DEFINED                21,31    97390        0        0
DSP GROUP INC                 EQUITY   23332B106       27      700 SH       DEFINED               -           700        0        0
DSP GROUP INC                 EQUITY   23332B106     3568    93900 SH       DEFINED                12,21    93900        0        0
DSP GROUP INC                 EQUITY   23332B106      207     5439 SH       DEFINED             18,21,22     1359        0     4080
DSP GROUP INC                 OPTION   23332B106      114     3000 SH  PUT  DEFINED             18,21,22        0        0     3000
DSP COMMUNICATIONS INC        EQUITY   23332K106     7465   350263 SH       DEFINED                12,21   350263        0        0
DSP COMMUNICATIONS INC        EQUITY   23332K106        2      100 SH       DEFINED          15,18,21,22        0        0      100
DSP COMMUNICATIONS INC        EQUITY   23332K106     2025    95000 SH       DEFINED             16,18,21    95000        0        0
DSP COMMUNICATIONS INC        EQUITY   23332K106     1455    68249 SH       DEFINED             18,21,22    67762        0      487
DSP COMMUNICATIONS INC        EQUITY   23332K106     3427   160813 SH       DEFINED                21,31   160813        0        0
DST SYS INC DEL               EQUITY   233326107     2783    49250 SH       DEFINED                12,21    49250        0        0
DST SYS INC DEL               EQUITY   233326107      307     5430 SH       DEFINED             18,21,22     2411        0     3019
DST SYS INC DEL               EQUITY   233326107     2882    51012 SH       DEFINED                21,31    51012        0        0
DT INDUSTRIES INC             EQUITY   23333J108        1      224 SH       DEFINED          15,18,21,22      224        0        0
DT INDUSTRIES INC             EQUITY   23333J108      499    76841 SH       DEFINED             18,21,22    61996        0    14845
DTE ENERGY COMPANY            EQUITY   233331107       84     2286 SH       DEFINED               -          2286        0        0
DTE ENERGY COMPANY            EQUITY   233331107      110     3000 SH       DEFINED                  4,6     3000        0        0
DTE ENERGY COMPANY            EQUITY   233331107    14577   398003 SH       DEFINED                12,21   398003        0        0
DTE ENERGY COMPANY            EQUITY   233331107     4928   134540 SH       DEFINED          15,18,21,22    93823        0    40717
DTE ENERGY COMPANY            EQUITY   233331107    20220   552093 SH       DEFINED             18,21,22   416231        0   135862
DTE ENERGY COMPANY            EQUITY   233331107      561    15309 SH       DEFINED                   25        0    15309        0
DTE ENERGY COMPANY            EQUITY   233331107      410    11193 SH       DEFINED                21,31    11193        0        0
DAIN RAUSCHER CORP            EQUITY   233856103       37      750 SH       DEFINED                  4,6        0        0      750
DAIN RAUSCHER CORP            EQUITY   233856103     3767    76870 SH       DEFINED                12,21    76870        0        0
DAIN RAUSCHER CORP            EQUITY   233856103        6      119 SH       DEFINED             18,21,22       94        0       25
DAIN RAUSCHER CORP            EQUITY   233856103      304     6200 SH       DEFINED                   25        0     6200        0
DAIN RAUSCHER CORP            EQUITY   233856103      907    18500 SH       DEFINED                21,31    18500        0        0
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106     1102    80901 SH       DEFINED                12,21    80901        0        0
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106       10      715 SH       DEFINED          15,18,21,22      520        0      195
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106      654    48019 SH       DEFINED             18,21,22    35479        0    12540
DAISYTEK INTERNATIONAL CORP   EQUITY   234053106     1442   105832 SH       DEFINED                21,31   105832        0        0
DAL-TILE INTL INC             EQUITY   23426R108    11559  1528300 SH       DEFINED                12,21  1528300        0        0
DAL-TILE INTL INC             EQUITY   23426R108       52     6820 SH       DEFINED          15,18,21,22     4004        0     2816
DAL-TILE INTL INC             EQUITY   23426R108     3233   427510 SH       DEFINED             18,21,22   245489        0   182021
DAL-TILE INTL INC             EQUITY   23426R108       76    10000 SH       DEFINED                   25        0    10000        0
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104     2231    42141 SH       DEFINED                  4,6    15450    18361     8330
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104       13      250 SH       DEFINED                  6,7        0        0      250
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104     8788   166000 SH       DEFINED                12,21   166000        0        0
DALLAS SEMICONDUCTOR CORP     EQUITY   235204104      486     9176 SH       DEFINED             18,21,22     4563        0     4613
DAMARK INTERNATIONAL INC CL A EQUITY   235691102      140    13850 SH       DEFINED             18,21,22    10100        0     3750
DAN RIVER INC CLASS A         EQUITY   235774106      113    17500 SH       DEFINED                12,21    17500        0        0
DAN RIVER INC CLASS A         EQUITY   235774106       45     7000 SH       DEFINED          15,18,21,22        0        0     7000
DAN RIVER INC CLASS A         EQUITY   235774106      706   109723 SH       DEFINED             18,21,22   109723        0        0
DANA CORP                     EQUITY   235811106      112     3024 SH       DEFINED               -          3024        0        0
DANA CORP                     EQUITY   235811106     2605    70411 SH       DEFINED                  4,6    14716    40300    15395
DANA CORP                     EQUITY   235811106     3516    95039 SH       DEFINED                12,21    95039        0        0
DANA CORP                     EQUITY   235811106       18      492 SH       DEFINED          15,18,21,22        0        0      492
DANA CORP                     EQUITY   235811106    16225   438502 SH       DEFINED             18,21,22    26694        0   411808
DANA CORP                     EQUITY   235811106      177     4788 SH       DEFINED                   25        0     4788        0
DANA CORP                     EQUITY   235811106      385    10392 SH       DEFINED                21,31    10392        0        0
DANAHER CORP DE               EQUITY   235851102    63126  1225740 SH       DEFINED                  4,6   451500   201678   572562
DANAHER CORP DE               EQUITY   235851102      546    10610 SH       DEFINED                  6,7        0        0    10610
DANAHER CORP DE               EQUITY   235851102    10445   202807 SH       DEFINED                12,21   202807        0        0
DANAHER CORP DE               EQUITY   235851102      232     4502 SH       DEFINED          15,18,21,22     2332        0     2170
DANAHER CORP DE               EQUITY   235851102     7899   153369 SH       DEFINED             18,21,22    72914        0    80455
DANAHER CORP DE               EQUITY   235851102      211     4100 SH       DEFINED                   25        0     4100        0
DANAHER CORP DE               EQUITY   235851102      458     8898 SH       DEFINED                21,31     8898        0        0
*** DANKA BUSINESS SYS PLC    EQUITY   236277109      179    16937 SH       DEFINED             18,21,22     1285        0    15652
DARDEN RESTAURANTS INC        EQUITY   237194105      131     6800 SH       DEFINED                  4,6     6300      500        0
DARDEN RESTAURANTS INC        EQUITY   237194105     2201   114340 SH       DEFINED                12,21   114340        0        0
DARDEN RESTAURANTS INC        EQUITY   237194105      506    26300 SH       DEFINED             16,18,21    26300        0        0
DARDEN RESTAURANTS INC        EQUITY   237194105      484    25166 SH       DEFINED             18,21,22    15487        0     9678
DARDEN RESTAURANTS INC        EQUITY   237194105       76     3934 SH       DEFINED                   25        0     3934        0
DARDEN RESTAURANTS INC        EQUITY   237194105     1424    73990 SH       DEFINED                21,31    73990        0        0
DATA BROADCASTING CORP        EQUITY   237596101       44     6000 SH       DEFINED                  4,6        0        0     6000
DATA BROADCASTING CORP        EQUITY   237596101      478    65400 SH       DEFINED                12,21    65400        0        0
DATA BROADCASTING CORP        EQUITY   237596101        3      410 SH       DEFINED          15,18,21,22      110        0      300
DATA BROADCASTING CORP        EQUITY   237596101      142    19409 SH       DEFINED             18,21,22     8964        0    10445
DATA GENERAL CORP CV SUB NOTE CORPBOND 237688AG1      653   630000 PRN      DEFINED             18,21,22   607000        0    23000
DATA GENERAL CORP             EQUITY   237688106      631    28500 SH       DEFINED                  4,6     6500        0    22000
DATA GENERAL CORP             EQUITY   237688106     1182    53436 SH       DEFINED                12,21    53436        0        0
DATA GENERAL CORP             EQUITY   237688106      244    11015 SH       DEFINED          15,18,21,22     4715        0     6300
DATA GENERAL CORP             EQUITY   237688106     1260    56937 SH       DEFINED             16,18,21    56937        0        0
DATA GENERAL CORP             EQUITY   237688106      856    38706 SH       DEFINED             18,21,22    18649        0    20057
DATA GENERAL CORP             OPTION   237688106     2533   114500 SH  CALL DEFINED             18,21,22   114500        0        0
DATA GENERAL CORP             EQUITY   237688106       33     1513 SH       DEFINED                   25        0     1513        0
DATA GENERAL CORP             EQUITY   237688106       72     3236 SH       DEFINED                21,31     3236        0        0
DATA I/O CORP                 EQUITY   237690102      128    73200 SH       DEFINED             18,21,22        0        0    73200
DATA TRANSMISSION NETWORK COR EQUITY   238017107      270    11000 SH       DEFINED                12,21    11000        0        0
DATA TRANSMISSION NETWORK COR EQUITY   238017107      250    10200 SH       DEFINED             18,21,22     2400        0     7800
DATAMETRICS CORP              EQUITY   238085104      226   157494 SH       DEFINED             18,21,22    21000        0   136494
DATASCOPE CORP DELAWARE       EQUITY   238113104     3772    99760 SH       DEFINED                12,21    99760        0        0
DATASCOPE CORP DELAWARE       EQUITY   238113104      165     4375 SH       DEFINED             18,21,22     1650        0     2725
DATASCOPE CORP DELAWARE       EQUITY   238113104     2424    64105 SH       DEFINED                21,31    64105        0        0
DATASTREAM SYS INC            EQUITY   238124101     1672   132473 SH       DEFINED                12,21   132473        0        0
DATASTREAM SYS INC            EQUITY   238124101      365    28929 SH       DEFINED          15,18,21,22    15300        0    13629
DATASTREAM SYS INC            EQUITY   238124101     1637   129683 SH       DEFINED             18,21,22   104807        0    24876
DATASTREAM SYS INC            EQUITY   238124101     1490   118031 SH       DEFINED                21,31   118031        0        0
DAVE & BUSTERS INC            EQUITY   23833N104       24     2000 SH       DEFINED                  4,6        0     2000        0
DAVE & BUSTERS INC            EQUITY   23833N104      157    13400 SH       DEFINED                12,21    13400        0        0
DAVE & BUSTERS INC            EQUITY   23833N104        9      725 SH       DEFINED          15,18,21,22      725        0        0
DAVE & BUSTERS INC            EQUITY   23833N104       58     4925 SH       DEFINED             18,21,22     2300        0     2625
DAY RUNNER INC DE             EQUITY   239545106      315    37000 SH       DEFINED                12,21    37000        0        0
DAY RUNNER INC DE             EQUITY   239545106        1       61 SH       DEFINED             18,21,22       41        0       20
DAY RUNNER INC DE             EQUITY   239545106      165    19400 SH       DEFINED                   25        0    19400        0
DAY RUNNER INC DE             EQUITY   239545106      315    37000 SH       DEFINED                21,31    37000        0        0
DAYTON HUDSON CORP            EQUITY   239753106      374     5987 SH       DEFINED               -          5987        0        0
DAYTON HUDSON CORP            EQUITY   239753106     4678    74925 SH       DEFINED                  4,6    35850     9400    29675
DAYTON HUDSON CORP            EQUITY   239753106    94673  1516274 SH       DEFINED                12,21  1516274        0        0
DAYTON HUDSON CORP            EQUITY   239753106     3075    49255 SH       DEFINED          15,18,21,22    27491        0    21763
DAYTON HUDSON CORP            EQUITY   239753106     3796    60800 SH       DEFINED             16,18,21    60800        0        0
DAYTON HUDSON CORP            EQUITY   239753106   223914  3586175 SH       DEFINED             18,21,22  3024185        0   561990
DAYTON HUDSON CORP            OPTION   239753106       31      500 SH  PUT  DEFINED             18,21,22        0        0      500
DAYTON HUDSON CORP            EQUITY   239753106      798    12776 SH       DEFINED                   25        0    12776        0
DAYTON HUDSON CORP            EQUITY   239753106      882    14127 SH       DEFINED     3,13,14,26,29,30    14127        0        0
DAYTON HUDSON CORP            EQUITY   239753106     2076    33255 SH       DEFINED                21,31    33255        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302       50     1895 SH       DEFINED               -          1895        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302       27     1000 SH       DEFINED                  4,6        0        0     1000
*** DE BEERS CONS MINES LTD   EQUITY   240253302      606    22865 SH       DEFINED          15,18,21,22    15980        0     6885
*** DE BEERS CONS MINES LTD   EQUITY   240253302       27     1000 SH       DEFINED             16,18,21     1000        0        0
*** DE BEERS CONS MINES LTD   EQUITY   240253302    26812  1011767 SH       DEFINED             18,21,22   765740        0   246027
*** DE BEERS CONS MINES LTD   EQUITY   240253302     1178    44470 SH       DEFINED                   25        0    44470        0
DEAN FOODS CO                 EQUITY   242361103      192     4403 SH       DEFINED                12,21     4403        0        0
DEAN FOODS CO                 EQUITY   242361103      445    10225 SH       DEFINED             18,21,22     5071        0     5154
DEAN FOODS CO                 EQUITY   242361103       88     2031 SH       DEFINED                21,31     2031        0        0
DEBT STRATEGIES FD III INC    EQUITY   24276G101       44     5000 SH       DEFINED               -          5000        0        0
DEBT STRATEGIES FD III INC    EQUITY   24276G101      133    15233 SH       DEFINED             18,21,22     3804        0    11428
DEBT STRATEGIES FD II INC     EQUITY   242901106       94    12438 SH       DEFINED             18,21,22    11338        0     1100
DEERE & CO                    EQUITY   244199105       76     1984 SH       DEFINED               -          1984        0        0
DEERE & CO                    EQUITY   244199105    10479   275300 SH       DEFINED   2,3,11,13,14,29,30        0   275300        0
DEERE & CO                    EQUITY   244199105     1402    36825 SH       DEFINED                  4,6    21700        0    15125
DEERE & CO                    EQUITY   244199105    24587   645967 SH       DEFINED                12,21   645967        0        0
DEERE & CO                    EQUITY   244199105     1194    31375 SH       DEFINED          15,18,21,22    16883        0    14492
DEERE & CO                    EQUITY   244199105     4929   129500 SH       DEFINED             16,18,21   129500        0        0
DEERE & CO                    EQUITY   244199105    56154  1475290 SH       DEFINED             18,21,22  1027107        0   448183
DEERE & CO                    EQUITY   244199105      999    26241 SH       DEFINED                   25        0    26241        0
DEERE & CO                    EQUITY   244199105     1066    28000 SH       DEFINED     3,13,14,26,29,30    28000        0        0
DEERE & CO                    EQUITY   244199105      630    16548 SH       DEFINED                21,31    16548        0        0
DEL MONTE FOODS CO            EQUITY   24522P103    34084  2490046 SH       DEFINED                1,4,6  2490046        0        0
DEL MONTE FOODS CO            EQUITY   24522P103      720    52600 SH       DEFINED                12,21    52600        0        0
DEL MONTE FOODS CO            EQUITY   24522P103       13      955 SH       DEFINED          15,18,21,22      955        0        0
DEL MONTE FOODS CO            EQUITY   24522P103      752    54942 SH       DEFINED             18,21,22    32867        0    22075
DELCO REMY INTL INC CLASS A   EQUITY   246626105    32693  3607343 SH       DEFINED               4,6,10  3607343        0        0
DELCO REMY INTL INC CLASS A   EQUITY   246626105      191    21100 SH       DEFINED                12,21    21100        0        0
DELCO REMY INTL INC CLASS A   EQUITY   246626105        4      408 SH       DEFINED             18,21,22      308        0      100
DELHAIZE AMER INC CL A        EQUITY   246688105       14      665 SH       DEFINED               -           665        0        0
DELHAIZE AMER INC CL A        EQUITY   246688105    15008   714665 SH       DEFINED                12,21   714665        0        0
DELHAIZE AMER INC CL A        EQUITY   246688105     7569   360430 SH       DEFINED             16,18,21   360430        0        0
DELHAIZE AMER INC CL A        EQUITY   246688105      171     8166 SH       DEFINED                18,21     8166        0        0
DELHAIZE AMER INC CL A        EQUITY   246688105      507    24164 SH       DEFINED             18,21,22    19567        0     4597
DELHAIZE AMER INC CL B        EQUITY   246688204     8731   369573 SH       DEFINED                12,21   369573        0        0
DELHAIZE AMER INC CL B        EQUITY   246688204        3      133 SH       DEFINED          15,18,21,22        0        0      133
DELHAIZE AMER INC CL B        EQUITY   246688204      384    16233 SH       DEFINED             16,18,21    16233        0        0
DELHAIZE AMER INC CL B        EQUITY   246688204      525    22226 SH       DEFINED             18,21,22    19950        0     2276
DELL COMPUTER CORP            EQUITY   247025109     3517    82704 SH       DEFINED               -         82704        0        0
DELL COMPUTER CORP            EQUITY   247025109    81014  1904831 SH       DEFINED                  4,6   443940   447720  1013171
DELL COMPUTER CORP            EQUITY   247025109   217298  5109158 SH       DEFINED                  6,7  5074198        0    34960
DELL COMPUTER CORP            EQUITY   247025109   122770  2886601 SH       DEFINED                12,21  2886601        0        0
DELL COMPUTER CORP            EQUITY   247025109    17913   421186 SH       DEFINED          15,18,21,22   257020        0   164166
DELL COMPUTER CORP            EQUITY   247025109   287223  6753267 SH       DEFINED             18,21,22  4436406        0  2316861
DELL COMPUTER CORP            OPTION   247025109      527    12400 SH  CALL DEFINED             18,21,22        0        0    12400
DELL COMPUTER CORP            OPTION   247025109       21      500 SH  PUT  DEFINED             18,21,22        0        0      500
DELL COMPUTER CORP            EQUITY   247025109      119     2800 SH       DEFINED            4,6,23,24     2800        0        0
DELL COMPUTER CORP            EQUITY   247025109    11315   266032 SH       DEFINED                   25        0   266032        0
DELL COMPUTER CORP            EQUITY   247025109    59594  1401194 SH       DEFINED     3,13,14,26,29,30  1401194        0        0
DELL COMPUTER CORP            EQUITY   247025109     7460   175392 SH       DEFINED                21,31   175392        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105       76     5005 SH       DEFINED               -          5005        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      803    52654 SH       DEFINED                  4,6    28728    23201      725
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105    17669  1158653 SH       DEFINED                12,21  1158653        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      979    64229 SH       DEFINED          15,18,21,22    42531        0    21698
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      710    46579 SH       DEFINED             16,18,21    46579        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105    40226  2637774 SH       DEFINED             18,21,22  1831090        0   806683
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105     1287    84363 SH       DEFINED                   25        0    84363        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      160    10512 SH       DEFINED     3,13,14,26,29,30    10512        0        0
DELPHI AUTOMOTIVE SYSTEMS COR EQUITY   247126105      640    41998 SH       DEFINED                21,31    41998        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      356    11720 SH       DEFINED                12,21    11720        0        0
DELPHI FINANCIAL GROUP INC    EQUITY   247131105       76     2517 SH       DEFINED             18,21,22     1474        0     1043
DELPHI FINANCIAL GROUP INC    EQUITY   247131105      350    11516 SH       DEFINED                   25        0    11516        0
DELTA & PINE LAND CO          EQUITY   247357106     1092    42600 SH       DEFINED                12,21    42600        0        0
DELTA & PINE LAND CO          EQUITY   247357106     4422   172572 SH       DEFINED             18,21,22   137517        0    35055
DELTA AIR LINES INC DE        EQUITY   247361108       11      230 SH       DEFINED               -           230        0        0
DELTA AIR LINES INC DE        EQUITY   247361108     5731   120500 SH       DEFINED   2,3,11,13,14,29,30        0   120500        0
DELTA AIR LINES INC DE        EQUITY   247361108    13524   284343 SH       DEFINED                  4,6    10950     2000   271393
DELTA AIR LINES INC DE        EQUITY   247361108     5755   121004 SH       DEFINED                5,6,7        0        0   121004
DELTA AIR LINES INC DE        EQUITY   247361108      647    13608 SH       DEFINED                  6,7        0        0    13608
DELTA AIR LINES INC DE        EQUITY   247361108     6116   128584 SH       DEFINED                12,21   128584        0        0
DELTA AIR LINES INC DE        EQUITY   247361108      982    20647 SH       DEFINED          15,18,21,22    12876        0     7771
DELTA AIR LINES INC DE        OPTION   247361108   259171  5449000 SH  CALL DEFINED       17,18,19,20,21  5449000        0        0
DELTA AIR LINES INC DE        OPTION   247361108   237815  5000000 SH  PUT  DEFINED       17,18,19,20,21  5000000        0        0
DELTA AIR LINES INC DE        EQUITY   247361108    29640   623170 SH       DEFINED             18,21,22   429004        0   194165
DELTA AIR LINES INC DE        OPTION   247361108    28490   599000 SH  CALL DEFINED             18,21,22   599000        0        0
DELTA AIR LINES INC DE        EQUITY   247361108     1236    25984 SH       DEFINED                   25        0    25984        0
DELTA AIR LINES INC DE        EQUITY   247361108      366     7700 SH       DEFINED     3,13,14,26,29,30     7700        0        0
DELTA AIR LINES INC DE        EQUITY   247361108      534    11237 SH       DEFINED                21,31    11237        0        0
DELTEK SYSTEMS INC            EQUITY   24785A108        1       70 SH       DEFINED          15,18,21,22       70        0        0
DELTEK SYSTEMS INC            EQUITY   24785A108      438    26530 SH       DEFINED             18,21,22     9008        0    17522
DELTIC TIMBER CORP            EQUITY   247850100      739    32684 SH       DEFINED                12,21    32684        0        0
DELTIC TIMBER CORP            EQUITY   247850100       23     1028 SH       DEFINED             16,18,21     1028        0        0
DELTIC TIMBER CORP            EQUITY   247850100        9      395 SH       DEFINED             18,21,22        4        0      391
DELUXE CORP                   EQUITY   248019101      218     6500 SH       DEFINED               -          6500        0        0
DELUXE CORP                   EQUITY   248019101      128     3800 SH       DEFINED                  4,6        0     1000     2800
DELUXE CORP                   EQUITY   248019101    13870   413242 SH       DEFINED                12,21   413242        0        0
DELUXE CORP                   EQUITY   248019101      313     9320 SH       DEFINED          15,18,21,22     6070        0     3250
DELUXE CORP                   EQUITY   248019101     8861   264024 SH       DEFINED             18,21,22   172029        0    91994
DELUXE CORP                   EQUITY   248019101      501    14931 SH       DEFINED                   25        0    14931        0
DELUXE CORP                   EQUITY   248019101      158     4712 SH       DEFINED                21,31     4712        0        0
DENDRITE INTL INC             EQUITY   248239105     3342    73651 SH       DEFINED                12,21    73651        0        0
DENDRITE INTL INC             EQUITY   248239105      838    18472 SH       DEFINED          15,18,21,22    13374        0     5098
DENDRITE INTL INC             EQUITY   248239105    16926   373033 SH       DEFINED             18,21,22   316566        0    56467
DENDRITE INTL INC             OPTION   248239105     1134    25000 SH  CALL DEFINED             18,21,22    25000        0        0
DENDRITE INTL INC             OPTION   248239105     1134    25000 SH  PUT  DEFINED             18,21,22    25000        0        0
DENDRITE INTL INC             EQUITY   248239105     4412    97241 SH       DEFINED                21,31    97241        0        0
DENTSPLY INTL INC             EQUITY   249030107       17      800 SH       DEFINED                  4,6        0        0      800
DENTSPLY INTL INC             EQUITY   249030107       72     3356 SH       DEFINED                12,21     3356        0        0
DENTSPLY INTL INC             EQUITY   249030107      239    11223 SH       DEFINED          15,18,21,22     8488        0     2735
DENTSPLY INTL INC             EQUITY   249030107        1       53 SH       DEFINED             16,18,21       53        0        0
DENTSPLY INTL INC             EQUITY   249030107     5181   243110 SH       DEFINED             18,21,22   166330        0    76780
DENTSPLY INTL INC             EQUITY   249030107      256    12000 SH       DEFINED     3,13,14,26,29,30    12000        0        0
DEPARTMENT 56 INC             EQUITY   249509100      415    16946 SH       DEFINED                12,21    16946        0        0
DEPARTMENT 56 INC             EQUITY   249509100     2671   109004 SH       DEFINED             18,21,22    89742        0    19262
*** DESC S A DE C V           EQUITY   250309101      410    24400 SH       DEFINED                12,21    24400        0        0
*** DESC S A DE C V           EQUITY   250309101        9      539 SH       DEFINED             18,21,22      275        0      264
DESIGNS INC                   EQUITY   25057L102       17    10000 SH       DEFINED             18,21,22     5000        0     5000
DETROIT DIESEL CORP           EQUITY   250837101      136     6979 SH       DEFINED                12,21     6979        0        0
DETROIT DIESEL CORP           EQUITY   250837101       56     2865 SH       DEFINED             18,21,22     2625        0      240
DETROIT DIESEL CORP           EQUITY   250837101      295    15200 SH       DEFINED                   25        0    15200        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105       54     1320 SH       DEFINED               -          1320        0        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105     1033    25359 SH       DEFINED          15,18,21,22    17954        0     7405
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105     1774    43541 SH       DEFINED       17,18,19,20,21    43541        0        0
*** DEUTSCHE TELEKOM AG SPON  EQUITY   251566105    49067  1204100 SH       DEFINED             18,21,22   953737        0   250363
DEVELOPERS DIVERSIFIED REALTY EQUITY   251591103      690    50200 SH       DEFINED                12,21    50200        0        0
DEVELOPERS DIVERSIFIED REALTY OPTION   251591103        6      400 SH  PUT  DEFINED             18,21,22        0        0      400
DEVELOPERS DIVERSIFIED REALTY EQUITY   251591103     8642   628482 SH       DEFINED             18,21,22   598755        0    29727
DEVON ENERGY CORP NEW         EQUITY   25179M103       21      500 SH       DEFINED               -           500        0        0
DEVON ENERGY CORP NEW         EQUITY   25179M103     4104    98600 SH       DEFINED   2,3,11,13,14,29,30        0    98600        0
DEVON ENERGY CORP NEW         EQUITY   25179M103      507    12175 SH       DEFINED                  4,6     7900        0     4275
DEVON ENERGY CORP NEW         EQUITY   25179M103     5619   135000 SH       DEFINED                  6,7        0        0   135000
DEVON ENERGY CORP NEW         EQUITY   25179M103    18129   435532 SH       DEFINED                12,21   435532        0        0
DEVON ENERGY CORP NEW         EQUITY   25179M103      549    13181 SH       DEFINED          15,18,21,22    10261        0     2920
DEVON ENERGY CORP NEW         EQUITY   25179M103     2214    53200 SH       DEFINED             16,18,21    53200        0        0
DEVON ENERGY CORP NEW         EQUITY   25179M103     7254   174260 SH       DEFINED             18,21,22   123198        0    51062
DEVON ENERGY CORP NEW         EQUITY   25179M103      837    20100 SH       DEFINED                   25        0    20100        0
DEVON ENERGY CORP NEW         EQUITY   25179M103     2737    65761 SH       DEFINED                21,31    65761        0        0
DEVRY INC  (DEL)              EQUITY   251893103      209    10535 SH       DEFINED                  4,6        0        0    10535
DEVRY INC  (DEL)              EQUITY   251893103     4088   205671 SH       DEFINED                12,21   205671        0        0
DEVRY INC  (DEL)              EQUITY   251893103      469    23575 SH       DEFINED          15,18,21,22    13785        0     9790
DEVRY INC  (DEL)              EQUITY   251893103     3279   165000 SH       DEFINED             16,18,21   165000        0        0
DEVRY INC  (DEL)              EQUITY   251893103    10672   536933 SH       DEFINED             18,21,22   351307        0   185626
DEVRY INC  (DEL)              EQUITY   251893103    10985   552700 SH       DEFINED            4,6,23,24   552700        0        0
DEXTER CORP                   EQUITY   252165105     2654    70892 SH       DEFINED                12,21    70892        0        0
DEXTER CORP                   EQUITY   252165105      248     6629 SH       DEFINED             18,21,22        4        0     6625
DEXTER CORP                   EQUITY   252165105      618    16500 SH       DEFINED                   25        0    16500        0
DEXTER CORP                   EQUITY   252165105     2917    77919 SH       DEFINED                21,31    77919        0        0
DIACRIN INC                   EQUITY   25243N103        9     1625 SH       DEFINED             18,21,22        0        0     1625
DIACRIN INC                   EQUITY   25243N103      825   150000 SH       DEFINED        3,13,27,28,30   150000        0        0
WTS DIACRIN INC EXP 12/31/200 EQUITY   25243N111       13   105000 SH       DEFINED        3,13,27,28,30   105000        0        0
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205      736    18084 SH       DEFINED               -         18084        0        0
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205     9211   226378 SH       DEFINED          15,18,21,22   151781        0    74597
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205   241204  5928136 SH       DEFINED             18,21,22  4178569        0  1749567
*** DIAGEO PLC SPONSORED ADR  EQUITY   25243Q205     3756    92320 SH       DEFINED                   25        0    92320        0
DIAGNOSTIC PRODUCTS CORP      EQUITY   252450101      248     9199 SH       DEFINED                12,21     9199        0        0
DIAGNOSTIC PRODUCTS CORP      EQUITY   252450101       56     2078 SH       DEFINED             18,21,22      538        0     1540
DIAL CORPORATION NEW DEL      EQUITY   25247D101        5      200 SH       DEFINED               -           200        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101     1513    59200 SH       DEFINED                  4,6     2300        0    56900
DIAL CORPORATION NEW DEL      EQUITY   25247D101     6235   243906 SH       DEFINED                  6,7   243906        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101    14972   585672 SH       DEFINED                12,21   585672        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101      508    19888 SH       DEFINED          15,18,21,22     7070        0    12818
DIAL CORPORATION NEW DEL      EQUITY   25247D101     5025   196566 SH       DEFINED             18,21,22   103385        0    93180
DIAL CORPORATION NEW DEL      OPTION   25247D101      192     7500 SH  CALL DEFINED             18,21,22     7500        0        0
DIAL CORPORATION NEW DEL      OPTION   25247D101      192     7500 SH  PUT  DEFINED             18,21,22     7500        0        0
DIAL CORPORATION NEW DEL      EQUITY   25247D101     1720    67299 SH       DEFINED                21,31    67299        0        0
DIAMETRICS MEDICAL INC        EQUITY   252532106       84    15987 SH       DEFINED          15,18,21,22    11598        0     4389
DIAMETRICS MEDICAL INC        EQUITY   252532106     1577   300394 SH       DEFINED             18,21,22   250427        0    49967
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0      113   106600 PRN      DEFINED                12,21   106600        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0      183   172000 PRN      DEFINED          15,18,21,22    87000        0    85000
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     1169  1100000 PRN      DEFINED             16,18,21  1100000        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     5300  4988000 PRN      DEFINED             18,21,22  3742000        0  1246000
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0       21    20100 PRN      DEFINED     3,13,14,26,29,30    20100        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     5645  5313000 PRN      DEFINED        3,13,27,28,30  5313000        0        0
DIAMOND OFFSHORE DRILLING INC CORPBOND 25271CAA0     4696  4420000 PRN      DEFINED           3,13,29,30  4420000        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102        5      152 SH       DEFINED               -           152        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102     1474    42730 SH       DEFINED                  4,6    15100      300    27330
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102     7612   220627 SH       DEFINED                12,21   220627        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102      694    20102 SH       DEFINED          15,18,21,22    17557        0     2545
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102      380    11000 SH       DEFINED             16,18,21    11000        0        0
DIAMOND OFFSHORE DRILLING INC EQUITY   25271C102    19421   562926 SH       DEFINED             18,21,22   266678        0   296247
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109     1991    47200 SH       DEFINED   2,3,11,13,14,29,30        0    47200        0
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109     1523    36100 SH       DEFINED                12,21    36100        0        0
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109      303     7188 SH       DEFINED             18,21,22      951        0     6237
DIAMOND TECHNOLOGY PARTNERS   EQUITY   252762109     1152    27300 SH       DEFINED                21,31    27300        0        0
DIAMONDS TRUST SER 1          EQUITY   252787106      103     1000 SH       DEFINED                  4,6        0        0     1000
DIAMONDS TRUST SER 1          EQUITY   252787106      148     1440 SH       DEFINED                5,6,7        0        0     1440
DIAMONDS TRUST SER 1          EQUITY   252787106       45      440 SH       DEFINED                  6,7        0        0      440
DIAMONDS TRUST SER 1          EQUITY   252787106       93      905 SH       DEFINED          15,18,21,22      704        0      201
DIAMONDS TRUST SER 1          EQUITY   252787106     8541    83245 SH       DEFINED             18,21,22    48682        0    34563
DIANON SYS INC                EQUITY   252826102      100    10000 SH       DEFINED             18,21,22        0        0    10000
DIEBOLD INC                   EQUITY   253651103       18      800 SH       DEFINED               -           800        0        0
DIEBOLD INC                   EQUITY   253651103       71     3078 SH       DEFINED                12,21     3078        0        0
DIEBOLD INC                   EQUITY   253651103       52     2260 SH       DEFINED          15,18,21,22     1565        0      695
DIEBOLD INC                   EQUITY   253651103     6520   284243 SH       DEFINED             18,21,22   130414        0   153828
DIEBOLD INC                   OPTION   253651103       14      600 SH  PUT  DEFINED             18,21,22        0        0      600
DIGEX INC CLASS A             EQUITY   253756100       98     4645 SH       DEFINED          15,18,21,22     3388        0     1257
DIGEX INC CLASS A             EQUITY   253756100     4111   194004 SH       DEFINED             18,21,22   178137        0    15867
DIGITAL MICROWAVE CORP        EQUITY   253859102      989    67900 SH       DEFINED                12,21    67900        0        0
DIGITAL MICROWAVE CORP        EQUITY   253859102      371    25481 SH       DEFINED             18,21,22     7946        0    17535
DIGITAL RIVER INC             EQUITY   25388B104     2576   128400 SH       DEFINED                12,21   128400        0        0
DIGITAL RIVER INC             EQUITY   25388B104       28     1380 SH       DEFINED          15,18,21,22      835        0      545
DIGITAL RIVER INC             EQUITY   25388B104      732    36496 SH       DEFINED             18,21,22    28963        0     7533
DIGITAL RIVER INC             EQUITY   25388B104      177     8800 SH       DEFINED                   25        0     8800        0
DIGITAL GENERATION SYSTEMS IN EQUITY   253921100      427   122000 SH       DEFINED             18,21,22     1000        0   121000
DIME COMMUNITY BANCSHARES     EQUITY   253922108        3      160 SH       DEFINED               -           160        0        0
DIME COMMUNITY BANCSHARES     EQUITY   253922108      212    10234 SH       DEFINED                12,21    10234        0        0
DIME COMMUNITY BANCSHARES     EQUITY   253922108       66     3186 SH       DEFINED          15,18,21,22     2001        0     1185
DIME COMMUNITY BANCSHARES     EQUITY   253922108     3043   146671 SH       DEFINED             18,21,22   102916        0    43755
DILLARDS INC CLASS A          EQUITY   254067101      231    11234 SH       DEFINED                12,21    11234        0        0
DILLARDS INC CLASS A          EQUITY   254067101       12      600 SH       DEFINED          15,18,21,22      400        0      200
DILLARDS INC CLASS A          EQUITY   254067101       21     1000 SH       DEFINED             16,18,21     1000        0        0
DILLARDS INC CLASS A          EQUITY   254067101      767    37315 SH       DEFINED             18,21,22    33076        0     4239
DILLARDS INC CLASS A          EQUITY   254067101      220    10720 SH       DEFINED                   25        0    10720        0
DILLARDS INC CLASS A          EQUITY   254067101      321    15600 SH       DEFINED     3,13,14,26,29,30    15600        0        0
DILLARDS INC CLASS A          EQUITY   254067101      136     6594 SH       DEFINED                21,31     6594        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102       35     2000 SH       DEFINED               -          2000        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102     2164   125000 SH       DEFINED                    6   125000        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102     2088   120588 SH       DEFINED                12,21   120588        0        0
DIME BANCORP INC NEW          EQUITY   25429Q102       14      780 SH       DEFINED          15,18,21,22      654        0      126
DIME BANCORP INC NEW          EQUITY   25429Q102     5767   333130 SH       DEFINED             18,21,22   151164        0   181965
DIME BANCORP INC NEW          OPTION   25429Q102       17     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
DIME BANCORP INC NEW          EQUITY   25429Q102     2491   143881 SH       DEFINED                21,31   143881        0        0
DIMON INC                     EQUITY   254394109      703   178500 SH       DEFINED                  4,6        0   178500        0
DIMON INC                     EQUITY   254394109     1773   450300 SH       DEFINED                12,21   450300        0        0
DIMON INC                     EQUITY   254394109        9     2174 SH       DEFINED          15,18,21,22     1516        0      658
DIMON INC                     EQUITY   254394109     1126   285895 SH       DEFINED             18,21,22   222530        0    63365
DIONEX CORP DE                EQUITY   254546104      113     2666 SH       DEFINED                  4,6     2666        0        0
DIONEX CORP DE                EQUITY   254546104     1030    24300 SH       DEFINED                12,21    24300        0        0
DIONEX CORP DE                EQUITY   254546104       90     2130 SH       DEFINED          15,18,21,22      980        0     1150
DIONEX CORP DE                EQUITY   254546104     3197    75440 SH       DEFINED             18,21,22    50482        0    24958
DIONEX CORP DE                EQUITY   254546104      309     7300 SH       DEFINED                   25        0     7300        0
DISCOUNT AUTO PARTS           EQUITY   254642101      112     7082 SH       DEFINED                12,21     7082        0        0
DISCOUNT AUTO PARTS           EQUITY   254642101     3149   199942 SH       DEFINED             18,21,22   195520        0     4422
WALT DISNEY HOLDING CO        EQUITY   254687106     2131    83972 SH       DEFINED               -         83972        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106    23440   923757 SH       DEFINED                  4,6   480284    26605   416868
WALT DISNEY HOLDING CO        EQUITY   254687106     6591   259739 SH       DEFINED                5,6,7        0        0   259739
WALT DISNEY HOLDING CO        EQUITY   254687106      858    33814 SH       DEFINED                  6,7        0        0    33814
WALT DISNEY HOLDING CO        EQUITY   254687106   197588  7786712 SH       DEFINED                12,21  7786712        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106    23198   914195 SH       DEFINED          15,18,21,22   438746        0   475448
WALT DISNEY HOLDING CO        EQUITY   254687106     6922   272773 SH       DEFINED             16,18,21   272773        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106      266    10500 SH       DEFINED                18,21    10500        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106   499492 19684422 SH       DEFINED             18,21,22  9806608        0  9877813
WALT DISNEY HOLDING CO        OPTION   254687106     7199   283700 SH  CALL DEFINED             18,21,22   276000        0     7700
WALT DISNEY HOLDING CO        OPTION   254687106     4760   187600 SH  PUT  DEFINED             18,21,22   170000        0    17600
WALT DISNEY HOLDING CO        EQUITY   254687106     6344   250000 SH       DEFINED            4,6,23,24   250000        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106     4244   167262 SH       DEFINED                   25        0   167262        0
WALT DISNEY HOLDING CO        EQUITY   254687106     1340    52795 SH       DEFINED     3,13,14,26,29,30    52795        0        0
WALT DISNEY HOLDING CO        EQUITY   254687106     3769   148520 SH       DEFINED                21,31   148520        0        0
*** DISTRIBUCION Y SERVICIO   EQUITY   254753106       58     3430 SH       DEFINED                  4,6     2000        0     1430
*** DISTRIBUCION Y SERVICIO   EQUITY   254753106      267    15700 SH       DEFINED                12,21    15700        0        0
*** DIVERSINET CORP           EQUITY   25536K204      970   108951 SH       DEFINED             18,21,22    11985        0    96966
DIXIE GROUP INC CONV DEB REG  CORPBOND 255519AA8       65    86000 PRN      DEFINED             18,21,22    64000        0    22000
DOCUMENTUM INC                EQUITY   256159104     1814    76800 SH       DEFINED   2,3,11,13,14,29,30        0    76800        0
DOCUMENTUM INC                EQUITY   256159104      371    15700 SH       DEFINED                12,21    15700        0        0
DOCUMENTUM INC                EQUITY   256159104       56     2360 SH       DEFINED             18,21,22       20        0     2340
DOLE FOOD INC                 EQUITY   256605106       39     2116 SH       DEFINED                12,21     2116        0        0
DOLE FOOD INC                 EQUITY   256605106      802    43059 SH       DEFINED             18,21,22    33952        0     9107
DOLLAR GENERAL CORP           EQUITY   256669102      431    13992 SH       DEFINED               -         13992        0        0
DOLLAR GENERAL CORP           EQUITY   256669102    23024   747230 SH       DEFINED                  4,6   293850   208880   244500
DOLLAR GENERAL CORP           EQUITY   256669102      267     8650 SH       DEFINED                  6,7        0        0     8650
DOLLAR GENERAL CORP           EQUITY   256669102    20094   652119 SH       DEFINED                12,21   652119        0        0
DOLLAR GENERAL CORP           EQUITY   256669102     4934   160137 SH       DEFINED          15,18,21,22    76173        0    83964
DOLLAR GENERAL CORP           EQUITY   256669102    94842  3077980 SH       DEFINED             18,21,22  1731183        0  1346796
DOLLAR GENERAL CORP           EQUITY   256669102      246     7968 SH       DEFINED                   25        0     7968        0
DOLLAR GENERAL CORP           EQUITY   256669102      832    26991 SH       DEFINED     3,13,14,26,29,30    26991        0        0
DOLLAR GENERAL CORP           EQUITY   256669102      429    13918 SH       DEFINED                21,31    13918        0        0
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105      385    18900 SH       DEFINED                12,21    18900        0        0
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105      263    12900 SH       DEFINED                18,21    12900        0        0
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105     1007    49442 SH       DEFINED             18,21,22     8463        0    40979
DOLLAR THRIFTY AUTOMOTIVE     EQUITY   256743105     1233    60500 SH       DEFINED                   25        0    60500        0
DOLLAR TREE STORES INC        EQUITY   256747106     8016   202292 SH       DEFINED                12,21   202292        0        0
DOLLAR TREE STORES INC        EQUITY   256747106       72     1812 SH       DEFINED          15,18,21,22      950        0      862
DOLLAR TREE STORES INC        EQUITY   256747106     2378    60000 SH       DEFINED             16,18,21    60000        0        0
DOLLAR TREE STORES INC        EQUITY   256747106     8663   218632 SH       DEFINED             18,21,22   124860        0    93772
DOLLAR TREE STORES INC        EQUITY   256747106      214     5400 SH       DEFINED                   25        0     5400        0
DOLLAR TREE STORES INC        EQUITY   256747106     1010    25500 SH       DEFINED                21,31    25500        0        0
DOMINION RES BLACK WARRIOR TR EQUITY   25746Q108      371    25350 SH       DEFINED             18,21,22     5198        0    20152
DOMINION RESOURCES-VA         EQUITY   257470104       92     2000 SH       DEFINED               -          2000        0        0
DOMINION RESOURCES-VA         EQUITY   257470104      321     7022 SH       DEFINED                  4,6     6422        0      600
DOMINION RESOURCES-VA         EQUITY   257470104    11625   254095 SH       DEFINED                12,21   254095        0        0
DOMINION RESOURCES-VA         EQUITY   257470104       16      349 SH       DEFINED          15,18,21,22       50        0      299
DOMINION RESOURCES-VA         EQUITY   257470104     3521    76967 SH       DEFINED             18,21,22    36544        0    40422
DOMINION RESOURCES-VA         EQUITY   257470104      252     5514 SH       DEFINED                   25        0     5514        0
DOMINION RESOURCES-VA         EQUITY   257470104      546    11945 SH       DEFINED                21,31    11945        0        0
*** DOMTAR INC                EQUITY   257561100     3713   360000 SH       DEFINED                  6,7        0        0   360000
*** DOMTAR INC                EQUITY   257561100       11     1089 SH       DEFINED          15,18,21,22      198        0      891
*** DOMTAR INC                EQUITY   257561100       39     3780 SH       DEFINED             18,21,22     1518        0     2262
DONALDSON CO INC              EQUITY   257651109      865    39670 SH       DEFINED                12,21    39670        0        0
DONALDSON CO INC              EQUITY   257651109      172     7875 SH       DEFINED          15,18,21,22     2980        0     4895
DONALDSON CO INC              EQUITY   257651109     3283   150509 SH       DEFINED             18,21,22   101673        0    48836
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108     3356    88900 SH       DEFINED                  4,6     7000      800    81100
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108     2523    66846 SH       DEFINED                12,21    66846        0        0
DONALDSON LUFKIN & JENRETTE   EQUITY   257661108     1614    42742 SH       DEFINED             18,21,22    34440        0     8302
DONALDSON LUFKIN & JENRETTE   OPTION   257661108     1548    41000 SH  CALL DEFINED             18,21,22    40000        0     1000
DONALDSON LUFKIN & JENRETTE   OPTION   257661108       57     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
DLJDIRECT INC                 EQUITY   257661504     1994   130762 SH       DEFINED                  4,6        0        0   130762
DLJDIRECT INC                 EQUITY   257661504      162    10647 SH       DEFINED                12,21    10647        0        0
DLJDIRECT INC                 EQUITY   257661504      614    40273 SH       DEFINED             18,21,22    20270        0    20003
DLJDIRECT INC                 EQUITY   257661504       46     3000 SH       DEFINED            4,6,23,24     3000        0        0
DLJDIRECT INC                 EQUITY   257661504        7      450 SH       DEFINED     3,13,14,26,29,30      450        0        0
*** DONCASTERS PLC-SPONSORED  EQUITY   257692103      180    15000 SH       DEFINED             18,21,22    15000        0        0
DONNA KARAN INTL INC          EQUITY   257826107       96    11334 SH       DEFINED                12,21    11334        0        0
DONNA KARAN INTL INC          EQUITY   257826107      155    18199 SH       DEFINED             18,21,22     5241        0    12958
R R DONNELLEY & SONS CO       EQUITY   257867101        4      148 SH       DEFINED               -           148        0        0
R R DONNELLEY & SONS CO       EQUITY   257867101      357    12258 SH       DEFINED                12,21    12258        0        0
R R DONNELLEY & SONS CO       EQUITY   257867101      797    27372 SH       DEFINED          15,18,21,22    17880        0     9492
R R DONNELLEY & SONS CO       EQUITY   257867101    22119   759441 SH       DEFINED             18,21,22   475011        0   284429
R R DONNELLEY & SONS CO       EQUITY   257867101     3606   123817 SH       DEFINED                   25        0   123817        0
R R DONNELLEY & SONS CO       EQUITY   257867101      232     7977 SH       DEFINED                21,31     7977        0        0
DORAL FIN'L CORP              EQUITY   25811P100     3501   264246 SH       DEFINED                12,21   264246        0        0
DORAL FIN'L CORP              EQUITY   25811P100       86     6500 SH       DEFINED                18,21     6500        0        0
DORAL FIN'L CORP              EQUITY   25811P100       90     6782 SH       DEFINED             18,21,22     2717        0     4065
DORAL FIN'L CORP              EQUITY   25811P100     4007   302403 SH       DEFINED                21,31   302403        0        0
DOUBLECLICK INC SUB NOTES CON CORPBOND 258609AA4     3778  2500000 PRN      DEFINED             16,18,21  2500000        0        0
DOUBLECLICK INC SUB NOTES CON CORPBOND 258609AA4     7763  5137000 PRN      DEFINED             18,21,22  5137000        0        0
DOUBLECLICK INC SUB NOTES CON CORPBOND 258609AA4    23802 15750000 PRN      DEFINED        3,13,29,30,32        0        0 15750000
DOUBLECLICK INC               EQUITY   258609304      188     1645 SH       DEFINED               -          1645        0        0
DOUBLECLICK INC               EQUITY   258609304     1966    17190 SH       DEFINED                  4,6        0        0    17190
DOUBLECLICK INC               EQUITY   258609304    10272    89809 SH       DEFINED                12,21    89809        0        0
DOUBLECLICK INC               EQUITY   258609304     1247    10905 SH       DEFINED          15,18,21,22     4087        0     6818
DOUBLECLICK INC               EQUITY   258609304    40862   357264 SH       DEFINED             18,21,22   195376        0   161888
DOUBLECLICK INC               OPTION   258609304      114     1000 SH  CALL DEFINED             18,21,22        0        0     1000
DOUBLECLICK INC               OPTION   258609304      286     2500 SH  PUT  DEFINED             18,21,22     2000        0      500
DOVER CORP                    EQUITY   260003108      208     5160 SH       DEFINED               -          5160        0        0
DOVER CORP                    EQUITY   260003108      267     6632 SH       DEFINED                  4,6     4332        0     2300
DOVER CORP                    EQUITY   260003108      907    22527 SH       DEFINED                12,21    22527        0        0
DOVER CORP                    EQUITY   260003108      222     5520 SH       DEFINED          15,18,21,22     4320        0     1200
DOVER CORP                    EQUITY   260003108    14001   347852 SH       DEFINED             18,21,22   235346        0   112506
DOVER CORP                    EQUITY   260003108     2659    66070 SH       DEFINED                   25        0    66070        0
DOVER CORP                    EQUITY   260003108      599    14888 SH       DEFINED                21,31    14888        0        0
DOVER DOWNS ENTMT INC         EQUITY   260086103      204    15000 SH       DEFINED                12,21    15000        0        0
DOW CHEMICAL CO               EQUITY   260543103      377     3374 SH       DEFINED               -          3374        0        0
DOW CHEMICAL CO               EQUITY   260543103     7992    71600 SH       DEFINED   2,3,11,13,14,29,30        0    71600        0
DOW CHEMICAL CO               EQUITY   260543103     8837    79164 SH       DEFINED                  4,6    23184    44125    11855
DOW CHEMICAL CO               EQUITY   260543103   138090  1237087 SH       DEFINED                12,21  1237087        0        0
DOW CHEMICAL CO               EQUITY   260543103     6475    58010 SH       DEFINED          15,18,21,22    37707        0    20303
DOW CHEMICAL CO               EQUITY   260543103    87914   787582 SH       DEFINED             18,21,22   506709        0   280873
DOW CHEMICAL CO               EQUITY   260543103     1628    14586 SH       DEFINED                   25        0    14586        0
DOW CHEMICAL CO               EQUITY   260543103      549     4919 SH       DEFINED     3,13,14,26,29,30     4919        0        0
DOW CHEMICAL CO               EQUITY   260543103     1740    15588 SH       DEFINED                21,31    15588        0        0
DOW JONES & CO INC            EQUITY   260561105      274     5065 SH       DEFINED               -          5065        0        0
DOW JONES & CO INC            EQUITY   260561105       86     1600 SH       DEFINED                  4,6     1200      400        0
DOW JONES & CO INC            EQUITY   260561105      851    15758 SH       DEFINED                12,21    15758        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    52758   977000 SH  PUT  DEFINED       17,18,19,20,21   977000        0        0
DOW JONES & CO INC            EQUITY   260561105     8724   161547 SH       DEFINED             18,21,22   143032        0    18514
DOW JONES & CO INC            OPTION   260561105    16740   310000 SH  PUT  DEFINED             18,21,22   310000        0        0
DOW JONES & CO INC            EQUITY   260561105      183     3386 SH       DEFINED                   25        0     3386        0
DOW JONES & CO INC            EQUITY   260561105      309     5721 SH       DEFINED                21,31     5721        0        0
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      344    16828 SH       DEFINED                12,21    16828        0        0
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      203     9926 SH       DEFINED             18,21,22     8047        0     1879
DOWNEY FINANCIAL CORP DEL     EQUITY   261018105      264    12900 SH       DEFINED                   25        0    12900        0
DRESS BARN INC                EQUITY   261570105      235    12900 SH       DEFINED                12,21    12900        0        0
DRESS BARN INC                EQUITY   261570105      329    18100 SH       DEFINED             18,21,22        0        0    18100
DREXLER TECHNOLOGY CORP       EQUITY   261876106     2538   350000 SH       DEFINED                12,21   350000        0        0
DREXLER TECHNOLOGY CORP       EQUITY   261876106      229    31600 SH       DEFINED             18,21,22     4800        0    26800
DREYERS GRAND ICE CREAM INC   EQUITY   261878102      262    15200 SH       DEFINED                12,21    15200        0        0
DREYERS GRAND ICE CREAM INC   EQUITY   261878102       45     2616 SH       DEFINED             18,21,22     1001        0     1615
DRIL QUIP INC                 EQUITY   262037104      259    10100 SH       DEFINED                12,21    10100        0        0
DRIL QUIP INC                 EQUITY   262037104       10      374 SH       DEFINED             18,21,22      369        0        5
DRUG EMPORIUM INC CV S/D-REG  CORPBOND 262175AA0       21    30000 PRN      DEFINED               -         30000        0        0
DRUG EMPORIUM INC CV S/D-REG  CORPBOND 262175AA0       39    55000 PRN      DEFINED             18,21,22    15000        0    40000
DRUG EMPORIUM INC             EQUITY   262175102       16     2440 SH       DEFINED          15,18,21,22     1890        0      550
DRUG EMPORIUM INC             EQUITY   262175102      370    54775 SH       DEFINED             18,21,22    38205        0    16570
DRUGSTORE.COM INC             EQUITY   262241102      179     5000 SH       DEFINED                  4,6        0        0     5000
DRUGSTORE.COM INC             EQUITY   262241102      120     3353 SH       DEFINED          15,18,21,22     2443        0      910
DRUGSTORE.COM INC             EQUITY   262241102     3216    89657 SH       DEFINED             18,21,22    57162        0    32495
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    88618  1406628 SH       DEFINED               -       1406628        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     6514   103400 SH       DEFINED   2,3,11,13,14,29,30        0   103400        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    30194   479263 SH       DEFINED                  4,6   219283   152295   107685
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    88867  1410583 SH       DEFINED                12,21  1410583        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    13411   212871 SH       DEFINED          15,18,21,22   126414        0    86456
E I DU PONT DE NEMOURS & CO   EQUITY   263534109    12080   191740 SH       DEFINED             16,18,21   191740        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109      226     3592 SH       DEFINED       17,18,19,20,21     3592        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109   608323  9655922 SH       DEFINED             18,21,22  4365781        0  5290141
E I DU PONT DE NEMOURS & CO   OPTION   263534109       44      700 SH  PUT  DEFINED             18,21,22        0        0      700
E I DU PONT DE NEMOURS & CO   EQUITY   263534109       76     1200 SH       DEFINED            4,6,23,24     1200        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     8242   130829 SH       DEFINED                   25        0   130829        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     1375    21822 SH       DEFINED     3,13,14,26,29,30    21822        0        0
E I DU PONT DE NEMOURS & CO   EQUITY   263534109     4656    73898 SH       DEFINED                21,31    73898        0        0
DUANE READE INC               EQUITY   263578106     5008   172700 SH       DEFINED                12,21   172700        0        0
DUANE READE INC               EQUITY   263578106      933    32173 SH       DEFINED          15,18,21,22    10598        0    21575
DUANE READE INC               EQUITY   263578106      207     7129 SH       DEFINED             18,21,22     4816        0     2313
DUCOMMUN INC DELAWARE         EQUITY   264147109       13     1144 SH       DEFINED             18,21,22      144        0     1000
DUCOMMUN INC DELAWARE         EQUITY   264147109      224    20350 SH       DEFINED                   25        0    20350        0
DUFF & PHELPS CREDIT RATING   EQUITY   26432F109      407     5100 SH       DEFINED                12,21     5100        0        0
DUFF & PHELPS CREDIT RATING   EQUITY   26432F109      107     1340 SH       DEFINED          15,18,21,22      190        0     1150
DUFF & PHELPS CREDIT RATING   EQUITY   26432F109     2091    26177 SH       DEFINED             18,21,22    20891        0     5286
DUKE ENERGY CORP              EQUITY   264399106     9295   166354 SH       DEFINED               -        166354        0        0
DUKE ENERGY CORP              EQUITY   264399106    22143   396296 SH       DEFINED                  4,6    68100   266285    61911
DUKE ENERGY CORP              EQUITY   264399106    60903  1089981 SH       DEFINED                12,21  1089981        0        0
DUKE ENERGY CORP              EQUITY   264399106     3126    55943 SH       DEFINED          15,18,21,22    22920        0    33023
DUKE ENERGY CORP              EQUITY   264399106       60     1080 SH       DEFINED             16,18,21     1080        0        0
DUKE ENERGY CORP              EQUITY   264399106   318303  5696694 SH       DEFINED             18,21,22  1578426        0  4118267
DUKE ENERGY CORP              EQUITY   264399106      592    10595 SH       DEFINED                   25        0    10595        0
DUKE ENERGY CORP              EQUITY   264399106      615    11000 SH       DEFINED     3,13,14,26,29,30    11000        0        0
DUKE ENERGY CORP              EQUITY   264399106     1336    23906 SH       DEFINED                21,31    23906        0        0
DUKE-WEEKS REALTY CORP        EQUITY   264411505       76     3953 SH       DEFINED               -          3953        0        0
DUKE-WEEKS REALTY CORP        EQUITY   264411505      195    10200 SH       DEFINED                  4,6        0     4600     5600
DUKE-WEEKS REALTY CORP        EQUITY   264411505     2587   135244 SH       DEFINED                12,21   135244        0        0
DUKE-WEEKS REALTY CORP        EQUITY   264411505      301    15764 SH       DEFINED          15,18,21,22    11009        0     4755
DUKE-WEEKS REALTY CORP        OPTION   264411505        6      300 SH  PUT  DEFINED             18,21,22        0        0      300
DUKE-WEEKS REALTY CORP        EQUITY   264411505    29725  1554237 SH       DEFINED             18,21,22  1368729        0   185507
DUKE-WEEKS REALTY CORP        EQUITY   264411505     1523    79615 SH       DEFINED                21,31    79615        0        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106      130     4395 SH       DEFINED               -          4395        0        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106       58     1950 SH       DEFINED                  4,6     1300      300      350
DUN & BRADSTREET CORP DEL     EQUITY   26483B106     7927   267567 SH       DEFINED                12,21   267567        0        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106    12365   417395 SH       DEFINED          15,18,21,22   286265        0   131130
DUN & BRADSTREET CORP DEL     EQUITY   26483B106    64846  2188904 SH       DEFINED             18,21,22  1615834        0   573069
DUN & BRADSTREET CORP DEL     OPTION   26483B106        9      300 SH  PUT  DEFINED             18,21,22        0        0      300
DUN & BRADSTREET CORP DEL     EQUITY   26483B106      178     6009 SH       DEFINED                   25        0     6009        0
DUN & BRADSTREET CORP DEL     EQUITY   26483B106      300    10132 SH       DEFINED                21,31    10132        0        0
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104     2390   100100 SH       DEFINED                12,21   100100        0        0
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104     1671    70000 SH       DEFINED             16,18,21    70000        0        0
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104       38     1572 SH       DEFINED             18,21,22      117        0     1455
DURA AUTOMOTIVE SYSTEMS INC   EQUITY   265903104        5      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101     4832   106200 SH       DEFINED   2,3,11,13,14,29,30        0   106200        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101     4541    99800 SH       DEFINED                12,21    99800        0        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101      100     2195 SH       DEFINED             18,21,22      753        0     1442
DUPONT PHOTOMASKS INC         EQUITY   26613X101     8913   195900 SH       DEFINED            4,6,23,24   195900        0        0
DUPONT PHOTOMASKS INC         EQUITY   26613X101      187     4100 SH       DEFINED                   25        0     4100        0
DURA AUTOMOTIVE SYS CAP TRUST EQUITY   26632M201     6873   316000 SH       DEFINED             16,18,21   316000        0        0
DURA PHARMACEUTICALS INC CV   CORPBOND 26632SAA7     1198  1546000 PRN      DEFINED             18,21,22  1541000        0     5000
DURA PHARMACEUTICALS INC      EQUITY   26632S109       68     5000 SH       DEFINED                  4,6        0     5000        0
DURA PHARMACEUTICALS INC      EQUITY   26632S109     1719   127300 SH       DEFINED                12,21   127300        0        0
DURA PHARMACEUTICALS INC      EQUITY   26632S109       76     5605 SH       DEFINED          15,18,21,22     4310        0     1295
DURA PHARMACEUTICALS INC      EQUITY   26632S109     1752   129772 SH       DEFINED             18,21,22    90144        0    39628
DURAMED PHARMACEUTICALS INC   EQUITY   266354109      161    22400 SH       DEFINED                12,21    22400        0        0
DURAMED PHARMACEUTICALS INC   EQUITY   266354109      266    37039 SH       DEFINED             18,21,22     8168        0    28871
DURAMED PHARMACEUTICALS INC   OPTION   266354109       29     4000 SH  CALL DEFINED             18,21,22        0        0     4000
DYCOM INDUSTRIES INC          EQUITY   267475101     6254   156106 SH       DEFINED                12,21   156106        0        0
DYCOM INDUSTRIES INC          EQUITY   267475101      515    12864 SH       DEFINED          15,18,21,22     9463        0     3401
DYCOM INDUSTRIES INC          EQUITY   267475101     6750   168477 SH       DEFINED             18,21,22   153293        0    15184
DYCOM INDUSTRIES INC          EQUITY   267475101     1172    29250 SH       DEFINED                   25        0    29250        0
DYCOM INDUSTRIES INC          EQUITY   267475101     4841   120844 SH       DEFINED                21,31   120844        0        0
DYNEGY INC                    EQUITY   26816L102       82     3920 SH       DEFINED                12,21     3920        0        0
DYNEGY INC                    EQUITY   26816L102       29     1365 SH       DEFINED          15,18,21,22      115        0     1250
DYNEGY INC                    EQUITY   26816L102       23     1100 SH       DEFINED                18,21     1100        0        0
DYNEGY INC                    EQUITY   26816L102      791    37657 SH       DEFINED             18,21,22      710        0    36947
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100       24      965 SH       DEFINED               -           965        0        0
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100     8693   356640 SH       DEFINED                  4,6    30395        0   326245
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100       22      900 SH       DEFINED                5,6,7        0        0      900
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100      146     6000 SH       DEFINED                  6,7        0        0     6000
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100      116     4750 SH       DEFINED                12,21     4750        0        0
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100     8064   330824 SH       DEFINED          15,18,21,22    85655        0   245169
*** ECI TELECOMM LTD ORD -ILS EQUITY   268258100     7485   307081 SH       DEFINED             18,21,22   198386        0   108695
EEX CORP COM -NEW-            EQUITY   26842V207     2673   838400 SH       DEFINED   2,3,11,13,14,29,30        0   838400        0
EEX CORP COM -NEW-            EQUITY   26842V207      118    37100 SH       DEFINED                12,21    37100        0        0
EEX CORP COM -NEW-            EQUITY   26842V207       99    31120 SH       DEFINED             18,21,22    15963        0    15157
EFC BANCORP INC               EQUITY   268423100      249    24300 SH       DEFINED             18,21,22    20200        0     4100
E4L INC                       EQUITY   268452109      632   158000 SH       DEFINED                12,21   158000        0        0
E4L INC                       EQUITY   268452109       51    12727 SH       DEFINED             18,21,22      231        0    12496
EG&G INC                      EQUITY   268457108       85     2200 SH       DEFINED                  4,6     1200        0     1000
EG&G INC                      EQUITY   268457108     7560   195097 SH       DEFINED                12,21   195097        0        0
EG&G INC                      EQUITY   268457108       16      417 SH       DEFINED          15,18,21,22      302        0      115
EG&G INC                      EQUITY   268457108     5466   141049 SH       DEFINED             18,21,22    63362        0    77687
EG&G INC                      EQUITY   268457108       55     1431 SH       DEFINED                   25        0     1431        0
EG&G INC                      EQUITY   268457108      638    16459 SH       DEFINED     3,13,14,26,29,30    16459        0        0
EG&G INC                      EQUITY   268457108     3495    90181 SH       DEFINED                21,31    90181        0        0
EMC CORP-MASS                 EQUITY   268648102     3738    51300 SH       DEFINED               -         51300        0        0
EMC CORP-MASS                 EQUITY   268648102    95871  1315557 SH       DEFINED                  4,6   317120   241792   756645
EMC CORP-MASS                 EQUITY   268648102      657     9010 SH       DEFINED                  6,7        0        0     9010
EMC CORP-MASS                 EQUITY   268648102   168664  2314426 SH       DEFINED                12,21  2314426        0        0
EMC CORP-MASS                 EQUITY   268648102    29561   405633 SH       DEFINED          15,18,21,22   192073        0   213560
EMC CORP-MASS                 EQUITY   268648102     3214    44100 SH       DEFINED             16,18,21    44100        0        0
EMC CORP-MASS                 OPTION   268648102      364     5000 SH  CALL DEFINED       17,18,19,20,21     5000        0        0
EMC CORP-MASS                 EQUITY   268648102   761183 10445047 SH       DEFINED             18,21,22  5493505        0  4951542
EMC CORP-MASS                 OPTION   268648102     1683    23100 SH  CALL DEFINED             18,21,22        0        0    23100
EMC CORP-MASS                 OPTION   268648102        7      100 SH  PUT  DEFINED             18,21,22        0        0      100
EMC CORP-MASS                 EQUITY   268648102    17156   235412 SH       DEFINED                   25        0   235412        0
EMC CORP-MASS                 EQUITY   268648102    20742   284618 SH       DEFINED     3,13,14,26,29,30   284618        0        0
EMC CORP-MASS                 EQUITY   268648102     5102    70013 SH       DEFINED                21,31    70013        0        0
EMC CORP CV SUB NOTES-BK/ENTR CORPBOND 26865YAA2   151768 23561000 PRN      DEFINED             18,21,22 23511000        0    50000
ENSCO INTERNATIONAL INC       EQUITY   26874Q100        6      300 SH       DEFINED               -           300        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     1803    97800 SH       DEFINED                  4,6        0    97300      500
ENSCO INTERNATIONAL INC       EQUITY   26874Q100      395    21401 SH       DEFINED                12,21    21401        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100       22     1200 SH       DEFINED          15,18,21,22        0        0     1200
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     4943   268072 SH       DEFINED             18,21,22   135054        0   133018
ENSCO INTERNATIONAL INC       EQUITY   26874Q100      389    21100 SH       DEFINED     3,13,14,26,29,30    21100        0        0
ENSCO INTERNATIONAL INC       EQUITY   26874Q100     2213   120047 SH       DEFINED                21,31   120047        0        0
*** ENI SPA SPONSORED ADR     EQUITY   26874R108      596     9500 SH       DEFINED               -          9500        0        0
*** ENI SPA SPONSORED ADR     EQUITY   26874R108     3226    51406 SH       DEFINED          15,18,21,22    33950        0    17456
*** ENI SPA SPONSORED ADR     EQUITY   26874R108   107493  1713036 SH       DEFINED             18,21,22  1282983        0   430053
*** ENI SPA SPONSORED ADR     EQUITY   26874R108      204     3258 SH       DEFINED                   25        0     3258        0
EOG RESOURCES INC             EQUITY   26875P101        6      305 SH       DEFINED               -           305        0        0
EOG RESOURCES INC             EQUITY   26875P101     1311    61700 SH       DEFINED                  4,6     1400        0    60300
EOG RESOURCES INC             EQUITY   26875P101     3590   168954 SH       DEFINED                12,21   168954        0        0
EOG RESOURCES INC             EQUITY   26875P101      266    12530 SH       DEFINED          15,18,21,22     9570        0     2960
EOG RESOURCES INC             EQUITY   26875P101     9684   455718 SH       DEFINED             18,21,22   235338        0   220380
EP MEDSYSTEMS INC             EQUITY   26881P103      245    80000 SH       DEFINED                12,21    80000        0        0
*** ESAT TELECOM GROUP ADS    EQUITY   26883Y102     4450   109542 SH       DEFINED       17,18,19,20,21   109542        0        0
*** ESAT TELECOM GROUP ADS    EQUITY   26883Y102       22      531 SH       DEFINED             18,21,22      531        0        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201     1143   103350 SH       DEFINED                  4,6        0   103350        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201        2      213 SH       DEFINED             16,18,21      213        0        0
ESCO ELECTRS CORP TR RCPT     EQUITY   269030201        7      615 SH       DEFINED             18,21,22      220        0      395
ESS TECHNOLOGY INC            EQUITY   269151106      282    20600 SH       DEFINED                12,21    20600        0        0
ESS TECHNOLOGY INC            EQUITY   269151106      562    41045 SH       DEFINED             18,21,22    35981        0     5064
E SPIRE COMMUNICATIONS INC    EQUITY   269153102      422    54900 SH       DEFINED                12,21    54900        0        0
E SPIRE COMMUNICATIONS INC    EQUITY   269153102      225    29303 SH       DEFINED             18,21,22        3        0    29300
ETEC SYSTEMS INC              EQUITY   26922C103     7461   195869 SH       DEFINED                12,21   195869        0        0
ETEC SYSTEMS INC              EQUITY   26922C103        3       82 SH       DEFINED          15,18,21,22       82        0        0
ETEC SYSTEMS INC              EQUITY   26922C103     1638    42993 SH       DEFINED             18,21,22    34165        0     8828
ETEC SYSTEMS INC              EQUITY   26922C103      217     5700 SH       DEFINED                   25        0     5700        0
ETEC SYSTEMS INC              EQUITY   26922C103       35      930 SH       DEFINED     3,13,14,26,29,30      930        0        0
ETEC SYSTEMS INC              EQUITY   26922C103     1619    42500 SH       DEFINED                21,31    42500        0        0
E-TEK DYNAMICS INC            EQUITY   269240107      455     8642 SH       DEFINED                12,21     8642        0        0
E-TEK DYNAMICS INC            EQUITY   269240107      491     9320 SH       DEFINED             18,21,22     2401        0     6919
E TOWN CORP                   EQUITY   269242103       10      200 SH       DEFINED               -           200        0        0
E TOWN CORP                   EQUITY   269242103      330     6719 SH       DEFINED                12,21     6719        0        0
E TOWN CORP                   EQUITY   269242103      543    11036 SH       DEFINED             18,21,22     6855        0     4180
E TRADE GROUP INC             EQUITY   269246104       46     2000 SH       DEFINED               -          2000        0        0
E TRADE GROUP INC             EQUITY   269246104      750    32290 SH       DEFINED                  4,6    10600        0    21690
E TRADE GROUP INC             EQUITY   269246104      655    28200 SH       DEFINED                  6,7    28200        0        0
E TRADE GROUP INC             EQUITY   269246104     3793   163365 SH       DEFINED                12,21   163365        0        0
E TRADE GROUP INC             EQUITY   269246104      669    28825 SH       DEFINED          15,18,21,22    15792        0    13033
E TRADE GROUP INC             EQUITY   269246104    11523   496255 SH       DEFINED             18,21,22   397291        0    98964
E TRADE GROUP INC             OPTION   269246104       12      500 SH  PUT  DEFINED             18,21,22        0        0      500
E TRADE GROUP INC             EQUITY   269246104     1832    78900 SH       DEFINED                21,31    78900        0        0
EAGLE BANCSHARES INC          EQUITY   26942C109       83     4631 SH       DEFINED          15,18,21,22     1576        0     3055
EAGLE BANCSHARES INC          EQUITY   26942C109      203    11302 SH       DEFINED             18,21,22    10002        0     1300
EAGLE USA AIRFREIGHT          EQUITY   270018104     4125   146009 SH       DEFINED                  4,6    53367    60743    31899
EAGLE USA AIRFREIGHT          EQUITY   270018104       22      765 SH       DEFINED                  6,7        0        0      765
EAGLE USA AIRFREIGHT          EQUITY   270018104     2874   101750 SH       DEFINED                12,21   101750        0        0
EAGLE USA AIRFREIGHT          EQUITY   270018104      391    13828 SH       DEFINED             18,21,22    13818        0       10
EAGLE USA AIRFREIGHT          EQUITY   270018104      674    23850 SH       DEFINED                   25        0    23850        0
EAGLE USA AIRFREIGHT          EQUITY   270018104     3399   120312 SH       DEFINED                21,31   120312        0        0
EARTHGRAINS COMPANY           EQUITY   270319106       94     4236 SH       DEFINED               -          4236        0        0
EARTHGRAINS COMPANY           EQUITY   270319106        9      400 SH       DEFINED                  4,6      400        0        0
EARTHGRAINS COMPANY           EQUITY   270319106     2900   130691 SH       DEFINED                12,21   130691        0        0
EARTHGRAINS COMPANY           EQUITY   270319106      128     5783 SH       DEFINED          15,18,21,22      633        0     5150
EARTHGRAINS COMPANY           EQUITY   270319106       11      480 SH       DEFINED             16,18,21      480        0        0
EARTHGRAINS COMPANY           EQUITY   270319106     1580    71201 SH       DEFINED             18,21,22    21126        0    50075
EARTHGRAINS COMPANY           EQUITY   270319106     2864   129089 SH       DEFINED                21,31   129089        0        0
EARTHSHELL CORPORATION        EQUITY   27032B100       98    24400 SH       DEFINED                12,21    24400        0        0
EARTHSHELL CORPORATION        EQUITY   27032B100     1574   390515 SH       DEFINED             18,21,22   331740        0    58775
EARTH WEB INC                 EQUITY   27032C108      244     5800 SH       DEFINED                12,21     5800        0        0
EARTH WEB INC                 EQUITY   27032C108     1267    30174 SH       DEFINED             18,21,22     1000        0    29174
EARTHLINK NETWORK INC         EQUITY   270322100     3748    90035 SH       DEFINED                12,21    90035        0        0
EARTHLINK NETWORK INC         EQUITY   270322100      212     5092 SH       DEFINED          15,18,21,22     2138        0     2954
EARTHLINK NETWORK INC         EQUITY   270322100    22064   530070 SH       DEFINED             18,21,22   203089        0   326981
EAST WEST BANCORP INC         EQUITY   27579R104      198    17200 SH       DEFINED                12,21    17200        0        0
EASTERN AMERN NAT GAS TR SPER EQUITY   276217106        9      700 SH       DEFINED          15,18,21,22      700        0        0
EASTERN AMERN NAT GAS TR SPER EQUITY   276217106      426    32494 SH       DEFINED             18,21,22     3729        0    28765
EASTERN ENTERPRISES           EQUITY   27637F100      252     5400 SH       DEFINED               -          5400        0        0
EASTERN ENTERPRISES           EQUITY   27637F100     5374   115108 SH       DEFINED                12,21   115108        0        0
EASTERN ENTERPRISES           EQUITY   27637F100     3839    82224 SH       DEFINED             18,21,22    22657        0    59567
EASTERN ENTERPRISES           EQUITY   27637F100       31      658 SH       DEFINED                   25        0      658        0
EASTERN ENTERPRISES           EQUITY   27637F100       81     1731 SH       DEFINED                21,31     1731        0        0
EASTERN UTILITIES ASSOCIATES  EQUITY   277173100      499    16715 SH       DEFINED                12,21    16715        0        0
EASTERN UTILITIES ASSOCIATES  EQUITY   277173100      442    14811 SH       DEFINED             18,21,22    10501        0     4309
EASTGROUP PPTYS INC           EQUITY   277276101     1295    71216 SH       DEFINED                12,21    71216        0        0
EASTGROUP PPTYS INC           EQUITY   277276101       48     2653 SH       DEFINED             18,21,22     1653        0     1000
EASTGROUP PPTYS INC           EQUITY   277276101     1804    99176 SH       DEFINED                21,31    99176        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      111     2803 SH       DEFINED               -          2803        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      131     3305 SH       DEFINED                  4,6     3305        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100      330     8325 SH       DEFINED                12,21     8325        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100       67     1689 SH       DEFINED          15,18,21,22     1640        0       49
EASTMAN CHEMICAL CO           EQUITY   277432100      212     5341 SH       DEFINED             16,18,21     5341        0        0
EASTMAN CHEMICAL CO           EQUITY   277432100     1570    39616 SH       DEFINED             18,21,22    16987        0    22628
EASTMAN CHEMICAL CO           EQUITY   277432100       92     2322 SH       DEFINED                   25        0     2322        0
EASTMAN CHEMICAL CO           EQUITY   277432100      192     4849 SH       DEFINED                21,31     4849        0        0
EASTMAN KODAK CO              EQUITY   277461109     1515    20136 SH       DEFINED               -         20136        0        0
EASTMAN KODAK CO              EQUITY   277461109     9058   120370 SH       DEFINED   2,3,11,13,14,29,30        0   120370        0
EASTMAN KODAK CO              EQUITY   277461109     2930    38931 SH       DEFINED                  4,6    29900     1000     8031
EASTMAN KODAK CO              EQUITY   277461109     1723    22900 SH       DEFINED                  6,7    22900        0        0
EASTMAN KODAK CO              EQUITY   277461109    90785  1206439 SH       DEFINED                12,21  1206439        0        0
EASTMAN KODAK CO              EQUITY   277461109     3057    40620 SH       DEFINED          15,18,21,22    18552        0    22068
EASTMAN KODAK CO              EQUITY   277461109     3934    52278 SH       DEFINED             16,18,21    52278        0        0
EASTMAN KODAK CO              EQUITY   277461109   149276  1983736 SH       DEFINED             18,21,22  1185183        0   798553
EASTMAN KODAK CO              OPTION   277461109       15      200 SH  PUT  DEFINED             18,21,22        0        0      200
EASTMAN KODAK CO              EQUITY   277461109     1688    22435 SH       DEFINED                   25        0    22435        0
EASTMAN KODAK CO              EQUITY   277461109      911    12100 SH       DEFINED     3,13,14,26,29,30    12100        0        0
EASTMAN KODAK CO              EQUITY   277461109     2156    28655 SH       DEFINED                21,31    28655        0        0
EATON CORP                    EQUITY   278058102       96     1110 SH       DEFINED               -          1110        0        0
EATON CORP                    EQUITY   278058102     1652    19178 SH       DEFINED                  4,6     7678    10500     1000
EATON CORP                    EQUITY   278058102     5999    69649 SH       DEFINED                12,21    69649        0        0
EATON CORP                    EQUITY   278058102      155     1801 SH       DEFINED          15,18,21,22     1020        0      781
EATON CORP                    EQUITY   278058102     5403    62733 SH       DEFINED             18,21,22    40203        0    22529
EATON CORP                    EQUITY   278058102      182     2117 SH       DEFINED                   25        0     2117        0
EATON CORP                    EQUITY   278058102      400     4645 SH       DEFINED                21,31     4645        0        0
EATON VANCE CORP-NON VTG      EQUITY   278265103     4554   145436 SH       DEFINED                12,21   145436        0        0
EATON VANCE CORP-NON VTG      EQUITY   278265103      336    10725 SH       DEFINED          15,18,21,22     6580        0     4145
EATON VANCE CORP-NON VTG      EQUITY   278265103     4777   152571 SH       DEFINED             18,21,22   121471        0    31100
EATON VANCE CORP-NON VTG      EQUITY   278265103     5163   164896 SH       DEFINED                21,31   164896        0        0
EBAY INC                      EQUITY   278642103        5       35 SH       DEFINED               -            35        0        0
EBAY INC                      EQUITY   278642103      705     5100 SH       DEFINED                  4,6        0        0     5100
EBAY INC                      EQUITY   278642103     2195    15882 SH       DEFINED                12,21    15882        0        0
EBAY INC                      EQUITY   278642103      169     1222 SH       DEFINED          15,18,21,22       60        0     1162
EBAY INC                      EQUITY   278642103     7532    54492 SH       DEFINED             18,21,22    26543        0    27949
ECHELON CORP                  EQUITY   27874N105      154    20300 SH       DEFINED                12,21    20300        0        0
ECHELON CORP                  EQUITY   27874N105        2      300 SH       DEFINED          15,18,21,22      300        0        0
ECHELON CORP                  EQUITY   27874N105       33     4400 SH       DEFINED             18,21,22     1200        0     3200
*** ECHO BAY MINES LTD -USD-  EQUITY   278751102        8     4000 SH       DEFINED          15,18,21,22     4000        0        0
*** ECHO BAY MINES LTD -USD-  EQUITY   278751102       53    26317 SH       DEFINED             18,21,22    18127        0     8190
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109       11      120 SH       DEFINED               -           120        0        0
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109      883     9814 SH       DEFINED                12,21     9814        0        0
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109     2393    26612 SH       DEFINED             18,21,22    21815        0     4797
ECHOSTAR COMMNS CORP CLASS A  EQUITY   278762109       18      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
ECLIPSE SURGICAL TECH INC     EQUITY   278849104      302    19900 SH       DEFINED                12,21    19900        0        0
ECLIPSE SURGICAL TECH INC     EQUITY   278849104       68     4502 SH       DEFINED          15,18,21,22     3267        0     1235
ECLIPSE SURGICAL TECH INC     EQUITY   278849104     1483    97632 SH       DEFINED             18,21,22    77273        0    20359
ECLIPSYS CORP                 EQUITY   278856109     2865   204640 SH       DEFINED   2,3,11,13,14,29,30        0   204640        0
ECLIPSYS CORP                 EQUITY   278856109      538    38400 SH       DEFINED                12,21    38400        0        0
ECLIPSYS CORP                 EQUITY   278856109      621    44360 SH       DEFINED          15,18,21,22    14200        0    30160
ECLIPSYS CORP                 EQUITY   278856109     1183    84491 SH       DEFINED             18,21,22    76476        0     8015
ECO SOIL SYSTEMS INC          EQUITY   278858105      137    20900 SH       DEFINED             18,21,22    13400        0     7500
ECOLAB INC                    EQUITY   278865100    33158   995345 SH       DEFINED                  4,6   419020   232705   343620
ECOLAB INC                    EQUITY   278865100      386    11600 SH       DEFINED                  6,7        0        0    11600
ECOLAB INC                    EQUITY   278865100     5945   178452 SH       DEFINED                12,21   178452        0        0
ECOLAB INC                    EQUITY   278865100      411    12337 SH       DEFINED             18,21,22     9400        0     2937
ECOLAB INC                    EQUITY   278865100      154     4636 SH       DEFINED                   25        0     4636        0
ECOLAB INC                    EQUITY   278865100      268     8050 SH       DEFINED                21,31     8050        0        0
EDIFY CORP                    EQUITY   280599101      397    33400 SH       DEFINED                12,21    33400        0        0
EDIFY CORP                    EQUITY   280599101       13     1100 SH       DEFINED          15,18,21,22      100        0     1000
EDIFY CORP                    EQUITY   280599101       99     8323 SH       DEFINED             18,21,22      785        0     7538
EDISON INTERNATIONAL          EQUITY   281020107      345    14006 SH       DEFINED               -         14006        0        0
EDISON INTERNATIONAL          EQUITY   281020107      829    33680 SH       DEFINED                  4,6    32880        0      800
EDISON INTERNATIONAL          EQUITY   281020107    21049   854773 SH       DEFINED                12,21   854773        0        0
EDISON INTERNATIONAL          EQUITY   281020107      345    13995 SH       DEFINED          15,18,21,22     9335        0     4660
EDISON INTERNATIONAL          EQUITY   281020107      271    11000 SH       DEFINED             16,18,21    11000        0        0
EDISON INTERNATIONAL          EQUITY   281020107    30673  1245621 SH       DEFINED             18,21,22   960140        0   285481
EDISON INTERNATIONAL          EQUITY   281020107      246    10000 SH       DEFINED                   25        0    10000        0
EDISON INTERNATIONAL          EQUITY   281020107     1017    41288 SH       DEFINED     3,13,14,26,29,30    41288        0        0
EDISON INTERNATIONAL          EQUITY   281020107      680    27602 SH       DEFINED                21,31    27602        0        0
EDO CORP                      EQUITY   281347104      204    33701 SH       DEFINED             18,21,22        1        0    33700
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     2603   212468 SH       DEFINED                12,21   212468        0        0
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101       68     5530 SH       DEFINED          15,18,21,22     4990        0      540
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     2003   163497 SH       DEFINED             18,21,22   117302        0    46195
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101       61     5000 SH       DEFINED                   25        0     5000        0
EDUCATIONAL MANAGEMENT CORP   EQUITY   28139T101     1542   125853 SH       DEFINED                21,31   125853        0        0
EDUCATIONAL INSIGHTS INC      EQUITY   28148T100       70    35000 SH       DEFINED             18,21,22        0        0    35000
EDWARDS J D & CO              EQUITY   281667105     1509    75200 SH       DEFINED                  4,6    37600        0    37600
EDWARDS J D & CO              EQUITY   281667105     6210   309508 SH       DEFINED                12,21   309508        0        0
EDWARDS J D & CO              EQUITY   281667105        5      240 SH       DEFINED          15,18,21,22      190        0       50
EDWARDS J D & CO              EQUITY   281667105     3489   173909 SH       DEFINED             18,21,22   108373        0    65536
EDWARDS J D & CO              EQUITY   281667105      108     5400 SH       DEFINED     3,13,14,26,29,30     5400        0        0
AG EDWARDS INC                EQUITY   281760108       16      600 SH       DEFINED               -           600        0        0
AG EDWARDS INC                EQUITY   281760108    19425   750712 SH       DEFINED                12,21   750712        0        0
AG EDWARDS INC                EQUITY   281760108      627    24247 SH       DEFINED             18,21,22    15250        0     8996
AG EDWARDS INC                EQUITY   281760108      470    18146 SH       DEFINED                21,31    18146        0        0
EFAX.COM INC                  EQUITY   282012103       76     9600 SH       DEFINED                12,21     9600        0        0
EFAX.COM INC                  EQUITY   282012103       21     2635 SH       DEFINED             18,21,22      150        0     2485
EFFICIENT NETWORKS INC        EQUITY   282056100       22      645 SH       DEFINED                  4,6        0        0      645
EFFICIENT NETWORKS INC        EQUITY   282056100      313     9195 SH       DEFINED             18,21,22     8575        0      620
EGGHEAD COM INC               EQUITY   282330109      698   102500 SH       DEFINED                  6,7   102500        0        0
EGGHEAD COM INC               EQUITY   282330109      176    25800 SH       DEFINED                12,21    25800        0        0
EGGHEAD COM INC               EQUITY   282330109      667    97848 SH       DEFINED             18,21,22    75892        0    21956
EGGHEAD COM INC               OPTION   282330109        7     1000 SH  CALL DEFINED             18,21,22        0        0     1000
EGGHEAD COM INC               OPTION   282330109       20     3000 SH  PUT  DEFINED             18,21,22        0        0     3000
*** EIDOS PLC ADR             EQUITY   282485101      273     4300 SH       DEFINED                18,21     4300        0        0
*** EIDOS PLC ADR             EQUITY   282485101       64     1000 SH       DEFINED             18,21,22        0        0     1000
EINSTEIN/NOAH BAGEL CORP      EQUITY   282577105       12    15300 SH       DEFINED             18,21,22    13000        0     2300
EL PASO ELEC CO NEW           EQUITY   283677854     2286   255723 SH       DEFINED                12,21   255723        0        0
EL PASO ELEC CO NEW           EQUITY   283677854       38     4295 SH       DEFINED             18,21,22     3488        0      807
EL PASO ELEC CO NEW           EQUITY   283677854     3368   376799 SH       DEFINED                21,31   376799        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     5368   102500 SH       DEFINED                12,21   102500        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209    15267   291500 SH       DEFINED             16,18,21   291500        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209      247     4720 SH       DEFINED             18,21,22     1560        0     3160
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209      117     2230 SH       DEFINED     3,13,14,26,29,30     2230        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     2399    45812 SH       DEFINED        3,13,27,28,30    45812        0        0
EL PASO ENERGY CAP TR 1 PFD   EQUITY   283678209     1831    34958 SH       DEFINED           3,13,29,30    34958        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107       53     1347 SH       DEFINED               -          1347        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107     1071    27148 SH       DEFINED                  4,6    23660        0     3488
EL PASO ENERGY CORP (NEW)     EQUITY   283905107     9896   250916 SH       DEFINED                12,21   250916        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107       78     1969 SH       DEFINED          15,18,21,22     1461        0      508
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      816    20696 SH       DEFINED             16,18,21    20696        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107    38435   974573 SH       DEFINED             18,21,22   483997        0   490576
EL PASO ENERGY CORP (NEW)     OPTION   283905107     1104    28000 SH  CALL DEFINED             18,21,22    28000        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      986    25000 SH       DEFINED     3,13,14,26,29,30    25000        0        0
EL PASO ENERGY CORP (NEW)     EQUITY   283905107      710    18000 SH       DEFINED                21,31    18000        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208      701    21003 SH       DEFINED               -         21003        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208    18856   564985 SH       DEFINED                  4,6   137000     1800   426185
*** ELAN CORP PLC ADR         EQUITY   284131208       39     1160 SH       DEFINED                5,6,7        0        0     1160
*** ELAN CORP PLC ADR         EQUITY   284131208     3338   100000 SH       DEFINED                    6   100000        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208     1223    36640 SH       DEFINED                  6,7        0        0    36640
*** ELAN CORP PLC ADR         EQUITY   284131208    25416   761514 SH       DEFINED                12,21   761514        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208     1387    41548 SH       DEFINED          15,18,21,22    28759        0    12789
*** ELAN CORP PLC ADR         EQUITY   284131208     8750   262176 SH       DEFINED             16,18,21   262176        0        0
*** ELAN CORP PLC ADR         EQUITY   284131208    36552  1095198 SH       DEFINED             18,21,22   666585        0   428613
*** ELAN CORP PLC ADR         EQUITY   284131208      335    10046 SH       DEFINED                   25        0    10046        0
*** ELBIT COMPUTERS LTD ORD   EQUITY   284275104      176    13515 SH       DEFINED             18,21,22     3515        0    10000
ELCOR CORP                    EQUITY   284443108      524    21118 SH       DEFINED                12,21    21118        0        0
ELCOR CORP                    EQUITY   284443108      256    10333 SH       DEFINED             18,21,22     9571        0      762
ELCOR CORP                    EQUITY   284443108      976    39350 SH       DEFINED                   25        0    39350        0
ELECTRIC LIGHTWAVE INC        EQUITY   284895109      127     9400 SH       DEFINED                12,21     9400        0        0
ELECTRIC LIGHTWAVE INC        EQUITY   284895109      772    56948 SH       DEFINED             18,21,22    24998        0    31950
ELECTRO RENT CORP             EQUITY   285218103      973    77100 SH       DEFINED                12,21    77100        0        0
ELECTRO RENT CORP             EQUITY   285218103        2      132 SH       DEFINED             18,21,22      120        0       12
ELECTRO RENT CORP             EQUITY   285218103      352    27900 SH       DEFINED                   25        0    27900        0
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100     3540    67749 SH       DEFINED                12,21    67749        0        0
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100     1945    37222 SH       DEFINED             18,21,22    34967        0     2255
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100       16      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
ELECTRO SCIENTIFIC INDS INC   EQUITY   285229100     1259    24100 SH       DEFINED                21,31    24100        0        0
ELECTROGLAS INC               EQUITY   285324109      414    17434 SH       DEFINED                12,21    17434        0        0
ELECTROGLAS INC               EQUITY   285324109     1621    68254 SH       DEFINED             18,21,22    20183        0    48071
ELECTRONIC ARTS               EQUITY   285512109     3461    47125 SH       DEFINED                  4,6    31080        0    16045
ELECTRONIC ARTS               EQUITY   285512109       31      425 SH       DEFINED                  6,7        0        0      425
ELECTRONIC ARTS               EQUITY   285512109    18609   253401 SH       DEFINED                12,21   253401        0        0
ELECTRONIC ARTS               EQUITY   285512109      758    10315 SH       DEFINED          15,18,21,22     6268        0     4047
ELECTRONIC ARTS               EQUITY   285512109    21566   293664 SH       DEFINED             18,21,22   187450        0   106214
ELECTRONIC ARTS               EQUITY   285512109     2277    31000 SH       DEFINED                21,31    31000        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      197     3785 SH       DEFINED               -          3785        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     8367   161098 SH       DEFINED   2,3,11,13,14,29,30        0   161098        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      518     9971 SH       DEFINED                  4,6      736        0     9235
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104    55121  1061283 SH       DEFINED                12,21  1061283        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     2418    46560 SH       DEFINED          15,18,21,22    31680        0    14879
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104       22      428 SH       DEFINED             16,18,21      428        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      405     7800 SH       DEFINED                18,21     7800        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104   194934  3753209 SH       DEFINED             18,21,22  3274899        0   478310
ELECTRONIC DATA SYS CORP NEW  OPTION   285661104      254     4900 SH  PUT  DEFINED             18,21,22        0        0     4900
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104      738    14200 SH       DEFINED                   25        0    14200        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     1413    27200 SH       DEFINED     3,13,14,26,29,30    27200        0        0
ELECTRONIC DATA SYS CORP NEW  EQUITY   285661104     1676    32266 SH       DEFINED                21,31    32266        0        0
ELECTRONICS BOUTIQUE HLDGS    EQUITY   286045109      137     5600 SH       DEFINED                12,21     5600        0        0
ELECTRONICS BOUTIQUE HLDGS    EQUITY   286045109      162     6597 SH       DEFINED             18,21,22     3356        0     3241
ELECTRONICS FOR IMAGING       EQUITY   286082102       35      655 SH       DEFINED               -           655        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102     8136   153500 SH       DEFINED   2,3,11,13,14,29,30        0   153500        0
ELECTRONICS FOR IMAGING       EQUITY   286082102     5567   105030 SH       DEFINED                  4,6    38130    45075    21825
ELECTRONICS FOR IMAGING       EQUITY   286082102       31      585 SH       DEFINED                  6,7        0        0      585
ELECTRONICS FOR IMAGING       EQUITY   286082102     2837    53526 SH       DEFINED                12,21    53526        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102      428     8082 SH       DEFINED          15,18,21,22     3682        0     4400
ELECTRONICS FOR IMAGING       EQUITY   286082102     7098   133923 SH       DEFINED             18,21,22    85849        0    48074
ELECTRONICS FOR IMAGING       OPTION   286082102     2120    40000 SH  CALL DEFINED             18,21,22    40000        0        0
ELECTRONICS FOR IMAGING       OPTION   286082102     2120    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
ELECTRONICS FOR IMAGING       EQUITY   286082102       16      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     2426    26515 SH       DEFINED               -         26515        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     1821    19900 SH       DEFINED                12,21    19900        0        0
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     6833    74680 SH       DEFINED          15,18,21,22    47870        0    26810
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105   212938  2327187 SH       DEFINED             18,21,22  1674604        0   652583
*** ELF AQUITAINE  SPONS ADR  EQUITY   286269105     2188    23908 SH       DEFINED                   25        0    23908        0
*** ELSEVIER N V SPONS ADR-NE EQUITY   290259100       46     2226 SH       DEFINED          15,18,21,22     2139        0       87
*** ELSEVIER N V SPONS ADR-NE EQUITY   290259100     2396   116902 SH       DEFINED             18,21,22    93779        0    23123
ELTRAX SYSTEMS INC            EQUITY   290375104      111    28600 SH       DEFINED          15,18,21,22        0        0    28600
ELTRAX SYSTEMS INC            EQUITY   290375104       65    16750 SH       DEFINED             18,21,22     4146        0    12604
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100      628    56169 SH       DEFINED                  4,6    53219        0     2950
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100        3      280 SH       DEFINED          15,18,21,22      105        0      175
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100      739    66082 SH       DEFINED             18,21,22    55045        0    11037
*** EMBRATEL PARTICIPACOES    EQUITY   29081N100      881    78720 SH       DEFINED                   25        0    78720        0
*** EMBOTELLADORA ANDINA SA   EQUITY   29081P204     2027   117934 SH       DEFINED                  4,6   117934        0        0
*** EMBOTELLADORA ANDINA SA   EQUITY   29081P204      504    29300 SH       DEFINED                12,21    29300        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4       82    92000 PRN      DEFINED                12,21    92000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     3988  4475000 PRN      DEFINED             16,18,21  4475000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     3119  3500000 PRN      DEFINED        3,13,27,28,30  3500000        0        0
EMCOR GROUP INC CV SUB NOTES  CORPBOND 29084QAC4     2228  2500000 PRN      DEFINED           3,13,29,30  2500000        0        0
EMCOR GROUP INC               EQUITY   29084Q100      129     6800 SH       DEFINED                12,21     6800        0        0
EMCOR GROUP INC               EQUITY   29084Q100      156     8200 SH       DEFINED                   25        0     8200        0
EMCORE CORP                   EQUITY   290846104      128     9400 SH       DEFINED                12,21     9400        0        0
EMCORE CORP                   EQUITY   290846104       14     1000 SH       DEFINED             18,21,22        0        0     1000
EMERGING MARKETS TELEMNCTNS   EQUITY   290887108      452    43558 SH       DEFINED             18,21,22    20824        0    22734
EMERGING MRKTS INFRASTRUCTURE EQUITY   290921105      199    23463 SH       DEFINED             18,21,22    15406        0     8057
EMERSON ELECTRIC CO           EQUITY   291011104     5826    91658 SH       DEFINED               -         91658        0        0
EMERSON ELECTRIC CO           EQUITY   291011104    74512  1172248 SH       DEFINED                  4,6   401453   358200   412595
EMERSON ELECTRIC CO           EQUITY   291011104      736    11580 SH       DEFINED                  6,7        0        0    11580
EMERSON ELECTRIC CO           EQUITY   291011104   112367  1767813 SH       DEFINED                12,21  1767813        0        0
EMERSON ELECTRIC CO           EQUITY   291011104    17563   276303 SH       DEFINED          15,18,21,22   175449        0   100853
EMERSON ELECTRIC CO           EQUITY   291011104      542     8520 SH       DEFINED             16,18,21     8520        0        0
EMERSON ELECTRIC CO           EQUITY   291011104   599008  9423840 SH       DEFINED             18,21,22  3795888        0  5627952
EMERSON ELECTRIC CO           EQUITY   291011104     5065    79690 SH       DEFINED                   25        0    79690        0
EMERSON ELECTRIC CO           EQUITY   291011104      353     5554 SH       DEFINED     3,13,14,26,29,30     5554        0        0
EMERSON ELECTRIC CO           EQUITY   291011104     1840    28950 SH       DEFINED                21,31    28950        0        0
EMISPHERE TECHNOLOGIES INC    EQUITY   291345106        6      400 SH       DEFINED          15,18,21,22      400        0        0
EMISPHERE TECHNOLOGIES INC    EQUITY   291345106      252    17095 SH       DEFINED             18,21,22     6095        0    11000
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     6747   107950 SH       DEFINED   2,3,11,13,14,29,30        0   107950        0
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     2931    46900 SH       DEFINED                12,21    46900        0        0
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103      136     2182 SH       DEFINED          15,18,21,22     1585        0      597
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     3049    48777 SH       DEFINED             18,21,22    41590        0     7187
EMMIS COMMUNICATIONS CORP CL  EQUITY   291525103     1206    19300 SH       DEFINED                21,31    19300        0        0
EMPIRE DISTRICT ELECTRIC CO   EQUITY   291641108      361    14105 SH       DEFINED                12,21    14105        0        0
EMPIRE DISTRICT ELECTRIC CO   EQUITY   291641108      651    25411 SH       DEFINED             18,21,22    12319        0    13091
EMPLOYEE SOLUTIONS INC        EQUITY   292166105        1      600 SH       DEFINED          15,18,21,22        0        0      600
EMPLOYEE SOLUTIONS INC        EQUITY   292166105       23    22300 SH       DEFINED             18,21,22      400        0    21900
*** EMPRESA NATIONALE DE      EQUITY   29244T101       41     3120 SH       DEFINED                  4,6        0        0     3120
*** EMPRESA NATIONALE DE      EQUITY   29244T101      453    34868 SH       DEFINED                12,21    34868        0        0
*** EMPRESA NATIONALE DE      EQUITY   29244T101      141    10836 SH       DEFINED             18,21,22    10000        0      836
*** EMPRESAS ICA SOCIEDAD     EQUITY   292448107        3     1000 SH       DEFINED             16,18,21     1000        0        0
*** EMPRESAS ICA SOCIEDAD     OPTION   292448107       29    10000 SH  CALL DEFINED             18,21,22        0        0    10000
*** EMPRESAS ICA SOCIEDAD     EQUITY   292448107      397   138204 SH       DEFINED             18,21,22    82012        0    56192
EMULEX CORP NEW               EQUITY   292475209       11      130 SH       DEFINED               -           130        0        0
EMULEX CORP NEW               EQUITY   292475209     8056    97800 SH       DEFINED                12,21    97800        0        0
EMULEX CORP NEW               EQUITY   292475209     1469    17828 SH       DEFINED             18,21,22    12658        0     5170
EMULEX CORP NEW               EQUITY   292475209      181     2200 SH       DEFINED                   25        0     2200        0
*** ENDESA SA, MADRID         EQUITY   29258N107     1053    55050 SH       DEFINED               -         55050        0        0
*** ENDESA SA, MADRID         EQUITY   29258N107     2467   129010 SH       DEFINED          15,18,21,22    82970        0    46040
*** ENDESA SA, MADRID         EQUITY   29258N107    71091  3717178 SH       DEFINED             18,21,22  2611135        0  1106043
ENERGY BIOSYSTEMS CORP        EQUITY   29265L706       29    11687 SH       DEFINED        3,13,27,28,30    11687        0        0
ENERGEN CORP                  EQUITY   29265N108       90     4500 SH       DEFINED               -          4500        0        0
ENERGEN CORP                  EQUITY   29265N108     3631   180966 SH       DEFINED                12,21   180966        0        0
ENERGEN CORP                  EQUITY   29265N108      139     6914 SH       DEFINED          15,18,21,22      481        0     6433
ENERGEN CORP                  EQUITY   29265N108     1681    83794 SH       DEFINED             18,21,22    56456        0    27337
ENERGEN CORP                  EQUITY   29265N108      441    22000 SH       DEFINED     3,13,14,26,29,30    22000        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109       38     1600 SH       DEFINED               -          1600        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109     5608   236726 SH       DEFINED                12,21   236726        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109      800    33783 SH       DEFINED             18,21,22    15473        0    18310
ENERGY EAST CORPORATION       EQUITY   29266M109      474    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
ENERGY EAST CORPORATION       EQUITY   29266M109      400    16900 SH       DEFINED                21,31    16900        0        0
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104       45     2174 SH       DEFINED                  4,6        0        0     2174
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104      689    33424 SH       DEFINED                12,21    33424        0        0
*** ENERSIS S.A. SPONSORED AD EQUITY   29274F104       12      593 SH       DEFINED             18,21,22      243        0      350
ENGAGE TECHNOLOGIES INC       EQUITY   292827102      371    10000 SH       DEFINED                  4,6        0        0    10000
ENGAGE TECHNOLOGIES INC       EQUITY   292827102      181     4880 SH       DEFINED          15,18,21,22     3765        0     1115
ENGAGE TECHNOLOGIES INC       EQUITY   292827102     4402   118666 SH       DEFINED             18,21,22    82506        0    36160
ENGELHARD CORP                EQUITY   292845104       25     1340 SH       DEFINED               -          1340        0        0
ENGELHARD CORP                EQUITY   292845104      135     7325 SH       DEFINED                  4,6     7325        0        0
ENGELHARD CORP                EQUITY   292845104    29458  1597699 SH       DEFINED                12,21  1597699        0        0
ENGELHARD CORP                EQUITY   292845104      440    23853 SH       DEFINED          15,18,21,22    12177        0    11676
ENGELHARD CORP                EQUITY   292845104    21306  1155544 SH       DEFINED             18,21,22   409570        0   745973
ENGELHARD CORP                EQUITY   292845104       70     3806 SH       DEFINED                   25        0     3806        0
ENGELHARD CORP                EQUITY   292845104      461    25000 SH       DEFINED     3,13,14,26,29,30    25000        0        0
ENGELHARD CORP                EQUITY   292845104      144     7829 SH       DEFINED                21,31     7829        0        0
ENGINEERING ANIMATION INC     EQUITY   292872108      123    14000 SH       DEFINED                12,21    14000        0        0
ENGINEERING ANIMATION INC     EQUITY   292872108       50     5748 SH       DEFINED             18,21,22     3811        0     1937
ENGLE HOMES INC               EQUITY   292896107      509    49700 SH       DEFINED                  4,6        0    49700        0
ENGLE HOMES INC               EQUITY   292896107      470    45839 SH       DEFINED             18,21,22     2228        0    43611
ENESCO GROUP INC              EQUITY   292973104     5639   332909 SH       DEFINED                12,21   332909        0        0
ENESCO GROUP INC              EQUITY   292973104       13      775 SH       DEFINED          15,18,21,22      567        0      208
ENESCO GROUP INC              EQUITY   292973104     1658    97872 SH       DEFINED             18,21,22    78013        0    19859
ENHANCE FINANCIAL SERVICES    EQUITY   293310108      832    49100 SH       DEFINED                  4,6    33480        0    15620
ENHANCE FINANCIAL SERVICES    EQUITY   293310108        8      490 SH       DEFINED                  6,7        0        0      490
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     1662    98148 SH       DEFINED                12,21    98148        0        0
ENHANCE FINANCIAL SERVICES    EQUITY   293310108      181    10690 SH       DEFINED          15,18,21,22     8140        0     2550
ENHANCE FINANCIAL SERVICES    EQUITY   293310108        8      500 SH       DEFINED             16,18,21      500        0        0
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     2360   139311 SH       DEFINED             18,21,22    99991        0    39320
ENHANCE FINANCIAL SERVICES    EQUITY   293310108     2047   120875 SH       DEFINED                21,31   120875        0        0
ENNIS BUSINESS FORMS INC      EQUITY   293389102     1306   147100 SH       DEFINED                12,21   147100        0        0
ENNIS BUSINESS FORMS INC      EQUITY   293389102       64     7180 SH       DEFINED             18,21,22     1004        0     6176
ENRON CORP                    EQUITY   293561106     7225   176494 SH       DEFINED               -        176494        0        0
ENRON CORP                    EQUITY   293561106    37327   911796 SH       DEFINED                  4,6    26200   461830   423766
ENRON CORP                    EQUITY   293561106   151981  3712461 SH       DEFINED                12,21  3712461        0        0
ENRON CORP                    EQUITY   293561106    12889   314829 SH       DEFINED          15,18,21,22   169057        0   145771
ENRON CORP                    EQUITY   293561106    11407   278630 SH       DEFINED             16,18,21   278630        0        0
ENRON CORP                    EQUITY   293561106   789450 19284038 SH       DEFINED             18,21,22  5994398        0 13289640
ENRON CORP                    EQUITY   293561106     8483   207214 SH       DEFINED                   25        0   207214        0
ENRON CORP                    EQUITY   293561106     1612    39388 SH       DEFINED     3,13,14,26,29,30    39388        0        0
ENRON CORP                    EQUITY   293561106     2069    50532 SH       DEFINED                21,31    50532        0        0
ENRON CORP-2ND PFD CONV $10.5 EQUITY   293561601      199      173 SH       DEFINED             16,18,21      173        0        0
ENRON CORP-2ND PFD CONV $10.5 EQUITY   293561601    11496    10000 SH       DEFINED             18,21,22        0        0    10000
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100    10397   286800 SH       DEFINED                12,21   286800        0        0
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100     2538    70000 SH       DEFINED             16,18,21    70000        0        0
ENTERCOM COMMUNICATIONS CORP  EQUITY   293639100       64     1757 SH       DEFINED             18,21,22     1257        0      500
ENTERGY CORPORATION-NEW       EQUITY   29364G103      152     5231 SH       DEFINED               -          5231        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      639    21970 SH       DEFINED                  4,6        0     7900    14070
ENTERGY CORPORATION-NEW       EQUITY   29364G103    17790   612132 SH       DEFINED                12,21   612132        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      295    10160 SH       DEFINED          15,18,21,22     7695        0     2465
ENTERGY CORPORATION-NEW       EQUITY   29364G103     6798   233896 SH       DEFINED             18,21,22   137466        0    96429
ENTERGY CORPORATION-NEW       EQUITY   29364G103      205     7065 SH       DEFINED                   25        0     7065        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      960    33027 SH       DEFINED     3,13,14,26,29,30    33027        0        0
ENTERGY CORPORATION-NEW       EQUITY   29364G103      577    19855 SH       DEFINED                21,31    19855        0        0
*** ENTERPRISE OIL PLC ADR    EQUITY   293779203      950    38867 SH       DEFINED             18,21,22    25567        0    13300
ENTERPRISE PRODS PARTNERS L P EQUITY   293792107      806    41348 SH       DEFINED             18,21,22     7249        0    34099
ENTERTAINMENT PPTYS TR COM    EQUITY   29380T105     2167   151400 SH       DEFINED                12,21   151400        0        0
ENTERTAINMENT PPTYS TR COM    EQUITY   29380T105       10      713 SH       DEFINED             18,21,22      113        0      600
ENTREMED INC                  EQUITY   29382F103      288    13000 SH       DEFINED                12,21    13000        0        0
ENTREMED INC                  EQUITY   29382F103        5      220 SH       DEFINED          15,18,21,22      170        0       50
ENTREMED INC                  EQUITY   29382F103      278    12526 SH       DEFINED             18,21,22     3526        0     9000
ENTRUST TECHNOLOGIES INC      EQUITY   293848107     1772    84400 SH       DEFINED   2,3,11,13,14,29,30        0    84400        0
ENTRUST TECHNOLOGIES INC      EQUITY   293848107      363    17300 SH       DEFINED                12,21    17300        0        0
ENTRUST TECHNOLOGIES INC      EQUITY   293848107      702    33411 SH       DEFINED             18,21,22      400        0    33011
ENZON INC                     EQUITY   293904108     2479    80300 SH       DEFINED                12,21    80300        0        0
ENZON INC                     EQUITY   293904108      366    11845 SH       DEFINED             18,21,22      114        0    11731
ENZON INC                     EQUITY   293904108       28      900 SH       DEFINED     3,13,14,26,29,30      900        0        0
ENZON INC                     EQUITY   293904108     1257    40700 SH       DEFINED                21,31    40700        0        0
ENZO BIOCHEM INC              EQUITY   294100102      736    24517 SH       DEFINED                12,21    24517        0        0
ENZO BIOCHEM INC              EQUITY   294100102      405    13493 SH       DEFINED             18,21,22    13437        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      725    46414 SH       DEFINED             18,21,22     8293        0    38120
EPICOR SOFTWARE CORP          EQUITY   29426L108      287    45933 SH       DEFINED                12,21    45933        0        0
EPICOR SOFTWARE CORP          EQUITY   29426L108       11     1718 SH       DEFINED             18,21,22      193        0     1525
EPITOPE INC                   EQUITY   294261102       79    12300 SH       DEFINED             18,21,22      900        0    11400
EQUALNET COMMUNICATIONS CORP  EQUITY   294408109        5    16550 SH       DEFINED             18,21,22        0        0    16550
*** EQUANT-EUR                EQUITY   294409107       32      383 SH       DEFINED          15,18,21,22      383        0        0
*** EQUANT-EUR                EQUITY   294409107       14      175 SH       DEFINED             16,18,21      175        0        0
*** EQUANT-EUR                EQUITY   294409107     2097    25339 SH       DEFINED             18,21,22    17269        0     8070
EQUIFAX INC                   EQUITY   294429105     1409    50877 SH       DEFINED                12,21    50877        0        0
EQUIFAX INC                   EQUITY   294429105      548    19785 SH       DEFINED          15,18,21,22     7008        0    12777
EQUIFAX INC                   EQUITY   294429105      388    14000 SH       DEFINED             16,18,21    14000        0        0
EQUIFAX INC                   EQUITY   294429105     4057   146525 SH       DEFINED             18,21,22    71838        0    74687
EQUIFAX INC                   EQUITY   294429105      147     5300 SH       DEFINED                   25        0     5300        0
EQUIFAX INC                   EQUITY   294429105      245     8857 SH       DEFINED                21,31     8857        0        0
EQUINOX SYSTEMS INC           EQUITY   294436100       44     3710 SH       DEFINED          15,18,21,22      235        0     3475
EQUINOX SYSTEMS INC           EQUITY   294436100      232    19605 SH       DEFINED             18,21,22     2905        0    16700
EQUITABLE RESOURCES INC       EQUITY   294549100     4781   127076 SH       DEFINED                12,21   127076        0        0
EQUITABLE RESOURCES INC       EQUITY   294549100       19      497 SH       DEFINED          15,18,21,22      253        0      244
EQUITABLE RESOURCES INC       EQUITY   294549100     2044    54328 SH       DEFINED             18,21,22    39956        0    14371
EQUITABLE RESOURCES INC       EQUITY   294549100      169     4500 SH       DEFINED                   25        0     4500        0
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703      157      810 SH       DEFINED               -           810        0        0
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703       10       51 SH       DEFINED          15,18,21,22       51        0        0
UTS EQUITY INCOME FUND 1ST    EQUITY   294700703     2397    12397 SH       DEFINED             18,21,22     3983        0     8413
EQUITY INNS INC               EQUITY   294703103     1288   151501 SH       DEFINED                12,21   151501        0        0
EQUITY INNS INC               EQUITY   294703103      137    16107 SH       DEFINED          15,18,21,22     1077        0    15030
EQUITY INNS INC               EQUITY   294703103     1094   128673 SH       DEFINED             18,21,22    62924        0    65749
EQUITY INNS INC               EQUITY   294703103     1631   191934 SH       DEFINED                21,31   191934        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103       16      698 SH       DEFINED               -           698        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103    11263   480533 SH       DEFINED                12,21   480533        0        0
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103      221     9423 SH       DEFINED          15,18,21,22     7989        0     1434
EQUITY OFFICE PROPERTIES TR   EQUITY   294741103     7651   326415 SH       DEFINED             18,21,22   203870        0   122544
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509      165     4215 SH       DEFINED                12,21     4215        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509      236     6000 SH       DEFINED     3,13,14,26,29,30     6000        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509    10360   263951 SH       DEFINED        3,13,27,28,30   263951        0        0
EQUITY OFFICE PPTYS TR PFD    EQUITY   294741509     7883   200834 SH       DEFINED           3,13,29,30   200834        0        0
EQUITY ONE INC                EQUITY   294752100       97     9325 SH       DEFINED          15,18,21,22     5500        0     3825
EQUITY ONE INC                EQUITY   294752100       26     2532 SH       DEFINED             18,21,22        6        0     2526
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107       17      405 SH       DEFINED               -           405        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107       22      530 SH       DEFINED                  4,6      530        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107     5757   136876 SH       DEFINED                12,21   136876        0        0
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107     1366    32485 SH       DEFINED          15,18,21,22    23025        0     9460
EQUITY RESIDENTAL PROPERTIES  OPTION   29476L107     4677   111200 SH  CALL DEFINED             18,21,22   111200        0        0
EQUITY RESIDENTAL PROPERTIES  OPTION   29476L107     4690   111500 SH  PUT  DEFINED             18,21,22   111200        0      300
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107    63672  1513737 SH       DEFINED             18,21,22  1216413        0   297324
EQUITY RESIDENTAL PROPERTIES  EQUITY   29476L107      101     2412 SH       DEFINED                21,31     2412        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826      286    10600 SH       DEFINED                  4,6     2600        0     8000
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826       81     2992 SH       DEFINED          15,18,21,22     1500        0     1492
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     2710   100585 SH       DEFINED             18,21,22    76530        0    24055
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826      216     8000 SH       DEFINED     3,13,14,26,29,30     8000        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     2162    80275 SH       DEFINED        3,13,27,28,30    80275        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L826     1533    56925 SH       DEFINED           3,13,29,30    56925        0        0
EQUITY RESIDENTIAL PPTYS TR   EQUITY   29476L883     1150    47807 SH       DEFINED             18,21,22    45657        0     2150
ERGO SCIENCE CORPORATION      EQUITY   29481E106     1837  1678910 SH       DEFINED               4,6,10  1678910        0        0
ERGO SCIENCE CORPORATION      EQUITY   29481E106        5     5000 SH       DEFINED             18,21,22        0        0     5000
*** ERICSSON L M TEL CO CL B  EQUITY   294821400      411    13150 SH       DEFINED               -         13150        0        0
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     5373   171932 SH       DEFINED                  4,6   169332        0     2600
*** ERICSSON L M TEL CO CL B  EQUITY   294821400    15419   493400 SH       DEFINED                12,21   493400        0        0
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     5667   181340 SH       DEFINED          15,18,21,22    90867        0    90473
*** ERICSSON L M TEL CO CL B  EQUITY   294821400      250     8000 SH       DEFINED             16,18,21     8000        0        0
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     5275   168800 SH       DEFINED       17,18,19,20,21   168800        0        0
*** ERICSSON L M TEL CO CL B  OPTION   294821400       16      500 SH  PUT  DEFINED             18,21,22        0        0      500
*** ERICSSON L M TEL CO CL B  EQUITY   294821400   132162  4229173 SH       DEFINED             18,21,22  2488143        0  1741030
*** ERICSSON L M TEL CO CL B  EQUITY   294821400     3500   112000 SH       DEFINED                   25        0   112000        0
*** ESPIRITO SANTO FINL HLDGS EQUITY   29665F200      170    10690 SH       DEFINED             18,21,22     1110        0     9580
ESSEX PROPERTY TRUST INC      EQUITY   297178105        5      145 SH       DEFINED               -           145        0        0
ESSEX PROPERTY TRUST INC      EQUITY   297178105      465    13480 SH       DEFINED                12,21    13480        0        0
ESSEX PROPERTY TRUST INC      EQUITY   297178105       77     2240 SH       DEFINED          15,18,21,22     1890        0      350
ESSEX PROPERTY TRUST INC      EQUITY   297178105     1796    52051 SH       DEFINED             18,21,22    42586        0     9465
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100     1318    81726 SH       DEFINED                12,21    81726        0        0
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100      130     8040 SH       DEFINED             18,21,22     2040        0     6000
ESTERLINE TECHNOLOGIES CORP   EQUITY   297425100     1118    69304 SH       DEFINED                21,31    69304        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104       89     2887 SH       DEFINED               -          2887        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1607    52275 SH       DEFINED                  4,6    18834    22600    10841
ETHAN ALLEN INTERIORS INC     EQUITY   297602104       10      322 SH       DEFINED                  6,7        0        0      322
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     2795    90902 SH       DEFINED                12,21    90902        0        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104      628    20419 SH       DEFINED          15,18,21,22    11206        0     9212
ETHAN ALLEN INTERIORS INC     EQUITY   297602104    38795  1261640 SH       DEFINED             18,21,22   988965        0   272675
ETHAN ALLEN INTERIORS INC     EQUITY   297602104      903    29350 SH       DEFINED                   25        0    29350        0
ETHAN ALLEN INTERIORS INC     EQUITY   297602104     1016    33030 SH       DEFINED                21,31    33030        0        0
ETHYL CORP                    EQUITY   297659104     2089   451600 SH       DEFINED                12,21   451600        0        0
ETHYL CORP                    EQUITY   297659104       12     2640 SH       DEFINED             18,21,22     1276        0     1364
ETOYS INC                     EQUITY   297862104       59      900 SH       DEFINED                  4,6        0        0      900
ETOYS INC                     EQUITY   297862104     5741    87648 SH       DEFINED                12,21    87648        0        0
ETOYS INC                     EQUITY   297862104      741    11311 SH       DEFINED             18,21,22     7775        0     3536
ETOYS INC                     EQUITY   297862104      321     4900 SH       DEFINED     3,13,14,26,29,30     4900        0        0
EUROPE FD INC                 EQUITY   29874M103     1628    96473 SH       DEFINED             18,21,22    51319        0    45153
EUROPEAN WARRANT FUND INC     EQUITY   298792102     2016   136686 SH       DEFINED             18,21,22    59162        0    77524
EVEREN CAPITAL CORP           EQUITY   299761106     1186    40200 SH       DEFINED                  4,6    12400     2000    25800
EVEREN CAPITAL CORP           EQUITY   299761106     1963    66542 SH       DEFINED                12,21    66542        0        0
EVEREN CAPITAL CORP           EQUITY   299761106       50     1680 SH       DEFINED          15,18,21,22     1680        0        0
EVEREN CAPITAL CORP           EQUITY   299761106      811    27475 SH       DEFINED             18,21,22    15412        0    12063
EVEREN CAPITAL CORP           EQUITY   299761106     2625    88983 SH       DEFINED                21,31    88983        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105        3      125 SH       DEFINED               -           125        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105      628    27030 SH       DEFINED                  4,6        0    11900    15130
EVEREST REINS HLDGS INC       EQUITY   299808105     7555   324930 SH       DEFINED                12,21   324930        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105      404    17366 SH       DEFINED          15,18,21,22    13301        0     4065
EVEREST REINS HLDGS INC       EQUITY   299808105     8360   359582 SH       DEFINED             18,21,22   258532        0   101050
EVEREST REINS HLDGS INC       EQUITY   299808105     4092   176000 SH       DEFINED                   25        0   176000        0
EVEREST REINS HLDGS INC       EQUITY   299808105      168     7209 SH       DEFINED     3,13,14,26,29,30     7209        0        0
EVEREST REINS HLDGS INC       EQUITY   299808105     1596    68643 SH       DEFINED                21,31    68643        0        0
EVERGREEN RESOURCES INC NEW   EQUITY   299900308     1290    54900 SH       DEFINED                12,21    54900        0        0
EVERGREEN RESOURCES INC NEW   EQUITY   299900308      127     5400 SH       DEFINED             18,21,22      400        0     5000
EVERGREEN RESOURCES INC NEW   EQUITY   299900308       59     2500 SH       DEFINED                   25        0     2500        0
EXABYTE CORP                  EQUITY   300615101       79    17626 SH       DEFINED             18,21,22      526        0    17100
EXAR CORP                     EQUITY   300645108     4330   122400 SH       DEFINED                12,21   122400        0        0
EXAR CORP                     EQUITY   300645108       53     1510 SH       DEFINED          15,18,21,22     1170        0      340
EXAR CORP                     EQUITY   300645108     2653    75000 SH       DEFINED             16,18,21    75000        0        0
EXAR CORP                     EQUITY   300645108     1191    33680 SH       DEFINED             18,21,22    23160        0    10520
EXCALIBUR TECHNOLOGIES CORP   EQUITY   300651205       97    11900 SH       DEFINED                12,21    11900        0        0
EXCALIBUR TECHNOLOGIES CORP   EQUITY   300651205      228    28000 SH       DEFINED             18,21,22        0        0    28000
EXCEL TECHNOLOGY INC          EQUITY   30067T103      578    39190 SH       DEFINED               -         39190        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103    10163   689000 SH       DEFINED                12,21   689000        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103      498    33795 SH       DEFINED          15,18,21,22    13566        0    20229
EXCEL TECHNOLOGY INC          EQUITY   30067T103      738    50000 SH       DEFINED             16,18,21    50000        0        0
EXCEL TECHNOLOGY INC          EQUITY   30067T103    23589  1599249 SH       DEFINED             18,21,22   711502        0   887747
EXCEL SWITCHING CORP          EQUITY   30067V108      356    10287 SH       DEFINED                12,21    10287        0        0
EXCEL SWITCHING CORP          EQUITY   30067V108       44     1265 SH       DEFINED             18,21,22        5        0     1260
EXCHANGE APPLICATIONS INC     EQUITY   300867108      496    17100 SH       DEFINED                  4,6        0        0    17100
EXCHANGE APPLICATIONS INC     EQUITY   300867108      348    12000 SH       DEFINED                12,21    12000        0        0
EXCHANGE APPLICATIONS INC     EQUITY   300867108      136     4676 SH       DEFINED          15,18,21,22     3360        0     1316
EXCHANGE APPLICATIONS INC     EQUITY   300867108     2514    86703 SH       DEFINED             18,21,22    72642        0    14061
EXCELSIOR HENDERSON MOTORCYCL EQUITY   300906104        1      500 SH       DEFINED          15,18,21,22        0        0      500
EXCELSIOR HENDERSON MOTORCYCL EQUITY   300906104       43    21485 SH       DEFINED             18,21,22     5650        0    15835
EXECUTONE INFORMATION SYS INC EQUITY   301607107      212    70100 SH       DEFINED                12,21    70100        0        0
EXECUTONE INFORMATION SYS INC EQUITY   301607107       31    10094 SH       DEFINED             18,21,22     1247        0     8847
EXIDE CORP                    EQUITY   302051107     2322   242782 SH       DEFINED                12,21   242782        0        0
EXIDE CORP                    EQUITY   302051107       12     1243 SH       DEFINED          15,18,21,22      908        0      335
EXIDE CORP                    EQUITY   302051107     1563   163404 SH       DEFINED             18,21,22   124871        0    38533
EXODUS COMMUNICATIONS INC     EQUITY   302088109     5847    84587 SH       DEFINED                  4,6    27205    34852    22530
EXODUS COMMUNICATIONS INC     EQUITY   302088109       33      480 SH       DEFINED                  6,7        0        0      480
EXODUS COMMUNICATIONS INC     EQUITY   302088109     1860    26912 SH       DEFINED                12,21    26912        0        0
EXODUS COMMUNICATIONS INC     EQUITY   302088109     1524    22041 SH       DEFINED          15,18,21,22    15861        0     6180
EXODUS COMMUNICATIONS INC     EQUITY   302088109    29390   425172 SH       DEFINED             18,21,22   350008        0    75164
EXODUS COMMUNICATIONS INC     OPTION   302088109       69     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
EXODUS COMMUNICATIONS INC     EQUITY   302088109      884    12791 SH       DEFINED                21,31    12791        0        0
EXPEDITORS INTL OF WASH INC   EQUITY   302130109       43     1300 SH       DEFINED               -          1300        0        0
EXPEDITORS INTL OF WASH INC   EQUITY   302130109      467    13980 SH       DEFINED                12,21    13980        0        0
EXPEDITORS INTL OF WASH INC   EQUITY   302130109      768    23023 SH       DEFINED          15,18,21,22    13133        0     9890
EXPEDITORS INTL OF WASH INC   EQUITY   302130109    12776   382802 SH       DEFINED             18,21,22   254252        0   128549
EXPRESS SCRIPTS INC CLA       EQUITY   302182100     2504    32076 SH       DEFINED                12,21    32076        0        0
EXPRESS SCRIPTS INC CLA       EQUITY   302182100      171     2190 SH       DEFINED          15,18,21,22     2120        0       70
EXPRESS SCRIPTS INC CLA       OPTION   302182100      546     7000 SH  PUT  DEFINED             18,21,22     7000        0        0
EXPRESS SCRIPTS INC CLA       EQUITY   302182100     4896    62720 SH       DEFINED             18,21,22    39275        0    23445
EXTENDED STAY AMERICA INC     EQUITY   30224P101     2194   254400 SH       DEFINED                  4,6    32000        0   222400
EXTENDED STAY AMERICA INC     EQUITY   30224P101      599    69500 SH       DEFINED                12,21    69500        0        0
EXTENDED STAY AMERICA INC     EQUITY   30224P101       17     2000 SH       DEFINED          15,18,21,22        0        0     2000
EXTENDED STAY AMERICA INC     EQUITY   30224P101      721    83613 SH       DEFINED             18,21,22    81429        0     2184
EXTREME NETWORKS INC          EQUITY   30226D106     5175    84400 SH       DEFINED   2,3,11,13,14,29,30        0    84400        0
EXTREME NETWORKS INC          EQUITY   30226D106     4246    69259 SH       DEFINED                12,21    69259        0        0
EXTREME NETWORKS INC          EQUITY   30226D106       61      994 SH       DEFINED             18,21,22      844        0      150
EXTREME NETWORKS INC          EQUITY   30226D106      294     4800 SH       DEFINED                   25        0     4800        0
EXXON CORP                    EQUITY   302290101    22457   300936 SH       DEFINED               -        300936        0        0
EXXON CORP                    EQUITY   302290101     7194    96400 SH       DEFINED   2,3,11,13,14,29,30        0    96400        0
EXXON CORP                    EQUITY   302290101   142905  1914969 SH       DEFINED                  4,6  1061214   235236   618519
EXXON CORP                    EQUITY   302290101     1803    24160 SH       DEFINED                  6,7        0        0    24160
EXXON CORP                    EQUITY   302290101   259334  3475158 SH       DEFINED                12,21  3475158        0        0
EXXON CORP                    EQUITY   302290101    19323   258931 SH       DEFINED          15,18,21,22   131573        0   127358
EXXON CORP                    EQUITY   302290101     7987   107032 SH       DEFINED             16,18,21   107032        0        0
EXXON CORP                    EQUITY   302290101      579     7756 SH       DEFINED       17,18,19,20,21     7756        0        0
EXXON CORP                    EQUITY   302290101   659281  8834591 SH       DEFINED             18,21,22  3315973        0  5518617
EXXON CORP                    OPTION   302290101        7      100 SH  CALL DEFINED             18,21,22        0        0      100
EXXON CORP                    OPTION   302290101       15      200 SH  PUT  DEFINED             18,21,22        0        0      200
EXXON CORP                    EQUITY   302290101      209     2800 SH       DEFINED            4,6,23,24     2800        0        0
EXXON CORP                    EQUITY   302290101     6505    87163 SH       DEFINED                   25        0    87163        0
EXXON CORP                    EQUITY   302290101     3613    48417 SH       DEFINED     3,13,14,26,29,30    48417        0        0
EXXON CORP                    EQUITY   302290101    13200   176883 SH       DEFINED                21,31   176883        0        0
F & M BANCORP INC WISCONSIN   EQUITY   302371109     1357    40066 SH       DEFINED               -         40066        0        0
F & M BANCORP INC WISCONSIN   EQUITY   302371109      611    18043 SH       DEFINED                12,21    18043        0        0
F & M BANCORP INC WISCONSIN   EQUITY   302371109       52     1522 SH       DEFINED             18,21,22        2        0     1520
F&M NATIONAL CORP             EQUITY   302374103      565    21331 SH       DEFINED                12,21    21331        0        0
F&M NATIONAL CORP             EQUITY   302374103       35     1306 SH       DEFINED             18,21,22      303        0     1003
FBL FINANCIAL GROUP INC CL A  EQUITY   30239F106      315    15184 SH       DEFINED                12,21    15184        0        0
FMC CORP-NEW                  EQUITY   302491303     1272    27272 SH       DEFINED                12,21    27272        0        0
FMC CORP-NEW                  EQUITY   302491303        5      100 SH       DEFINED             16,18,21      100        0        0
FMC CORP-NEW                  EQUITY   302491303      642    13774 SH       DEFINED             18,21,22     6733        0     7041
FMC CORP-NEW                  EQUITY   302491303       47     1003 SH       DEFINED                   25        0     1003        0
FMC CORP-NEW                  EQUITY   302491303       92     1981 SH       DEFINED                21,31     1981        0        0
FNB CORP HERMITAGE PA         EQUITY   302520101      374    15425 SH       DEFINED                12,21    15425        0        0
FNB CORP HERMITAGE PA         EQUITY   302520101      311    12834 SH       DEFINED             18,21,22     6822        0     6012
FPIC INSURANCE GROUP INC      EQUITY   302563101      568    37700 SH       DEFINED                12,21    37700        0        0
FPIC INSURANCE GROUP INC      EQUITY   302563101      168    11140 SH       DEFINED          15,18,21,22     9004        0     2136
FPIC INSURANCE GROUP INC      EQUITY   302563101      525    34822 SH       DEFINED             18,21,22    13915        0    20907
FPIC INSURANCE GROUP INC      EQUITY   302563101      919    61006 SH       DEFINED                21,31    61006        0        0
FPL GROUP INC                 EQUITY   302571104      660    12899 SH       DEFINED               -         12899        0        0
FPL GROUP INC                 EQUITY   302571104      732    14308 SH       DEFINED                  4,6    11590      400     2318
FPL GROUP INC                 EQUITY   302571104     8817   172253 SH       DEFINED                12,21   172253        0        0
FPL GROUP INC                 EQUITY   302571104       69     1349 SH       DEFINED          15,18,21,22      772        0      577
FPL GROUP INC                 EQUITY   302571104       64     1256 SH       DEFINED             16,18,21     1256        0        0
FPL GROUP INC                 EQUITY   302571104    10922   213368 SH       DEFINED             18,21,22   119589        0    93779
FPL GROUP INC                 EQUITY   302571104      262     5116 SH       DEFINED                   25        0     5116        0
FPL GROUP INC                 EQUITY   302571104     1491    29125 SH       DEFINED     3,13,14,26,29,30    29125        0        0
FPL GROUP INC                 EQUITY   302571104      716    13986 SH       DEFINED                21,31    13986        0        0
FSI INTERNATIONAL INC         EQUITY   302633102      178    22087 SH       DEFINED                12,21    22087        0        0
FSI INTERNATIONAL INC         EQUITY   302633102       15     1920 SH       DEFINED             18,21,22       97        0     1823
FX ENERGY INC                 EQUITY   302695101       70    10000 SH       DEFINED             18,21,22    10000        0        0
F Y I INC                     EQUITY   302712104      916    26900 SH       DEFINED                12,21    26900        0        0
F Y I INC                     EQUITY   302712104       13      385 SH       DEFINED          15,18,21,22      285        0      100
F Y I INC                     EQUITY   302712104     1308    38397 SH       DEFINED             18,21,22    31498        0     6899
FACTORY 2-U STORES INC        EQUITY   303072102      405    13500 SH       DEFINED                12,21    13500        0        0
FACTORY 2-U STORES INC        EQUITY   303072102      287     9580 SH       DEFINED             18,21,22     9576        0        4
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105      686    12300 SH       DEFINED                  4,6        0        0    12300
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105    17196   308450 SH       DEFINED                12,21   308450        0        0
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105       14      250 SH       DEFINED          15,18,21,22       70        0      180
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105     1394    25000 SH       DEFINED             16,18,21    25000        0        0
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105     3794    68050 SH       DEFINED             18,21,22    40955        0    27095
FACTSET RESEARCH SYSTEMS INC  EQUITY   303075105     1137    20400 SH       DEFINED                   25        0    20400        0
FAIR ISAAC & CO INC           EQUITY   303250104     1047    37400 SH       DEFINED                12,21    37400        0        0
FAIR ISAAC & CO INC           EQUITY   303250104       16      570 SH       DEFINED             18,21,22      533        0       37
FAIR ISAAC & CO INC           EQUITY   303250104      157     5600 SH       DEFINED                   25        0     5600        0
FAIRCHILD CORP CL A   NEW     EQUITY   303698104      190    19468 SH       DEFINED                12,21    19468        0        0
FAIRCHILD CORP CL A   NEW     EQUITY   303698104       51     5217 SH       DEFINED             18,21,22       96        0     5121
FAIRCHILD CORP CL A   NEW     EQUITY   303698104      360    36900 SH       DEFINED                   25        0    36900        0
FAIRCHILD SEMICONDUCTOR INTL  EQUITY   303726103     1716    71500 SH       DEFINED                12,21    71500        0        0
FAIRCHILD SEMICONDUCTOR INTL  EQUITY   303726103       17      688 SH       DEFINED             18,21,22      288        0      400
FAIRCHILD SEMICONDUCTOR INTL  EQUITY   303726103      134     5600 SH       DEFINED                   25        0     5600        0
FAIRFIELD COMMUNITIES INC     EQUITY   304231301     1313   118700 SH       DEFINED                12,21   118700        0        0
FAIRFIELD COMMUNITIES INC     EQUITY   304231301        1      119 SH       DEFINED             18,21,22       18        0      101
FAMILY DOLLAR STORES INC      EQUITY   307000109        6      300 SH       DEFINED               -           300        0        0
FAMILY DOLLAR STORES INC      EQUITY   307000109    19632   915760 SH       DEFINED                  4,6   357465   258430   299865
FAMILY DOLLAR STORES INC      EQUITY   307000109     3087   144000 SH       DEFINED                  6,7        0        0   144000
FAMILY DOLLAR STORES INC      EQUITY   307000109    23833  1111726 SH       DEFINED                12,21  1111726        0        0
FAMILY DOLLAR STORES INC      EQUITY   307000109     1134    52897 SH       DEFINED          15,18,21,22    17982        0    34914
FAMILY DOLLAR STORES INC      EQUITY   307000109     7113   331781 SH       DEFINED             18,21,22   236513        0    95267
FAMILY DOLLAR STORES INC      EQUITY   307000109     2868   133774 SH       DEFINED                21,31   133774        0        0
FAMILY GOLF CENTERS INC CV SU CORPBOND 30701AAC0       10    30000 PRN      DEFINED             18,21,22        0        0    30000
FAMILY GOLF CENTERS INC       EQUITY   30701A106      148    56929 SH       DEFINED                12,21    56929        0        0
FAMILY GOLF CENTERS INC       EQUITY   30701A106       71    27448 SH       DEFINED             18,21,22    12083        0    15365
FAMILY GOLF CENTERS INC       EQUITY   30701A106       98    37800 SH       DEFINED                21,31    37800        0        0
FARM FAMILY HLDGS INC         EQUITY   307901108       99     2500 SH       DEFINED                  4,6        0        0     2500
FARM FAMILY HLDGS INC         EQUITY   307901108      134     3400 SH       DEFINED                12,21     3400        0        0
FARM FAMILY HLDGS INC         EQUITY   307901108       33      845 SH       DEFINED             18,21,22      111        0      734
FARMERS CAP BK CORP           EQUITY   309562106      203     5640 SH       DEFINED               -          5640        0        0
FARMERS CAP BK CORP           EQUITY   309562106      198     5500 SH       DEFINED                12,21     5500        0        0
FARMERS CAP BK CORP           EQUITY   309562106      203     5640 SH       DEFINED             18,21,22        0        0     5640
FARREL CORP NEW               EQUITY   311667109       86    49101 SH       DEFINED             18,21,22        1        0    49100
FATBRAIN.COM INC              EQUITY   311889109      969    67400 SH       DEFINED   2,3,11,13,14,29,30        0    67400        0
FATBRAIN.COM INC              EQUITY   311889109       29     2000 SH       DEFINED                12,21     2000        0        0
FATBRAIN.COM INC              EQUITY   311889109      194    13500 SH       DEFINED             18,21,22     2800        0    10700
FASTENAL CO                   EQUITY   311900104    47757  1011387 SH       DEFINED                  4,6   431340   219380   360667
FASTENAL CO                   EQUITY   311900104      586    12400 SH       DEFINED                  6,7        0        0    12400
FASTENAL CO                   EQUITY   311900104      412     8728 SH       DEFINED                12,21     8728        0        0
FASTENAL CO                   EQUITY   311900104     1026    21724 SH       DEFINED          15,18,21,22    13706        0     8018
FASTENAL CO                   EQUITY   311900104    16084   340633 SH       DEFINED             18,21,22   236962        0   103671
FDX CORP                      EQUITY   31304N107       25      660 SH       DEFINED               -           660        0        0
FDX CORP                      EQUITY   31304N107      107     2800 SH       DEFINED                  4,6        0        0     2800
FDX CORP                      EQUITY   31304N107    20501   537742 SH       DEFINED                12,21   537742        0        0
FDX CORP                      EQUITY   31304N107     1594    41804 SH       DEFINED          15,18,21,22    12856        0    28948
FDX CORP                      OPTION   31304N107       76     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
FDX CORP                      EQUITY   31304N107       27      700 SH       DEFINED                18,21      700        0        0
FDX CORP                      EQUITY   31304N107    28369   744113 SH       DEFINED             18,21,22   342767        0   401346
FDX CORP                      OPTION   31304N107      229     6000 SH  CALL DEFINED             18,21,22        0        0     6000
FDX CORP                      OPTION   31304N107       27      700 SH  PUT  DEFINED             18,21,22        0        0      700
FDX CORP                      EQUITY   31304N107      582    15256 SH       DEFINED                   25        0    15256        0
FDX CORP                      EQUITY   31304N107      427    11200 SH       DEFINED     3,13,14,26,29,30    11200        0        0
FDX CORP                      EQUITY   31304N107      843    22110 SH       DEFINED                21,31    22110        0        0
FEDDERS CORP DELAWARE         EQUITY   313135105      141    23725 SH       DEFINED                12,21    23725        0        0
FEDDERS CORP DELAWARE         EQUITY   313135105      332    55904 SH       DEFINED             18,21,22        4        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      531   107527 SH       DEFINED             18,21,22      264        0   107263
FEDERAL HOME LN MTG CORP      EQUITY   313400301      472     9330 SH       DEFINED               -          9330        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     7077   139784 SH       DEFINED                  4,6        0   119915    19869
FEDERAL HOME LN MTG CORP      EQUITY   313400301    75423  1489832 SH       DEFINED                12,21  1489832        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301    12038   237781 SH       DEFINED          15,18,21,22   141582        0    96199
FEDERAL HOME LN MTG CORP      EQUITY   313400301     1767    34900 SH       DEFINED             16,18,21    34900        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301      187     3700 SH       DEFINED                18,21     3700        0        0
FEDERAL HOME LN MTG CORP      OPTION   313400301    17764   350900 SH  CALL DEFINED       17,18,19,20,21   350900        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301   322467  6369709 SH       DEFINED             18,21,22  3937297        0  2432411
FEDERAL HOME LN MTG CORP      OPTION   313400301    17764   350900 SH  CALL DEFINED             18,21,22   350900        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     7800   154068 SH       DEFINED                   25        0   154068        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     1319    26050 SH       DEFINED     3,13,14,26,29,30    26050        0        0
FEDERAL HOME LN MTG CORP      EQUITY   313400301     2620    51752 SH       DEFINED                21,31    51752        0        0
FEDERAL MOGUL CORP            EQUITY   313549107       35     1235 SH       DEFINED                  4,6     1235        0        0
FEDERAL MOGUL CORP            EQUITY   313549107     1425    49875 SH       DEFINED                12,21    49875        0        0
FEDERAL MOGUL CORP            EQUITY   313549107       59     2060 SH       DEFINED             16,18,21     2060        0        0
FEDERAL MOGUL CORP            EQUITY   313549107      375    13114 SH       DEFINED             18,21,22     8589        0     4525
FEDERAL MOGUL CORP            EQUITY   313549107      711    24900 SH       DEFINED                21,31    24900        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     7471   123874 SH       DEFINED               -        123874        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     9156   151800 SH       DEFINED   2,3,11,13,14,29,30        0   151800        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    52198   865449 SH       DEFINED                  4,6   340339   226205   298905
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      483     8000 SH       DEFINED                5,6,7        0        0     8000
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      422     7000 SH       DEFINED                  6,7        0        0     7000
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109   231821  3843625 SH       DEFINED                12,21  3843625        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    38344   635752 SH       DEFINED          15,18,21,22   345252        0   290499
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109      550     9121 SH       DEFINED       17,18,19,20,21     9121        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109   736404 12209700 SH       DEFINED             18,21,22  6625502        0  5584198
FEDERAL NATIONAL MORTGAGE ASS OPTION   313586109       18      300 SH  CALL DEFINED             18,21,22        0        0      300
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     4427    73408 SH       DEFINED                   25        0    73408        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109    17302   286872 SH       DEFINED     3,13,14,26,29,30   286872        0        0
FEDERAL NATIONAL MORTGAGE ASS EQUITY   313586109     4437    73574 SH       DEFINED                21,31    73574        0        0
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206     1149    56548 SH       DEFINED                12,21    56548        0        0
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206      475    23363 SH       DEFINED             18,21,22    17363        0     6000
FEDERAL REALTY INVT TR SBI-NE EQUITY   313747206      429    21100 SH       DEFINED                21,31    21100        0        0
FEDERAL SCREW WORKS           EQUITY   313819104      274     5745 SH       DEFINED             18,21,22     4495        0     1249
FEDERAL SIGNAL CORP           EQUITY   313855108     2655   137900 SH       DEFINED                12,21   137900        0        0
FEDERAL SIGNAL CORP           EQUITY   313855108      114     5900 SH       DEFINED          15,18,21,22     1830        0     4070
FEDERAL SIGNAL CORP           EQUITY   313855108     2883   149760 SH       DEFINED             18,21,22   109769        0    39990
FEDERATED DEPARTMENT STORES   EQUITY   31410H101       12      260 SH       DEFINED               -           260        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101       58     1300 SH       DEFINED                  4,6        0        0     1300
FEDERATED DEPARTMENT STORES   EQUITY   31410H101   119838  2674179 SH       DEFINED                12,21  2674179        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101     1925    42949 SH       DEFINED          15,18,21,22    30304        0    12645
FEDERATED DEPARTMENT STORES   EQUITY   31410H101     2994    66800 SH       DEFINED             16,18,21    66800        0        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101    64702  1443822 SH       DEFINED             18,21,22   900015        0   543807
FEDERATED DEPARTMENT STORES   EQUITY   31410H101     1209    26983 SH       DEFINED                   25        0    26983        0
FEDERATED DEPARTMENT STORES   EQUITY   31410H101      628    14019 SH       DEFINED                21,31    14019        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H119     4389   231000 SH       DEFINED             16,18,21   231000        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H119      474    24959 SH       DEFINED             18,21,22    24959        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H127     1906   103000 SH       DEFINED             16,18,21   103000        0        0
WTS FEDERATED DEPT STORES     EQUITY   31410H127      472    25502 SH       DEFINED             18,21,22    25502        0        0
FEDERATED INVS INC PA CL B    EQUITY   314211103      947    56119 SH       DEFINED                12,21    56119        0        0
FEDERATED INVS INC PA CL B    EQUITY   314211103      133     7910 SH       DEFINED             18,21,22     3412        0     4498
FELCOR LODGING TR INC         EQUITY   31430F101      850    48200 SH       DEFINED   2,3,11,13,14,29,30        0    48200        0
FELCOR LODGING TR INC         EQUITY   31430F101       42     2400 SH       DEFINED                  4,6     2400        0        0
FELCOR LODGING TR INC         EQUITY   31430F101     6863   389375 SH       DEFINED                12,21   389375        0        0
FELCOR LODGING TR INC         EQUITY   31430F101      191    10845 SH       DEFINED          15,18,21,22     8535        0     2310
FELCOR LODGING TR INC         EQUITY   31430F101     7108   403264 SH       DEFINED             18,21,22   226572        0   176692
FELCOR LODGING TR INC PFD CON EQUITY   31430F200      856    50000 SH       DEFINED                12,21    50000        0        0
FELCOR LODGING TR INC PFD CON EQUITY   31430F200      856    50000 SH       DEFINED             16,18,21    50000        0        0
FELCOR LODGING TR INC PFD CON EQUITY   31430F200      925    54010 SH       DEFINED             18,21,22    23559        0    30451
FERRELLGAS PARTNERS L P       EQUITY   315293100       41     2500 SH       DEFINED               -          2500        0        0
FERRELLGAS PARTNERS L P       EQUITY   315293100       33     2000 SH       DEFINED                  4,6        0        0     2000
FERRELLGAS PARTNERS L P       EQUITY   315293100        9      575 SH       DEFINED          15,18,21,22      450        0      125
FERRELLGAS PARTNERS L P       EQUITY   315293100     2511   152741 SH       DEFINED             18,21,22    72232        0    80509
FERRO CORP                    EQUITY   315405100      713    33351 SH       DEFINED                12,21    33351        0        0
FERRO CORP                    EQUITY   315405100      122     5695 SH       DEFINED          15,18,21,22     4395        0     1300
FERRO CORP                    EQUITY   315405100       96     4500 SH       DEFINED             16,18,21     4500        0        0
FERRO CORP                    EQUITY   315405100     1642    76801 SH       DEFINED             18,21,22    55757        0    21043
F5 NETWORKS INC               EQUITY   315616102     1083    15909 SH       DEFINED             18,21,22    15284        0      625
*** FIAT S P A SPONSORED ADR  EQUITY   315621888       54     1489 SH       DEFINED               -          1489        0        0
*** FIAT S P A SPONSORED ADR  EQUITY   315621888       10      281 SH       DEFINED          15,18,21,22       85        0      196
*** FIAT S P A SPONSORED ADR  EQUITY   315621888      464    12820 SH       DEFINED             18,21,22    10888        0     1932
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107     2774   185722 SH       DEFINED                12,21   185722        0        0
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107     1119    74927 SH       DEFINED             18,21,22    57968        0    16959
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107      155    10390 SH       DEFINED                   25        0    10390        0
FIDELITY NATIONAL FINANCIAL   EQUITY   316326107     3069   205426 SH       DEFINED                21,31   205426        0        0
FIFTH THIRD BANCORP           EQUITY   316773100       23      377 SH       DEFINED               -           377        0        0
FIFTH THIRD BANCORP           EQUITY   316773100     1536    25580 SH       DEFINED                  4,6        0    14780    10800
FIFTH THIRD BANCORP           EQUITY   316773100     4075    67844 SH       DEFINED                12,21    67844        0        0
FIFTH THIRD BANCORP           EQUITY   316773100     2501    41639 SH       DEFINED          15,18,21,22    29835        0    11804
FIFTH THIRD BANCORP           EQUITY   316773100    48086   800597 SH       DEFINED             18,21,22   542573        0   258023
FIFTH THIRD BANCORP           EQUITY   316773100     1413    23530 SH       DEFINED                   25        0    23530        0
FIFTH THIRD BANCORP           EQUITY   316773100      342     5700 SH       DEFINED     3,13,14,26,29,30     5700        0        0
FIFTH THIRD BANCORP           EQUITY   316773100     1109    18461 SH       DEFINED                21,31    18461        0        0
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106       12      955 SH       DEFINED               -           955        0        0
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106        2      125 SH       DEFINED          15,18,21,22      125        0        0
*** FILA HOLDING SPA-SPONSORE EQUITY   316850106      110     8925 SH       DEFINED             18,21,22     5840        0     3085
FILENET CORP                  EQUITY   316869106      354    33418 SH       DEFINED                12,21    33418        0        0
FILENET CORP                  EQUITY   316869106      200    18840 SH       DEFINED             18,21,22      840        0    18000
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0       22    26500 PRN      DEFINED                12,21    26500        0        0
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0       85   101000 PRN      DEFINED          15,18,21,22    64000        0    37000
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     2968  3512000 PRN      DEFINED             18,21,22  2578000        0   934000
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     6603  7814000 PRN      DEFINED        3,13,27,28,30  7814000        0        0
FINANCIAL FEDL CORP CV SUB    CORPBOND 317492AC0     4720  5586000 PRN      DEFINED           3,13,29,30  5586000        0        0
FINANCIAL FED CORP            EQUITY   317492106      212    11375 SH       DEFINED                12,21    11375        0        0
FINANCIAL FED CORP            EQUITY   317492106       34     1806 SH       DEFINED             18,21,22        6        0     1800
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     6683   133325 SH       DEFINED                12,21   133325        0        0
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100       81     1620 SH       DEFINED          15,18,21,22     1210        0      410
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     5048   100702 SH       DEFINED             18,21,22    71865        0    28837
FINANCIAL SECURITY ASSURANCE  EQUITY   31769P100     2463    49129 SH       DEFINED                21,31    49129        0        0
FINET.COM INC                 EQUITY   317922300      173    55300 SH       DEFINED                12,21    55300        0        0
FINET.COM INC                 EQUITY   317922300        2      700 SH       DEFINED          15,18,21,22        0        0      700
FINET.COM INC                 EQUITY   317922300       39    12599 SH       DEFINED             18,21,22      264        0    12335
FINISH LINE INC CL A          EQUITY   317923100        2      220 SH       DEFINED               -           220        0        0
FINISH LINE INC CL A          EQUITY   317923100     3250   363600 SH       DEFINED   2,3,11,13,14,29,30        0   363600        0
FINISH LINE INC CL A          EQUITY   317923100      146    16300 SH       DEFINED                12,21    16300        0        0
FINISH LINE INC CL A          EQUITY   317923100       73     8210 SH       DEFINED             18,21,22     3212        0     4998
FINOVA GROUP INC              EQUITY   317928109     1008    28000 SH       DEFINED                  4,6    14000        0    14000
FINOVA GROUP INC              EQUITY   317928109     1563    43425 SH       DEFINED                12,21    43425        0        0
FINOVA GROUP INC              EQUITY   317928109       59     1648 SH       DEFINED          15,18,21,22      400        0     1248
FINOVA GROUP INC              EQUITY   317928109      806    22391 SH       DEFINED             18,21,22     3691        0    18700
FINOVA GROUP INC              EQUITY   317928109      209     5800 SH       DEFINED                   25        0     5800        0
FINOVA GROUP INC              EQUITY   317928109     1961    54467 SH       DEFINED                21,31    54467        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207      112     2150 SH       DEFINED             18,21,22     1845        0      305
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207      104     2000 SH       DEFINED     3,13,14,26,29,30     2000        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207     2470    47500 SH       DEFINED        3,13,27,28,30    47500        0        0
FINOVA FIN TR TR ORIGINATED   EQUITY   31808E207     1846    35500 SH       DEFINED           3,13,29,30    35500        0        0
FIRST AMERICAN FINL CORP      EQUITY   318522307       26     2005 SH       DEFINED               -          2005        0        0
FIRST AMERICAN FINL CORP      EQUITY   318522307    10871   840231 SH       DEFINED                12,21   840231        0        0
FIRST AMERICAN FINL CORP      EQUITY   318522307       79     6143 SH       DEFINED          15,18,21,22     5117        0     1026
FIRST AMERICAN FINL CORP      EQUITY   318522307     5166   399325 SH       DEFINED             18,21,22   329021        0    70303
FIRST AMERICAN FINL CORP      EQUITY   318522307      734    56700 SH       DEFINED                   25        0    56700        0
FIRST AMERICAN FINL CORP      EQUITY   318522307      974    75303 SH       DEFINED                21,31    75303        0        0
FIRST AVIATION SERVICES INC   EQUITY   31865W108       64    11000 SH       DEFINED             18,21,22        0        0    11000
FIRST AUSTRALIA FD INC        EQUITY   318652104      582    74545 SH       DEFINED             18,21,22    45304        0    29240
FIRST BANCORP P R             EQUITY   318672102     1738    85824 SH       DEFINED                12,21    85824        0        0
FIRST BANCORP P R             EQUITY   318672102       81     4000 SH       DEFINED          15,18,21,22        0        0     4000
FIRST BANCORP P R             EQUITY   318672102      298    14714 SH       DEFINED             18,21,22    14714        0        0
FIRST BANCORP P R             EQUITY   318672102      988    48800 SH       DEFINED                21,31    48800        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107       35      795 SH       DEFINED               -           795        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      754    17300 SH       DEFINED                  4,6      400        0    16900
FIRST AMERICAN CORP-TENN      EQUITY   318900107     4356   100000 SH       DEFINED                    6   100000        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      228     5231 SH       DEFINED                12,21     5231        0        0
FIRST AMERICAN CORP-TENN      EQUITY   318900107      326     7487 SH       DEFINED          15,18,21,22      200        0     7287
FIRST AMERICAN CORP-TENN      EQUITY   318900107     3847    88318 SH       DEFINED             18,21,22    43670        0    44647
FIRST AMERICAN CORP-TENN      EQUITY   318900107       42      970 SH       DEFINED                21,31      970        0        0
FIRST BUSEY CORP              EQUITY   319383105      236    10200 SH       DEFINED                12,21    10200        0        0
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107        1      100 SH       DEFINED                  4,6        0        0      100
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107        4      385 SH       DEFINED          15,18,21,22      285        0      100
FIRST CASH FINANCIAL SVC INC  EQUITY   31942D107      387    37097 SH       DEFINED             18,21,22    24429        0    12668
FIRST CHARTER CORP            EQUITY   319439105       13      684 SH       DEFINED               -           684        0        0
FIRST CHARTER CORP            EQUITY   319439105      247    13100 SH       DEFINED                12,21    13100        0        0
FIRST CHARTER CORP            EQUITY   319439105      176     9325 SH       DEFINED          15,18,21,22      800        0     8525
FIRST CHARTER CORP            EQUITY   319439105       40     2104 SH       DEFINED             18,21,22        3        0     2100
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103      192     2500 SH       DEFINED               -          2500        0        0
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103      331     4305 SH       DEFINED                12,21     4305        0        0
FIRST CITIZENS BANCSHARES INC EQUITY   31946M103      745     9697 SH       DEFINED             18,21,22       13        0     9684
FIRST COMMONWEALTH FINANCIAL  EQUITY   319829107      665    26147 SH       DEFINED                12,21    26147        0        0
FIRST COMMONWEALTH FINANCIAL  EQUITY   319829107        4      153 SH       DEFINED             18,21,22        3        0      150
FIRST CONSULTING GROUP INC    EQUITY   31986R103      700    67500 SH       DEFINED                12,21    67500        0        0
FIRST CONSULTING GROUP INC    EQUITY   31986R103       11     1040 SH       DEFINED             18,21,22       93        0      947
FIRST FEDERAL CAPITAL CORP    EQUITY   319960100      223    14136 SH       DEFINED                12,21    14136        0        0
FIRST DATA CORP               EQUITY   319963104      128     2915 SH       DEFINED               -          2915        0        0
FIRST DATA CORP               EQUITY   319963104     1356    30810 SH       DEFINED                  4,6     8728    11300    10782
FIRST DATA CORP               EQUITY   319963104    69631  1582533 SH       DEFINED                12,21  1582533        0        0
FIRST DATA CORP               EQUITY   319963104     1593    36196 SH       DEFINED          15,18,21,22    10173        0    26023
FIRST DATA CORP               EQUITY   319963104    67380  1531368 SH       DEFINED             18,21,22   779071        0   752296
FIRST DATA CORP               EQUITY   319963104     1746    39688 SH       DEFINED                   25        0    39688        0
FIRST DATA CORP               EQUITY   319963104     1676    38100 SH       DEFINED     3,13,14,26,29,30    38100        0        0
FIRST DATA CORP               EQUITY   319963104     1258    28596 SH       DEFINED                21,31    28596        0        0
FIRST ESSEX BANCORP INC       EQUITY   320103104      870    55000 SH       DEFINED                    6    55000        0        0
FIRST FINL BANCSHARES INC     EQUITY   32020R109      247     7411 SH       DEFINED                12,21     7411        0        0
FIRST FINL BANCSHARES INC     EQUITY   32020R109       11      332 SH       DEFINED             18,21,22        2        0      330
FIRST FINANCIAL BANCORP-OHIO  EQUITY   320209109      772    32850 SH       DEFINED                12,21    32850        0        0
FIRST FINANCIAL BANCORP-OHIO  EQUITY   320209109      300    12749 SH       DEFINED             18,21,22    10346        0     2403
FIRST FINANCIAL CORP IND      EQUITY   320218100      191     5168 SH       DEFINED                12,21     5168        0        0
FIRST FINANCIAL CORP IND      EQUITY   320218100       29      773 SH       DEFINED             18,21,22       38        0      735
FIRST FINANCIAL FUND INC      EQUITY   320228109       59     7324 SH       DEFINED                  4,6        0        0     7324
FIRST FINANCIAL FUND INC      EQUITY   320228109      287    35922 SH       DEFINED             18,21,22     8615        0    27307
FIRST FINL HLDGS INC          EQUITY   320239106      210    11680 SH       DEFINED                12,21    11680        0        0
FIRST FINL HLDGS INC          EQUITY   320239106      155     8610 SH       DEFINED          15,18,21,22     1580        0     7030
FIRST FINL HLDGS INC          EQUITY   320239106       49     2734 SH       DEFINED             18,21,22     1584        0     1150
FIRST INDL REALTY TRUST INC   EQUITY   32054K103        7      295 SH       DEFINED               -           295        0        0
FIRST INDL REALTY TRUST INC   EQUITY   32054K103     1937    79895 SH       DEFINED                12,21    79895        0        0
FIRST INDL REALTY TRUST INC   EQUITY   32054K103      111     4580 SH       DEFINED          15,18,21,22     3855        0      725
FIRST INDL REALTY TRUST INC   EQUITY   32054K103    12418   512073 SH       DEFINED             18,21,22   457184        0    54889
FIRST INDL REALTY TRUST INC   EQUITY   32054K103     1957    80683 SH       DEFINED                21,31    80683        0        0
FIRST INDIANA CORP            EQUITY   32054R108      159     7400 SH       DEFINED                12,21     7400        0        0
FIRST INDIANA CORP            EQUITY   32054R108      116     5379 SH       DEFINED             18,21,22        3        0     5376
FIRST ISRAEL FD INC           EQUITY   32063L100      313    22444 SH       DEFINED             18,21,22     7214        0    15230
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108      280    10400 SH       DEFINED                12,21    10400        0        0
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108      471    17523 SH       DEFINED          15,18,21,22      100        0    17423
FIRST LIBERTY FINANCIAL CORP  EQUITY   320691108       10      386 SH       DEFINED             18,21,22        2        0      384
FIRST MERCHANTS CORP          EQUITY   320817109      241     9500 SH       DEFINED                12,21     9500        0        0
FIRST MERCHANTS CORP          EQUITY   320817109      112     4428 SH       DEFINED             18,21,22        3        0     4425
FIRST MIDWEST BANCORP INC-DEL EQUITY   320867104      784    20414 SH       DEFINED                12,21    20414        0        0
FIRST MIDWEST BANCORP INC-DEL EQUITY   320867104        5      125 SH       DEFINED             18,21,22      101        0       23
FIRST MUTUAL SVGS BK-BELLEVUE EQUITY   320918105      298    29027 SH       DEFINED             18,21,22    10616        0    18411
FIRST HEALTH GROUP CORP       EQUITY   320960107     1169    53768 SH       DEFINED                12,21    53768        0        0
FIRST HEALTH GROUP CORP       EQUITY   320960107      159     7308 SH       DEFINED          15,18,21,22     7308        0        0
FIRST HEALTH GROUP CORP       EQUITY   320960107     2188   100618 SH       DEFINED             18,21,22    60811        0    39807
FIRST SIERRA FINL INC         EQUITY   335944104      195    17200 SH       DEFINED                12,21    17200        0        0
FIRST SIERRA FINL INC         EQUITY   335944104       26     2325 SH       DEFINED             18,21,22     1725        0      600
FIRST PHILIPPINE FUND INC     EQUITY   336100102      507    80362 SH       DEFINED             18,21,22    59882        0    20480
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        7      248 SH       DEFINED             18,21,22      248        0        0
FIRST REP BK SAN FRANCISCO CA EQUITY   336158100      198     7500 SH       DEFINED                   25        0     7500        0
FIRST SECURITY CORP           EQUITY   336294103       58     2500 SH       DEFINED                  4,6        0        0     2500
FIRST SECURITY CORP           EQUITY   336294103     5233   227500 SH       DEFINED                    6   227500        0        0
FIRST SECURITY CORP           EQUITY   336294103      688    29903 SH       DEFINED                12,21    29903        0        0
FIRST SECURITY CORP           EQUITY   336294103      160     6936 SH       DEFINED          15,18,21,22     4247        0     2689
FIRST SECURITY CORP           EQUITY   336294103     3818   166005 SH       DEFINED             18,21,22    76443        0    89561
FIRST SECURITY CORP           EQUITY   336294103      756    32850 SH       DEFINED                21,31    32850        0        0
FIRST SENTINEL BANCORP INC    EQUITY   33640T103      270    33807 SH       DEFINED                12,21    33807        0        0
FIRST SENTINEL BANCORP INC    EQUITY   33640T103      217    27151 SH       DEFINED             18,21,22     6205        0    20946
FIRST SOURCE CORP             EQUITY   336901103      322    12830 SH       DEFINED                12,21    12830        0        0
FIRST STERLING BANKS INC      EQUITY   337094106      210    22717 SH       DEFINED          15,18,21,22        0        0    22717
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101     5808   207897 SH       DEFINED                12,21   207897        0        0
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101     1093    39137 SH       DEFINED          15,18,21,22     8239        0    30898
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101    10609   379718 SH       DEFINED             18,21,22   221025        0   158692
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101        8      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
FIRST TENNESSEE NATIONAL CORP EQUITY   337162101      472    16900 SH       DEFINED                21,31    16900        0        0
FIRST UNION CORP              EQUITY   337358105     1102    31271 SH       DEFINED               -         31271        0        0
FIRST UNION CORP              EQUITY   337358105     4659   132164 SH       DEFINED                  4,6   105300      162    26702
FIRST UNION CORP              EQUITY   337358105        1       30 SH       DEFINED                    6       30        0        0
FIRST UNION CORP              EQUITY   337358105    21713   615959 SH       DEFINED                12,21   615959        0        0
FIRST UNION CORP              EQUITY   337358105    14177   402177 SH       DEFINED          15,18,21,22   234171        0   168006
FIRST UNION CORP              EQUITY   337358105      772    21912 SH       DEFINED             16,18,21    21912        0        0
FIRST UNION CORP              EQUITY   337358105   121738  3453559 SH       DEFINED             18,21,22  2295424        0  1158135
FIRST UNION CORP              OPTION   337358105      113     3200 SH  CALL DEFINED             18,21,22      700        0     2500
FIRST UNION CORP              OPTION   337358105      962    27300 SH  PUT  DEFINED             18,21,22    25300        0     2000
FIRST UNION CORP              EQUITY   337358105     3216    91242 SH       DEFINED                   25        0    91242        0
FIRST UNION CORP              EQUITY   337358105      627    17792 SH       DEFINED     3,13,14,26,29,30    17792        0        0
FIRST UNION CORP              EQUITY   337358105     2347    66570 SH       DEFINED                21,31    66570        0        0
FIRST UNION CORP              OPTION   337358105      275     7800 SH  PUT  DEFINED        3,13,29,30,32        0        0     7800
FIRST UNION REAL ESTATE EQUIT EQUITY   337400105      131    25627 SH       DEFINED             18,21,22      687        0    24940
FIRST UTD BANCSHARES INC ARK  EQUITY   33741E104      334    19942 SH       DEFINED                12,21    19942        0        0
FIRST UTD BANCSHARES INC ARK  EQUITY   33741E104       20     1200 SH       DEFINED             18,21,22     1200        0        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103     9593   219887 SH       DEFINED                12,21   219887        0        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103      401     9190 SH       DEFINED          15,18,21,22     1905        0     7284
FIRST VIRGINIA BANKS INC      EQUITY   337477103      626    14338 SH       DEFINED             18,21,22     4855        0     9483
FIRST VIRGINIA BANKS INC      EQUITY   337477103      153     3500 SH       DEFINED                   25        0     3500        0
FIRST VIRGINIA BANKS INC      EQUITY   337477103      270     6200 SH       DEFINED                21,31     6200        0        0
FIRST WASHINGTON BANCORP INC  EQUITY   33748T104      178    10155 SH       DEFINED                12,21    10155        0        0
FIRST WASHINGTON BANCORP INC  EQUITY   33748T104      106     6015 SH       DEFINED             18,21,22     3066        0     2948
FIRST WASHINGTON REALTY TRUST EQUITY   337489603     5463   200000 SH       DEFINED                12,21   200000        0        0
FIRST WASHINGTON REALTY TRUST EQUITY   337489603     1169    42800 SH       DEFINED             18,21,22    42800        0        0
FIRSTAR CORP                  EQUITY   33763V109      199     7709 SH       DEFINED               -          7709        0        0
FIRSTAR CORP                  EQUITY   33763V109    11740   455939 SH       DEFINED                  4,6        0    10620   445319
FIRSTAR CORP                  EQUITY   33763V109    16461   639269 SH       DEFINED                12,21   639269        0        0
FIRSTAR CORP                  EQUITY   33763V109      170     6583 SH       DEFINED          15,18,21,22     3586        0     2997
FIRSTAR CORP                  EQUITY   33763V109      425    16510 SH       DEFINED             16,18,21    16510        0        0
FIRSTAR CORP                  EQUITY   33763V109    15345   595905 SH       DEFINED             18,21,22   193995        0   401909
FIRSTAR CORP                  EQUITY   33763V109      733    28454 SH       DEFINED                   25        0    28454        0
FIRSTAR CORP                  EQUITY   33763V109      628    24400 SH       DEFINED     3,13,14,26,29,30    24400        0        0
FIRSTAR CORP                  EQUITY   33763V109     1915    74358 SH       DEFINED                21,31    74358        0        0
FISERV INC                    EQUITY   337738108    11847   377607 SH       DEFINED                  4,6    10304        0   367303
FISERV INC                    EQUITY   337738108    14987   477687 SH       DEFINED                12,21   477687        0        0
FISERV INC                    EQUITY   337738108     1309    41734 SH       DEFINED          15,18,21,22    27036        0    14698
FISERV INC                    EQUITY   337738108    21791   694521 SH       DEFINED             18,21,22   461627        0   232894
FISERV INC                    EQUITY   337738108      186     5925 SH       DEFINED                   25        0     5925        0
FISERV INC                    EQUITY   337738108     1777    56625 SH       DEFINED                21,31    56625        0        0
FIRSTFED FINL CORP DEL        EQUITY   337907109     1470    85189 SH       DEFINED                12,21    85189        0        0
FIRSTFED FINL CORP DEL        EQUITY   337907109       35     2035 SH       DEFINED             18,21,22      920        0     1115
FIRSTFED FINL CORP DEL        EQUITY   337907109      145     8400 SH       DEFINED                   25        0     8400        0
FIRSTFED FINL CORP DEL        EQUITY   337907109     2058   119322 SH       DEFINED                21,31   119322        0        0
FIRSTMERIT CORP               EQUITY   337915102     1318    51735 SH       DEFINED                12,21    51735        0        0
FIRSTMERIT CORP               EQUITY   337915102      179     7021 SH       DEFINED             18,21,22     6593        0      428
FIRSTMERIT CORP               EQUITY   337915102       76     2975 SH       DEFINED                21,31     2975        0        0
FLAGSTAR BANCORP INC          EQUITY   337930101     2881   188903 SH       DEFINED                12,21   188903        0        0
FLAGSTAR BANCORP INC          EQUITY   337930101        5      300 SH       DEFINED             18,21,22        0        0      300
FLAGSTAR BANCORP INC          EQUITY   337930101     1006    65952 SH       DEFINED                21,31    65952        0        0
FIRSTSPARTAN FINANCIAL CORP   EQUITY   337931109      244    12300 SH       DEFINED             18,21,22     1100        0    11200
FIRSTENERGY CORP              EQUITY   337932107      102     3960 SH       DEFINED               -          3960        0        0
FIRSTENERGY CORP              EQUITY   337932107      302    11775 SH       DEFINED                  4,6    10400        0     1375
FIRSTENERGY CORP              EQUITY   337932107    21377   832173 SH       DEFINED                12,21   832173        0        0
FIRSTENERGY CORP              EQUITY   337932107       30     1157 SH       DEFINED          15,18,21,22      500        0      657
FIRSTENERGY CORP              EQUITY   337932107     1831    71287 SH       DEFINED             18,21,22    46501        0    24785
FIRSTENERGY CORP              EQUITY   337932107      175     6830 SH       DEFINED                   25        0     6830        0
FIRSTENERGY CORP              EQUITY   337932107      745    29000 SH       DEFINED     3,13,14,26,29,30    29000        0        0
FIRSTENERGY CORP              EQUITY   337932107      376    14648 SH       DEFINED                21,31    14648        0        0
FISHER SCIENTIFIC INTL INC NE EQUITY   338032204      866    38500 SH       DEFINED                12,21    38500        0        0
FISHER SCIENTIFIC INTL INC NE EQUITY   338032204       14      600 SH       DEFINED          15,18,21,22        0        0      600
FISHER SCIENTIFIC INTL INC NE EQUITY   338032204     1241    55169 SH       DEFINED             18,21,22    55169        0        0
FLANDERS CORP                 EQUITY   338494107      158    60000 SH       DEFINED        3,13,27,28,30    60000        0        0
FLASHNET COMMUNICATIONS INC   EQUITY   338527104       74     9600 SH       DEFINED                12,21     9600        0        0
FLASHNET COMMUNICATIONS INC   EQUITY   338527104       44     5717 SH       DEFINED             18,21,22       32        0     5685
FLEET FIN GROUP NEW           EQUITY   338915101      350     9448 SH       DEFINED               -          9448        0        0
FLEET FIN GROUP NEW           EQUITY   338915101    10571   285700 SH       DEFINED   2,3,11,13,14,29,30        0   285700        0
FLEET FIN GROUP NEW           EQUITY   338915101     1219    32940 SH       DEFINED                  4,6    17180        0    15760
FLEET FIN GROUP NEW           EQUITY   338915101   191753  5182500 SH       DEFINED                  6,7  5182500        0        0
FLEET FIN GROUP NEW           EQUITY   338915101    28747   776951 SH       DEFINED                12,21   776951        0        0
FLEET FIN GROUP NEW           EQUITY   338915101     7002   189242 SH       DEFINED          15,18,21,22   133279        0    55963
FLEET FIN GROUP NEW           EQUITY   338915101    65320  1765396 SH       DEFINED             18,21,22  1200686        0   564709
FLEET FIN GROUP NEW           EQUITY   338915101      603    16306 SH       DEFINED                   25        0    16306        0
FLEET FIN GROUP NEW           EQUITY   338915101      498    13446 SH       DEFINED     3,13,14,26,29,30    13446        0        0
FLEET FIN GROUP NEW           EQUITY   338915101     1506    40711 SH       DEFINED                21,31    40711        0        0
WTS FLEET FINL GROUP          EQUITY   338915119     4256   128000 SH       DEFINED             16,18,21   128000        0        0
WTS FLEET FINL GROUP          EQUITY   338915119       23      700 SH       DEFINED             18,21,22        0        0      700
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103      632    31003 SH       DEFINED                12,21    31003        0        0
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103     1524    74817 SH       DEFINED             18,21,22    20283        0    54533
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103       18      907 SH       DEFINED                   25        0      907        0
FLEETWOOD ENTERPRISES INC DE  EQUITY   339099103       45     2203 SH       DEFINED                21,31     2203        0        0
FLEMING COMPANIES INC OKLA    EQUITY   339130106       22     2209 SH       DEFINED               -          2209        0        0
FLEMING COMPANIES INC OKLA    EQUITY   339130106     9331   944934 SH       DEFINED                12,21   944934        0        0
FLEMING COMPANIES INC OKLA    EQUITY   339130106       69     6978 SH       DEFINED          15,18,21,22     5824        0     1154
FLEMING COMPANIES INC OKLA    EQUITY   339130106     5977   605220 SH       DEFINED             18,21,22   106687        0   498533
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109       12     1015 SH       DEFINED               -          1015        0        0
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109       28     2240 SH       DEFINED          15,18,21,22     1387        0      853
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109      826    67050 SH       DEFINED             18,21,22    46471        0    20579
*** FLETCHER CHALLENGE BLDG   EQUITY   339317109      788    64010 SH       DEFINED                   25        0    64010        0
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107       38     1485 SH       DEFINED               -          1485        0        0
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107       20      790 SH       DEFINED          15,18,21,22      402        0      388
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107     1372    53557 SH       DEFINED             18,21,22    35221        0    18336
*** FLETCHER CHALLENGE ENERGY EQUITY   339318107     1571    61295 SH       DEFINED                   25        0    61295        0
*** FLETCHER CHALLENGE LTD    EQUITY   339324402      119    27531 SH       DEFINED             18,21,22     7745        0    19786
FLEXSTEEL INDUSTRIES INC      EQUITY   339382103     1005    71800 SH       DEFINED                  4,6        0    71800        0
FLORIDA BANKS INC             EQUITY   340560101        5      800 SH       DEFINED               -           800        0        0
FLORIDA BANKS INC             EQUITY   340560101      624    93255 SH       DEFINED          15,18,21,22    18036        0    75219
FLORIDA BANKS INC             EQUITY   340560101       89    13361 SH       DEFINED             18,21,22     1400        0    11961
FLORIDA EAST COAST INDS INC   EQUITY   340632108       19      600 SH       DEFINED                  4,6      600        0        0
FLORIDA EAST COAST INDS INC   EQUITY   340632108    15558   497856 SH       DEFINED                12,21   497856        0        0
FLORIDA EAST COAST INDS INC   EQUITY   340632108     6135   196333 SH       DEFINED             18,21,22    77393        0   118940
FLORIDA EAST COAST INDS INC   EQUITY   340632108      219     7000 SH       DEFINED                   25        0     7000        0
FLORIDA PROGRESS CORP         EQUITY   341109106       62     1350 SH       DEFINED               -          1350        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      286     6200 SH       DEFINED                  4,6     5100        0     1100
FLORIDA PROGRESS CORP         EQUITY   341109106      620    13418 SH       DEFINED                12,21    13418        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      199     4310 SH       DEFINED          15,18,21,22      265        0     4045
FLORIDA PROGRESS CORP         EQUITY   341109106     2854    61785 SH       DEFINED             18,21,22    27394        0    34391
FLORIDA PROGRESS CORP         EQUITY   341109106      129     2800 SH       DEFINED                   25        0     2800        0
FLORIDA PROGRESS CORP         EQUITY   341109106      924    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
FLORIDA PROGRESS CORP         EQUITY   341109106      282     6116 SH       DEFINED                21,31     6116        0        0
FLORIDA ROCK INDUSTRIES INC   EQUITY   341140101      699    20262 SH       DEFINED                12,21    20262        0        0
FLORIDA ROCK INDUSTRIES INC   EQUITY   341140101       35     1001 SH       DEFINED             18,21,22        1        0     1000
FLOW INTL CORP                EQUITY   343468104      556    54244 SH       DEFINED             18,21,22      444        0    53800
FLOWERS INDUSTRIES INC        EQUITY   343496105      515    37300 SH       DEFINED   2,3,11,13,14,29,30        0    37300        0
FLOWERS INDUSTRIES INC        EQUITY   343496105     1467   106198 SH       DEFINED                12,21   106198        0        0
FLOWERS INDUSTRIES INC        EQUITY   343496105      431    31231 SH       DEFINED          15,18,21,22     5921        0    25310
FLOWERS INDUSTRIES INC        EQUITY   343496105      276    19950 SH       DEFINED             16,18,21    19950        0        0
FLOWERS INDUSTRIES INC        EQUITY   343496105      195    14093 SH       DEFINED             18,21,22     8149        0     5944
FLOWERS INDUSTRIES INC        EQUITY   343496105      182    13200 SH       DEFINED                21,31    13200        0        0
FLOWSERVE CORP                EQUITY   34354P105      506    30658 SH       DEFINED                12,21    30658        0        0
FLOWSERVE CORP                EQUITY   34354P105       62     3765 SH       DEFINED          15,18,21,22     3765        0        0
FLOWSERVE CORP                EQUITY   34354P105     1789   108401 SH       DEFINED             18,21,22    56494        0    51907
FLUOR CORP DE                 EQUITY   343861100       53     1300 SH       DEFINED               -          1300        0        0
FLUOR CORP DE                 EQUITY   343861100       47     1150 SH       DEFINED                  4,6      200        0      950
FLUOR CORP DE                 EQUITY   343861100    74925  1850000 SH       DEFINED                  6,7  1850000        0        0
FLUOR CORP DE                 EQUITY   343861100    19629   484673 SH       DEFINED                12,21   484673        0        0
FLUOR CORP DE                 EQUITY   343861100      115     2831 SH       DEFINED          15,18,21,22     2226        0      605
FLUOR CORP DE                 EQUITY   343861100    25301   624722 SH       DEFINED             18,21,22   354672        0   270049
FLUOR CORP DE                 EQUITY   343861100       91     2238 SH       DEFINED                   25        0     2238        0
FLUOR CORP DE                 EQUITY   343861100      688    16982 SH       DEFINED                21,31    16982        0        0
FLUSHING FINANCIAL CORP       EQUITY   343873105      218    13494 SH       DEFINED             18,21,22        5        0    13489
FOCAL COMMUNICATIONS CORP     EQUITY   344155106     3204   128160 SH       DEFINED   2,3,11,13,14,29,30        0   128160        0
FOCAL COMMUNICATIONS CORP     EQUITY   344155106      534    21369 SH       DEFINED             18,21,22    13669        0     7700
FOCUS ENHANCEMENTS INC        EQUITY   344159108       83    43000 SH       DEFINED             18,21,22        0        0    43000
FOILMARK INC                  EQUITY   344185103      207    63825 SH       DEFINED             18,21,22        0        0    63825
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106    12261   403640 SH       DEFINED                  4,6   403640        0        0
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106     4589   151080 SH       DEFINED                  6,7        0        0   151080
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106      128     4200 SH       DEFINED                12,21     4200        0        0
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106       34     1103 SH       DEFINED          15,18,21,22     1060        0       43
*** FOMENTO ECONOMICO MEXICAN EQUITY   344419106     1822    59999 SH       DEFINED             18,21,22    46930        0    13069
FONAR CORP                    EQUITY   344437108       12    12625 SH       DEFINED             18,21,22       19        0    12606
FONIX CORP DEL                EQUITY   34459U108        8    25380 SH       DEFINED             18,21,22    15400        0     9980
FOODMAKER INC NEW             EQUITY   344839204     4069   173146 SH       DEFINED                12,21   173146        0        0
FOODMAKER INC NEW             EQUITY   344839204      701    29810 SH       DEFINED             18,21,22    26691        0     3119
FOODMAKER INC NEW             EQUITY   344839204      146     6200 SH       DEFINED                   25        0     6200        0
FOODMAKER INC NEW             EQUITY   344839204     4044   172102 SH       DEFINED                21,31   172102        0        0
FOOTSTAR INC                  EQUITY   344912100       84     2303 SH       DEFINED                  4,6     2303        0        0
FOOTSTAR INC                  EQUITY   344912100     2286    62629 SH       DEFINED                12,21    62629        0        0
FOOTSTAR INC                  EQUITY   344912100        2       45 SH       DEFINED          15,18,21,22       38        0        7
FOOTSTAR INC                  EQUITY   344912100       99     2701 SH       DEFINED             18,21,22     1435        0     1266
FOOTSTAR INC                  EQUITY   344912100      142     3900 SH       DEFINED                   25        0     3900        0
FORD MOTOR CO                 EQUITY   345370100     1052    20784 SH       DEFINED               -         20784        0        0
FORD MOTOR CO                 EQUITY   345370100     5700   112600 SH       DEFINED   2,3,11,13,14,29,30        0   112600        0
FORD MOTOR CO                 EQUITY   345370100     6572   129821 SH       DEFINED                  4,6    37433    67518    24870
FORD MOTOR CO                 EQUITY   345370100    58118  1148000 SH       DEFINED                  6,7  1148000        0        0
FORD MOTOR CO                 EQUITY   345370100    77807  1536929 SH       DEFINED                12,21  1536929        0        0
FORD MOTOR CO                 EQUITY   345370100    14987   296045 SH       DEFINED          15,18,21,22   197194        0    98851
FORD MOTOR CO                 EQUITY   345370100     2992    59100 SH       DEFINED             16,18,21    59100        0        0
FORD MOTOR CO                 EQUITY   345370100   195524  3862197 SH       DEFINED             18,21,22  1844565        0  2017631
FORD MOTOR CO                 OPTION   345370100     1266    25000 SH  CALL DEFINED             18,21,22        0        0    25000
FORD MOTOR CO                 EQUITY   345370100     3557    70261 SH       DEFINED                   25        0    70261        0
FORD MOTOR CO                 EQUITY   345370100     1120    22117 SH       DEFINED     3,13,14,26,29,30    22117        0        0
FORD MOTOR CO                 EQUITY   345370100     4334    85608 SH       DEFINED                21,31    85608        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100        7      300 SH       DEFINED               -           300        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100      427    17883 SH       DEFINED                12,21    17883        0        0
FOREMOST CORP OF AMERICA      EQUITY   345469100      244    10238 SH       DEFINED             18,21,22     9913        0      325
FOREST CITY ENTERPRISES INC   EQUITY   345550107    11205   509308 SH       DEFINED                12,21   509308        0        0
FOREST CITY ENTERPRISES INC   EQUITY   345550107      330    15000 SH       DEFINED             16,18,21    15000        0        0
FOREST CITY ENTERPRISES INC   EQUITY   345550107       97     4401 SH       DEFINED             18,21,22        1        0     4400
FOREST CITY ENTERPRISES INC C EQUITY   345550305     1661    66100 SH       DEFINED                12,21    66100        0        0
FOREST CITY ENTERPRISES INC C EQUITY   345550305      109     4350 SH       DEFINED             16,18,21     4350        0        0
FOREST CITY ENTERPRISES INC C EQUITY   345550305      177     7050 SH       DEFINED             18,21,22     6050        0     1000
FOREST LABORATORIES INC       EQUITY   345838106      620    13880 SH       DEFINED               -         13880        0        0
FOREST LABORATORIES INC       EQUITY   345838106      993    22214 SH       DEFINED                  4,6    15100        0     7114
FOREST LABORATORIES INC       EQUITY   345838106    75583  1691342 SH       DEFINED                12,21  1691342        0        0
FOREST LABORATORIES INC       EQUITY   345838106      559    12514 SH       DEFINED          15,18,21,22     3070        0     9444
FOREST LABORATORIES INC       EQUITY   345838106     1341    30000 SH       DEFINED             16,18,21    30000        0        0
FOREST LABORATORIES INC       EQUITY   345838106    25324   566695 SH       DEFINED             18,21,22   233762        0   332933
FOREST LABORATORIES INC       EQUITY   345838106     1801    40300 SH       DEFINED                21,31    40300        0        0
FOREST OIL CORP NEW           EQUITY   346091606     5080   311400 SH       DEFINED   2,3,11,13,14,29,30        0   311400        0
FOREST OIL CORP NEW           EQUITY   346091606      466    28565 SH       DEFINED                12,21    28565        0        0
FOREST OIL CORP NEW           EQUITY   346091606     1887   115674 SH       DEFINED             18,21,22   112674        0     3000
FOREST OIL CORP NEW           EQUITY   346091606      341    20900 SH       DEFINED                   25        0    20900        0
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105     6876   277813 SH       DEFINED                  4,6   277813        0        0
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105     2478   100136 SH       DEFINED                  6,7        0        0   100136
*** FORMULA SYSTEMS (1985) LT EQUITY   346414105        4      150 SH       DEFINED             18,21,22      150        0        0
FORRESTER RESEARCH INC        EQUITY   346563109       99     2600 SH       DEFINED                12,21     2600        0        0
FORRESTER RESEARCH INC        EQUITY   346563109       45     1185 SH       DEFINED          15,18,21,22      925        0      260
FORRESTER RESEARCH INC        EQUITY   346563109     1769    46558 SH       DEFINED             18,21,22    34300        0    12258
FORT JAMES CORP               EQUITY   347471104       39     1509 SH       DEFINED               -          1509        0        0
FORT JAMES CORP               EQUITY   347471104     4948   190300 SH       DEFINED   2,3,11,13,14,29,30        0   190300        0
FORT JAMES CORP               EQUITY   347471104      144     5550 SH       DEFINED                  4,6        0        0     5550
FORT JAMES CORP               EQUITY   347471104     1815    69799 SH       DEFINED                12,21    69799        0        0
FORT JAMES CORP               EQUITY   347471104     1154    44382 SH       DEFINED          15,18,21,22    24545        0    19837
FORT JAMES CORP               EQUITY   347471104        5      200 SH       DEFINED             16,18,21      200        0        0
FORT JAMES CORP               EQUITY   347471104   128775  4952880 SH       DEFINED             18,21,22  4414302        0   538578
FORT JAMES CORP               EQUITY   347471104     7852   302000 SH       DEFINED            4,6,23,24   302000        0        0
FORT JAMES CORP               EQUITY   347471104      209     8055 SH       DEFINED                   25        0     8055        0
FORT JAMES CORP               EQUITY   347471104      361    13895 SH       DEFINED                21,31    13895        0        0
FORTUNE BRANDS INC            EQUITY   349631101     4353   130170 SH       DEFINED               -        130170        0        0
FORTUNE BRANDS INC            EQUITY   349631101      183     5475 SH       DEFINED                  4,6     5475        0        0
FORTUNE BRANDS INC            EQUITY   349631101    11004   329078 SH       DEFINED                12,21   329078        0        0
FORTUNE BRANDS INC            EQUITY   349631101      628    18772 SH       DEFINED          15,18,21,22    12002        0     6770
FORTUNE BRANDS INC            EQUITY   349631101    55202  1650878 SH       DEFINED             18,21,22   849831        0   801046
FORTUNE BRANDS INC            OPTION   349631101      669    20000 SH  CALL DEFINED             18,21,22    20000        0        0
FORTUNE BRANDS INC            EQUITY   349631101     1133    33891 SH       DEFINED                   25        0    33891        0
FORTUNE BRANDS INC            EQUITY   349631101      349    10426 SH       DEFINED                21,31    10426        0        0
FORWARD AIR CORPORATION       EQUITY   349853101     3790   164800 SH       DEFINED   2,3,11,13,14,29,30        0   164800        0
FORWARD AIR CORPORATION       EQUITY   349853101      566    24600 SH       DEFINED                  4,6     1000        0    23600
FORWARD AIR CORPORATION       EQUITY   349853101      235    10200 SH       DEFINED                12,21    10200        0        0
FORWARD AIR CORPORATION       EQUITY   349853101        2       77 SH       DEFINED             18,21,22       77        0        0
FOSSIL INC                    EQUITY   349882100     6900   252626 SH       DEFINED                12,21   252626        0        0
FOSSIL INC                    EQUITY   349882100        5      165 SH       DEFINED          15,18,21,22      165        0        0
FOSSIL INC                    EQUITY   349882100     4507   165000 SH       DEFINED             16,18,21   165000        0        0
FOSSIL INC                    EQUITY   349882100     2659    97337 SH       DEFINED             18,21,22    62214        0    35123
FOSSIL INC                    EQUITY   349882100      164     6000 SH       DEFINED                   25        0     6000        0
FOSSIL INC                    EQUITY   349882100     2828   103533 SH       DEFINED                21,31   103533        0        0
L B FOSTER CO                 EQUITY   350060109      297    60200 SH       DEFINED             18,21,22    24300        0    35900
FOSTER WHEELER CORP           EQUITY   350244109     3696   314574 SH       DEFINED                12,21   314574        0        0
FOSTER WHEELER CORP           EQUITY   350244109       13     1108 SH       DEFINED          15,18,21,22      589        0      519
FOSTER WHEELER CORP           EQUITY   350244109     2874   244615 SH       DEFINED             18,21,22   148662        0    95953
FOSTER WHEELER CORP           EQUITY   350244109       11      926 SH       DEFINED                   25        0      926        0
FOSTER WHEELER CORP           EQUITY   350244109       33     2774 SH       DEFINED                21,31     2774        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109       15     1560 SH       DEFINED               -          1560        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109    23474  2503922 SH       DEFINED                12,21  2503922        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109      393    41970 SH       DEFINED          15,18,21,22    23690        0    18280
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109       22     2300 SH       DEFINED             16,18,21     2300        0        0
FOUNDATION HEALTH SYSTEMS INC EQUITY   350404109    18895  2015444 SH       DEFINED             18,21,22   743599        0  1271845
*** FOUR SEASONS HOTELS INC   EQUITY   35100E104      599    16376 SH       DEFINED             18,21,22     8152        0     8224
*** FOUR SEASONS HOTELS INC   EQUITY   35100E104       11      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
4FRONT SOFTWARE INTL INC      EQUITY   351042106      171    12457 SH       DEFINED             18,21,22       57        0    12400
4FRONT SOFTWARE INTL INC      EQUITY   351042106       51     3700 SH       DEFINED                   25        0     3700        0
FOURTH SHIFT CORP             EQUITY   351128103       52    16777 SH       DEFINED             18,21,22    11965        0     4812
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107       15      740 SH       DEFINED               -           740        0        0
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107     1396    66650 SH       DEFINED                  4,6        0        0    66650
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107      211    10100 SH       DEFINED                5,6,7        0        0    10100
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107    26512  1266199 SH       DEFINED                12,21  1266199        0        0
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107      239    11425 SH       DEFINED          15,18,21,22     6400        0     5025
FOX ENTERTAINMENT GROUP INC   OPTION   35138T107       10      500 SH  PUT  DEFINED             18,21,22        0        0      500
FOX ENTERTAINMENT GROUP INC   EQUITY   35138T107    17588   840023 SH       DEFINED             18,21,22   251594        0   588429
FRANCE GROWTH FD INC          EQUITY   35177K108        1       57 SH       DEFINED          15,18,21,22        0        0       57
FRANCE GROWTH FD INC          EQUITY   35177K108      921    64887 SH       DEFINED             18,21,22    46889        0    17998
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105      140     1649 SH       DEFINED          15,18,21,22      469        0     1180
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105     1867    22043 SH       DEFINED             18,21,22    15102        0     6941
*** FRANCE TELECOM SA SPONS   EQUITY   35177Q105      423     5000 SH       DEFINED                   25        0     5000        0
FRANCHISE FIN CORP AMER       EQUITY   351807102      149     6500 SH       DEFINED               -          6500        0        0
FRANCHISE FIN CORP AMER       EQUITY   351807102     2966   129667 SH       DEFINED                12,21   129667        0        0
FRANCHISE FIN CORP AMER       EQUITY   351807102        8      356 SH       DEFINED          15,18,21,22       56        0      300
FRANCHISE FIN CORP AMER       EQUITY   351807102    35950  1571576 SH       DEFINED             18,21,22  1452687        0   118888
FRANKLIN BANK NATL ASSOCIATIO EQUITY   352456107      111    15040 SH       DEFINED             18,21,22        2        0    15038
FRANKLIN COVEY CO             EQUITY   353469109        8     1000 SH       DEFINED                  4,6     1000        0        0
FRANKLIN COVEY CO             EQUITY   353469109      129    16076 SH       DEFINED                12,21    16076        0        0
FRANKLIN COVEY CO             EQUITY   353469109        5      650 SH       DEFINED             18,21,22      100        0      550
FRANKLIN ELECTRIC CO INC      EQUITY   353514102      333     5100 SH       DEFINED                12,21     5100        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101       26      900 SH       DEFINED               -           900        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101     3481   118740 SH       DEFINED                  4,6    35240     5700    77800
FRANKLIN RESOURCES INC        EQUITY   354613101     1336    45572 SH       DEFINED                12,21    45572        0        0
FRANKLIN RESOURCES INC        EQUITY   354613101      129     4389 SH       DEFINED          15,18,21,22     2982        0     1407
FRANKLIN RESOURCES INC        EQUITY   354613101    11359   387495 SH       DEFINED             18,21,22   180810        0   206684
FRANKLIN RESOURCES INC        EQUITY   354613101      211     7200 SH       DEFINED                   25        0     7200        0
FRANKLIN RESOURCES INC        EQUITY   354613101      459    15652 SH       DEFINED                21,31    15652        0        0
FRANKLIN SELECT RLTY TR SER A EQUITY   354638108      197    27903 SH       DEFINED             18,21,22     9403        0    18500
FREEDOM SECS CORP             EQUITY   35644K103      137    10300 SH       DEFINED                12,21    10300        0        0
FREEDOM SECS CORP             EQUITY   35644K103        1       70 SH       DEFINED             18,21,22       70        0        0
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105        1       85 SH       DEFINED          15,18,21,22       81        0        4
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105      665    45100 SH       DEFINED             16,18,21    45100        0        0
FREEPORT MCMORAN COPPER  &    EQUITY   35671D105     1118    75828 SH       DEFINED             18,21,22    17686        0    58142
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D501       14      760 SH       DEFINED          15,18,21,22        0        0      760
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D501     1036    56774 SH       DEFINED             18,21,22    31471        0    25302
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857        8      500 SH       DEFINED               -           500        0        0
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      858    51206 SH       DEFINED                12,21    51206        0        0
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      101     6002 SH       DEFINED          15,18,21,22      149        0     5853
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857     5574   332800 SH       DEFINED             18,21,22   115961        0   216839
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857       96     5761 SH       DEFINED                   25        0     5761        0
FREEPORT MCMORAN COPPER & GOL EQUITY   35671D857      173    10306 SH       DEFINED                21,31    10306        0        0
FREMONT GENERAL CORP          EQUITY   357288109      267    30561 SH       DEFINED                12,21    30561        0        0
FREMONT GENERAL CORP          EQUITY   357288109       29     3300 SH       DEFINED             16,18,21     3300        0        0
FREMONT GENERAL CORP          EQUITY   357288109     2606   297778 SH       DEFINED             18,21,22   289556        0     8222
FREQUENCY ELECTRONICS INC     EQUITY   358010106      723    78151 SH       DEFINED             18,21,22     8983        0    69167
FRIEDE GOLDMAN INTL INC       EQUITY   358430106     1955   194247 SH       DEFINED                12,21   194247        0        0
FRIEDE GOLDMAN INTL INC       EQUITY   358430106       71     7100 SH       DEFINED             18,21,22      982        0     6118
FRIEDE GOLDMAN INTL INC       EQUITY   358430106      319    31700 SH       DEFINED                   25        0    31700        0
FRIEDE GOLDMAN INTL INC       EQUITY   358430106     2987   296851 SH       DEFINED                21,31   296851        0        0
FRIEDMAN BILLINGS RAMSEY GROU EQUITY   358433100      180    27200 SH       DEFINED                12,21    27200        0        0
FRIEDMAN BILLINGS RAMSEY GROU EQUITY   358433100      247    37263 SH       DEFINED             18,21,22    22213        0    15050
FRIENDLY ICE CREAM CORP       EQUITY   358497105       90    18000 SH       DEFINED             18,21,22        0        0    18000
FRITZ COS INC                 EQUITY   358846103     3052   295900 SH       DEFINED                  4,6        0   295900        0
FRITZ COS INC                 EQUITY   358846103     3143   304793 SH       DEFINED                12,21   304793        0        0
FRITZ COS INC                 EQUITY   358846103       12     1151 SH       DEFINED          15,18,21,22      841        0      310
FRITZ COS INC                 EQUITY   358846103     1738   168541 SH       DEFINED             18,21,22   113070        0    55471
FRONTIER CORP                 EQUITY   35906P105       92     1700 SH       DEFINED               -          1700        0        0
FRONTIER CORP                 EQUITY   35906P105       22      410 SH       DEFINED          15,18,21,22        0        0      410
FRONTIER CORP                 EQUITY   35906P105     2285    42120 SH       DEFINED             16,18,21    42120        0        0
FRONTIER CORP                 EQUITY   35906P105    15701   289428 SH       DEFINED             18,21,22   277641        0    11787
FRONTIER AIRLINES INC-NEW     EQUITY   359065109      174    17400 SH       DEFINED                12,21    17400        0        0
FRONTIER AIRLINES INC-NEW     EQUITY   359065109        8      775 SH       DEFINED             18,21,22      575        0      200
FRONTIER FINL CORP WASH       EQUITY   35907K105      406    15600 SH       DEFINED                12,21    15600        0        0
FRONTIER INS GROUP INC NEW    EQUITY   359081106      221    26004 SH       DEFINED                12,21    26004        0        0
FRONTIER INS GROUP INC NEW    EQUITY   359081106      197    23169 SH       DEFINED             18,21,22    15125        0     8044
FUISZ TECHNOLOGIES LTD CONV   CORPBOND 359536AA7       86   100000 PRN      DEFINED             18,21,22   100000        0        0
FIUSZ TECHNOLOGIES LTD CV S/D CORPBOND 359536AB5     2580  3004000 PRN      DEFINED             18,21,22  3004000        0        0
FUISZ TECHNOLOGIES LTD        EQUITY   359536109      165    25643 SH       DEFINED             18,21,22    15219        0    10424
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302      484    14200 SH       DEFINED               -         14200        0        0
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302      252     7385 SH       DEFINED          15,18,21,22     4210        0     3175
*** FUJI PHOTO FILM CO LTD AD EQUITY   359586302     7717   226540 SH       DEFINED             18,21,22   133972        0    92568
H B FULLER & CO               EQUITY   359694106      667    11054 SH       DEFINED                12,21    11054        0        0
H B FULLER & CO               EQUITY   359694106      110     1828 SH       DEFINED             18,21,22      828        0     1000
FULTON FINANCIAL CORP-PA      EQUITY   360271100       72     3763 SH       DEFINED               -          3763        0        0
FULTON FINANCIAL CORP-PA      EQUITY   360271100      153     8052 SH       DEFINED                12,21     8052        0        0
FULTON FINANCIAL CORP-PA      EQUITY   360271100      361    18942 SH       DEFINED             18,21,22     2887        0    16055
FURNITURE BRANDS INTL INC     EQUITY   360921100       56     2940 SH       DEFINED               -          2940        0        0
FURNITURE BRANDS INTL INC     EQUITY   360921100     3435   179625 SH       DEFINED                12,21   179625        0        0
FURNITURE BRANDS INTL INC     EQUITY   360921100      636    33245 SH       DEFINED          15,18,21,22    22236        0    11009
FURNITURE BRANDS INTL INC     EQUITY   360921100    20019  1046730 SH       DEFINED             18,21,22   794862        0   251868
FURNITURE BRANDS INTL INC     EQUITY   360921100     1153    60300 SH       DEFINED                   25        0    60300        0
FURNITURE BRANDS INTL INC     EQUITY   360921100     1260    65900 SH       DEFINED                21,31    65900        0        0
FURON CO                      EQUITY   361106107      519    20746 SH       DEFINED                12,21    20746        0        0
FURON CO                      EQUITY   361106107       86     3453 SH       DEFINED             18,21,22        3        0     3450
G & K SERVICES INC CL A       EQUITY   361268105       70     1750 SH       DEFINED               -          1750        0        0
G & K SERVICES INC CL A       EQUITY   361268105      851    21300 SH       DEFINED                12,21    21300        0        0
G & K SERVICES INC CL A       EQUITY   361268105     1825    45705 SH       DEFINED          15,18,21,22    24505        0    21200
G & K SERVICES INC CL A       EQUITY   361268105    35429   887098 SH       DEFINED             18,21,22   480304        0   406794
GATX CORP                     EQUITY   361448103       42     1360 SH       DEFINED               -          1360        0        0
GATX CORP                     EQUITY   361448103      207     6678 SH       DEFINED                12,21     6678        0        0
GATX CORP                     EQUITY   361448103      924    29812 SH       DEFINED          15,18,21,22    12774        0    17038
GATX CORP                     EQUITY   361448103    26538   856048 SH       DEFINED             18,21,22   534294        0   321753
GATX CORP                     EQUITY   361448103      491    15826 SH       DEFINED                21,31    15826        0        0
G B C BANCORP                 EQUITY   361475106      199    10186 SH       DEFINED                12,21    10186        0        0
G B C BANCORP                 EQUITY   361475106        7      383 SH       DEFINED             18,21,22      330        0       53
G B C BANCORP                 EQUITY   361475106      359    18400 SH       DEFINED                   25        0    18400        0
GC COMPANIES INC              EQUITY   36155Q109      125     4243 SH       DEFINED                12,21     4243        0        0
GC COMPANIES INC              EQUITY   36155Q109     1403    47550 SH       DEFINED             18,21,22    29950        0    17600
GRC INTERNATIONAL INC         EQUITY   361922107      218    24950 SH       DEFINED             18,21,22        0        0    24950
*** GST TELECOMMUNICATIONS CA EQUITY   361942105       74    10600 SH       DEFINED             18,21,22     5100        0     5500
GP STRATEGIES CORP            EQUITY   36225V104        6      500 SH       DEFINED          15,18,21,22      500        0        0
GP STRATEGIES CORP            EQUITY   36225V104      247    21105 SH       DEFINED             18,21,22    15160        0     5945
GPU INC                       EQUITY   36225X100      143     4358 SH       DEFINED               -          4358        0        0
GPU INC                       EQUITY   36225X100      122     3736 SH       DEFINED                  4,6      600        0     3136
GPU INC                       EQUITY   36225X100     5111   156073 SH       DEFINED                12,21   156073        0        0
GPU INC                       EQUITY   36225X100       10      300 SH       DEFINED          15,18,21,22        0        0      300
GPU INC                       EQUITY   36225X100     3284   100273 SH       DEFINED             18,21,22    65715        0    34558
GPU INC                       EQUITY   36225X100      293     8939 SH       DEFINED                   25        0     8939        0
GPU INC                       EQUITY   36225X100      655    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
GPU INC                       EQUITY   36225X100      311     9481 SH       DEFINED                21,31     9481        0        0
GSB FIN'L CORP                EQUITY   362263105      246    19300 SH       DEFINED             18,21,22        0        0    19300
GSI LUMONICS INC              EQUITY   36229U102        4      644 SH       DEFINED          15,18,21,22      644        0        0
GSI LUMONICS INC              EQUITY   36229U102     1679   274136 SH       DEFINED             18,21,22   165251        0   108885
GTE CORP                      EQUITY   362320103    14451   188292 SH       DEFINED               -        188292        0        0
GTE CORP                      EQUITY   362320103    23653   308185 SH       DEFINED                  4,6    63042     1558   243585
GTE CORP                      EQUITY   362320103    48897   637100 SH       DEFINED                  6,7   637100        0        0
GTE CORP                      EQUITY   362320103   331534  4319663 SH       DEFINED                12,21  4319663        0        0
GTE CORP                      EQUITY   362320103     7936   103401 SH       DEFINED          15,18,21,22    50127        0    53273
GTE CORP                      EQUITY   362320103    16430   214076 SH       DEFINED             16,18,21   214076        0        0
GTE CORP                      EQUITY   362320103   574134  7480578 SH       DEFINED             18,21,22  2383374        0  5097204
GTE CORP                      EQUITY   362320103     4293    55941 SH       DEFINED                   25        0    55941        0
GTE CORP                      EQUITY   362320103     2316    30173 SH       DEFINED     3,13,14,26,29,30    30173        0        0
GTE CORP                      EQUITY   362320103     1013    13200 SH       DEFINED        3,13,27,28,30    13200        0        0
GTE CORP                      EQUITY   362320103     5091    66337 SH       DEFINED                21,31    66337        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109        2      525 SH       DEFINED               -           525        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109       92    31300 SH       DEFINED                12,21    31300        0        0
GT INTERACTIVE SOFTWARE CORP  EQUITY   36236E109       10     3442 SH       DEFINED             18,21,22     1025        0     2417
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      240    16416 SH       DEFINED             18,21,22     9233        0     7183
GABELLI ASSET MANAGEMENT INC  EQUITY   36239Y102      263    17078 SH       DEFINED             18,21,22     8791        0     8287
GABELLI EQUITY TRUST INC      EQUITY   362397101       66     5889 SH       DEFINED               -          5889        0        0
GABELLI EQUITY TRUST INC      EQUITY   362397101       29     2592 SH       DEFINED          15,18,21,22        0        0     2592
GABELLI EQUITY TRUST INC      EQUITY   362397101     1431   127213 SH       DEFINED             18,21,22    22106        0   105107
GABLES RESIDENTIAL TRUST      EQUITY   362418105       31     1335 SH       DEFINED               -          1335        0        0
GABLES RESIDENTIAL TRUST      EQUITY   362418105      490    20786 SH       DEFINED                12,21    20786        0        0
GABLES RESIDENTIAL TRUST      EQUITY   362418105       82     3486 SH       DEFINED          15,18,21,22     2341        0     1145
GABLES RESIDENTIAL TRUST      EQUITY   362418105    14287   606347 SH       DEFINED             18,21,22   516758        0    89588
GADZOOKS INC                  EQUITY   362553109      181    27068 SH       DEFINED             18,21,22     9015        0    18053
GADZOOX NETWORKS INC          EQUITY   362555104      155     2930 SH       DEFINED                  4,6      200        0     2730
GADZOOX NETWORKS INC          EQUITY   362555104       62     1170 SH       DEFINED          15,18,21,22      170        0     1000
GADZOOX NETWORKS INC          EQUITY   362555104       19      350 SH       DEFINED             18,21,22        0        0      350
GADZOOX NETWORKS INC          EQUITY   362555104       16      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
GAINSCO INC                   EQUITY   363127101      133    21012 SH       DEFINED             18,21,22    16202        0     4810
GALEY & LORD INC              EQUITY   36352K103    15279  5556102 SH       DEFINED               4,6,10  5556102        0        0
GALEY & LORD INC              EQUITY   36352K103        2      676 SH       DEFINED                12,21      676        0        0
GALEY & LORD INC              EQUITY   36352K103        5     1957 SH       DEFINED             18,21,22      100        0     1857
GALILEO INTERNATIONAL INC     EQUITY   363547100      651    16718 SH       DEFINED                12,21    16718        0        0
GALILEO INTERNATIONAL INC     EQUITY   363547100      290     7460 SH       DEFINED          15,18,21,22     2880        0     4580
GALILEO INTERNATIONAL INC     EQUITY   363547100     5929   152265 SH       DEFINED             18,21,22    97032        0    55233
GALILEO INTERNATIONAL INC     EQUITY   363547100      495    12700 SH       DEFINED     3,13,14,26,29,30    12700        0        0
GALLAGHER ARTHUR J & CO       EQUITY   363576109     3898    73640 SH       DEFINED                12,21    73640        0        0
GALLAGHER ARTHUR J & CO       EQUITY   363576109      313     5910 SH       DEFINED          15,18,21,22     4250        0     1660
GALLAGHER ARTHUR J & CO       EQUITY   363576109     4195    79245 SH       DEFINED             18,21,22    58380        0    20865
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109        5      200 SH       DEFINED               -           200        0        0
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109      136     5000 SH       DEFINED                  4,6     5000        0        0
*** GALLAHER GROUP PLC SPONSD EQUITY   363595109      495    18192 SH       DEFINED             18,21,22     5227        0    12965
GANNETT CO INC                EQUITY   364730101      273     3923 SH       DEFINED               -          3923        0        0
GANNETT CO INC                EQUITY   364730101    58523   840540 SH       DEFINED                  4,6   422095    91400   327045
GANNETT CO INC                EQUITY   364730101      783    11250 SH       DEFINED                  6,7        0        0    11250
GANNETT CO INC                EQUITY   364730101    61893   888945 SH       DEFINED                12,21   888945        0        0
GANNETT CO INC                EQUITY   364730101    31334   450038 SH       DEFINED          15,18,21,22   243792        0   206246
GANNETT CO INC                EQUITY   364730101   162820  2338528 SH       DEFINED             18,21,22  1570740        0   767787
GANNETT CO INC                EQUITY   364730101     1739    24980 SH       DEFINED                   25        0    24980        0
GANNETT CO INC                EQUITY   364730101      634     9111 SH       DEFINED     3,13,14,26,29,30     9111        0        0
GANNETT CO INC                EQUITY   364730101     1338    19217 SH       DEFINED                21,31    19217        0        0
GAP INC DELAWARE              EQUITY   364760108      231     6786 SH       DEFINED               -          6786        0        0
GAP INC DELAWARE              EQUITY   364760108      903    26555 SH       DEFINED                  4,6        0        0    26555
GAP INC DELAWARE              EQUITY   364760108    26624   783050 SH       DEFINED                  6,7   783050        0        0
GAP INC DELAWARE              EQUITY   364760108    47549  1398495 SH       DEFINED                12,21  1398495        0        0
GAP INC DELAWARE              EQUITY   364760108     6628   194930 SH       DEFINED          15,18,21,22    76961        0   117968
GAP INC DELAWARE              EQUITY   364760108    76244  2242471 SH       DEFINED             18,21,22  1221830        0  1020640
GAP INC DELAWARE              OPTION   364760108      102     3000 SH  CALL DEFINED             18,21,22        0        0     3000
GAP INC DELAWARE              EQUITY   364760108     1413    41564 SH       DEFINED                   25        0    41564        0
GAP INC DELAWARE              EQUITY   364760108      437    12862 SH       DEFINED     3,13,14,26,29,30    12862        0        0
GAP INC DELAWARE              EQUITY   364760108     1991    58555 SH       DEFINED                21,31    58555        0        0
GARDEN RIDGE CORP             EQUITY   36541P104      286    39430 SH       DEFINED          15,18,21,22    18993        0    20437
GARDEN RIDGE CORP             EQUITY   36541P104      225    30990 SH       DEFINED             18,21,22    13002        0    17988
GARDNER DENVER INC            EQUITY   365558105       30     2072 SH       DEFINED                  4,6       72        0     2000
GARDNER DENVER INC            EQUITY   365558105      149    10200 SH       DEFINED                12,21    10200        0        0
GARDNER DENVER INC            EQUITY   365558105       12      791 SH       DEFINED             18,21,22      691        0      100
GARTNER GROUP INC NEW CL A    EQUITY   366651107      385    23618 SH       DEFINED                12,21    23618        0        0
GARTNER GROUP INC NEW CL A    EQUITY   366651107      145     8913 SH       DEFINED          15,18,21,22     7880        0     1033
GARTNER GROUP INC NEW CL A    OPTION   366651107       33     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
GARTNER GROUP INC NEW CL A    EQUITY   366651107     2235   136988 SH       DEFINED             18,21,22    59950        0    77038
GARTNER GROUP INC CL B        EQUITY   366651206        3      162 SH       DEFINED               -           162        0        0
GARTNER GROUP INC CL B        EQUITY   366651206        3      208 SH       DEFINED                  4,6      208        0        0
GARTNER GROUP INC CL B        EQUITY   366651206     1130    69006 SH       DEFINED                12,21    69006        0        0
GARTNER GROUP INC CL B        EQUITY   366651206        3      212 SH       DEFINED          15,18,21,22        3        0      209
GARTNER GROUP INC CL B        EQUITY   366651206      161     9827 SH       DEFINED             18,21,22     4212        0     5615
GATEWAY INC                   EQUITY   367626108       89     1800 SH       DEFINED                  4,6        0        0     1800
GATEWAY INC                   EQUITY   367626108     4275    86582 SH       DEFINED                12,21    86582        0        0
GATEWAY INC                   EQUITY   367626108      453     9180 SH       DEFINED          15,18,21,22     2058        0     7122
GATEWAY INC                   EQUITY   367626108    17612   356694 SH       DEFINED             18,21,22   241513        0   115181
GATEWAY INC                   EQUITY   367626108      563    11400 SH       DEFINED                   25        0    11400        0
GATEWAY INC                   EQUITY   367626108      221     4484 SH       DEFINED     3,13,14,26,29,30     4484        0        0
GATEWAY INC                   EQUITY   367626108     1019    20642 SH       DEFINED                21,31    20642        0        0
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       21      735 SH       DEFINED                  4,6        0        0      735
GAYLORD ENTERTAINMENT CO      EQUITY   367905106      412    14233 SH       DEFINED                12,21    14233        0        0
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       29     1000 SH       DEFINED          15,18,21,22        0        0     1000
GAYLORD ENTERTAINMENT CO      EQUITY   367905106       74     2558 SH       DEFINED             18,21,22      933        0     1625
GAYLORD CONTAINER CORP CL A   EQUITY   368145108      361    50200 SH       DEFINED                12,21    50200        0        0
GAYLORD CONTAINER CORP CL A   EQUITY   368145108       89    12331 SH       DEFINED             16,18,21    12331        0        0
GAYLORD CONTAINER CORP CL A   EQUITY   368145108      114    15834 SH       DEFINED             18,21,22    11634        0     4200
WTS GAYLORD CONTAINER CORP    EQUITY   368145116      110    15716 SH       DEFINED             16,18,21    15716        0        0
WTS GAYLORD CONTAINER CORP    EQUITY   368145116       63     8981 SH       DEFINED             18,21,22     8981        0        0
GEHL CO                       EQUITY   368483103      179    10244 SH       DEFINED             18,21,22     4920        0     5324
GELTEX PHARMACEUTICALS INC    EQUITY   368538104      150    13500 SH       DEFINED                12,21    13500        0        0
GELTEX PHARMACEUTICALS INC    EQUITY   368538104       48     4305 SH       DEFINED          15,18,21,22     3131        0     1174
GELTEX PHARMACEUTICALS INC    EQUITY   368538104      901    80995 SH       DEFINED             18,21,22    66893        0    14102
GENCORP INC                   EQUITY   368682100     2849   158300 SH       DEFINED                12,21   158300        0        0
GENCORP INC                   EQUITY   368682100      925    51392 SH       DEFINED             18,21,22    39066        0    12326
GENENTECH INC                 EQUITY   368710406    70121   484850 SH       DEFINED                12,21   484850        0        0
GENENTECH INC                 EQUITY   368710406      421     2910 SH       DEFINED          15,18,21,22     1964        0      946
GENENTECH INC                 EQUITY   368710406    10635    73533 SH       DEFINED             18,21,22    45621        0    27912
GENENTECH INC                 EQUITY   368710406     4758    32900 SH       DEFINED            4,6,23,24    32900        0        0
GENENTECH INC                 EQUITY   368710406     1707    11800 SH       DEFINED                   25        0    11800        0
GENENTECH INC                 EQUITY   368710406     1316     9100 SH       DEFINED     3,13,14,26,29,30     9100        0        0
*** GENER S. A. SPONS ADR     EQUITY   368731105       21     1370 SH       DEFINED               -          1370        0        0
*** GENER S. A. SPONS ADR     EQUITY   368731105       33     2153 SH       DEFINED                  4,6        0        0     2153
*** GENER S. A. SPONS ADR     EQUITY   368731105       31     2020 SH       DEFINED          15,18,21,22     1370        0      650
*** GENER S. A. SPONS ADR     EQUITY   368731105     1360    87736 SH       DEFINED             18,21,22    64621        0    23115
GENL AMERICAN INVESTORS CO IN EQUITY   368802104       84     2569 SH       DEFINED                  4,6        0        0     2569
GENL AMERICAN INVESTORS CO IN EQUITY   368802104      536    16466 SH       DEFINED             18,21,22     2726        0    13740
GENERAL BINDING CORP          EQUITY   369154109      105     5472 SH       DEFINED                12,21     5472        0        0
GENERAL BINDING CORP          EQUITY   369154109      117     6115 SH       DEFINED             18,21,22     1053        0     5062
GENERAL CABLE CORP            EQUITY   369300108        4      320 SH       DEFINED               -           320        0        0
GENERAL CABLE CORP            EQUITY   369300108      383    32104 SH       DEFINED                12,21    32104        0        0
GENERAL CABLE CORP            EQUITY   369300108       78     6571 SH       DEFINED          15,18,21,22     4039        0     2532
GENERAL CABLE CORP            EQUITY   369300108     3362   281587 SH       DEFINED             18,21,22   213650        0    67937
GENERAL COMMUNICATION INC CL  EQUITY   369385109      148    27987 SH       DEFINED                12,21    27987        0        0
GENERAL COMMUNICATION INC CL  EQUITY   369385109     1109   209946 SH       DEFINED             18,21,22   205086        0     4860
GENERAL COMMUNICATION INC CL  EQUITY   369385109       10     1978 SH       DEFINED           3,13,27,30     1978        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108      152     2479 SH       DEFINED               -          2479        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108      983    16050 SH       DEFINED                  4,6     7900     2000     6150
GENERAL DYNAMICS CORP         EQUITY   369550108    36918   602750 SH       DEFINED                12,21   602750        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108     1141    18635 SH       DEFINED          15,18,21,22    15569        0     3066
GENERAL DYNAMICS CORP         EQUITY   369550108      551     9000 SH       DEFINED             16,18,21     9000        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108    23749   387746 SH       DEFINED             18,21,22   259752        0   127994
GENERAL DYNAMICS CORP         EQUITY   369550108      353     5770 SH       DEFINED                   25        0     5770        0
GENERAL DYNAMICS CORP         EQUITY   369550108      430     7025 SH       DEFINED     3,13,14,26,29,30     7025        0        0
GENERAL DYNAMICS CORP         EQUITY   369550108      957    15631 SH       DEFINED                21,31    15631        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    43707   372372 SH       DEFINED               -        372372        0        0
GENERAL ELECTRIC CO           EQUITY   369604103   477973  4072189 SH       DEFINED                  4,6  2018631   873650  1179908
GENERAL ELECTRIC CO           EQUITY   369604103     1629    13880 SH       DEFINED                5,6,7        0        0    13880
GENERAL ELECTRIC CO           EQUITY   369604103     2794    23800 SH       DEFINED                  6,7        0        0    23800
GENERAL ELECTRIC CO           EQUITY   369604103   668840  5698316 SH       DEFINED                12,21  5698316        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    76083   648204 SH       DEFINED          15,18,21,22   371207        0   276996
GENERAL ELECTRIC CO           EQUITY   369604103    37561   320012 SH       DEFINED             16,18,21   320012        0        0
GENERAL ELECTRIC CO           EQUITY   369604103      716     6096 SH       DEFINED       17,18,19,20,21     6096        0        0
GENERAL ELECTRIC CO           OPTION   369604103    11738   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
GENERAL ELECTRIC CO           EQUITY   369604103  2298193 19579919 SH       DEFINED             18,21,22  8818327        0 10761591
GENERAL ELECTRIC CO           OPTION   369604103   103008   877600 SH  CALL DEFINED             18,21,22   860000        0    17600
GENERAL ELECTRIC CO           OPTION   369604103      540     4600 SH  PUT  DEFINED             18,21,22     1000        0     3600
GENERAL ELECTRIC CO           EQUITY   369604103    19354   164892 SH       DEFINED                   25        0   164892        0
GENERAL ELECTRIC CO           EQUITY   369604103    49631   422839 SH       DEFINED     3,13,14,26,29,30   422839        0        0
GENERAL ELECTRIC CO           EQUITY   369604103    27198   231720 SH       DEFINED                21,31   231720        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107        2       65 SH       DEFINED               -            65        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107      398    13000 SH       DEFINED                  4,6    12600        0      400
GENERAL GROWTH PROPERTIES     EQUITY   370021107     3211   104853 SH       DEFINED                12,21   104853        0        0
GENERAL GROWTH PROPERTIES     EQUITY   370021107       99     3240 SH       DEFINED          15,18,21,22     2835        0      405
GENERAL GROWTH PROPERTIES     EQUITY   370021107    12062   393870 SH       DEFINED             18,21,22   369947        0    23922
GENERAL GROWTH PROPERTIES     EQUITY   370021107     1910    62352 SH       DEFINED                21,31    62352        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107      559    11500 SH       DEFINED               -         11500        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107     1794    36900 SH       DEFINED                  4,6      200        0    36700
GENERAL INSTR CORP DEL        EQUITY   370120107     5751   118264 SH       DEFINED                12,21   118264        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107      173     3553 SH       DEFINED          15,18,21,22     1723        0     1830
GENERAL INSTR CORP DEL        EQUITY   370120107     6755   138924 SH       DEFINED             18,21,22    79804        0    59120
GENERAL INSTR CORP DEL        EQUITY   370120107      237     4879 SH       DEFINED                   25        0     4879        0
GENERAL INSTR CORP DEL        EQUITY   370120107       39      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
GENERAL INSTR CORP DEL        EQUITY   370120107      526    10810 SH       DEFINED                21,31    10810        0        0
GENERAL MAGIC INC             EQUITY   370253106       71    38689 SH       DEFINED             18,21,22     3685        0    35004
GENERAL MILLS INC             EQUITY   370334104     8331   103172 SH       DEFINED               -        103172        0        0
GENERAL MILLS INC             EQUITY   370334104     1020    12628 SH       DEFINED                  4,6     7982      500     4146
GENERAL MILLS INC             EQUITY   370334104    13681   169430 SH       DEFINED                  6,7   169430        0        0
GENERAL MILLS INC             EQUITY   370334104    25293   313228 SH       DEFINED                12,21   313228        0        0
GENERAL MILLS INC             EQUITY   370334104      964    11942 SH       DEFINED          15,18,21,22        0        0    11942
GENERAL MILLS INC             EQUITY   370334104     2418    29944 SH       DEFINED             16,18,21    29944        0        0
GENERAL MILLS INC             OPTION   370334104    20188   250000 SH  PUT  DEFINED       17,18,19,20,21   250000        0        0
GENERAL MILLS INC             EQUITY   370334104    11741   145394 SH       DEFINED             18,21,22    56613        0    88781
GENERAL MILLS INC             OPTION   370334104    20188   250000 SH  PUT  DEFINED             18,21,22   250000        0        0
GENERAL MILLS INC             EQUITY   370334104      454     5617 SH       DEFINED                   25        0     5617        0
GENERAL MILLS INC             EQUITY   370334104      606     7500 SH       DEFINED     3,13,14,26,29,30     7500        0        0
GENERAL MILLS INC             EQUITY   370334104      923    11425 SH       DEFINED                21,31    11425        0        0
GENERAL MOTORS CORP           EQUITY   370442105      900    14463 SH       DEFINED               -         14463        0        0
GENERAL MOTORS CORP           EQUITY   370442105     5995    96300 SH       DEFINED   2,3,11,13,14,29,30        0    96300        0
GENERAL MOTORS CORP           EQUITY   370442105     9507   152715 SH       DEFINED                  4,6    41916    96300    14499
GENERAL MOTORS CORP           EQUITY   370442105   140643  2259332 SH       DEFINED                12,21  2259332        0        0
GENERAL MOTORS CORP           EQUITY   370442105     3026    48606 SH       DEFINED          15,18,21,22    27398        0    21208
GENERAL MOTORS CORP           EQUITY   370442105     8733   140290 SH       DEFINED             16,18,21   140290        0        0
GENERAL MOTORS CORP           EQUITY   370442105   254893  4094671 SH       DEFINED             18,21,22  1575963        0  2518707
GENERAL MOTORS CORP           OPTION   370442105      125     2000 SH  CALL DEFINED             18,21,22        0        0     2000
GENERAL MOTORS CORP           OPTION   370442105       25      400 SH  PUT  DEFINED             18,21,22        0        0      400
GENERAL MOTORS CORP           EQUITY   370442105     1670    26832 SH       DEFINED                   25        0    26832        0
GENERAL MOTORS CORP           EQUITY   370442105     1578    25342 SH       DEFINED     3,13,14,26,29,30    25342        0        0
GENERAL MOTORS CORP           EQUITY   370442105     3256    52310 SH       DEFINED                21,31    52310        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832       78     1390 SH       DEFINED               -          1390        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832      602    10696 SH       DEFINED                  4,6     8416       30     2250
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    68346  1215036 SH       DEFINED                12,21  1215036        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832      762    13538 SH       DEFINED          15,18,21,22     4808        0     8730
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832     3812    67760 SH       DEFINED             16,18,21    67760        0        0
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    19216   341608 SH       DEFINED             18,21,22   206355        0   135253
GENERAL MOTORS CORP CL H NEW  EQUITY   370442832    14484   257500 SH       DEFINED            4,6,23,24   257500        0        0
GENERAL SEMICONDUCTOR INC     EQUITY   370787103     2196   222400 SH       DEFINED                12,21   222400        0        0
GENERAL SEMICONDUCTOR INC     EQUITY   370787103      192    19450 SH       DEFINED          15,18,21,22    15815        0     3635
GENERAL SEMICONDUCTOR INC     EQUITY   370787103      988   100000 SH       DEFINED             16,18,21   100000        0        0
GENERAL SEMICONDUCTOR INC     EQUITY   370787103     4939   500169 SH       DEFINED             18,21,22   348773        0   151396
GENERAL SEMICONDUCTOR INC     OPTION   370787103       20     2000 SH  CALL DEFINED             18,21,22        0        0     2000
GENERAL SEMICONDUCTOR INC     OPTION   370787103       20     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
GENESCO INC SUB NT CONV       CORPBOND 371532AL6       10    12000 PRN      DEFINED                12,21    12000        0        0
GENESCO INC                   EQUITY   371532102     1733   142900 SH       DEFINED                12,21   142900        0        0
GENESCO INC                   EQUITY   371532102       30     2500 SH       DEFINED          15,18,21,22        0        0     2500
GENESCO INC                   EQUITY   371532102      249    20506 SH       DEFINED             18,21,22      995        0    19511
GENESCO INC                   EQUITY   371532102      753    62100 SH       DEFINED                   25        0    62100        0
GENTEX CORP                   EQUITY   371901109       31     1545 SH       DEFINED               -          1545        0        0
GENTEX CORP                   EQUITY   371901109     1087    53864 SH       DEFINED                  4,6    19525    23829    10510
GENTEX CORP                   EQUITY   371901109        7      340 SH       DEFINED                  6,7        0        0      340
GENTEX CORP                   EQUITY   371901109     1495    74050 SH       DEFINED                12,21    74050        0        0
GENTEX CORP                   EQUITY   371901109      353    17489 SH       DEFINED          15,18,21,22     7569        0     9920
GENTEX CORP                   EQUITY   371901109     7091   351255 SH       DEFINED             18,21,22   229544        0   121711
GENTEX CORP                   EQUITY   371901109      424    21000 SH       DEFINED                   25        0    21000        0
GENTEX CORP                   EQUITY   371901109       10      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
GENTEX CORP                   EQUITY   371901109     1060    52500 SH       DEFINED                21,31    52500        0        0
GENESIS HEALTH VENTURES INC   EQUITY   371912106      462   194700 SH       DEFINED                  6,7   194700        0        0
GENESIS HEALTH VENTURES INC   EQUITY   371912106       28    11951 SH       DEFINED             18,21,22     4860        0     7091
GENESIS ENERGY L P            EQUITY   371927104      488    39604 SH       DEFINED             18,21,22     9807        0    29796
GENESYS TELECOMMUMICATIONS    EQUITY   371931106     7536   166993 SH       DEFINED                12,21   166993        0        0
GENESYS TELECOMMUMICATIONS    EQUITY   371931106      761    16875 SH       DEFINED             18,21,22    16705        0      170
GENESYS TELECOMMUMICATIONS    EQUITY   371931106     6079   134721 SH       DEFINED                21,31   134721        0        0
*** GENESIS MICROCHIP INC     EQUITY   371933102      781    42500 SH       DEFINED                12,21    42500        0        0
*** GENESIS MICROCHIP INC     EQUITY   371933102       11      600 SH       DEFINED          15,18,21,22      400        0      200
*** GENESIS MICROCHIP INC     EQUITY   371933102     1030    56054 SH       DEFINED             18,21,22    11550        0    44504
*** GENESIS MICROCHIP INC     OPTION   371933102      276    15000 SH  CALL DEFINED             18,21,22    15000        0        0
*** GENESIS MICROCHIP INC     EQUITY   371933102       28     1500 SH       DEFINED                   25        0     1500        0
GENESIS DIRECT INC            EQUITY   371935107        1    56647 SH       DEFINED             18,21,22    19647        0    37000
GENLYTE GROUP INC             EQUITY   372302109      223     9600 SH       DEFINED                12,21     9600        0        0
GENLYTE GROUP INC             EQUITY   372302109       94     4060 SH       DEFINED             18,21,22        0        0     4060
GENOME THERAPEUTICS CORP      EQUITY   372430108       16     3882 SH       DEFINED          15,18,21,22     1757        0     2125
GENOME THERAPEUTICS CORP      EQUITY   372430108      177    44173 SH       DEFINED             18,21,22     7873        0    36300
GENRAD INC                    EQUITY   372447102     9663   529500 SH       DEFINED                12,21   529500        0        0
GENRAD INC                    EQUITY   372447102      505    27696 SH       DEFINED             18,21,22    12546        0    15150
GENTA INC (NEW)               EQUITY   37245M207      109    45174 SH       DEFINED           3,13,29,30    45174        0        0
GENTEK INC                    EQUITY   37245X104      150    12800 SH       DEFINED                12,21    12800        0        0
GENTEK INC                    EQUITY   37245X104       42     3555 SH       DEFINED             18,21,22       55        0     3500
GEON CO                       EQUITY   37246W105    13544   515963 SH       DEFINED                12,21   515963        0        0
GEON CO                       EQUITY   37246W105     2743   104500 SH       DEFINED             16,18,21   104500        0        0
GEON CO                       EQUITY   37246W105      100     3802 SH       DEFINED             18,21,22     3202        0      600
GEON CO                       EQUITY   37246W105      260     9900 SH       DEFINED                   25        0     9900        0
GENUINE PARTS CO              EQUITY   372460105       21      800 SH       DEFINED               -           800        0        0
GENUINE PARTS CO              EQUITY   372460105       77     2936 SH       DEFINED                  4,6     2936        0        0
GENUINE PARTS CO              EQUITY   372460105      689    26291 SH       DEFINED                12,21    26291        0        0
GENUINE PARTS CO              EQUITY   372460105     9384   358329 SH       DEFINED          15,18,21,22   248591        0   109738
GENUINE PARTS CO              EQUITY   372460105    42892  1637846 SH       DEFINED             18,21,22  1199769        0   438077
GENUINE PARTS CO              EQUITY   372460105      606    23159 SH       DEFINED                   25        0    23159        0
GENUINE PARTS CO              EQUITY   372460105      334    12771 SH       DEFINED                21,31    12771        0        0
GENZYME CORP CV SUB NOTES     CORPBOND 372917AF1      191   150000 PRN      DEFINED             18,21,22   107000        0    43000
GENZYME CORP                  EQUITY   372917104      401     9424 SH       DEFINED               -          9424        0        0
GENZYME CORP                  EQUITY   372917104      451    10600 SH       DEFINED                  4,6     8700        0     1900
GENZYME CORP                  EQUITY   372917104    58856  1381783 SH       DEFINED                12,21  1381783        0        0
GENZYME CORP                  EQUITY   372917104      464    10890 SH       DEFINED          15,18,21,22     3440        0     7450
GENZYME CORP                  EQUITY   372917104     1491    35000 SH       DEFINED             16,18,21    35000        0        0
GENZYME CORP                  EQUITY   372917104      392     9200 SH       DEFINED                18,21     9200        0        0
GENZYME CORP                  EQUITY   372917104    23743   557429 SH       DEFINED             18,21,22   229000        0   328429
GENZYME CORP                  EQUITY   372917104     1435    33700 SH       DEFINED                21,31    33700        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500        4      671 SH       DEFINED               -           671        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500      729   129659 SH       DEFINED                12,21   129659        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500       21     3781 SH       DEFINED             16,18,21     3781        0        0
GENZYME CORP-MOLECULAR        EQUITY   372917500       95    16950 SH       DEFINED             18,21,22     4649        0    12301
GENZYME CORP SURGICAL PRODS   EQUITY   372917609       10     1657 SH       DEFINED               -          1657        0        0
GENZYME CORP SURGICAL PRODS   EQUITY   372917609     5988  1019171 SH       DEFINED                12,21  1019171        0        0
GENZYME CORP SURGICAL PRODS   EQUITY   372917609       10     1681 SH       DEFINED          15,18,21,22      667        0     1014
GENZYME CORP SURGICAL PRODS   EQUITY   372917609        4      698 SH       DEFINED                18,21      698        0        0
GENZYME CORP SURGICAL PRODS   EQUITY   372917609     1380   234962 SH       DEFINED             18,21,22    57454        0   177508
GENZYME CORP SURGICAL PRODS   EQUITY   372917609       21     3490 SH       DEFINED                21,31     3490        0        0
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203      516    30330 SH       DEFINED                12,21    30330        0        0
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203        7      400 SH       DEFINED          15,18,21,22      400        0        0
GEORGIA GULF CORP PAR $0.01   EQUITY   373200203        3      180 SH       DEFINED             18,21,22       80        0      100
GEORGIA PACIFIC CORP          EQUITY   373298108      355     9010 SH       DEFINED               -          9010        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108      171     4350 SH       DEFINED                  4,6     1400     1000     1950
GEORGIA PACIFIC CORP          EQUITY   373298108    36565   928626 SH       DEFINED                12,21   928626        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108     1412    35862 SH       DEFINED          15,18,21,22    15763        0    20098
GEORGIA PACIFIC CORP          EQUITY   373298108      374     9500 SH       DEFINED                18,21     9500        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108    33522   851354 SH       DEFINED             18,21,22   364997        0   486357
GEORGIA PACIFIC CORP          OPTION   373298108     1969    50000 SH  CALL DEFINED             18,21,22    50000        0        0
GEORGIA PACIFIC CORP          OPTION   373298108       20      500 SH  PUT  DEFINED             18,21,22        0        0      500
GEORGIA PACIFIC CORP          EQUITY   373298108      194     4916 SH       DEFINED                   25        0     4916        0
GEORGIA PACIFIC CORP          EQUITY   373298108      476    12084 SH       DEFINED     3,13,14,26,29,30    12084        0        0
GEORGIA PACIFIC CORP          EQUITY   373298108      554    14074 SH       DEFINED                21,31    14074        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       99     4380 SH       DEFINED               -          4380        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       16      700 SH       DEFINED                  4,6      700        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702     1354    60191 SH       DEFINED                12,21    60191        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       39     1722 SH       DEFINED          15,18,21,22      633        0     1088
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702      692    30740 SH       DEFINED             18,21,22    17369        0    13370
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702       74     3311 SH       DEFINED     3,13,14,26,29,30     3311        0        0
GEORGIA PAC CORP COM TIMBER   EQUITY   373298702      542    24084 SH       DEFINED                21,31    24084        0        0
GEOWORKS CORP (DE)            EQUITY   373692102       41    12745 SH       DEFINED               -         12745        0        0
GEOWORKS CORP (DE)            EQUITY   373692102     2253   700000 SH       DEFINED                12,21   700000        0        0
GEOWORKS CORP (DE)            EQUITY   373692102      122    37950 SH       DEFINED          15,18,21,22    31655        0     6295
GEOWORKS CORP (DE)            EQUITY   373692102     6928  2152177 SH       DEFINED             18,21,22   614910        0  1537267
GERBER CHILDRENSWEAR INC      EQUITY   373701101     1858   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     3957   180360 SH       DEFINED                12,21   180360        0        0
GERBER SCIENTIFIC INC         EQUITY   373730100       12      550 SH       DEFINED          15,18,21,22      387        0      163
GERBER SCIENTIFIC INC         EQUITY   373730100     1733    78998 SH       DEFINED             18,21,22    62924        0    16074
GERBER SCIENTIFIC INC         EQUITY   373730100      856    39000 SH       DEFINED                   25        0    39000        0
GETTY IMAGES INC CV SUB NOTES CORPBOND 374276AC7       45    43000 PRN      DEFINED                12,21    43000        0        0
GETTY IMAGES INC CV SUB NOTES CORPBOND 374276AC7      453   430000 PRN      DEFINED             16,18,21   430000        0        0
GETTY IMAGES INC              EQUITY   374276103      691    27900 SH       DEFINED                12,21    27900        0        0
GETTY IMAGES INC              EQUITY   374276103       98     3970 SH       DEFINED             18,21,22     2270        0     1700
GETTY IMAGES INC              EQUITY   374276103       22      900 SH       DEFINED                   25        0      900        0
GIBRALTAR STL CORP            EQUITY   37476F103      141     6460 SH       DEFINED                12,21     6460        0        0
GIBRALTAR STL CORP            EQUITY   37476F103      316    14539 SH       DEFINED             18,21,22     6491        0     8048
GIBSON GREETINGS INC          EQUITY   374827103      467    92302 SH       DEFINED             18,21,22     3602        0    88700
GIBSON GREETINGS INC          OPTION   374827103        3      500 SH  CALL DEFINED             18,21,22        0        0      500
GIGA INFORMATION GROUP INC    EQUITY   37517M109       57    13333 SH       DEFINED          15,18,21,22        0        0    13333
GIGA INFORMATION GROUP INC    EQUITY   37517M109        6     1500 SH       DEFINED             18,21,22        0        0     1500
GILEAD SCIENCES INC           EQUITY   375558103     1328    20296 SH       DEFINED                  4,6     7305     7636     5355
GILEAD SCIENCES INC           EQUITY   375558103       23      355 SH       DEFINED                  6,7        0        0      355
GILEAD SCIENCES INC           EQUITY   375558103    12847   196321 SH       DEFINED                12,21   196321        0        0
GILEAD SCIENCES INC           EQUITY   375558103        5       82 SH       DEFINED          15,18,21,22        0        0       82
GILEAD SCIENCES INC           EQUITY   375558103      855    13062 SH       DEFINED             18,21,22     9128        0     3934
GILEAD SCIENCES INC           EQUITY   375558103      268     4100 SH       DEFINED                   25        0     4100        0
GILEAD SCIENCES INC           EQUITY   375558103     3916    59840 SH       DEFINED                21,31    59840        0        0
GILLETTE CO                   EQUITY   375766102     4074   112770 SH       DEFINED               -        112770        0        0
GILLETTE CO                   EQUITY   375766102    23850   660212 SH       DEFINED                  4,6   138704    29600   491908
GILLETTE CO                   EQUITY   375766102     2524    69880 SH       DEFINED                5,6,7        0        0    69880
GILLETTE CO                   EQUITY   375766102     5180   143400 SH       DEFINED                    6   143400        0        0
GILLETTE CO                   EQUITY   375766102     3915   108385 SH       DEFINED                  6,7    77300        0    31085
GILLETTE CO                   EQUITY   375766102   160366  4439200 SH       DEFINED                12,21  4439200        0        0
GILLETTE CO                   EQUITY   375766102    13057   361437 SH       DEFINED          15,18,21,22   209433        0   152003
GILLETTE CO                   EQUITY   375766102     5152   142603 SH       DEFINED             16,18,21   142603        0        0
GILLETTE CO                   EQUITY   375766102   426633 11809920 SH       DEFINED             18,21,22  5899100        0  5910820
GILLETTE CO                   OPTION   375766102     1322    36600 SH  CALL DEFINED             18,21,22    12000        0    24600
GILLETTE CO                   OPTION   375766102      495    13700 SH  PUT  DEFINED             18,21,22    12000        0     1700
GILLETTE CO                   EQUITY   375766102    10821   299548 SH       DEFINED            4,6,23,24   299548        0        0
GILLETTE CO                   EQUITY   375766102     1746    48342 SH       DEFINED                   25        0    48342        0
GILLETTE CO                   EQUITY   375766102      475    13146 SH       DEFINED     3,13,14,26,29,30    13146        0        0
GILLETTE CO                   EQUITY   375766102     2665    73780 SH       DEFINED                21,31    73780        0        0
*** GILDAN ACTIVEWEAR INC     EQUITY   375916103      109     6506 SH       DEFINED          15,18,21,22     5408        0     1098
*** GILDAN ACTIVEWEAR INC     EQUITY   375916103       80     4730 SH       DEFINED             18,21,22      926        0     3804
P H GLATFELTER CO             EQUITY   377316104      332    21081 SH       DEFINED                12,21    21081        0        0
P H GLATFELTER CO             EQUITY   377316104      173    10979 SH       DEFINED             18,21,22     8259        0     2720
*** GLAXO WELLCOME PLC        EQUITY   37733W105      946    18512 SH       DEFINED               -         18512        0        0
*** GLAXO WELLCOME PLC        EQUITY   37733W105     2395    46853 SH       DEFINED                  4,6    39800        0     7053
*** GLAXO WELLCOME PLC        EQUITY   37733W105      405     7929 SH       DEFINED          15,18,21,22     2543        0     5386
*** GLAXO WELLCOME PLC        EQUITY   37733W105      501     9800 SH       DEFINED                18,21     9800        0        0
*** GLAXO WELLCOME PLC        EQUITY   37733W105    17963   351352 SH       DEFINED             18,21,22   167453        0   183899
*** GLAXO WELLCOME PLC        EQUITY   37733W105      354     6918 SH       DEFINED                   25        0     6918        0
GLEASON CORP                  EQUITY   377339106     2483   145000 SH       DEFINED                12,21   145000        0        0
GLEASON CORP                  EQUITY   377339106        8      461 SH       DEFINED             18,21,22      461        0        0
GLEASON CORP                  EQUITY   377339106      536    31300 SH       DEFINED                   25        0    31300        0
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109        9     3100 SH       DEFINED                  4,6        0     1500     1600
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109      149    50648 SH       DEFINED                12,21    50648        0        0
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109       27     9140 SH       DEFINED          15,18,21,22     6790        0     2350
GLENAYRE TECHNOLOGIES INC     EQUITY   377899109      687   233841 SH       DEFINED             18,21,22   148800        0    85041
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     2695   169105 SH       DEFINED                12,21   169105        0        0
GLENBOROUGH REALTY TR INC     EQUITY   37803P105      153     9605 SH       DEFINED          15,18,21,22     7535        0     2070
GLENBOROUGH REALTY TR INC     EQUITY   37803P105       97     6100 SH       DEFINED             16,18,21     6100        0        0
GLENBOROUGH REALTY TR INC     OPTION   37803P105        8      500 SH  PUT  DEFINED             18,21,22        0        0      500
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     1948   122216 SH       DEFINED             18,21,22    86718        0    35498
GLENBOROUGH REALTY TR INC     EQUITY   37803P105     2012   126268 SH       DEFINED                21,31   126268        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204       17     1000 SH       DEFINED               -          1000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204      665    40000 SH       DEFINED                12,21    40000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204     2411   145000 SH       DEFINED             16,18,21   145000        0        0
GLENBOROUGH REALTY TRUST INC  EQUITY   37803P204      166    10000 SH       DEFINED             18,21,22     1700        0     8300
GLOBAL PHARMACEUTICAL CORP    EQUITY   378922108        1      300 SH       DEFINED             18,21,22        0        0      300
GLOBAL PHARMACEUTICAL CORP    EQUITY   378922108      513   111000 SH       DEFINED        3,13,27,28,30   111000        0        0
GLIATECH INC                  EQUITY   37929C103     1488    85325 SH       DEFINED                12,21    85325        0        0
GLIATECH INC                  EQUITY   37929C103      115     6590 SH       DEFINED             18,21,22     1188        0     5402
GLIATECH INC                  EQUITY   37929C103     1329    76225 SH       DEFINED                21,31    76225        0        0
GLIMCHER REALTY TRUST         EQUITY   379302102     2653   180600 SH       DEFINED                12,21   180600        0        0
GLIMCHER REALTY TRUST         EQUITY   379302102      227    15471 SH       DEFINED             18,21,22     5032        0    10439
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102     3541   290500 SH       DEFINED                  4,6        0   290500        0
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102      215    17600 SH       DEFINED                12,21    17600        0        0
GLOBAL INDUSTRIES TECHNOLOGIE EQUITY   379335102       83     6820 SH       DEFINED             18,21,22     1700        0     5120
GLOBAL INDUSTRIES LTD         EQUITY   379336100      868   110275 SH       DEFINED                  6,7   110275        0        0
GLOBAL INDUSTRIES LTD         EQUITY   379336100     2255   286340 SH       DEFINED                12,21   286340        0        0
GLOBAL INDUSTRIES LTD         EQUITY   379336100      736    93466 SH       DEFINED          15,18,21,22    44933        0    48533
GLOBAL INDUSTRIES LTD         EQUITY   379336100      626    79511 SH       DEFINED             18,21,22    65023        0    14488
GLOBAL INDUSTRIES LTD         OPTION   379336100        1      100 SH  CALL DEFINED             18,21,22        0        0      100
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100      106     7100 SH       DEFINED                12,21     7100        0        0
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100        1      100 SH       DEFINED          15,18,21,22        0        0      100
GLOBAL IMAGING SYSTEMS INC    EQUITY   37934A100     1541   103608 SH       DEFINED             18,21,22    53866        0    49742
*** GLOBAL LIGHT              EQUITY   37934X100      205    19500 SH       DEFINED             18,21,22        0        0    19500
GLOBAL MARINE INC NEW         EQUITY   379352404     5973   362000 SH       DEFINED   2,3,11,13,14,29,30        0   362000        0
GLOBAL MARINE INC NEW         EQUITY   379352404       12      750 SH       DEFINED                  4,6        0        0      750
GLOBAL MARINE INC NEW         EQUITY   379352404     1824   110575 SH       DEFINED                  6,7   110575        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404      385    23335 SH       DEFINED                12,21    23335        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404       35     2150 SH       DEFINED          15,18,21,22      100        0     2050
GLOBAL MARINE INC NEW         EQUITY   379352404     3284   199038 SH       DEFINED             18,21,22    94829        0   104209
GLOBAL MARINE INC NEW         EQUITY   379352404       25     1500 SH       DEFINED     3,13,14,26,29,30     1500        0        0
GLOBAL MARINE INC NEW         EQUITY   379352404      674    40860 SH       DEFINED                21,31    40860        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104    17896   903244 SH       DEFINED                12,21   903244        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104        1       75 SH       DEFINED          15,18,21,22       75        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104      190     9600 SH       DEFINED             16,18,21     9600        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104     1165    58803 SH       DEFINED             18,21,22    24806        0    33997
GLOBAL TELESYSTEMS GROUP INC  OPTION   37936U104      793    40000 SH  CALL DEFINED             18,21,22    40000        0        0
GLOBAL TELESYSTEMS GROUP INC  EQUITY   37936U104      129     6500 SH       DEFINED     3,13,14,26,29,30     6500        0        0
GLOBAL VACATION GROUP INC     EQUITY   37937F106       17     3793 SH       DEFINED          15,18,21,22        0        0     3793
GLOBAL VACATION GROUP INC     EQUITY   37937F106       83    18900 SH       DEFINED             18,21,22        0        0    18900
GLOBE COMM SYS INC            EQUITY   37956X103      133    13000 SH       DEFINED             18,21,22    13000        0        0
GLOBIX CORP                   EQUITY   37957F101     4115    86300 SH       DEFINED                12,21    86300        0        0
GLOBIX CORP                   EQUITY   37957F101       29      611 SH       DEFINED             18,21,22      111        0      500
GLOBIX CORP                   EQUITY   37957F101      229     4800 SH       DEFINED                   25        0     4800        0
GLOBESPAN INC                 EQUITY   379571102      605     9161 SH       DEFINED             18,21,22     8961        0      200
*** GOLD FIELDS LTD SPONS ADR EQUITY   38059T106       10     2000 SH       DEFINED             16,18,21     2000        0        0
*** GOLD FIELDS LTD SPONS ADR EQUITY   38059T106       63    12400 SH       DEFINED             18,21,22     5500        0     6900
GOLDEN STATE BANCORP INC      EQUITY   381197102     1354    76000 SH       DEFINED                    6    76000        0        0
GOLDEN STATE BANCORP INC      EQUITY   381197102    18820  1056511 SH       DEFINED                12,21  1056511        0        0
GOLDEN STATE BANCORP INC      EQUITY   381197102       37     2093 SH       DEFINED          15,18,21,22      906        0     1187
GOLDEN STATE BANCORP INC      EQUITY   381197102     4244   238269 SH       DEFINED             18,21,22   112424        0   125845
GOLDEN STATE BANCORP INC      OPTION   381197102       36     2000 SH  CALL DEFINED             18,21,22        0        0     2000
WTS GOLDEN STATE BANCORP INC  EQUITY   381197136       39    31539 SH       DEFINED             18,21,22     7622        0    23917
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      548     5600 SH       DEFINED                  4,6     1000     2000     2600
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     1467    15000 SH       DEFINED                    6    15000        0        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     4467    45666 SH       DEFINED                12,21    45666        0        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106     2469    25239 SH       DEFINED             18,21,22    12575        0    12663
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      164     1676 SH       DEFINED                   25        0     1676        0
GOLDEN WEST FINL CORP-DEL-    EQUITY   381317106      451     4607 SH       DEFINED                21,31     4607        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104       71     1200 SH       DEFINED               -          1200        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104     4423    74732 SH       DEFINED                  4,6        0        0    74732
GOLDMAN SACHS GROUP INC       EQUITY   38141G104    35751   604031 SH       DEFINED                12,21   604031        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104      197     3320 SH       DEFINED          15,18,21,22     1370        0     1950
GOLDMAN SACHS GROUP INC       EQUITY   38141G104     2107    35600 SH       DEFINED             16,18,21    35600        0        0
GOLDMAN SACHS GROUP INC       EQUITY   38141G104    10758   181761 SH       DEFINED             18,21,22    97636        0    84125
GOLDMAN SACHS GROUP INC       OPTION   38141G104       12      200 SH  PUT  DEFINED             18,21,22        0        0      200
GOOD GUYS INC                 EQUITY   382091106       25     4000 SH       DEFINED          15,18,21,22        0        0     4000
GOOD GUYS INC                 EQUITY   382091106       69    11000 SH       DEFINED             18,21,22        0        0    11000
B F GOODRICH CO               EQUITY   382388106     9336   334916 SH       DEFINED                12,21   334916        0        0
B F GOODRICH CO               EQUITY   382388106       53     1888 SH       DEFINED          15,18,21,22     1888        0        0
B F GOODRICH CO               EQUITY   382388106     5350   191937 SH       DEFINED             18,21,22    96429        0    95507
B F GOODRICH CO               EQUITY   382388106       91     3251 SH       DEFINED                   25        0     3251        0
B F GOODRICH CO               EQUITY   382388106      192     6879 SH       DEFINED                21,31     6879        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      150     3055 SH       DEFINED               -          3055        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101     1153    23469 SH       DEFINED                  4,6      400    14700     8369
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101    14360   292311 SH       DEFINED                12,21   292311        0        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      584    11887 SH       DEFINED          15,18,21,22     7910        0     3977
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101    42584   866848 SH       DEFINED             18,21,22   664412        0   202435
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      415     8448 SH       DEFINED                   25        0     8448        0
GOODYEAR TIRE & RUBBER CO     EQUITY   382550101      786    15990 SH       DEFINED                21,31    15990        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      147    17674 SH       DEFINED                12,21    17674        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101      109    13100 SH       DEFINED          15,18,21,22     1456        0    11644
GOODYS FAMILY CLOTHING INC    EQUITY   382588101       52     6200 SH       DEFINED                18,21     6200        0        0
GOODYS FAMILY CLOTHING INC    EQUITY   382588101     1345   161773 SH       DEFINED             18,21,22   142880        0    18893
GOTO.COM INC                  EQUITY   38348T107      504     9419 SH       DEFINED          15,18,21,22     6785        0     2634
GOTO.COM INC                  EQUITY   38348T107    16123   301368 SH       DEFINED             18,21,22   159920        0   141448
GO2NET INC                    EQUITY   383486107       12      200 SH       DEFINED                  4,6        0        0      200
GO2NET INC                    EQUITY   383486107     5555    90835 SH       DEFINED                12,21    90835        0        0
GO2NET INC                    EQUITY   383486107     2405    39321 SH       DEFINED          15,18,21,22        0        0    39321
GO2NET INC                    OPTION   383486107        6      100 SH  CALL DEFINED          15,18,21,22        0        0      100
GO2NET INC                    EQUITY   383486107     1681    27484 SH       DEFINED             18,21,22    18710        0     8774
GO2NET INC                    EQUITY   383486107     1920    31400 SH       DEFINED                21,31    31400        0        0
GRACE W R & CO DEL NEW        EQUITY   38388F108        4      250 SH       DEFINED                  4,6        0        0      250
GRACE W R & CO DEL NEW        EQUITY   38388F108     1274    75753 SH       DEFINED                12,21    75753        0        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      210    12499 SH       DEFINED             18,21,22     7667        0     4832
GRACE W R & CO DEL NEW        EQUITY   38388F108       40     2363 SH       DEFINED                   25        0     2363        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      424    25200 SH       DEFINED     3,13,14,26,29,30    25200        0        0
GRACE W R & CO DEL NEW        EQUITY   38388F108      209    12420 SH       DEFINED                21,31    12420        0        0
GRACO INC                     EQUITY   384109104      521    16325 SH       DEFINED                12,21    16325        0        0
GRACO INC                     EQUITY   384109104       12      369 SH       DEFINED             18,21,22      114        0      255
GRACO INC                     EQUITY   384109104      152     4750 SH       DEFINED                   25        0     4750        0
W W GRAINGER INC              EQUITY   384802104       19      400 SH       DEFINED               -           400        0        0
W W GRAINGER INC              EQUITY   384802104      980    20550 SH       DEFINED                  4,6     8000        0    12550
W W GRAINGER INC              EQUITY   384802104    11706   245471 SH       DEFINED                12,21   245471        0        0
W W GRAINGER INC              EQUITY   384802104     1081    22665 SH       DEFINED          15,18,21,22    17765        0     4900
W W GRAINGER INC              EQUITY   384802104      454     9514 SH       DEFINED             16,18,21     9514        0        0
W W GRAINGER INC              EQUITY   384802104    21390   448550 SH       DEFINED             18,21,22   309089        0   139461
W W GRAINGER INC              EQUITY   384802104     1182    24790 SH       DEFINED                   25        0    24790        0
W W GRAINGER INC              EQUITY   384802104      280     5863 SH       DEFINED                21,31     5863        0        0
GRAND PREMIER FINL INC        EQUITY   386174106      180    11924 SH       DEFINED                12,21    11924        0        0
GRAND UNION CO PAR $1.00      EQUITY   386532402      398    29500 SH       DEFINED                12,21    29500        0        0
GRANITE BROADCASTING CORP     EQUITY   387241102      192    17984 SH       DEFINED             18,21,22     7484        0    10500
GRANITE CONSTRUCTION INC      EQUITY   387328107      389    15562 SH       DEFINED                12,21    15562        0        0
GRANITE CONSTRUCTION INC      EQUITY   387328107      115     4580 SH       DEFINED          15,18,21,22     3230        0     1350
GRANITE CONSTRUCTION INC      EQUITY   387328107     2014    80562 SH       DEFINED             18,21,22    52565        0    27997
GRAY COMMUNICATIONS SYS INC   EQUITY   389190109      134     7900 SH       DEFINED                12,21     7900        0        0
GRAY COMMUNICATIONS SYS INC   EQUITY   389190109       77     4500 SH       DEFINED          15,18,21,22     4500        0        0
GRAY COMMUNICATIONS SYS INC   EQUITY   389190109        9      502 SH       DEFINED             18,21,22       52        0      450
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103       15      500 SH       DEFINED                  4,6        0        0      500
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      803    27064 SH       DEFINED                12,21    27064        0        0
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      180     6070 SH       DEFINED          15,18,21,22     4735        0     1335
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103     2678    90218 SH       DEFINED             18,21,22    66890        0    23328
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103      178     6008 SH       DEFINED                   25        0     6008        0
GREAT ATLANTIC&PAC TEA CO INC EQUITY   390064103       70     2352 SH       DEFINED                21,31     2352        0        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103    12335   330028 SH       DEFINED                12,21   330028        0        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      621    16606 SH       DEFINED          15,18,21,22     8417        0     8189
GREAT LAKES CHEMICAL CORP     EQUITY   390568103    24337   651164 SH       DEFINED             18,21,22   530007        0   121157
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      250     6682 SH       DEFINED                   25        0     6682        0
GREAT LAKES CHEMICAL CORP     EQUITY   390568103      138     3694 SH       DEFINED                21,31     3694        0        0
GREAT LAKES REIT              EQUITY   390752103      205    13620 SH       DEFINED                12,21    13620        0        0
GREAT LAKES REIT              EQUITY   390752103       12      800 SH       DEFINED             18,21,22        0        0      800
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105      564    10900 SH       DEFINED                12,21    10900        0        0
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105        5      100 SH       DEFINED          15,18,21,22      100        0        0
GREAT PLAINS SOFTWARE INC     EQUITY   39119E105       39      760 SH       DEFINED             18,21,22        0        0      760
GREATER BAY BANCORP           EQUITY   391648102      607    17900 SH       DEFINED                12,21    17900        0        0
GREATER BAY BANCORP           EQUITY   391648102      204     6018 SH       DEFINED             18,21,22        3        0     6015
GREATER BAY BANCORP           EQUITY   391648102      333     9800 SH       DEFINED                   25        0     9800        0
GREATER BAY BANCORP           EQUITY   391648102      272     8000 SH       DEFINED                21,31     8000        0        0
GREATER CHINA FUND INC        EQUITY   39167B102      236    31216 SH       DEFINED             18,21,22     8285        0    22930
GREENPOINT FINL CORP          EQUITY   395384100     5660   213600 SH       DEFINED                    6   213600        0        0
GREENPOINT FINL CORP          EQUITY   395384100    19531   737027 SH       DEFINED                12,21   737027        0        0
GREENPOINT FINL CORP          EQUITY   395384100        1       35 SH       DEFINED          15,18,21,22       35        0        0
GREENPOINT FINL CORP          EQUITY   395384100      197     7432 SH       DEFINED             18,21,22     4003        0     3429
GREENPOINT FINL CORP          EQUITY   395384100     1217    45927 SH       DEFINED                21,31    45927        0        0
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107      270    26354 SH       DEFINED               -         26354        0        0
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107       12     1154 SH       DEFINED          15,18,21,22     1154        0        0
GREENWICH STREET MUNICIPAL FD EQUITY   39701A107     1142   111451 SH       DEFINED             18,21,22      966        0   110485
GREIF BROS CORP CLASS A       EQUITY   397624107      301    10658 SH       DEFINED                12,21    10658        0        0
GREIF BROS CORP CLASS A       EQUITY   397624107      100     3552 SH       DEFINED             18,21,22      352        0     3200
GREIF BROS CORP CLASS A       EQUITY   397624107      198     7000 SH       DEFINED                   25        0     7000        0
GREY ADVERTISING INC DELAWARE EQUITY   397838103      219      600 SH       DEFINED                12,21      600        0        0
GREY ADVERTISING INC DELAWARE EQUITY   397838103      548     1501 SH       DEFINED             18,21,22        1        0     1500
GREY WOLF INC                 EQUITY   397888108      987   336000 SH       DEFINED   2,3,11,13,14,29,30        0   336000        0
GREY WOLF INC                 EQUITY   397888108      384   130700 SH       DEFINED                12,21   130700        0        0
GREY WOLF INC                 EQUITY   397888108      636   216586 SH       DEFINED             18,21,22     1500        0   215086
GRIFFON CORP                  EQUITY   398433102      193    24505 SH       DEFINED                12,21    24505        0        0
GRIFFON CORP                  EQUITY   398433102        1      185 SH       DEFINED             18,21,22      127        0       58
GRILL CONCEPTS INC NEW        EQUITY   398502203       35    21429 SH       DEFINED             18,21,22    10054        0    11375
GROUP 1 AUTOMOTIVE INC        EQUITY   398905109      302    16900 SH       DEFINED                12,21    16900        0        0
GROUP 1 AUTOMOTIVE INC        EQUITY   398905109      170     9527 SH       DEFINED             18,21,22     9526        0        1
GROUP 1 AUTOMOTIVE INC        EQUITY   398905109        7      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107     1137   101600 SH       DEFINED                12,21   101600        0        0
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107        1      100 SH       DEFINED          15,18,21,22        0        0      100
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107     1464   130888 SH       DEFINED             18,21,22   126888        0     4000
GROUP MAINTENANCE AMERICA COR EQUITY   39943E107      792    70800 SH       DEFINED                21,31    70800        0        0
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      898    18070 SH       DEFINED               -         18070        0        0
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      387     7789 SH       DEFINED          15,18,21,22     2977        0     4812
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      111     2232 SH       DEFINED             16,18,21     2232        0        0
*** GROUPE DANONE SPONS ADR   OPTION   399449107       40      800 SH  CALL DEFINED             18,21,22        0        0      800
*** GROUPE DANONE SPONS ADR   EQUITY   399449107    10453   210370 SH       DEFINED             18,21,22   107375        0   102995
*** GROUPE DANONE SPONS ADR   EQUITY   399449107      330     6647 SH       DEFINED                   25        0     6647        0
*** GROUP CGI INC CL A        EQUITY   39945C109    14242   705475 SH       DEFINED                  4,6   203695        0   501780
*** GROUP CGI INC CL A        EQUITY   39945C109       28     1400 SH       DEFINED                5,6,7        0        0     1400
*** GROUP CGI INC CL A        EQUITY   39945C109      182     9000 SH       DEFINED                  6,7        0        0     9000
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106       16     1000 SH       DEFINED               -          1000        0        0
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106       20     1275 SH       DEFINED          15,18,21,22      915        0      360
*** GRUPO IMSA SA-SPONSORED   EQUITY   40048T106      661    41450 SH       DEFINED             18,21,22    33535        0     7915
*** GRUPO INDL MASECA S A DE  EQUITY   400488409      653    72050 SH       DEFINED             18,21,22    46100        0    25950
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206      103     2570 SH       DEFINED               -          2570        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206      300     7500 SH       DEFINED                  6,7     7500        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     7618   190450 SH       DEFINED                12,21   190450        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206       74     1851 SH       DEFINED          15,18,21,22      645        0     1206
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     9226   230650 SH       DEFINED             16,18,21   230650        0        0
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     5028   125702 SH       DEFINED             18,21,22    55177        0    70525
*** GRUPO TELEVISA SA DE CV   EQUITY   40049J206     1220    30500 SH       DEFINED                   25        0    30500        0
GTECH HOLDINGS CORP           EQUITY   400518106     3743   173100 SH       DEFINED                12,21   173100        0        0
GTECH HOLDINGS CORP           EQUITY   400518106    35249  1630000 SH       DEFINED                18,21  1630000        0        0
GTECH HOLDINGS CORP           EQUITY   400518106      169     7795 SH       DEFINED             18,21,22     2060        0     5735
GTECH HOLDINGS CORP           EQUITY   400518106      666    30800 SH       DEFINED                   25        0    30800        0
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107       25     4040 SH       DEFINED               -          4040        0        0
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107       14     2240 SH       DEFINED          15,18,21,22      380        0     1860
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107      884   141389 SH       DEFINED             18,21,22   110975        0    30414
*** GUANGSHEN RAILWAY LTD     EQUITY   40065W107      480    76725 SH       DEFINED                   25        0    76725        0
GUARANTEE LIFE CO INC         EQUITY   400740106      233     7622 SH       DEFINED                12,21     7622        0        0
GUARANTEE LIFE CO INC         EQUITY   400740106      159     5188 SH       DEFINED             18,21,22     1553        0     3635
*** GUCCI GROUP NV            EQUITY   401566104      124     1500 SH       DEFINED                5,6,7        0        0     1500
*** GUCCI GROUP NV            EQUITY   401566104    10602   128700 SH       DEFINED                    6   128700        0        0
*** GUCCI GROUP NV            EQUITY   401566104     4119    50000 SH       DEFINED                12,21    50000        0        0
*** GUCCI GROUP NV            EQUITY   401566104     1186    14398 SH       DEFINED             16,18,21    14398        0        0
*** GUCCI GROUP NV            EQUITY   401566104      612     7424 SH       DEFINED             18,21,22     1644        0     5780
GUESS INC                     EQUITY   401617105      131     9614 SH       DEFINED                12,21     9614        0        0
GUESS INC                     EQUITY   401617105       37     2698 SH       DEFINED             18,21,22     2698        0        0
GUEST SUPPLY INC              EQUITY   401630108     5764   408082 SH       DEFINED             18,21,22   296715        0   111367
GUIDANT CORP                  EQUITY   401698105       93     1725 SH       DEFINED               -          1725        0        0
GUIDANT CORP                  EQUITY   401698105    22434   418341 SH       DEFINED                  4,6    17655    13230   387456
GUIDANT CORP                  EQUITY   401698105    18078   337110 SH       DEFINED                12,21   337110        0        0
GUIDANT CORP                  EQUITY   401698105     1461    27241 SH       DEFINED          15,18,21,22    17864        0     9377
GUIDANT CORP                  EQUITY   401698105    28463   530777 SH       DEFINED             18,21,22   345958        0   184818
GUIDANT CORP                  OPTION   401698105       54     1000 SH  CALL DEFINED             18,21,22        0        0     1000
GUIDANT CORP                  EQUITY   401698105     3114    58072 SH       DEFINED                   25        0    58072        0
GUIDANT CORP                  EQUITY   401698105     1502    28004 SH       DEFINED     3,13,14,26,29,30    28004        0        0
GUIDANT CORP                  EQUITY   401698105     1254    23382 SH       DEFINED                21,31    23382        0        0
GUILFORD MILLS INC            EQUITY   401794102      135    15491 SH       DEFINED                12,21    15491        0        0
GUILFORD MILLS INC            EQUITY   401794102      305    35127 SH       DEFINED             18,21,22    22387        0    12740
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106       54     3500 SH       DEFINED                  4,6        0        0     3500
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106      246    15900 SH       DEFINED                12,21    15900        0        0
GUILFORD PHARMACEUTICAL INC   EQUITY   401829106      262    16900 SH       DEFINED             18,21,22     5500        0    11400
GUITAR CENTER INC             EQUITY   402040109      784    84727 SH       DEFINED                12,21    84727        0        0
GUITAR CENTER INC             EQUITY   402040109       46     5005 SH       DEFINED             18,21,22        0        0     5005
GUITAR CENTER INC             EQUITY   402040109      573    61928 SH       DEFINED                21,31    61928        0        0
*** GULF CANADA RESOURCES     EQUITY   40218L305      132    32000 SH       DEFINED                  4,6        0        0    32000
*** GULF CANADA RESOURCES     EQUITY   40218L305      838   203247 SH       DEFINED             18,21,22   121401        0    81846
*** GULF INDONESIA RES LTD    EQUITY   402284103       39     3900 SH       DEFINED                12,21     3900        0        0
*** GULF INDONESIA RES LTD    EQUITY   402284103      355    35900 SH       DEFINED             16,18,21    35900        0        0
*** GULF INDONESIA RES LTD    EQUITY   402284103       31     3140 SH       DEFINED             18,21,22     3040        0      100
GULFMARK OFFSHORE INC         EQUITY   402629109      647    38600 SH       DEFINED                12,21    38600        0        0
GULFMARK OFFSHORE INC         EQUITY   402629109        1       57 SH       DEFINED             18,21,22       57        0        0
GUNDLE / SLT ENVIRONMENTAL IN EQUITY   402809107      153    44550 SH       DEFINED             18,21,22     6000        0    38550
GYMBOREE CORP                 EQUITY   403777105      298    45460 SH       DEFINED                12,21    45460        0        0
GYMBOREE CORP                 EQUITY   403777105       36     5519 SH       DEFINED             18,21,22     3266        0     2253
HCIA INC                      EQUITY   403908106      111    10650 SH       DEFINED             18,21,22      150        0    10500
HMT TECHNOLOGY SUB NOTES CONV CORPBOND 403917AD9      161   430000 PRN      DEFINED             18,21,22        0        0   430000
HMT TECHNOLOGY CORPORATION    EQUITY   403917107      239    68399 SH       DEFINED             18,21,22    15601        0    52798
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      563    34886 SH       DEFINED             18,21,22    23856        0    11029
H & Q LIFE SCIENCES INVESTORS EQUITY   404053100     1012    73614 SH       DEFINED             18,21,22    47222        0    26392
HCC INSURANCE HOLDINGS INC    EQUITY   404132102        4      220 SH       DEFINED               -           220        0        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     1926   115400 SH       DEFINED                  4,6        0   115400        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     5939   355880 SH       DEFINED                12,21   355880        0        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102      268    16081 SH       DEFINED          15,18,21,22    11641        0     4440
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     9848   590116 SH       DEFINED             18,21,22   410093        0   180022
HCC INSURANCE HOLDINGS INC    EQUITY   404132102      599    35900 SH       DEFINED                   25        0    35900        0
HCC INSURANCE HOLDINGS INC    EQUITY   404132102     3488   209027 SH       DEFINED                21,31   209027        0        0
HCR MANOR CARE INC            EQUITY   404134108       73     4155 SH       DEFINED                12,21     4155        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      144     8228 SH       DEFINED             18,21,22     4214        0     4013
HCR MANOR CARE INC            EQUITY   404134108       57     3240 SH       DEFINED                   25        0     3240        0
HCR MANOR CARE INC            EQUITY   404134108      350    19977 SH       DEFINED                21,31    19977        0        0
HEI INC                       EQUITY   404160103      846   148743 SH       DEFINED             18,21,22   130677        0    18066
HIE INC                       EQUITY   40419W100       75    37350 SH       DEFINED          15,18,21,22    32950        0     4400
HIE INC                       EQUITY   40419W100       41    20250 SH       DEFINED             18,21,22        0        0    20250
HNC SOFTWARE INC              EQUITY   40425P107     1051    26700 SH       DEFINED                12,21    26700        0        0
HNC SOFTWARE INC              EQUITY   40425P107      844    21425 SH       DEFINED          15,18,21,22    15794        0     5631
HNC SOFTWARE INC              EQUITY   40425P107    22567   573142 SH       DEFINED             18,21,22   395526        0   177616
HEALTH & RETIREMENT PROP SUB  CORPBOND 40426WAB7       33    35000 PRN      DEFINED             18,21,22    10000        0    25000
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       85     7250 SH       DEFINED               -          7250        0        0
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       82     7000 SH       DEFINED                  4,6     6600        0      400
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101     2230   189782 SH       DEFINED                12,21   189782        0        0
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       24     2043 SH       DEFINED          15,18,21,22     1493        0      550
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101    19929  1696118 SH       DEFINED             18,21,22  1247360        0   448758
HRPT PPTYS TR SH BEN INT      EQUITY   40426W101       65     5500 SH       DEFINED                21,31     5500        0        0
HSB GROUP INC                 EQUITY   40428N109      286     8160 SH       DEFINED               -          8160        0        0
HSB GROUP INC                 EQUITY   40428N109     6152   175450 SH       DEFINED                12,21   175450        0        0
HSB GROUP INC                 EQUITY   40428N109       12      351 SH       DEFINED          15,18,21,22      256        0       95
HSB GROUP INC                 EQUITY   40428N109     6596   188124 SH       DEFINED             18,21,22   141127        0    46997
HSB GROUP INC                 EQUITY   40428N109     1262    36000 SH       DEFINED                21,31    36000        0        0
*** HSBC HOLDINGS PLC SPONS   EQUITY   404280406      621    10739 SH       DEFINED               -         10739        0        0
*** HSBC HOLDINGS PLC SPONS   EQUITY   404280406     3267    56510 SH       DEFINED          15,18,21,22    37289        0    19221
*** HSBC HOLDINGS PLC SPONS   EQUITY   404280406   115456  1997063 SH       DEFINED             18,21,22  1447039        0   550024
*** HSBC HOLDINGS PLC SPONS   EQUITY   404280406     1060    18330 SH       DEFINED                   25        0    18330        0
HS RESOURCES INC              EQUITY   404297103     3759   227800 SH       DEFINED   2,3,11,13,14,29,30        0   227800        0
HS RESOURCES INC              EQUITY   404297103      228    13829 SH       DEFINED                12,21    13829        0        0
HS RESOURCES INC              EQUITY   404297103      312    18900 SH       DEFINED             18,21,22      500        0    18400
HS RESOURCES INC              EQUITY   404297103      500    30300 SH       DEFINED                   25        0    30300        0
HA-LO INDS INC                EQUITY   404429102      304    48612 SH       DEFINED                12,21    48612        0        0
HA-LO INDS INC                EQUITY   404429102        2      375 SH       DEFINED          15,18,21,22      375        0        0
HA-LO INDS INC                EQUITY   404429102      113    18107 SH       DEFINED             18,21,22    12953        0     5154
HADCO CORP                    EQUITY   404681108     3295    79811 SH       DEFINED                12,21    79811        0        0
HADCO CORP                    EQUITY   404681108       64     1561 SH       DEFINED             18,21,22       38        0     1523
HADCO CORP                    EQUITY   404681108     2815    68191 SH       DEFINED                21,31    68191        0        0
HAEMONETICS CORP MASS         EQUITY   405024100      528    26805 SH       DEFINED                12,21    26805        0        0
HAEMONETICS CORP MASS         EQUITY   405024100        2      100 SH       DEFINED             18,21,22        0        0      100
HAIN FOOD GROUP INC           EQUITY   405219106      379    15300 SH       DEFINED                12,21    15300        0        0
HAIN FOOD GROUP INC           EQUITY   405219106       31     1265 SH       DEFINED          15,18,21,22      790        0      475
HAIN FOOD GROUP INC           EQUITY   405219106     1221    49320 SH       DEFINED             18,21,22    34551        0    14769
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     6496   155366 SH       DEFINED               -        155366        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     9904   236853 SH       DEFINED                  4,6    77120    98800    60933
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     4623   110575 SH       DEFINED                  6,7   110575        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101   117276  2804772 SH       DEFINED                12,21  2804772        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     8632   206439 SH       DEFINED          15,18,21,22    91567        0   114871
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101      562    13447 SH       DEFINED             16,18,21    13447        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101   183101  4379041 SH       DEFINED             18,21,22  2375607        0  2003434
HALLIBURTON CO HOLDINGS CO    OPTION   406216101       21      500 SH  PUT  DEFINED             18,21,22        0        0      500
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     2409    57613 SH       DEFINED                   25        0    57613        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101      891    21310 SH       DEFINED     3,13,14,26,29,30    21310        0        0
HALLIBURTON CO HOLDINGS CO    EQUITY   406216101     1204    28797 SH       DEFINED                21,31    28797        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     9641 15550000 PRN      DEFINED             16,18,21 15550000        0        0
HALTER MARINE GROUP INC DEBS  CORPBOND 40642YAC9     1719  2772000 PRN      DEFINED             18,21,22    50000        0  2722000
HALTER MARINE GROUP INC       EQUITY   40642Y105     1087   199899 SH       DEFINED                12,21   199899        0        0
HALTER MARINE GROUP INC       EQUITY   40642Y105       14     2640 SH       DEFINED          15,18,21,22     1928        0      712
HALTER MARINE GROUP INC       EQUITY   40642Y105     1508   277272 SH       DEFINED             18,21,22   216248        0    61024
HAMBRECHT & QUIST GROUP       EQUITY   406545103     1107    22648 SH       DEFINED                12,21    22648        0        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103       15      300 SH       DEFINED             16,18,21      300        0        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103      363     7432 SH       DEFINED             18,21,22     3920        0     3512
HAMBRECHT & QUIST GROUP       EQUITY   406545103      909    18600 SH       DEFINED                   25        0    18600        0
HAMBRECHT & QUIST GROUP       EQUITY   406545103       20      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
HAMILTON BANCORP INC          EQUITY   407013101     2263   110053 SH       DEFINED                12,21   110053        0        0
HAMILTON BANCORP INC          EQUITY   407013101       47     2304 SH       DEFINED             18,21,22       56        0     2248
HAMILTON BANCORP INC          EQUITY   407013101      158     7700 SH       DEFINED                   25        0     7700        0
HAMILTON BANCORP INC          EQUITY   407013101     1488    72361 SH       DEFINED                21,31    72361        0        0
HAMMONS JOHN Q HOTELS INC CL  EQUITY   408623106       73    18500 SH       DEFINED             18,21,22     3500        0    15000
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107       44     5237 SH       DEFINED               -          5237        0        0
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107      119    14064 SH       DEFINED          15,18,21,22     2198        0    11865
HANCOCK JOHN BANK & THRIFT    EQUITY   409735107    10360  1227784 SH       DEFINED             18,21,22   625727        0   602056
HANCOCK HOLDING CO            EQUITY   410120109      311     7751 SH       DEFINED                12,21     7751        0        0
HANCOCK HOLDING CO            EQUITY   410120109        5      125 SH       DEFINED          15,18,21,22      125        0        0
HANCOCK HOLDING CO            EQUITY   410120109       65     1630 SH       DEFINED             18,21,22      250        0     1380
HANDLEMAN CO                  EQUITY   410252100      303    23115 SH       DEFINED                12,21    23115        0        0
HANDLEMAN CO                  EQUITY   410252100       14     1101 SH       DEFINED             18,21,22        0        0     1101
HANDLEMAN CO                  EQUITY   410252100      764    58200 SH       DEFINED                   25        0    58200        0
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208     1557   108300 SH       DEFINED                12,21   108300        0        0
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208        1       72 SH       DEFINED             18,21,22       69        0        3
HANGER ORTHOPEDIC GROUP INC   EQUITY   41043F208      897    62400 SH       DEFINED                21,31    62400        0        0
HANNA M A CO                  EQUITY   410522106       54     5000 SH       DEFINED                  4,6        0        0     5000
HANNA M A CO                  EQUITY   410522106      425    39073 SH       DEFINED                12,21    39073        0        0
HANNA M A CO                  EQUITY   410522106       65     5954 SH       DEFINED          15,18,21,22     4074        0     1880
HANNA M A CO                  EQUITY   410522106     1726   158719 SH       DEFINED             18,21,22   110957        0    47762
HANNAFORD BROS CO             EQUITY   410550107      352     5005 SH       DEFINED                12,21     5005        0        0
HANNAFORD BROS CO             EQUITY   410550107        3       40 SH       DEFINED          15,18,21,22       40        0        0
HANNAFORD BROS CO             EQUITY   410550107     1756    25000 SH       DEFINED             16,18,21    25000        0        0
HANNAFORD BROS CO             EQUITY   410550107      500     7119 SH       DEFINED             18,21,22     2152        0     4967
HANNAFORD BROS CO             EQUITY   410550107      625     8900 SH       DEFINED                21,31     8900        0        0
HANOVER COMPRESSOR CO         EQUITY   410768105     1630    52900 SH       DEFINED                12,21    52900        0        0
HANOVER COMPRESSOR CO         EQUITY   410768105      406    13168 SH       DEFINED             18,21,22     1341        0    11827
HANOVER DIRECT INC            EQUITY   410783104     1734   730300 SH       DEFINED                12,21   730300        0        0
HANOVER DIRECT INC            EQUITY   410783104      554   233437 SH       DEFINED             18,21,22   232287        0     1150
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404       11      286 SH       DEFINED               -           286        0        0
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404        1       37 SH       DEFINED                  4,6       37        0        0
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404     5679   147019 SH       DEFINED          15,18,21,22   100827        0    46192
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404    21150   547564 SH       DEFINED             18,21,22   410948        0   136616
*** HANSON PLC-SPONSORED ADR  EQUITY   411352404      201     5200 SH       DEFINED                   25        0     5200        0
HARBINGER CORP                EQUITY   41145C103     1203    70900 SH       DEFINED                12,21    70900        0        0
HARBINGER CORP                EQUITY   41145C103      677    39875 SH       DEFINED          15,18,21,22     6522        0    33353
HARBINGER CORP                EQUITY   41145C103      750    44215 SH       DEFINED             18,21,22    16447        0    27768
HARBINGER CORP                EQUITY   41145C103       19     1100 SH       DEFINED     3,13,14,26,29,30     1100        0        0
HARCOURT GEN INC              EQUITY   41163G101      277     6675 SH       DEFINED               -          6675        0        0
HARCOURT GEN INC              EQUITY   41163G101      732    17623 SH       DEFINED                12,21    17623        0        0
HARCOURT GEN INC              EQUITY   41163G101      515    12379 SH       DEFINED          15,18,21,22     9881        0     2498
HARCOURT GEN INC              EQUITY   41163G101      831    20000 SH       DEFINED             16,18,21    20000        0        0
HARCOURT GEN INC              EQUITY   41163G101    13902   334491 SH       DEFINED             18,21,22   232353        0   102138
HARCOURT GEN INC              EQUITY   41163G101       86     2067 SH       DEFINED                   25        0     2067        0
HARCOURT GEN INC              EQUITY   41163G101      184     4415 SH       DEFINED                21,31     4415        0        0
HARBOR FLORIDA BANCSHARES     EQUITY   411901101       48     4000 SH       DEFINED               -          4000        0        0
HARBOR FLORIDA BANCSHARES     EQUITY   411901101       81     6747 SH       DEFINED             18,21,22     1047        0     5700
HARDINGE INC                  EQUITY   412324303      542    33100 SH       DEFINED                12,21    33100        0        0
HARKEN ENERGY CORP    NEW     EQUITY   412552101      119   106000 SH       DEFINED                12,21   106000        0        0
HARKEN ENERGY CORP    NEW     EQUITY   412552101      104    92214 SH       DEFINED             18,21,22    11179        0    81035
JOHN H HARLAND CO             EQUITY   412693103      571    28753 SH       DEFINED                12,21    28753        0        0
JOHN H HARLAND CO             EQUITY   412693103      148     7450 SH       DEFINED          15,18,21,22        0        0     7450
HARLEY-DAVIDSON INC           EQUITY   412822108      125     2485 SH       DEFINED               -          2485        0        0
HARLEY-DAVIDSON INC           EQUITY   412822108      516    10240 SH       DEFINED                  4,6     9000        0     1240
HARLEY-DAVIDSON INC           EQUITY   412822108    19925   395543 SH       DEFINED                12,21   395543        0        0
HARLEY-DAVIDSON INC           EQUITY   412822108     2056    40820 SH       DEFINED          15,18,21,22    33501        0     7319
HARLEY-DAVIDSON INC           EQUITY   412822108    37517   744753 SH       DEFINED             18,21,22   474173        0   270579
HARLEY-DAVIDSON INC           OPTION   412822108       20      400 SH  PUT  DEFINED             18,21,22        0        0      400
HARLEY-DAVIDSON INC           EQUITY   412822108     3229    64100 SH       DEFINED                   25        0    64100        0
HARLEY-DAVIDSON INC           EQUITY   412822108     1113    22099 SH       DEFINED                21,31    22099        0        0
HARLEYSVILLE GROUP INC        EQUITY   412824104     1545   101300 SH       DEFINED                  4,6        0   101300        0
HARLEYSVILLE GROUP INC        EQUITY   412824104      159    10400 SH       DEFINED                12,21    10400        0        0
HARLEYSVILLE GROUP INC        EQUITY   412824104       15      984 SH       DEFINED             18,21,22      984        0        0
HARLEYSVILLE NATIONAL CORP-PA EQUITY   412850109      221     6528 SH       DEFINED                12,21     6528        0        0
HARLEYSVILLE NATIONAL CORP-PA EQUITY   412850109       32      940 SH       DEFINED             18,21,22      940        0        0
HARMAN INTL INDS INC NEW      EQUITY   413086109     3108    73568 SH       DEFINED                12,21    73568        0        0
HARMAN INTL INDS INC NEW      EQUITY   413086109      209     4955 SH       DEFINED          15,18,21,22     3535        0     1420
HARMAN INTL INDS INC NEW      EQUITY   413086109    10472   247852 SH       DEFINED             18,21,22   125006        0   122846
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102      138    10200 SH       DEFINED                12,21    10200        0        0
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102       20     1451 SH       DEFINED             18,21,22     1301        0      150
HARMON INDUSTRIES INC -NEW-   EQUITY   413136102      209    15500 SH       DEFINED                   25        0    15500        0
HARMONIC INC                  EQUITY   413160102       22      175 SH       DEFINED               -           175        0        0
HARMONIC INC                  EQUITY   413160102       62      500 SH       DEFINED                  4,6        0        0      500
HARMONIC INC                  EQUITY   413160102     1795    14400 SH       DEFINED                12,21    14400        0        0
HARMONIC INC                  EQUITY   413160102      304     2440 SH       DEFINED          15,18,21,22     1500        0      940
HARMONIC INC                  EQUITY   413160102    10878    87284 SH       DEFINED             18,21,22    52222        0    35062
HARMONIC INC                  EQUITY   413160102       37      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
*** HARMONY GOLD MNG LTD ADR  EQUITY   413216300     1382   212670 SH       DEFINED             18,21,22        6        0   212664
HARNISCHFEGER INDS INC        EQUITY   413345109      308   274031 SH       DEFINED                12,21   274031        0        0
HARNISCHFEGER INDS INC        EQUITY   413345109       64    56500 SH       DEFINED             16,18,21    56500        0        0
HARNISCHFEGER INDS INC        EQUITY   413345109       29    25495 SH       DEFINED             18,21,22    12873        0    12622
HARRAHS ENTERTAINMENT INC     EQUITY   413619107        7      270 SH       DEFINED               -           270        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107     6178   223622 SH       DEFINED                12,21   223622        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107      112     4043 SH       DEFINED          15,18,21,22     2275        0     1768
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       32     1175 SH       DEFINED             16,18,21     1175        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107     4991   180687 SH       DEFINED             18,21,22   136110        0    44577
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       99     3590 SH       DEFINED                   25        0     3590        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107       17      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
HARRAHS ENTERTAINMENT INC     EQUITY   413619107      219     7932 SH       DEFINED                21,31     7932        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105       15      524 SH       DEFINED                  4,6        0        0      524
HARRIS CORP-DELAWARE-         EQUITY   413875105      241     8677 SH       DEFINED                12,21     8677        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105       17      618 SH       DEFINED          15,18,21,22      320        0      298
HARRIS CORP-DELAWARE-         EQUITY   413875105       11      400 SH       DEFINED             16,18,21      400        0        0
HARRIS CORP-DELAWARE-         EQUITY   413875105     1800    64871 SH       DEFINED             18,21,22    49440        0    15431
HARRIS CORP-DELAWARE-         EQUITY   413875105       62     2250 SH       DEFINED                   25        0     2250        0
HARRIS CORP-DELAWARE-         EQUITY   413875105      263     9486 SH       DEFINED                21,31     9486        0        0
HARRIS FINANCIAL INC          EQUITY   414541102      111    10000 SH       DEFINED               -         10000        0        0
HARRIS FINANCIAL INC          EQUITY   414541102       85     7600 SH       DEFINED                12,21     7600        0        0
HARRIS FINANCIAL INC          EQUITY   414541102       37     3303 SH       DEFINED             18,21,22      303        0     3000
HARSCO CORP                   EQUITY   415864107       11      400 SH       DEFINED               -           400        0        0
HARSCO CORP                   EQUITY   415864107     3612   136625 SH       DEFINED                12,21   136625        0        0
HARSCO CORP                   EQUITY   415864107       12      459 SH       DEFINED          15,18,21,22      336        0      123
HARSCO CORP                   EQUITY   415864107     6426   243073 SH       DEFINED             18,21,22   205227        0    37846
HARTE-HANKS INC               EQUITY   416196103       35     1500 SH       DEFINED               -          1500        0        0
HARTE-HANKS INC               EQUITY   416196103      141     6038 SH       DEFINED                12,21     6038        0        0
HARTE-HANKS INC               EQUITY   416196103      102     4380 SH       DEFINED          15,18,21,22     2055        0     2325
HARTE-HANKS INC               EQUITY   416196103     2705   116015 SH       DEFINED             18,21,22    84737        0    31278
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     1221    31254 SH       DEFINED               -         31254        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     6547   167600 SH       DEFINED   2,3,11,13,14,29,30        0   167600        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     9418   241088 SH       DEFINED                  4,6      400   207875    32813
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104    54081  1384449 SH       DEFINED                12,21  1384449        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     1985    50815 SH       DEFINED          15,18,21,22    31931        0    18883
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     2453    62802 SH       DEFINED             16,18,21    62802        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104   199923  5117967 SH       DEFINED             18,21,22  1404588        0  3713379
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104     1073    27468 SH       DEFINED                   25        0    27468        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104      992    25404 SH       DEFINED     3,13,14,26,29,30    25404        0        0
HARTFORD FINL SVCS GROUP INC  EQUITY   416515104      655    16780 SH       DEFINED                21,31    16780        0        0
HARTFORD LIFE INC CL A        EQUITY   416592103     2215    47640 SH       DEFINED                  4,6    13200        0    34440
HARTFORD LIFE INC CL A        EQUITY   416592103     1404    30199 SH       DEFINED                12,21    30199        0        0
HARTFORD LIFE INC CL A        EQUITY   416592103      269     5787 SH       DEFINED          15,18,21,22     4477        0     1310
HARTFORD LIFE INC CL A        EQUITY   416592103    10188   219094 SH       DEFINED             18,21,22   156436        0    62658
HARTFORD LIFE INC CL A        EQUITY   416592103      242     5200 SH       DEFINED                21,31     5200        0        0
HASBRO INC                    EQUITY   418056107     5914   268068 SH       DEFINED                12,21   268068        0        0
HASBRO INC                    EQUITY   418056107      277    12546 SH       DEFINED          15,18,21,22     5631        0     6915
HASBRO INC                    EQUITY   418056107    14031   635970 SH       DEFINED             18,21,22   402998        0   232971
HASBRO INC                    EQUITY   418056107      121     5468 SH       DEFINED                   25        0     5468        0
HASBRO INC                    EQUITY   418056107      341    15450 SH       DEFINED     3,13,14,26,29,30    15450        0        0
HASBRO INC                    EQUITY   418056107      266    12065 SH       DEFINED                21,31    12065        0        0
HASTINGS ENTERTAINMENT INC    EQUITY   418365102        5      600 SH       DEFINED          15,18,21,22        0        0      600
HASTINGS ENTERTAINMENT INC    EQUITY   418365102      155    18248 SH       DEFINED             18,21,22    11408        0     6840
HAVEN BANCORP INC             EQUITY   419352109     3071   195000 SH       DEFINED                    6   195000        0        0
HAVEN BANCORP INC             EQUITY   419352109        3      201 SH       DEFINED             18,21,22        1        0      200
HAVERTY FURNITURE COS INC     EQUITY   419596101     5234   336324 SH       DEFINED                12,21   336324        0        0
HAVERTY FURNITURE COS INC     EQUITY   419596101       16     1000 SH       DEFINED          15,18,21,22        0        0     1000
HAVERTY FURNITURE COS INC     EQUITY   419596101       19     1208 SH       DEFINED             18,21,22        8        0     1200
HAVERTY FURNITURE COS INC     EQUITY   419596101      775    49800 SH       DEFINED                   25        0    49800        0
HAVERTY FURNITURE COS INC     EQUITY   419596101     1872   120289 SH       DEFINED                21,31   120289        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100       14      400 SH       DEFINED               -           400        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100      558    15900 SH       DEFINED                  4,6     2500        0    13400
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100     7855   224035 SH       DEFINED                12,21   224035        0        0
HAWAIIAN ELECTRIC INDS INC    EQUITY   419870100     3957   112866 SH       DEFINED             18,21,22   101813        0    11053
HAWK CORP CLASS A             EQUITY   420089104      359    70000 SH       DEFINED                12,21    70000        0        0
HAYES LEMMERZ INTL INC        EQUITY   420781106     1130    49800 SH       DEFINED                12,21    49800        0        0
HAYES LEMMERZ INTL INC        EQUITY   420781106      365    16078 SH       DEFINED             18,21,22    15534        0      544
HAYES LEMMERZ INTL INC        EQUITY   420781106      678    29900 SH       DEFINED                21,31    29900        0        0
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     2402    92850 SH       DEFINED                  4,6    23000        0    69850
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     1685    65117 SH       DEFINED                12,21    65117        0        0
HEALTH CARE PROPERTY INVS INC EQUITY   421915109       10      400 SH       DEFINED          15,18,21,22        0        0      400
HEALTH CARE PROPERTY INVS INC EQUITY   421915109     1754    67774 SH       DEFINED             18,21,22    32280        0    35493
HEALTH CARE PROPERTY INVS INC EQUITY   421915109      890    34401 SH       DEFINED                21,31    34401        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AD3       47    60000 PRN      DEFINED                12,21    60000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AD3     5038  6500000 PRN      DEFINED             16,18,21  6500000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AF8      414   534000 PRN      DEFINED                12,21   534000        0        0
HEALTHSOUTH CORP CV SUB NOTES CORPBOND 421924AF8     6161  7950000 PRN      DEFINED             16,18,21  7950000        0        0
HEALTHSOUTH CORP              EQUITY   421924101       10     1600 SH       DEFINED                  4,6        0        0     1600
HEALTHSOUTH CORP              EQUITY   421924101      379    63905 SH       DEFINED                12,21    63905        0        0
HEALTHSOUTH CORP              EQUITY   421924101      250    42051 SH       DEFINED          15,18,21,22     3433        0    38618
HEALTHSOUTH CORP              EQUITY   421924101     2711   456615 SH       DEFINED             18,21,22   261098        0   195517
HEALTHSOUTH CORP              EQUITY   421924101       69    11700 SH       DEFINED                   25        0    11700        0
HEALTHSOUTH CORP              EQUITY   421924101      413    69500 SH       DEFINED     3,13,14,26,29,30    69500        0        0
HEALTHSOUTH CORP              EQUITY   421924101      152    25629 SH       DEFINED                21,31    25629        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102       71     9940 SH       DEFINED               -          9940        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102       32     4499 SH       DEFINED                  4,6     4499        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102    34139  4749398 SH       DEFINED                12,21  4749398        0        0
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102      727   101167 SH       DEFINED          15,18,21,22    44285        0    56882
HEALTH MGMT ASSOC INC CL A    OPTION   421933102      144    20000 SH  CALL DEFINED             18,21,22        0        0    20000
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102    27653  3847037 SH       DEFINED             18,21,22  1461571        0  2385466
HEALTH MGMT ASSOC INC CL A    EQUITY   421933102      233    32400 SH       DEFINED                21,31    32400        0        0
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AA2    14749 16388000 PRN      DEFINED             16,18,21 16388000        0        0
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AA2    20079 22310000 PRN      DEFINED             18,21,22 21075000        0  1235000
HEALTHCARE RLTY TR INC CV S/D CORPBOND 421946AB0       31    30000 PRN      DEFINED             18,21,22        0        0    30000
HEALTHCARE REALTY TRUST INC   EQUITY   421946104       37     1941 SH       DEFINED               -          1941        0        0
HEALTHCARE REALTY TRUST INC   EQUITY   421946104      621    32570 SH       DEFINED                12,21    32570        0        0
HEALTHCARE REALTY TRUST INC   EQUITY   421946104       20     1032 SH       DEFINED          15,18,21,22      634        0      398
HEALTHCARE REALTY TRUST INC   EQUITY   421946104     6478   339832 SH       DEFINED             18,21,22   174465        0   165367
HEALTHPLAN SERVICES CORP      EQUITY   421959107      559    74551 SH       DEFINED             18,21,22    28037        0    46514
HEARTPORT INC                 EQUITY   421969106       84    18900 SH       DEFINED             18,21,22        0        0    18900
HEALTH CARE REIT INC          EQUITY   42217K106      107     5400 SH       DEFINED                  4,6      200        0     5200
HEALTH CARE REIT INC          EQUITY   42217K106      443    22346 SH       DEFINED                12,21    22346        0        0
HEALTH CARE REIT INC          OPTION   42217K106       14      700 SH  PUT  DEFINED             18,21,22        0        0      700
HEALTH CARE REIT INC          EQUITY   42217K106     3125   157722 SH       DEFINED             18,21,22    95619        0    62103
HEALTHEON CORP                EQUITY   422209106      242     6652 SH       DEFINED                12,21     6652        0        0
HEALTHEON CORP                EQUITY   422209106       20      550 SH       DEFINED          15,18,21,22        0        0      550
HEALTHEON CORP                EQUITY   422209106      384    10572 SH       DEFINED             18,21,22     8554        0     2018
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107     8679   387871 SH       DEFINED                12,21   387871        0        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107       92     4100 SH       DEFINED             16,18,21     4100        0        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107     2300   102776 SH       DEFINED             18,21,22   100955        0     1821
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107      125     5600 SH       DEFINED                   25        0     5600        0
HEARST-ARGYLE TELEVISION INC  EQUITY   422317107        7      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
HEARTLAND EXPRESS INC         EQUITY   422347104      236    16685 SH       DEFINED                12,21    16685        0        0
HEARTLAND EXPRESS INC         EQUITY   422347104       35     2500 SH       DEFINED             18,21,22        0        0     2500
HEARTLAND PARTNERS L P UNIT   EQUITY   422357103      613    36600 SH       DEFINED   2,3,11,13,14,29,30        0    36600        0
HEARX LTD NEW                 EQUITY   422360305       78    16735 SH       DEFINED             18,21,22    11130        0     5605
HECLA MINING CO CLASS A       EQUITY   422704106      638   212600 SH       DEFINED   2,3,11,13,14,29,30        0   212600        0
HECLA MINING CO CLASS A       EQUITY   422704106      594   197875 SH       DEFINED             18,21,22    11094        0   186781
HEICO CORP NEW                EQUITY   422806109      103     5400 SH       DEFINED                12,21     5400        0        0
HEICO CORP NEW                EQUITY   422806109     2225   116321 SH       DEFINED             18,21,22     4504        0   111816
HEICO CORP CL A               EQUITY   422806208      593    30814 SH       DEFINED             18,21,22      750        0    30064
HEIDRICK & STRUGGLES INTL INC EQUITY   422819102     5457   311800 SH       DEFINED   2,3,11,13,14,29,30        0   311800        0
HEIDRICK & STRUGGLES INTL INC EQUITY   422819102      250    14300 SH       DEFINED                12,21    14300        0        0
HEILIG MEYERS CO              EQUITY   422893107      217    48826 SH       DEFINED                12,21    48826        0        0
HEILIG MEYERS CO              EQUITY   422893107       18     4000 SH       DEFINED          15,18,21,22        0        0     4000
HEILIG MEYERS CO              EQUITY   422893107       25     5640 SH       DEFINED             18,21,22     5190        0      450
H J HEINZ CO                  EQUITY   423074103     1376    31550 SH       DEFINED               -         31550        0        0
H J HEINZ CO                  EQUITY   423074103     6215   142459 SH       DEFINED                  4,6     6399   126875     9185
H J HEINZ CO                  EQUITY   423074103    63784  1462103 SH       DEFINED                12,21  1462103        0        0
H J HEINZ CO                  EQUITY   423074103     1345    30828 SH       DEFINED          15,18,21,22    21081        0     9747
H J HEINZ CO                  EQUITY   423074103     3293    75491 SH       DEFINED             16,18,21    75491        0        0
H J HEINZ CO                  EQUITY   423074103      292     6689 SH       DEFINED       17,18,19,20,21     6689        0        0
H J HEINZ CO                  EQUITY   423074103   187809  4305073 SH       DEFINED             18,21,22  1236467        0  3068605
H J HEINZ CO                  OPTION   423074103     3193    73200 SH  CALL DEFINED             18,21,22    73200        0        0
H J HEINZ CO                  OPTION   423074103       22      500 SH  PUT  DEFINED             18,21,22        0        0      500
H J HEINZ CO                  EQUITY   423074103     1227    28121 SH       DEFINED                   25        0    28121        0
H J HEINZ CO                  EQUITY   423074103      448    10269 SH       DEFINED     3,13,14,26,29,30    10269        0        0
H J HEINZ CO                  EQUITY   423074103     1584    36306 SH       DEFINED                21,31    36306        0        0
HELIX TECHNOLOGY CORP         EQUITY   423319102       16      500 SH       DEFINED                  4,6        0        0      500
HELIX TECHNOLOGY CORP         EQUITY   423319102      801    24400 SH       DEFINED                12,21    24400        0        0
HELIX TECHNOLOGY CORP         EQUITY   423319102       13      400 SH       DEFINED          15,18,21,22        0        0      400
HELIX TECHNOLOGY CORP         EQUITY   423319102      570    17365 SH       DEFINED             18,21,22    11210        0     6155
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307        1      100 SH       DEFINED               -           100        0        0
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307     2461   220000 SH       DEFINED                  6,7        0        0   220000
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307        2      193 SH       DEFINED          15,18,21,22      110        0       83
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307       29     2620 SH       DEFINED       17,18,19,20,21     2620        0        0
*** HELLENIC TELECOMMUNICATIO EQUITY   423325307      602    53825 SH       DEFINED             18,21,22    39596        0    14229
HELLER FINANCIAL INC          EQUITY   423328103        5      220 SH       DEFINED               -           220        0        0
HELLER FINANCIAL INC          EQUITY   423328103     5372   239436 SH       DEFINED   2,3,11,13,14,29,30        0   239436        0
HELLER FINANCIAL INC          EQUITY   423328103       11      485 SH       DEFINED                  4,6        0        0      485
HELLER FINANCIAL INC          EQUITY   423328103     3972   177000 SH       DEFINED                  6,7        0        0   177000
HELLER FINANCIAL INC          EQUITY   423328103     1184    52777 SH       DEFINED                12,21    52777        0        0
HELLER FINANCIAL INC          EQUITY   423328103      119     5325 SH       DEFINED          15,18,21,22     2820        0     2505
HELLER FINANCIAL INC          EQUITY   423328103     4358   194211 SH       DEFINED             18,21,22   148834        0    45377
HELMERICH & PAYNE INC         EQUITY   423452101     1110    43517 SH       DEFINED                12,21    43517        0        0
HELMERICH & PAYNE INC         EQUITY   423452101      382    14990 SH       DEFINED          15,18,21,22     9335        0     5655
HELMERICH & PAYNE INC         EQUITY   423452101     4038   158358 SH       DEFINED             18,21,22   107510        0    50848
HELMERICH & PAYNE INC         EQUITY   423452101      613    24042 SH       DEFINED                   25        0    24042        0
HELMERICH & PAYNE INC         EQUITY   423452101       77     3017 SH       DEFINED                21,31     3017        0        0
HEMAGEN DIAGNOSICS INC        EQUITY   423501105       19    14500 SH       DEFINED             18,21,22      500        0    14000
HEMISPHERX BIOPHARMA INC      EQUITY   42366C103      169    24600 SH       DEFINED                12,21    24600        0        0
HEMISPHERX BIOPHARMA INC      EQUITY   42366C103       50     7321 SH       DEFINED             18,21,22     2100        0     5221
JACK HENRY & ASSOCIATES INC   EQUITY   426281101     2231    59200 SH       DEFINED                12,21    59200        0        0
JACK HENRY & ASSOCIATES INC   EQUITY   426281101      159     4229 SH       DEFINED          15,18,21,22     1884        0     2345
JACK HENRY & ASSOCIATES INC   EQUITY   426281101     2900    76937 SH       DEFINED             18,21,22    57367        0    19569
HERBALIFE INT'L INC CL A      EQUITY   426908208      153    10200 SH       DEFINED                12,21    10200        0        0
HERBALIFE INT'L INC CL A      EQUITY   426908208        5      303 SH       DEFINED             18,21,22      303        0        0
HERBALIFE INTL INC CL-B       EQUITY   426908307       28     2000 SH       DEFINED             16,18,21     2000        0        0
HERBALIFE INTL INC CL-B       OPTION   426908307       57     4000 SH  CALL DEFINED             18,21,22        0        0     4000
HERBALIFE INTL INC CL-B       EQUITY   426908307       64     4545 SH       DEFINED             18,21,22     2813        0     1732
HERCULES INC                  EQUITY   427056106    14000   500000 SH       DEFINED                    6   500000        0        0
HERCULES INC                  EQUITY   427056106    32361  1155750 SH       DEFINED                12,21  1155750        0        0
HERCULES INC                  EQUITY   427056106       76     2708 SH       DEFINED          15,18,21,22     1286        0     1422
HERCULES INC                  EQUITY   427056106     7155   255518 SH       DEFINED             18,21,22   156515        0    99002
HERCULES INC                  EQUITY   427056106      523    18681 SH       DEFINED                   25        0    18681        0
HERCULES INC                  EQUITY   427056106      183     6524 SH       DEFINED                21,31     6524        0        0
HERITAGE FINL CORP WASH       EQUITY   42722X106       23     3000 SH       DEFINED               -          3000        0        0
HERITAGE FINL CORP WASH       EQUITY   42722X106      108    13783 SH       DEFINED             18,21,22      702        0    13080
HERSHEY FOODS CORP            EQUITY   427866108      133     2750 SH       DEFINED               -          2750        0        0
HERSHEY FOODS CORP            EQUITY   427866108      868    17999 SH       DEFINED                  4,6    14887        0     3112
HERSHEY FOODS CORP            EQUITY   427866108     2468    51158 SH       DEFINED                12,21    51158        0        0
HERSHEY FOODS CORP            EQUITY   427866108      157     3245 SH       DEFINED          15,18,21,22     3075        0      170
HERSHEY FOODS CORP            EQUITY   427866108    12016   249045 SH       DEFINED             18,21,22   145236        0   103809
HERSHEY FOODS CORP            EQUITY   427866108      244     5060 SH       DEFINED                   25        0     5060        0
HERSHEY FOODS CORP            EQUITY   427866108      417     8652 SH       DEFINED                21,31     8652        0        0
HERTZ TECH GROUP INC          EQUITY   42804Y303       39    11000 SH       DEFINED             18,21,22    11000        0        0
HERTZ CORP CL A               EQUITY   428040109     1287    28951 SH       DEFINED                12,21    28951        0        0
HERTZ CORP CL A               EQUITY   428040109      225     5072 SH       DEFINED          15,18,21,22     1900        0     3172
HERTZ CORP CL A               EQUITY   428040109       58     1300 SH       DEFINED                18,21     1300        0        0
HERTZ CORP CL A               EQUITY   428040109    20691   465618 SH       DEFINED             18,21,22   414489        0    51129
HEWLETT PACKARD CO LIQUID     CORPBOND 428236AA1    17024 29100000 PRN      DEFINED             18,21,22 29100000        0        0
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7       76   130000 PRN      DEFINED               -        130000        0        0
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7      417   713000 PRN      DEFINED          15,18,21,22   359000        0   354000
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7     6962 11900000 PRN      DEFINED             16,18,21 11900000        0        0
HEWLET PACKARD CO SUB LIQUID  CORPBOND 428236AC7    13171 22515000 PRN      DEFINED             18,21,22 16574000        0  5941000
HEWLETT PACKARD CO            EQUITY   428236103     4796    54886 SH       DEFINED               -         54886        0        0
HEWLETT PACKARD CO            EQUITY   428236103    13481   154285 SH       DEFINED                  4,6    66025     1100    87160
HEWLETT PACKARD CO            EQUITY   428236103     2391    27364 SH       DEFINED                5,6,7        0        0    27364
HEWLETT PACKARD CO            EQUITY   428236103      493     5640 SH       DEFINED                  6,7        0        0     5640
HEWLETT PACKARD CO            EQUITY   428236103   126720  1450298 SH       DEFINED                12,21  1450298        0        0
HEWLETT PACKARD CO            EQUITY   428236103    27688   316887 SH       DEFINED          15,18,21,22   199639        0   117248
HEWLETT PACKARD CO            EQUITY   428236103     5609    64200 SH       DEFINED             16,18,21    64200        0        0
HEWLETT PACKARD CO            EQUITY   428236103      105     1200 SH       DEFINED                18,21     1200        0        0
HEWLETT PACKARD CO            EQUITY   428236103   406034  4647029 SH       DEFINED             18,21,22  2643023        0  2004005
HEWLETT PACKARD CO            OPTION   428236103      271     3100 SH  CALL DEFINED             18,21,22        0        0     3100
HEWLETT PACKARD CO            OPTION   428236103      236     2700 SH  PUT  DEFINED             18,21,22     1000        0     1700
HEWLETT PACKARD CO            EQUITY   428236103      105     1200 SH       DEFINED            4,6,23,24     1200        0        0
HEWLETT PACKARD CO            EQUITY   428236103     4672    53476 SH       DEFINED                   25        0    53476        0
HEWLETT PACKARD CO            EQUITY   428236103     1774    20300 SH       DEFINED     3,13,14,26,29,30    20300        0        0
HEWLETT PACKARD CO            EQUITY   428236103     6240    71421 SH       DEFINED                21,31    71421        0        0
HEXCEL CORP NEW               EQUITY   428291108        3      463 SH       DEFINED               -           463        0        0
HEXCEL CORP NEW               EQUITY   428291108       67    11600 SH       DEFINED                12,21    11600        0        0
HEXCEL CORP NEW               EQUITY   428291108       25     4284 SH       DEFINED             18,21,22     2721        0     1563
HI/FN INC                     EQUITY   428358105     4368    41400 SH       DEFINED                12,21    41400        0        0
HI/FN INC                     EQUITY   428358105     1519    14394 SH       DEFINED             18,21,22     8650        0     5744
HI/FN INC                     EQUITY   428358105      200     1900 SH       DEFINED                   25        0     1900        0
HI/FN INC                     EQUITY   428358105     1097    10400 SH       DEFINED                21,31    10400        0        0
HIBBETT SPORTING GOODS INC    EQUITY   428565105      160     9900 SH       DEFINED                12,21     9900        0        0
HIBBETT SPORTING GOODS INC    EQUITY   428565105        6      350 SH       DEFINED          15,18,21,22      255        0       95
HIBBETT SPORTING GOODS INC    EQUITY   428565105     1145    70758 SH       DEFINED             18,21,22    25826        0    44932
HIBERNIA CORP CL A            EQUITY   428656102       13     1100 SH       DEFINED               -          1100        0        0
HIBERNIA CORP CL A            EQUITY   428656102      359    30400 SH       DEFINED                  4,6        0        0    30400
HIBERNIA CORP CL A            EQUITY   428656102      164    13843 SH       DEFINED                12,21    13843        0        0
HIBERNIA CORP CL A            EQUITY   428656102      128    10870 SH       DEFINED          15,18,21,22     9920        0      950
HIBERNIA CORP CL A            EQUITY   428656102      818    69277 SH       DEFINED             18,21,22    50257        0    19020
HIBERNIA CORP CL A            EQUITY   428656102      267    22600 SH       DEFINED                21,31    22600        0        0
HICKORY TECH CORP             EQUITY   429060106      989    77552 SH       DEFINED             18,21,22    17702        0    59850
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105      186    20268 SH       DEFINED               -         20268        0        0
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105       79     8555 SH       DEFINED          15,18,21,22     7562        0      992
HIGH INCOME OPPORTUNITY FD IN EQUITY   42967Q105     4217   458931 SH       DEFINED             18,21,22   247822        0   211108
HIGH PLAINS CORP              EQUITY   429701105      149    95500 SH       DEFINED             18,21,22     2500        0    93000
HIGH SPEED ACCESS CORP        EQUITY   42979U102      888    38613 SH       DEFINED                  4,6    17508    16059     5046
HIGH SPEED ACCESS CORP        EQUITY   42979U102        6      244 SH       DEFINED                  6,7        0        0      244
HIGH SPEED ACCESS CORP        EQUITY   42979U102      230    10000 SH       DEFINED                12,21    10000        0        0
HIGH SPEED ACCESS CORP        EQUITY   42979U102      230    10000 SH       DEFINED             16,18,21    10000        0        0
HIGH SPEED ACCESS CORP        EQUITY   42979U102      750    32591 SH       DEFINED             18,21,22    26441        0     6150
*** HIGHVELD STEEL&VANADIUM-  EQUITY   431232206       84    27060 SH       DEFINED             18,21,22    19560        0     7500
HIGHWOODS PROPERTIES INC      EQUITY   431284108        8      300 SH       DEFINED               -           300        0        0
HIGHWOODS PROPERTIES INC      EQUITY   431284108     5539   217762 SH       DEFINED                12,21   217762        0        0
HIGHWOODS PROPERTIES INC      EQUITY   431284108      408    16047 SH       DEFINED          15,18,21,22     7727        0     8320
HIGHWOODS PROPERTIES INC      EQUITY   431284108    15665   615814 SH       DEFINED             18,21,22   543378        0    72436
HILB ROGAL & HAMILTON CO      EQUITY   431294107      375    14993 SH       DEFINED                12,21    14993        0        0
HILB ROGAL & HAMILTON CO      EQUITY   431294107        1       25 SH       DEFINED             18,21,22       25        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104       20      750 SH       DEFINED               -           750        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      541    20000 SH       DEFINED                  4,6    20000        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104       92     3386 SH       DEFINED                12,21     3386        0        0
HILLENBRAND INDUSTRIES INC    EQUITY   431573104       13      465 SH       DEFINED          15,18,21,22      335        0      130
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      783    28930 SH       DEFINED             18,21,22    19670        0     9260
HILLENBRAND INDUSTRIES INC    EQUITY   431573104      114     4200 SH       DEFINED                21,31     4200        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3       20    25000 PRN      DEFINED               -         25000        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      122   150000 PRN      DEFINED                  4,6        0        0   150000
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      253   312500 PRN      DEFINED                12,21   312500        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3      178   220000 PRN      DEFINED          15,18,21,22   134000        0    86000
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3     2430  3000000 PRN      DEFINED             16,18,21  3000000        0        0
HILTON HOTELS CORP CV SUB     CORPBOND 432848AL3    15137 18688000 PRN      DEFINED             18,21,22 11004000        0  7684000
HILTON HOTELS CORP            EQUITY   432848109       18     1800 SH       DEFINED                  4,6        0        0     1800
HILTON HOTELS CORP            EQUITY   432848109     4760   488207 SH       DEFINED                12,21   488207        0        0
HILTON HOTELS CORP            EQUITY   432848109       98    10045 SH       DEFINED          15,18,21,22     8045        0     2000
HILTON HOTELS CORP            EQUITY   432848109     1073   110000 SH       DEFINED             16,18,21   110000        0        0
HILTON HOTELS CORP            EQUITY   432848109     6798   697213 SH       DEFINED             18,21,22   147062        0   550151
HILTON HOTELS CORP            OPTION   432848109      341    35000 SH  CALL DEFINED             18,21,22        0        0    35000
HILTON HOTELS CORP            EQUITY   432848109       93     9499 SH       DEFINED                   25        0     9499        0
HILTON HOTELS CORP            EQUITY   432848109      158    16180 SH       DEFINED                21,31    16180        0        0
HINES HORTICULTURE INC        EQUITY   433245107      238    24100 SH       DEFINED                12,21    24100        0        0
HINES HORTICULTURE INC        EQUITY   433245107        1      150 SH       DEFINED             18,21,22      150        0        0
HISPANIC BROADCASTING CORP    EQUITY   43357B104     8708   113187 SH       DEFINED                  4,6    35845    35362    41980
HISPANIC BROADCASTING CORP    EQUITY   43357B104       45      585 SH       DEFINED                  6,7        0        0      585
HISPANIC BROADCASTING CORP    EQUITY   43357B104     2732    35503 SH       DEFINED                12,21    35503        0        0
HISPANIC BROADCASTING CORP    EQUITY   43357B104      855    11108 SH       DEFINED             18,21,22     3795        0     7313
HISPANIC BROADCASTING CORP    EQUITY   43357B104      646     8400 SH       DEFINED                21,31     8400        0        0
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507       73      680 SH       DEFINED               -           680        0        0
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507     1391    12900 SH       DEFINED          15,18,21,22     8829        0     4071
*** HITACHI LTD-ADR-10 COM-NE EQUITY   433578507    60650   562545 SH       DEFINED             18,21,22   422259        0   140285
*** HOECHST A G SPONSORED ADR EQUITY   434390308      624    14328 SH       DEFINED               -         14328        0        0
*** HOECHST A G SPONSORED ADR EQUITY   434390308     2311    53048 SH       DEFINED          15,18,21,22    33610        0    19438
*** HOECHST A G SPONSORED ADR EQUITY   434390308    64729  1485875 SH       DEFINED             18,21,22  1077686        0   408189
*** HOECHST A G SPONSORED ADR EQUITY   434390308     1576    36185 SH       DEFINED                   25        0    36185        0
HOENIG GROUP INC              EQUITY   434396107      224    20700 SH       DEFINED                12,21    20700        0        0
HOENIG GROUP INC              EQUITY   434396107       16     1500 SH       DEFINED             18,21,22     1500        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108     4435   375447 SH       DEFINED                12,21   375447        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108       12     1032 SH       DEFINED          15,18,21,22      755        0      277
HOLLINGER INTERNATIONAL INC   EQUITY   435569108      236    20000 SH       DEFINED             16,18,21    20000        0        0
HOLLINGER INTERNATIONAL INC   EQUITY   435569108     3190   270030 SH       DEFINED             18,21,22   239934        0    30096
HOLLINGER INTL INC 9.75% CONV EQUITY   435569207      102    10000 SH       DEFINED             16,18,21    10000        0        0
HOLLINGER INTL INC 9.75% CONV EQUITY   435569207      168    16500 SH       DEFINED             18,21,22     6000        0    10500
HOLLY CORP-NEW                EQUITY   435758305      172    11463 SH       DEFINED             18,21,22      663        0    10800
HOLLIS-EDEN PHARMACEUTICALS   EQUITY   435902101      259    19209 SH       DEFINED             18,21,22     8385        0    10824
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105      499    33700 SH       DEFINED                12,21    33700        0        0
HOLLYWOOD ENTERTAINMENT CORP  OPTION   436141105     2222   150000 SH  CALL DEFINED       17,18,19,20,21   150000        0        0
HOLLYWOOD ENTERTAINMENT CORP  EQUITY   436141105      119     8028 SH       DEFINED             18,21,22     7993        0       35
HOLLYWOOD ENTERTAINMENT CORP  OPTION   436141105     2222   150000 SH  CALL DEFINED             18,21,22   150000        0        0
HOLLYWOOD PARK INC            EQUITY   436255103     1277    84409 SH       DEFINED                12,21    84409        0        0
HOLLYWOOD PARK INC            EQUITY   436255103       17     1125 SH       DEFINED             18,21,22        0        0     1125
HOLLYWOOD PARK INC            EQUITY   436255103      313    20700 SH       DEFINED                   25        0    20700        0
HOME DEPOT INC CV SUB NOTES   CORPBOND 437076AE2    60602 20648000 PRN      DEFINED             18,21,22 20468000        0   180000
HOME DEPOT INC                EQUITY   437076102     7590   109109 SH       DEFINED               -        109109        0        0
HOME DEPOT INC                EQUITY   437076102   111779  1606879 SH       DEFINED                  4,6   609293   312533   685053
HOME DEPOT INC                EQUITY   437076102     2105    30260 SH       DEFINED                  6,7        0        0    30260
HOME DEPOT INC                EQUITY   437076102   269358  3872139 SH       DEFINED                12,21  3872139        0        0
HOME DEPOT INC                EQUITY   437076102    78902  1134253 SH       DEFINED          15,18,21,22   535703        0   598549
HOME DEPOT INC                OPTION   437076102       35      500 SH  CALL DEFINED          15,18,21,22        0        0      500
HOME DEPOT INC                EQUITY   437076102    20531   295146 SH       DEFINED             16,18,21   295146        0        0
HOME DEPOT INC                EQUITY   437076102  1275422 18334782 SH       DEFINED             18,21,22  9703793        0  8630988
HOME DEPOT INC                OPTION   437076102    39512   568000 SH  CALL DEFINED             18,21,22   550000        0    18000
HOME DEPOT INC                OPTION   437076102      348     5000 SH  PUT  DEFINED             18,21,22        0        0     5000
HOME DEPOT INC                EQUITY   437076102      125     1800 SH       DEFINED            4,6,23,24     1800        0        0
HOME DEPOT INC                EQUITY   437076102     9492   136454 SH       DEFINED                   25        0   136454        0
HOME DEPOT INC                EQUITY   437076102    31370   450955 SH       DEFINED     3,13,14,26,29,30   450955        0        0
HOME DEPOT INC                EQUITY   437076102     7243   104119 SH       DEFINED                21,31   104119        0        0
HOME PRODUCTS INTL INC        EQUITY   437305105      197    18500 SH       DEFINED             18,21,22        0        0    18500
HOME PROPERTIES OF N Y INC    EQUITY   437306103      416    15552 SH       DEFINED                12,21    15552        0        0
HOME PROPERTIES OF N Y INC    EQUITY   437306103     1065    39809 SH       DEFINED             18,21,22    18524        0    21285
HOMEBASE INC - SUB NOTES CONV CORPBOND 43738EAA6      690  1000000 PRN      DEFINED             16,18,21  1000000        0        0
HOMEBASE INC                  EQUITY   43738E108      194    50900 SH       DEFINED                12,21    50900        0        0
HOMEBASE INC                  EQUITY   43738E108       79    20660 SH       DEFINED             18,21,22     2910        0    17750
HOMELAND HOLDING CORP         EQUITY   43739T104      236    62863 SH       DEFINED             18,21,22        0        0    62863
HOMESTAKE MINING CO           EQUITY   437614100     5388   563400 SH       DEFINED   2,3,11,13,14,29,30        0   563400        0
HOMESTAKE MINING CO           EQUITY   437614100      282    29540 SH       DEFINED                12,21    29540        0        0
HOMESTAKE MINING CO           EQUITY   437614100       20     2090 SH       DEFINED          15,18,21,22        0        0     2090
HOMESTAKE MINING CO           EQUITY   437614100     5375   562095 SH       DEFINED             18,21,22   199816        0   362278
HOMESTAKE MINING CO           OPTION   437614100       17     1800 SH  CALL DEFINED             18,21,22        0        0     1800
HOMESTAKE MINING CO           OPTION   437614100        2      200 SH  PUT  DEFINED             18,21,22        0        0      200
HOMESTAKE MINING CO           EQUITY   437614100       69     7214 SH       DEFINED                   25        0     7214        0
HOMESTAKE MINING CO           EQUITY   437614100      153    16007 SH       DEFINED                21,31    16007        0        0
HOMESTEAD VILLAGE INC         EQUITY   437851108      261    99460 SH       DEFINED             18,21,22    19285        0    80175
HON INDUSTRIES INC            EQUITY   438092108       73     3670 SH       DEFINED                12,21     3670        0        0
HON INDUSTRIES INC            EQUITY   438092108      134     6681 SH       DEFINED             18,21,22     1981        0     4700
*** HONDA MOTOR CO LTD ADR-NE EQUITY   438128308       79      960 SH       DEFINED          15,18,21,22      700        0      260
*** HONDA MOTOR CO LTD ADR-NE EQUITY   438128308     1250    15170 SH       DEFINED             18,21,22    11743        0     3427
HONEYWELL INC                 EQUITY   438506107     1751    15636 SH       DEFINED               -         15636        0        0
HONEYWELL INC                 EQUITY   438506107    10885    97190 SH       DEFINED                  4,6    10350    61600    25240
HONEYWELL INC                 EQUITY   438506107    92012   821534 SH       DEFINED                12,21   821534        0        0
HONEYWELL INC                 EQUITY   438506107     5709    50973 SH       DEFINED          15,18,21,22    26587        0    24386
HONEYWELL INC                 EQUITY   438506107     7762    69300 SH       DEFINED             16,18,21    69300        0        0
HONEYWELL INC                 EQUITY   438506107   472274  4216735 SH       DEFINED             18,21,22  2476225        0  1740510
HONEYWELL INC                 EQUITY   438506107     1163    10382 SH       DEFINED                   25        0    10382        0
HONEYWELL INC                 EQUITY   438506107      480     4286 SH       DEFINED     3,13,14,26,29,30     4286        0        0
HONEYWELL INC                 EQUITY   438506107     1496    13359 SH       DEFINED                21,31    13359        0        0
HOOPER HOLMES INC             EQUITY   439104100     1928    73800 SH       DEFINED                12,21    73800        0        0
HOOPER HOLMES INC             EQUITY   439104100      187     7170 SH       DEFINED          15,18,21,22     1790        0     5380
HOOPER HOLMES INC             EQUITY   439104100     3441   131707 SH       DEFINED             18,21,22    97249        0    34458
HOOPER HOLMES INC             EQUITY   439104100     1082    41400 SH       DEFINED                   25        0    41400        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104       22      820 SH       DEFINED               -           820        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1906    71600 SH       DEFINED   2,3,11,13,14,29,30        0    71600        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1004    37700 SH       DEFINED                12,21    37700        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104      378    14199 SH       DEFINED          15,18,21,22     7367        0     6832
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1049    39400 SH       DEFINED             16,18,21    39400        0        0
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     7657   287591 SH       DEFINED             18,21,22   191324        0    96267
HORACE MANN EDUCATORS CORP NE OPTION   440327104       27     1000 SH  CALL DEFINED             18,21,22        0        0     1000
HORACE MANN EDUCATORS CORP NE EQUITY   440327104     1429    53686 SH       DEFINED                21,31    53686        0        0
HORIZON FINANCIAL CORP        EQUITY   44041F105      381    32404 SH       DEFINED             18,21,22     2589        0    29815
HORIZON OFFSHORE INC          EQUITY   44043J105     3070   394600 SH       DEFINED                12,21   394600        0        0
HORIZON OFFSHORE INC          EQUITY   44043J105       67     8568 SH       DEFINED             18,21,22     6075        0     2493
HORIZON OFFSHORE INC          EQUITY   44043J105      244    31300 SH       DEFINED                   25        0    31300        0
HORMEL FOODS INC              EQUITY   440452100     9172   219679 SH       DEFINED                12,21   219679        0        0
HORMEL FOODS INC              EQUITY   440452100      222     5308 SH       DEFINED          15,18,21,22     3224        0     2084
HORMEL FOODS INC              EQUITY   440452100     1144    27400 SH       DEFINED             16,18,21    27400        0        0
HORMEL FOODS INC              EQUITY   440452100     7043   168690 SH       DEFINED             18,21,22   123075        0    45615
HORMEL FOODS INC              EQUITY   440452100      639    15300 SH       DEFINED                21,31    15300        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102       16      685 SH       DEFINED               -           685        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102       34     1500 SH       DEFINED                  4,6     1500        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102      929    40856 SH       DEFINED                12,21    40856        0        0
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102       78     3418 SH       DEFINED          15,18,21,22     2840        0      578
HOSPITALITY PPTYS TRUST COM   EQUITY   44106M102     5090   223728 SH       DEFINED             18,21,22   120335        0   103393
HOST MARRIOTT CORP NEW        EQUITY   44107P104     7561   806549 SH       DEFINED                12,21   806549        0        0
HOST MARRIOTT CORP NEW        EQUITY   44107P104       59     6289 SH       DEFINED          15,18,21,22        0        0     6289
HOST MARRIOTT CORP NEW        EQUITY   44107P104     6901   736055 SH       DEFINED             18,21,22    10080        0   725975
HOST MARRIOTT CORP NEW        EQUITY   44107P104       86     9203 SH       DEFINED                21,31     9203        0        0
HOTJOBS.COM INC               EQUITY   441474103      230     8511 SH       DEFINED          15,18,21,22     6055        0     2456
HOTJOBS.COM INC               EQUITY   441474103     2517    92991 SH       DEFINED             18,21,22    78847        0    14144
HOUGHTON MIFFLIN CO           EQUITY   441560109     1495    38035 SH       DEFINED                  4,6    13480    17195     7360
HOUGHTON MIFFLIN CO           EQUITY   441560109     2053    52230 SH       DEFINED                  6,7        0        0    52230
HOUGHTON MIFFLIN CO           EQUITY   441560109     5980   152116 SH       DEFINED                12,21   152116        0        0
HOUGHTON MIFFLIN CO           EQUITY   441560109       81     2050 SH       DEFINED          15,18,21,22     2050        0        0
HOUGHTON MIFFLIN CO           EQUITY   441560109     1052    26755 SH       DEFINED             18,21,22    14351        0    12403
HOUGHTON MIFFLIN CO           EQUITY   441560109     1309    33300 SH       DEFINED                21,31    33300        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     5009   127219 SH       DEFINED               -        127219        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     1356    34430 SH       DEFINED                  4,6        0        0    34430
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107    20672   525000 SH       DEFINED                    6   525000        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107   128205  3256011 SH       DEFINED                12,21  3256011        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107    12820   325589 SH       DEFINED          15,18,21,22   179434        0   146155
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     8387   213000 SH       DEFINED             16,18,21   213000        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107   513873 13050752 SH       DEFINED             18,21,22  6441705        0  6609047
HOUSEHOLD INTERNATIONAL INC   OPTION   441815107      291     7400 SH  CALL DEFINED             18,21,22     3000        0     4400
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     6055   153775 SH       DEFINED                   25        0   153775        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107      591    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
HOUSEHOLD INTERNATIONAL INC   EQUITY   441815107     1392    35363 SH       DEFINED                21,31    35363        0        0
HOUSTON EXPLORATION COMPANY   EQUITY   442120101      539    23747 SH       DEFINED                12,21    23747        0        0
HOUSTON EXPLORATION COMPANY   EQUITY   442120101       36     1585 SH       DEFINED             18,21,22       85        0     1500
HOWMET INTERNATIONAL INC      EQUITY   443208103      955    71761 SH       DEFINED                12,21    71761        0        0
HOWMET INTERNATIONAL INC      EQUITY   443208103      174    13045 SH       DEFINED             18,21,22     6196        0     6849
HOWMET INTERNATIONAL INC      EQUITY   443208103      816    61300 SH       DEFINED                21,31    61300        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100    10416   845900 SH       DEFINED                  4,6   845900        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100     3891   316000 SH       DEFINED                  6,7        0        0   316000
*** HUANENG POWER INTL INC    EQUITY   443304100     2590   210350 SH       DEFINED                12,21   210350        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100        3      213 SH       DEFINED          15,18,21,22      148        0       65
*** HUANENG POWER INTL INC    EQUITY   443304100       53     4300 SH       DEFINED       17,18,19,20,21     4300        0        0
*** HUANENG POWER INTL INC    EQUITY   443304100      343    27882 SH       DEFINED             18,21,22    21701        0     6181
HUB GROUP INC CL A            EQUITY   443320106        5      235 SH       DEFINED                  4,6        0        0      235
HUB GROUP INC CL A            EQUITY   443320106       99     4900 SH       DEFINED                12,21     4900        0        0
HUB GROUP INC CL A            EQUITY   443320106        2      100 SH       DEFINED          15,18,21,22      100        0        0
HUB GROUP INC CL A            EQUITY   443320106      670    33275 SH       DEFINED             18,21,22    26753        0     6522
HUBBELL INC CLASS B           EQUITY   443510201       22      684 SH       DEFINED               -           684        0        0
HUBBELL INC CLASS B           EQUITY   443510201       74     2320 SH       DEFINED                12,21     2320        0        0
HUBBELL INC CLASS B           EQUITY   443510201     4343   136255 SH       DEFINED             18,21,22     8248        0   128007
HUDSON CITY BANCORP INC       EQUITY   443683107     2176   160460 SH       DEFINED             18,21,22   150960        0     9500
HUDSON RIVER BANCORP          EQUITY   444128102      160    14500 SH       DEFINED                12,21    14500        0        0
HUDSON RIVER BANCORP          EQUITY   444128102      356    32184 SH       DEFINED             18,21,22    16074        0    16110
HUDSON UNITED BANCORP         EQUITY   444165104     2101    69602 SH       DEFINED                    6    69602        0        0
HUDSON UNITED BANCORP         EQUITY   444165104     4602   152446 SH       DEFINED                12,21   152446        0        0
HUDSON UNITED BANCORP         EQUITY   444165104      352    11646 SH       DEFINED          15,18,21,22     7209        0     4437
HUDSON UNITED BANCORP         EQUITY   444165104    10438   345771 SH       DEFINED             18,21,22   218228        0   127542
HUDSON UNITED BANCORP         EQUITY   444165104      731    24200 SH       DEFINED                21,31    24200        0        0
HUGHES SUPPLY INC             EQUITY   444482103       22     1007 SH       DEFINED               -          1007        0        0
HUGHES SUPPLY INC             EQUITY   444482103     2680   123550 SH       DEFINED                12,21   123550        0        0
HUGHES SUPPLY INC             EQUITY   444482103       24     1087 SH       DEFINED          15,18,21,22        0        0     1087
HUGHES SUPPLY INC             EQUITY   444482103     1154    53206 SH       DEFINED             18,21,22    51750        0     1456
HUGHES SUPPLY INC             EQUITY   444482103      232    10700 SH       DEFINED                   25        0    10700        0
HUGOTON ROYALTY TRUST         EQUITY   444717102     7688   750000 SH       DEFINED                12,21   750000        0        0
HUGOTON ROYALTY TRUST         EQUITY   444717102      103    10000 SH       DEFINED             18,21,22    10000        0        0
HUMANA INC                    EQUITY   444859102     1328   188000 SH       DEFINED   2,3,11,13,14,29,30        0   188000        0
HUMANA INC                    EQUITY   444859102        3      400 SH       DEFINED                  4,6      400        0        0
HUMANA INC                    EQUITY   444859102      378    53452 SH       DEFINED                12,21    53452        0        0
HUMANA INC                    EQUITY   444859102       13     1870 SH       DEFINED          15,18,21,22     1000        0      870
HUMANA INC                    EQUITY   444859102       28     4000 SH       DEFINED             16,18,21     4000        0        0
HUMANA INC                    EQUITY   444859102      371    52505 SH       DEFINED             18,21,22    33640        0    18865
HUMANA INC                    OPTION   444859102      530    75000 SH  CALL DEFINED             18,21,22    75000        0        0
HUMANA INC                    EQUITY   444859102       32     4559 SH       DEFINED                   25        0     4559        0
HUMANA INC                    EQUITY   444859102       73    10313 SH       DEFINED                21,31    10313        0        0
HUMAN GENOME SCIENCES INC     EQUITY   444903108       83     1115 SH       DEFINED                  4,6        0        0     1115
HUMAN GENOME SCIENCES INC     EQUITY   444903108     3649    48900 SH       DEFINED                12,21    48900        0        0
HUMAN GENOME SCIENCES INC     EQUITY   444903108       90     1206 SH       DEFINED          15,18,21,22      611        0      595
HUMAN GENOME SCIENCES INC     EQUITY   444903108     1411    18907 SH       DEFINED             18,21,22     7747        0    11160
HUMAN GENOME SCIENCES INC     EQUITY   444903108      239     3200 SH       DEFINED     3,13,14,26,29,30     3200        0        0
HUMAN GENOME SCIENCES INC     EQUITY   444903108     1784    23900 SH       DEFINED                21,31    23900        0        0
HUMPHREY HOSPITALITY TRUST IN EQUITY   445467103     1875   270300 SH       DEFINED                12,21   270300        0        0
JB HUNT TRANSPORT SERVICES IN EQUITY   445658107      229    16900 SH       DEFINED                12,21    16900        0        0
JB HUNT TRANSPORT SERVICES IN EQUITY   445658107      334    24616 SH       DEFINED             18,21,22    17015        0     7601
HUNTINGTON BANCSHARES INC     EQUITY   446150104       81     3028 SH       DEFINED               -          3028        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104     1980    74455 SH       DEFINED                12,21    74455        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104       41     1560 SH       DEFINED             16,18,21     1560        0        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104      912    34284 SH       DEFINED             18,21,22    19492        0    14792
HUNTINGTON BANCSHARES INC     EQUITY   446150104      178     6712 SH       DEFINED                   25        0     6712        0
HUNTINGTON BANCSHARES INC     EQUITY   446150104      382    14366 SH       DEFINED                21,31    14366        0        0
HUSSMANN INTL INC             EQUITY   448110106     3334   202050 SH       DEFINED                12,21   202050        0        0
HUSSMANN INTL INC             EQUITY   448110106      480    29100 SH       DEFINED             18,21,22    22782        0     6318
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106     1161    43200 SH       DEFINED   2,3,11,13,14,29,30        0    43200        0
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      675    25100 SH       DEFINED                12,21    25100        0        0
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106       20      750 SH       DEFINED          15,18,21,22      200        0      550
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      323    12000 SH       DEFINED                18,21    12000        0        0
HUTCHINSON TECHNOLOGY INC     EQUITY   448407106      951    35374 SH       DEFINED             18,21,22    18835        0    16539
HVIDE MARINE INC CLASS A      EQUITY   448515106        2     4563 SH       DEFINED                12,21     4563        0        0
HVIDE MARINE INC CLASS A      EQUITY   448515106       13    27401 SH       DEFINED             18,21,22     1001        0    26400
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100       39     2234 SH       DEFINED               -          2234        0        0
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100      390    22259 SH       DEFINED                12,21    22259        0        0
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100       14      774 SH       DEFINED          15,18,21,22       54        0      720
ICN PHARMACEUTICALS INC-NEW   EQUITY   448924100     3635   207697 SH       DEFINED             18,21,22   103674        0   104023
ICN PHARMACEUTICALS INC-NEW   OPTION   448924100      656    37500 SH  CALL DEFINED             18,21,22    37500        0        0
IDT CORP                      EQUITY   448947101      478    22700 SH       DEFINED                12,21    22700        0        0
IDT CORP                      EQUITY   448947101      246    11698 SH       DEFINED             18,21,22     9288        0     2410
HYPERCOM CORP                 EQUITY   44913M105       76     9600 SH       DEFINED                12,21     9600        0        0
HYPERCOM CORP                 EQUITY   44913M105        8     1000 SH       DEFINED          15,18,21,22        0        0     1000
HYPERCOM CORP                 EQUITY   44913M105      182    22901 SH       DEFINED             18,21,22    15889        0     7012
HYPERION TELECOMM INC CL A    EQUITY   44914K306      395    16000 SH       DEFINED                12,21    16000        0        0
HYPERION TELECOMM INC CL A    EQUITY   44914K306        7      300 SH       DEFINED          15,18,21,22        0        0      300
HYPERION TELECOMM INC CL A    EQUITY   44914K306     2534   102649 SH       DEFINED             18,21,22    30857        0    71792
HYPERION TELECOMM INC CL A    EQUITY   44914K306       20      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
HYPERION SOLUTIONS CORP       EQUITY   44914M104     1189    56280 SH       DEFINED                12,21    56280        0        0
HYPERION SOLUTIONS CORP       EQUITY   44914M104      116     5499 SH       DEFINED             18,21,22     5467        0       32
IBP INC                       EQUITY   449223106     2564   109962 SH       DEFINED                12,21   109962        0        0
IBP INC                       EQUITY   449223106      154     6602 SH       DEFINED          15,18,21,22     4171        0     2431
IBP INC                       EQUITY   449223106      315    13500 SH       DEFINED                18,21    13500        0        0
IBP INC                       EQUITY   449223106     5848   250826 SH       DEFINED             18,21,22   188502        0    62324
IBP INC                       EQUITY   449223106     3164   135737 SH       DEFINED                21,31   135737        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107      845    52000 SH       DEFINED                12,21    52000        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107      130     8000 SH       DEFINED             16,18,21     8000        0        0
ICG COMMUNICATIONS INC        EQUITY   449246107     1371    84380 SH       DEFINED             18,21,22    14548        0    69832
ICG COMMUNICATIONS INC        OPTION   449246107       16     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
ICT GROUP INC                 EQUITY   44929Y101      152    21500 SH       DEFINED             18,21,22    18000        0     3500
ICOS CORP                     EQUITY   449295104        6      190 SH       DEFINED               -           190        0        0
ICOS CORP                     EQUITY   449295104     1678    56748 SH       DEFINED                12,21    56748        0        0
ICOS CORP                     EQUITY   449295104        3      100 SH       DEFINED          15,18,21,22        0        0      100
ICOS CORP                     EQUITY   449295104     7394   250114 SH       DEFINED             18,21,22   178337        0    71777
ICOS CORP                     EQUITY   449295104     1354    45800 SH       DEFINED                21,31    45800        0        0
ICU MEDICAL INC               EQUITY   44930G107      129     8830 SH       DEFINED          15,18,21,22     8555        0      275
ICU MEDICAL INC               EQUITY   44930G107     1769   121442 SH       DEFINED             18,21,22    80970        0    40472
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     1427    15145 SH       DEFINED               -         15145        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105      940     9970 SH       DEFINED                  4,6     3610     4040     2320
IDEC PHARMACEUTICALS CORP     EQUITY   449370105        6       65 SH       DEFINED                  6,7        0        0       65
IDEC PHARMACEUTICALS CORP     EQUITY   449370105    86138   913935 SH       DEFINED                12,21   913935        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     1556    16509 SH       DEFINED          15,18,21,22     6538        0     9971
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     6598    70000 SH       DEFINED             16,18,21    70000        0        0
IDEC PHARMACEUTICALS CORP     EQUITY   449370105    59993   636531 SH       DEFINED             18,21,22   274279        0   362252
IDEC PHARMACEUTICALS CORP     EQUITY   449370105     5540    58779 SH       DEFINED                21,31    58779        0        0
IDG BOOKS WORLDWIDE INC CL A  EQUITY   449384106       46     2900 SH       DEFINED                12,21     2900        0        0
IDG BOOKS WORLDWIDE INC CL A  EQUITY   449384106        5      300 SH       DEFINED             18,21,22        0        0      300
IDG BOOKS WORLDWIDE INC CL A  EQUITY   449384106      362    23000 SH       DEFINED            4,6,23,24    23000        0        0
IDX SYSTEMS CORPORATION       EQUITY   449491109      289    15900 SH       DEFINED                12,21    15900        0        0
IDX SYSTEMS CORPORATION       EQUITY   449491109        1       50 SH       DEFINED          15,18,21,22        0        0       50
IDX SYSTEMS CORPORATION       EQUITY   449491109      593    32605 SH       DEFINED             18,21,22    31805        0      800
I-FLOW CORP NEW               EQUITY   449520303       41    10000 SH       DEFINED                  4,6        0        0    10000
I-FLOW CORP NEW               EQUITY   449520303       27     6550 SH       DEFINED             18,21,22        0        0     6550
IGEN INTL DEL                 EQUITY   449536101      674    28000 SH       DEFINED               -         28000        0        0
IGEN INTL DEL                 EQUITY   449536101      270    11200 SH       DEFINED                12,21    11200        0        0
IGEN INTL DEL                 EQUITY   449536101      451    18728 SH       DEFINED             18,21,22    12758        0     5970
IHOP CORP NEW                 EQUITY   449623107      470    23202 SH       DEFINED                12,21    23202        0        0
IHOP CORP NEW                 EQUITY   449623107      270    13335 SH       DEFINED             18,21,22    11945        0     1390
IHOP CORP NEW                 EQUITY   449623107        8      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
IMC GLOBAL INC                EQUITY   449669100        7      480 SH       DEFINED               -           480        0        0
IMC GLOBAL INC                EQUITY   449669100     1426   101400 SH       DEFINED   2,3,11,13,14,29,30        0   101400        0
IMC GLOBAL INC                EQUITY   449669100       28     2000 SH       DEFINED                  4,6        0        0     2000
IMC GLOBAL INC                EQUITY   449669100     4588   326216 SH       DEFINED                12,21   326216        0        0
IMC GLOBAL INC                EQUITY   449669100      397    28230 SH       DEFINED          15,18,21,22    17502        0    10728
IMC GLOBAL INC                EQUITY   449669100    25484  1812102 SH       DEFINED             18,21,22   772643        0  1039458
IMC GLOBAL INC                EQUITY   449669100      248    17600 SH       DEFINED                   25        0    17600        0
IMC GLOBAL INC                EQUITY   449669100      317    22515 SH       DEFINED                21,31    22515        0        0
WTS IMC GLOBAL INC            EQUITY   449669118        2    12586 SH       DEFINED             18,21,22     2094        0    10492
IMCO RECYCLING INC            EQUITY   449681105      180    12073 SH       DEFINED                12,21    12073        0        0
IMCO RECYCLING INC            EQUITY   449681105      210    14063 SH       DEFINED             18,21,22     9360        0     4703
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206        7      125 SH       DEFINED                  4,6        0        0      125
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206      522     9000 SH       DEFINED                12,21     9000        0        0
IPC INFORMATION SYSTEMS INC   EQUITY   44980K206     1917    33047 SH       DEFINED             18,21,22    32547        0      500
IMS HEALTH INC                EQUITY   449934108       47     2048 SH       DEFINED               -          2048        0        0
IMS HEALTH INC                EQUITY   449934108       37     1600 SH       DEFINED                  4,6     1600        0        0
IMS HEALTH INC                EQUITY   449934108    14738   640774 SH       DEFINED                12,21   640774        0        0
IMS HEALTH INC                EQUITY   449934108      130     5640 SH       DEFINED          15,18,21,22     4030        0     1610
IMS HEALTH INC                EQUITY   449934108     2848   123818 SH       DEFINED             18,21,22    53972        0    69846
IMS HEALTH INC                EQUITY   449934108     2906   126362 SH       DEFINED                   25        0   126362        0
IMS HEALTH INC                EQUITY   449934108      515    22405 SH       DEFINED                21,31    22405        0        0
IRI INTL CORP                 EQUITY   45004F107       59    12200 SH       DEFINED                12,21    12200        0        0
IRI INTL CORP                 EQUITY   45004F107        1      247 SH       DEFINED          15,18,21,22      247        0        0
IRI INTL CORP                 EQUITY   45004F107      473    96996 SH       DEFINED             18,21,22    75018        0    21978
IRT PROPERTY CO               EQUITY   450058102      243    27200 SH       DEFINED                12,21    27200        0        0
IRT PROPERTY CO               EQUITY   450058102      352    39420 SH       DEFINED             18,21,22    10997        0    28423
ISS GROUP INC                 EQUITY   450306105     3347   125120 SH       DEFINED                12,21   125120        0        0
ISS GROUP INC                 EQUITY   450306105      218     8155 SH       DEFINED          15,18,21,22     2980        0     5175
ISS GROUP INC                 EQUITY   450306105     2429    90800 SH       DEFINED             18,21,22    59896        0    30904
ISS GROUP INC                 EQUITY   450306105     3809   142410 SH       DEFINED                21,31   142410        0        0
ITC LEARNING CORP             EQUITY   45031S106       49    10000 SH       DEFINED          15,18,21,22    10000        0        0
ITC DELTA COM INC             EQUITY   45031T104     5843   220500 SH       DEFINED                12,21   220500        0        0
ITC DELTA COM INC             EQUITY   45031T104      320    12077 SH       DEFINED          15,18,21,22     3159        0     8918
ITC DELTA COM INC             EQUITY   45031T104       12      434 SH       DEFINED             18,21,22      434        0        0
ITC DELTA COM INC             EQUITY   45031T104       66     2500 SH       DEFINED                   25        0     2500        0
ITC DELTA COM INC             EQUITY   45031T104       19      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
ITC DELTA COM INC             EQUITY   45031T104     5278   199151 SH       DEFINED                21,31   199151        0        0
I-STAT CORP                   EQUITY   450312103      164    15900 SH       DEFINED             18,21,22     1500        0    14400
ITI TECHNOLOGIES INC          EQUITY   450564109      219     7400 SH       DEFINED                12,21     7400        0        0
ITI TECHNOLOGIES INC          EQUITY   450564109       18      625 SH       DEFINED             18,21,22      300        0      325
ITI TECHNOLOGIES INC          EQUITY   450564109      157     5300 SH       DEFINED                   25        0     5300        0
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109      312    15600 SH       DEFINED                12,21    15600        0        0
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109      253    12660 SH       DEFINED          15,18,21,22    10915        0     1745
ITT EDUCATIONAL SERVICES INC  EQUITY   45068B109     4162   208109 SH       DEFINED             18,21,22   136009        0    72100
IXC COMMUNICATIONS INC        EQUITY   450713102     5463   129300 SH       DEFINED                12,21   129300        0        0
IXC COMMUNICATIONS INC        EQUITY   450713102        8      200 SH       DEFINED          15,18,21,22      200        0        0
IXC COMMUNICATIONS INC        EQUITY   450713102      321     7589 SH       DEFINED             18,21,22     5931        0     1658
IXC COMMUNICATIONS INC        OPTION   450713102        8      200 SH  CALL DEFINED             18,21,22        0        0      200
IXL ENTERPRISES INC           EQUITY   450718101     1345    40000 SH       DEFINED                12,21    40000        0        0
IXL ENTERPRISES INC           EQUITY   450718101     1085    32274 SH       DEFINED          15,18,21,22    11846        0    20428
IXL ENTERPRISES INC           EQUITY   450718101     1137    33822 SH       DEFINED             18,21,22    30723        0     3099
ITT INDUSTRIES INC            EQUITY   450911102        3      100 SH       DEFINED               -           100        0        0
ITT INDUSTRIES INC            EQUITY   450911102       16      504 SH       DEFINED                  4,6      200        0      304
ITT INDUSTRIES INC            EQUITY   450911102     1199    37772 SH       DEFINED                12,21    37772        0        0
ITT INDUSTRIES INC            EQUITY   450911102      739    23275 SH       DEFINED          15,18,21,22    17277        0     5998
ITT INDUSTRIES INC            EQUITY   450911102      343    10801 SH       DEFINED             16,18,21    10801        0        0
ITT INDUSTRIES INC            EQUITY   450911102    15480   487558 SH       DEFINED             18,21,22   349562        0   137996
ITT INDUSTRIES INC            EQUITY   450911102       84     2634 SH       DEFINED                   25        0     2634        0
ITT INDUSTRIES INC            EQUITY   450911102      172     5420 SH       DEFINED                21,31     5420        0        0
IDACORP INC                   EQUITY   451107106       60     2000 SH       DEFINED               -          2000        0        0
IDACORP INC                   EQUITY   451107106     3856   128520 SH       DEFINED                12,21   128520        0        0
IDACORP INC                   EQUITY   451107106     3628   120933 SH       DEFINED             18,21,22   105637        0    15296
IDACORP INC                   EQUITY   451107106     1696    56541 SH       DEFINED                21,31    56541        0        0
IDEX CORPORATION              EQUITY   45167R104     2073    75030 SH       DEFINED                  4,6    28870    29020    17140
IDEX CORPORATION              EQUITY   45167R104       14      503 SH       DEFINED                  6,7        0        0      503
IDEX CORPORATION              EQUITY   45167R104     2322    84059 SH       DEFINED                12,21    84059        0        0
IDEX CORPORATION              EQUITY   45167R104      347    12558 SH       DEFINED             18,21,22    12158        0      400
IDEXX LABORATORIES INC        EQUITY   45168D104     1696    99749 SH       DEFINED                12,21    99749        0        0
IDEXX LABORATORIES INC        EQUITY   45168D104      171    10045 SH       DEFINED          15,18,21,22     9045        0     1000
IDEXX LABORATORIES INC        EQUITY   45168D104    12222   718951 SH       DEFINED             18,21,22   331851        0   387100
IDEXX LABORATORIES INC        EQUITY   45168D104        9      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101      191    18438 SH       DEFINED                12,21    18438        0        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101      628    60560 SH       DEFINED             18,21,22    26270        0    34289
IKON OFFICE SOLUTIONS INC     EQUITY   451713101       41     3970 SH       DEFINED                   25        0     3970        0
IKON OFFICE SOLUTIONS INC     EQUITY   451713101       99     9586 SH       DEFINED                21,31     9586        0        0
IDENTIX INC                   EQUITY   451906101      206    23200 SH       DEFINED                12,21    23200        0        0
IDENTIX INC                   EQUITY   451906101        9     1000 SH       DEFINED          15,18,21,22        0        0     1000
IDENTIX INC                   EQUITY   451906101      261    29412 SH       DEFINED             18,21,22     6500        0    22912
ILEX ONCOLOGY INC             EQUITY   451923106      246    20000 SH       DEFINED             18,21,22      600        0    19400
ILLINOIS TOOL WORKS INC       EQUITY   452308109      146     1990 SH       DEFINED               -          1990        0        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109    28329   386740 SH       DEFINED                  4,6   194495    39700   152545
ILLINOIS TOOL WORKS INC       EQUITY   452308109      388     5300 SH       DEFINED                  6,7        0        0     5300
ILLINOIS TOOL WORKS INC       EQUITY   452308109    10899   148787 SH       DEFINED                12,21   148787        0        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109    11322   154568 SH       DEFINED          15,18,21,22   109613        0    44955
ILLINOIS TOOL WORKS INC       EQUITY   452308109   101854  1390493 SH       DEFINED             18,21,22   962173        0   428320
ILLINOIS TOOL WORKS INC       EQUITY   452308109     2004    27352 SH       DEFINED                   25        0    27352        0
ILLINOIS TOOL WORKS INC       EQUITY   452308109     1189    16233 SH       DEFINED                21,31    16233        0        0
ILLINOVA CORP                 EQUITY   452317100        1       50 SH       DEFINED               -            50        0        0
ILLINOVA CORP                 EQUITY   452317100     2897   100535 SH       DEFINED                12,21   100535        0        0
ILLINOVA CORP                 EQUITY   452317100        8      265 SH       DEFINED          15,18,21,22        0        0      265
ILLINOVA CORP                 EQUITY   452317100      472    16372 SH       DEFINED             18,21,22    11763        0     4608
ILLINOVA CORP                 EQUITY   452317100      576    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
ILLINOVA CORP                 EQUITY   452317100       56     1959 SH       DEFINED                21,31     1959        0        0
IMALL INC  -NEW -             EQUITY   45244X306      466    23761 SH       DEFINED                12,21    23761        0        0
IMALL INC  -NEW -             EQUITY   45244X306      141     7210 SH       DEFINED             18,21,22        6        0     7204
IMATION CORP                  EQUITY   45245A107        1       20 SH       DEFINED               -            20        0        0
IMATION CORP                  EQUITY   45245A107       24      800 SH       DEFINED                  4,6      800        0        0
IMATION CORP                  EQUITY   45245A107     1046    34231 SH       DEFINED                12,21    34231        0        0
IMATION CORP                  EQUITY   45245A107        3      110 SH       DEFINED          15,18,21,22      100        0       10
IMATION CORP                  EQUITY   45245A107       10      320 SH       DEFINED             16,18,21      320        0        0
IMATION CORP                  EQUITY   45245A107      240     7854 SH       DEFINED             18,21,22     2633        0     5221
IMATION CORP                  EQUITY   45245A107      578    18900 SH       DEFINED                   25        0    18900        0
IMATION CORP                  EQUITY   45245A107      397    13000 SH       DEFINED                21,31    13000        0        0
*** IMAX CORPORATION CAD      EQUITY   45245E109       20     1000 SH       DEFINED                  4,6        0        0     1000
*** IMAX CORPORATION CAD      EQUITY   45245E109    12860   643000 SH       DEFINED                12,21   643000        0        0
*** IMAX CORPORATION CAD      EQUITY   45245E109        5      245 SH       DEFINED          15,18,21,22      155        0       90
*** IMAX CORPORATION CAD      EQUITY   45245E109     1988    99392 SH       DEFINED             18,21,22    38197        0    61195
IMCLONE SYS INC               EQUITY   45245W109      312    10000 SH       DEFINED               -         10000        0        0
IMCLONE SYS INC               EQUITY   45245W109    13352   428100 SH       DEFINED                12,21   428100        0        0
IMCLONE SYS INC               EQUITY   45245W109      624    20000 SH       DEFINED             16,18,21    20000        0        0
IMCLONE SYS INC               EQUITY   45245W109     2920    93615 SH       DEFINED             18,21,22    29998        0    63617
IMCLONE SYS INC               EQUITY   45245W109       19      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
IMMUNEX CORP NEW              EQUITY   452528102       18      400 SH       DEFINED                  4,6        0        0      400
IMMUNEX CORP NEW              EQUITY   452528102     1075    24000 SH       DEFINED                12,21    24000        0        0
IMMUNEX CORP NEW              EQUITY   452528102      211     4713 SH       DEFINED          15,18,21,22     1374        0     3339
IMMUNEX CORP NEW              EQUITY   452528102    10237   228596 SH       DEFINED             18,21,22   128338        0   100258
IMPAC MORTGAGE HLDGS INC      EQUITY   45254P102       63    13641 SH       DEFINED             18,21,22     5875        0     7766
IMPATH INC                    EQUITY   45255G101      278     9300 SH       DEFINED                12,21     9300        0        0
IMPATH INC                    EQUITY   45255G101       30     1000 SH       DEFINED             18,21,22      500        0      500
IMPERIAL BANCORP              EQUITY   452556103     2338   107500 SH       DEFINED                    6   107500        0        0
IMPERIAL BANCORP              EQUITY   452556103     1202    55248 SH       DEFINED                12,21    55248        0        0
IMPERIAL BANCORP              EQUITY   452556103     2071    95206 SH       DEFINED             18,21,22     7943        0    87263
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505      104     2490 SH       DEFINED               -          2490        0        0
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505      112     2676 SH       DEFINED          15,18,21,22     2068        0      608
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505    15195   364500 SH       DEFINED                18,21   364500        0        0
*** IMPERIAL CHEMICAL INDS PL EQUITY   452704505     6168   147944 SH       DEFINED             18,21,22    90811        0    57133
IMPERIAL CREDIT COMMERCIAL    EQUITY   45272T102      301    27500 SH       DEFINED                12,21    27500        0        0
IMPERIAL CREDIT COMMERCIAL    EQUITY   45272T102       33     3010 SH       DEFINED             18,21,22      615        0     2395
IMPERIAL CREDIT INDS INC      EQUITY   452729106       98    22800 SH       DEFINED                12,21    22800        0        0
IMPERIAL CREDIT INDS INC      EQUITY   452729106       37     8466 SH       DEFINED             18,21,22     7459        0     1007
IMATRON INC                   EQUITY   452906100       67    56700 SH       DEFINED             18,21,22    10400        0    46300
IMTEC INC                     EQUITY   452909104       79    10000 SH       DEFINED             18,21,22        0        0    10000
IN FOCUS SYSTEMS INC          EQUITY   452919103      335    18600 SH       DEFINED                12,21    18600        0        0
IN FOCUS SYSTEMS INC          EQUITY   452919103       62     3430 SH       DEFINED          15,18,21,22     2910        0      520
IN FOCUS SYSTEMS INC          EQUITY   452919103     4106   228110 SH       DEFINED             18,21,22   162426        0    65684
*** IMPERIAL OIL LTD NEW      EQUITY   453038408     1750    83310 SH       DEFINED             18,21,22    24610        0    58700
IMPERIAL SUGAR COMPANY        EQUITY   453096109      105    17200 SH       DEFINED                12,21    17200        0        0
IMPERIAL SUGAR COMPANY        EQUITY   453096109        1      200 SH       DEFINED          15,18,21,22        0        0      200
IMPERIAL SUGAR COMPANY        EQUITY   453096109      370    60367 SH       DEFINED             18,21,22    38874        0    21493
IMRGLOBAL CORPORATIONS        EQUITY   45321W106     4143   509950 SH       DEFINED                12,21   509950        0        0
IMRGLOBAL CORPORATIONS        EQUITY   45321W106       41     5000 SH       DEFINED          15,18,21,22     5000        0        0
IMRGLOBAL CORPORATIONS        EQUITY   45321W106      586    72142 SH       DEFINED             18,21,22    30116        0    42026
IMRGLOBAL CORPORATIONS        EQUITY   45321W106       20     2500 SH       DEFINED     3,13,14,26,29,30     2500        0        0
IMRGLOBAL CORPORATIONS        EQUITY   45321W106      384    47200 SH       DEFINED                21,31    47200        0        0
INACOM CORP                   EQUITY   45323G109        9     1000 SH       DEFINED                  4,6        0        0     1000
INACOM CORP                   EQUITY   45323G109      329    37564 SH       DEFINED                12,21    37564        0        0
INACOM CORP                   EQUITY   45323G109       52     5970 SH       DEFINED          15,18,21,22     2009        0     3961
INACOM CORP                   EQUITY   45323G109      440    50308 SH       DEFINED             18,21,22    30818        0    19490
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8      733   800000 PRN      DEFINED                12,21   800000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8     2749  3000000 PRN      DEFINED             16,18,21  3000000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8        2     2300 PRN      DEFINED     3,13,14,26,29,30     2300        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8      335   366000 PRN      DEFINED        3,13,27,28,30   366000        0        0
*** INCO LTD CV DEBS-REG      CORPBOND 453258AH8      331   361000 PRN      DEFINED           3,13,29,30   361000        0        0
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1       49    50000 PRN      DEFINED                  4,6        0        0    50000
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1      245   250000 PRN      DEFINED                12,21   250000        0        0
*** INCO LTD SUB DEB CONV-USD CORPBOND 453258AK1       59    60000 PRN      DEFINED             18,21,22    50000        0    10000
*** INCO LTD                  EQUITY   453258402     2534   115200 SH       DEFINED   2,3,11,13,14,29,30        0   115200        0
*** INCO LTD                  EQUITY   453258402       27     1246 SH       DEFINED                  4,6     1246        0        0
*** INCO LTD                  EQUITY   453258402     1913    86948 SH       DEFINED                12,21    86948        0        0
*** INCO LTD                  EQUITY   453258402      340    15456 SH       DEFINED             18,21,22    14930        0      526
*** INCO LTD                  EQUITY   453258402      117     5338 SH       DEFINED                   25        0     5338        0
*** INCO LTD                  EQUITY   453258402      263    11948 SH       DEFINED                21,31    11948        0        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102     2395   102600 SH       DEFINED   2,3,11,13,14,29,30        0   102600        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102      609    26100 SH       DEFINED                12,21    26100        0        0
INCYTE PHARMACEUTICALS INC    EQUITY   45337C102      464    19892 SH       DEFINED             18,21,22     1791        0    18101
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104     2732   232500 SH       DEFINED                12,21   232500        0        0
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104       26     2180 SH       DEFINED          15,18,21,22     1480        0      700
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104       47     4000 SH       DEFINED             16,18,21     4000        0        0
INDEPENDENCE COMMUNITY BANK   EQUITY   453414104      169    14377 SH       DEFINED             18,21,22     5417        0     8960
INDEPENDENT BANK CORP-MASS    EQUITY   453836108      143    11000 SH       DEFINED                12,21    11000        0        0
INDEPENDENT BANK CORP-MASS    EQUITY   453836108      137    10509 SH       DEFINED             18,21,22        9        0    10500
*** INDEPENDENT ENERGY HOLDIN EQUITY   45384X108      459    24000 SH       DEFINED   2,3,11,13,14,29,30        0    24000        0
*** INDEPENDENT ENERGY HOLDIN EQUITY   45384X108       25     1293 SH       DEFINED          15,18,21,22      869        0      424
*** INDEPENDENT ENERGY HOLDIN EQUITY   45384X108     2109   110277 SH       DEFINED             18,21,22    91861        0    18416
INDIA FUND INC                EQUITY   454089103     6631   535800 SH       DEFINED                12,21   535800        0        0
INDIA FUND INC                EQUITY   454089103     1118    90340 SH       DEFINED             18,21,22    65190        0    25150
INDIA GROWTH FD INC           EQUITY   454090101        3      286 SH       DEFINED          15,18,21,22      161        0      125
INDIA GROWTH FD INC           EQUITY   454090101      916    80064 SH       DEFINED             18,21,22    44683        0    35381
INDIANA ENERGY INC            EQUITY   454707100      496    24712 SH       DEFINED                12,21    24712        0        0
INDIANA ENERGY INC            EQUITY   454707100      469    23377 SH       DEFINED             18,21,22     6921        0    16456
INDIANA ENERGY INC            EQUITY   454707100      181     9000 SH       DEFINED                   25        0     9000        0
INDONESIA FUND INC            EQUITY   455778100       69    13001 SH       DEFINED             18,21,22    11501        0     1500
INDIVIDUAL INVESTOR GROUP INC EQUITY   455907105       33    10200 SH       DEFINED             18,21,22        0        0    10200
*** INDUSTRIE NATTUZZI ADS    EQUITY   456478106     2800   140000 SH       DEFINED                12,21   140000        0        0
*** INDUSTRIE NATTUZZI ADS    EQUITY   456478106        4      200 SH       DEFINED             18,21,22      200        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100    62638  4228607 SH       DEFINED                12,21  4228607        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100       83     5595 SH       DEFINED          15,18,21,22     5595        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100     2454   165661 SH       DEFINED             18,21,22   107689        0    57972
INDYMAC MTG HLDGS INC         OPTION   456607100        7      500 SH  PUT  DEFINED             18,21,22        0        0      500
INDYMAC MTG HLDGS INC         EQUITY   456607100      207    14000 SH       DEFINED     3,13,14,26,29,30    14000        0        0
INDYMAC MTG HLDGS INC         EQUITY   456607100      873    58919 SH       DEFINED                21,31    58919        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102       29     1000 SH       DEFINED               -          1000        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102     2460    86305 SH       DEFINED                  4,6     5400        0    80905
INFINITY BROADCASTING CORP NE EQUITY   45662S102     7173   251684 SH       DEFINED                12,21   251684        0        0
INFINITY BROADCASTING CORP NE EQUITY   45662S102       20      695 SH       DEFINED          15,18,21,22       85        0      610
INFINITY BROADCASTING CORP NE EQUITY   45662S102     6195   217355 SH       DEFINED             18,21,22    95801        0   121554
INFINITY BROADCASTING CORP NE EQUITY   45662S102      123     4300 SH       DEFINED     3,13,14,26,29,30     4300        0        0
INET TECHNOLOGIES INC         EQUITY   45662V105     1253    32970 SH       DEFINED   2,3,11,13,14,29,30        0    32970        0
INET TECHNOLOGIES INC         EQUITY   45662V105     2512    66100 SH       DEFINED                12,21    66100        0        0
INET TECHNOLOGIES INC         EQUITY   45662V105     2280    60000 SH       DEFINED             16,18,21    60000        0        0
INET TECHNOLOGIES INC         EQUITY   45662V105      180     4743 SH       DEFINED             18,21,22     4243        0      500
INFINITY INC -NEW-            EQUITY   45663L403       34    12945 SH       DEFINED             18,21,22        0        0    12945
INFOCURE CORP                 EQUITY   45665A108     3830   213530 SH       DEFINED                12,21   213530        0        0
INFOCURE CORP                 EQUITY   45665A108      609    33925 SH       DEFINED          15,18,21,22    13899        0    20026
INFOCURE CORP                 EQUITY   45665A108     2641   147207 SH       DEFINED             18,21,22   138278        0     8929
INFOCURE CORP                 EQUITY   45665A108     4776   266277 SH       DEFINED                21,31   266277        0        0
INFORMATICA CORP              EQUITY   45666Q102      463     8900 SH       DEFINED                12,21     8900        0        0
INFORMATICA CORP              EQUITY   45666Q102      102     1968 SH       DEFINED          15,18,21,22     1432        0      536
INFORMATICA CORP              EQUITY   45666Q102     1926    37037 SH       DEFINED             18,21,22    30158        0     6879
INFORMATION ARCHITECTS CORP   EQUITY   45669R107       20    10200 SH       DEFINED                  4,6        0        0    10200
INFORMATION ARCHITECTS CORP   EQUITY   45669R107        7     3400 SH       DEFINED             18,21,22        0        0     3400
INFORMATION HLDGS INC         EQUITY   456727106       97     5000 SH       DEFINED                12,21     5000        0        0
INFORMATION HLDGS INC         EQUITY   456727106      150     7700 SH       DEFINED          15,18,21,22     5805        0     1895
INFORMATION HLDGS INC         EQUITY   456727106     3649   187740 SH       DEFINED             18,21,22   125269        0    62471
INFORMIX CORP                 EQUITY   456779107       23     3000 SH       DEFINED                  4,6        0        0     3000
INFORMIX CORP                 EQUITY   456779107     2745   361500 SH       DEFINED                12,21   361500        0        0
INFORMIX CORP                 EQUITY   456779107       59     7755 SH       DEFINED          15,18,21,22     6225        0     1530
INFORMIX CORP                 EQUITY   456779107     2855   375989 SH       DEFINED             18,21,22   133064        0   242925
INFORMIX CORP                 EQUITY   456779107     1163   153200 SH       DEFINED                21,31   153200        0        0
INFOSEEK CORP                 EQUITY   45678M107      766    25100 SH       DEFINED                  6,7    25100        0        0
INFOSEEK CORP                 EQUITY   45678M107      633    20720 SH       DEFINED                12,21    20720        0        0
INFOSEEK CORP                 EQUITY   45678M107        1       20 SH       DEFINED          15,18,21,22       20        0        0
INFOSEEK CORP                 EQUITY   45678M107     1132    37074 SH       DEFINED             18,21,22    19758        0    17316
INFOSEEK CORP                 EQUITY   45678M107      899    29449 SH       DEFINED                21,31    29449        0        0
INFOSPACE.COM INC             EQUITY   45678T102       33      800 SH       DEFINED                  4,6        0        0      800
INFOSPACE.COM INC             EQUITY   45678T102      281     6865 SH       DEFINED                12,21     6865        0        0
INFOSPACE.COM INC             EQUITY   45678T102      254     6203 SH       DEFINED          15,18,21,22     4515        0     1688
INFOSPACE.COM INC             EQUITY   45678T102     5020   122443 SH       DEFINED             18,21,22    96969        0    25474
INFOUSA INC CL B (NEW)        EQUITY   456818103      182    24700 SH       DEFINED                12,21    24700        0        0
INFOUSA INC CL B (NEW)        EQUITY   456818103       26     3515 SH       DEFINED          15,18,21,22     2725        0      790
INFOUSA INC CL B (NEW)        EQUITY   456818103      591    80090 SH       DEFINED             18,21,22    53180        0    26910
INFOUSA INC CL A (NEW)        EQUITY   456818202       24     3260 SH       DEFINED          15,18,21,22     2515        0      745
INFOUSA INC CL A (NEW)        EQUITY   456818202      538    72945 SH       DEFINED             18,21,22    50513        0    22432
*** ING GROEP NV SPONS ADR    EQUITY   456837103     1111    20336 SH       DEFINED               -         20336        0        0
*** ING GROEP NV SPONS ADR    EQUITY   456837103      248     4538 SH       DEFINED                  4,6        0        0     4538
*** ING GROEP NV SPONS ADR    EQUITY   456837103     2281    41757 SH       DEFINED          15,18,21,22    21414        0    20343
*** ING GROEP NV SPONS ADR    EQUITY   456837103      155     2832 SH       DEFINED             16,18,21     2832        0        0
*** ING GROEP NV SPONS ADR    EQUITY   456837103    62023  1135429 SH       DEFINED             18,21,22   820652        0   314777
*** ING GROEP NV SPONS ADR    EQUITY   456837103     1321    24180 SH       DEFINED                   25        0    24180        0
INGERSOLL RAND CO             EQUITY   456866102      133     2535 SH       DEFINED               -          2535        0        0
INGERSOLL RAND CO             EQUITY   456866102     4305    81800 SH       DEFINED   2,3,11,13,14,29,30        0    81800        0
INGERSOLL RAND CO             EQUITY   456866102      284     5400 SH       DEFINED                  4,6     2400        0     3000
INGERSOLL RAND CO             EQUITY   456866102    37007   703228 SH       DEFINED                12,21   703228        0        0
INGERSOLL RAND CO             EQUITY   456866102     1017    19318 SH       DEFINED          15,18,21,22    13982        0     5336
INGERSOLL RAND CO             EQUITY   456866102     1384    26300 SH       DEFINED             16,18,21    26300        0        0
INGERSOLL RAND CO             EQUITY   456866102    53839  1023073 SH       DEFINED             18,21,22   589378        0   433694
INGERSOLL RAND CO             EQUITY   456866102     1303    24759 SH       DEFINED                   25        0    24759        0
INGERSOLL RAND CO             EQUITY   456866102      971    18459 SH       DEFINED     3,13,14,26,29,30    18459        0        0
INGERSOLL RAND CO             EQUITY   456866102      698    13270 SH       DEFINED                21,31    13270        0        0
INFORMATION RESOURCES INC     EQUITY   456905108     1251   111800 SH       DEFINED   2,3,11,13,14,29,30        0   111800        0
INFORMATION RESOURCES INC     EQUITY   456905108      252    22545 SH       DEFINED                12,21    22545        0        0
INFORMATION RESOURCES INC     EQUITY   456905108        5      444 SH       DEFINED             18,21,22        0        0      444
INGLES MKTS INC CL A          EQUITY   457030104      110     8489 SH       DEFINED                12,21     8489        0        0
INGLES MKTS INC CL A          EQUITY   457030104       26     2000 SH       DEFINED          15,18,21,22        0        0     2000
INGLES MKTS INC CL A          EQUITY   457030104      362    27847 SH       DEFINED             18,21,22    15607        0    12240
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       19    60000 PRN      DEFINED     3,13,14,26,29,30    60000        0        0
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2     2347  7391000 PRN      DEFINED        3,13,27,28,30  7391000        0        0
INGRAM MICRO INC SR DEBS-ZERO CORPBOND 457153AA2     1813  5709000 PRN      DEFINED           3,13,29,30  5709000        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104     1743   138740 SH       DEFINED                12,21   138740        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104       84     6724 SH       DEFINED          15,18,21,22     1024        0     5700
INGRAM MICRO INC CLASS A      OPTION   457153104     5653   450000 SH  CALL DEFINED       17,18,19,20,21   450000        0        0
INGRAM MICRO INC CLASS A      OPTION   457153104     5653   450000 SH  CALL DEFINED             18,21,22   450000        0        0
INGRAM MICRO INC CLASS A      EQUITY   457153104     1911   152100 SH       DEFINED             18,21,22    85157        0    66943
INHALE THERAPEUTIC SYSTEMS IN EQUITY   457191104      460    15100 SH       DEFINED                12,21    15100        0        0
INHALE THERAPEUTIC SYSTEMS IN EQUITY   457191104       45     1481 SH       DEFINED             18,21,22     1280        0      201
INKTOMI CORP                  EQUITY   457277101        9       75 SH       DEFINED                  4,6        0        0       75
INKTOMI CORP                  EQUITY   457277101      976     8600 SH       DEFINED                  6,7     8600        0        0
INKTOMI CORP                  EQUITY   457277101     8559    75452 SH       DEFINED                12,21    75452        0        0
INKTOMI CORP                  EQUITY   457277101       18      159 SH       DEFINED          15,18,21,22        0        0      159
INKTOMI CORP                  EQUITY   457277101     2042    18000 SH       DEFINED             16,18,21    18000        0        0
INKTOMI CORP                  EQUITY   457277101     2909    25641 SH       DEFINED             18,21,22    13823        0    11818
INKTOMI CORP                  EQUITY   457277101      340     3000 SH       DEFINED                   25        0     3000        0
INNKEEPERS USA TR             EQUITY   4576J0104     2660   301801 SH       DEFINED                12,21   301801        0        0
INNKEEPERS USA TR             EQUITY   4576J0104      345    39119 SH       DEFINED             18,21,22    21445        0    17674
INNERDYNE INC                 EQUITY   45764D102       33    10400 SH       DEFINED             18,21,22        0        0    10400
INNOVEX INC                   EQUITY   457647105      122    13700 SH       DEFINED                12,21    13700        0        0
INNOVEX INC                   EQUITY   457647105       59     6622 SH       DEFINED             18,21,22     2567        0     4055
INSIGHT ENTERPRISES INC       EQUITY   45765U103     1346    42525 SH       DEFINED               -         42525        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103    10261   324150 SH       DEFINED                12,21   324150        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103     6173   195000 SH       DEFINED             16,18,21   195000        0        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103      584    18460 SH       DEFINED             18,21,22    18421        0       39
INSIGHT ENTERPRISES INC       EQUITY   45765U103      260     8200 SH       DEFINED                   25        0     8200        0
INSIGHT ENTERPRISES INC       EQUITY   45765U103        9      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
INPUT/OUTPUT INC              EQUITY   457652105      462    66600 SH       DEFINED   2,3,11,13,14,29,30        0    66600        0
INPUT/OUTPUT INC              EQUITY   457652105      257    37017 SH       DEFINED                12,21    37017        0        0
INPUT/OUTPUT INC              EQUITY   457652105      155    22366 SH       DEFINED             18,21,22     2942        0    19424
INSIGHT HEALTH SERVICES CORP  EQUITY   45766Q101      175    28937 SH       DEFINED             18,21,22     1387        0    27550
INSITUFORM EAST INC           EQUITY   457662104       31    19001 SH       DEFINED             18,21,22        1        0    19000
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103     2716   115899 SH       DEFINED                12,21   115899        0        0
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103       99     4227 SH       DEFINED             18,21,22     3768        0      459
INSITUFORM TECHNOLOGIES INC   EQUITY   457667103     2225    94924 SH       DEFINED                21,31    94924        0        0
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105      152    17654 SH       DEFINED                12,21    17654        0        0
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105       54     6307 SH       DEFINED          15,18,21,22     4800        0     1507
INSIGNIA FINL GROUP INC NEW   EQUITY   45767A105     1222   141700 SH       DEFINED             18,21,22    96458        0    45242
INNOVATIVE CLINICAL SOLUTIONS EQUITY   45767E107        3     4920 SH       DEFINED                12,21     4920        0        0
INNOVATIVE CLINICAL SOLUTIONS EQUITY   45767E107        5     7011 SH       DEFINED             18,21,22     4341        0     2670
INNOTRAC CORP                 EQUITY   45767M109      242    14222 SH       DEFINED          15,18,21,22    13472        0      750
INNOTRAC CORP                 EQUITY   45767M109        3      200 SH       DEFINED             18,21,22        0        0      200
INSIGHT COMMUNICATIONS CO     EQUITY   45768V108     1190    39500 SH       DEFINED                  4,6        0        0    39500
INSIGHT COMMUNICATIONS CO     EQUITY   45768V108       18      600 SH       DEFINED                12,21      600        0        0
INSIGHT COMMUNICATIONS CO     EQUITY   45768V108      106     3525 SH       DEFINED          15,18,21,22     2745        0      780
INSIGHT COMMUNICATIONS CO     EQUITY   45768V108     4219   140044 SH       DEFINED             18,21,22    56550        0    83494
INSPIRE INSURANCE SOLUTIONS   EQUITY   457732105       84    12900 SH       DEFINED                12,21    12900        0        0
INSPIRE INSURANCE SOLUTIONS   EQUITY   457732105       15     2300 SH       DEFINED             18,21,22      300        0     2000
INSTEEL INDS INC              EQUITY   45774W108      440    48875 SH       DEFINED             18,21,22    32952        0    15923
INTEGRATED ELECTRICAL SVCS    EQUITY   45811E103      441    28800 SH       DEFINED                12,21    28800        0        0
INTEGRATED ELECTRICAL SVCS    EQUITY   45811E103     1016    66344 SH       DEFINED             18,21,22    66344        0        0
INTEGRATED DEVICE TECH INC    CORPBOND 458118AA4        5     5000 PRN      DEFINED                12,21     5000        0        0
INTEGRATED DEVICE TECH INC    CORPBOND 458118AA4    12784 13821000 PRN      DEFINED             18,21,22 13698000        0   123000
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106     3512   187302 SH       DEFINED                12,21   187302        0        0
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106     5641   300872 SH       DEFINED             18,21,22   114086        0   186786
INTEGRATED DEVICE TECHNOLOGY  OPTION   458118106       47     2500 SH  CALL DEFINED             18,21,22        0        0     2500
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106      161     8600 SH       DEFINED                   25        0     8600        0
INTEGRATED DEVICE TECHNOLOGY  EQUITY   458118106      441    23500 SH       DEFINED                21,31    23500        0        0
INTEGRATED HEALTH SERVICES IN EQUITY   45812C106       66    40800 SH       DEFINED                12,21    40800        0        0
INTEGRATED HEALTH SERVICES IN EQUITY   45812C106       44    27110 SH       DEFINED             18,21,22    13796        0    13314
INTEGRATED SYSTEMS INC        EQUITY   45812M104      194    19800 SH       DEFINED                12,21    19800        0        0
INTEL CORP                    EQUITY   458140100    18046   240808 SH       DEFINED               -        240808        0        0
INTEL CORP                    EQUITY   458140100    11962   159622 SH       DEFINED   2,3,11,13,14,29,30        0   159622        0
INTEL CORP                    EQUITY   458140100   191238  2551951 SH       DEFINED                  4,6   834413   562763  1154775
INTEL CORP                    EQUITY   458140100     3139    41885 SH       DEFINED                5,6,7        0        0    41885
INTEL CORP                    EQUITY   458140100     2826    37717 SH       DEFINED                  6,7        0        0    37717
INTEL CORP                    EQUITY   458140100   855347 11414056 SH       DEFINED                12,21 11414056        0        0
INTEL CORP                    EQUITY   458140100    98818  1318659 SH       DEFINED          15,18,21,22   725608        0   593051
INTEL CORP                    OPTION   458140100      150     2000 SH  CALL DEFINED          15,18,21,22        0        0     2000
INTEL CORP                    EQUITY   458140100    22099   294900 SH       DEFINED             16,18,21   294900        0        0
INTEL CORP                    OPTION   458140100    56204   750000 SH  CALL DEFINED       17,18,19,20,21   750000        0        0
INTEL CORP                    OPTION   458140100    14988   200000 SH  PUT  DEFINED       17,18,19,20,21   200000        0        0
INTEL CORP                    EQUITY   458140100  1953606 26069636 SH       DEFINED             18,21,22 13535034        0 12534602
INTEL CORP                    OPTION   458140100    87904  1173019 SH  CALL DEFINED             18,21,22  1148719        0    24300
INTEL CORP                    OPTION   458140100    54901   732619 SH  PUT  DEFINED             18,21,22   728719        0     3900
INTEL CORP                    EQUITY   458140100    13234   176600 SH       DEFINED            4,6,23,24   176600        0        0
INTEL CORP                    EQUITY   458140100    19160   255684 SH       DEFINED                   25        0   255684        0
INTEL CORP                    EQUITY   458140100     8029   107144 SH       DEFINED     3,13,14,26,29,30   107144        0        0
INTEL CORP                    EQUITY   458140100    17840   238068 SH       DEFINED                21,31   238068        0        0
INTELECT COMMUNICATIONS SYS   EQUITY   458144102        2     2603 SH       DEFINED          15,18,21,22        0        0     2603
INTELECT COMMUNICATIONS SYS   EQUITY   458144102       45    49990 SH       DEFINED             18,21,22    40623        0     9367
INTELLIGROUP INC              EQUITY   45816A106      316    42800 SH       DEFINED                12,21    42800        0        0
INTELLIGROUP INC              EQUITY   45816A106      358    48600 SH       DEFINED             18,21,22    22400        0    26200
INTELLIGROUP INC              EQUITY   45816A106      316    42800 SH       DEFINED                21,31    42800        0        0
INTELLIGENT LIFE CORP         EQUITY   45816V100     4462   892300 SH       DEFINED             18,21,22        0        0   892300
INTER-TEL INC                 EQUITY   458372109     1198    68700 SH       DEFINED                12,21    68700        0        0
INTER-TEL INC                 EQUITY   458372109        1       50 SH       DEFINED             18,21,22       18        0       32
INTER-TEL INC                 EQUITY   458372109      788    45200 SH       DEFINED                21,31    45200        0        0
INTERACTIVE MAGIC INC         EQUITY   45838M104       20    13900 SH       DEFINED             18,21,22        0        0    13900
INTERACTIVE PICTURES CORP     EQUITY   45839N101      433    20000 SH       DEFINED                12,21    20000        0        0
INTERACTIVE PICTURES CORP     EQUITY   45839N101       37     1700 SH       DEFINED             18,21,22     1200        0      500
INTERCHANGE FINANCIAL SERVICE EQUITY   458447109      258    15157 SH       DEFINED             18,21,22       18        0    15139
INTERCEPT GROUP INC (THE)     EQUITY   45845L107        4      222 SH       DEFINED          15,18,21,22      160        0       62
INTERCEPT GROUP INC (THE)     EQUITY   45845L107      293    16061 SH       DEFINED             18,21,22    11885        0     4176
INTERDIGITAL COMMUNICATIONS   EQUITY   45866A105      303    54400 SH       DEFINED                12,21    54400        0        0
INTERDIGITAL COMMUNICATIONS   EQUITY   45866A105        7     1301 SH       DEFINED             18,21,22      301        0     1000
INTERFACE INC                 EQUITY   458665106     1848   356290 SH       DEFINED                12,21   356290        0        0
INTERFACE INC                 EQUITY   458665106      269    51797 SH       DEFINED          15,18,21,22    20502        0    31295
INTERFACE INC                 EQUITY   458665106     2026   390578 SH       DEFINED             18,21,22   314357        0    76221
INTERFACE INC                 EQUITY   458665106      259    50000 SH       DEFINED     3,13,14,26,29,30    50000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8       72    90000 PRN      DEFINED               -         90000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8      167   210000 PRN      DEFINED                12,21   210000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8      175   219000 PRN      DEFINED          15,18,21,22    63000        0   156000
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     1595  2000000 PRN      DEFINED             16,18,21  2000000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     4046  5073000 PRN      DEFINED             18,21,22  3725000        0  1348000
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8       24    30000 PRN      DEFINED     3,13,14,26,29,30    30000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     2140  2683000 PRN      DEFINED        3,13,27,28,30  2683000        0        0
INTERIM SERVICES INC CV SUB   CORPBOND 45868PAA8     1529  1917000 PRN      DEFINED           3,13,29,30  1917000        0        0
INTERIM SVCS INC              EQUITY   45868P100     5007   298943 SH       DEFINED                12,21   298943        0        0
INTERIM SVCS INC              EQUITY   45868P100     1011    60387 SH       DEFINED          15,18,21,22    35729        0    24658
INTERIM SVCS INC              EQUITY   45868P100     2709   161748 SH       DEFINED             18,21,22   117769        0    43979
INTERIM SVCS INC              EQUITY   45868P100      320    19100 SH       DEFINED                   25        0    19100        0
INTERIM SVCS INC              EQUITY   45868P100     3950   235825 SH       DEFINED                21,31   235825        0        0
INTERGRAPH CORP               EQUITY   458683109      206    35866 SH       DEFINED                12,21    35866        0        0
INTERGRAPH CORP               EQUITY   458683109      136    23630 SH       DEFINED          15,18,21,22    11300        0    12330
INTERGRAPH CORP               EQUITY   458683109      283    49297 SH       DEFINED             18,21,22    42751        0     6546
INTERLIANT INC                EQUITY   458742103       52     4700 SH       DEFINED                12,21     4700        0        0
INTERLIANT INC                EQUITY   458742103      104     9335 SH       DEFINED             18,21,22     9335        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     5193   256420 SH       DEFINED                12,21   256420        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107        5      225 SH       DEFINED          15,18,21,22      225        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     1063    52500 SH       DEFINED             16,18,21    52500        0        0
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     2031   100285 SH       DEFINED             18,21,22    53489        0    46796
INTERMEDIA COMMUNICATION INC  EQUITY   458801107     3827   188969 SH       DEFINED                21,31   188969        0        0
INTERMET CORP                 EQUITY   45881K104     1855   207561 SH       DEFINED                12,21   207561        0        0
INTERMET CORP                 EQUITY   45881K104       15     1700 SH       DEFINED          15,18,21,22      100        0     1600
INTERMET CORP                 EQUITY   45881K104        1      120 SH       DEFINED             18,21,22       81        0       39
INTERNATIONAL BANCSHARES CORP EQUITY   459044103      452    10075 SH       DEFINED                12,21    10075        0        0
INTERNATIONAL BANCSHARES CORP EQUITY   459044103      438     9769 SH       DEFINED             18,21,22        8        0     9761
INTL BUSINESS MACHINES CORP   EQUITY   459200101     4862    41290 SH       DEFINED               -         41290        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    15543   132000 SH       DEFINED   2,3,11,13,14,29,30        0   132000        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101   199125  1691083 SH       DEFINED                  4,6   664205   465470   561408
INTL BUSINESS MACHINES CORP   EQUITY   459200101     2532    21500 SH       DEFINED                5,6,7        0        0    21500
INTL BUSINESS MACHINES CORP   EQUITY   459200101    23146   196566 SH       DEFINED                  6,7   180856        0    15710
INTL BUSINESS MACHINES CORP   EQUITY   459200101   544776  4626550 SH       DEFINED                12,21  4626550        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    36051   306163 SH       DEFINED          15,18,21,22   184577        0   121585
INTL BUSINESS MACHINES CORP   EQUITY   459200101    38933   330642 SH       DEFINED             16,18,21   330642        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101      118     1000 SH       DEFINED                18,21     1000        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101      719     6108 SH       DEFINED       17,18,19,20,21     6108        0        0
INTL BUSINESS MACHINES CORP   OPTION   459200101    11775   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101   897719  7623944 SH       DEFINED             18,21,22  4292644        0  3331299
INTL BUSINESS MACHINES CORP   OPTION   459200101    10248    87028 SH  CALL DEFINED             18,21,22    75728        0    11300
INTL BUSINESS MACHINES CORP   OPTION   459200101     3253    27628 SH  PUT  DEFINED             18,21,22    16928        0    10700
INTL BUSINESS MACHINES CORP   EQUITY   459200101     9980    84752 SH       DEFINED                   25        0    84752        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    41399   351588 SH       DEFINED     3,13,14,26,29,30   351588        0        0
INTL BUSINESS MACHINES CORP   EQUITY   459200101    15112   128339 SH       DEFINED                21,31   128339        0        0
INTERNATIONAL FIBERCOM INC    EQUITY   45950T101      141    26600 SH       DEFINED                12,21    26600        0        0
INTERNATIONAL FIBERCOM INC    EQUITY   45950T101      129    24291 SH       DEFINED             18,21,22     8766        0    15525
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101       70     2011 SH       DEFINED               -          2011        0        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      239     6850 SH       DEFINED                  4,6        0        0     6850
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101     2273    65162 SH       DEFINED                5,6,7        0        0    65162
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      310     8900 SH       DEFINED                  6,7        0        0     8900
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101    20340   583221 SH       DEFINED                12,21   583221        0        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101     5647   161907 SH       DEFINED             18,21,22   124537        0    37370
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      108     3083 SH       DEFINED                   25        0     3083        0
INTL FLAVORS & FRAGRANCES INC EQUITY   459506101      620    17773 SH       DEFINED                21,31    17773        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106       47     2635 SH       DEFINED                  4,6     2635        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106     2490   140282 SH       DEFINED                12,21   140282        0        0
INTERNATIONAL HOME FOODS INC  EQUITY   459655106      968    54537 SH       DEFINED             18,21,22    39226        0    15311
INTERNATIONAL HOME FOODS INC  EQUITY   459655106     3547   199809 SH       DEFINED                21,31   199809        0        0
INTL INTEGRATION INC          EQUITY   459698106      774    22600 SH       DEFINED   2,3,11,13,14,29,30        0    22600        0
INTL INTEGRATION INC          EQUITY   459698106      123     3600 SH       DEFINED                12,21     3600        0        0
INTL INTEGRATION INC          EQUITY   459698106      496    14476 SH       DEFINED          15,18,21,22    10609        0     3867
INTL INTEGRATION INC          EQUITY   459698106     8538   249272 SH       DEFINED             18,21,22   207138        0    42134
INTERNATIONAL MICROCOMPUTER   EQUITY   459862306      124    49500 SH       DEFINED             18,21,22    16251        0    33249
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102     1085    59838 SH       DEFINED                12,21    59838        0        0
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102      256    14119 SH       DEFINED             18,21,22     5136        0     8983
INTERNATIONAL GAME TECHNOLOGY EQUITY   459902102      933    51500 SH       DEFINED                21,31    51500        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102       83     3700 SH       DEFINED               -          3700        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102      335    14900 SH       DEFINED                12,21    14900        0        0
INTERNATIONAL MULTIFOODS CORP EQUITY   460043102      142     6313 SH       DEFINED             18,21,22     1303        0     5010
INTERNATIONAL NETWORK SVCS    EQUITY   460053101     1095    20724 SH       DEFINED                12,21    20724        0        0
INTERNATIONAL NETWORK SVCS    EQUITY   460053101       88     1672 SH       DEFINED             18,21,22      367        0     1305
INTERNATIONAL PAPER CO        EQUITY   460146103     6746   143338 SH       DEFINED               -        143338        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103    11615   246800 SH       DEFINED   2,3,11,13,14,29,30        0   246800        0
INTERNATIONAL PAPER CO        EQUITY   460146103    14037   298267 SH       DEFINED                  4,6    15167   235300    47800
INTERNATIONAL PAPER CO        EQUITY   460146103    75440  1602967 SH       DEFINED                12,21  1602967        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103     1762    37445 SH       DEFINED          15,18,21,22    17211        0    20233
INTERNATIONAL PAPER CO        EQUITY   460146103    10213   217000 SH       DEFINED             16,18,21   217000        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103   267410  5681952 SH       DEFINED             18,21,22  1285601        0  4396351
INTERNATIONAL PAPER CO        OPTION   460146103       47     1000 SH  CALL DEFINED             18,21,22        0        0     1000
INTERNATIONAL PAPER CO        EQUITY   460146103      557    11839 SH       DEFINED                   25        0    11839        0
INTERNATIONAL PAPER CO        EQUITY   460146103      598    12702 SH       DEFINED     3,13,14,26,29,30    12702        0        0
INTERNATIONAL PAPER CO        EQUITY   460146103     1883    40011 SH       DEFINED                21,31    40011        0        0
INTERNATIONAL RECTIFIER CORP  EQUITY   460254105     4295   267382 SH       DEFINED                12,21   267382        0        0
INTERNATIONAL RECTIFIER CORP  EQUITY   460254105     4311   268363 SH       DEFINED             18,21,22   134195        0   134168
INTERNATIONAL SHIPHOLDING COR EQUITY   460321201      105     9500 SH       DEFINED                12,21     9500        0        0
INTERNATIONAL SHIPHOLDING COR EQUITY   460321201       94     8500 SH       DEFINED             16,18,21     8500        0        0
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201      340     6467 SH       DEFINED                12,21     6467        0        0
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201      167     3176 SH       DEFINED          15,18,21,22     1398        0     1778
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201    11700   222330 SH       DEFINED             18,21,22   157659        0    64671
INTERNATIONAL SPEEDWAY CORP   EQUITY   460335201       38      716 SH       DEFINED     3,13,14,26,29,30      716        0        0
INTERNATIONAL SPECIALTY PRODS EQUITY   460337108      116    11840 SH       DEFINED                12,21    11840        0        0
INTERNATIONAL SPECIALTY PRODS EQUITY   460337108      461    46944 SH       DEFINED             18,21,22    46944        0        0
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104      156    18800 SH       DEFINED                12,21    18800        0        0
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104       85    10253 SH       DEFINED          15,18,21,22     6121        0     4132
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104       55     6575 SH       DEFINED             18,21,22     5175        0     1400
INTL TELECOMMUNATIONS DATA    EQUITY   46047F104       14     1700 SH       DEFINED     3,13,14,26,29,30     1700        0        0
INTERNET CAPITAL GROUP INC    EQUITY   46059C106       22      250 SH       DEFINED                  4,6        0        0      250
INTERNET CAPITAL GROUP INC    EQUITY   46059C106      217     2480 SH       DEFINED                12,21     2480        0        0
INTERNET CAPITAL GROUP INC    EQUITY   46059C106      183     2082 SH       DEFINED          15,18,21,22        0        0     2082
INTERNET CAPITAL GROUP INC    EQUITY   46059C106     1968    22441 SH       DEFINED             18,21,22    13772        0     8669
INTERNET CAPITAL GROUP INC    EQUITY   46059C106      750     8550 SH       DEFINED            4,6,23,24     8550        0        0
INTERNET INITIATIVE JAPAN     EQUITY   46059T109      139     2400 SH       DEFINED          15,18,21,22        0        0     2400
INTERNET INITIATIVE JAPAN     EQUITY   46059T109     8120   140000 SH       DEFINED             16,18,21   140000        0        0
INTERNET INITIATIVE JAPAN     EQUITY   46059T109        1       25 SH       DEFINED             18,21,22        0        0       25
INTERPOOL INC                 EQUITY   46062R108       78    10098 SH       DEFINED                12,21    10098        0        0
INTERPOOL INC                 EQUITY   46062R108       12     1550 SH       DEFINED          15,18,21,22     1550        0        0
INTERPOOL INC                 EQUITY   46062R108     1750   227611 SH       DEFINED             18,21,22    44771        0   182840
INTERPUBLIC GROUP COS INC     CORPBOND 460690AF7      251   218000 PRN      DEFINED          15,18,21,22   125000        0    93000
INTERPUBLIC GROUP COS INC     CORPBOND 460690AF7    10142  8819000 PRN      DEFINED             18,21,22  6631000        0  2188000
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5      120   130600 PRN      DEFINED                12,21   130600        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5    13506 14700000 PRN      DEFINED             16,18,21 14700000        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     3,13,14,26,29,30    12100        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5     3087  3360000 PRN      DEFINED        3,13,27,28,30  3360000        0        0
INTERPUBLIC GROUP COS INC CV  CORPBOND 460690AG5     2203  2398000 PRN      DEFINED           3,13,29,30  2398000        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      313     7720 SH       DEFINED               -          7720        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100   103907  2561609 SH       DEFINED                  4,6  1132530   496130   932949
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     1285    31680 SH       DEFINED                  6,7        0        0    31680
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     6822   168189 SH       DEFINED                12,21   168189        0        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     5870   144725 SH       DEFINED          15,18,21,22    77808        0    66917
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100   150719  3715685 SH       DEFINED             18,21,22  1781482        0  1934203
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100     1411    34794 SH       DEFINED                   25        0    34794        0
INTERPUBLIC GROUP OF COS INC  EQUITY   460690100      807    19887 SH       DEFINED                21,31    19887        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108       12      500 SH       DEFINED               -           500        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108    54765  2349100 SH       DEFINED                  6,7  2349100        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108     7875   337793 SH       DEFINED                12,21   337793        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108       52     2220 SH       DEFINED          15,18,21,22     2220        0        0
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108     1123    48186 SH       DEFINED             18,21,22    29435        0    18750
INTERSTATE BAKERIES CORP DEL  EQUITY   46072H108      445    19100 SH       DEFINED                21,31    19100        0        0
INTERSYSTEMS INC DEL          EQUITY   460920101        8    14400 SH       DEFINED             18,21,22        0        0    14400
INTERWEST BANCORP INC         EQUITY   460931108     1404    67240 SH       DEFINED                12,21    67240        0        0
INTERWEST BANCORP INC         EQUITY   460931108       36     1737 SH       DEFINED             18,21,22       12        0     1725
INTERTAN INC                  EQUITY   461120107      279    14700 SH       DEFINED                12,21    14700        0        0
INTERTAN INC                  EQUITY   461120107      169     8900 SH       DEFINED                18,21     8900        0        0
INTERVU INC                   EQUITY   46114R106      375     9500 SH       DEFINED                12,21     9500        0        0
INTERVU INC                   EQUITY   46114R106       83     2100 SH       DEFINED             18,21,22      850        0     1250
INTERVOICE-BRITE INC          EQUITY   461142101     1832   170400 SH       DEFINED                12,21   170400        0        0
INTERVOICE-BRITE INC          EQUITY   461142101       23     2155 SH       DEFINED             18,21,22       76        0     2079
INTERVOICE-BRITE INC          EQUITY   461142101      198    18400 SH       DEFINED                   25        0    18400        0
INTERVOICE-BRITE INC          EQUITY   461142101      735    68400 SH       DEFINED                21,31    68400        0        0
INTIMATE BRANDS INC CL A      EQUITY   461156101     1516    38031 SH       DEFINED                12,21    38031        0        0
INTIMATE BRANDS INC CL A      EQUITY   461156101      216     5417 SH       DEFINED          15,18,21,22     2974        0     2443
INTIMATE BRANDS INC CL A      EQUITY   461156101     5661   141968 SH       DEFINED             18,21,22    59504        0    82464
INTIMATE BRANDS INC CL A      EQUITY   461156101       38      945 SH       DEFINED     3,13,14,26,29,30      945        0        0
INTRAWARE INC                 EQUITY   46118M103      391    15100 SH       DEFINED                12,21    15100        0        0
INTRAWARE INC                 EQUITY   46118M103       68     2636 SH       DEFINED             18,21,22     1121        0     1515
INTUIT INC                    EQUITY   461202103        8      275 SH       DEFINED               -           275        0        0
INTUIT INC                    EQUITY   461202103      289     9875 SH       DEFINED                  4,6     3700     1500     4675
INTUIT INC                    EQUITY   461202103     2635    90099 SH       DEFINED                12,21    90099        0        0
INTUIT INC                    EQUITY   461202103        5      173 SH       DEFINED          15,18,21,22       20        0      153
INTUIT INC                    EQUITY   461202103     1048    35834 SH       DEFINED             18,21,22    11989        0    23845
INTUIT INC                    EQUITY   461202103     3050   104290 SH       DEFINED     3,13,14,26,29,30   104290        0        0
INTUIT INC                    EQUITY   461202103      369    12609 SH       DEFINED                21,31    12609        0        0
INVACARE CORP                 EQUITY   461203101       19     1000 SH       DEFINED               -          1000        0        0
INVACARE CORP                 EQUITY   461203101     3224   169106 SH       DEFINED                12,21   169106        0        0
INVACARE CORP                 EQUITY   461203101      288    15125 SH       DEFINED          15,18,21,22     9640        0     5485
INVACARE CORP                 EQUITY   461203101     5683   298138 SH       DEFINED             18,21,22   207437        0    90701
INVACARE CORP                 EQUITY   461203101      334    17500 SH       DEFINED                   25        0    17500        0
INVESCO GLOBAL HEALTH SCIENCE EQUITY   46128N109       24     1500 SH       DEFINED               -          1500        0        0
INVESCO GLOBAL HEALTH SCIENCE EQUITY   46128N109     2012   127252 SH       DEFINED             18,21,22    67602        0    59650
INVITROGEN CORP               EQUITY   46185R100      128     3900 SH       DEFINED                12,21     3900        0        0
INVITROGEN CORP               EQUITY   46185R100        4      125 SH       DEFINED          15,18,21,22      100        0       25
INVITROGEN CORP               EQUITY   46185R100      319     9690 SH       DEFINED             18,21,22     7170        0     2520
INVESTORS FINL SVCS CORP      EQUITY   461915100     1216    35700 SH       DEFINED                    6    35700        0        0
INVESTORS FINL SVCS CORP      EQUITY   461915100     2824    82900 SH       DEFINED                12,21    82900        0        0
INVESTORS FINL SVCS CORP      EQUITY   461915100       33      970 SH       DEFINED             18,21,22      970        0        0
INVESTORS FINL SVCS CORP      EQUITY   461915100      572    16800 SH       DEFINED                   25        0    16800        0
IOMEGA CORP                   EQUITY   462030107     1012   294500 SH       DEFINED                12,21   294500        0        0
IOMEGA CORP                   EQUITY   462030107        9     2710 SH       DEFINED          15,18,21,22      400        0     2310
IOMEGA CORP                   EQUITY   462030107     4139  1204037 SH       DEFINED             18,21,22   944862        0   259175
IONICS INC                    EQUITY   462218108      411    12756 SH       DEFINED                12,21    12756        0        0
IONICS INC                    EQUITY   462218108       32     1000 SH       DEFINED          15,18,21,22        0        0     1000
IONICS INC                    EQUITY   462218108      276     8545 SH       DEFINED             18,21,22     1715        0     6830
IPALCO ENTERPRISES INC        EQUITY   462613100      106     5400 SH       DEFINED               -          5400        0        0
IPALCO ENTERPRISES INC        EQUITY   462613100       69     3547 SH       DEFINED                12,21     3547        0        0
IPALCO ENTERPRISES INC        EQUITY   462613100      117     6000 SH       DEFINED          15,18,21,22        0        0     6000
IPALCO ENTERPRISES INC        EQUITY   462613100      804    41104 SH       DEFINED             18,21,22     7490        0    33614
IPALCO ENTERPRISES INC        EQUITY   462613100       64     3255 SH       DEFINED                21,31     3255        0        0
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103      493    15538 SH       DEFINED               -         15538        0        0
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103       64     2017 SH       DEFINED          15,18,21,22      482        0     1535
*** IRELAND BANK SPONS ADR-EU EQUITY   46267Q103     4633   145930 SH       DEFINED             18,21,22    57727        0    88203
IRISH INVT FD INC             EQUITY   462710104        7      423 SH       DEFINED          15,18,21,22        0        0      423
IRISH INVT FD INC             EQUITY   462710104      784    49396 SH       DEFINED             18,21,22    31487        0    17908
IRON MOUNTAIN INC DEL         EQUITY   46284P104      916    27200 SH       DEFINED                12,21    27200        0        0
IRON MOUNTAIN INC DEL         EQUITY   46284P104        1       30 SH       DEFINED          15,18,21,22       30        0        0
IRON MOUNTAIN INC DEL         EQUITY   46284P104     1868    55449 SH       DEFINED             18,21,22    38759        0    16690
IRON MOUNTAIN INC DEL         EQUITY   46284P104     7059   209550 SH       DEFINED            4,6,23,24   209550        0        0
IRWIN FINANCIAL CORP          EQUITY   464119106      249    12300 SH       DEFINED                12,21    12300        0        0
IRWIN FINANCIAL CORP          EQUITY   464119106       95     4700 SH       DEFINED                   25        0     4700        0
I C ISAACS & COMPANY INC      EQUITY   464192103        1      700 SH       DEFINED          15,18,21,22      500        0      200
I C ISAACS & COMPANY INC      EQUITY   464192103       58    42250 SH       DEFINED             18,21,22     1000        0    41250
ISIS PHARMACEUTICALS          EQUITY   464330109     6138   530800 SH       DEFINED                12,21   530800        0        0
ISIS PHARMACEUTICALS          EQUITY   464330109       74     6396 SH       DEFINED          15,18,21,22     4771        0     1625
ISIS PHARMACEUTICALS          EQUITY   464330109      287    24810 SH       DEFINED             18,21,22     4650        0    20160
ISOLYSER CO INC-GA            EQUITY   464888106        4     1100 SH       DEFINED          15,18,21,22        0        0     1100
ISOLYSER CO INC-GA            EQUITY   464888106       79    21472 SH       DEFINED             18,21,22      600        0    20872
*** ISTITUTO BANCARIO SAN-USD EQUITY   465224103      164     6174 SH       DEFINED          15,18,21,22     5089        0     1085
*** ISTITUTO BANCARIO SAN-USD EQUITY   465224103     4923   185326 SH       DEFINED             18,21,22   152406        0    32920
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102       55     1745 SH       DEFINED               -          1745        0        0
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102       22      695 SH       DEFINED          15,18,21,22      100        0      595
*** ISTITUTO NAZIONALE DELLE  EQUITY   465234102      780    24617 SH       DEFINED             18,21,22    15523        0     9094
IT GROUP INC                  EQUITY   465266104      176    18400 SH       DEFINED                12,21    18400        0        0
IT GROUP INC                  EQUITY   465266104      252    26310 SH       DEFINED             18,21,22      565        0    25745
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301     7352    89589 SH       DEFINED                  4,6     2810        0    86779
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301       41      500 SH       DEFINED                5,6,7        0        0      500
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301       84     1020 SH       DEFINED          15,18,21,22        0        0     1020
*** ITO YOKADO CO LTD ADR-NEW EQUITY   465714301      213     2592 SH       DEFINED             18,21,22     1876        0      716
I2 TECHNOLOGIES INC           EQUITY   465754109      478    12016 SH       DEFINED                12,21    12016        0        0
I2 TECHNOLOGIES INC           EQUITY   465754109      428    10770 SH       DEFINED          15,18,21,22     5160        0     5610
I2 TECHNOLOGIES INC           EQUITY   465754109     9099   228901 SH       DEFINED             18,21,22   141061        0    87840
IVAX CORP SUB NOTES-          CORPBOND 465823AA0     2037  2100000 PRN      DEFINED             18,21,22   321000        0  1779000
IVAX CORPORATION              EQUITY   465823102        4      250 SH       DEFINED                  4,6        0        0      250
IVAX CORPORATION              EQUITY   465823102     2766   166348 SH       DEFINED                12,21   166348        0        0
IVAX CORPORATION              EQUITY   465823102        2      150 SH       DEFINED          15,18,21,22      150        0        0
IVAX CORPORATION              EQUITY   465823102     1451    87283 SH       DEFINED             18,21,22    49500        0    37783
IVAX CORPORATION              OPTION   465823102       17     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
IVAX CORPORATION              EQUITY   465823102      366    22000 SH       DEFINED                21,31    22000        0        0
IVEX PACKAGING CORP DEL       EQUITY   465855104      165    16500 SH       DEFINED                12,21    16500        0        0
IVEX PACKAGING CORP DEL       EQUITY   465855104       65     6507 SH       DEFINED          15,18,21,22     4968        0     1539
IVEX PACKAGING CORP DEL       EQUITY   465855104     1570   156977 SH       DEFINED             18,21,22   111472        0    45505
IVILLAGE INC                  EQUITY   46588H105      634    18650 SH       DEFINED                12,21    18650        0        0
IVILLAGE INC                  EQUITY   46588H105       68     2000 SH       DEFINED          15,18,21,22        0        0     2000
IVILLAGE INC                  EQUITY   46588H105       53     1553 SH       DEFINED             18,21,22     1353        0      200
IWERKS ENTERTAINMENT INC      EQUITY   465916104       47    51850 SH       DEFINED             18,21,22     5000        0    46850
JDN REALTY CORP               EQUITY   465917102        5      250 SH       DEFINED               -           250        0        0
JDN REALTY CORP               EQUITY   465917102     4442   224930 SH       DEFINED                12,21   224930        0        0
JDN REALTY CORP               EQUITY   465917102      239    12106 SH       DEFINED          15,18,21,22     6064        0     6042
JDN REALTY CORP               EQUITY   465917102      146     7400 SH       DEFINED             16,18,21     7400        0        0
JDN REALTY CORP               EQUITY   465917102     2015   102001 SH       DEFINED             18,21,22    80126        0    21875
JDS UNIPHASE CORP             EQUITY   46612J101       84      730 SH       DEFINED               -           730        0        0
JDS UNIPHASE CORP             EQUITY   46612J101    10789    93615 SH       DEFINED                  4,6    30000        0    63615
JDS UNIPHASE CORP             EQUITY   46612J101    19078   165534 SH       DEFINED                12,21   165534        0        0
JDS UNIPHASE CORP             EQUITY   46612J101     1035     8982 SH       DEFINED          15,18,21,22     4803        0     4179
JDS UNIPHASE CORP             EQUITY   46612J101     3458    30000 SH       DEFINED             16,18,21    30000        0        0
JDS UNIPHASE CORP             EQUITY   46612J101    45077   391124 SH       DEFINED             18,21,22   208064        0   183060
JDS UNIPHASE CORP             EQUITY   46612J101      565     4900 SH       DEFINED                   25        0     4900        0
JDS UNIPHASE CORP             EQUITY   46612J101     3737    32425 SH       DEFINED     3,13,14,26,29,30    32425        0        0
JDA SOFTWARE GROUP INC        EQUITY   46612K108     1412   120150 SH       DEFINED                12,21   120150        0        0
JDA SOFTWARE GROUP INC        EQUITY   46612K108        8      700 SH       DEFINED          15,18,21,22        0        0      700
JDA SOFTWARE GROUP INC        EQUITY   46612K108      128    10899 SH       DEFINED             18,21,22     7894        0     3005
JLG INDUSTRIES INC            EQUITY   466210101     5581   380000 SH       DEFINED                  4,6        0   380000        0
JLG INDUSTRIES INC            EQUITY   466210101     1501   102226 SH       DEFINED                12,21   102226        0        0
JLG INDUSTRIES INC            EQUITY   466210101      182    12361 SH       DEFINED          15,18,21,22     9451        0     2910
JLG INDUSTRIES INC            EQUITY   466210101     2709   184430 SH       DEFINED             18,21,22   133061        0    51369
JLG INDUSTRIES INC            EQUITY   466210101      217    14800 SH       DEFINED                   25        0    14800        0
JMAR TECHNOLOGIES INC         EQUITY   466212107       22    13500 SH       DEFINED             18,21,22     3000        0    10500
WTS JMAR TECHNOLOGIES INC     EQUITY   466212115        2    10000 SH       DEFINED             18,21,22    10000        0        0
JP REALTY INC                 EQUITY   46624A106     7422   428700 SH       DEFINED                12,21   428700        0        0
JP REALTY INC                 EQUITY   46624A106     1367    78964 SH       DEFINED             18,21,22    27346        0    51618
JPS INDUSTRIES INC            EQUITY   46624E405       13     5000 SH       DEFINED             18,21,22        0        0     5000
JPS INDUSTRIES INC            EQUITY   46624E405      677   257892 SH       DEFINED        3,13,29,30,32        0        0   257892
JSB FINL INC                  EQUITY   46624M100     8944   156908 SH       DEFINED                12,21   156908        0        0
JSB FINL INC                  EQUITY   46624M100      922    16180 SH       DEFINED             18,21,22     7626        0     8554
JSB FINL INC                  EQUITY   46624M100       97     1700 SH       DEFINED                   25        0     1700        0
JABIL CIRCUIT INC             EQUITY   466313103       17      350 SH       DEFINED               -           350        0        0
JABIL CIRCUIT INC             EQUITY   466313103      858    17470 SH       DEFINED                12,21    17470        0        0
JABIL CIRCUIT INC             EQUITY   466313103      434     8836 SH       DEFINED          15,18,21,22     2618        0     6218
JABIL CIRCUIT INC             EQUITY   466313103     7275   148100 SH       DEFINED             18,21,22    91102        0    56998
JABIL CIRCUIT INC             EQUITY   466313103       14      280 SH       DEFINED     3,13,14,26,29,30      280        0        0
JABIL CIRCUIT INC             EQUITY   466313103      359     7300 SH       DEFINED                21,31     7300        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107       75     2305 SH       DEFINED               -          2305        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     3076    94826 SH       DEFINED                12,21    94826        0        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107      233     7190 SH       DEFINED          15,18,21,22     3195        0     3995
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     6433   198319 SH       DEFINED             18,21,22   136928        0    61391
JACOBS ENGINEERING GROUP INC  EQUITY   469814107      373    11500 SH       DEFINED                   25        0    11500        0
JACOBS ENGINEERING GROUP INC  EQUITY   469814107     3119    96162 SH       DEFINED                21,31    96162        0        0
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0      202   326000 PRN      DEFINED                12,21   326000        0        0
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0       12    19000 PRN      DEFINED          15,18,21,22        0        0    19000
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0     1856  3000000 PRN      DEFINED             16,18,21  3000000        0        0
JACOR COMMUNICATIONS INC SR   CORPBOND 469858AB0     1358  2194000 PRN      DEFINED             18,21,22  1787000        0   407000
WTS JACOR COMMUNICATIONS INC  EQUITY   469858138     2675   200000 SH       DEFINED             16,18,21   200000        0        0
JAKKS PACIFIC INC             EQUITY   47012E106      359     9200 SH       DEFINED                12,21     9200        0        0
JAKKS PACIFIC INC             EQUITY   47012E106       40     1020 SH       DEFINED          15,18,21,22      860        0      160
JAKKS PACIFIC INC             EQUITY   47012E106     2287    58632 SH       DEFINED             18,21,22    43286        0    15346
JAMESON INNS INC              EQUITY   470457102      157    18465 SH       DEFINED          15,18,21,22    11349        0     7116
JAMESON INNS INC              EQUITY   470457102      404    47578 SH       DEFINED             18,21,22    11258        0    36320
JAPAN EQUITY FUND INC         EQUITY   471057109       12     1231 SH       DEFINED          15,18,21,22        1        0     1230
JAPAN EQUITY FUND INC         EQUITY   471057109     1076   111074 SH       DEFINED             18,21,22    68523        0    42550
JAPAN OTC EQUITY FD INC       EQUITY   471091108      675    49512 SH       DEFINED             18,21,22    27771        0    21741
JARDINE FLEMING CHINA REGION  EQUITY   471110106       20     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      178    26810 SH       DEFINED             18,21,22     1105        0    25704
JARDINE FLEMING INDIA FUND IN EQUITY   471112102        3      318 SH       DEFINED          15,18,21,22      217        0      101
JARDINE FLEMING INDIA FUND IN EQUITY   471112102      382    44337 SH       DEFINED             18,21,22    34399        0     9938
JAVELIN SYSTEMS INC           EQUITY   471896100      104    10700 SH       DEFINED             18,21,22     1200        0     9500
JEFFBANKS INC                 EQUITY   472317106      187     6600 SH       DEFINED                12,21     6600        0        0
JEFFBANKS INC                 EQUITY   472317106      102     3584 SH       DEFINED             18,21,22     3083        0      501
JEFFERIES GROUP INC NEW       EQUITY   472319102      358    17400 SH       DEFINED                12,21    17400        0        0
JEFFERIES GROUP INC NEW       EQUITY   472319102       83     4024 SH       DEFINED             18,21,22     3537        0      487
JEFFERSON PILOT CORP          EQUITY   475070108      145     2305 SH       DEFINED               -          2305        0        0
JEFFERSON PILOT CORP          EQUITY   475070108       66     1049 SH       DEFINED                  4,6        0        0     1049
JEFFERSON PILOT CORP          EQUITY   475070108     2997    47572 SH       DEFINED                12,21    47572        0        0
JEFFERSON PILOT CORP          EQUITY   475070108     1715    27215 SH       DEFINED          15,18,21,22    16888        0    10327
JEFFERSON PILOT CORP          OPTION   475070108       19      300 SH  CALL DEFINED          15,18,21,22        0        0      300
JEFFERSON PILOT CORP          EQUITY   475070108    16229   257599 SH       DEFINED             18,21,22   156347        0   101252
JEFFERSON PILOT CORP          EQUITY   475070108      745    11819 SH       DEFINED                   25        0    11819        0
JEFFERSON PILOT CORP          EQUITY   475070108      412     6547 SH       DEFINED                21,31     6547        0        0
*** JEFFERSON SMURFIT PLC     EQUITY   47508W107        8      260 SH       DEFINED          15,18,21,22      260        0        0
*** JEFFERSON SMURFIT PLC     EQUITY   47508W107      418    14113 SH       DEFINED             18,21,22    11924        0     2189
JFAX.COM INC                  EQUITY   477366108        5     1000 SH       DEFINED          15,18,21,22     1000        0        0
JFAX.COM INC                  EQUITY   477366108      454    88565 SH       DEFINED             18,21,22    25503        0    63062
*** JILIN CHEM INDL LTD       EQUITY   477418107      689    59300 SH       DEFINED             18,21,22    41200        0    18100
JO ANN STORES INC CL A        EQUITY   47758P109      181    13900 SH       DEFINED                12,21    13900        0        0
JO ANN STORES INC CL A        EQUITY   47758P109        7      568 SH       DEFINED             18,21,22       53        0      515
JOHN NUVEEN CO CL A           EQUITY   478035108      294     7983 SH       DEFINED                12,21     7983        0        0
JOHN NUVEEN CO CL A           EQUITY   478035108      219     5958 SH       DEFINED             18,21,22      504        0     5454
JOHNS MANVILLE CORP NEW       EQUITY   478129109        7      500 SH       DEFINED                  4,6        0        0      500
JOHNS MANVILLE CORP NEW       EQUITY   478129109      559    42390 SH       DEFINED                12,21    42390        0        0
JOHNS MANVILLE CORP NEW       EQUITY   478129109      105     7954 SH       DEFINED             18,21,22     2004        0     5950
JOHNSON & JOHNSON             EQUITY   478160104     7995    85055 SH       DEFINED               -         85055        0        0
JOHNSON & JOHNSON             EQUITY   478160104   146079  1554035 SH       DEFINED                  4,6   703105   357220   493710
JOHNSON & JOHNSON             EQUITY   478160104       75      800 SH       DEFINED                5,6,7        0        0      800
JOHNSON & JOHNSON             EQUITY   478160104     2468    26258 SH       DEFINED                  6,7        0        0    26258
JOHNSON & JOHNSON             EQUITY   478160104   302022  3212998 SH       DEFINED                12,21  3212998        0        0
JOHNSON & JOHNSON             EQUITY   478160104    34539   367439 SH       DEFINED          15,18,21,22   222004        0   145435
JOHNSON & JOHNSON             EQUITY   478160104     6646    70698 SH       DEFINED             16,18,21    70698        0        0
JOHNSON & JOHNSON             OPTION   478160104     8729    92860 SH  CALL DEFINED       17,18,19,20,21    92860        0        0
JOHNSON & JOHNSON             EQUITY   478160104   819278  8715720 SH       DEFINED             18,21,22  4722608        0  3993112
JOHNSON & JOHNSON             OPTION   478160104    27006   287300 SH  CALL DEFINED             18,21,22   287300        0        0
JOHNSON & JOHNSON             EQUITY   478160104    19867   211350 SH       DEFINED            4,6,23,24   211350        0        0
JOHNSON & JOHNSON             EQUITY   478160104     6292    66936 SH       DEFINED                   25        0    66936        0
JOHNSON & JOHNSON             EQUITY   478160104     3676    39111 SH       DEFINED     3,13,14,26,29,30    39111        0        0
JOHNSON & JOHNSON             EQUITY   478160104     8906    94742 SH       DEFINED                21,31    94742        0        0
JOHNSON CONTROLS INC          EQUITY   478366107    60462   889150 SH       DEFINED                  4,6   433275    94500   361375
JOHNSON CONTROLS INC          EQUITY   478366107      830    12200 SH       DEFINED                  6,7        0        0    12200
JOHNSON CONTROLS INC          EQUITY   478366107    42535   625510 SH       DEFINED                12,21   625510        0        0
JOHNSON CONTROLS INC          EQUITY   478366107      169     2482 SH       DEFINED          15,18,21,22     1526        0      956
JOHNSON CONTROLS INC          EQUITY   478366107     7225   106251 SH       DEFINED             18,21,22    71285        0    34966
JOHNSON CONTROLS INC          EQUITY   478366107      996    14652 SH       DEFINED                   25        0    14652        0
JOHNSON CONTROLS INC          EQUITY   478366107      653     9600 SH       DEFINED     3,13,14,26,29,30     9600        0        0
JOHNSON CONTROLS INC          EQUITY   478366107      363     5344 SH       DEFINED                21,31     5344        0        0
JONES APPAREL GROUP INC       EQUITY   480074103      424    15000 SH       DEFINED                  4,6    15000        0        0
JONES APPAREL GROUP INC       EQUITY   480074103     5681   201081 SH       DEFINED                12,21   201081        0        0
JONES APPAREL GROUP INC       EQUITY   480074103      263     9311 SH       DEFINED          15,18,21,22     4829        0     4482
JONES APPAREL GROUP INC       EQUITY   480074103        3      100 SH       DEFINED             16,18,21      100        0        0
JONES APPAREL GROUP INC       EQUITY   480074103    32760  1159659 SH       DEFINED             18,21,22  1076548        0    83111
JONES APPAREL GROUP INC       OPTION   480074103    14125   500000 SH  CALL DEFINED             18,21,22   500000        0        0
JONES APPAREL GROUP INC       OPTION   480074103    14125   500000 SH  PUT  DEFINED             18,21,22   500000        0        0
JONES APPAREL GROUP INC       EQUITY   480074103     2531    89598 SH       DEFINED                21,31    89598        0        0
JONES LANG LASALLE INC        EQUITY   48020Q107     6581   408100 SH       DEFINED                12,21   408100        0        0
JONES LANG LASALLE INC        EQUITY   48020Q107     6758   419127 SH       DEFINED             18,21,22      210        0   418917
JONES INTERCABLE INC CL A     EQUITY   480206200       31      600 SH       DEFINED               -           600        0        0
JONES INTERCABLE INC CL A     EQUITY   480206200     5887   112800 SH       DEFINED   2,3,11,13,14,29,30        0   112800        0
JONES INTERCABLE INC CL A     EQUITY   480206200      272     5205 SH       DEFINED                12,21     5205        0        0
JONES INTERCABLE INC CL A     EQUITY   480206200      941    18027 SH       DEFINED             18,21,22    13237        0     4790
JONES PHARMA INC              EQUITY   480236108    13914   417275 SH       DEFINED                12,21   417275        0        0
JONES PHARMA INC              EQUITY   480236108       11      334 SH       DEFINED          15,18,21,22      124        0      210
JONES PHARMA INC              EQUITY   480236108     1513    45365 SH       DEFINED             18,21,22    37073        0     8292
JONES PHARMA INC              EQUITY   480236108      472    14150 SH       DEFINED                   25        0    14150        0
JONES PHARMA INC              EQUITY   480236108     1225    36750 SH       DEFINED                21,31    36750        0        0
JOSTENS INC                   EQUITY   481088102     4015   208549 SH       DEFINED                12,21   208549        0        0
JOSTENS INC                   EQUITY   481088102      405    21043 SH       DEFINED          15,18,21,22    15277        0     5766
JOSTENS INC                   EQUITY   481088102     8220   426987 SH       DEFINED             18,21,22   307047        0   119940
JOSTENS INC                   EQUITY   481088102       21     1091 SH       DEFINED                   25        0     1091        0
JOSTENS INC                   EQUITY   481088102      799    41484 SH       DEFINED                21,31    41484        0        0
JOURNAL REGISTER CO           EQUITY   481138105      626    47000 SH       DEFINED                12,21    47000        0        0
JOURNAL REGISTER CO           EQUITY   481138105       57     4265 SH       DEFINED             18,21,22     3265        0     1000
JUNIPER NETWORKS INC          EQUITY   48203R104        9       50 SH       DEFINED               -            50        0        0
JUNIPER NETWORKS INC          EQUITY   48203R104      909     4914 SH       DEFINED                  4,6        0        0     4914
JUNIPER NETWORKS INC          EQUITY   48203R104     2651    14330 SH       DEFINED                12,21    14330        0        0
JUNIPER NETWORKS INC          EQUITY   48203R104     8074    43638 SH       DEFINED             18,21,22    41854        0     1784
JUNIPER NETWORKS INC          EQUITY   48203R104      185     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
JUNO ONLINE SERVICES INC      EQUITY   482048105        2      100 SH       DEFINED               -           100        0        0
JUNO ONLINE SERVICES INC      EQUITY   482048105      115     7200 SH       DEFINED                12,21     7200        0        0
JUNO ONLINE SERVICES INC      EQUITY   482048105        2      100 SH       DEFINED          15,18,21,22        0        0      100
JUNO ONLINE SERVICES INC      EQUITY   482048105      298    18706 SH       DEFINED             18,21,22    10255        0     8451
JUST FOR FEET INC             EQUITY   48213P106       47    22925 SH       DEFINED                12,21    22925        0        0
JUST FOR FEET INC             EQUITY   48213P106      109    53663 SH       DEFINED          15,18,21,22     9063        0    44600
JUST FOR FEET INC             EQUITY   48213P106       44    21677 SH       DEFINED             18,21,22    18771        0     2906
JUSTIN INDUSTRIES INC         EQUITY   482171105      190    13200 SH       DEFINED                12,21    13200        0        0
KLA-TENCOR CORP               EQUITY   482480100     9412   142068 SH       DEFINED                12,21   142068        0        0
KLA-TENCOR CORP               EQUITY   482480100      137     2074 SH       DEFINED          15,18,21,22     1394        0      680
KLA-TENCOR CORP               EQUITY   482480100      795    12000 SH       DEFINED             16,18,21    12000        0        0
KLA-TENCOR CORP               EQUITY   482480100    54107   816703 SH       DEFINED             18,21,22   398856        0   417847
KLA-TENCOR CORP               OPTION   482480100       40      600 SH  CALL DEFINED             18,21,22        0        0      600
KLA-TENCOR CORP               EQUITY   482480100      166     2500 SH       DEFINED                   25        0     2500        0
KLA-TENCOR CORP               EQUITY   482480100      365     5503 SH       DEFINED                21,31     5503        0        0
K MART CORP                   EQUITY   482584109     5571   481800 SH       DEFINED   2,3,11,13,14,29,30        0   481800        0
K MART CORP                   EQUITY   482584109    11211   969542 SH       DEFINED                12,21   969542        0        0
K MART CORP                   EQUITY   482584109       36     3100 SH       DEFINED          15,18,21,22      100        0     3000
K MART CORP                   EQUITY   482584109     2128   184012 SH       DEFINED             16,18,21   184012        0        0
K MART CORP                   EQUITY   482584109      200    17300 SH       DEFINED                18,21    17300        0        0
K MART CORP                   EQUITY   482584109    10058   869876 SH       DEFINED             18,21,22    79206        0   790670
K MART CORP                   EQUITY   482584109      164    14153 SH       DEFINED                   25        0    14153        0
K MART CORP                   EQUITY   482584109      620    53584 SH       DEFINED     3,13,14,26,29,30    53584        0        0
K MART CORP                   EQUITY   482584109      496    42856 SH       DEFINED                21,31    42856        0        0
K N ENERGY INC                EQUITY   482620101       35     1550 SH       DEFINED               -          1550        0        0
K N ENERGY INC                EQUITY   482620101      466    20700 SH       DEFINED                  4,6    17000        0     3700
K N ENERGY INC                EQUITY   482620101       64     2828 SH       DEFINED                12,21     2828        0        0
K N ENERGY INC                EQUITY   482620101      200     8895 SH       DEFINED          15,18,21,22     6755        0     2140
K N ENERGY INC                EQUITY   482620101     7083   314793 SH       DEFINED             18,21,22   166717        0   148076
K-SWISS INC CL A              EQUITY   482686102      219     7100 SH       DEFINED                12,21     7100        0        0
K-SWISS INC CL A              EQUITY   482686102      229     7423 SH       DEFINED             18,21,22     2123        0     5300
K2 INC                        EQUITY   482732104      124    13961 SH       DEFINED             18,21,22       60        0    13901
K2 INC                        OPTION   482732104       44     5000 SH  PUT  DEFINED             18,21,22        0        0     5000
K-V PHARMACEUTICAL CO CL B    EQUITY   482740107      226    12900 SH       DEFINED                12,21    12900        0        0
K V PHARMACEUTICAL CO CLASS A EQUITY   482740206      324    18527 SH       DEFINED             18,21,22     4397        0    14130
*** KAFUS ENVIRONMENTAL INDS  EQUITY   482910106      442    47821 SH       DEFINED             18,21,22    11711        0    36110
KAISER ALUMINUM CORP          EQUITY   483007100     2733   349800 SH       DEFINED   2,3,11,13,14,29,30        0   349800        0
KAISER ALUMINUM CORP          EQUITY   483007100      197    25158 SH       DEFINED                12,21    25158        0        0
KAISER ALUMINUM CORP          EQUITY   483007100      392    50132 SH       DEFINED             18,21,22    48132        0     2000
KAMAN CORP CONV S/DEBS - REG  CORPBOND 483548AC7      723   749000 PRN      DEFINED        3,13,27,28,30   749000        0        0
KAMAN CORP CONV S/DEBS - REG  CORPBOND 483548AC7      622   645000 PRN      DEFINED           3,13,29,30   645000        0        0
KAMAN CORP CLASS A            EQUITY   483548103     2573   203840 SH       DEFINED                12,21   203840        0        0
KAMAN CORP CLASS A            EQUITY   483548103       97     7713 SH       DEFINED             18,21,22     7713        0        0
KAMAN CORP CLASS A            EQUITY   483548103     1643   130177 SH       DEFINED        3,13,27,28,30   130177        0        0
KAMAN CORP CLASS A            EQUITY   483548103     1414   111988 SH       DEFINED           3,13,29,30   111988        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107      147     5112 SH       DEFINED               -          5112        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107       10      350 SH       DEFINED          15,18,21,22      350        0        0
KANEB PIPE LINE PARTNERS LP   EQUITY   484169107     2249    78037 SH       DEFINED             18,21,22    21870        0    56167
KANSAS CITY LIFE INSURANCE CO EQUITY   484836101      660    17968 SH       DEFINED                12,21    17968        0        0
KANSAS CITY LIFE INSURANCE CO EQUITY   484836101      107     2900 SH       DEFINED                   25        0     2900        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100       28     1150 SH       DEFINED               -          1150        0        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100       68     2773 SH       DEFINED                12,21     2773        0        0
KANSAS CITY POWER & LIGHT CO  EQUITY   485134100     1433    58801 SH       DEFINED             18,21,22    26229        0    32572
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      336     7330 SH       DEFINED               -          7330        0        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104       32      700 SH       DEFINED                  4,6        0        0      700
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104    13775   300270 SH       DEFINED                12,21   300270        0        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      124     2708 SH       DEFINED          15,18,21,22     1274        0     1434
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104     8996   196093 SH       DEFINED             18,21,22    75063        0   121030
KANSAS CITY SOUTHERN INDS INC OPTION   485170104      184     4000 SH  PUT  DEFINED             18,21,22        0        0     4000
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      184     4000 SH       DEFINED                   25        0     4000        0
KANSAS CITY SOUTHERN INDS INC EQUITY   485170104      316     6889 SH       DEFINED                21,31     6889        0        0
KASPER A S L LTD              EQUITY   485808109       78    21067 SH       DEFINED             18,21,22    21067        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107     5854   274662 SH       DEFINED                12,21   274662        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107      608    28543 SH       DEFINED             18,21,22    15658        0    12885
KAUFMAN & BROAD HOME CORP     EQUITY   486168107      495    23204 SH       DEFINED                   25        0    23204        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107      850    39865 SH       DEFINED     3,13,14,26,29,30    39865        0        0
KAUFMAN & BROAD HOME CORP     EQUITY   486168107       79     3694 SH       DEFINED                21,31     3694        0        0
KAYDON CORP                   EQUITY   486587108      840    35000 SH       DEFINED                  4,6        0    35000        0
KAYDON CORP                   EQUITY   486587108      718    29900 SH       DEFINED                12,21    29900        0        0
KAYDON CORP                   EQUITY   486587108      197     8210 SH       DEFINED          15,18,21,22     5215        0     2995
KAYDON CORP                   EQUITY   486587108     7397   308202 SH       DEFINED             18,21,22   215471        0    92731
KAYE GROUP INC                EQUITY   486589104     2631   314178 SH       DEFINED                  6,7   314178        0        0
KEANE INC                     EQUITY   486665102      365    16610 SH       DEFINED                12,21    16610        0        0
KEANE INC                     EQUITY   486665102     4592   208737 SH       DEFINED             18,21,22   134056        0    74681
KEANE INC                     EQUITY   486665102       15      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
KEEBLER FOODS CO              EQUITY   487256109    21058   709305 SH       DEFINED                12,21   709305        0        0
KEEBLER FOODS CO              EQUITY   487256109        9      290 SH       DEFINED          15,18,21,22      125        0      165
KEEBLER FOODS CO              EQUITY   487256109     3257   109716 SH       DEFINED             18,21,22    55664        0    54052
KEEBLER FOODS CO              EQUITY   487256109      959    32319 SH       DEFINED                21,31    32319        0        0
KEITHLEY INSTRUMENTS INC      EQUITY   487584104      552    37285 SH       DEFINED             18,21,22    16152        0    21133
KELLOGG CO                    EQUITY   487836108     5454   146904 SH       DEFINED               -        146904        0        0
KELLOGG CO                    EQUITY   487836108      275     7400 SH       DEFINED                  4,6     6400     1000        0
KELLOGG CO                    EQUITY   487836108     2222    59856 SH       DEFINED                12,21    59856        0        0
KELLOGG CO                    EQUITY   487836108       28      760 SH       DEFINED          15,18,21,22       59        0      701
KELLOGG CO                    EQUITY   487836108      104     2800 SH       DEFINED             16,18,21     2800        0        0
KELLOGG CO                    EQUITY   487836108    10079   271492 SH       DEFINED             18,21,22   127716        0   143775
KELLOGG CO                    EQUITY   487836108      553    14892 SH       DEFINED                   25        0    14892        0
KELLOGG CO                    EQUITY   487836108      195     5260 SH       DEFINED     3,13,14,26,29,30     5260        0        0
KELLOGG CO                    EQUITY   487836108      959    25826 SH       DEFINED                21,31    25826        0        0
KELLSTROM INDS INC SUB NOTES  CORPBOND 488035AA4       79   100000 PRN      DEFINED                12,21   100000        0        0
KELLSTROM INDS INC SUB NOTES  CORPBOND 488035AA4      790  1000000 PRN      DEFINED             16,18,21  1000000        0        0
KELLSTROM INSD INC CV SUB     CORPBOND 488035AE6     1768  2600000 PRN      DEFINED             18,21,22  2585000        0    15000
KELLSTROM INDS INC            EQUITY   488035106     1168   119400 SH       DEFINED                12,21   119400        0        0
KELLSTROM INDS INC            EQUITY   488035106       20     2011 SH       DEFINED             18,21,22      211        0     1800
KELLSTROM INDS INC            EQUITY   488035106      161    16500 SH       DEFINED                   25        0    16500        0
KELLSTROM INDS INC            EQUITY   488035106      391    40000 SH       DEFINED                21,31    40000        0        0
KELLWOOD CO                   EQUITY   488044108      489    22293 SH       DEFINED                12,21    22293        0        0
KELLWOOD CO                   EQUITY   488044108      264    12042 SH       DEFINED             18,21,22    11272        0      770
KELLY SERVICES INC CL A       EQUITY   488152208     3340   120100 SH       DEFINED                12,21   120100        0        0
KELLY SERVICES INC CL A       EQUITY   488152208      614    22062 SH       DEFINED             18,21,22    18211        0     3850
KEMET CORP                    EQUITY   488360108   141262  4617300 SH       DEFINED               4,6,10  4617300        0        0
KEMET CORP                    EQUITY   488360108     1000    32700 SH       DEFINED                12,21    32700        0        0
KEMET CORP                    EQUITY   488360108      523    17108 SH       DEFINED          15,18,21,22    13165        0     3943
KEMET CORP                    EQUITY   488360108    11166   364958 SH       DEFINED             18,21,22   255470        0   109488
KENAN TRANSPORT CO            EQUITY   488539107     2284    72800 SH       DEFINED                  4,6        0    72800        0
KENAN TRANSPORT CO            EQUITY   488539107       79     2515 SH       DEFINED             18,21,22        0        0     2515
KENNAMETAL INC                EQUITY   489170100      560    23100 SH       DEFINED                12,21    23100        0        0
KENNAMETAL INC                EQUITY   489170100      741    30551 SH       DEFINED             18,21,22    11716        0    18835
KENT ELECTRONICS CORP SUB NTS CORPBOND 490553AA2     2343  2970000 PRN      DEFINED             18,21,22   509000        0  2461000
KENT ELECTRONICS CORP         EQUITY   490553104      167     9200 SH       DEFINED               -          9200        0        0
KENT ELECTRONICS CORP         EQUITY   490553104     2539   140100 SH       DEFINED                12,21   140100        0        0
KENT ELECTRONICS CORP         EQUITY   490553104       68     3725 SH       DEFINED          15,18,21,22     2850        0      875
KENT ELECTRONICS CORP         EQUITY   490553104     2021   111493 SH       DEFINED             18,21,22    65413        0    46080
KERR MC GEE CORPORATION       CORPBOND 492386AL1       15    15000 PRN      DEFINED               -         15000        0        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1      474   481500 PRN      DEFINED                12,21   481500        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    19611 19910000 PRN      DEFINED             16,18,21 19910000        0        0
KERR MC GEE CORPORATION       CORPBOND 492386AL1     2675  2716000 PRN      DEFINED             18,21,22   226000        0  2490000
KERR MCGEE CORP               EQUITY   492386107      436     7898 SH       DEFINED                  4,6     1338        0     6560
KERR MCGEE CORP               EQUITY   492386107     3538    64035 SH       DEFINED                5,6,7        0        0    64035
KERR MCGEE CORP               EQUITY   492386107      519     9400 SH       DEFINED                  6,7        0        0     9400
KERR MCGEE CORP               EQUITY   492386107     9017   163201 SH       DEFINED                12,21   163201        0        0
KERR MCGEE CORP               EQUITY   492386107       34      612 SH       DEFINED          15,18,21,22        0        0      612
KERR MCGEE CORP               EQUITY   492386107     1138    20602 SH       DEFINED             16,18,21    20602        0        0
KERR MCGEE CORP               EQUITY   492386107     3198    57882 SH       DEFINED             18,21,22    24950        0    32932
KERR MCGEE CORP               EQUITY   492386107      132     2391 SH       DEFINED                   25        0     2391        0
KERR MCGEE CORP               EQUITY   492386107      663    12000 SH       DEFINED     3,13,14,26,29,30    12000        0        0
KERR MCGEE CORP               EQUITY   492386107      450     8136 SH       DEFINED                21,31     8136        0        0
KEY ENERGY SVCS INC           EQUITY   492914106      335    68700 SH       DEFINED                12,21    68700        0        0
KEY ENERGY SVCS INC           EQUITY   492914106      184    37748 SH       DEFINED             18,21,22     3676        0    34072
KEY TRONIC CORP               EQUITY   493144109       63    14072 SH       DEFINED             18,21,22    11255        0     2817
KEYCORP -NEW                  EQUITY   493267108      347    13634 SH       DEFINED               -         13634        0        0
KEYCORP -NEW                  EQUITY   493267108      101     3980 SH       DEFINED                  4,6        0        0     3980
KEYCORP -NEW                  EQUITY   493267108     1918    75400 SH       DEFINED                    6    75400        0        0
KEYCORP -NEW                  EQUITY   493267108    14437   567533 SH       DEFINED                12,21   567533        0        0
KEYCORP -NEW                  EQUITY   493267108      735    28890 SH       DEFINED          15,18,21,22    22290        0     6600
KEYCORP -NEW                  EQUITY   493267108       56     2200 SH       DEFINED             16,18,21     2200        0        0
KEYCORP -NEW                  EQUITY   493267108    17299   680027 SH       DEFINED             18,21,22   442565        0   237462
KEYCORP -NEW                  OPTION   493267108     1119    44000 SH  CALL DEFINED             18,21,22    44000        0        0
KEYCORP -NEW                  OPTION   493267108     1150    45200 SH  PUT  DEFINED             18,21,22    44000        0     1200
KEYCORP -NEW                  EQUITY   493267108      328    12898 SH       DEFINED                   25        0    12898        0
KEYCORP -NEW                  EQUITY   493267108      736    28929 SH       DEFINED                21,31    28929        0        0
KEYSPAN CORP                  EQUITY   49337W100      236     8150 SH       DEFINED               -          8150        0        0
KEYSPAN CORP                  EQUITY   49337W100      591    20365 SH       DEFINED                  4,6    20365        0        0
KEYSPAN CORP                  EQUITY   49337W100     9015   310859 SH       DEFINED                12,21   310859        0        0
KEYSPAN CORP                  EQUITY   49337W100       91     3136 SH       DEFINED          15,18,21,22      156        0     2980
KEYSPAN CORP                  EQUITY   49337W100       12      400 SH       DEFINED             16,18,21      400        0        0
KEYSPAN CORP                  EQUITY   49337W100    27880   961368 SH       DEFINED             18,21,22   666524        0   294844
KEYSPAN CORP                  EQUITY   49337W100      441    15200 SH       DEFINED                21,31    15200        0        0
KEYSTONE AUTOMOTIVE INDS INC  EQUITY   49338N109      194    17800 SH       DEFINED                12,21    17800        0        0
KEYSTONE AUTOMOTIVE INDS INC  EQUITY   49338N109        2      200 SH       DEFINED             18,21,22        0        0      200
KEYSTONE CONSOLIDATED INDS IN EQUITY   493422109      207    44200 SH       DEFINED                  4,6        0    44200        0
KEYSTONE CONSOLIDATED INDS IN EQUITY   493422109        5     1000 SH       DEFINED             18,21,22        0        0     1000
KEYSTONE FINANCIAL INC        EQUITY   493482103       56     2204 SH       DEFINED                12,21     2204        0        0
KEYSTONE FINANCIAL INC        EQUITY   493482103      414    16315 SH       DEFINED             18,21,22     6639        0     9676
KILROY REALTY CORPORATION     EQUITY   49427F108        7      315 SH       DEFINED               -           315        0        0
KILROY REALTY CORPORATION     EQUITY   49427F108     1781    84306 SH       DEFINED                12,21    84306        0        0
KILROY REALTY CORPORATION     EQUITY   49427F108      110     5210 SH       DEFINED          15,18,21,22     4385        0      825
KILROY REALTY CORPORATION     EQUITY   49427F108     2754   130381 SH       DEFINED             18,21,22    75220        0    55161
KIMBALL INTERNATIONAL INC CL  EQUITY   494274103     2991   165046 SH       DEFINED                12,21   165046        0        0
KIMBALL INTERNATIONAL INC CL  EQUITY   494274103       13      713 SH       DEFINED             18,21,22      711        0        2
KIMBERLY CLARK CORP           EQUITY   494368103     2337    44311 SH       DEFINED               -         44311        0        0
KIMBERLY CLARK CORP           EQUITY   494368103    16755   317625 SH       DEFINED                  4,6   121422   113473    82730
KIMBERLY CLARK CORP           EQUITY   494368103   180012  3412546 SH       DEFINED                12,21  3412546        0        0
KIMBERLY CLARK CORP           EQUITY   494368103    19856   376411 SH       DEFINED          15,18,21,22   244048        0   132363
KIMBERLY CLARK CORP           EQUITY   494368103     2024    38366 SH       DEFINED             16,18,21    38366        0        0
KIMBERLY CLARK CORP           EQUITY   494368103   481024  9118932 SH       DEFINED             18,21,22  3494857        0  5624074
KIMBERLY CLARK CORP           OPTION   494368103     3693    70000 SH  CALL DEFINED             18,21,22    70000        0        0
KIMBERLY CLARK CORP           EQUITY   494368103     2616    49590 SH       DEFINED                   25        0    49590        0
KIMBERLY CLARK CORP           EQUITY   494368103     1396    26464 SH       DEFINED     3,13,14,26,29,30    26464        0        0
KIMBERLY CLARK CORP           EQUITY   494368103     2056    38982 SH       DEFINED                21,31    38982        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109      106     3052 SH       DEFINED               -          3052        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109      148     4257 SH       DEFINED                  4,6        0        0     4257
KIMCO REALTY CORPORATION      EQUITY   49446R109     6488   187033 SH       DEFINED                12,21   187033        0        0
KIMCO REALTY CORPORATION      EQUITY   49446R109      121     3490 SH       DEFINED          15,18,21,22     2955        0      535
KIMCO REALTY CORPORATION      EQUITY   49446R109     4854   139940 SH       DEFINED             18,21,22    84870        0    55069
KIMCO REALTY CORPORATION      EQUITY   49446R109     1461    42116 SH       DEFINED                21,31    42116        0        0
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106      162     3809 SH       DEFINED               -          3809        0        0
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106      167     3919 SH       DEFINED          15,18,21,22     1700        0     2219
KINDER MORGAN ENERGY PARTNERS EQUITY   494550106     8221   192878 SH       DEFINED             18,21,22    73499        0   119378
KING PHARMACEUTICALS INC      EQUITY   495582108     2197    61994 SH       DEFINED                12,21    61994        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108        4      100 SH       DEFINED          15,18,21,22      100        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108       52     1480 SH       DEFINED             18,21,22     1480        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108       32      900 SH       DEFINED     3,13,14,26,29,30      900        0        0
KING PHARMACEUTICALS INC      EQUITY   495582108     1695    47839 SH       DEFINED                21,31    47839        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107     2425    63822 SH       DEFINED   2,3,11,13,14,29,30        0    63822        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      947    24934 SH       DEFINED                12,21    24934        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      333     8773 SH       DEFINED             18,21,22     4859        0     3914
KING WORLD PRODUCTIONS INC    EQUITY   495667107       80     2106 SH       DEFINED                   25        0     2106        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      513    13500 SH       DEFINED     3,13,14,26,29,30    13500        0        0
KING WORLD PRODUCTIONS INC    EQUITY   495667107      168     4412 SH       DEFINED                21,31     4412        0        0
*** KINROSS GOLD CORP         EQUITY   496902107       42    14167 SH       DEFINED          15,18,21,22     2612        0    11555
*** KINROSS GOLD CORP         EQUITY   496902107      237    80585 SH       DEFINED             18,21,22    38955        0    41630
KIRBY CORP                    EQUITY   497266106     1070    54200 SH       DEFINED   2,3,11,13,14,29,30        0    54200        0
KIRBY CORP                    EQUITY   497266106     2125   107605 SH       DEFINED                12,21   107605        0        0
KIRBY CORP                    EQUITY   497266106       30     1525 SH       DEFINED             18,21,22     1356        0      169
KMART FING I TR CONV PFD SECS EQUITY   498778208       21      450 SH       DEFINED               -           450        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208     8258   175000 SH       DEFINED                12,21   175000        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208      246     5205 SH       DEFINED          15,18,21,22     1626        0     3579
KMART FING I TR CONV PFD SECS EQUITY   498778208     2378    50400 SH       DEFINED             16,18,21    50400        0        0
KMART FING I TR CONV PFD SECS EQUITY   498778208      488    10348 SH       DEFINED             18,21,22     3601        0     6747
KNOLL INC                     EQUITY   498904101      387    14300 SH       DEFINED                12,21    14300        0        0
KNOLL INC                     EQUITY   498904101       29     1068 SH       DEFINED             18,21,22      668        0      400
KNIGHT-RIDDER INC             EQUITY   499040103    19151   345072 SH       DEFINED                12,21   345072        0        0
KNIGHT-RIDDER INC             EQUITY   499040103      127     2285 SH       DEFINED          15,18,21,22     1715        0      570
KNIGHT-RIDDER INC             EQUITY   499040103    35139   633127 SH       DEFINED             18,21,22   290367        0   342759
KNIGHT-RIDDER INC             EQUITY   499040103      125     2260 SH       DEFINED                   25        0     2260        0
KNIGHT-RIDDER INC             EQUITY   499040103      281     5067 SH       DEFINED                21,31     5067        0        0
KNIGHT TRANSPORTATION INC     EQUITY   499064103       98     7400 SH       DEFINED                12,21     7400        0        0
KNIGHT TRANSPORTATION INC     EQUITY   499064103      102     7710 SH       DEFINED          15,18,21,22     7490        0      220
KNIGHT TRANSPORTATION INC     EQUITY   499064103     1302    98244 SH       DEFINED             18,21,22    67436        0    30808
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106      498    17750 SH       DEFINED                  4,6    13000        0     4750
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106     1384    49328 SH       DEFINED                12,21    49328        0        0
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106      180     6400 SH       DEFINED          15,18,21,22     1600        0     4800
KNIGHT TRIMARK GROUP INC A    EQUITY   499067106     2937   104661 SH       DEFINED             18,21,22    55373        0    49288
KNIGHT TRIMARK GROUP INC A    OPTION   499067106       56     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
KOGER EQUITY INC              EQUITY   500228101     4336   270981 SH       DEFINED                12,21   270981        0        0
KOGER EQUITY INC              EQUITY   500228101      478    29843 SH       DEFINED             18,21,22     5973        0    23870
KOHLS CORP                    EQUITY   500255104      140     2035 SH       DEFINED               -          2035        0        0
KOHLS CORP                    EQUITY   500255104    51734   751131 SH       DEFINED                  4,6   208955   165162   377014
KOHLS CORP                    EQUITY   500255104      475     6900 SH       DEFINED                  6,7        0        0     6900
KOHLS CORP                    EQUITY   500255104    21499   312146 SH       DEFINED                12,21   312146        0        0
KOHLS CORP                    EQUITY   500255104     6092    88453 SH       DEFINED          15,18,21,22    73276        0    15177
KOHLS CORP                    EQUITY   500255104   101245  1469986 SH       DEFINED             18,21,22  1018416        0   451570
KOHLS CORP                    EQUITY   500255104     9677   140500 SH       DEFINED                   25        0   140500        0
KOHLS CORP                    EQUITY   500255104      697    10119 SH       DEFINED                21,31    10119        0        0
KOLLMORGEN CORP CV S/D-REG    CORPBOND 500440AA0       23    23000 PRN      DEFINED             18,21,22    23000        0        0
KOMAG INC                     EQUITY   500453105      139    44900 SH       DEFINED                12,21    44900        0        0
KOMAG INC                     EQUITY   500453105       52    16816 SH       DEFINED             18,21,22     5451        0    11365
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3       22    19000 PRN      DEFINED                12,21    19000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3       65    57000 PRN      DEFINED     3,13,14,26,29,30    57000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3    19549 17055000 PRN      DEFINED        3,13,27,28,30 17055000        0        0
*** KONINKLIJKE AHOLD NV CV   CORPBOND 500467AA3    13967 12185000 PRN      DEFINED           3,13,29,30 12185000        0        0
*** KONINKLIJKE AHOLD NV      EQUITY   500467303     5850   182449 SH       DEFINED                  4,6     9361        0   173088
*** KONINKLIJKE AHOLD NV      EQUITY   500467303       36     1126 SH       DEFINED                5,6,7        0        0     1126
*** KONINKLIJKE AHOLD NV      EQUITY   500467303      197     6143 SH       DEFINED          15,18,21,22     1313        0     4830
*** KONINKLIJKE AHOLD NV      EQUITY   500467303     4391   136960 SH       DEFINED             18,21,22    80873        0    56087
*** KONINKLIJKE AHOLD NV      EQUITY   500467303      297     9278 SH       DEFINED                   25        0     9278        0
KONOVER PPTY TR INC           EQUITY   50047R100       87    13400 SH       DEFINED                12,21    13400        0        0
KONOVER PPTY TR INC           EQUITY   50047R100      346    53192 SH       DEFINED             18,21,22    38699        0    14493
*** KONINKLIJKE PHILIPS       EQUITY   500472204     1338    13497 SH       DEFINED               -         13497        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204    31677   319564 SH       DEFINED                12,21   319564        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204     1286    12972 SH       DEFINED          15,18,21,22     6924        0     6048
*** KONINKLIJKE PHILIPS       EQUITY   500472204      459     4632 SH       DEFINED             16,18,21     4632        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204     1655    16700 SH       DEFINED       17,18,19,20,21    16700        0        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204    47808   482299 SH       DEFINED             18,21,22   288349        0   193950
*** KONINKLIJKE PHILIPS       EQUITY   500472204     2100    21183 SH       DEFINED                   25        0    21183        0
*** KONINKLIJKE PHILIPS       EQUITY   500472204     2359    23800 SH       DEFINED     3,13,14,26,29,30    23800        0        0
*** KOOR INDUSTRIES LTD       EQUITY   500507108     5239   302620 SH       DEFINED                  4,6   302620        0        0
*** KOOR INDUSTRIES LTD       EQUITY   500507108     2002   115610 SH       DEFINED                  6,7        0        0   115610
*** KOOR INDUSTRIES LTD       EQUITY   500507108      114     6600 SH       DEFINED             18,21,22     2100        0     4500
KOPIN CORPORATION             EQUITY   500600101       28     1000 SH       DEFINED                  4,6        0        0     1000
KOPIN CORPORATION             EQUITY   500600101      383    13900 SH       DEFINED                12,21    13900        0        0
KOPIN CORPORATION             EQUITY   500600101      910    33005 SH       DEFINED             18,21,22     2468        0    30537
KOPIN CORPORATION             OPTION   500600101        8      300 SH  PUT  DEFINED             18,21,22        0        0      300
KOREA EQUITY FD INC           EQUITY   50063B104      131    29200 SH       DEFINED             18,21,22     4300        0    24900
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     1243    33825 SH       DEFINED   2,3,11,13,14,29,30        0    33825        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     9260   251970 SH       DEFINED                  4,6   251250      720        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     3750   102030 SH       DEFINED                  6,7        0        0   102030
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103    15068   410022 SH       DEFINED                12,21   410022        0        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103      202     5504 SH       DEFINED          15,18,21,22      133        0     5371
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     6611   179900 SH       DEFINED             16,18,21   179900        0        0
*** KOREA TELECOM CORP SP ADR EQUITY   50063P103     1812    49307 SH       DEFINED             18,21,22    37073        0    12234
*** KOREA ELEC PWR CORP       EQUITY   500631106       31     1880 SH       DEFINED               -          1880        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     2460   150800 SH       DEFINED                  4,6   140800    10000        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     1215    74500 SH       DEFINED                  6,7        0        0    74500
*** KOREA ELEC PWR CORP       EQUITY   500631106      648    39700 SH       DEFINED                12,21    39700        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106      239    14651 SH       DEFINED          15,18,21,22     4795        0     9856
*** KOREA ELEC PWR CORP       EQUITY   500631106     2499   153200 SH       DEFINED             16,18,21   153200        0        0
*** KOREA ELEC PWR CORP       EQUITY   500631106     9219   565141 SH       DEFINED             18,21,22   440035        0   125106
*** KOREA ELEC PWR CORP       EQUITY   500631106      825    50595 SH       DEFINED                   25        0    50595        0
KOREA FUND INC                EQUITY   500634100        3      200 SH       DEFINED          15,18,21,22        0        0      200
KOREA FUND INC                EQUITY   500634100     1807   143867 SH       DEFINED             18,21,22    63580        0    80287
KOREAN INVT FD INC            EQUITY   500637103        6      962 SH       DEFINED          15,18,21,22      274        0      688
KOREAN INVT FD INC            EQUITY   500637103      975   154498 SH       DEFINED             18,21,22    90016        0    64482
KORN/FERRY INTL NEW           EQUITY   500643200      546    22500 SH       DEFINED                12,21    22500        0        0
KORN/FERRY INTL NEW           EQUITY   500643200      607    25016 SH       DEFINED             18,21,22       16        0    25000
KOS PHARMACEUTICALS INC       EQUITY   500648100      419    87000 SH       DEFINED   2,3,11,13,14,29,30        0    87000        0
KOS PHARMACEUTICALS INC       EQUITY   500648100        1      200 SH       DEFINED          15,18,21,22        0        0      200
KOS PHARMACEUTICALS INC       EQUITY   500648100        4      900 SH       DEFINED             18,21,22      300        0      600
KRANZCO RLTY TR SBI           EQUITY   50076E103        4      400 SH       DEFINED               -           400        0        0
KRANZCO RLTY TR SBI           EQUITY   50076E103      914    92573 SH       DEFINED             18,21,22    25423        0    67150
KRAUSE'S FURNITURE INC NEW    EQUITY   500760202       36    20000 SH       DEFINED             18,21,22        0        0    20000
KROGER CO                     EQUITY   501044101      404    18991 SH       DEFINED               -         18991        0        0
KROGER CO                     EQUITY   501044101      641    30155 SH       DEFINED                  4,6        0        0    30155
KROGER CO                     EQUITY   501044101      509    23950 SH       DEFINED                  6,7        0        0    23950
KROGER CO                     EQUITY   501044101    59680  2808463 SH       DEFINED                12,21  2808463        0        0
KROGER CO                     EQUITY   501044101     5808   273304 SH       DEFINED          15,18,21,22   183626        0    89678
KROGER CO                     EQUITY   501044101   132417  6231371 SH       DEFINED             18,21,22  3941701        0  2289670
KROGER CO                     OPTION   501044101     4335   204000 SH  CALL DEFINED             18,21,22   204000        0        0
KROGER CO                     EQUITY   501044101     4766   224288 SH       DEFINED                   25        0   224288        0
KROGER CO                     EQUITY   501044101      713    33568 SH       DEFINED     3,13,14,26,29,30    33568        0        0
KROGER CO                     EQUITY   501044101     1237    58230 SH       DEFINED                21,31    58230        0        0
KROLL-O'GARA CO               EQUITY   501050108     8746   521200 SH       DEFINED                12,21   521200        0        0
KROLL-O'GARA CO               EQUITY   501050108        8      490 SH       DEFINED          15,18,21,22      170        0      320
KROLL-O'GARA CO               EQUITY   501050108     1703   101460 SH       DEFINED             18,21,22    35398        0    66062
KROLL-O'GARA CO               EQUITY   501050108      649    38700 SH       DEFINED                21,31    38700        0        0
KRONOS INC                    EQUITY   501052104     2563    68225 SH       DEFINED                12,21    68225        0        0
KRONOS INC                    EQUITY   501052104      617    16425 SH       DEFINED             18,21,22    10542        0     5883
KRONOS INC                    EQUITY   501052104     1076    28650 SH       DEFINED                   25        0    28650        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101     1327    54500 SH       DEFINED                12,21    54500        0        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101        4      156 SH       DEFINED          15,18,21,22      156        0        0
KULICKE & SOFFA INDUSTRIES IN EQUITY   501242101     1642    67459 SH       DEFINED             18,21,22    42817        0    24642
KUSHNER LOCKE CO NEW          EQUITY   501337406      338    68985 SH       DEFINED             18,21,22      635        0    68350
*** KYOCERA CORP ADR          EQUITY   501556203       58      750 SH       DEFINED               -           750        0        0
*** KYOCERA CORP ADR          EQUITY   501556203     9067   116895 SH       DEFINED                  4,6     3895        0   113000
*** KYOCERA CORP ADR          EQUITY   501556203       47      600 SH       DEFINED                5,6,7        0        0      600
*** KYOCERA CORP ADR          EQUITY   501556203     1113    14350 SH       DEFINED          15,18,21,22    10470        0     3880
*** KYOCERA CORP ADR          EQUITY   501556203    48172   621065 SH       DEFINED             18,21,22   486653        0   134412
KYZEN CORP CLASS A            EQUITY   501596100        8    10000 SH       DEFINED             18,21,22    10000        0        0
*** LASMO PLC SPONSORED ADR   EQUITY   501730204        2      354 SH       DEFINED          15,18,21,22      155        0      199
*** LASMO PLC SPONSORED ADR   EQUITY   501730204      201    30119 SH       DEFINED             18,21,22    26347        0     3772
*** LASMO PLC SPON ADR REP CU EQUITY   501730303     2458   100050 SH       DEFINED               -        100050        0        0
*** LASMO PLC SPON ADR REP CU EQUITY   501730303      588    23941 SH       DEFINED             18,21,22    10009        0    13931
*** LASMO PLC SPON ADR REP CU EQUITY   501730303    10808   440000 SH       DEFINED        3,13,27,28,30   440000        0        0
*** LASMO PLC SPON ADR REP CU EQUITY   501730303     2962   120587 SH       DEFINED           3,13,29,30   120587        0        0
LCA-VISION INC NEW            EQUITY   501803209      147    28300 SH       DEFINED                12,21    28300        0        0
LCA-VISION INC NEW            EQUITY   501803209      161    31044 SH       DEFINED             18,21,22     6607        0    24437
LG&E ENERGY CORP              EQUITY   501917108       18      802 SH       DEFINED               -           802        0        0
LG&E ENERGY CORP              EQUITY   501917108     2441   111611 SH       DEFINED                12,21   111611        0        0
LG&E ENERGY CORP              EQUITY   501917108      628    28720 SH       DEFINED             18,21,22    12479        0    16240
LTV CORP NEW                  EQUITY   501921100     2864   526600 SH       DEFINED   2,3,11,13,14,29,30        0   526600        0
LTV CORP NEW                  EQUITY   501921100     2884   530300 SH       DEFINED                  4,6        0   530300        0
LTV CORP NEW                  EQUITY   501921100      454    83500 SH       DEFINED                12,21    83500        0        0
LTV CORP NEW                  EQUITY   501921100        5      957 SH       DEFINED          15,18,21,22      173        0      784
LTV CORP NEW                  EQUITY   501921100      535    98301 SH       DEFINED             18,21,22    50222        0    48078
LTV CORP NEW                  EQUITY   501921100      270    49600 SH       DEFINED     3,13,14,26,29,30    49600        0        0
LNR PROPERTY CORP             EQUITY   501940100      459    23107 SH       DEFINED                12,21    23107        0        0
LNR PROPERTY CORP             EQUITY   501940100      118     5944 SH       DEFINED             18,21,22     2699        0     3245
LSB BANKSHARES INC-N C        EQUITY   502158108       95     5294 SH       DEFINED          15,18,21,22     5294        0        0
LSB BANKSHARES INC-N C        EQUITY   502158108      112     6246 SH       DEFINED             18,21,22     2380        0     3866
LSI INDUSTRIES INC  OHIO      EQUITY   50216C108      244    10800 SH       DEFINED                12,21    10800        0        0
LSI INDUSTRIES INC  OHIO      EQUITY   50216C108      343    15154 SH       DEFINED             18,21,22     6163        0     8991
LSI LOGIC CORP                EQUITY   502161102       32      600 SH       DEFINED               -           600        0        0
LSI LOGIC CORP                EQUITY   502161102     1194    22500 SH       DEFINED                  4,6      600        0    21900
LSI LOGIC CORP                EQUITY   502161102    16745   315565 SH       DEFINED                12,21   315565        0        0
LSI LOGIC CORP                EQUITY   502161102     1341    25274 SH       DEFINED          15,18,21,22    13024        0    12250
LSI LOGIC CORP                EQUITY   502161102    72737  1370763 SH       DEFINED             18,21,22   615265        0   755498
LSI LOGIC CORP                EQUITY   502161102      222     4183 SH       DEFINED                   25        0     4183        0
LSI LOGIC CORP                EQUITY   502161102     1560    29400 SH       DEFINED     3,13,14,26,29,30    29400        0        0
LSI LOGIC CORP                EQUITY   502161102      669    12602 SH       DEFINED                21,31    12602        0        0
LTC PPTYS INC                 EQUITY   502175102      260    24183 SH       DEFINED                12,21    24183        0        0
LTC PPTYS INC                 EQUITY   502175102      278    25853 SH       DEFINED             18,21,22    11686        0    14166
LTX CORP                      EQUITY   502392103     2741   203000 SH       DEFINED   2,3,11,13,14,29,30        0   203000        0
LTX CORP                      EQUITY   502392103      527    39000 SH       DEFINED                12,21    39000        0        0
LTX CORP                      EQUITY   502392103       99     7302 SH       DEFINED             18,21,22     1002        0     6300
LTX CORP                      EQUITY   502392103       16     1200 SH       DEFINED     3,13,14,26,29,30     1200        0        0
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104      213     5730 SH       DEFINED               -          5730        0        0
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104     1819    48840 SH       DEFINED                  4,6    10000        0    38840
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104    25437   682880 SH       DEFINED                12,21   682880        0        0
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104      314     8420 SH       DEFINED          15,18,21,22     3380        0     5040
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104    13734   368704 SH       DEFINED             18,21,22   172190        0   196514
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104      115     3100 SH       DEFINED                   25        0     3100        0
L 3 COMMUNICATIONS HLDGS INC  EQUITY   502424104       11      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
LA-Z-BOY INC                  EQUITY   505336107     2174   115571 SH       DEFINED                12,21   115571        0        0
LA-Z-BOY INC                  EQUITY   505336107      111     5895 SH       DEFINED          15,18,21,22     2017        0     3878
LA-Z-BOY INC                  EQUITY   505336107     3769   200359 SH       DEFINED             18,21,22   162921        0    37438
LA-Z-BOY INC                  EQUITY   505336107      109     5800 SH       DEFINED                   25        0     5800        0
*** LABORATORIO CHILE S.A.    EQUITY   50540H104       20     1190 SH       DEFINED                  4,6        0        0     1190
*** LABORATORIO CHILE S.A.    EQUITY   50540H104       24     1400 SH       DEFINED                12,21     1400        0        0
*** LABORATORIO CHILE S.A.    EQUITY   50540H104      186    11000 SH       DEFINED             18,21,22    11000        0        0
LABORATORY CORP AMER HLDGS    EQUITY   50540R102      137    52091 SH       DEFINED                12,21    52091        0        0
LABORATORY CORP AMER HLDGS    EQUITY   50540R102      103    39256 SH       DEFINED             18,21,22    16829        0    22427
LABORATORY CORP AMER HLDG 81/ EQUITY   50540R201      391     7073 SH       DEFINED             18,21,22      812        0     6261
LABOR READY INC NEW           EQUITY   505401208        2      163 SH       DEFINED               -           163        0        0
LABOR READY INC NEW           EQUITY   505401208      396    39600 SH       DEFINED                12,21    39600        0        0
LABOR READY INC NEW           EQUITY   505401208      615    61539 SH       DEFINED             18,21,22    51804        0     9735
LABRANCHE & CO INC            EQUITY   505447102     3120   275800 SH       DEFINED   2,3,11,13,14,29,30        0   275800        0
LABRANCHE & CO INC            EQUITY   505447102     3338   295025 SH       DEFINED             18,21,22   287350        0     7675
LACLEDE GAS CO                EQUITY   505588103       15      650 SH       DEFINED               -           650        0        0
LACLEDE GAS CO                EQUITY   505588103      345    15413 SH       DEFINED                12,21    15413        0        0
LACLEDE GAS CO                EQUITY   505588103      951    42485 SH       DEFINED             18,21,22    38787        0     3698
LACLEDE GAS CO                EQUITY   505588103      121     5400 SH       DEFINED                   25        0     5400        0
LADD FURNITURE INC NEW        EQUITY   505739201      190     9000 SH       DEFINED             18,21,22     2000        0     7000
LADD FURNITURE INC NEW        EQUITY   505739201      579    27400 SH       DEFINED                   25        0    27400        0
LAFARGE CORP MARYLAND         EQUITY   505862102     3551   114104 SH       DEFINED                12,21   114104        0        0
LAFARGE CORP MARYLAND         EQUITY   505862102     1166    37475 SH       DEFINED             18,21,22    19019        0    18456
*** LAIDLAW INC COMMON        EQUITY   50730K503       91    12860 SH       DEFINED               -         12860        0        0
*** LAIDLAW INC COMMON        EQUITY   50730K503      143    20199 SH       DEFINED                12,21    20199        0        0
*** LAIDLAW INC COMMON        EQUITY   50730K503       75    10630 SH       DEFINED          15,18,21,22     6235        0     4395
*** LAIDLAW INC COMMON        EQUITY   50730K503     3707   524863 SH       DEFINED             18,21,22   385580        0   139283
*** LAIDLAW INC COMMON        EQUITY   50730K503     2359   334013 SH       DEFINED                   25        0   334013        0
*** LAIDLAW INC COMMON        EQUITY   50730K503      143    20199 SH       DEFINED                21,31    20199        0        0
LAKE ARIEL BANCORP INC        EQUITY   507467108     1387    84037 SH       DEFINED             18,21,22    44649        0    39388
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100      132     3055 SH       DEFINED               -          3055        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     2183 SH       DEFINED          15,18,21,22      708        0     1475
LAKEHEAD PIPE LINE PARTNERS L EQUITY   511557100    13323   309373 SH       DEFINED             18,21,22   100994        0   208378
LAM RESEARCH CORP             EQUITY   512807108       19      300 SH       DEFINED                  4,6      300        0        0
LAM RESEARCH CORP             EQUITY   512807108     8581   132400 SH       DEFINED                12,21   132400        0        0
LAM RESEARCH CORP             EQUITY   512807108     4952    76407 SH       DEFINED             18,21,22    34246        0    42161
LAM RESEARCH CORP             EQUITY   512807108      259     4000 SH       DEFINED     3,13,14,26,29,30     4000        0        0
LAM RESEARCH CORP             EQUITY   512807108     6486   100071 SH       DEFINED                21,31   100071        0        0
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101     4195    87857 SH       DEFINED                  4,6    32195    38357    17305
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       26      545 SH       DEFINED                  6,7        0        0      545
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101     6728   140903 SH       DEFINED                12,21   140903        0        0
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       27      568 SH       DEFINED          15,18,21,22       68        0      500
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101      249     5212 SH       DEFINED             18,21,22     1986        0     3226
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101      258     5400 SH       DEFINED                   25        0     5400        0
LAMAR ADVERTISING CO CLASS A  EQUITY   512815101       10      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
LAMSON & SESSIONS CO          EQUITY   513696104      151    28500 SH       DEFINED             18,21,22        0        0    28500
LANCASTER COLONY CORP         EQUITY   513847103      526    16400 SH       DEFINED                  4,6        0    16400        0
LANCASTER COLONY CORP         EQUITY   513847103     4071   126846 SH       DEFINED                12,21   126846        0        0
LANCASTER COLONY CORP         EQUITY   513847103      127     3951 SH       DEFINED             18,21,22        1        0     3950
LANCE INC                     EQUITY   514606102      327    25400 SH       DEFINED                12,21    25400        0        0
LANCE INC                     EQUITY   514606102     1231    95648 SH       DEFINED             18,21,22    71365        0    24282
LANDAUER INC                  EQUITY   51476K103      229     9100 SH       DEFINED                12,21     9100        0        0
LANDAUER INC                  EQUITY   51476K103      121     4810 SH       DEFINED          15,18,21,22     1370        0     3440
LANDAUER INC                  EQUITY   51476K103     2298    91232 SH       DEFINED             18,21,22    69839        0    21393
LANDEC CORPORATION            EQUITY   514766104       61    12199 SH       DEFINED             18,21,22     5920        0     6279
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103       32     1599 SH       DEFINED                  4,6     1599        0        0
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103      252    12600 SH       DEFINED                12,21    12600        0        0
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103       26     1277 SH       DEFINED             18,21,22      639        0      638
LANDAMERICA FINANCIAL GROUP   EQUITY   514936103      244    12200 SH       DEFINED                   25        0    12200        0
LANDRYS SEAFOOD RESTAURANTS   EQUITY   51508L103      184    22838 SH       DEFINED                12,21    22838        0        0
LANDRYS SEAFOOD RESTAURANTS   EQUITY   51508L103       10     1180 SH       DEFINED             18,21,22      211        0      969
LANDS END INC                 EQUITY   515086106     2690    41630 SH       DEFINED                12,21    41630        0        0
LANDS END INC                 EQUITY   515086106     1616    25000 SH       DEFINED             16,18,21    25000        0        0
LANDS END INC                 EQUITY   515086106      268     4147 SH       DEFINED             18,21,22     1537        0     2610
LANDS END INC                 EQUITY   515086106       39      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
LANDS END INC                 EQUITY   515086106      601     9300 SH       DEFINED                21,31     9300        0        0
LANDSTAR SYSTEM INC           EQUITY   515098101      356    10181 SH       DEFINED                12,21    10181        0        0
LANDSTAR SYSTEM INC           EQUITY   515098101        2       43 SH       DEFINED             18,21,22       42        0        1
LANDSTAR SYSTEM INC           EQUITY   515098101      140     4000 SH       DEFINED                   25        0     4000        0
LASERSIGHT INC                EQUITY   517924106      388    26300 SH       DEFINED                12,21    26300        0        0
LASERSIGHT INC                EQUITY   517924106       23     1550 SH       DEFINED          15,18,21,22      550        0     1000
LASERSIGHT INC                EQUITY   517924106       31     2100 SH       DEFINED             18,21,22     1100        0     1000
LASALLE HOTEL PPTYS SBI       EQUITY   517942108      122     9400 SH       DEFINED                12,21     9400        0        0
LASALLE HOTEL PPTYS SBI       EQUITY   517942108       13     1009 SH       DEFINED             18,21,22      758        0      251
LASER VISION CENTERS INC      EQUITY   51807H100       22     1600 SH       DEFINED                  4,6        0        0     1600
LASER VISION CENTERS INC      EQUITY   51807H100     1537   112300 SH       DEFINED                12,21   112300        0        0
LASER VISION CENTERS INC      EQUITY   51807H100      150    10984 SH       DEFINED          15,18,21,22     8165        0     2819
LASER VISION CENTERS INC      EQUITY   51807H100     4061   296684 SH       DEFINED             18,21,22   246917        0    49767
LASER VISION CENTERS INC      EQUITY   51807H100       89     6500 SH       DEFINED                   25        0     6500        0
LASON INC                     EQUITY   51808R107       36      815 SH       DEFINED               -           815        0        0
LASON INC                     EQUITY   51808R107     3728    85327 SH       DEFINED                12,21    85327        0        0
LASON INC                     EQUITY   51808R107      953    21813 SH       DEFINED          15,18,21,22    14022        0     7791
LASON INC                     EQUITY   51808R107    13313   304725 SH       DEFINED             18,21,22   234524        0    70201
LASON INC                     EQUITY   51808R107       92     2100 SH       DEFINED                   25        0     2100        0
LASON INC                     EQUITY   51808R107     1522    34841 SH       DEFINED                21,31    34841        0        0
LASERSCOPE                    EQUITY   518081104       16    15041 SH       DEFINED             18,21,22        0        0    15041
LATIN AMERICA EQUITY FUND INC EQUITY   51827T100      189    21043 SH       DEFINED          15,18,21,22     8013        0    13030
LATIN AMERICA EQUITY FUND INC EQUITY   51827T100      188    20866 SH       DEFINED             18,21,22    15239        0     5627
LATIN AMERICAN DISCOVERY FUND EQUITY   51828C106        4      500 SH       DEFINED          15,18,21,22      500        0        0
LATIN AMERICAN DISCOVERY FUND EQUITY   51828C106      286    36895 SH       DEFINED             18,21,22    21780        0    15114
LATITUDE COMMUNICATIONS INC   EQUITY   518292107     2619    95900 SH       DEFINED                12,21    95900        0        0
LATITUDE COMMUNICATIONS INC   EQUITY   518292107      522    19100 SH       DEFINED             16,18,21    19100        0        0
LATITUDE COMMUNICATIONS INC   EQUITY   518292107        9      315 SH       DEFINED             18,21,22       15        0      300
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     1517    49600 SH       DEFINED                12,21    49600        0        0
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104       80     2615 SH       DEFINED          15,18,21,22     2005        0      610
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104     2225    72736 SH       DEFINED             18,21,22    52534        0    20202
LATTICE SEMICONDUCTOR CORP    EQUITY   518415104      970    31700 SH       DEFINED                   25        0    31700        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104       48     1160 SH       DEFINED               -          1160        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104       96     2300 SH       DEFINED                  4,6        0      800     1500
ESTEE LAUDER COS INC CL A     EQUITY   518439104      250     6000 SH       DEFINED                  6,7        0        0     6000
ESTEE LAUDER COS INC CL A     EQUITY   518439104     6455   155084 SH       DEFINED                12,21   155084        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104     1120    26899 SH       DEFINED          15,18,21,22    21347        0     5552
ESTEE LAUDER COS INC CL A     EQUITY   518439104     4812   115600 SH       DEFINED             16,18,21   115600        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104    28548   685838 SH       DEFINED             18,21,22   418811        0   267027
ESTEE LAUDER COS INC CL A     EQUITY   518439104    16754   402500 SH       DEFINED            4,6,23,24   402500        0        0
ESTEE LAUDER COS INC CL A     EQUITY   518439104     1074    25800 SH       DEFINED                   25        0    25800        0
LAUNCH MEDIA INC              EQUITY   518567102      615    52900 SH       DEFINED                12,21    52900        0        0
LAUNCH MEDIA INC              EQUITY   518567102      518    44600 SH       DEFINED                21,31    44600        0        0
LEAP WIRELESS INTL INC        EQUITY   521863100        7      300 SH       DEFINED                  4,6        0      300        0
LEAP WIRELESS INTL INC        EQUITY   521863100      456    19400 SH       DEFINED                12,21    19400        0        0
LEAP WIRELESS INTL INC        OPTION   521863100        2      100 SH  CALL DEFINED          15,18,21,22        0        0      100
LEAP WIRELESS INTL INC        EQUITY   521863100      536    22803 SH       DEFINED             18,21,22     6202        0    16601
LEAR CORP                     EQUITY   521865105       25      717 SH       DEFINED               -           717        0        0
LEAR CORP                     EQUITY   521865105      427    12200 SH       DEFINED                  4,6     9000      800     2400
LEAR CORP                     EQUITY   521865105     5469   156264 SH       DEFINED                12,21   156264        0        0
LEAR CORP                     EQUITY   521865105       61     1749 SH       DEFINED          15,18,21,22     1719        0       30
LEAR CORP                     EQUITY   521865105     3361    96042 SH       DEFINED             18,21,22    53483        0    42559
LEAR CORP                     EQUITY   521865105      231     6600 SH       DEFINED     3,13,14,26,29,30     6600        0        0
LEAR CORP                     EQUITY   521865105      713    20374 SH       DEFINED                21,31    20374        0        0
LEARN2.COM INC                EQUITY   522002104       77    25700 SH       DEFINED                12,21    25700        0        0
LEARN2.COM INC                EQUITY   522002104       26     8759 SH       DEFINED             18,21,22     1959        0     6800
LEARNING TREE INTL INC        EQUITY   522015106      324    20190 SH       DEFINED                12,21    20190        0        0
LEARNING TREE INTL INC        EQUITY   522015106       40     2502 SH       DEFINED             18,21,22        0        0     2502
LEARNING TREE INTL INC        EQUITY   522015106      296    18450 SH       DEFINED     3,13,14,26,29,30    18450        0        0
LEASING SOLUTIONS INC CV SUB  CORPBOND 522113AA7        5   163000 PRN      DEFINED             18,21,22        0        0   163000
LECHTERS INC                  EQUITY   523238103       47    24500 SH       DEFINED             18,21,22        0        0    24500
LECTEC CORP                   EQUITY   523251106       48    15211 SH       DEFINED             18,21,22      250        0    14961
LEE ENTERPRISES INC           EQUITY   523768109     4579   165000 SH       DEFINED                12,21   165000        0        0
LEE ENTERPRISES INC           EQUITY   523768109       11      406 SH       DEFINED          15,18,21,22      297        0      109
LEE ENTERPRISES INC           EQUITY   523768109     1939    69859 SH       DEFINED             18,21,22    51117        0    18742
LEGATO SYSTEM INC             EQUITY   524651106     5998   145946 SH       DEFINED                  4,6    53025    58826    34095
LEGATO SYSTEM INC             EQUITY   524651106       37      900 SH       DEFINED                  6,7        0        0      900
LEGATO SYSTEM INC             EQUITY   524651106     8093   196944 SH       DEFINED                12,21   196944        0        0
LEGATO SYSTEM INC             EQUITY   524651106     1005    24447 SH       DEFINED          15,18,21,22    17690        0     6757
LEGATO SYSTEM INC             EQUITY   524651106     4931   120000 SH       DEFINED             16,18,21   120000        0        0
LEGATO SYSTEM INC             EQUITY   524651106    21165   515036 SH       DEFINED             18,21,22   415793        0    99243
LEGATO SYSTEM INC             EQUITY   524651106      690    16800 SH       DEFINED                   25        0    16800        0
LEGATO SYSTEM INC             EQUITY   524651106     2780    67645 SH       DEFINED                21,31    67645        0        0
LEGGETT & PLATT INC           EQUITY   524660107    31650  1638795 SH       DEFINED                  4,6   720615   334585   583595
LEGGETT & PLATT INC           EQUITY   524660107      381    19750 SH       DEFINED                  6,7        0        0    19750
LEGGETT & PLATT INC           EQUITY   524660107      675    34971 SH       DEFINED                12,21    34971        0        0
LEGGETT & PLATT INC           EQUITY   524660107      265    13744 SH       DEFINED          15,18,21,22     8628        0     5116
LEGGETT & PLATT INC           EQUITY   524660107    13554   701812 SH       DEFINED             18,21,22   500174        0   201638
LEGGETT & PLATT INC           EQUITY   524660107       58     3000 SH       DEFINED                   25        0     3000        0
LEGGETT & PLATT INC           EQUITY   524660107      514    26600 SH       DEFINED                21,31    26600        0        0
LEGG MASON INC                EQUITY   524901105      595    15454 SH       DEFINED                  4,6        0        0    15454
LEGG MASON INC                EQUITY   524901105     3947   102510 SH       DEFINED                12,21   102510        0        0
LEGG MASON INC                EQUITY   524901105     3850   100000 SH       DEFINED             16,18,21   100000        0        0
LEGG MASON INC                EQUITY   524901105      265     6889 SH       DEFINED             18,21,22     4707        0     2182
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      274     4760 SH       DEFINED               -          4760        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100     1253    21740 SH       DEFINED                  4,6     7840     1000    12900
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100    65474  1136207 SH       DEFINED                12,21  1136207        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      131     2266 SH       DEFINED          15,18,21,22      238        0     2028
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100       90     1558 SH       DEFINED             16,18,21     1558        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100    53588   929938 SH       DEFINED             18,21,22   424551        0   505387
LEHMAN BROTHERS HOLDINGS INC  OPTION   524908100       17      300 SH  PUT  DEFINED             18,21,22        0        0      300
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      196     3400 SH       DEFINED                   25        0     3400        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      696    12081 SH       DEFINED     3,13,14,26,29,30    12081        0        0
LEHMAN BROTHERS HOLDINGS INC  EQUITY   524908100      581    10079 SH       DEFINED                21,31    10079        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2      131   341600 PRN      DEFINED                12,21   341600        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2        2     5000 PRN      DEFINED          15,18,21,22        0        0     5000
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     1224  3200000 PRN      DEFINED             16,18,21  3200000        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     2667  6972000 PRN      DEFINED             18,21,22  6410000        0   562000
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2       16    43100 PRN      DEFINED     3,13,14,26,29,30    43100        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     2979  7789000 PRN      DEFINED        3,13,27,28,30  7789000        0        0
LENNAR CORP CV DEBS-ZERO CPN  CORPBOND 526057AA2     2128  5564000 PRN      DEFINED           3,13,29,30  5564000        0        0
LENNAR CORP                   EQUITY   526057104       28     1765 SH       DEFINED               -          1765        0        0
LENNAR CORP                   EQUITY   526057104     4274   273528 SH       DEFINED                12,21   273528        0        0
LENNAR CORP                   EQUITY   526057104      201    12890 SH       DEFINED          15,18,21,22     8955        0     3935
LENNAR CORP                   EQUITY   526057104     4736   303129 SH       DEFINED             18,21,22   184290        0   118839
LENNAR CORP                   EQUITY   526057104     2752   176120 SH       DEFINED                21,31   176120        0        0
LESCO INC OHIO                EQUITY   526872106      136    10377 SH       DEFINED             18,21,22     5007        0     5370
LEUKOSITE INC                 EQUITY   52728R102     1183    59530 SH       DEFINED                  4,6    22880    24490    12160
LEUKOSITE INC                 EQUITY   52728R102        8      420 SH       DEFINED                  6,7        0        0      420
LEUKOSITE INC                 EQUITY   52728R102      141     7100 SH       DEFINED             18,21,22     5100        0     2000
LEUCADIA NATIONAL CORP        EQUITY   527288104     1976    94110 SH       DEFINED                12,21    94110        0        0
LEUCADIA NATIONAL CORP        EQUITY   527288104        6      300 SH       DEFINED          15,18,21,22        0        0      300
LEUCADIA NATIONAL CORP        EQUITY   527288104      118     5600 SH       DEFINED             16,18,21     5600        0        0
LEUCADIA NATIONAL CORP        EQUITY   527288104     4374   208282 SH       DEFINED             18,21,22    92967        0   115315
LEVEL 8 SYSTEMS INC           EQUITY   52729M102      554    45000 SH       DEFINED               -         45000        0        0
LEVEL 8 SYSTEMS INC           EQUITY   52729M102        5      425 SH       DEFINED             18,21,22      125        0      300
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100       51     1000 SH       DEFINED               -          1000        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100     7216   140967 SH       DEFINED                12,21   140967        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100       53     1032 SH       DEFINED          15,18,21,22      265        0      767
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100    18909   369412 SH       DEFINED             18,21,22   234018        0   135394
LEVEL 3 COMMUNICATIONS INC    OPTION   52729N100    17331   338572 SH  CALL DEFINED             18,21,22   334572        0     4000
LEVEL 3 COMMUNICATIONS INC    OPTION   52729N100    17126   334572 SH  PUT  DEFINED             18,21,22   334072        0      500
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100    15131   295600 SH       DEFINED     3,13,14,26,29,30   295600        0        0
LEVEL 3 COMMUNICATIONS INC    EQUITY   52729N100      115     2254 SH       DEFINED                21,31     2254        0        0
LEVIATHAN GAS PIPELINE        EQUITY   527367106       68     3000 SH       DEFINED               -          3000        0        0
LEVIATHAN GAS PIPELINE        EQUITY   527367106    11313   500000 SH       DEFINED                  4,6   500000        0        0
LEVIATHAN GAS PIPELINE        EQUITY   527367106       20      870 SH       DEFINED             18,21,22      430        0      440
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     1351    59697 SH       DEFINED             18,21,22     9916        0    49781
LEXINGTON GLOBAL ASSET        EQUITY   528932106      131    39541 SH       DEFINED             18,21,22    38456        0     1085
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101       14     1271 SH       DEFINED               -          1271        0        0
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101      159    14100 SH       DEFINED                12,21    14100        0        0
LEXINGTON CORPORATE PPTYS TR  EQUITY   529043101      399    35429 SH       DEFINED             18,21,22    11440        0    23989
LEXMARK INTL GROUP INC CL A   EQUITY   529771107      109     1300 SH       DEFINED               -          1300        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107    70923   844326 SH       DEFINED                  4,6   329585   215790   298951
LEXMARK INTL GROUP INC CL A   EQUITY   529771107      842    10020 SH       DEFINED                  6,7        0        0    10020
LEXMARK INTL GROUP INC CL A   EQUITY   529771107   169069  2012726 SH       DEFINED                12,21  2012726        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107     1140    13576 SH       DEFINED          15,18,21,22     9975        0     3601
LEXMARK INTL GROUP INC CL A   EQUITY   529771107    67741   806437 SH       DEFINED             18,21,22   371284        0   435153
LEXMARK INTL GROUP INC CL A   EQUITY   529771107     2923    34800 SH       DEFINED                   25        0    34800        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107     1949    23200 SH       DEFINED     3,13,14,26,29,30    23200        0        0
LEXMARK INTL GROUP INC CL A   EQUITY   529771107     1179    14031 SH       DEFINED                21,31    14031        0        0
LIBBEY INC                    EQUITY   529898108      474    15931 SH       DEFINED                12,21    15931        0        0
LIBBEY INC                    EQUITY   529898108       18      600 SH       DEFINED             18,21,22      200        0      400
LIBERATE TECHNOLOGIES         EQUITY   530129105     1159    28000 SH       DEFINED   2,3,11,13,14,29,30        0    28000        0
LIBERATE TECHNOLOGIES         EQUITY   530129105      119     2875 SH       DEFINED                12,21     2875        0        0
LIBERATE TECHNOLOGIES         EQUITY   530129105      251     6061 SH       DEFINED             18,21,22     5661        0      400
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104       53     4556 SH       DEFINED               -          4556        0        0
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104       67     5712 SH       DEFINED          15,18,21,22        0        0     5712
LIBERTY ALL-STAR EQUITY FD    EQUITY   530158104      981    83954 SH       DEFINED             18,21,22    38190        0    45763
LIBERTY CORP-SOUTH CAROLINA-  EQUITY   530370105      595    12998 SH       DEFINED                12,21    12998        0        0
LIBERTY CORP-SOUTH CAROLINA-  EQUITY   530370105      382     8336 SH       DEFINED             18,21,22     2021        0     6315
LIBERTY DIGITAL INC CL A      EQUITY   530436104     1656    64000 SH       DEFINED                  4,6        0        0    64000
LIBERTY DIGITAL INC CL A      EQUITY   530436104      156     6015 SH       DEFINED                12,21     6015        0        0
LIBERTY DIGITAL INC CL A      EQUITY   530436104        7      281 SH       DEFINED             18,21,22      272        0        9
LIBERTY FINANCIAL COS INC     EQUITY   530512102      933    43250 SH       DEFINED                12,21    43250        0        0
LIBERTY FINANCIAL COS INC     EQUITY   530512102       61     2821 SH       DEFINED             18,21,22     2056        0      765
LIBERTY HOMES INC CL A        EQUITY   530582204      196    29050 SH       DEFINED                12,21    29050        0        0
LIBERTY HOMES INC CL B        EQUITY   530582303      206    24750 SH       DEFINED                12,21    24750        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104       10      445 SH       DEFINED               -           445        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104     2483   111914 SH       DEFINED                12,21   111914        0        0
LIBERTY PROPERTY TRUST        EQUITY   531172104      345    15529 SH       DEFINED          15,18,21,22     7862        0     7667
LIBERTY PROPERTY TRUST        OPTION   531172104       11      500 SH  PUT  DEFINED             18,21,22        0        0      500
LIBERTY PROPERTY TRUST        EQUITY   531172104     4775   215197 SH       DEFINED             18,21,22   138247        0    76949
LIBERTY PROPERTY TRUST        EQUITY   531172104     2784   125490 SH       DEFINED                21,31   125490        0        0
LIFE USA HLDG INC NEW         EQUITY   531918209      341    16500 SH       DEFINED                12,21    16500        0        0
LIFE USA HLDG INC NEW         EQUITY   531918209       77     3721 SH       DEFINED             18,21,22     2200        0     1521
LIFECORE BIOMEDICAL INC       EQUITY   532187101      288    20502 SH       DEFINED             18,21,22        2        0    20500
LIFEPOINT HOSPS INC           EQUITY   53219L109        5      639 SH       DEFINED                  4,6        0        0      639
LIFEPOINT HOSPS INC           EQUITY   53219L109      236    28137 SH       DEFINED                12,21    28137        0        0
LIFEPOINT HOSPS INC           EQUITY   53219L109        2      259 SH       DEFINED          15,18,21,22      112        0      147
LIFEPOINT HOSPS INC           EQUITY   53219L109       95    11318 SH       DEFINED             18,21,22     6408        0     4910
WTS LIGAND PHARMACEUTICALS IN EQUITY   53220K116       28    12254 SH       DEFINED             18,21,22        0        0    12254
LIGAND PHARMS INC CL B        EQUITY   53220K207     1053   133700 SH       DEFINED                12,21   133700        0        0
LIGAND PHARMS INC CL B        EQUITY   53220K207       17     2106 SH       DEFINED          15,18,21,22        0        0     2106
LIGAND PHARMS INC CL B        EQUITY   53220K207       57     7251 SH       DEFINED             18,21,22     5027        0     2224
LIGAND PHARMS INC CL B        EQUITY   53220K207      659    83700 SH       DEFINED                21,31    83700        0        0
LIGHTBRIDGE INC               EQUITY   532226107       58     3049 SH       DEFINED          15,18,21,22     2719        0      330
LIGHTBRIDGE INC               EQUITY   532226107     2452   129040 SH       DEFINED             18,21,22    93000        0    36040
ELI LILLY & CO                EQUITY   532457108     2265    33035 SH       DEFINED               -         33035        0        0
ELI LILLY & CO                EQUITY   532457108    65827   960100 SH       DEFINED                  4,6   362200   260915   336985
ELI LILLY & CO                EQUITY   532457108      219     3200 SH       DEFINED                5,6,7        0        0     3200
ELI LILLY & CO                EQUITY   532457108    10162   148215 SH       DEFINED                  6,7   132000        0    16215
ELI LILLY & CO                EQUITY   532457108   251237  3664328 SH       DEFINED                12,21  3664328        0        0
ELI LILLY & CO                EQUITY   532457108    15878   231577 SH       DEFINED          15,18,21,22   121943        0   109634
ELI LILLY & CO                OPTION   532457108       69     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
ELI LILLY & CO                EQUITY   532457108    13416   195670 SH       DEFINED             16,18,21   195670        0        0
ELI LILLY & CO                EQUITY   532457108   411256  5998213 SH       DEFINED             18,21,22  2807853        0  3190359
ELI LILLY & CO                OPTION   532457108      130     1900 SH  CALL DEFINED             18,21,22        0        0     1900
ELI LILLY & CO                OPTION   532457108      267     3900 SH  PUT  DEFINED             18,21,22        0        0     3900
ELI LILLY & CO                EQUITY   532457108      103     1500 SH       DEFINED            4,6,23,24     1500        0        0
ELI LILLY & CO                EQUITY   532457108     3768    54958 SH       DEFINED                   25        0    54958        0
ELI LILLY & CO                EQUITY   532457108     1186    17304 SH       DEFINED     3,13,14,26,29,30    17304        0        0
ELI LILLY & CO                EQUITY   532457108     5190    75695 SH       DEFINED                21,31    75695        0        0
LILLY INDUSTRIES INC CL A     EQUITY   532491107      259    18076 SH       DEFINED                12,21    18076        0        0
LILLY INDUSTRIES INC CL A     EQUITY   532491107        6      448 SH       DEFINED          15,18,21,22       81        0      367
LILLY INDUSTRIES INC CL A     EQUITY   532491107       19     1295 SH       DEFINED             18,21,22       87        0     1208
LIMITED INC                   EQUITY   532716107     1699    44345 SH       DEFINED               -         44345        0        0
LIMITED INC                   EQUITY   532716107      603    15750 SH       DEFINED                  4,6    15750        0        0
LIMITED INC                   EQUITY   532716107    29944   781554 SH       DEFINED                12,21   781554        0        0
LIMITED INC                   EQUITY   532716107      850    22183 SH       DEFINED          15,18,21,22     9293        0    12890
LIMITED INC                   OPTION   532716107    32566   850000 SH  CALL DEFINED       17,18,19,20,21   850000        0        0
LIMITED INC                   EQUITY   532716107    56584  1476875 SH       DEFINED             18,21,22   495538        0   981337
LIMITED INC                   OPTION   532716107    32566   850000 SH  CALL DEFINED             18,21,22   850000        0        0
LIMITED INC                   EQUITY   532716107      232     6066 SH       DEFINED                   25        0     6066        0
LIMITED INC                   EQUITY   532716107      845    22050 SH       DEFINED                21,31    22050        0        0
LINCARE HOLDINGS INC          EQUITY   532791100     2721   105908 SH       DEFINED                12,21   105908        0        0
LINCARE HOLDINGS INC          EQUITY   532791100       37     1436 SH       DEFINED             18,21,22     1036        0      400
LINCARE HOLDINGS INC          EQUITY   532791100      476    18526 SH       DEFINED                21,31    18526        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106       24     1176 SH       DEFINED               -          1176        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106     3455   168522 SH       DEFINED                12,21   168522        0        0
LINCOLN ELECTRIC CO HOLDINGS  EQUITY   533900106      231    11277 SH       DEFINED             18,21,22     1677        0     9600
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109     1029    27120 SH       DEFINED               -         27120        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109       30      800 SH       DEFINED                  4,6        0        0      800
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109    17647   465152 SH       DEFINED                12,21   465152        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      571    15039 SH       DEFINED          15,18,21,22     6178        0     8861
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109    16063   423400 SH       DEFINED             18,21,22   152879        0   270520
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      216     5684 SH       DEFINED                   25        0     5684        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      971    25600 SH       DEFINED     3,13,14,26,29,30    25600        0        0
LINCOLN NATIONAL CORP -IND-   EQUITY   534187109      505    13324 SH       DEFINED                21,31    13324        0        0
LINDSAY MFG CO                EQUITY   535555106      265    13450 SH       DEFINED                12,21    13450        0        0
LINDSAY MFG CO                EQUITY   535555106        8      390 SH       DEFINED          15,18,21,22      390        0        0
LINDSAY MFG CO                EQUITY   535555106      414    21053 SH       DEFINED             18,21,22    15428        0     5625
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106        8      135 SH       DEFINED               -           135        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    23339   390405 SH       DEFINED                  4,6   186220    89805   114380
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      227     3800 SH       DEFINED                  6,7        0        0     3800
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    41838   699861 SH       DEFINED                12,21   699861        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      962    16085 SH       DEFINED          15,18,21,22    12569        0     3516
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106    24596   411438 SH       DEFINED             18,21,22   274919        0   136519
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106     2104    35200 SH       DEFINED                   25        0    35200        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106      544     9100 SH       DEFINED     3,13,14,26,29,30     9100        0        0
LINEAR TECHNOLOGY CORPORATION EQUITY   535678106     1274    21306 SH       DEFINED                21,31    21306        0        0
LINENS'N THINGS INC           EQUITY   535679104       19      540 SH       DEFINED               -           540        0        0
LINENS'N THINGS INC           EQUITY   535679104     6411   185156 SH       DEFINED   2,3,11,13,14,29,30        0   185156        0
LINENS'N THINGS INC           EQUITY   535679104     4657   134509 SH       DEFINED                  4,6    36310    37239    60960
LINENS'N THINGS INC           EQUITY   535679104       22      635 SH       DEFINED                  6,7        0        0      635
LINENS'N THINGS INC           EQUITY   535679104     2507    72402 SH       DEFINED                12,21    72402        0        0
LINENS'N THINGS INC           EQUITY   535679104      734    21190 SH       DEFINED          15,18,21,22    12350        0     8840
LINENS'N THINGS INC           EQUITY   535679104    13075   377618 SH       DEFINED             18,21,22   282883        0    94735
LINENS'N THINGS INC           EQUITY   535679104     1177    34000 SH       DEFINED                21,31    34000        0        0
LIQUID AUDIO                  EQUITY   53631T102      320     8584 SH       DEFINED             18,21,22     4927        0     3657
LIPOSOME CO INC               EQUITY   536310105      322    43500 SH       DEFINED                12,21    43500        0        0
LIPOSOME CO INC               EQUITY   536310105        1      194 SH       DEFINED          15,18,21,22        0        0      194
LIPOSOME CO INC               EQUITY   536310105      293    39574 SH       DEFINED             18,21,22    27324        0    12250
LIPOSOME CO INC               EQUITY   536310105        6      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
LIQUI-BOX CORP                EQUITY   536314107      178     3300 SH       DEFINED                12,21     3300        0        0
LIQUI-BOX CORP                EQUITY   536314107       12      220 SH       DEFINED          15,18,21,22      220        0        0
LIQUI-BOX CORP                EQUITY   536314107     1174    21790 SH       DEFINED             18,21,22    17460        0     4330
LITHIA MOTORS INC CL A        EQUITY   536797103      835    36700 SH       DEFINED                12,21    36700        0        0
LITHIA MOTORS INC CL A        EQUITY   536797103       64     2800 SH       DEFINED                   25        0     2800        0
LITTELFUSE INC                EQUITY   537008104      422    19063 SH       DEFINED                12,21    19063        0        0
LITTELFUSE INC                EQUITY   537008104        8      360 SH       DEFINED             18,21,22      360        0        0
LITTON INDUSTRIES INC         EQUITY   538021106     2749    50144 SH       DEFINED                12,21    50144        0        0
LITTON INDUSTRIES INC         EQUITY   538021106      350     6385 SH       DEFINED          15,18,21,22     4965        0     1420
LITTON INDUSTRIES INC         EQUITY   538021106     1614    29445 SH       DEFINED             18,21,22    20542        0     8903
LITTON INDUSTRIES INC         EQUITY   538021106      679    12388 SH       DEFINED                21,31    12388        0        0
LIZ CLAIBORNE INC             EQUITY   539320101     5069   160287 SH       DEFINED                12,21   160287        0        0
LIZ CLAIBORNE INC             EQUITY   539320101       21      660 SH       DEFINED          15,18,21,22      200        0      460
LIZ CLAIBORNE INC             EQUITY   539320101      308     9754 SH       DEFINED             18,21,22     6780        0     2974
LIZ CLAIBORNE INC             EQUITY   539320101       54     1701 SH       DEFINED                   25        0     1701        0
LIZ CLAIBORNE INC             EQUITY   539320101      712    22500 SH       DEFINED     3,13,14,26,29,30    22500        0        0
LIZ CLAIBORNE INC             EQUITY   539320101      121     3823 SH       DEFINED                21,31     3823        0        0
LO JACK CORP                  EQUITY   539451104     1003   124400 SH       DEFINED   2,3,11,13,14,29,30        0   124400        0
LO JACK CORP                  EQUITY   539451104      276    34170 SH       DEFINED                12,21    34170        0        0
LO JACK CORP                  EQUITY   539451104       59     7300 SH       DEFINED             18,21,22     6100        0     1200
LOCAL FINL CORP               EQUITY   539553107      146    16200 SH       DEFINED                12,21    16200        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109     1976    60581 SH       DEFINED               -         60581        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109     5037   154400 SH       DEFINED   2,3,11,13,14,29,30        0   154400        0
LOCKHEED MARTIN CORP          EQUITY   539830109      248     7600 SH       DEFINED                  4,6     7600        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109    14336   439406 SH       DEFINED                12,21   439406        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109    12914   395841 SH       DEFINED          15,18,21,22   261404        0   134437
LOCKHEED MARTIN CORP          EQUITY   539830109   175171  5369216 SH       DEFINED             18,21,22  2772918        0  2596297
LOCKHEED MARTIN CORP          OPTION   539830109       16      500 SH  PUT  DEFINED             18,21,22        0        0      500
LOCKHEED MARTIN CORP          EQUITY   539830109     1717    52636 SH       DEFINED                   25        0    52636        0
LOCKHEED MARTIN CORP          EQUITY   539830109      568    17400 SH       DEFINED     3,13,14,26,29,30    17400        0        0
LOCKHEED MARTIN CORP          EQUITY   539830109      968    29672 SH       DEFINED                21,31    29672        0        0
LODGIAN INC                   EQUITY   54021P106       73    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        7    12202 SH       DEFINED             18,21,22     2578        0     9623
LOEWS CINEPLEX ENTERTAINMENT  EQUITY   540423100      105    14100 SH       DEFINED                12,21    14100        0        0
LOEWS CINEPLEX ENTERTAINMENT  EQUITY   540423100       93    12500 SH       DEFINED             18,21,22     6600        0     5900
LOEWS CORP                    EQUITY   540424108      270     3875 SH       DEFINED               -          3875        0        0
LOEWS CORP                    EQUITY   540424108      883    12700 SH       DEFINED                  4,6        0        0    12700
LOEWS CORP                    EQUITY   540424108    45194   649680 SH       DEFINED                12,21   649680        0        0
LOEWS CORP                    EQUITY   540424108      927    13331 SH       DEFINED          15,18,21,22     9428        0     3903
LOEWS CORP                    EQUITY   540424108      953    13700 SH       DEFINED             16,18,21    13700        0        0
LOEWS CORP                    EQUITY   540424108    30280   435295 SH       DEFINED             18,21,22   312008        0   123286
LOEWS CORP                    EQUITY   540424108     2047    29432 SH       DEFINED                   25        0    29432        0
LOEWS CORP                    EQUITY   540424108      711    10215 SH       DEFINED     3,13,14,26,29,30    10215        0        0
LOEWS CORP                    EQUITY   540424108      532     7649 SH       DEFINED                21,31     7649        0        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     6097   122397 SH       DEFINED                12,21   122397        0        0
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408      497     9980 SH       DEFINED          15,18,21,22     4875        0     5105
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     8744   175542 SH       DEFINED             18,21,22   121926        0    53616
LONE STAR INDUSTRIES INC-NEW  EQUITY   542290408     3458    69424 SH       DEFINED                21,31    69424        0        0
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103     1603   203493 SH       DEFINED                12,21   203493        0        0
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103      336    42621 SH       DEFINED             18,21,22    20327        0    22294
LONE STAR STEAKHOUSE SALOON   EQUITY   542307103     2593   329321 SH       DEFINED                21,31   329321        0        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103     1940    95800 SH       DEFINED                  4,6        0    95800        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      472    23300 SH       DEFINED                12,21    23300        0        0
LONE STAR TECHNOLOGIES INC    EQUITY   542312103      462    22821 SH       DEFINED          15,18,21,22    10342        0    12479
LONE STAR TECHNOLOGIES INC    EQUITY   542312103     1473    72741 SH       DEFINED             18,21,22    18950        0    53791
LONG BEACH FINL CORP          EQUITY   542446109      408    25678 SH       DEFINED                12,21    25678        0        0
LONG BEACH FINL CORP          EQUITY   542446109       36     2256 SH       DEFINED             18,21,22     2215        0       41
LONGS DRUG STORES CORP        EQUITY   543162101      263     9139 SH       DEFINED                12,21     9139        0        0
LONGS DRUG STORES CORP        EQUITY   543162101      850    29508 SH       DEFINED             18,21,22    14763        0    14745
LONGS DRUG STORES CORP        EQUITY   543162101       32     1109 SH       DEFINED                   25        0     1109        0
LONGS DRUG STORES CORP        EQUITY   543162101       70     2443 SH       DEFINED                21,31     2443        0        0
LONGVIEW FIBRE CO WASH        EQUITY   543213102      511    42342 SH       DEFINED                12,21    42342        0        0
LONGVIEW FIBRE CO WASH        EQUITY   543213102      703    58294 SH       DEFINED             18,21,22    32148        0    26145
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107      312    15347 SH       DEFINED                12,21    15347        0        0
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107      450    22141 SH       DEFINED             18,21,22     5800        0    16341
LOUIS DREYFUSS NAT GAS CORP   EQUITY   546011107      209    10300 SH       DEFINED                   25        0    10300        0
LOUISIANA PACIFIC CORP        EQUITY   546347105       83     5150 SH       DEFINED               -          5150        0        0
LOUISIANA PACIFIC CORP        EQUITY   546347105     2678   166718 SH       DEFINED                12,21   166718        0        0
LOUISIANA PACIFIC CORP        EQUITY   546347105       14      900 SH       DEFINED          15,18,21,22      400        0      500
LOUISIANA PACIFIC CORP        EQUITY   546347105     1557    96914 SH       DEFINED             18,21,22    54424        0    42490
LOUISIANA PACIFIC CORP        EQUITY   546347105       50     3108 SH       DEFINED                   25        0     3108        0
LOUISIANA PACIFIC CORP        EQUITY   546347105      107     6683 SH       DEFINED                21,31     6683        0        0
LOWES COMPANIES INC           EQUITY   548661107      310     6299 SH       DEFINED               -          6299        0        0
LOWES COMPANIES INC           EQUITY   548661107     1098    22331 SH       DEFINED                  4,6    19231        0     3100
LOWES COMPANIES INC           EQUITY   548661107    97279  1977692 SH       DEFINED                12,21  1977692        0        0
LOWES COMPANIES INC           EQUITY   548661107    17760   361057 SH       DEFINED          15,18,21,22   246698        0   114359
LOWES COMPANIES INC           EQUITY   548661107   141796  2882727 SH       DEFINED             18,21,22  1917650        0   965077
LOWES COMPANIES INC           OPTION   548661107     3320    67500 SH  CALL DEFINED             18,21,22    66500        0     1000
LOWES COMPANIES INC           EQUITY   548661107    10047   204260 SH       DEFINED                   25        0   204260        0
LOWES COMPANIES INC           EQUITY   548661107      989    20100 SH       DEFINED     3,13,14,26,29,30    20100        0        0
LOWES COMPANIES INC           EQUITY   548661107     1267    25752 SH       DEFINED                21,31    25752        0        0
LUBRIZOL CORP                 EQUITY   549271104        5      200 SH       DEFINED               -           200        0        0
LUBRIZOL CORP                 EQUITY   549271104      697    27349 SH       DEFINED                12,21    27349        0        0
LUBRIZOL CORP                 EQUITY   549271104       99     3895 SH       DEFINED          15,18,21,22     2675        0     1220
LUBRIZOL CORP                 EQUITY   549271104     2822   110661 SH       DEFINED             18,21,22    90201        0    20459
LUBRIZOL CORP                 EQUITY   549271104      482    18905 SH       DEFINED                21,31    18905        0        0
LUBY'S INC                    EQUITY   549282101       14     1200 SH       DEFINED               -          1200        0        0
LUBY'S INC                    EQUITY   549282101     2612   218786 SH       DEFINED                12,21   218786        0        0
LUBY'S INC                    EQUITY   549282101       95     7922 SH       DEFINED             18,21,22     5405        0     2517
LUCENT TECHNOLOGIES INC       EQUITY   549463107    12812   204581 SH       DEFINED               -        204581        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107   173481  2770150 SH       DEFINED                  4,6   796210   706294  1267646
LUCENT TECHNOLOGIES INC       EQUITY   549463107       23      375 SH       DEFINED                5,6,7        0        0      375
LUCENT TECHNOLOGIES INC       EQUITY   549463107     3095    49425 SH       DEFINED                  6,7        0        0    49425
LUCENT TECHNOLOGIES INC       EQUITY   549463107   361905  5778920 SH       DEFINED                12,21  5778920        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    39657   633252 SH       DEFINED          15,18,21,22   329663        0   303589
LUCENT TECHNOLOGIES INC       OPTION   549463107       31      500 SH  CALL DEFINED          15,18,21,22        0        0      500
LUCENT TECHNOLOGIES INC       OPTION   549463107       38      600 SH  PUT  DEFINED          15,18,21,22        0        0      600
LUCENT TECHNOLOGIES INC       EQUITY   549463107    10900   174046 SH       DEFINED             16,18,21   174046        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107  1271086 20296781 SH       DEFINED             18,21,22 12663800        0  7632981
LUCENT TECHNOLOGIES INC       OPTION   549463107     1278    20400 SH  CALL DEFINED             18,21,22      200        0    20200
LUCENT TECHNOLOGIES INC       OPTION   549463107    43005   686700 SH  PUT  DEFINED             18,21,22   683000        0     3700
LUCENT TECHNOLOGIES INC       EQUITY   549463107    40077   639950 SH       DEFINED            4,6,23,24   639950        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    19183   306321 SH       DEFINED                   25        0   306321        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107     5589    89245 SH       DEFINED     3,13,14,26,29,30    89245        0        0
LUCENT TECHNOLOGIES INC       EQUITY   549463107    13646   217895 SH       DEFINED                21,31   217895        0        0
*** LUXOTTICA GROUP S P A     EQUITY   55068R202    15974   872300 SH       DEFINED                  4,6   241845        0   630455
*** LUXOTTICA GROUP S P A     EQUITY   55068R202       39     2140 SH       DEFINED                5,6,7        0        0     2140
*** LUXOTTICA GROUP S P A     EQUITY   55068R202      183    10000 SH       DEFINED                  6,7        0        0    10000
*** LUXOTTICA GROUP S P A     EQUITY   55068R202     1227    67000 SH       DEFINED                12,21    67000        0        0
*** LUXOTTICA GROUP S P A     EQUITY   55068R202        4      225 SH       DEFINED          15,18,21,22       50        0      175
*** LUXOTTICA GROUP S P A     EQUITY   55068R202     1227    67000 SH       DEFINED             16,18,21    67000        0        0
*** LUXOTTICA GROUP S P A     EQUITY   55068R202      160     8760 SH       DEFINED             18,21,22     7055        0     1705
LYCOS INC                     EQUITY   550818108      451     8850 SH       DEFINED                  4,6     2710        0     6140
LYCOS INC                     EQUITY   550818108     1024    20100 SH       DEFINED                  6,7    20100        0        0
LYCOS INC                     EQUITY   550818108     3936    77226 SH       DEFINED                12,21    77226        0        0
LYCOS INC                     EQUITY   550818108      367     7197 SH       DEFINED          15,18,21,22     4952        0     2245
LYCOS INC                     EQUITY   550818108     9619   188717 SH       DEFINED             18,21,22   142609        0    46108
LYCOS INC                     OPTION   550818108      102     2000 SH  CALL DEFINED             18,21,22        0        0     2000
LYCOS INC                     OPTION   550818108       51     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
LYDALL INC DE                 EQUITY   550819106      126    12423 SH       DEFINED                12,21    12423        0        0
LYDALL INC DE                 EQUITY   550819106       95     9363 SH       DEFINED             18,21,22     8563        0      800
LYONDELL CHEMICAL COMPANY     EQUITY   552078107       27     2050 SH       DEFINED               -          2050        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     3485   260540 SH       DEFINED                  4,6        0        0   260540
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     4787   357894 SH       DEFINED                12,21   357894        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107      120     9000 SH       DEFINED             16,18,21     9000        0        0
LYONDELL CHEMICAL COMPANY     EQUITY   552078107     4290   320762 SH       DEFINED             18,21,22   284172        0    36590
LYONDELL CHEMICAL COMPANY     EQUITY   552078107      739    55257 SH       DEFINED                21,31    55257        0        0
M & T BK CORP                 EQUITY   55261F104     1415     3099 SH       DEFINED                    6     3099        0        0
M & T BK CORP                 EQUITY   55261F104      189      415 SH       DEFINED                12,21      415        0        0
M & T BK CORP                 EQUITY   55261F104    26729    58551 SH       DEFINED             18,21,22    47947        0    10604
MAF BANCORP INC               EQUITY   55261R108     1946    96250 SH       DEFINED                    6    96250        0        0
MAF BANCORP INC               EQUITY   55261R108      386    19109 SH       DEFINED                12,21    19109        0        0
MAF BANCORP INC               EQUITY   55261R108       23     1141 SH       DEFINED             18,21,22        0        0     1140
MBIA INC                      EQUITY   55262C100       91     2000 SH       DEFINED                  4,6        0        0     2000
MBIA INC                      EQUITY   55262C100      491    10777 SH       DEFINED                12,21    10777        0        0
MBIA INC                      EQUITY   55262C100      308     6755 SH       DEFINED          15,18,21,22     4920        0     1835
MBIA INC                      EQUITY   55262C100    28527   626101 SH       DEFINED             18,21,22   342471        0   283629
MBIA INC                      EQUITY   55262C100      132     2888 SH       DEFINED                   25        0     2888        0
MBIA INC                      EQUITY   55262C100      292     6400 SH       DEFINED     3,13,14,26,29,30     6400        0        0
MBIA INC                      EQUITY   55262C100      305     6700 SH       DEFINED                21,31     6700        0        0
MBNA CORP                     EQUITY   55262L100      207     9269 SH       DEFINED               -          9269        0        0
MBNA CORP                     EQUITY   55262L100    62692  2801890 SH       DEFINED                  4,6  1243281   619455   939154
MBNA CORP                     EQUITY   55262L100      573    25600 SH       DEFINED                  6,7        0        0    25600
MBNA CORP                     EQUITY   55262L100    38258  1709848 SH       DEFINED                12,21  1709848        0        0
MBNA CORP                     EQUITY   55262L100     5311   237369 SH       DEFINED          15,18,21,22   186621        0    50748
MBNA CORP                     EQUITY   55262L100   119052  5320737 SH       DEFINED             18,21,22  3245499        0  2075238
MBNA CORP                     EQUITY   55262L100     8163   364845 SH       DEFINED                   25        0   364845        0
MBNA CORP                     EQUITY   55262L100      696    31100 SH       DEFINED     3,13,14,26,29,30    31100        0        0
MBNA CORP                     EQUITY   55262L100     1337    59748 SH       DEFINED                21,31    59748        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2       29    25000 PRN      DEFINED               -         25000        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2     3446  2945000 PRN      DEFINED       17,18,19,20,21  2945000        0        0
*** MBL INTL FIN BERMUDA TR   CORPBOND 55262XAA2      211   180000 PRN      DEFINED             18,21,22   114000        0    66000
MAI SYS CORP NEW              EQUITY   552620205       11    10000 SH       DEFINED             18,21,22        0        0    10000
MAI SYS CORP NEW              EQUITY   552620205        5     4987 SH       DEFINED           3,13,29,30     4987        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100       31     1764 SH       DEFINED               -          1764        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100     2595   146200 SH       DEFINED   2,3,11,13,14,29,30        0   146200        0
MCN ENERGY GROUP INC          EQUITY   55267J100      167     9415 SH       DEFINED                  4,6     7015        0     2400
MCN ENERGY GROUP INC          EQUITY   55267J100     3666   206532 SH       DEFINED                12,21   206532        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100       75     4225 SH       DEFINED          15,18,21,22     2225        0     2000
MCN ENERGY GROUP INC          EQUITY   55267J100        5      296 SH       DEFINED             16,18,21      296        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100     2080   117203 SH       DEFINED             18,21,22    57588        0    59615
MCN ENERGY GROUP INC          EQUITY   55267J100      266    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
MCN ENERGY GROUP INC          EQUITY   55267J100      144     8100 SH       DEFINED                21,31     8100        0        0
*** MC SHIPPING INC           EQUITY   55267Q104       44    50000 SH       DEFINED             18,21,22    50000        0        0
*** MDC CORP CL A SUB VTG NEW EQUITY   55267W309     2129   215600 SH       DEFINED   2,3,11,13,14,29,30        0   215600        0
*** MDC CORP CL A SUB VTG NEW EQUITY   55267W309       88     8880 SH       DEFINED             18,21,22     6880        0     2000
MDC HOLDINGS INC              EQUITY   552676108     2390   148200 SH       DEFINED                12,21   148200        0        0
MDC HOLDINGS INC              EQUITY   552676108       12      729 SH       DEFINED             18,21,22      311        0      418
MDC HOLDINGS INC              EQUITY   552676108      306    19000 SH       DEFINED                   25        0    19000        0
MCI WORLDCOM INC              EQUITY   55268B106     2951    41855 SH       DEFINED               -         41855        0        0
MCI WORLDCOM INC              EQUITY   55268B106    10681   151500 SH       DEFINED   2,3,11,13,14,29,30        0   151500        0
MCI WORLDCOM INC              EQUITY   55268B106    61576   873420 SH       DEFINED                  4,6   247143    85895   540382
MCI WORLDCOM INC              EQUITY   55268B106     4301    61010 SH       DEFINED                5,6,7        0        0    61010
MCI WORLDCOM INC              EQUITY   55268B106     7814   110830 SH       DEFINED                  6,7    84285        0    26545
MCI WORLDCOM INC              EQUITY   55268B106   409138  5803376 SH       DEFINED                12,21  5803376        0        0
MCI WORLDCOM INC              EQUITY   55268B106    80490  1141709 SH       DEFINED          15,18,21,22   566232        0   575477
MCI WORLDCOM INC              OPTION   55268B106      190     2700 SH  CALL DEFINED          15,18,21,22        0        0     2700
MCI WORLDCOM INC              OPTION   55268B106       71     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
MCI WORLDCOM INC              EQUITY   55268B106    13828   196148 SH       DEFINED             16,18,21   196148        0        0
MCI WORLDCOM INC              EQUITY   55268B106      388     5500 SH       DEFINED                18,21     5500        0        0
MCI WORLDCOM INC              EQUITY   55268B106      593     8415 SH       DEFINED       17,18,19,20,21     8415        0        0
MCI WORLDCOM INC              OPTION   55268B106     3525    50000 SH  CALL DEFINED       17,18,19,20,21    50000        0        0
MCI WORLDCOM INC              EQUITY   55268B106  1262514 17907995 SH       DEFINED             18,21,22 10906483        0  7001512
MCI WORLDCOM INC              OPTION   55268B106    13980   198300 SH  CALL DEFINED             18,21,22   151200        0    47100
MCI WORLDCOM INC              OPTION   55268B106    25211   357600 SH  PUT  DEFINED             18,21,22   350000        0     7600
MCI WORLDCOM INC              EQUITY   55268B106      162     2300 SH       DEFINED            4,6,23,24     2300        0        0
MCI WORLDCOM INC              EQUITY   55268B106    25679   364236 SH       DEFINED                   25        0   364236        0
MCI WORLDCOM INC              EQUITY   55268B106    24009   340552 SH       DEFINED     3,13,14,26,29,30   340552        0        0
MCI WORLDCOM INC              EQUITY   55268B106     9411   133485 SH       DEFINED                21,31   133485        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109      180     7695 SH       DEFINED               -          7695        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109       94     4000 SH       DEFINED                  4,6     4000        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109     2876   122695 SH       DEFINED                12,21   122695        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109       84     3600 SH       DEFINED          15,18,21,22        0        0     3600
MDU RESOURCES GROUP INC       EQUITY   552690109     1603    68404 SH       DEFINED             18,21,22     8053        0    60351
MDU RESOURCES GROUP INC       EQUITY   552690109      352    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
MDU RESOURCES GROUP INC       EQUITY   552690109     3274   139707 SH       DEFINED                21,31   139707        0        0
MEMC ELECTRONIC MATERIALS INC EQUITY   552715104     1280   106700 SH       DEFINED                12,21   106700        0        0
MEMC ELECTRONIC MATERIALS INC EQUITY   552715104       14     1134 SH       DEFINED             18,21,22       34        0     1100
MFRI INC                      EQUITY   552721102       55    11687 SH       DEFINED             18,21,22        0        0    11687
MGC COMMUNICATIONS, INC       EQUITY   552763302        5      250 SH       DEFINED                  4,6      250        0        0
MGC COMMUNICATIONS, INC       EQUITY   552763302     1097    55700 SH       DEFINED                12,21    55700        0        0
MGC COMMUNICATIONS, INC       EQUITY   552763302      231    11731 SH       DEFINED             18,21,22     5634        0     6097
MGIC INVT CORP WIS            EQUITY   552848103      934    19900 SH       DEFINED                  4,6    19900        0        0
MGIC INVT CORP WIS            EQUITY   552848103    57713  1229555 SH       DEFINED                12,21  1229555        0        0
MGIC INVT CORP WIS            EQUITY   552848103      124     2642 SH       DEFINED          15,18,21,22     1452        0     1190
MGIC INVT CORP WIS            EQUITY   552848103    13799   293974 SH       DEFINED             18,21,22    49029        0   244944
MGIC INVT CORP WIS            EQUITY   552848103      418     8900 SH       DEFINED                   25        0     8900        0
MGIC INVT CORP WIS            EQUITY   552848103      435     9259 SH       DEFINED                21,31     9259        0        0
MGI PROPERTIES                EQUITY   552885105      104    11365 SH       DEFINED             18,21,22     7241        0     4124
MGM GRAND INC                 EQUITY   552953101     3040    60200 SH       DEFINED   2,3,11,13,14,29,30        0    60200        0
MGM GRAND INC                 EQUITY   552953101      545    10800 SH       DEFINED                  4,6        0        0    10800
MGM GRAND INC                 EQUITY   552953101     1642    32511 SH       DEFINED                12,21    32511        0        0
MGM GRAND INC                 EQUITY   552953101      104     2059 SH       DEFINED             18,21,22      708        0     1351
MKS INSTRUMENTS INC           EQUITY   55306N104      504    24000 SH       DEFINED                12,21    24000        0        0
MMC NETWORKS INC              EQUITY   55308N102       18      525 SH       DEFINED               -           525        0        0
MMC NETWORKS INC              EQUITY   55308N102     3251    97400 SH       DEFINED                12,21    97400        0        0
MMC NETWORKS INC              EQUITY   55308N102       58     1725 SH       DEFINED          15,18,21,22     1180        0      545
MMC NETWORKS INC              EQUITY   55308N102     1585    47500 SH       DEFINED             16,18,21    47500        0        0
MMC NETWORKS INC              EQUITY   55308N102     5523   165497 SH       DEFINED             18,21,22   141279        0    24218
MMI COMPANIES INC             EQUITY   553087107     1394   129700 SH       DEFINED                  4,6        0   129700        0
MMI COMPANIES INC             EQUITY   553087107      144    13360 SH       DEFINED                12,21    13360        0        0
MMI COMPANIES INC             EQUITY   553087107        2      167 SH       DEFINED             18,21,22        0        0      167
MRV COMMUNICATIONS INC        EQUITY   553477100      445    18300 SH       DEFINED                12,21    18300        0        0
MRV COMMUNICATIONS INC        EQUITY   553477100      194     7981 SH       DEFINED             18,21,22     3261        0     4720
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106      251    28700 SH       DEFINED                12,21    28700        0        0
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106       24     2755 SH       DEFINED          15,18,21,22     2755        0        0
MSC INDUSTRIAL DIRECT CO CL A EQUITY   553530106     1068   122095 SH       DEFINED             18,21,22    86220        0    35875
MSC SOFTWARE CORP CV S/D-REG  CORPBOND 553531AA2      611   693840 PRN      DEFINED             18,21,22    16290        0   677550
M S CARRIERS INC              EQUITY   553533100      183     7710 SH       DEFINED                12,21     7710        0        0
M S CARRIERS INC              EQUITY   553533100        2      100 SH       DEFINED          15,18,21,22        0        0      100
M S CARRIERS INC              EQUITY   553533100       51     2153 SH       DEFINED             18,21,22      537        0     1616
M S CARRIERS INC              EQUITY   553533100      128     5400 SH       DEFINED                   25        0     5400        0
MTR GAMING GROUP INC          EQUITY   553769100       34    10000 SH       DEFINED             18,21,22        0        0    10000
MTS SYSTEMS CORP              EQUITY   553777103     2462   234460 SH       DEFINED                12,21   234460        0        0
MTS SYSTEMS CORP              EQUITY   553777103        2      200 SH       DEFINED             18,21,22        0        0      200
MTI TECHNOLOGY CORP           EQUITY   553903105      709    32400 SH       DEFINED                12,21    32400        0        0
MTI TECHNOLOGY CORP           EQUITY   553903105      446    20380 SH       DEFINED             18,21,22    16276        0     4104
MYR GROUP INC                 EQUITY   554053108      563    25429 SH       DEFINED             18,21,22    21775        0     3654
MACDERMID INC                 EQUITY   554273102        7      200 SH       DEFINED                  4,6        0        0      200
MACDERMID INC                 EQUITY   554273102     1087    32400 SH       DEFINED                12,21    32400        0        0
MACDERMID INC                 EQUITY   554273102      185     5501 SH       DEFINED             18,21,22     5035        0      466
MACDERMID INC                 EQUITY   554273102      577    17200 SH       DEFINED                   25        0    17200        0
MACDERMID INC                 EQUITY   554273102      918    27361 SH       DEFINED                21,31    27361        0        0
MACERICH COMPANY              EQUITY   554382101       23     1000 SH       DEFINED               -          1000        0        0
MACERICH COMPANY              EQUITY   554382101     3299   145800 SH       DEFINED                12,21   145800        0        0
MACERICH COMPANY              EQUITY   554382101    15335   677772 SH       DEFINED             18,21,22   667861        0     9911
MACK CALI REALTY CORP         EQUITY   554489104       20      785 SH       DEFINED               -           785        0        0
MACK CALI REALTY CORP         EQUITY   554489104       68     2618 SH       DEFINED                12,21     2618        0        0
MACK CALI REALTY CORP         EQUITY   554489104      126     4890 SH       DEFINED          15,18,21,22     4170        0      720
MACK CALI REALTY CORP         EQUITY   554489104     4026   155958 SH       DEFINED             18,21,22    91744        0    64213
MACK CALI REALTY CORP         OPTION   554489104        8      300 SH  PUT  DEFINED             18,21,22        0        0      300
*** MACMILLAN BLOEDEL LTD     EQUITY   554783209       62     4102 SH       DEFINED                  4,6     4102        0        0
*** MACMILLAN BLOEDEL LTD     EQUITY   554783209      167    11000 SH       DEFINED                12,21    11000        0        0
MACROCHEM CORP DEL            EQUITY   555903103      118    19200 SH       DEFINED                12,21    19200        0        0
MACROCHEM CORP DEL            EQUITY   555903103       51     8374 SH       DEFINED             18,21,22     1709        0     6665
MACROVISION CORP              EQUITY   555904101     3235    69105 SH       DEFINED                  4,6    25335    30480    13290
MACROVISION CORP              EQUITY   555904101       21      450 SH       DEFINED                  6,7        0        0      450
MACROVISION CORP              EQUITY   555904101     3342    71400 SH       DEFINED                12,21    71400        0        0
MACROVISION CORP              EQUITY   555904101      160     3420 SH       DEFINED          15,18,21,22     2488        0      932
MACROVISION CORP              EQUITY   555904101     3068    65530 SH       DEFINED             18,21,22    55074        0    10456
MACROVISION CORP              EQUITY   555904101      201     4300 SH       DEFINED                   25        0     4300        0
MACROMEDIA INC                EQUITY   556100105       78     1900 SH       DEFINED               -          1900        0        0
MACROMEDIA INC                EQUITY   556100105     5095   124367 SH       DEFINED                  4,6    45525    50757    28085
MACROMEDIA INC                EQUITY   556100105     1213    29610 SH       DEFINED                  6,7    28800        0      810
MACROMEDIA INC                EQUITY   556100105      510    12450 SH       DEFINED                12,21    12450        0        0
MACROMEDIA INC                EQUITY   556100105      798    19472 SH       DEFINED          15,18,21,22    10023        0     9449
MACROMEDIA INC                EQUITY   556100105    17132   418175 SH       DEFINED             18,21,22   295249        0   122926
MACROMEDIA INC                EQUITY   556100105      979    23900 SH       DEFINED                   25        0    23900        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       16     1517 SH       DEFINED          15,18,21,22      569        0      948
*** MADECO SA ADR REP 10 COMM EQUITY   556304103      730    70321 SH       DEFINED             18,21,22    49218        0    21103
*** MADECO SA ADR REP 10 COMM EQUITY   556304103     1086   104637 SH       DEFINED                   25        0   104637        0
MADISON BANCSHARES GROUP LTD  EQUITY   556596104       56     7920 SH       DEFINED               -          7920        0        0
MADISON BANCSHARES GROUP LTD  EQUITY   556596104       41     5713 SH       DEFINED             18,21,22     5713        0        0
MADISON GAS & ELECTRIC CO     EQUITY   557497104      277    12959 SH       DEFINED                12,21    12959        0        0
MADISON GAS & ELECTRIC CO     EQUITY   557497104       55     2591 SH       DEFINED             18,21,22      791        0     1800
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108      182    25100 SH       DEFINED                12,21    25100        0        0
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108        4      603 SH       DEFINED          15,18,21,22        0        0      603
MAGELLAN HEALTH SERVICES INC  EQUITY   559079108       84    11533 SH       DEFINED             18,21,22     9235        0     2298
MAGELLAN HEALTH SERVICES INC  OPTION   559079108      254    35000 SH  CALL DEFINED             18,21,22    35000        0        0
MAGELLAN HEALTH SERVICES INC  OPTION   559079108      254    35000 SH  PUT  DEFINED             18,21,22    35000        0        0
*** MAGNA INTL INC CV S/D-REG CORPBOND 559222AE4       11    11000 PRN      DEFINED          15,18,21,22     9000        0     2000
*** MAGNA INTL INC CV S/D-REG CORPBOND 559222AE4      391   390000 PRN      DEFINED             18,21,22   294000        0    96000
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9      375   414000 PRN      DEFINED                12,21   414000        0        0
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9      131   145000 PRN      DEFINED          15,18,21,22    85000        0    60000
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9     3620  4000000 PRN      DEFINED             16,18,21  4000000        0        0
*** MAGNA INTL INC CV  S/D    CORPBOND 559222AG9     9345 10326000 PRN      DEFINED             18,21,22  8474000        0  1852000
*** MAGNA INTERNATIONAL INC   EQUITY   559222401      154     3065 SH       DEFINED                  4,6     1565        0     1500
*** MAGNA INTERNATIONAL INC   EQUITY   559222401       22      443 SH       DEFINED          15,18,21,22      352        0       91
*** MAGNA INTERNATIONAL INC   EQUITY   559222401      154     3055 SH       DEFINED             16,18,21     3055        0        0
*** MAGNA INTERNATIONAL INC   EQUITY   559222401      962    19151 SH       DEFINED             18,21,22    14979        0     4172
MAGNETEK INC                  EQUITY   559424106     3676   408400 SH       DEFINED                12,21   408400        0        0
MAGNETEK INC                  EQUITY   559424106      147    16385 SH       DEFINED          15,18,21,22    12748        0     3637
MAGNETEK INC                  EQUITY   559424106     2982   331317 SH       DEFINED             18,21,22   243199        0    88118
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109     1526    56501 SH       DEFINED                  4,6    56501        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109     3363   124568 SH       DEFINED                12,21   124568        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109        3      103 SH       DEFINED          15,18,21,22       61        0       42
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109      389    14400 SH       DEFINED             16,18,21    14400        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109      476    17634 SH       DEFINED       17,18,19,20,21    17634        0        0
*** MAGYAR TAVKOZLESI RT      EQUITY   559776109      425    15758 SH       DEFINED             18,21,22    12803        0     2955
MAHONING NATL BANCORP INC     EQUITY   560090102      212     5500 SH       DEFINED                12,21     5500        0        0
MAIL.COM INC CL A             EQUITY   560311102      727    49505 SH       DEFINED                  4,6    18925    20430    10150
MAIL.COM INC CL A             EQUITY   560311102        5      345 SH       DEFINED                  6,7        0        0      345
MAIL.COM INC CL A             EQUITY   560311102       33     2246 SH       DEFINED          15,18,21,22      750        0     1496
MAIL.COM INC CL A             EQUITY   560311102      884    60160 SH       DEFINED             18,21,22    23033        0    37127
MAIL-WELL INC SUB NOTES CONV  CORPBOND 560321AD3      237   235000 PRN      DEFINED                12,21   235000        0        0
MAIL-WELL INC SUB NOTES CONV  CORPBOND 560321AD3     2273  2250000 PRN      DEFINED             16,18,21  2250000        0        0
MAIL-WELL INC SUB NOTES CONV  CORPBOND 560321AD3        4     4000 PRN      DEFINED             18,21,22     4000        0        0
MAIL-WELL INC                 EQUITY   560321200     3224   235509 SH       DEFINED                12,21   235509        0        0
MAIL-WELL INC                 EQUITY   560321200      431    31509 SH       DEFINED             18,21,22    23260        0     8249
MAIL-WELL INC                 EQUITY   560321200      537    39200 SH       DEFINED                   25        0    39200        0
MAIL-WELL INC                 EQUITY   560321200     2174   158799 SH       DEFINED                21,31   158799        0        0
MAKER COMMUNICATIONS INC      EQUITY   560875106     1374    55800 SH       DEFINED                12,21    55800        0        0
MAKER COMMUNICATIONS INC      EQUITY   560875106      702    28500 SH       DEFINED             16,18,21    28500        0        0
MAKER COMMUNICATIONS INC      EQUITY   560875106       86     3500 SH       DEFINED             18,21,22      800        0     2700
*** MAKITA CORP ADR -USD-     EQUITY   560877300       26     2205 SH       DEFINED               -          2205        0        0
*** MAKITA CORP ADR -USD-     EQUITY   560877300       75     6290 SH       DEFINED          15,18,21,22     4180        0     2110
*** MAKITA CORP ADR -USD-     EQUITY   560877300     2915   242888 SH       DEFINED             18,21,22   186714        0    56174
*** MAKITA CORP ADR -USD-     EQUITY   560877300     1675   139617 SH       DEFINED                   25        0   139617        0
MALAYSIA FUND INC             EQUITY   560905101       64    10943 SH       DEFINED             18,21,22      300        0    10643
MALLINCKRODT INC NEW          EQUITY   561232109     6665   217641 SH       DEFINED                12,21   217641        0        0
MALLINCKRODT INC NEW          EQUITY   561232109       14      472 SH       DEFINED          15,18,21,22      232        0      240
MALLINCKRODT INC NEW          EQUITY   561232109       80     2600 SH       DEFINED             16,18,21     2600        0        0
MALLINCKRODT INC NEW          EQUITY   561232109       70     2300 SH       DEFINED                18,21     2300        0        0
MALLINCKRODT INC NEW          EQUITY   561232109     2125    69389 SH       DEFINED             18,21,22    45941        0    23447
MALLINCKRODT INC NEW          EQUITY   561232109       65     2107 SH       DEFINED                   25        0     2107        0
MALLINCKRODT INC NEW          EQUITY   561232109     1839    60045 SH       DEFINED                21,31    60045        0        0
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105       45     5000 SH       DEFINED               -          5000        0        0
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105      279    31255 SH       DEFINED          15,18,21,22     3951        0    27304
MANAGED HIGH INCOME PORTFOLIO EQUITY   56166C105     2902   324661 SH       DEFINED             18,21,22   123174        0   201487
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107      432    44278 SH       DEFINED               -         44278        0        0
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107      104    10621 SH       DEFINED          15,18,21,22     4153        0     6468
MANAGED MUNICIPALS PORTFOLIO  EQUITY   561662107     6204   636355 SH       DEFINED             18,21,22    63231        0   573123
MANAGED MUNI PORTFOLIO II INC EQUITY   561663105      258    26672 SH       DEFINED               -         26672        0        0
MANAGED MUNI PORTFOLIO II INC EQUITY   561663105     2042   210741 SH       DEFINED             18,21,22    35435        0   175306
MANDALAY RESORT GROUP         EQUITY   562567107        3      135 SH       DEFINED               -           135        0        0
MANDALAY RESORT GROUP         EQUITY   562567107      374    19800 SH       DEFINED                  4,6        0        0    19800
MANDALAY RESORT GROUP         EQUITY   562567107     1981   104932 SH       DEFINED                12,21   104932        0        0
MANDALAY RESORT GROUP         EQUITY   562567107       84     4440 SH       DEFINED          15,18,21,22     2805        0     1635
MANDALAY RESORT GROUP         EQUITY   562567107       38     2000 SH       DEFINED             16,18,21     2000        0        0
MANDALAY RESORT GROUP         EQUITY   562567107     4731   250655 SH       DEFINED             18,21,22   170280        0    80375
MANDALAY RESORT GROUP         EQUITY   562567107     1970   104358 SH       DEFINED                21,31   104358        0        0
MANITOWOC CO INC              EQUITY   563571108     3124    95391 SH       DEFINED                12,21    95391        0        0
MANITOWOC CO INC              EQUITY   563571108      173     5275 SH       DEFINED          15,18,21,22     2525        0     2750
MANITOWOC CO INC              EQUITY   563571108     3702   113045 SH       DEFINED             18,21,22    79376        0    33669
MANITOWOC CO INC              EQUITY   563571108      711    21700 SH       DEFINED                   25        0    21700        0
MANITOWOC CO INC              EQUITY   563571108     1218    37200 SH       DEFINED                21,31    37200        0        0
MANPOWER INC WIS   NEW        EQUITY   56418H100       17      600 SH       DEFINED                  4,6        0      600        0
MANPOWER INC WIS   NEW        EQUITY   56418H100      295    10199 SH       DEFINED                12,21    10199        0        0
MANPOWER INC WIS   NEW        EQUITY   56418H100       39     1360 SH       DEFINED          15,18,21,22      960        0      400
MANPOWER INC WIS   NEW        EQUITY   56418H100     3791   130998 SH       DEFINED             18,21,22    62586        0    68411
MANPOWER INC WIS   NEW        EQUITY   56418H100      576    19900 SH       DEFINED                21,31    19900        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102      528    23075 SH       DEFINED               -         23075        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102     1608    70300 SH       DEFINED                12,21    70300        0        0
MANUFACTURED HOME COMMUNITIES EQUITY   564682102       56     2440 SH       DEFINED          15,18,21,22     2085        0      355
MANUFACTURED HOME COMMUNITIES EQUITY   564682102     2187    95602 SH       DEFINED             18,21,22    60864        0    34738
MAPICS INC                    EQUITY   564910107      177    19500 SH       DEFINED                12,21    19500        0        0
MAPICS INC                    EQUITY   564910107     1401   154584 SH       DEFINED             18,21,22   128279        0    26305
MANUGISTICS GROUP INC         EQUITY   565011103      199    19900 SH       DEFINED                12,21    19900        0        0
MANUGISTICS GROUP INC         EQUITY   565011103       17     1703 SH       DEFINED             18,21,22      428        0     1275
MANUGISTICS GROUP INC         EQUITY   565011103       35     3500 SH       DEFINED     3,13,14,26,29,30     3500        0        0
MARCUS CORP                   EQUITY   566330106      251    19748 SH       DEFINED                12,21    19748        0        0
MARCUS CORP                   EQUITY   566330106       77     6075 SH       DEFINED             16,18,21     6075        0        0
MARCUS CORP                   EQUITY   566330106     2788   219712 SH       DEFINED             18,21,22   201500        0    18212
MARIMBA INC                   EQUITY   56781Q109      112     3681 SH       DEFINED                12,21     3681        0        0
MARIMBA INC                   EQUITY   56781Q109      306    10027 SH       DEFINED             18,21,22     6847        0     3180
MARINEMAX INC                 EQUITY   567908108        3      300 SH       DEFINED          15,18,21,22      225        0       75
MARINEMAX INC                 EQUITY   567908108      323    32890 SH       DEFINED             18,21,22    24715        0     8175
MARINE DRILLING COS INC       EQUITY   568240204       13      800 SH       DEFINED               -           800        0        0
MARINE DRILLING COS INC       EQUITY   568240204     4712   298000 SH       DEFINED   2,3,11,13,14,29,30        0   298000        0
MARINE DRILLING COS INC       EQUITY   568240204     4924   311416 SH       DEFINED                12,21   311416        0        0
MARINE DRILLING COS INC       EQUITY   568240204     1389    87868 SH       DEFINED             18,21,22    76007        0    11861
MARINE DRILLING COS INC       EQUITY   568240204      172    10900 SH       DEFINED                   25        0    10900        0
MARINE DRILLING COS INC       EQUITY   568240204     3296   208405 SH       DEFINED                21,31   208405        0        0
MARINER POST ACUTE NETWORK    EQUITY   568459101       11    33197 SH       DEFINED                12,21    33197        0        0
MARINER POST ACUTE NETWORK    EQUITY   568459101        6    18228 SH       DEFINED          15,18,21,22      235        0    17993
MARINER POST ACUTE NETWORK    EQUITY   568459101        9    27164 SH       DEFINED             18,21,22     8005        0    19159
MARK IV INDUSTRIES INC        EQUITY   570387100      776    40200 SH       DEFINED                12,21    40200        0        0
MARK IV INDUSTRIES INC        EQUITY   570387100      300    15514 SH       DEFINED          15,18,21,22    12757        0     2757
MARK IV INDUSTRIES INC        EQUITY   570387100     3762   194805 SH       DEFINED             18,21,22   138527        0    56278
MARKEL CORP                   EQUITY   570535104      812     4500 SH       DEFINED               -          4500        0        0
MARKEL CORP                   EQUITY   570535104      691     3826 SH       DEFINED                12,21     3826        0        0
MARKEL CORP                   EQUITY   570535104       17       92 SH       DEFINED             18,21,22       87        0        5
MARKETWATCH.COM INC           EQUITY   570619106      143     2900 SH       DEFINED                12,21     2900        0        0
MARKETWATCH.COM INC           EQUITY   570619106      531    10773 SH       DEFINED             18,21,22     4605        0     6168
MARKETING SVCS GROUP INC      EQUITY   570907105      208    15700 SH       DEFINED                12,21    15700        0        0
MARKETING SVCS GROUP INC      EQUITY   570907105       18     1350 SH       DEFINED          15,18,21,22     1250        0      100
MARKETING SVCS GROUP INC      EQUITY   570907105       37     2828 SH       DEFINED             18,21,22      426        0     2402
MARSH & MCLENNAN COS INC      EQUITY   571748102     2302    34450 SH       DEFINED               -         34450        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102    29270   438090 SH       DEFINED                  4,6   108575   206725   122790
MARSH & MCLENNAN COS INC      EQUITY   571748102      217     3250 SH       DEFINED                  6,7        0        0     3250
MARSH & MCLENNAN COS INC      EQUITY   571748102    80286  1201654 SH       DEFINED                12,21  1201654        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102     3906    58461 SH       DEFINED          15,18,21,22    29854        0    28607
MARSH & MCLENNAN COS INC      EQUITY   571748102     6464    96750 SH       DEFINED             16,18,21    96750        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102   494653  7403546 SH       DEFINED             18,21,22  3079164        0  4324381
MARSH & MCLENNAN COS INC      EQUITY   571748102     6681   100000 SH       DEFINED            4,6,23,24   100000        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102      511     7641 SH       DEFINED                   25        0     7641        0
MARSH & MCLENNAN COS INC      EQUITY   571748102      501     7500 SH       DEFINED     3,13,14,26,29,30     7500        0        0
MARSH & MCLENNAN COS INC      EQUITY   571748102     1260    18854 SH       DEFINED                21,31    18854        0        0
MARSH SUPERMARKETS INC CONV   CORPBOND 571783AB5       64    65000 PRN      DEFINED               -         65000        0        0
MARSH SUPERMARKETS INC CONV   CORPBOND 571783AB5      117   120000 PRN      DEFINED             18,21,22    15000        0   105000
MARSHALL & ILSLEY CORP        EQUITY   571834100      389     6720 SH       DEFINED                  4,6     6000        0      720
MARSHALL & ILSLEY CORP        EQUITY   571834100      568     9823 SH       DEFINED                12,21     9823        0        0
MARSHALL & ILSLEY CORP        EQUITY   571834100     3161    54673 SH       DEFINED             18,21,22    29567        0    25106
MARSHALL & ILSLEY CORP        EQUITY   571834100     1064    18400 SH       DEFINED                21,31    18400        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202       22      682 SH       DEFINED               -           682        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202       26      800 SH       DEFINED                  4,6        0        0      800
MARRIOTT INTL INC NEW CL A    EQUITY   571903202     1527    47822 SH       DEFINED                12,21    47822        0        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202     2598    81355 SH       DEFINED          15,18,21,22    25679        0    55676
MARRIOTT INTL INC NEW CL A    OPTION   571903202      156     4900 SH  PUT  DEFINED             18,21,22        0        0     4900
MARRIOTT INTL INC NEW CL A    EQUITY   571903202    10786   337722 SH       DEFINED             18,21,22   156588        0   181134
MARRIOTT INTL INC NEW CL A    EQUITY   571903202      226     7062 SH       DEFINED                   25        0     7062        0
MARRIOTT INTL INC NEW CL A    EQUITY   571903202      496    15525 SH       DEFINED                21,31    15525        0        0
MARSHALL INDUSTRIES           EQUITY   572393106      490    13560 SH       DEFINED                12,21    13560        0        0
MARSHALL INDUSTRIES           EQUITY   572393106      733    20284 SH       DEFINED             18,21,22    20209        0       75
MARTIN MARIETTA MATERIALS INC EQUITY   573284106      441    11070 SH       DEFINED                  4,6        0        0    11070
MARTIN MARIETTA MATERIALS INC EQUITY   573284106    15089   378415 SH       DEFINED                12,21   378415        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106      171     4279 SH       DEFINED          15,18,21,22     1882        0     2397
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     1140    28600 SH       DEFINED             16,18,21    28600        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     7056   176946 SH       DEFINED             18,21,22    91529        0    85417
MARTIN MARIETTA MATERIALS INC EQUITY   573284106       12      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
MARTIN MARIETTA MATERIALS INC EQUITY   573284106     1643    41203 SH       DEFINED                21,31    41203        0        0
MARVEL ENTERPRISES INC COM    EQUITY   57383M108       50     9386 SH       DEFINED                12,21     9386        0        0
MARVEL ENTERPRISES INC COM    EQUITY   57383M108        8     1500 SH       DEFINED             18,21,22     1000        0      500
MASCO CORP DE                 EQUITY   574599106     3115    99867 SH       DEFINED               -         99867        0        0
MASCO CORP DE                 EQUITY   574599106    16003   513110 SH       DEFINED                  4,6    16500   403300    93310
MASCO CORP DE                 EQUITY   574599106   104705  3357222 SH       DEFINED                12,21  3357222        0        0
MASCO CORP DE                 EQUITY   574599106     3511   112580 SH       DEFINED          15,18,21,22    72875        0    39705
MASCO CORP DE                 EQUITY   574599106     2988    95800 SH       DEFINED             16,18,21    95800        0        0
MASCO CORP DE                 EQUITY   574599106   357152 11451577 SH       DEFINED             18,21,22  3102750        0  8348827
MASCO CORP DE                 EQUITY   574599106      849    27208 SH       DEFINED                   25        0    27208        0
MASCO CORP DE                 EQUITY   574599106      517    16565 SH       DEFINED     3,13,14,26,29,30    16565        0        0
MASCO CORP DE                 EQUITY   574599106     1006    32242 SH       DEFINED                21,31    32242        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      322   400000 PRN      DEFINED                12,21   400000        0        0
MASCO TECH INC SUB DEB CONV   CORPBOND 574670AB1     3220  4000000 PRN      DEFINED             16,18,21  4000000        0        0
MASCO TECH INC SUB DEB CONV   CORPBOND 574670AB1     2990  3714000 PRN      DEFINED             18,21,22   895000        0  2819000
MASCOTECH INC                 EQUITY   574670105      536    32591 SH       DEFINED                12,21    32591        0        0
MASCOTECH INC                 EQUITY   574670105        3      200 SH       DEFINED             16,18,21      200        0        0
MASCOTECH INC                 EQUITY   574670105      193    11745 SH       DEFINED             18,21,22    10301        0     1444
MASTECH CORP                  EQUITY   57632N105     2123   157968 SH       DEFINED                12,21   157968        0        0
MASTECH CORP                  EQUITY   57632N105       25     1872 SH       DEFINED             18,21,22     1646        0      226
MASTECH CORP                  EQUITY   57632N105     2322   172760 SH       DEFINED                21,31   172760        0        0
MASTEC INC                    EQUITY   576323109     2017    69550 SH       DEFINED                12,21    69550        0        0
MASTEC INC                    EQUITY   576323109      296    10198 SH       DEFINED             18,21,22     7701        0     2497
MASTEC INC                    EQUITY   576323109      821    28300 SH       DEFINED                21,31    28300        0        0
MATERIAL SCIENCES CORP        EQUITY   576674105       10      740 SH       DEFINED          15,18,21,22      565        0      175
MATERIAL SCIENCES CORP        EQUITY   576674105      228    17460 SH       DEFINED             18,21,22    12102        0     5358
MATRIA HEALTHCARE INC         EQUITY   576817100      548    99600 SH       DEFINED   2,3,11,13,14,29,30        0    99600        0
MATRIA HEALTHCARE INC         EQUITY   576817100      163    29700 SH       DEFINED                12,21    29700        0        0
MATRIA HEALTHCARE INC         EQUITY   576817100       55    10000 SH       DEFINED          15,18,21,22    10000        0        0
MATRIA HEALTHCARE INC         EQUITY   576817100       24     4317 SH       DEFINED             18,21,22       13        0     4304
MATRIX BANCORP INC            EQUITY   576819106     1238   101100 SH       DEFINED                  4,6        0   101100        0
MATRIX SVC CO                 EQUITY   576853105       57    14310 SH       DEFINED             18,21,22        0        0    14310
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209       38      185 SH       DEFINED               -           185        0        0
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209      239     1150 SH       DEFINED                  4,6     1150        0        0
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209      806     3875 SH       DEFINED          15,18,21,22     2929        0      946
*** MATSUSHITA ELEC INDL ADR  EQUITY   576879209    44762   215202 SH       DEFINED             18,21,22   147160        0    68042
MATLACK SYSTEMS INC           EQUITY   576901102       92    18000 SH       DEFINED             18,21,22    11000        0     7000
MATTEL INC DE                 EQUITY   577081102       28     1683 SH       DEFINED               -          1683        0        0
MATTEL INC DE                 EQUITY   577081102      165     9797 SH       DEFINED                  4,6     2972        0     6825
MATTEL INC DE                 EQUITY   577081102    14621   866454 SH       DEFINED                12,21   866454        0        0
MATTEL INC DE                 EQUITY   577081102     7111   421402 SH       DEFINED          15,18,21,22   293921        0   127481
MATTEL INC DE                 EQUITY   577081102       92     5423 SH       DEFINED             16,18,21     5423        0        0
MATTEL INC DE                 EQUITY   577081102    48097  2850165 SH       DEFINED             18,21,22  1993510        0   856655
MATTEL INC DE                 EQUITY   577081102     9558   566375 SH       DEFINED            4,6,23,24   566375        0        0
MATTEL INC DE                 EQUITY   577081102      200    11879 SH       DEFINED                   25        0    11879        0
MATTEL INC DE                 EQUITY   577081102      442    26211 SH       DEFINED                21,31    26211        0        0
MATTHEWS INTL CORP CL A       EQUITY   577128101     1245    41836 SH       DEFINED                12,21    41836        0        0
MATTHEWS INTL CORP CL A       EQUITY   577128101       48     1626 SH       DEFINED             18,21,22      276        0     1350
*** MAVESA S A SPONSORED ADR  EQUITY   577717101       81    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 INTEGRATED PRODS INC    EQUITY   57772K101    22107   329960 SH       DEFINED                  4,6   134235    79315   116410
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101      265     3950 SH       DEFINED                  6,7        0        0     3950
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101    13899   207455 SH       DEFINED                12,21   207455        0        0
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101       59      884 SH       DEFINED          15,18,21,22      634        0      250
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101     6140    91644 SH       DEFINED             18,21,22    65591        0    26053
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101       14      210 SH       DEFINED     3,13,14,26,29,30      210        0        0
MAXIM INTEGRATED PRODS INC    EQUITY   57772K101     1421    21206 SH       DEFINED                21,31    21206        0        0
MAXTOR CORP CV S/D -REG       CORPBOND 577729AA4       84   120000 PRN      DEFINED             18,21,22        0        0   120000
MAXTOR CORP (NEW)             EQUITY   577729205       15     2260 SH       DEFINED               -          2260        0        0
MAXTOR CORP (NEW)             EQUITY   577729205     2934   449200 SH       DEFINED                12,21   449200        0        0
MAXTOR CORP (NEW)             EQUITY   577729205      152    23245 SH       DEFINED          15,18,21,22     6710        0    16535
MAXTOR CORP (NEW)             EQUITY   577729205     5752   880713 SH       DEFINED             18,21,22   682397        0   198316
MAXTOR CORP (NEW)             EQUITY   577729205        5      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
MAXWELL SHOE CO INC CL A      EQUITY   577766108      123    14500 SH       DEFINED                12,21    14500        0        0
MAXWELL TECHNOLOGIES INC      EQUITY   577767106      128    10100 SH       DEFINED                12,21    10100        0        0
MAXWELL TECHNOLOGIES INC      EQUITY   577767106      220    17365 SH       DEFINED             18,21,22      255        0    17110
MAXXIM MEDICAL INC            EQUITY   57777G105      268    11300 SH       DEFINED                12,21    11300        0        0
MAXXIM MEDICAL INC            EQUITY   57777G105        2       89 SH       DEFINED          15,18,21,22       89        0        0
MAXXIM MEDICAL INC            EQUITY   57777G105      655    27663 SH       DEFINED             18,21,22    21154        0     6509
MAXXIM MEDICAL INC            EQUITY   57777G105      341    14400 SH       DEFINED                   25        0    14400        0
MAY DEPARTMENT STORES CO      EQUITY   577778103      336     9156 SH       DEFINED               -          9156        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     2411    65611 SH       DEFINED                  4,6    29550        0    36061
MAY DEPARTMENT STORES CO      EQUITY   577778103      248     6750 SH       DEFINED                5,6,7        0        0     6750
MAY DEPARTMENT STORES CO      EQUITY   577778103     6971   189700 SH       DEFINED                    6   189700        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103    12654   344338 SH       DEFINED                12,21   344338        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     5997   163189 SH       DEFINED          15,18,21,22   100779        0    62410
MAY DEPARTMENT STORES CO      EQUITY   577778103      303     8250 SH       DEFINED             16,18,21     8250        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103   169935  4624087 SH       DEFINED             18,21,22  2723462        0  1900624
MAY DEPARTMENT STORES CO      EQUITY   577778103     3480    94704 SH       DEFINED                   25        0    94704        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     1074    29225 SH       DEFINED     3,13,14,26,29,30    29225        0        0
MAY DEPARTMENT STORES CO      EQUITY   577778103     1276    34728 SH       DEFINED                21,31    34728        0        0
MAXXAM INC                    EQUITY   577913106      174     3434 SH       DEFINED                12,21     3434        0        0
MAXXAM INC                    EQUITY   577913106       49      969 SH       DEFINED             18,21,22        0        0      969
MAXXAM INC                    EQUITY   577913106      234     4600 SH       DEFINED                   25        0     4600        0
MAVERICK TUBE CORP            EQUITY   577914104      210    12200 SH       DEFINED                12,21    12200        0        0
MAVERICK TUBE CORP            EQUITY   577914104      293    17023 SH       DEFINED             18,21,22      872        0    16151
MAXIMUS INC                   EQUITY   577933104      365    12600 SH       DEFINED                12,21    12600        0        0
MAXIMUS INC                   EQUITY   577933104       71     2462 SH       DEFINED          15,18,21,22     1906        0      556
MAXIMUS INC                   EQUITY   577933104     5796   199846 SH       DEFINED             18,21,22   170484        0    29362
MAYTAG CORP                   EQUITY   578592107      537    16376 SH       DEFINED               -         16376        0        0
MAYTAG CORP                   EQUITY   578592107       10      300 SH       DEFINED                  4,6      300        0        0
MAYTAG CORP                   EQUITY   578592107    31370   956020 SH       DEFINED                  6,7   956020        0        0
MAYTAG CORP                   EQUITY   578592107     1655    50425 SH       DEFINED                12,21    50425        0        0
MAYTAG CORP                   EQUITY   578592107      121     3688 SH       DEFINED          15,18,21,22     2756        0      932
MAYTAG CORP                   EQUITY   578592107     4327   131882 SH       DEFINED             18,21,22    66167        0    65715
MAYTAG CORP                   OPTION   578592107       13      400 SH  CALL DEFINED             18,21,22      400        0        0
MAYTAG CORP                   EQUITY   578592107      353    10770 SH       DEFINED                   25        0    10770        0
MAYTAG CORP                   EQUITY   578592107      221     6721 SH       DEFINED     3,13,14,26,29,30     6721        0        0
MAYTAG CORP                   EQUITY   578592107      272     8299 SH       DEFINED                21,31     8299        0        0
MCCLATCHY CO CLASS A          EQUITY   579489105     1619    45287 SH       DEFINED                12,21    45287        0        0
MCCLATCHY CO CLASS A          EQUITY   579489105       36     1000 SH       DEFINED          15,18,21,22        0        0     1000
MCCLATCHY CO CLASS A          EQUITY   579489105      429    11991 SH       DEFINED             18,21,22     9891        0     2100
MCCLATCHY CO CLASS A          EQUITY   579489105     2924    81790 SH       DEFINED                21,31    81790        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206       65     2000 SH       DEFINED               -          2000        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206      228     7000 SH       DEFINED                  4,6     7000        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206     1068    32786 SH       DEFINED                12,21    32786        0        0
MCCORMICK & CO INC NON-VOTING EQUITY   579780206       20      600 SH       DEFINED          15,18,21,22        0        0      600
MCCORMICK & CO INC NON-VOTING EQUITY   579780206      424    13031 SH       DEFINED             18,21,22     5261        0     7770
MCCORMICK & CO INC NON-VOTING EQUITY   579780206       76     2335 SH       DEFINED                21,31     2335        0        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109     2329   116800 SH       DEFINED   2,3,11,13,14,29,30        0   116800        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109     5060   253801 SH       DEFINED                12,21   253801        0        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109       88     4410 SH       DEFINED          15,18,21,22     2735        0     1675
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109      100     5000 SH       DEFINED             16,18,21     5000        0        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109     2521   126441 SH       DEFINED             18,21,22    71665        0    54776
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109       29     1454 SH       DEFINED                   25        0     1454        0
MCDERMOTT INTERNATIONAL INC   EQUITY   580037109       76     3801 SH       DEFINED                21,31     3801        0        0
MCDONALDS CORP                EQUITY   580135101     6071   139553 SH       DEFINED               -        139553        0        0
MCDONALDS CORP                EQUITY   580135101    14629   336309 SH       DEFINED                  4,6   205132     4600   126577
MCDONALDS CORP                EQUITY   580135101      357     8200 SH       DEFINED                5,6,7        0        0     8200
MCDONALDS CORP                EQUITY   580135101    53736  1235300 SH       DEFINED                  6,7  1235300        0        0
MCDONALDS CORP                EQUITY   580135101   192856  4433474 SH       DEFINED                12,21  4433474        0        0
MCDONALDS CORP                EQUITY   580135101    35355   812747 SH       DEFINED          15,18,21,22   499609        0   313137
MCDONALDS CORP                EQUITY   580135101     9123   209732 SH       DEFINED             16,18,21   209732        0        0
MCDONALDS CORP                EQUITY   580135101    60900  1400000 SH       DEFINED                18,21  1400000        0        0
MCDONALDS CORP                EQUITY   580135101     2584    59400 SH       DEFINED       17,18,19,20,21    59400        0        0
MCDONALDS CORP                OPTION   580135101     2175    50000 SH  CALL DEFINED       17,18,19,20,21    50000        0        0
MCDONALDS CORP                EQUITY   580135101   682417 15687743 SH       DEFINED             18,21,22  9445342        0  6242400
MCDONALDS CORP                OPTION   580135101        9      200 SH  CALL DEFINED             18,21,22      200        0        0
MCDONALDS CORP                EQUITY   580135101     8874   204002 SH       DEFINED                   25        0   204002        0
MCDONALDS CORP                EQUITY   580135101     1315    30222 SH       DEFINED     3,13,14,26,29,30    30222        0        0
MCDONALDS CORP                EQUITY   580135101     4207    96712 SH       DEFINED                21,31    96712        0        0
MCGRATH RENTCORP              EQUITY   580589109     2529   146600 SH       DEFINED                12,21   146600        0        0
MCGRATH RENTCORP              EQUITY   580589109       10      592 SH       DEFINED             18,21,22       92        0      500
MCGRAW HILL COS INC           EQUITY   580645109     1347    26775 SH       DEFINED               -         26775        0        0
MCGRAW HILL COS INC           EQUITY   580645109    12315   244770 SH       DEFINED                  4,6    10115   179650    55005
MCGRAW HILL COS INC           EQUITY   580645109    29724   590788 SH       DEFINED                12,21   590788        0        0
MCGRAW HILL COS INC           EQUITY   580645109      442     8789 SH       DEFINED          15,18,21,22     4460        0     4329
MCGRAW HILL COS INC           EQUITY   580645109      201     4000 SH       DEFINED             16,18,21     4000        0        0
MCGRAW HILL COS INC           EQUITY   580645109   183673  3650606 SH       DEFINED             18,21,22   739959        0  2910647
MCGRAW HILL COS INC           EQUITY   580645109      369     7328 SH       DEFINED                   25        0     7328        0
MCGRAW HILL COS INC           EQUITY   580645109      719    14289 SH       DEFINED                21,31    14289        0        0
MCKESSON HBOC INC             EQUITY   58155Q103       70     2457 SH       DEFINED               -          2457        0        0
MCKESSON HBOC INC             EQUITY   58155Q103     5778   202300 SH       DEFINED   2,3,11,13,14,29,30        0   202300        0
MCKESSON HBOC INC             EQUITY   58155Q103      148     5180 SH       DEFINED                  4,6      684        0     4496
MCKESSON HBOC INC             EQUITY   58155Q103    24620   861944 SH       DEFINED                12,21   861944        0        0
MCKESSON HBOC INC             EQUITY   58155Q103     1090    38168 SH       DEFINED          15,18,21,22    13274        0    24893
MCKESSON HBOC INC             EQUITY   58155Q103       23      800 SH       DEFINED             16,18,21      800        0        0
MCKESSON HBOC INC             OPTION   58155Q103     7141   250000 SH  CALL DEFINED       17,18,19,20,21   250000        0        0
MCKESSON HBOC INC             EQUITY   58155Q103    21210   742569 SH       DEFINED             18,21,22   402871        0   339697
MCKESSON HBOC INC             OPTION   58155Q103     7226   253000 SH  CALL DEFINED             18,21,22   250000        0     3000
MCKESSON HBOC INC             EQUITY   58155Q103      289    10102 SH       DEFINED                   25        0    10102        0
MCKESSON HBOC INC             EQUITY   58155Q103      298    10446 SH       DEFINED     3,13,14,26,29,30    10446        0        0
MCKESSON HBOC INC             EQUITY   58155Q103      649    22728 SH       DEFINED                21,31    22728        0        0
MCLEODUSA INC                 EQUITY   582266102     1306    32204 SH       DEFINED                12,21    32204        0        0
MCLEODUSA INC                 EQUITY   582266102     7916   195147 SH       DEFINED             18,21,22   126681        0    68466
MCLEODUSA INC                 EQUITY   582266102     6194   152700 SH       DEFINED        3,13,29,30,32        0        0   152700
MCMORAN EXPLORATION CO        EQUITY   582411104        1       59 SH       DEFINED               -            59        0        0
MCMORAN EXPLORATION CO        EQUITY   582411104      233    10700 SH       DEFINED                12,21    10700        0        0
MCMORAN EXPLORATION CO        EQUITY   582411104      187     8550 SH       DEFINED             18,21,22     1985        0     6565
MCWHORTER TECHNOLOGIES INC    EQUITY   582803102        5      340 SH       DEFINED          15,18,21,22      340        0        0
MCWHORTER TECHNOLOGIES INC    EQUITY   582803102      204    14320 SH       DEFINED             18,21,22    10360        0     3960
MEAD CORP                     EQUITY   582834107       60     1788 SH       DEFINED               -          1788        0        0
MEAD CORP                     EQUITY   582834107      521    15565 SH       DEFINED                  4,6     5000        0    10565
MEAD CORP                     EQUITY   582834107     7078   211280 SH       DEFINED                12,21   211280        0        0
MEAD CORP                     EQUITY   582834107      290     8643 SH       DEFINED          15,18,21,22     2409        0     6234
MEAD CORP                     EQUITY   582834107    27589   823565 SH       DEFINED             18,21,22   500996        0   322568
MEAD CORP                     EQUITY   582834107       97     2894 SH       DEFINED                   25        0     2894        0
MEAD CORP                     EQUITY   582834107      416    12406 SH       DEFINED     3,13,14,26,29,30    12406        0        0
MEAD CORP                     EQUITY   582834107     1524    45496 SH       DEFINED                21,31    45496        0        0
MEASUREMENT SPECIALTIES INC   EQUITY   583421102      542    28044 SH       DEFINED             18,21,22    21607        0     6437
MECH FINANCIAL INC            EQUITY   583492103      335    10000 SH       DEFINED                    6    10000        0        0
MECH FINANCIAL INC            EQUITY   583492103      117     3500 SH       DEFINED             18,21,22        0        0     3500
MECHANICAL TECHNOLOGY INC     EQUITY   583538103      265     7800 SH       DEFINED                12,21     7800        0        0
MECHANICAL TECHNOLOGY INC     EQUITY   583538103        7      218 SH       DEFINED             18,21,22        0        0      218
MEDALLION FINL CORP           EQUITY   583928106     2128   106399 SH       DEFINED                12,21   106399        0        0
MEDALLION FINL CORP           EQUITY   583928106      115     5764 SH       DEFINED             18,21,22     2052        0     3711
MEDALLION FINL CORP           EQUITY   583928106     1944    97211 SH       DEFINED                21,31    97211        0        0
MEDI-JECT CORPORATION -NEW-   EQUITY   583930300       39    19300 SH       DEFINED             18,21,22    16300        0     3000
MEDCO RESEARCH INC            EQUITY   584059109      339    14300 SH       DEFINED                12,21    14300        0        0
MEDCO RESEARCH INC            EQUITY   584059109      632    26686 SH       DEFINED             18,21,22     6681        0    20005
MEDE AMERICA CORP             EQUITY   584067102      292    13200 SH       DEFINED                12,21    13200        0        0
MEDE AMERICA CORP             EQUITY   584067102        7      300 SH       DEFINED             18,21,22        0        0      300
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203      133    15300 SH       DEFINED                12,21    15300        0        0
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203      382    44000 SH       DEFINED                18,21    44000        0        0
*** MEDEVA PLC SPONSORED ADR  EQUITY   58410H203        4      500 SH       DEFINED             18,21,22        0        0      500
MEDFORD BANCORP INC           EQUITY   584131106     1071    68000 SH       DEFINED                    6    68000        0        0
MEDIA ARTS GROUP INC          EQUITY   58439C102       75    16850 SH       DEFINED             18,21,22     8900        0     7950
MEDIAONE GROUP INC            EQUITY   58440J104     1173    17510 SH       DEFINED               -         17510        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     6419    95800 SH       DEFINED   2,3,11,13,14,29,30        0    95800        0
MEDIAONE GROUP INC            EQUITY   58440J104     4443    66312 SH       DEFINED                  4,6     1112     2200    63000
MEDIAONE GROUP INC            EQUITY   58440J104      486     7250 SH       DEFINED                5,6,7        0        0     7250
MEDIAONE GROUP INC            EQUITY   58440J104     5930    88500 SH       DEFINED                  6,7    88500        0        0
MEDIAONE GROUP INC            EQUITY   58440J104   100076  1493676 SH       DEFINED                12,21  1493676        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     4284    63936 SH       DEFINED          15,18,21,22    49793        0    14143
MEDIAONE GROUP INC            EQUITY   58440J104      106     1588 SH       DEFINED             16,18,21     1588        0        0
MEDIAONE GROUP INC            EQUITY   58440J104   149176  2226513 SH       DEFINED             18,21,22  1627165        0   599348
MEDIAONE GROUP INC            OPTION   58440J104      335     5000 SH  CALL DEFINED             18,21,22        0        0     5000
MEDIAONE GROUP INC            EQUITY   58440J104     3514    52454 SH       DEFINED                   25        0    52454        0
MEDIAONE GROUP INC            EQUITY   58440J104     2276    33977 SH       DEFINED     3,13,14,26,29,30    33977        0        0
MEDIAONE GROUP INC            EQUITY   58440J104     2956    44113 SH       DEFINED                21,31    44113        0        0
MEDIAONE GROUP INC PFD SER D  EQUITY   58440J203     6292    47245 SH       DEFINED             18,21,22    44765        0     2480
MEDIA METRIX INC              EQUITY   58440X103      204     3100 SH       DEFINED                12,21     3100        0        0
MEDIA METRIX INC              EQUITY   58440X103       20      300 SH       DEFINED             18,21,22      300        0        0
MEDIA GENERAL INC CL A        EQUITY   584404107      229     4449 SH       DEFINED                12,21     4449        0        0
MEDIA GENERAL INC CL A        EQUITY   584404107     1201    23295 SH       DEFINED             18,21,22    22845        0      450
MEDIA GENERAL INC CL A        EQUITY   584404107      366     7100 SH       DEFINED                   25        0     7100        0
MEDIA GENERAL INC CL A        EQUITY   584404107      413     8000 SH       DEFINED                21,31     8000        0        0
MEDICAL ASSURN INC            EQUITY   58449U100     1541    62730 SH       DEFINED                12,21    62730        0        0
MEDICAL ASSURN INC            EQUITY   58449U100        9      350 SH       DEFINED          15,18,21,22        0        0      350
MEDICAL ASSURN INC            EQUITY   58449U100       93     3801 SH       DEFINED             18,21,22       38        0     3763
MEDICAL ASSURN INC            EQUITY   58449U100      155     6299 SH       DEFINED                   25        0     6299        0
MEDICAL ASSURN INC            EQUITY   58449U100     1840    74900 SH       DEFINED                21,31    74900        0        0
MEDICAL MANAGER CORP CV S/D   CORPBOND 58461UAA1       28    30000 PRN      DEFINED             18,21,22        0        0    30000
MEDICAL MANAGER CORP          EQUITY   58461U103      643    13785 SH       DEFINED                  4,6     4935     6105     2745
MEDICAL MANAGER CORP          EQUITY   58461U103        4       90 SH       DEFINED                  6,7        0        0       90
MEDICAL MANAGER CORP          EQUITY   58461U103      285     6115 SH       DEFINED                12,21     6115        0        0
MEDICAL MANAGER CORP          EQUITY   58461U103     3204    68721 SH       DEFINED             18,21,22    64569        0     4152
MEDICAL TECHNOLOGY &          EQUITY   58462M100        3    38573 SH       DEFINED             18,21,22        0        0    38573
MEDICONSULT.COM INC           EQUITY   58469J100     1492   190900 SH       DEFINED                12,21   190900        0        0
MEDICONSULT.COM INC           EQUITY   58469J100      118    15150 SH       DEFINED             18,21,22    12475        0     2675
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309       42     1500 SH       DEFINED                  4,6        0        0     1500
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     6687   240989 SH       DEFINED                12,21   240989        0        0
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309      168     6049 SH       DEFINED          15,18,21,22     2615        0     3434
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309      139     5000 SH       DEFINED                18,21     5000        0        0
MEDICIS PHARMACEUTICAL CORP   OPTION   584690309        3      100 SH  PUT  DEFINED             18,21,22        0        0      100
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     1866    67260 SH       DEFINED             18,21,22    38541        0    28719
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309      191     6900 SH       DEFINED                   25        0     6900        0
MEDICIS PHARMACEUTICAL CORP   EQUITY   584690309     3702   133415 SH       DEFINED                21,31   133415        0        0
MEDIMMUNE INC                 EQUITY   584699102       59      560 SH       DEFINED               -           560        0        0
MEDIMMUNE INC                 EQUITY   584699102     7734    73461 SH       DEFINED                  4,6    15245    17487    40729
MEDIMMUNE INC                 EQUITY   584699102       29      280 SH       DEFINED                  6,7        0        0      280
MEDIMMUNE INC                 EQUITY   584699102     9521    90430 SH       DEFINED                12,21    90430        0        0
MEDIMMUNE INC                 EQUITY   584699102      577     5481 SH       DEFINED          15,18,21,22     3765        0     1716
MEDIMMUNE INC                 EQUITY   584699102    18949   179982 SH       DEFINED             18,21,22   101488        0    78494
MEDIMMUNE INC                 EQUITY   584699102     6380    60600 SH       DEFINED     3,13,14,26,29,30    60600        0        0
MEDIMMUNE INC                 EQUITY   584699102     3633    34507 SH       DEFINED                21,31    34507        0        0
MEDIWARE INFORMATION SYS INC  EQUITY   584946107       20     2600 SH       DEFINED             18,21,22     2000        0      600
MEDIWARE INFORMATION SYS INC  EQUITY   584946107      871   116110 SH       DEFINED        3,13,27,28,30   116110        0        0
MEDQUIST INC                  EQUITY   584949101       33     1025 SH       DEFINED               -          1025        0        0
MEDQUIST INC                  EQUITY   584949101     5704   175840 SH       DEFINED   2,3,11,13,14,29,30        0   175840        0
MEDQUIST INC                  EQUITY   584949101     2619    80743 SH       DEFINED                  4,6    28073    29706    22964
MEDQUIST INC                  EQUITY   584949101       38     1168 SH       DEFINED                  6,7        0        0     1168
MEDQUIST INC                  EQUITY   584949101     9744   300400 SH       DEFINED                12,21   300400        0        0
MEDQUIST INC                  EQUITY   584949101      422    13022 SH       DEFINED          15,18,21,22     6484        0     6538
MEDQUIST INC                  EQUITY   584949101     5352   165000 SH       DEFINED             16,18,21   165000        0        0
MEDQUIST INC                  EQUITY   584949101    12804   394728 SH       DEFINED             18,21,22   303963        0    90765
MEDQUIST INC                  EQUITY   584949101      600    18500 SH       DEFINED                   25        0    18500        0
MEDQUIST INC                  EQUITY   584949101     1229    37900 SH       DEFINED                21,31    37900        0        0
MEDITRUST CV DEBS-REG         CORPBOND 58501TAC2     3142  3418000 PRN      DEFINED             18,21,22  3128000        0   290000
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306       30     3607 SH       DEFINED               -          3607        0        0
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306      214    25581 SH       DEFINED                  4,6    16580        0     9001
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306      354    42240 SH       DEFINED                12,21    42240        0        0
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306       19     2273 SH       DEFINED          15,18,21,22      660        0     1613
MEDITRUST CORP PAIRED STOCK   EQUITY   58501T306     3336   398334 SH       DEFINED             18,21,22   216657        0   181676
MEDTRONIC INC                 EQUITY   585055106      474    14306 SH       DEFINED               -         14306        0        0
MEDTRONIC INC                 EQUITY   585055106    28407   857562 SH       DEFINED                  4,6    38670   184810   634082
MEDTRONIC INC                 EQUITY   585055106     5095   153800 SH       DEFINED                    6   153800        0        0
MEDTRONIC INC                 EQUITY   585055106    36088  1089443 SH       DEFINED                12,21  1089443        0        0
MEDTRONIC INC                 EQUITY   585055106    17247   520652 SH       DEFINED          15,18,21,22   318606        0   202046
MEDTRONIC INC                 EQUITY   585055106   315849  9535063 SH       DEFINED             18,21,22  5814332        0  3720731
MEDTRONIC INC                 OPTION   585055106        3      100 SH  CALL DEFINED             18,21,22        0        0      100
MEDTRONIC INC                 EQUITY   585055106    19663   593600 SH       DEFINED            4,6,23,24   593600        0        0
MEDTRONIC INC                 EQUITY   585055106     7172   216524 SH       DEFINED                   25        0   216524        0
MEDTRONIC INC                 EQUITY   585055106    46752  1411386 SH       DEFINED     3,13,14,26,29,30  1411386        0        0
MEDTRONIC INC                 EQUITY   585055106     2639    79671 SH       DEFINED                21,31    79671        0        0
MELLON BANK CORP              EQUITY   585509102     1190    36115 SH       DEFINED               -         36115        0        0
MELLON BANK CORP              EQUITY   585509102    18669   566790 SH       DEFINED                  4,6    65940   374925   125925
MELLON BANK CORP              EQUITY   585509102    61359  1862876 SH       DEFINED                12,21  1862876        0        0
MELLON BANK CORP              EQUITY   585509102     1383    41988 SH       DEFINED          15,18,21,22    17520        0    24467
MELLON BANK CORP              EQUITY   585509102     6133   186200 SH       DEFINED             16,18,21   186200        0        0
MELLON BANK CORP              EQUITY   585509102   266130  8079725 SH       DEFINED             18,21,22  1815685        0  6264040
MELLON BANK CORP              EQUITY   585509102      705    21400 SH       DEFINED            4,6,23,24    21400        0        0
MELLON BANK CORP              EQUITY   585509102      494    14992 SH       DEFINED                   25        0    14992        0
MELLON BANK CORP              EQUITY   585509102     1131    34323 SH       DEFINED                21,31    34323        0        0
MEMBERWORKS INC               EQUITY   586002107      447    13800 SH       DEFINED                12,21    13800        0        0
MEMBERWORKS INC               EQUITY   586002107      403    12450 SH       DEFINED          15,18,21,22     9525        0     2925
MEMBERWORKS INC               EQUITY   586002107     9409   290628 SH       DEFINED             18,21,22   200635        0    89993
MENS WEARHOUSE INC            EQUITY   587118100       95     4505 SH       DEFINED                  4,6        0        0     4505
MENS WEARHOUSE INC            EQUITY   587118100     4776   225432 SH       DEFINED                12,21   225432        0        0
MENS WEARHOUSE INC            EQUITY   587118100       17      798 SH       DEFINED          15,18,21,22      608        0      190
MENS WEARHOUSE INC            EQUITY   587118100     1886    89007 SH       DEFINED             18,21,22    68907        0    20100
MENS WEARHOUSE INC            EQUITY   587118100      119     5600 SH       DEFINED                   25        0     5600        0
MENS WEARHOUSE INC            EQUITY   587118100     2070    97713 SH       DEFINED                21,31    97713        0        0
MENTOR CORP -MINN-            EQUITY   587188103     3528   132800 SH       DEFINED   2,3,11,13,14,29,30        0   132800        0
MENTOR CORP -MINN-            EQUITY   587188103      582    21900 SH       DEFINED                12,21    21900        0        0
MENTOR CORP -MINN-            EQUITY   587188103       50     1869 SH       DEFINED             18,21,22      408        0     1461
MENTOR CORP -MINN-            OPTION   587188103      970    36500 SH  CALL DEFINED             18,21,22    36500        0        0
MENTOR GRAPHICS INC           EQUITY   587200106     2280   242400 SH       DEFINED   2,3,11,13,14,29,30        0   242400        0
MENTOR GRAPHICS INC           EQUITY   587200106     4220   448667 SH       DEFINED                12,21   448667        0        0
MENTOR GRAPHICS INC           EQUITY   587200106      420    44640 SH       DEFINED             18,21,22    15057        0    29583
MENTOR GRAPHICS INC           EQUITY   587200106     3606   383397 SH       DEFINED                21,31   383397        0        0
*** MERANT PLC SPONS ADR      EQUITY   587336108        4      165 SH       DEFINED          15,18,21,22        0        0      165
*** MERANT PLC SPONS ADR      EQUITY   587336108      788    33991 SH       DEFINED                18,21    33991        0        0
*** MERANT PLC SPONS ADR      EQUITY   587336108      243    10476 SH       DEFINED             18,21,22    10380        0       96
MERCANTILE BANKSHARES CORP NE EQUITY   587405101       62     2000 SH       DEFINED               -          2000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      560    18000 SH       DEFINED                  4,6    16250        0     1750
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      654    21000 SH       DEFINED                    6    21000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      263     8438 SH       DEFINED                12,21     8438        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101       49     1577 SH       DEFINED          15,18,21,22      377        0     1200
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      311    10000 SH       DEFINED             16,18,21    10000        0        0
MERCANTILE BANKSHARES CORP NE EQUITY   587405101      644    20678 SH       DEFINED             18,21,22     7913        0    12765
MERCANTILE BANKSHARES CORP NE EQUITY   587405101     1427    45841 SH       DEFINED                21,31    45841        0        0
MERCHANTS GROUP INC           EQUITY   588539106      915    40000 SH       DEFINED                12,21    40000        0        0
MERCHANTS GROUP INC           EQUITY   588539106      178     7800 SH       DEFINED             16,18,21     7800        0        0
MERCHANTS NEW YORK BANCORP IN EQUITY   589167105      394    10584 SH       DEFINED                12,21    10584        0        0
MERCHANTS NEW YORK BANCORP IN EQUITY   589167105      173     4652 SH       DEFINED             18,21,22      400        0     4252
MERCK & CO INC                EQUITY   589331107     7651   112308 SH       DEFINED               -        112308        0        0
MERCK & CO INC                EQUITY   589331107   135725  1992288 SH       DEFINED                  4,6   872137   509332   610819
MERCK & CO INC                EQUITY   589331107      109     1600 SH       DEFINED                5,6,7        0        0     1600
MERCK & CO INC                EQUITY   589331107    11451   168092 SH       DEFINED                  6,7   139892        0    28200
MERCK & CO INC                EQUITY   589331107   473104  6944650 SH       DEFINED                12,21  6944650        0        0
MERCK & CO INC                EQUITY   589331107    47985   704372 SH       DEFINED          15,18,21,22   398473        0   305898
MERCK & CO INC                EQUITY   589331107     9974   146402 SH       DEFINED             16,18,21   146402        0        0
MERCK & CO INC                OPTION   589331107    18453   270870 SH  CALL DEFINED       17,18,19,20,21   270870        0        0
MERCK & CO INC                EQUITY   589331107   914430 13422829 SH       DEFINED             18,21,22  7245663        0  6177166
MERCK & CO INC                OPTION   589331107     8563   125700 SH  CALL DEFINED             18,21,22   113000        0    12700
MERCK & CO INC                OPTION   589331107       14      200 SH  PUT  DEFINED             18,21,22        0        0      200
MERCK & CO INC                EQUITY   589331107      204     3000 SH       DEFINED            4,6,23,24     3000        0        0
MERCK & CO INC                EQUITY   589331107     8684   127468 SH       DEFINED                   25        0   127468        0
MERCK & CO INC                EQUITY   589331107     4322    63438 SH       DEFINED     3,13,14,26,29,30    63438        0        0
MERCK & CO INC                EQUITY   589331107    11342   166494 SH       DEFINED                21,31   166494        0        0
MERCURY AIR GROUP INC         EQUITY   589354109      101    16460 SH       DEFINED             18,21,22        0        0    16460
MERCURY COMPUTER SYS INC      EQUITY   589378108     5803   171300 SH       DEFINED               -        171300        0        0
MERCURY COMPUTER SYS INC      EQUITY   589378108      390    11500 SH       DEFINED                12,21    11500        0        0
MERCURY COMPUTER SYS INC      EQUITY   589378108     5806   171400 SH       DEFINED             18,21,22      100        0   171300
MERCURY GENERAL CORP-NEW      EQUITY   589400100      198     7350 SH       DEFINED                  4,6     3350        0     4000
MERCURY GENERAL CORP-NEW      EQUITY   589400100     3463   128262 SH       DEFINED                12,21   128262        0        0
MERCURY GENERAL CORP-NEW      EQUITY   589400100      146     5421 SH       DEFINED             18,21,22      778        0     4643
MERCURY INTERACTIVE CORP      EQUITY   589405109       20      310 SH       DEFINED               -           310        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     9428   143800 SH       DEFINED   2,3,11,13,14,29,30        0   143800        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     7882   120213 SH       DEFINED                  4,6    41395    52058    26760
MERCURY INTERACTIVE CORP      EQUITY   589405109       51      775 SH       DEFINED                  6,7        0        0      775
MERCURY INTERACTIVE CORP      EQUITY   589405109    19328   294794 SH       DEFINED                12,21   294794        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109      624     9519 SH       DEFINED          15,18,21,22     4814        0     4705
MERCURY INTERACTIVE CORP      OPTION   589405109     2623    40000 SH  CALL DEFINED       17,18,19,20,21    40000        0        0
MERCURY INTERACTIVE CORP      OPTION   589405109     2623    40000 SH  PUT  DEFINED       17,18,19,20,21    40000        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109    23368   356416 SH       DEFINED             18,21,22   225504        0   130912
MERCURY INTERACTIVE CORP      OPTION   589405109     2623    40000 SH  CALL DEFINED             18,21,22    40000        0        0
MERCURY INTERACTIVE CORP      OPTION   589405109     2623    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     2688    41000 SH       DEFINED                   25        0    41000        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     2623    40000 SH       DEFINED        3,13,27,28,30    40000        0        0
MERCURY INTERACTIVE CORP      EQUITY   589405109     5287    80637 SH       DEFINED                21,31    80637        0        0
MEREDITH CORP                 EQUITY   589433101    46226  1325465 SH       DEFINED                12,21  1325465        0        0
MEREDITH CORP                 EQUITY   589433101    21862   626856 SH       DEFINED             18,21,22   556807        0    70049
MEREDITH CORP                 EQUITY   589433101      742    21264 SH       DEFINED                   25        0    21264        0
MEREDITH CORP                 EQUITY   589433101      326     9354 SH       DEFINED     3,13,14,26,29,30     9354        0        0
MEREDITH CORP                 EQUITY   589433101      174     4979 SH       DEFINED                21,31     4979        0        0
MERIDIAN MEDICAL TECH INC     EQUITY   589658103       51    10000 SH       DEFINED             18,21,22        0        0    10000
MERIDIAN RESOURCES CORP       EQUITY   58977Q109      155    32642 SH       DEFINED                12,21    32642        0        0
MERIDIAN RESOURCES CORP       EQUITY   58977Q109       89    18742 SH       DEFINED             18,21,22     3313        0    15429
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103        1       80 SH       DEFINED               -            80        0        0
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103      616    41410 SH       DEFINED                12,21    41410        0        0
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103       39     2601 SH       DEFINED          15,18,21,22     1987        0      614
MERISTAR HOSPITALITY CORP     OPTION   58984Y103        6      400 SH  PUT  DEFINED             18,21,22        0        0      400
MERISTAR HOSPITALITY CORP     EQUITY   58984Y103    12161   817571 SH       DEFINED             18,21,22   704406        0   113164
MERISEL INC                   EQUITY   589849108      118    69700 SH       DEFINED                12,21    69700        0        0
MERISEL INC                   EQUITY   589849108       40    23952 SH       DEFINED             18,21,22    21492        0     2460
MERIT HLDG CORP               EQUITY   589964105      337    14361 SH       DEFINED          15,18,21,22     6361        0     8000
*** MERIDIAN GOLD INC-CAD     EQUITY   589975101      113    15655 SH       DEFINED             18,21,22    12920        0     2735
MERISTAR HOTELS & RESORTS INC EQUITY   589988104     1175   400000 SH       DEFINED                12,21   400000        0        0
MERISTAR HOTELS & RESORTS INC EQUITY   589988104        4     1347 SH       DEFINED             18,21,22      441        0      906
MERITOR AUTOMOTIVE INC        EQUITY   59000G100      130     6300 SH       DEFINED                  4,6     6300        0        0
MERITOR AUTOMOTIVE INC        EQUITY   59000G100     4498   217414 SH       DEFINED                12,21   217414        0        0
MERITOR AUTOMOTIVE INC        EQUITY   59000G100        2      100 SH       DEFINED          15,18,21,22      100        0        0
MERITOR AUTOMOTIVE INC        EQUITY   59000G100     1697    82022 SH       DEFINED             18,21,22    40984        0    41037
MERRILL CORPORATION           EQUITY   590175105     3973   196200 SH       DEFINED                12,21   196200        0        0
MERRILL CORPORATION           EQUITY   590175105       22     1100 SH       DEFINED                   25        0     1100        0
MERRILL LYNCH & CO INC        EQUITY   590188108      743    11275 SH       DEFINED               -         11275        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108    11556   175430 SH       DEFINED                  4,6   100125    13800    61505
MERRILL LYNCH & CO INC        EQUITY   590188108      105     1600 SH       DEFINED                  6,7        0        0     1600
MERRILL LYNCH & CO INC        EQUITY   590188108   281684  4276035 SH       DEFINED                12,21  4276035        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     5145    78098 SH       DEFINED          15,18,21,22    31295        0    46802
MERRILL LYNCH & CO INC        OPTION   590188108      132     2000 SH  PUT  DEFINED          15,18,21,22        0        0     2000
MERRILL LYNCH & CO INC        EQUITY   590188108     6192    94000 SH       DEFINED             16,18,21    94000        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108   132797  2015896 SH       DEFINED             18,21,22   906618        0  1109277
MERRILL LYNCH & CO INC        OPTION   590188108      711    10800 SH  CALL DEFINED             18,21,22        0        0    10800
MERRILL LYNCH & CO INC        OPTION   590188108      198     3000 SH  PUT  DEFINED             18,21,22        0        0     3000
MERRILL LYNCH & CO INC        EQUITY   590188108     8709   132200 SH       DEFINED            4,6,23,24   132200        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1473    22368 SH       DEFINED                   25        0    22368        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1105    16775 SH       DEFINED     3,13,14,26,29,30    16775        0        0
MERRILL LYNCH & CO INC        EQUITY   590188108     1848    28047 SH       DEFINED                21,31    28047        0        0
MERRIMAC INDS INC             EQUITY   590262101       57    10600 SH       DEFINED             18,21,22        0        0    10600
MESA AIR GROUP INC (NEV)      EQUITY   590479101      150    24500 SH       DEFINED                12,21    24500        0        0
MESA AIR GROUP INC (NEV)      EQUITY   590479101       71    11530 SH       DEFINED          15,18,21,22      330        0    11200
MESA AIR GROUP INC (NEV)      EQUITY   590479101     1703   277971 SH       DEFINED             18,21,22    38585        0   239386
MESA OFFSHORE TRUST UBI       EQUITY   590650107        1    10219 SH       DEFINED             18,21,22    10110        0      109
MESABA HOLDINGS INC           EQUITY   59066B102      548    47150 SH       DEFINED                12,21    47150        0        0
MESABA HOLDINGS INC           EQUITY   59066B102       48     4116 SH       DEFINED          15,18,21,22     4116        0        0
MESABA HOLDINGS INC           EQUITY   59066B102       11      924 SH       DEFINED             18,21,22      521        0      403
MESABA HOLDINGS INC           EQUITY   59066B102      407    35000 SH       DEFINED                21,31    35000        0        0
MESSAGEMEDIA INC              EQUITY   590787107      300    27900 SH       DEFINED                12,21    27900        0        0
MESSAGEMEDIA INC              EQUITY   590787107        2      206 SH       DEFINED             18,21,22       80        0      126
METAL MANAGEMENT INC          EQUITY   591097100       29    19450 SH       DEFINED          15,18,21,22     2400        0    17050
METAL MANAGEMENT INC          EQUITY   591097100       60    40016 SH       DEFINED             18,21,22    15774        0    24242
METALS USA INC                EQUITY   591324108      271    26900 SH       DEFINED                12,21    26900        0        0
METALS USA INC                EQUITY   591324108      313    31124 SH       DEFINED             18,21,22    31124        0        0
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8       20    30000 PRN      DEFINED          15,18,21,22        0        0    30000
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8     1177  1750000 PRN      DEFINED        3,13,27,28,30  1750000        0        0
METAMOR WORLDWIDE INC SUB NT  CORPBOND 59133PAA8      841  1250000 PRN      DEFINED           3,13,29,30  1250000        0        0
METAMOR WORLDWIDE INC         EQUITY   59133P100     2458   140950 SH       DEFINED                12,21   140950        0        0
METAMOR WORLDWIDE INC         EQUITY   59133P100      434    24909 SH       DEFINED          15,18,21,22     8726        0    16183
METAMOR WORLDWIDE INC         EQUITY   59133P100     3896   223448 SH       DEFINED             18,21,22   165615        0    57833
METAMOR WORLDWIDE INC         EQUITY   59133P100      617    35400 SH       DEFINED                21,31    35400        0        0
*** METHANEX CORP             EQUITY   59151K108      151    56000 SH       DEFINED                12,21    56000        0        0
METHODE ELECTRONICS INC CL A  EQUITY   591520200      679    35688 SH       DEFINED                12,21    35688        0        0
METHODE ELECTRONICS INC CL A  EQUITY   591520200       15      785 SH       DEFINED             18,21,22      785        0        0
METRICOM INC CV SUB NOTES     CORPBOND 591596AC5       38    25000 PRN      DEFINED             18,21,22        0        0    25000
METRICOM INC                  EQUITY   591596101      250    11200 SH       DEFINED                12,21    11200        0        0
METRICOM INC                  EQUITY   591596101       99     4421 SH       DEFINED             18,21,22     1661        0     2760
METRIS COMPANIES INC          EQUITY   591598107     7350   259600 SH       DEFINED                12,21   259600        0        0
METRIS COMPANIES INC          EQUITY   591598107      352    12447 SH       DEFINED          15,18,21,22     8824        0     3623
METRIS COMPANIES INC          EQUITY   591598107    10629   375411 SH       DEFINED             18,21,22   196898        0   178512
METRIS COMPANIES INC          EQUITY   591598107      887    31320 SH       DEFINED                   25        0    31320        0
METRIS COMPANIES INC          EQUITY   591598107      818    28900 SH       DEFINED                21,31    28900        0        0
METRO GOLDWYN MAYER INC NEW   EQUITY   591610100       35     2052 SH       DEFINED                12,21     2052        0        0
METRO GOLDWYN MAYER INC NEW   EQUITY   591610100      191    11376 SH       DEFINED             18,21,22    11368        0        8
METRO INFORMATION SERVICES IN EQUITY   59162P104       87     6600 SH       DEFINED                12,21     6600        0        0
METRO INFORMATION SERVICES IN EQUITY   59162P104      354    26988 SH       DEFINED          15,18,21,22    26988        0        0
METRO INFORMATION SERVICES IN EQUITY   59162P104        1       75 SH       DEFINED             18,21,22        0        0       75
METROMEDIA FIBER NETWORK INC  EQUITY   591689104    11540   477093 SH       DEFINED                12,21   477093        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104       19      800 SH       DEFINED          15,18,21,22      100        0      700
METROMEDIA FIBER NETWORK INC  EQUITY   591689104     4838   200000 SH       DEFINED             16,18,21   200000        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104     5459   225684 SH       DEFINED             18,21,22    56543        0   169141
METROMEDIA FIBER NETWORK INC  OPTION   591689104    24128   997500 SH  CALL DEFINED             18,21,22   997500        0        0
METROMEDIA FIBER NETWORK INC  OPTION   591689104    23220   960000 SH  PUT  DEFINED             18,21,22   960000        0        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104      404    16700 SH       DEFINED                   25        0    16700        0
METROMEDIA FIBER NETWORK INC  EQUITY   591689104       12      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
METROMEDIA INTL GROUP INC     EQUITY   591695101      173    44000 SH       DEFINED                12,21    44000        0        0
METROMEDIA INTL GROUP INC     EQUITY   591695101       85    21497 SH       DEFINED          15,18,21,22    21497        0        0
METROMEDIA INTL GROUP INC     EQUITY   591695101      261    66349 SH       DEFINED             18,21,22    42244        0    24105
METROMEDIA INTL GROUP INC     OPTION   591695101        8     2000 SH  CALL DEFINED             18,21,22        0        0     2000
*** METSO CORP SPON ADR       EQUITY   592671101       22     1990 SH       DEFINED               -          1990        0        0
*** METSO CORP SPON ADR       EQUITY   592671101       47     4335 SH       DEFINED       17,18,19,20,21     4335        0        0
*** METSO CORP SPON ADR       EQUITY   592671101      313    28790 SH       DEFINED             18,21,22    25534        0     3256
*** METSO CORP SPON ADR       EQUITY   592671101      325    29870 SH       DEFINED                   25        0    29870        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       71     2550 SH       DEFINED               -          2550        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     8518   304220 SH       DEFINED   2,3,11,13,14,29,30        0   304220        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     3047   108809 SH       DEFINED                  4,6    36970    41289    30550
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       18      660 SH       DEFINED                  6,7        0        0      660
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    30231  1079684 SH       DEFINED                12,21  1079684        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105       85     3025 SH       DEFINED          15,18,21,22      835        0     2190
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    22025   786600 SH       DEFINED             16,18,21   786600        0        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105    13714   489799 SH       DEFINED             18,21,22   327501        0   162298
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     2610    93200 SH       DEFINED                   25        0    93200        0
METTLER TOLEDO INTERNATIONAL  EQUITY   592688105     3719   132829 SH       DEFINED                21,31   132829        0        0
MEXICO FUND INC               EQUITY   592835102      280    20150 SH       DEFINED                  4,6     2300        0    17850
MEXICO FUND INC               EQUITY   592835102      783    56416 SH       DEFINED             18,21,22    41387        0    15028
MIAMI COMPUTER SUPPLY CORP    EQUITY   593261100      200    11000 SH       DEFINED                12,21    11000        0        0
MICHAEL FOODS INC             EQUITY   594079105       26     1000 SH       DEFINED                  4,6        0        0     1000
MICHAEL FOODS INC             EQUITY   594079105    12865   487785 SH       DEFINED                12,21   487785        0        0
MICHAEL FOODS INC             EQUITY   594079105     4695   178000 SH       DEFINED             16,18,21   178000        0        0
MICHAEL FOODS INC             EQUITY   594079105      124     4700 SH       DEFINED             18,21,22        0        0     4700
MICHAEL STORES INC SUB NOTE   CORPBOND 594087AC2       10    10000 PRN      DEFINED                12,21    10000        0        0
MICHAELS STORES INC           EQUITY   594087108     3790   130400 SH       DEFINED   2,3,11,13,14,29,30        0   130400        0
MICHAELS STORES INC           EQUITY   594087108     1608    55315 SH       DEFINED                12,21    55315        0        0
MICHAELS STORES INC           EQUITY   594087108       39     1333 SH       DEFINED          15,18,21,22     1308        0       25
MICHAELS STORES INC           EQUITY   594087108      317    10917 SH       DEFINED             18,21,22     3751        0     7166
MICHAELS STORES INC           EQUITY   594087108      360    12400 SH       DEFINED                   25        0    12400        0
MICREL INC                    EQUITY   594793101       49     1125 SH       DEFINED               -          1125        0        0
MICREL INC                    EQUITY   594793101     4208    95980 SH       DEFINED                  4,6    34630    38810    22540
MICREL INC                    EQUITY   594793101       14      310 SH       DEFINED                  6,7        0        0      310
MICREL INC                    EQUITY   594793101     3299    75246 SH       DEFINED                12,21    75246        0        0
MICREL INC                    EQUITY   594793101      913    20818 SH       DEFINED          15,18,21,22    12890        0     7928
MICREL INC                    EQUITY   594793101    16672   380248 SH       DEFINED             18,21,22   269216        0   111032
MICREL INC                    EQUITY   594793101     1157    26400 SH       DEFINED                   25        0    26400        0
MICREL INC                    EQUITY   594793101       18      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
MICROS SYSTEMS INC            EQUITY   594901100       40     1020 SH       DEFINED               -          1020        0        0
MICROS SYSTEMS INC            EQUITY   594901100     4524   114000 SH       DEFINED                12,21   114000        0        0
MICROS SYSTEMS INC            EQUITY   594901100      230     5785 SH       DEFINED          15,18,21,22     2760        0     3025
MICROS SYSTEMS INC            EQUITY   594901100     5877   148076 SH       DEFINED             18,21,22    96497        0    51579
MICROS SYSTEMS INC            EQUITY   594901100      194     4900 SH       DEFINED                   25        0     4900        0
MICROSOFT CORP                EQUITY   594918104    12967   144102 SH       DEFINED               -        144102        0        0
MICROSOFT CORP                EQUITY   594918104   410321  4559933 SH       DEFINED                  4,6  1703390  1070035  1786508
MICROSOFT CORP                EQUITY   594918104      121     1340 SH       DEFINED                5,6,7        0        0     1340
MICROSOFT CORP                EQUITY   594918104   202912  2254980 SH       DEFINED                  6,7  2203482        0    51498
MICROSOFT CORP                EQUITY   594918104   752704  8364861 SH       DEFINED                12,21  8364861        0        0
MICROSOFT CORP                EQUITY   594918104    76324   848197 SH       DEFINED          15,18,21,22   428987        0   419210
MICROSOFT CORP                OPTION   594918104       90     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
MICROSOFT CORP                EQUITY   594918104    19149   212800 SH       DEFINED             16,18,21   212800        0        0
MICROSOFT CORP                OPTION   594918104     8998   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
MICROSOFT CORP                EQUITY   594918104  1774780 19723279 SH       DEFINED             18,21,22 10684970        0  9038308
MICROSOFT CORP                OPTION   594918104    12238   136000 SH  CALL DEFINED             18,21,22   100500        0    35500
MICROSOFT CORP                OPTION   594918104     1584    17600 SH  PUT  DEFINED             18,21,22        0        0    17600
MICROSOFT CORP                EQUITY   594918104    22352   248400 SH       DEFINED            4,6,23,24   248400        0        0
MICROSOFT CORP                EQUITY   594918104    48675   540924 SH       DEFINED                   25        0   540924        0
MICROSOFT CORP                EQUITY   594918104    82608   918034 SH       DEFINED     3,13,14,26,29,30   918034        0        0
MICROSOFT CORP                EQUITY   594918104    31646   351681 SH       DEFINED                21,31   351681        0        0
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     1128    11200 SH       DEFINED                  4,6     1150        0    10050
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     7924    78700 SH       DEFINED                12,21    78700        0        0
MICROSOFT CORP PFD SERIES A   EQUITY   594918203     3892    38653 SH       DEFINED             18,21,22    19128        0    19524
MICROAGE INC                  EQUITY   594928103      131    60845 SH       DEFINED             18,21,22     2795        0    58050
MICROAGE INC                  OPTION   594928103        4     2000 SH  CALL DEFINED             18,21,22        0        0     2000
MICROVISION INC (WASH)        EQUITY   594960106      377    29409 SH       DEFINED             18,21,22     3809        0    25600
MICROSTRATEGY INC             EQUITY   594972101     4172    72400 SH       DEFINED                12,21    72400        0        0
MICROSTRATEGY INC             EQUITY   594972101      168     2907 SH       DEFINED             18,21,22     2773        0      134
MICRO WHSE INC                EQUITY   59501B105     2388   205400 SH       DEFINED   2,3,11,13,14,29,30        0   205400        0
MICRO WHSE INC                EQUITY   59501B105     1297   111587 SH       DEFINED                12,21   111587        0        0
MICRO WHSE INC                EQUITY   59501B105      164    14072 SH       DEFINED             18,21,22     5438        0     8634
MICRO WHSE INC                EQUITY   59501B105      224    19300 SH       DEFINED                   25        0    19300        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     3732    70747 SH       DEFINED                  4,6    26740    26802    17205
MICROCHIP TECHNOLOGY INC      EQUITY   595017104       25      470 SH       DEFINED                  6,7        0        0      470
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     5914   112116 SH       DEFINED                12,21   112116        0        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104      441     8363 SH       DEFINED          15,18,21,22     7059        0     1304
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     8102   153592 SH       DEFINED             18,21,22   106474        0    47118
MICROCHIP TECHNOLOGY INC      EQUITY   595017104     1319    25000 SH       DEFINED                   25        0    25000        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104       16      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
MICROCHIP TECHNOLOGY INC      EQUITY   595017104      480     9100 SH       DEFINED                21,31     9100        0        0
MICROGRAFX INC                EQUITY   595077108       41    10000 SH       DEFINED             18,21,22        0        0    10000
MICROMUSE INC                 EQUITY   595094103     6488   100200 SH       DEFINED   2,3,11,13,14,29,30        0   100200        0
MICROMUSE INC                 EQUITY   595094103     6883   106300 SH       DEFINED                12,21   106300        0        0
MICROMUSE INC                 EQUITY   595094103      232     3590 SH       DEFINED          15,18,21,22     2597        0      993
MICROMUSE INC                 EQUITY   595094103     2609    40300 SH       DEFINED             16,18,21    40300        0        0
MICROMUSE INC                 EQUITY   595094103     7005   108181 SH       DEFINED             18,21,22    77248        0    30933
MICROMUSE INC                 EQUITY   595094103      272     4200 SH       DEFINED                   25        0     4200        0
MICRON ELECTRONICS INC        EQUITY   595100108      861    82955 SH       DEFINED                12,21    82955        0        0
MICRON ELECTRONICS INC        EQUITY   595100108      133    12818 SH       DEFINED             18,21,22    10138        0     2680
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9     2615  2150000 PRN      DEFINED                12,21  2150000        0        0
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9    25268 20775000 PRN      DEFINED             16,18,21 20775000        0        0
MICRON TECHNOLLGY INC CV NOTE CORPBOND 595112AB9     1587  1305000 PRN      DEFINED             18,21,22        0        0  1305000
MICRON TECHNOLOGY INC         EQUITY   595112103       29      400 SH       DEFINED               -           400        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103     1392    19465 SH       DEFINED                  4,6     1400        0    18065
MICRON TECHNOLOGY INC         EQUITY   595112103    49083   686482 SH       DEFINED                12,21   686482        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103      190     2655 SH       DEFINED          15,18,21,22     2200        0      455
MICRON TECHNOLOGY INC         EQUITY   595112103     3647    51000 SH       DEFINED             16,18,21    51000        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103    20431   285753 SH       DEFINED             18,21,22   118137        0   167616
MICRON TECHNOLOGY INC         OPTION   595112103       36      500 SH  CALL DEFINED             18,21,22        0        0      500
MICRON TECHNOLOGY INC         OPTION   595112103      551     7700 SH  PUT  DEFINED             18,21,22     5000        0     2700
MICRON TECHNOLOGY INC         EQUITY   595112103      515     7201 SH       DEFINED                   25        0     7201        0
MICRON TECHNOLOGY INC         EQUITY   595112103     2074    29000 SH       DEFINED     3,13,14,26,29,30    29000        0        0
MICRON TECHNOLOGY INC         EQUITY   595112103     1346    18825 SH       DEFINED                21,31    18825        0        0
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103     1207    55337 SH       DEFINED                12,21    55337        0        0
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      121     5557 SH       DEFINED          15,18,21,22     1027        0     4530
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      187     8578 SH       DEFINED             18,21,22     4643        0     3935
MID-AMERICA APARTMENT CMNTYS  EQUITY   59522J103      870    39893 SH       DEFINED                21,31    39893        0        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107     8111  1081400 SH       DEFINED   2,3,11,13,14,29,30        0  1081400        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107      322    42980 SH       DEFINED                12,21    42980        0        0
MID ATLANTIC MED SVCS INC     EQUITY   59523C107      224    29812 SH       DEFINED             18,21,22     8620        0    21192
MID ATLANTIC MED SVCS INC     EQUITY   59523C107        8     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
MID-ATLANTIC RLTY TR          CORPBOND 595232AA7       48    50000 PRN      DEFINED             18,21,22    50000        0        0
MID ATLANTIC REALTY TRUST     EQUITY   595232109     1772   175000 SH       DEFINED                12,21   175000        0        0
MID ATLANTIC REALTY TRUST     EQUITY   595232109        8      802 SH       DEFINED             18,21,22      502        0      300
MID-STATE BANCSHARES CORP (NE EQUITY   595440108      284     9300 SH       DEFINED                12,21     9300        0        0
MID-STATE BANCSHARES CORP (NE EQUITY   595440108        3      100 SH       DEFINED             18,21,22        0        0      100
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     2503    87431 SH       DEFINED                12,21    87431        0        0
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107      133     4638 SH       DEFINED          15,18,21,22     4222        0      416
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     1465    51165 SH       DEFINED             18,21,22    24359        0    26806
MIDAMERICAN ENERGY HLDGS CO   EQUITY   59562V107     2812    98248 SH       DEFINED                21,31    98248        0        0
MIDAS INC                     EQUITY   595626102      362    18600 SH       DEFINED                12,21    18600        0        0
MIDAS INC                     EQUITY   595626102       79     4065 SH       DEFINED             18,21,22     1203        0     2862
STANDARD & POORS MIDCAP 400   EQUITY   595635103       71     1000 SH       DEFINED                  4,6        0        0     1000
STANDARD & POORS MIDCAP 400   EQUITY   595635103    12154   170389 SH       DEFINED             18,21,22   135024        0    35364
MID-AMERICA BANCORP           EQUITY   595915109      163     6688 SH       DEFINED                12,21     6688        0        0
MID-AMERICA BANCORP           EQUITY   595915109       60     2468 SH       DEFINED             18,21,22        0        0     2468
MIDDLEBY CORP                 EQUITY   596278101        1      160 SH       DEFINED          15,18,21,22        0        0      160
MIDDLEBY CORP                 EQUITY   596278101       99    16800 SH       DEFINED             18,21,22        0        0    16800
MIDDLESEX WATER CO            EQUITY   596680108      374    12350 SH       DEFINED             18,21,22      950        0    11400
*** MIDLAND BK PLC ADR        EQUITY   597433309       74     3016 SH       DEFINED             18,21,22     1526        0     1490
*** MIDLAND BK PLC ADR        EQUITY   597433309     3706   151633 SH       DEFINED        3,13,27,28,30   151633        0        0
*** MIDLAND PLC NON CUM PFD   EQUITY   597433606       13      500 SH       DEFINED               -           500        0        0
*** MIDLAND PLC NON CUM PFD   EQUITY   597433606      372    13953 SH       DEFINED             18,21,22        0        0    13953
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853       25     1000 SH       DEFINED               -          1000        0        0
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853      137     5437 SH       DEFINED             18,21,22     4434        0     1003
*** MIDLAND BANK PLC 9.55%    EQUITY   597433853     8607   342570 SH       DEFINED           3,13,29,30   342570        0        0
*** MIDLAND BK PLC            EQUITY   597433861       52     2100 SH       DEFINED               -          2100        0        0
*** MIDLAND BK PLC            EQUITY   597433861      314    12618 SH       DEFINED             18,21,22     3202        0     9416
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106     1670    64700 SH       DEFINED                  4,6        0    64700        0
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106      375    14535 SH       DEFINED                12,21    14535        0        0
MIDWEST EXPRESS HLDGS INC     EQUITY   597911106       46     1775 SH       DEFINED             18,21,22        0        0     1775
MIDWAY GAMES INC              EQUITY   598148104      541    33794 SH       DEFINED                12,21    33794        0        0
MIDWAY GAMES INC              EQUITY   598148104     1794   112119 SH       DEFINED             18,21,22    80246        0    31873
MIDWEST GRAIN PRODUCTS INC    EQUITY   59832G104      558    61950 SH       DEFINED             18,21,22     5200        0    56750
MILACRON INC                  EQUITY   598709103      556    31750 SH       DEFINED                12,21    31750        0        0
MILACRON INC                  EQUITY   598709103      231    13226 SH       DEFINED             18,21,22     7312        0     5913
MILACRON INC                  EQUITY   598709103       18     1031 SH       DEFINED                   25        0     1031        0
MILACRON INC                  EQUITY   598709103       40     2288 SH       DEFINED                21,31     2288        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103      133     2000 SH       DEFINED               -          2000        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103       20      300 SH       DEFINED                  4,6        0        0      300
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103     4722    70800 SH       DEFINED                12,21    70800        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103       45      670 SH       DEFINED          15,18,21,22      560        0      110
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103     4059    60872 SH       DEFINED             18,21,22    33714        0    27158
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103       33      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
MILLENNIUM PHARMACEUTICALS IN EQUITY   599902103     2081    31200 SH       DEFINED                21,31    31200        0        0
MILLENNIUM CHEMICALS INC      EQUITY   599903101       71     3463 SH       DEFINED                12,21     3463        0        0
MILLENNIUM CHEMICALS INC      EQUITY   599903101      355    17213 SH       DEFINED             18,21,22    14611        0     2601
HERMAN MILLER INC             EQUITY   600544100      660    27939 SH       DEFINED                12,21    27939        0        0
HERMAN MILLER INC             EQUITY   600544100      166     7035 SH       DEFINED             18,21,22     3669        0     3366
HERMAN MILLER INC             EQUITY   600544100      436    18445 SH       DEFINED                21,31    18445        0        0
MILLER INDUSTRIES INC-TENN    EQUITY   600551105      119    40450 SH       DEFINED                12,21    40450        0        0
MILLER INDUSTRIES INC-TENN    EQUITY   600551105       10     3500 SH       DEFINED          15,18,21,22     3500        0        0
MILLER INDUSTRIES INC-TENN    EQUITY   600551105       29     9891 SH       DEFINED             18,21,22     4391        0     5500
MILLIPORE CORP                EQUITY   601073109     1069    28644 SH       DEFINED                12,21    28644        0        0
MILLIPORE CORP                EQUITY   601073109       25      666 SH       DEFINED             16,18,21      666        0        0
MILLIPORE CORP                EQUITY   601073109      647    17334 SH       DEFINED             18,21,22    12350        0     4984
MILLIPORE CORP                EQUITY   601073109       59     1572 SH       DEFINED                   25        0     1572        0
MILLIPORE CORP                EQUITY   601073109       15      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
MILLIPORE CORP                EQUITY   601073109      567    15208 SH       DEFINED                21,31    15208        0        0
MILLS CORP                    EQUITY   601148109      737    41100 SH       DEFINED                12,21    41100        0        0
MILLS CORP                    EQUITY   601148109       30     1660 SH       DEFINED          15,18,21,22     1420        0      240
MILLS CORP                    EQUITY   601148109     2356   131324 SH       DEFINED             18,21,22    94881        0    36443
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2       69    75000 PRN      DEFINED               -         75000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2        9    10000 PRN      DEFINED                12,21    10000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2      158   171000 PRN      DEFINED          15,18,21,22    50000        0   121000
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2     2497  2703000 PRN      DEFINED             18,21,22  1909000        0   794000
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2     1293  1400000 PRN      DEFINED        3,13,27,28,30  1400000        0        0
MINDSPRING ENTERPRISES INC CV CORPBOND 602683AA2      924  1000000 PRN      DEFINED           3,13,29,30  1000000        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104        3      100 SH       DEFINED               -           100        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104        9      350 SH       DEFINED                  4,6        0        0      350
MINDSPRING ENTERPRISES INC    EQUITY   602683104      583    21700 SH       DEFINED                  6,7    21700        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104     4083   151943 SH       DEFINED                12,21   151943        0        0
MINDSPRING ENTERPRISES INC    EQUITY   602683104     5774   214842 SH       DEFINED          15,18,21,22    53574        0   161268
MINDSPRING ENTERPRISES INC    OPTION   602683104        5      200 SH  CALL DEFINED          15,18,21,22        0        0      200
MINDSPRING ENTERPRISES INC    EQUITY   602683104    27827  1035440 SH       DEFINED             18,21,22   442225        0   593215
MINDSPRING ENTERPRISES INC    OPTION   602683104        8      300 SH  CALL DEFINED             18,21,22        0        0      300
MINERALS TECHNOLOGIES INC     EQUITY   603158106      828    17398 SH       DEFINED                12,21    17398        0        0
MINERALS TECHNOLOGIES INC     EQUITY   603158106        6      132 SH       DEFINED          15,18,21,22      132        0        0
MINERALS TECHNOLOGIES INC     EQUITY   603158106      964    20262 SH       DEFINED             18,21,22    16055        0     4207
MINERALS TECHNOLOGIES INC     EQUITY   603158106      233     4900 SH       DEFINED                21,31     4900        0        0
MINIMED INC                   EQUITY   60365K108       37      440 SH       DEFINED               -           440        0        0
MINIMED INC                   EQUITY   60365K108     3780    45508 SH       DEFINED                12,21    45508        0        0
MINIMED INC                   EQUITY   60365K108      237     2855 SH       DEFINED          15,18,21,22     1780        0     1075
MINIMED INC                   OPTION   60365K108     8306   100000 SH  PUT  DEFINED       17,18,19,20,21   100000        0        0
MINIMED INC                   EQUITY   60365K108    21172   254887 SH       DEFINED             18,21,22   124277        0   130610
MINIMED INC                   OPTION   60365K108     8306   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
MINIMED INC                   EQUITY   60365K108      158     1900 SH       DEFINED                21,31     1900        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     4386    46473 SH       DEFINED               -         46473        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     9812   103970 SH       DEFINED                  4,6    58910     1000    44060
MINNESOTA MINING & MFG CO     EQUITY   604059105    59965   635392 SH       DEFINED                12,21   635392        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105    12603   133543 SH       DEFINED          15,18,21,22    80865        0    52677
MINNESOTA MINING & MFG CO     EQUITY   604059105      670     7100 SH       DEFINED             16,18,21     7100        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105   354634  3757713 SH       DEFINED             18,21,22  2479160        0  1278552
MINNESOTA MINING & MFG CO     EQUITY   604059105     8670    91872 SH       DEFINED                   25        0    91872        0
MINNESOTA MINING & MFG CO     EQUITY   604059105      444     4700 SH       DEFINED     3,13,14,26,29,30     4700        0        0
MINNESOTA MINING & MFG CO     EQUITY   604059105     3086    32698 SH       DEFINED                21,31    32698        0        0
MINNESOTA POWER INC           EQUITY   604110106       31     1768 SH       DEFINED               -          1768        0        0
MINNESOTA POWER INC           EQUITY   604110106      185    10597 SH       DEFINED                12,21    10597        0        0
MINNESOTA POWER INC           EQUITY   604110106      715    40981 SH       DEFINED             18,21,22     6117        0    34863
MINNESOTA POWER INC           EQUITY   604110106      413    23700 SH       DEFINED                21,31    23700        0        0
MIPS TECHNOLOGIES CL A        EQUITY   604567107     3450   107800 SH       DEFINED                12,21   107800        0        0
MIPS TECHNOLOGIES CL A        EQUITY   604567107      124     3872 SH       DEFINED          15,18,21,22     2791        0     1081
MIPS TECHNOLOGIES CL A        EQUITY   604567107     2355    73599 SH       DEFINED             18,21,22    61477        0    12122
MIPS TECHNOLOGIES CL A        EQUITY   604567107      230     7200 SH       DEFINED                   25        0     7200        0
MIPS TECHNOLOGIES CL A        EQUITY   604567107       10      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
MIRAGE RESORTS INC            EQUITY   60462E104        7      500 SH       DEFINED               -           500        0        0
MIRAGE RESORTS INC            EQUITY   60462E104      346    25285 SH       DEFINED                12,21    25285        0        0
MIRAGE RESORTS INC            EQUITY   60462E104       16     1138 SH       DEFINED          15,18,21,22      500        0      638
MIRAGE RESORTS INC            EQUITY   60462E104     5243   383068 SH       DEFINED             18,21,22   229481        0   153587
MIRAGE RESORTS INC            EQUITY   60462E104       77     5600 SH       DEFINED                   25        0     5600        0
MIRAGE RESORTS INC            EQUITY   60462E104      172    12582 SH       DEFINED                21,31    12582        0        0
MIRAVANT MEDICAL TECHNOLOG    EQUITY   604690107      111    10653 SH       DEFINED             18,21,22      153        0    10500
MISSION CRITICAL SOFTWARE INC EQUITY   605047109       96     2340 SH       DEFINED          15,18,21,22     1726        0      614
MISSION CRITICAL SOFTWARE INC EQUITY   605047109     1871    45642 SH       DEFINED             18,21,22    38144        0     7498
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208      420    60572 SH       DEFINED                12,21    60572        0        0
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208        8     1100 SH       DEFINED          15,18,21,22     1000        0      100
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208       11     1550 SH       DEFINED             18,21,22     1346        0      203
MISSISSIPPI CHEMICAL CORP NEW EQUITY   605288208       99    14200 SH       DEFINED                   25        0    14200        0
MISSISSIPPI VALLEY BANCSHARES EQUITY   605720101      206     6900 SH       DEFINED                12,21     6900        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592202      387    16100 SH       DEFINED                12,21    16100        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592202      872    36240 SH       DEFINED             18,21,22    33040        0     3200
MITCHELL ENERGY & DEV CORP CL EQUITY   606592202      390    16200 SH       DEFINED                   25        0    16200        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592301     4208   180000 SH       DEFINED                12,21   180000        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592301      117     5000 SH       DEFINED             16,18,21     5000        0        0
MITCHELL ENERGY & DEV CORP CL EQUITY   606592301     1376    58854 SH       DEFINED             18,21,22    32482        0    26371
MITY-LITE INC                 EQUITY   606850105     1540    83250 SH       DEFINED             18,21,22    47400        0    35850
MOBIL CORP                    EQUITY   607059102     7839    79588 SH       DEFINED               -         79588        0        0
MOBIL CORP                    EQUITY   607059102     6481    65800 SH       DEFINED   2,3,11,13,14,29,30        0    65800        0
MOBIL CORP                    EQUITY   607059102    66073   670795 SH       DEFINED                  4,6   153277   185209   332309
MOBIL CORP                    EQUITY   607059102   271915  2760555 SH       DEFINED                12,21  2760555        0        0
MOBIL CORP                    EQUITY   607059102    14988   152164 SH       DEFINED          15,18,21,22    77923        0    74241
MOBIL CORP                    EQUITY   607059102    10401   105590 SH       DEFINED             16,18,21   105590        0        0
MOBIL CORP                    EQUITY   607059102   959379  9739892 SH       DEFINED             18,21,22  4757400        0  4982492
MOBIL CORP                    EQUITY   607059102       89      900 SH       DEFINED            4,6,23,24      900        0        0
MOBIL CORP                    EQUITY   607059102     5664    57506 SH       DEFINED                   25        0    57506        0
MOBIL CORP                    EQUITY   607059102     1206    12242 SH       DEFINED     3,13,14,26,29,30    12242        0        0
MOBIL CORP                    EQUITY   607059102     5703    57898 SH       DEFINED                21,31    57898        0        0
MOBILE MINI INC               EQUITY   60740F105       73     3250 SH       DEFINED          15,18,21,22     2570        0      680
MOBILE MINI INC               EQUITY   60740F105     3432   152935 SH       DEFINED             18,21,22   110765        0    42170
MOCON INC                     EQUITY   607494101      713   139083 SH       DEFINED             18,21,22    29583        0   109500
MODEM MEDIA POPPE TYSON INC   EQUITY   607533106      115     3200 SH       DEFINED                12,21     3200        0        0
MODEM MEDIA POPPE TYSON INC   EQUITY   607533106      184     5120 SH       DEFINED             18,21,22        0        0     5120
MODINE MANUFACTURING CO       EQUITY   607828100      140     6000 SH       DEFINED                  4,6        0        0     6000
MODINE MANUFACTURING CO       EQUITY   607828100      529    22699 SH       DEFINED                12,21    22699        0        0
MODINE MANUFACTURING CO       EQUITY   607828100      136     5815 SH       DEFINED             18,21,22     5515        0      300
MODINE MANUFACTURING CO       EQUITY   607828100      254    10900 SH       DEFINED                21,31    10900        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106       22     1600 SH       DEFINED               -          1600        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106      321    23889 SH       DEFINED                12,21    23889        0        0
MODIS PROFESSIONAL SERVICES   EQUITY   607830106     1342    99860 SH       DEFINED          15,18,21,22    43496        0    56364
MODIS PROFESSIONAL SERVICES   EQUITY   607830106     5261   391469 SH       DEFINED             18,21,22   262581        0   128888
MODIS PROFESSIONAL SERVICES   EQUITY   607830106      410    30500 SH       DEFINED                21,31    30500        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104   110591  5564318 SH       DEFINED                1,4,6  5564318        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104     1134    57049 SH       DEFINED                12,21    57049        0        0
MOHAWK INDUSTRIES INC         EQUITY   608190104       96     4807 SH       DEFINED          15,18,21,22     2574        0     2233
MOHAWK INDUSTRIES INC         EQUITY   608190104     3948   198639 SH       DEFINED             18,21,22   151672        0    46967
MOHAWK INDUSTRIES INC         EQUITY   608190104      298    15000 SH       DEFINED                21,31    15000        0        0
MOLECULAR DEVICES CORP        EQUITY   60851C107      297    10500 SH       DEFINED                12,21    10500        0        0
MOLEX INC                     EQUITY   608554101       93     2581 SH       DEFINED                  4,6     1800        0      781
MOLEX INC                     EQUITY   608554101      576    16051 SH       DEFINED                12,21    16051        0        0
MOLEX INC                     EQUITY   608554101       34      954 SH       DEFINED          15,18,21,22       96        0      858
MOLEX INC                     EQUITY   608554101     1699    47364 SH       DEFINED             18,21,22    19646        0    27718
MOLEX INC                     EQUITY   608554101      603    16800 SH       DEFINED                21,31    16800        0        0
MOLEX INC CL A                EQUITY   608554200       22      700 SH       DEFINED               -           700        0        0
MOLEX INC CL A                EQUITY   608554200      940    29258 SH       DEFINED                  4,6    19531        0     9727
MOLEX INC CL A                EQUITY   608554200     6367   198200 SH       DEFINED                12,21   198200        0        0
MOLEX INC CL A                EQUITY   608554200      951    29603 SH       DEFINED          15,18,21,22    19609        0     9994
MOLEX INC CL A                EQUITY   608554200     3511   109300 SH       DEFINED             16,18,21   109300        0        0
MOLEX INC CL A                EQUITY   608554200    13704   426585 SH       DEFINED             18,21,22   289896        0   136689
MOLEX INC CL A                EQUITY   608554200     2968    92375 SH       DEFINED            4,6,23,24    92375        0        0
MONACO COACH CORP             EQUITY   60886R103     1568    60450 SH       DEFINED                12,21    60450        0        0
MONACO COACH CORP             EQUITY   60886R103       19      750 SH       DEFINED          15,18,21,22      250        0      500
MONACO COACH CORP             EQUITY   60886R103      777    29973 SH       DEFINED             18,21,22    15239        0    14734
MONDAVI ROBERT CORP CL A      EQUITY   609200100        7      200 SH       DEFINED                  4,6        0        0      200
MONDAVI ROBERT CORP CL A      EQUITY   609200100      254     6862 SH       DEFINED                12,21     6862        0        0
MONDAVI ROBERT CORP CL A      EQUITY   609200100        8      225 SH       DEFINED          15,18,21,22        0        0      225
MONDAVI ROBERT CORP CL A      EQUITY   609200100       40     1070 SH       DEFINED             18,21,22      760        0      310
MONDAVI ROBERT CORP CL A      EQUITY   609200100      155     4200 SH       DEFINED                   25        0     4200        0
MONSANTO CO                   EQUITY   611662107      974    27494 SH       DEFINED               -         27494        0        0
MONSANTO CO                   EQUITY   611662107     7020   198090 SH       DEFINED                  4,6   119050     2500    76540
MONSANTO CO                   EQUITY   611662107    80646  2275698 SH       DEFINED                12,21  2275698        0        0
MONSANTO CO                   EQUITY   611662107     6988   197177 SH       DEFINED          15,18,21,22   113004        0    84172
MONSANTO CO                   EQUITY   611662107     1027    28975 SH       DEFINED             16,18,21    28975        0        0
MONSANTO CO                   EQUITY   611662107   236948  6686280 SH       DEFINED             18,21,22  3704745        0  2981535
MONSANTO CO                   OPTION   611662107       28      800 SH  PUT  DEFINED             18,21,22        0        0      800
MONSANTO CO                   EQUITY   611662107     8985   253550 SH       DEFINED            4,6,23,24   253550        0        0
MONSANTO CO                   EQUITY   611662107     5004   141195 SH       DEFINED                   25        0   141195        0
MONSANTO CO                   EQUITY   611662107      418    11808 SH       DEFINED     3,13,14,26,29,30    11808        0        0
MONSANTO CO                   EQUITY   611662107     1629    45972 SH       DEFINED                21,31    45972        0        0
MONSANTO CO ADJ CONVERSION    EQUITY   611662305       89     2500 SH       DEFINED               -          2500        0        0
MONSANTO CO ADJ CONVERSION    EQUITY   611662305      283     7965 SH       DEFINED          15,18,21,22     3310        0     4655
MONSANTO CO ADJ CONVERSION    EQUITY   611662305    12036   339034 SH       DEFINED             18,21,22   208494        0   130540
MONTANA POWER CO              EQUITY   612085100        9      300 SH       DEFINED               -           300        0        0
MONTANA POWER CO              EQUITY   612085100    92470  2929700 SH       DEFINED                  6,7  2929700        0        0
MONTANA POWER CO              EQUITY   612085100     8011   253824 SH       DEFINED                12,21   253824        0        0
MONTANA POWER CO              EQUITY   612085100      126     4000 SH       DEFINED          15,18,21,22        0        0     4000
MONTANA POWER CO              EQUITY   612085100       42     1328 SH       DEFINED             16,18,21     1328        0        0
MONTANA POWER CO              EQUITY   612085100     6687   211871 SH       DEFINED             18,21,22    60908        0   150962
MONTANA POWER CO              EQUITY   612085100      947    30000 SH       DEFINED     3,13,14,26,29,30    30000        0        0
MONTANA POWER CO              EQUITY   612085100      772    24459 SH       DEFINED                21,31    24459        0        0
MONY GROUP INC                EQUITY   615337102        6      222 SH       DEFINED               -           222        0        0
MONY GROUP INC                EQUITY   615337102     1084    38700 SH       DEFINED                12,21    38700        0        0
MONY GROUP INC                EQUITY   615337102     1463    52241 SH       DEFINED             18,21,22    21381        0    30860
MONY GROUP INC                EQUITY   615337102      193     6900 SH       DEFINED                   25        0     6900        0
MOOG INC CL A                 EQUITY   615394202      836    29200 SH       DEFINED   2,3,11,13,14,29,30        0    29200        0
MOOG INC CL A                 EQUITY   615394202      100     3500 SH       DEFINED                  4,6        0        0     3500
MOOG INC CL A                 EQUITY   615394202       96     3349 SH       DEFINED                12,21     3349        0        0
MOOG INC CL A                 EQUITY   615394202      444    15500 SH       DEFINED             16,18,21    15500        0        0
MOOG INC CL A                 EQUITY   615394202      146     5102 SH       DEFINED             18,21,22        0        0     5102
MOOG INC CL A                 EQUITY   615394202      653    22800 SH       DEFINED                   25        0    22800        0
MOOG INC CL A                 EQUITY   615394202     1259    43987 SH       DEFINED                21,31    43987        0        0
*** MOORE CORP LTD            EQUITY   615785102       20     2044 SH       DEFINED                  4,6     2044        0        0
*** MOORE CORP LTD            EQUITY   615785102       92     9575 SH       DEFINED             18,21,22     8875        0      700
J P MORGAN & CO INC           EQUITY   616880100      978     8451 SH       DEFINED               -          8451        0        0
J P MORGAN & CO INC           EQUITY   616880100     8380    72400 SH       DEFINED   2,3,11,13,14,29,30        0    72400        0
J P MORGAN & CO INC           EQUITY   616880100     9319    80513 SH       DEFINED                  4,6    55341     5850    19322
J P MORGAN & CO INC           EQUITY   616880100    22444   193900 SH       DEFINED                12,21   193900        0        0
J P MORGAN & CO INC           EQUITY   616880100     1356    11717 SH       DEFINED          15,18,21,22     3779        0     7938
J P MORGAN & CO INC           EQUITY   616880100      366     3160 SH       DEFINED             16,18,21     3160        0        0
J P MORGAN & CO INC           EQUITY   616880100    78013   673974 SH       DEFINED             18,21,22   333874        0   340100
J P MORGAN & CO INC           OPTION   616880100      232     2000 SH  CALL DEFINED             18,21,22        0        0     2000
J P MORGAN & CO INC           OPTION   616880100      104      900 SH  PUT  DEFINED             18,21,22        0        0      900
J P MORGAN & CO INC           EQUITY   616880100      594     5130 SH       DEFINED                   25        0     5130        0
J P MORGAN & CO INC           EQUITY   616880100      372     3213 SH       DEFINED     3,13,14,26,29,30     3213        0        0
J P MORGAN & CO INC           EQUITY   616880100     1975    17065 SH       DEFINED                21,31    17065        0        0
*** MORGAN STANLEY FIN PLC CU EQUITY   616906608      144     5800 SH       DEFINED               -          5800        0        0
*** MORGAN STANLEY FIN PLC CU EQUITY   616906608      420    16961 SH       DEFINED             18,21,22     3858        0    13103
*** MORGAN STANLEY FIN PLC    EQUITY   616906707       20      800 SH       DEFINED               -           800        0        0
*** MORGAN STANLEY FIN PLC    EQUITY   616906707      213     8600 SH       DEFINED             18,21,22     4400        0     4200
MORGAN STANLEY DEAN WITTER    EQUITY   616988101      328    29847 SH       DEFINED             18,21,22     5747        0    24100
MORGAN GRENFELL SMALLCAP      EQUITY   617357108      196    19369 SH       DEFINED             18,21,22    11504        0     7865
MORGAN KEEGAN INC             EQUITY   617410105      473    28050 SH       DEFINED                12,21    28050        0        0
MORGAN KEEGAN INC             EQUITY   617410105       22     1296 SH       DEFINED             18,21,22     1196        0      100
MORGAN STANLEY DEAN WITTER    EQUITY   61744G107        3      300 SH       DEFINED          15,18,21,22      100        0      200
MORGAN STANLEY DEAN WITTER    EQUITY   61744G107      660    60714 SH       DEFINED             18,21,22    29051        0    31662
MORGAN STANLEY DEAN WITTER    EQUITY   61744U106      144    14761 SH       DEFINED          15,18,21,22     5456        0     9305
MORGAN STANLEY DEAN WITTER    EQUITY   61744U106     3782   387891 SH       DEFINED             18,21,22   209700        0   178191
MORGAN STANLEY DEAN WITTER    EQUITY   617444104      110    11835 SH       DEFINED             18,21,22     6899        0     4935
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     1278    14392 SH       DEFINED               -         14392        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     9523   107224 SH       DEFINED   2,3,11,13,14,29,30        0   107224        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     4382    49335 SH       DEFINED                  4,6    19078     1907    28350
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448   209047  2353788 SH       DEFINED                12,21  2353788        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     7036    79224 SH       DEFINED          15,18,21,22    61826        0    17397
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     9352   105300 SH       DEFINED             16,18,21   105300        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448      187     2100 SH       DEFINED                18,21     2100        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448   170744  1922514 SH       DEFINED             18,21,22  1101352        0   821161
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     2453    27620 SH       DEFINED                   25        0    27620        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448    33309   375041 SH       DEFINED     3,13,14,26,29,30   375041        0        0
MORGAN STANLEY DEAN WITTER CO EQUITY   617446448     3735    42059 SH       DEFINED                21,31    42059        0        0
MORGAN STANLEY DEAN WITTER    EQUITY   61745C105     3885   303200 SH       DEFINED                12,21   303200        0        0
MORGAN STANLEY DEAN WITTER    EQUITY   61745C105      258    20109 SH       DEFINED             18,21,22    16209        0     3900
MORRISON KNUDSEN CORP NEW     EQUITY   61844A109      264    25481 SH       DEFINED                12,21    25481        0        0
MORRISON KNUDSEN CORP NEW     EQUITY   61844A109      393    37890 SH       DEFINED             18,21,22    31132        0     6758
MORRISON MGMT SPECIALISTS INC EQUITY   618459101      290    13100 SH       DEFINED                12,21    13100        0        0
MORRISON MGMT SPECIALISTS INC EQUITY   618459101       10      468 SH       DEFINED          15,18,21,22      450        0       18
MORRISON MGMT SPECIALISTS INC EQUITY   618459101        1       66 SH       DEFINED             18,21,22       66        0        0
MORTONS RESTAURANT GROUP INC  EQUITY   619429103     2540   146208 SH       DEFINED   2,3,11,13,14,29,30        0   146208        0
MOTIVEPOWER INDS INC          EQUITY   61980K101     1178   109585 SH       DEFINED                12,21   109585        0        0
MOTIVEPOWER INDS INC          EQUITY   61980K101       56     5250 SH       DEFINED             16,18,21     5250        0        0
MOTIVEPOWER INDS INC          EQUITY   61980K101      113    10526 SH       DEFINED             18,21,22       33        0    10493
MOTIVEPOWER INDS INC          EQUITY   61980K101      145    13450 SH       DEFINED                   25        0    13450        0
MOTIVEPOWER INDS INC          EQUITY   61980K101     1171   108907 SH       DEFINED                21,31   108907        0        0
MOTOR CLUB OF AMERICA         EQUITY   619823107      704    70400 SH       DEFINED   2,3,11,13,14,29,30        0    70400        0
MOTOR CARGO IND INC           EQUITY   619907108     1155   165000 SH       DEFINED                  4,6        0   165000        0
MOTOR CARGO IND INC           EQUITY   619907108        1      200 SH       DEFINED             18,21,22        0        0      200
MOTOROLA LIQUID YIELD OPTION  CORPBOND 620076AE9     1029   625000 PRN      DEFINED             16,18,21   625000        0        0
MOTOROLA LIQUID YIELD OPTION  CORPBOND 620076AE9       18    11000 PRN      DEFINED             18,21,22    11000        0        0
MOTOROLA INC SUB DEB CONV     CORPBOND 620076AJ8      170   167000 PRN      DEFINED          15,18,21,22   105000        0    62000
MOTOROLA INC SUB DEB CONV     CORPBOND 620076AJ8     4929  4846000 PRN      DEFINED             18,21,22  3445000        0  1401000
MOTOROLA INC DE               EQUITY   620076109     1754    19689 SH       DEFINED               -         19689        0        0
MOTOROLA INC DE               EQUITY   620076109     9045   101559 SH       DEFINED                  4,6    56460      700    44399
MOTOROLA INC DE               EQUITY   620076109     3903    43825 SH       DEFINED                5,6,7        0        0    43825
MOTOROLA INC DE               EQUITY   620076109      766     8602 SH       DEFINED                  6,7        0        0     8602
MOTOROLA INC DE               EQUITY   620076109   261619  2937465 SH       DEFINED                12,21  2937465        0        0
MOTOROLA INC DE               EQUITY   620076109    10336   116048 SH       DEFINED          15,18,21,22    62209        0    53839
MOTOROLA INC DE               OPTION   620076109       89     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
MOTOROLA INC DE               EQUITY   620076109    10536   118300 SH       DEFINED             16,18,21   118300        0        0
MOTOROLA INC DE               EQUITY   620076109   297284  3337911 SH       DEFINED             18,21,22  1657746        0  1680165
MOTOROLA INC DE               OPTION   620076109      419     4700 SH  CALL DEFINED             18,21,22        0        0     4700
MOTOROLA INC DE               OPTION   620076109      285     3200 SH  PUT  DEFINED             18,21,22     1000        0     2200
MOTOROLA INC DE               EQUITY   620076109    11597   130216 SH       DEFINED                   25        0   130216        0
MOTOROLA INC DE               EQUITY   620076109     4675    52490 SH       DEFINED     3,13,14,26,29,30    52490        0        0
MOTOROLA INC DE               EQUITY   620076109     3812    42803 SH       DEFINED                21,31    42803        0        0
MOVADO GROUP INC              EQUITY   624580106      210     9300 SH       DEFINED                12,21     9300        0        0
MOVADO GROUP INC              EQUITY   624580106        4      158 SH       DEFINED             18,21,22        8        0      150
MPATH INTERACTIVE INC         EQUITY   62473C101      137    11400 SH       DEFINED                12,21    11400        0        0
MPATH INTERACTIVE INC         EQUITY   62473C101       30     2480 SH       DEFINED          15,18,21,22     1805        0      675
MPATH INTERACTIVE INC         EQUITY   62473C101      591    49212 SH       DEFINED             18,21,22    41247        0     7965
MP3.COM INC                   EQUITY   62473M109      152     4235 SH       DEFINED          15,18,21,22      770        0     3465
MP3.COM INC                   EQUITY   62473M109      875    24312 SH       DEFINED             18,21,22    15422        0     8890
MUELLER INDS INC              EQUITY   624756102    11470   392143 SH       DEFINED                12,21   392143        0        0
MUELLER INDS INC              EQUITY   624756102        7      230 SH       DEFINED          15,18,21,22      110        0      120
MUELLER INDS INC              EQUITY   624756102     5696   194750 SH       DEFINED             18,21,22    64299        0   130451
MUELLER INDS INC              OPTION   624756102      278     9500 SH  CALL DEFINED             18,21,22        0        0     9500
MUELLER INDS INC              EQUITY   624756102     1433    49000 SH       DEFINED                   25        0    49000        0
MUELLER INDS INC              EQUITY   624756102      801    27400 SH       DEFINED                21,31    27400        0        0
MULTEX.COM INC                EQUITY   625367107      166    12400 SH       DEFINED                12,21    12400        0        0
MULTEX.COM INC                EQUITY   625367107      114     8550 SH       DEFINED             18,21,22        0        0     8550
MULTEX.COM INC                EQUITY   625367107      865    64700 SH       DEFINED        3,13,29,30,32        0        0    64700
MUNIHOLDINGS CALIF INSD FD IN EQUITY   625929104      135    10000 SH       DEFINED             18,21,22        0        0    10000
MUNIHOLDINGS CALIF FD INC     EQUITY   625933106      140    10700 SH       DEFINED             18,21,22        0        0    10700
MUNICIPAL HIGH INCOME FD INC  EQUITY   626214100       40     4800 SH       DEFINED               -          4800        0        0
MUNICIPAL HIGH INCOME FD INC  EQUITY   626214100     1195   142689 SH       DEFINED             18,21,22    10429        0   132259
MUNICIPAL MTG & EQUITY L L C  EQUITY   62624B101      191     9411 SH       DEFINED          15,18,21,22        0        0     9411
MUNICIPAL MTG & EQUITY L L C  EQUITY   62624B101       52     2569 SH       DEFINED             18,21,22     1019        0     1550
MURPHY OIL CORP               EQUITY   626717102     1919    35611 SH       DEFINED                12,21    35611        0        0
MURPHY OIL CORP               EQUITY   626717102      383     7100 SH       DEFINED             16,18,21     7100        0        0
MURPHY OIL CORP               EQUITY   626717102     2442    45320 SH       DEFINED             18,21,22    29042        0    16278
MURPHY OIL CORP               EQUITY   626717102     2123    39408 SH       DEFINED                21,31    39408        0        0
MUSICMAKER.COM INC            EQUITY   62757C108      820    76700 SH       DEFINED                12,21    76700        0        0
MUSICMAKER.COM INC            EQUITY   62757C108        1       80 SH       DEFINED          15,18,21,22        0        0       80
MUSICLAND STORES CORP         EQUITY   62758B109      774    83100 SH       DEFINED                12,21    83100        0        0
MUSICLAND STORES CORP         EQUITY   62758B109       44     4700 SH       DEFINED                18,21     4700        0        0
MUSICLAND STORES CORP         EQUITY   62758B109       54     5750 SH       DEFINED             18,21,22     3212        0     2538
MUSICLAND STORES CORP         EQUITY   62758B109      240    25800 SH       DEFINED                   25        0    25800        0
MUTUAL RISK MANAGEMENT LTD    EQUITY   628351108      109     9552 SH       DEFINED          15,18,21,22     3532        0     6020
MUTUAL RISK MANAGEMENT LTD    EQUITY   628351108     1894   165594 SH       DEFINED             18,21,22   130019        0    35575
MYERS INDUSTRIES INC          EQUITY   628464109     2346   132190 SH       DEFINED                  4,6        0   132190        0
MYERS INDUSTRIES INC          EQUITY   628464109      705    39714 SH       DEFINED                12,21    39714        0        0
MYERS INDUSTRIES INC          EQUITY   628464109       42     2382 SH       DEFINED             18,21,22     2092        0      289
MYERS INDUSTRIES INC          EQUITY   628464109      373    20990 SH       DEFINED                   25        0    20990        0
MYLAN LABORATORIES INC        EQUITY   628530107       14      750 SH       DEFINED               -           750        0        0
MYLAN LABORATORIES INC        EQUITY   628530107     2212   117600 SH       DEFINED   2,3,11,13,14,29,30        0   117600        0
MYLAN LABORATORIES INC        EQUITY   628530107      456    24230 SH       DEFINED                  4,6    23000        0     1230
MYLAN LABORATORIES INC        EQUITY   628530107    18221   968534 SH       DEFINED                12,21   968534        0        0
MYLAN LABORATORIES INC        EQUITY   628530107      229    12180 SH       DEFINED          15,18,21,22     8170        0     4010
MYLAN LABORATORIES INC        EQUITY   628530107     6795   361161 SH       DEFINED             18,21,22   220329        0   140832
MYLAN LABORATORIES INC        EQUITY   628530107      149     7900 SH       DEFINED                   25        0     7900        0
MYLAN LABORATORIES INC        EQUITY   628530107      944    50200 SH       DEFINED                21,31    50200        0        0
MYRIAD GENETICS INC           EQUITY   62855J104        5      310 SH       DEFINED          15,18,21,22      225        0       85
MYRIAD GENETICS INC           EQUITY   62855J104      426    25825 SH       DEFINED             18,21,22    17295        0     8530
MYPOINTS.COM INC              EQUITY   62855T102       61     3650 SH       DEFINED          15,18,21,22      200        0     3450
MYPOINTS.COM INC              EQUITY   62855T102      493    29424 SH       DEFINED             18,21,22     6349        0    23075
NABI INC CV BK/ENTRY          CORPBOND 628716AB8      136   165000 PRN      DEFINED             18,21,22        0        0   165000
NABI                          EQUITY   628716102     3009   580000 SH       DEFINED                12,21   580000        0        0
NABI                          EQUITY   628716102      111    21400 SH       DEFINED             18,21,22     1500        0    19900
N B T BANCORP INC             EQUITY   628778102      180    10295 SH       DEFINED                12,21    10295        0        0
N B T BANCORP INC             EQUITY   628778102       24     1383 SH       DEFINED             18,21,22       49        0     1334
NBTY INC                      EQUITY   628782104     1409   183300 SH       DEFINED                12,21   183300        0        0
NBTY INC                      EQUITY   628782104       12     1600 SH       DEFINED                18,21     1600        0        0
NBTY INC                      EQUITY   628782104      159    20711 SH       DEFINED             18,21,22     5882        0    14829
NCH CORP                      EQUITY   628850109       83     1840 SH       DEFINED                12,21     1840        0        0
NCH CORP                      EQUITY   628850109      171     3807 SH       DEFINED             18,21,22     2222        0     1585
NCI BUILDING SYSTEMS INC.     EQUITY   628852105       33     2000 SH       DEFINED                  4,6        0        0     2000
NCI BUILDING SYSTEMS INC.     EQUITY   628852105     1041    63082 SH       DEFINED                12,21    63082        0        0
NCI BUILDING SYSTEMS INC.     EQUITY   628852105        5      305 SH       DEFINED             18,21,22      106        0      199
NCI BUILDING SYSTEMS INC.     EQUITY   628852105      318    19300 SH       DEFINED                   25        0    19300        0
NCO GROUP INC                 EQUITY   628858102      516    11000 SH       DEFINED                12,21    11000        0        0
NCO GROUP INC                 EQUITY   628858102      483    10289 SH       DEFINED          15,18,21,22     6437        0     3852
NCO GROUP INC                 EQUITY   628858102     2482    52888 SH       DEFINED             18,21,22    48227        0     4661
NCO GROUP INC                 EQUITY   628858102      765    16300 SH       DEFINED                   25        0    16300        0
NCR CORP NEW                  EQUITY   62886E108       24      778 SH       DEFINED               -           778        0        0
NCR CORP NEW                  EQUITY   62886E108      291     9305 SH       DEFINED                  4,6     9272       33        0
NCR CORP NEW                  EQUITY   62886E108     1822    58198 SH       DEFINED                12,21    58198        0        0
NCR CORP NEW                  EQUITY   62886E108      116     3703 SH       DEFINED          15,18,21,22     1836        0     1867
NCR CORP NEW                  EQUITY   62886E108        8      263 SH       DEFINED             16,18,21      263        0        0
NCR CORP NEW                  EQUITY   62886E108     8238   263095 SH       DEFINED             18,21,22   194491        0    68604
NCR CORP NEW                  EQUITY   62886E108        9      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
NCR CORP NEW                  EQUITY   62886E108      595    19017 SH       DEFINED                21,31    19017        0        0
NCS HEALTHCARE INC CONV SUB   CORPBOND 628874AC3      678  1639000 PRN      DEFINED             18,21,22  1639000        0        0
NCS HEALTHCARE INC CLASS A    EQUITY   628874109       46    14800 SH       DEFINED                12,21    14800        0        0
NCS HEALTHCARE INC CLASS A    EQUITY   628874109       17     5533 SH       DEFINED             18,21,22      173        0     5360
*** NEC CORP ADR -USD-        EQUITY   629050204      471     4717 SH       DEFINED             18,21,22     3866        0      851
NFO WORLDWIDE INC             EQUITY   62910N108       30     2285 SH       DEFINED                  4,6        0        0     2285
NFO WORLDWIDE INC             EQUITY   62910N108      221    16900 SH       DEFINED                12,21    16900        0        0
NFO WORLDWIDE INC             EQUITY   62910N108       63     4850 SH       DEFINED          15,18,21,22     3720        0     1130
NFO WORLDWIDE INC             EQUITY   62910N108     1406   107652 SH       DEFINED             18,21,22    74282        0    33370
NL INDUSTRIES INC NEW         EQUITY   629156407      870    68902 SH       DEFINED                12,21    68902        0        0
NL INDUSTRIES INC NEW         EQUITY   629156407        1      100 SH       DEFINED          15,18,21,22        0        0      100
NL INDUSTRIES INC NEW         EQUITY   629156407       13     1033 SH       DEFINED             18,21,22      932        0      101
NL INDUSTRIES INC NEW         EQUITY   629156407     1064    84292 SH       DEFINED                21,31    84292        0        0
NPC INTL INC                  EQUITY   629360306      124    10980 SH       DEFINED                12,21    10980        0        0
NPC INTL INC                  EQUITY   629360306      128    11340 SH       DEFINED          15,18,21,22     8520        0     2820
NPC INTL INC                  EQUITY   629360306     1737   154408 SH       DEFINED             18,21,22   112162        0    42246
NTL INCORPORATED              EQUITY   629407107     4298    44023 SH       DEFINED                  4,6    16515    18263     9245
NTL INCORPORATED              EQUITY   629407107    28528   292221 SH       DEFINED                12,21   292221        0        0
NTL INCORPORATED              EQUITY   629407107      107     1100 SH       DEFINED             16,18,21     1100        0        0
NTL INCORPORATED              EQUITY   629407107     1795    18388 SH       DEFINED             18,21,22     6209        0    12179
NTL INCORPORATED              EQUITY   629407107      810     8300 SH       DEFINED     3,13,14,26,29,30     8300        0        0
NTN COMMUNICATIONS INC NEW    EQUITY   629410309        2     1000 SH       DEFINED             16,18,21     1000        0        0
NTN COMMUNICATIONS INC NEW    EQUITY   629410309       18    10500 SH       DEFINED             18,21,22        0        0    10500
N U I CORP                    EQUITY   629430109      275    11073 SH       DEFINED                12,21    11073        0        0
N U I CORP                    EQUITY   629430109       27     1100 SH       DEFINED             18,21,22      600        0      500
N U I CORP                    EQUITY   629430109      141     5700 SH       DEFINED                   25        0     5700        0
NVR INC                       EQUITY   62944T105       23      460 SH       DEFINED               -           460        0        0
NVR INC                       EQUITY   62944T105     3308    65015 SH       DEFINED                12,21    65015        0        0
NVR INC                       EQUITY   62944T105      238     4675 SH       DEFINED          15,18,21,22     2185        0     2490
NVR INC                       EQUITY   62944T105     5242   103033 SH       DEFINED             18,21,22    79849        0    23184
NVR INC                       EQUITY   62944T105     2764    54320 SH       DEFINED                21,31    54320        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102        8      535 SH       DEFINED               -           535        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102       26     1787 SH       DEFINED                  4,6     1787        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102    47307  3207281 SH       DEFINED                12,21  3207281        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      478    32398 SH       DEFINED          15,18,21,22    19647        0    12751
NABISCO GROUP HLDG CORP       EQUITY   62952P102     4526   306844 SH       DEFINED             16,18,21   306844        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102    11708   793736 SH       DEFINED             18,21,22   508459        0   285277
NABISCO GROUP HLDG CORP       OPTION   62952P102        7      500 SH  CALL DEFINED             18,21,22      500        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      963    65300 SH       DEFINED                   25        0    65300        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      195    13200 SH       DEFINED     3,13,14,26,29,30    13200        0        0
NABISCO GROUP HLDG CORP       EQUITY   62952P102      297    20131 SH       DEFINED                21,31    20131        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104       22      647 SH       DEFINED               -           647        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104     5048   146048 SH       DEFINED                12,21   146048        0        0
NABISCO HOLDINGS CORP CL A    EQUITY   629526104      124     3601 SH       DEFINED          15,18,21,22     2040        0     1561
NABISCO HOLDINGS CORP CL A    EQUITY   629526104    34055   985294 SH       DEFINED             18,21,22   410189        0   575104
NABISCO HOLDINGS CORP CL A    EQUITY   629526104       59     1715 SH       DEFINED                21,31     1715        0        0
NABORS INDS INC               EQUITY   629568106       55     2200 SH       DEFINED               -          2200        0        0
NABORS INDS INC               EQUITY   629568106     2811   113000 SH       DEFINED   2,3,11,13,14,29,30        0   113000        0
NABORS INDS INC               EQUITY   629568106      854    34350 SH       DEFINED                  4,6    14000        0    20350
NABORS INDS INC               EQUITY   629568106     2751   110575 SH       DEFINED                  6,7   110575        0        0
NABORS INDS INC               EQUITY   629568106    12504   502663 SH       DEFINED                12,21   502663        0        0
NABORS INDS INC               EQUITY   629568106      165     6653 SH       DEFINED          15,18,21,22      449        0     6204
NABORS INDS INC               EQUITY   629568106     3307   132959 SH       DEFINED             18,21,22    90378        0    42581
NABORS INDS INC               EQUITY   629568106      102     4100 SH       DEFINED                   25        0     4100        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103     1533    22002 SH       DEFINED                12,21    22002        0        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103       21      301 SH       DEFINED             18,21,22      300        0        1
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103      302     4340 SH       DEFINED                   25        0     4340        0
NACCO INDUSTRIES INC CLASS A  EQUITY   629579103       34      493 SH       DEFINED                21,31      493        0        0
NALCO CHEMICAL CO             EQUITY   629853102      541    10839 SH       DEFINED                12,21    10839        0        0
NALCO CHEMICAL CO             EQUITY   629853102    12964   259920 SH       DEFINED          15,18,21,22   174690        0    85230
NALCO CHEMICAL CO             EQUITY   629853102    47192   946208 SH       DEFINED             18,21,22   711707        0   234501
NANOGEN INC, SAN DIEGO        EQUITY   630075109      454    65425 SH       DEFINED               -         65425        0        0
NANOGEN INC, SAN DIEGO        EQUITY   630075109     2602   375000 SH       DEFINED                12,21   375000        0        0
NANOGEN INC, SAN DIEGO        EQUITY   630075109      172    24755 SH       DEFINED          15,18,21,22     7510        0    17245
NANOGEN INC, SAN DIEGO        EQUITY   630075109     6090   877727 SH       DEFINED             18,21,22   364233        0   513494
NANOPHASE TECH CORP           EQUITY   630079101      268   147651 SH       DEFINED          15,18,21,22    24232        0   123419
NANOPHASE TECH CORP           EQUITY   630079101        5     2500 SH       DEFINED             18,21,22     2500        0        0
NAPRO BIOTHERAPEUTICS INC     EQUITY   630795102       67    20128 SH       DEFINED             18,21,22    17778        0     2350
NASDAQ 100 TRUST SER 1        EQUITY   631100104    16995   141128 SH       DEFINED                  4,6        0        0   141128
NASDAQ 100 TRUST SER 1        EQUITY   631100104      129     1075 SH       DEFINED                5,6,7        0        0     1075
NASDAQ 100 TRUST SER 1        EQUITY   631100104       45      374 SH       DEFINED          15,18,21,22      330        0       44
NASDAQ 100 TRUST SER 1        EQUITY   631100104    40467   336043 SH       DEFINED             18,21,22   313371        0    22672
NASDAQ 100 TRUST SER 1        OPTION   631100104     3059    25400 SH  CALL DEFINED             18,21,22    25000        0      400
NASDAQ 100 TRUST SER 1        OPTION   631100104    32514   270000 SH  PUT  DEFINED             18,21,22   270000        0        0
NASH-FINCH CO                 EQUITY   631158102      720    99300 SH       DEFINED                12,21    99300        0        0
NASH-FINCH CO                 EQUITY   631158102        1      200 SH       DEFINED             18,21,22      100        0      100
NASHUA CORP DE                EQUITY   631226107      199    22400 SH       DEFINED             18,21,22        0        0    22400
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      144     5200 SH       DEFINED               -          5200        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      222     8000 SH       DEFINED                12,21     8000        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      583    21050 SH       DEFINED          15,18,21,22     9150        0    11900
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309    14387   519620 SH       DEFINED             18,21,22   365435        0   154185
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309      222     8000 SH       DEFINED     3,13,14,26,29,30     8000        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309     7351   265492 SH       DEFINED        3,13,27,28,30   265492        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525309     6188   223508 SH       DEFINED           3,13,29,30   223508        0        0
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525408      202     2695 SH       DEFINED          15,18,21,22     2175        0      520
*** NATIONAL AUSTRALIA BK LTD EQUITY   632525408     5099    67983 SH       DEFINED             18,21,22    52469        0    15514
NATIONAL BANCORP ALASKA INC   EQUITY   632587101      303    11832 SH       DEFINED                12,21    11832        0        0
NATIONAL BANCORP ALASKA INC   EQUITY   632587101      151     5910 SH       DEFINED             18,21,22     5910        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109       15      525 SH       DEFINED               -           525        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109      384    13365 SH       DEFINED                12,21    13365        0        0
NATIONAL CITY BANCSHARES INC  EQUITY   635313109       15      525 SH       DEFINED             18,21,22        0        0      525
NATIONAL CITY CORP            EQUITY   635405103      525    19398 SH       DEFINED               -         19398        0        0
NATIONAL CITY CORP            EQUITY   635405103      516    19077 SH       DEFINED                  4,6    17952     1125        0
NATIONAL CITY CORP            EQUITY   635405103    28140  1039797 SH       DEFINED                12,21  1039797        0        0
NATIONAL CITY CORP            EQUITY   635405103     6715   248137 SH       DEFINED          15,18,21,22   164446        0    83691
NATIONAL CITY CORP            EQUITY   635405103    67381  2489772 SH       DEFINED             18,21,22  1541538        0   948234
NATIONAL CITY CORP            EQUITY   635405103     1088    40188 SH       DEFINED                   25        0    40188        0
NATIONAL CITY CORP            EQUITY   635405103      465    17200 SH       DEFINED     3,13,14,26,29,30    17200        0        0
NATIONAL CITY CORP            EQUITY   635405103     1209    44662 SH       DEFINED                21,31    44662        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     2939   131000 SH       DEFINED                    6   131000        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     3910   174241 SH       DEFINED                12,21   174241        0        0
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101      247    11005 SH       DEFINED          15,18,21,22     3855        0     7150
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     6272   279507 SH       DEFINED             18,21,22   202442        0    77064
NATIONAL COMMERCE BANCORPORAT EQUITY   635449101     3707   165223 SH       DEFINED                21,31   165223        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101       24      655 SH       DEFINED               -           655        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101      187     5200 SH       DEFINED                  4,6        0        0     5200
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     7025   194963 SH       DEFINED                12,21   194963        0        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101      166     4610 SH       DEFINED          15,18,21,22     2410        0     2200
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     4486   124491 SH       DEFINED             18,21,22    85906        0    38585
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101      418    11600 SH       DEFINED                   25        0    11600        0
NATIONAL COMPUTER SYSTEMS INC EQUITY   635519101     4051   112427 SH       DEFINED                21,31   112427        0        0
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3      213   250000 PRN      DEFINED                12,21   250000        0        0
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3        8     9000 PRN      DEFINED          15,18,21,22        0        0     9000
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3     2125  2500000 PRN      DEFINED             16,18,21  2500000        0        0
NATIONAL DATA CORP CONV NOTES CORPBOND 635621AA3      866  1019000 PRN      DEFINED             18,21,22   825000        0   194000
NATIONAL DATA CORP            EQUITY   635621105     2379    94454 SH       DEFINED                12,21    94454        0        0
NATIONAL DATA CORP            EQUITY   635621105       12      465 SH       DEFINED          15,18,21,22       65        0      400
NATIONAL DATA CORP            EQUITY   635621105      672    26679 SH       DEFINED             18,21,22    22104        0     4574
NATIONAL DATA CORP            EQUITY   635621105      418    16600 SH       DEFINED                   25        0    16600        0
NATIONAL DENTEX CORP          EQUITY   63563H109       15      875 SH       DEFINED          15,18,21,22      650        0      225
NATIONAL DENTEX CORP          EQUITY   63563H109      952    56025 SH       DEFINED             18,21,22    41260        0    14765
NATIONAL DISC BROKERS GROUP   EQUITY   635646102       24      900 SH       DEFINED                  4,6        0        0      900
NATIONAL DISC BROKERS GROUP   EQUITY   635646102      304    11400 SH       DEFINED                12,21    11400        0        0
NATIONAL DISC BROKERS GROUP   EQUITY   635646102        5      200 SH       DEFINED          15,18,21,22        0        0      200
NATIONAL DISC BROKERS GROUP   EQUITY   635646102      528    19818 SH       DEFINED             18,21,22    10361        0     9457
NATIONAL DISC BROKERS GROUP   EQUITY   635646102      676    25400 SH       DEFINED                   25        0    25400        0
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106      247    23400 SH       DEFINED                12,21    23400        0        0
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106       80     7530 SH       DEFINED          15,18,21,22     5750        0     1780
NATIONAL EQUIPMENT SERVICES   EQUITY   635847106     2159   204393 SH       DEFINED             18,21,22   137560        0    66833
NATIONAL HEALTH REALTY INC    EQUITY   635905102      305    30660 SH       DEFINED               -         30660        0        0
NATIONAL HEALTH REALTY INC    EQUITY   635905102      335    33660 SH       DEFINED             18,21,22        0        0    33660
NATIONAL HEALTHCARE CORP      EQUITY   635906100      248    36760 SH       DEFINED               -         36760        0        0
NATIONAL HEALTHCARE CORP      EQUITY   635906100      248    36760 SH       DEFINED             18,21,22        0        0    36760
NATIONAL FUEL GAS CO          EQUITY   636180101     6503   137988 SH       DEFINED                12,21   137988        0        0
NATIONAL FUEL GAS CO          EQUITY   636180101       57     1200 SH       DEFINED          15,18,21,22        0        0     1200
NATIONAL FUEL GAS CO          EQUITY   636180101     2726    57849 SH       DEFINED             18,21,22    16807        0    41041
NATIONAL FUEL GAS CO          EQUITY   636180101      707    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
NATIONAL FUEL GAS CO          EQUITY   636180101      603    12800 SH       DEFINED                21,31    12800        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109       22     1000 SH       DEFINED               -          1000        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109     2826   127373 SH       DEFINED                12,21   127373        0        0
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109       11      500 SH       DEFINED          15,18,21,22        0        0      500
NATIONAL GOLF PROPERTIES INC  OPTION   63623G109        7      300 SH  PUT  DEFINED             18,21,22        0        0      300
NATIONAL GOLF PROPERTIES INC  EQUITY   63623G109     1773    79924 SH       DEFINED             18,21,22    33006        0    46918
NATIONAL HEALTH INVS INC      EQUITY   63633D104      315    19212 SH       DEFINED                12,21    19212        0        0
NATIONAL HEALTH INVS INC      EQUITY   63633D104       71     4355 SH       DEFINED          15,18,21,22     1020        0     3335
NATIONAL HEALTH INVS INC      EQUITY   63633D104     1709   104372 SH       DEFINED             18,21,22    69342        0    35030
NATIONAL INFO CONSORTIUM INC  EQUITY   636491102      554    22255 SH       DEFINED                  4,6     8027     9453     4775
NATIONAL INFO CONSORTIUM INC  EQUITY   636491102        4      145 SH       DEFINED                  6,7        0        0      145
NATIONAL INFO CONSORTIUM INC  EQUITY   636491102       96     3852 SH       DEFINED             18,21,22     3652        0      200
NATIONAL INSTRUMENTS CORP     EQUITY   636518102     3778   117838 SH       DEFINED                  4,6    43357    48741    25740
NATIONAL INSTRUMENTS CORP     EQUITY   636518102       25      772 SH       DEFINED                  6,7        0        0      772
NATIONAL INSTRUMENTS CORP     EQUITY   636518102      830    25900 SH       DEFINED                12,21    25900        0        0
NATIONAL INSTRUMENTS CORP     EQUITY   636518102      258     8035 SH       DEFINED          15,18,21,22     5270        0     2765
NATIONAL INSTRUMENTS CORP     EQUITY   636518102     7651   238624 SH       DEFINED             18,21,22   148261        0    90363
NATIONAL OILWELL INC          EQUITY   637071101       96     6000 SH       DEFINED               -          6000        0        0
NATIONAL OILWELL INC          EQUITY   637071101     3195   199700 SH       DEFINED                12,21   199700        0        0
NATIONAL OILWELL INC          EQUITY   637071101     1269    79315 SH       DEFINED          15,18,21,22    20615        0    58700
NATIONAL OILWELL INC          EQUITY   637071101     1834   114603 SH       DEFINED             18,21,22    62627        0    51976
NATIONAL OILWELL INC          EQUITY   637071101      195    12200 SH       DEFINED                   25        0    12200        0
NATIONAL PENN BANCSHARES INC  EQUITY   637138108      443    16391 SH       DEFINED                12,21    16391        0        0
NATIONAL PENN BANCSHARES INC  EQUITY   637138108       57     2096 SH       DEFINED             18,21,22        0        0     2096
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408      643    19855 SH       DEFINED               -         19855        0        0
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408     2528    78097 SH       DEFINED          15,18,21,22    52674        0    25423
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408    82120  2536528 SH       DEFINED             18,21,22  1883684        0   652844
*** NATIONAL PWR PLC SPON ADR EQUITY   637194408     1424    43990 SH       DEFINED                   25        0    43990        0
NATIONAL PRESTO INDUSTRIES IN EQUITY   637215104      230     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 PRESTO INDUSTRIES IN EQUITY   637215104      131     3358 SH       DEFINED             18,21,22     2647        0      711
NATIONAL PROCESSING INC       EQUITY   637229105      195    21783 SH       DEFINED                12,21    21783        0        0
NATIONAL PROCESSING INC       EQUITY   637229105        4      500 SH       DEFINED             18,21,22        0        0      500
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      408    19800 SH       DEFINED                  4,6        0        0    19800
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      954    46250 SH       DEFINED                12,21    46250        0        0
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      277    13437 SH       DEFINED             18,21,22     5091        0     8346
NATIONAL R.V. HOLDINGS INC    EQUITY   637277104      186     9000 SH       DEFINED                   25        0     9000        0
NATIONAL SEMI CONDUCTORS CV   CORPBOND 637640AA1      299   300000 PRN      DEFINED                12,21   300000        0        0
NATIONAL SEMI CONDUCTORS CV   CORPBOND 637640AA1     2989  3000000 PRN      DEFINED             16,18,21  3000000        0        0
NATIONAL SEMI CONDUCTORS CV   CORPBOND 637640AA1       20    20000 PRN      DEFINED             18,21,22        0        0    20000
NATIONAL SEMICONDUCTOR CORP C CORPBOND 637640AB9      537   539000 PRN      DEFINED             18,21,22   474000        0    65000
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103     1715    54978 SH       DEFINED                12,21    54978        0        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      608    19503 SH       DEFINED          15,18,21,22     1682        0    17821
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103    26049   835229 SH       DEFINED             18,21,22   654239        0   180990
NATIONAL SEMICONDUCTOR CORP   OPTION   637640103       37     1200 SH  CALL DEFINED             18,21,22        0        0     1200
NATIONAL SEMICONDUCTOR CORP   OPTION   637640103      312    10000 SH  PUT  DEFINED             18,21,22        0        0    10000
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      150     4795 SH       DEFINED                   25        0     4795        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103      692    22200 SH       DEFINED     3,13,14,26,29,30    22200        0        0
NATIONAL SEMICONDUCTOR CORP   EQUITY   637640103     2304    73877 SH       DEFINED                21,31    73877        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      111     3500 SH       DEFINED               -          3500        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      134     4222 SH       DEFINED                12,21     4222        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       35     1107 SH       DEFINED          15,18,21,22      269        0      838
NATL SERVICE INDUSTRIES INC   EQUITY   637657107      212     6692 SH       DEFINED             16,18,21     6692        0        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107     2649    83436 SH       DEFINED             18,21,22    11090        0    72346
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       36     1129 SH       DEFINED                   25        0     1129        0
NATL SERVICE INDUSTRIES INC   EQUITY   637657107       78     2458 SH       DEFINED                21,31     2458        0        0
NATIONAL STEEL CORP CL B      EQUITY   637844309      610    90400 SH       DEFINED   2,3,11,13,14,29,30        0    90400        0
NATIONAL STEEL CORP CL B      EQUITY   637844309      104    15465 SH       DEFINED                12,21    15465        0        0
NATIONAL STEEL CORP CL B      EQUITY   637844309        2      250 SH       DEFINED          15,18,21,22        0        0      250
NATIONAL STEEL CORP CL B      EQUITY   637844309       47     7000 SH       DEFINED             18,21,22     2050        0     4950
NATIONAL TECHTEAM INC         EQUITY   638108100      102    20925 SH       DEFINED             18,21,22    14275        0     6650
*** NATIONAL WESTMINISTER BAN EQUITY   638539403       73      525 SH       DEFINED               -           525        0        0
*** NATIONAL WESTMINISTER BAN EQUITY   638539403      222     1597 SH       DEFINED          15,18,21,22      728        0      869
*** NATIONAL WESTMINISTER BAN EQUITY   638539403     5794    41682 SH       DEFINED             18,21,22    31154        0    10528
*** NATIONAL WESTMINISTER BAN EQUITY   638539403      381     2739 SH       DEFINED                   25        0     2739        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539700       24     1000 SH       DEFINED               -          1000        0        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539700      190     7860 SH       DEFINED             18,21,22     1366        0     6493
*** NATIONAL WESTMINSTER BK   EQUITY   638539882       12      500 SH       DEFINED             18,21,22        0        0      500
*** NATIONAL WESTMINSTER BK   EQUITY   638539882    14124   575000 SH       DEFINED        3,13,27,28,30   575000        0        0
*** NATIONAL WESTMINSTER BK   EQUITY   638539882    29476  1200000 SH       DEFINED           3,13,29,30  1200000        0        0
NATIONSRENT INC               EQUITY   638588103      260    35500 SH       DEFINED                12,21    35500        0        0
NATIONSRENT INC               EQUITY   638588103        3      400 SH       DEFINED             18,21,22      200        0      200
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101      183     5400 SH       DEFINED                  4,6        0        0     5400
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101     8978   265047 SH       DEFINED                12,21   265047        0        0
NATIONWIDE FINANCIAL SERV-A   EQUITY   638612101      343    10130 SH       DEFINED             18,21,22     6109        0     4021
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104       11      675 SH       DEFINED               -           675        0        0
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     1950   118189 SH       DEFINED                12,21   118189        0        0
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104        7      450 SH       DEFINED          15,18,21,22        0        0      450
NATIONWIDE HEALTH PPTYS INC   OPTION   638620104        8      500 SH  PUT  DEFINED             18,21,22        0        0      500
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     1880   113932 SH       DEFINED             18,21,22    96139        0    17793
NATIONWIDE HEALTH PPTYS INC   EQUITY   638620104     2072   125566 SH       DEFINED                21,31   125566        0        0
NAVIGATORS GROUP INC          EQUITY   638904102      274    20082 SH       DEFINED             18,21,22    19382        0      700
NATURES SUNSHINE PRODUCTS INC EQUITY   639027101      598    62900 SH       DEFINED                12,21    62900        0        0
NATURES SUNSHINE PRODUCTS INC EQUITY   639027101       31     3250 SH       DEFINED             18,21,22      350        0     2900
NAUTICA ENTERPRISES INC       EQUITY   639089101      416    27200 SH       DEFINED                12,21    27200        0        0
NAUTICA ENTERPRISES INC       EQUITY   639089101       15      950 SH       DEFINED          15,18,21,22      175        0      775
NAUTICA ENTERPRISES INC       EQUITY   639089101       17     1120 SH       DEFINED             16,18,21     1120        0        0
NAUTICA ENTERPRISES INC       EQUITY   639089101     1086    71086 SH       DEFINED             18,21,22    63854        0     7232
NAUTICA ENTERPRISES INC       OPTION   639089101      542    35500 SH  CALL DEFINED             18,21,22    35500        0        0
NAVARRE CORP                  EQUITY   639208107      125    12700 SH       DEFINED                12,21    12700        0        0
NAVARRE CORP                  EQUITY   639208107       18     1872 SH       DEFINED             18,21,22     1130        0      742
NAVISTAR INTL CORP NEW        EQUITY   63934E108       29      643 SH       DEFINED               -           643        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108        9      200 SH       DEFINED                  4,6        0        0      200
NAVISTAR INTL CORP NEW        EQUITY   63934E108     8119   177475 SH       DEFINED                12,21   177475        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108      359     7850 SH       DEFINED          15,18,21,22     4307        0     3543
NAVISTAR INTL CORP NEW        EQUITY   63934E108    31626   691289 SH       DEFINED             18,21,22   529110        0   162179
NAVISTAR INTL CORP NEW        OPTION   63934E108      252     5500 SH  CALL DEFINED             18,21,22        0        0     5500
NAVISTAR INTL CORP NEW        EQUITY   63934E108       92     2007 SH       DEFINED                   25        0     2007        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108      500    10923 SH       DEFINED     3,13,14,26,29,30    10923        0        0
NAVISTAR INTL CORP NEW        EQUITY   63934E108     1731    37827 SH       DEFINED                21,31    37827        0        0
NAVIGANT CONSULTING CO        EQUITY   63935N107       43      980 SH       DEFINED               -           980        0        0
NAVIGANT CONSULTING CO        EQUITY   63935N107     4347    99352 SH       DEFINED                  4,6    23035    24104    52213
NAVIGANT CONSULTING CO        EQUITY   63935N107       16      370 SH       DEFINED                  6,7        0        0      370
NAVIGANT CONSULTING CO        EQUITY   63935N107    22331   510419 SH       DEFINED                12,21   510419        0        0
NAVIGANT CONSULTING CO        EQUITY   63935N107      783    17893 SH       DEFINED          15,18,21,22    10220        0     7673
NAVIGANT CONSULTING CO        EQUITY   63935N107    14301   326889 SH       DEFINED             18,21,22   220152        0   106737
NAVIGANT CONSULTING CO        OPTION   63935N107     5566   127217 SH  CALL DEFINED             18,21,22   127217        0        0
NAVIGANT CONSULTING CO        OPTION   63935N107     5566   127217 SH  PUT  DEFINED             18,21,22   127217        0        0
NAVIGANT CONSULTING CO        EQUITY   63935N107      289     6600 SH       DEFINED                   25        0     6600        0
NAVIGANT CONSULTING CO        EQUITY   63935N107     5796   132473 SH       DEFINED                21,31   132473        0        0
NAVIGANT INTL INC             EQUITY   63935R108        2      307 SH       DEFINED          15,18,21,22        0        0      307
NAVIGANT INTL INC             EQUITY   63935R108      423    58901 SH       DEFINED             18,21,22    35443        0    23458
NEFF CORP                     EQUITY   640094108      593    46500 SH       DEFINED                12,21    46500        0        0
NEFF CORP                     EQUITY   640094108        6      500 SH       DEFINED          15,18,21,22        0        0      500
NEFF CORP                     EQUITY   640094108       13     1000 SH       DEFINED             18,21,22     1000        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103        9      400 SH       DEFINED                12,21      400        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103       18      800 SH       DEFINED             16,18,21      800        0        0
NEIMAN MARCUS GROUP INC       EQUITY   640204103     1857    83009 SH       DEFINED             18,21,22    81923        0     1086
NEOMAGIC CORP                 EQUITY   640497103      215    27800 SH       DEFINED                12,21    27800        0        0
NEOMAGIC CORP                 EQUITY   640497103      185    23809 SH       DEFINED             18,21,22     2200        0    21609
NEON SYSTEMS INC              EQUITY   640509105       90     3100 SH       DEFINED                  4,6        0        0     3100
NEON SYSTEMS INC              EQUITY   640509105      182     6300 SH       DEFINED                12,21     6300        0        0
NEON SYSTEMS INC              EQUITY   640509105      109     3776 SH       DEFINED          15,18,21,22     2739        0     1037
NEON SYSTEMS INC              EQUITY   640509105     1998    69056 SH       DEFINED             18,21,22    57477        0    11579
NEOSE TECHNOLOGIES INC        EQUITY   640522108      269    19934 SH       DEFINED             18,21,22     8534        0    11400
NETWORK EVENT THEATER INC     EQUITY   640924106      888    39700 SH       DEFINED                12,21    39700        0        0
NETWORK EVENT THEATER INC     EQUITY   640924106       34     1500 SH       DEFINED             18,21,22        0        0     1500
NETWORK EVENT THEATER INC     EQUITY   640924106       58     2600 SH       DEFINED                   25        0     2600        0
NET BANK INC                  EQUITY   640933107      488    23100 SH       DEFINED                12,21    23100        0        0
NET BANK INC                  EQUITY   640933107       85     4000 SH       DEFINED          15,18,21,22        0        0     4000
NET BANK INC                  EQUITY   640933107      122     5795 SH       DEFINED             18,21,22      990        0     4805
NET BANK INC                  EQUITY   640933107     1941    91900 SH       DEFINED            4,6,23,24    91900        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2     1231  3760000 PRN      DEFINED                12,21  3760000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2    16113 49200000 PRN      DEFINED             16,18,21 49200000        0        0
NETWORKS ASSOCIATES INC CV S/ CORPBOND 640938AB2     1344  4104000 PRN      DEFINED             18,21,22  4100000        0     4000
NETWORKS ASSOCIATES INC       EQUITY   640938106      442    23600 SH       DEFINED                  4,6        0        0    23600
NETWORKS ASSOCIATES INC       EQUITY   640938106      990    52900 SH       DEFINED                  6,7    52900        0        0
NETWORKS ASSOCIATES INC       EQUITY   640938106     1404    75003 SH       DEFINED                12,21    75003        0        0
NETWORKS ASSOCIATES INC       EQUITY   640938106      175     9327 SH       DEFINED          15,18,21,22     2610        0     6717
NETWORKS ASSOCIATES INC       OPTION   640938106      745    39800 SH  PUT  DEFINED       17,18,19,20,21    39800        0        0
NETWORKS ASSOCIATES INC       EQUITY   640938106     2741   146425 SH       DEFINED             18,21,22    95294        0    51131
NETWORKS ASSOCIATES INC       OPTION   640938106        7      400 SH  CALL DEFINED             18,21,22        0        0      400
NETWORKS ASSOCIATES INC       OPTION   640938106      580    31000 SH  PUT  DEFINED             18,21,22    30000        0     1000
NETWORKS ASSOCIATES INC       EQUITY   640938106     1110    59300 SH       DEFINED                21,31    59300        0        0
NET PERCEPTIONS INC           EQUITY   64107U101      218    12000 SH       DEFINED                12,21    12000        0        0
NET PERCEPTIONS INC           EQUITY   64107U101       25     1400 SH       DEFINED             18,21,22      100        0     1300
NETEGRITY INC                 EQUITY   64110P107      603    23814 SH       DEFINED             18,21,22     3816        0    19998
NET GRAVITY INC               EQUITY   641114103      539    17000 SH       DEFINED                12,21    17000        0        0
NET GRAVITY INC               EQUITY   641114103        3      100 SH       DEFINED          15,18,21,22        0        0      100
NET GRAVITY INC               EQUITY   641114103      283     8943 SH       DEFINED             18,21,22     1906        0     7037
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104     2049   117100 SH       DEFINED                  4,6   117100        0        0
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104      733    41906 SH       DEFINED                  6,7        0        0    41906
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104     2716   155200 SH       DEFINED                12,21   155200        0        0
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104     1804   103100 SH       DEFINED             16,18,21   103100        0        0
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104       12      686 SH       DEFINED             18,21,22      686        0        0
*** NETIA HOLDINGS SA ADR     EQUITY   64114B104      165     9400 SH       DEFINED                   25        0     9400        0
NETOPIA INC                   EQUITY   64114K104     5907   146300 SH       DEFINED                12,21   146300        0        0
NETOPIA INC                   EQUITY   64114K104       91     2261 SH       DEFINED             18,21,22        0        0     2261
NETRO CORP                    EQUITY   64114R109      630    25200 SH       DEFINED                12,21    25200        0        0
NETRO CORP                    EQUITY   64114R109      323    12905 SH       DEFINED             18,21,22     6105        0     6800
NETSMART TECHNOLOGIES INC NEW EQUITY   64114W306       94    13733 SH       DEFINED             18,21,22    11655        0     2078
NETMANAGE INC                 EQUITY   641144100        3     1455 SH       DEFINED                  4,6        0        0     1455
NETMANAGE INC                 EQUITY   641144100      190    90875 SH       DEFINED             18,21,22    20883        0    69992
NETSILICON INC                EQUITY   64115X105      231    17100 SH       DEFINED             18,21,22     5675        0    11425
NETWORK APPLIANCE INC         EQUITY   64120L104     8164   115852 SH       DEFINED                  4,6    47910    43057    24885
NETWORK APPLIANCE INC         EQUITY   64120L104       43      615 SH       DEFINED                  6,7        0        0      615
NETWORK APPLIANCE INC         EQUITY   64120L104    17312   245666 SH       DEFINED                12,21   245666        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     6201    88000 SH       DEFINED             16,18,21    88000        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     1812    25715 SH       DEFINED             18,21,22     3976        0    21739
NETWORK APPLIANCE INC         OPTION   64120L104    35235   500000 SH  CALL DEFINED             18,21,22   500000        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104      190     2700 SH       DEFINED                   25        0     2700        0
NETWORK APPLIANCE INC         EQUITY   64120L104      275     3900 SH       DEFINED     3,13,14,26,29,30     3900        0        0
NETWORK APPLIANCE INC         EQUITY   64120L104     2994    42484 SH       DEFINED                21,31    42484        0        0
NETWORK EQUIPMENT TECHNOLOGIE CORPBOND 641208AA1      726  1180000 PRN      DEFINED             18,21,22  1110000        0    70000
NETWORK EQUIPMENT TECHNOLOGIE EQUITY   641208103      164    18260 SH       DEFINED                12,21    18260        0        0
NETWORK EQUIPMENT TECHNOLOGIE EQUITY   641208103      241    26759 SH       DEFINED             18,21,22      202        0    26557
NETWORK SOLUTIONS INC         EQUITY   64121Q102     6266    70427 SH       DEFINED                12,21    70427        0        0
NETWORK SOLUTIONS INC         EQUITY   64121Q102       65      725 SH       DEFINED             18,21,22        0        0      725
NETWORK SOLUTIONS INC         EQUITY   64121Q102      463     5200 SH       DEFINED                21,31     5200        0        0
NETWORK PERIPHERALS INC       EQUITY   64121R100      241    12700 SH       DEFINED                12,21    12700        0        0
NETWORK PERIPHERALS INC       EQUITY   64121R100      400    21071 SH       DEFINED             18,21,22     4815        0    16256
NEUROGEN CORP                 EQUITY   64124E106      155     8948 SH       DEFINED                12,21     8948        0        0
NEUROGEN CORP                 EQUITY   64124E106      133     7679 SH       DEFINED             18,21,22     3079        0     4600
NEW CENTURY ENERGIES INC      EQUITY   64352U103       23      700 SH       DEFINED               -           700        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      424    12640 SH       DEFINED                  4,6    12000        0      640
NEW CENTURY ENERGIES INC      EQUITY   64352U103     1369    40775 SH       DEFINED                12,21    40775        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      101     3000 SH       DEFINED          15,18,21,22        0        0     3000
NEW CENTURY ENERGIES INC      EQUITY   64352U103     1253    37329 SH       DEFINED             18,21,22    28004        0     9325
NEW CENTURY ENERGIES INC      EQUITY   64352U103      111     3300 SH       DEFINED                   25        0     3300        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      369    11000 SH       DEFINED     3,13,14,26,29,30    11000        0        0
NEW CENTURY ENERGIES INC      EQUITY   64352U103      300     8949 SH       DEFINED                21,31     8949        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104      107     4000 SH       DEFINED               -          4000        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104      386    14400 SH       DEFINED                12,21    14400        0        0
NEW ENGLAND BUSINESS SVC INC  EQUITY   643872104       74     2750 SH       DEFINED             18,21,22     2400        0      350
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109       52     1000 SH       DEFINED               -          1000        0        0
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109       16      300 SH       DEFINED                  4,6      100        0      200
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109      228     4383 SH       DEFINED                12,21     4383        0        0
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109     1692    32458 SH       DEFINED             18,21,22    15222        0    17236
NEW ENGLAND ELECTRIC SYSTEM   EQUITY   644001109     1719    32980 SH       DEFINED                21,31    32980        0        0
NEW ERA OF NETWORKS INC       EQUITY   644312100     2885   137359 SH       DEFINED                12,21   137359        0        0
NEW ERA OF NETWORKS INC       EQUITY   644312100        4      200 SH       DEFINED          15,18,21,22        0        0      200
NEW ERA OF NETWORKS INC       EQUITY   644312100       54     2589 SH       DEFINED             18,21,22      482        0     2107
NEW ERA OF NETWORKS INC       EQUITY   644312100     1324    63059 SH       DEFINED                21,31    63059        0        0
NEW GERMANY FUND INC          EQUITY   644465106       13     1147 SH       DEFINED          15,18,21,22     1147        0        0
NEW GERMANY FUND INC          EQUITY   644465106       87     7446 SH       DEFINED             16,18,21     7446        0        0
NEW GERMANY FUND INC          EQUITY   644465106     1896   161355 SH       DEFINED             18,21,22    90429        0    70926
NEW JERSEY RESOURCES CORP     EQUITY   646025106       12      300 SH       DEFINED               -           300        0        0
NEW JERSEY RESOURCES CORP     EQUITY   646025106     2130    53745 SH       DEFINED                12,21    53745        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     1665    42011 SH       DEFINED             18,21,22    17949        0    24061
NEW JERSEY RESOURCES CORP     EQUITY   646025106     1580    39868 SH       DEFINED                21,31    39868        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106      413    23000 SH       DEFINED               -         23000        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106       63     3500 SH       DEFINED                  4,6     2500        0     1000
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106     4115   229407 SH       DEFINED                12,21   229407        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106       18     1000 SH       DEFINED          15,18,21,22        0        0     1000
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106      222    12360 SH       DEFINED             16,18,21    12360        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053106     3427   191044 SH       DEFINED             18,21,22    72485        0   118559
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205        5      200 SH       DEFINED             18,21,22      200        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205       75     3220 SH       DEFINED     3,13,14,26,29,30     3220        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205     2139    91770 SH       DEFINED        3,13,27,28,30    91770        0        0
NEW PLAN EXCEL RLTY TR INC    EQUITY   648053205     1539    66010 SH       DEFINED           3,13,29,30    66010        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107       86     2200 SH       DEFINED               -          2200        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107      635    16231 SH       DEFINED                  4,6      600        0    15631
NEW YORK TIMES CLASS A        EQUITY   650111107      391    10000 SH       DEFINED                5,6,7        0        0    10000
NEW YORK TIMES CLASS A        EQUITY   650111107     2152    55000 SH       DEFINED                  6,7        0        0    55000
NEW YORK TIMES CLASS A        EQUITY   650111107    21707   554810 SH       DEFINED                12,21   554810        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107      177     4525 SH       DEFINED          15,18,21,22     4100        0      425
NEW YORK TIMES CLASS A        EQUITY   650111107     5512   140877 SH       DEFINED             18,21,22    75118        0    65759
NEW YORK TIMES CLASS A        EQUITY   650111107      197     5042 SH       DEFINED                   25        0     5042        0
NEW YORK TIMES CLASS A        EQUITY   650111107      523    13361 SH       DEFINED     3,13,14,26,29,30    13361        0        0
NEW YORK TIMES CLASS A        EQUITY   650111107      594    15188 SH       DEFINED                21,31    15188        0        0
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101        8      300 SH       DEFINED               -           300        0        0
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101     1443    57007 SH       DEFINED                  4,6    54507        0     2500
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101      537    21200 SH       DEFINED                12,21    21200        0        0
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101       10      387 SH       DEFINED          15,18,21,22        0        0      387
*** NEWBRIDGE NETWORKS CORP   EQUITY   650901101     2644   104447 SH       DEFINED             18,21,22    13826        0    90621
*** NEWBRIDGE NETWORKS CORP   OPTION   650901101       46     1800 SH  CALL DEFINED             18,21,22        0        0     1800
*** NEWCOURT CREDIT GP INC    EQUITY   650905102       21     1610 SH       DEFINED                  4,6        0        0     1610
*** NEWCOURT CREDIT GP INC    EQUITY   650905102    15713  1197200 SH       DEFINED                12,21  1197200        0        0
*** NEWCOURT CREDIT GP INC    EQUITY   650905102        3      250 SH       DEFINED             18,21,22        0        0      250
*** NEWCOURT CREDIT GP INC    OPTION   650905102       26     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
NEWELL RUBBERMAID INC         EQUITY   651229106      455    16287 SH       DEFINED               -         16287        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106      187     6700 SH       DEFINED                  4,6     4000        0     2700
NEWELL RUBBERMAID INC         EQUITY   651229106    12620   451697 SH       DEFINED                12,21   451697        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106     2507    89735 SH       DEFINED          15,18,21,22    56745        0    32990
NEWELL RUBBERMAID INC         EQUITY   651229106        7      236 SH       DEFINED             16,18,21      236        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106    74424  2663901 SH       DEFINED             18,21,22  1559722        0  1104179
NEWELL RUBBERMAID INC         EQUITY   651229106      387    13856 SH       DEFINED                   25        0    13856        0
NEWELL RUBBERMAID INC         EQUITY   651229106      413    14800 SH       DEFINED     3,13,14,26,29,30    14800        0        0
NEWELL RUBBERMAID INC         EQUITY   651229106      490    17555 SH       DEFINED                21,31    17555        0        0
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108    15221   478463 SH       DEFINED                12,21   478463        0        0
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108     1591    50000 SH       DEFINED             16,18,21    50000        0        0
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108     1388    43639 SH       DEFINED             18,21,22    25948        0    17691
NEWFIELD EXPLORATION COMPANY  EQUITY   651290108     3561   111933 SH       DEFINED                21,31   111933        0        0
NEWFIELD FINL TR 1 QTLY INCOM EQUITY   651291205     4276    78464 SH       DEFINED                12,21    78464        0        0
NEWFIELD FINL TR 1 QTLY INCOM EQUITY   651291205       53      964 SH       DEFINED     3,13,14,26,29,30      964        0        0
NEWFIELD FINL TR 1 QTLY INCOM EQUITY   651291205      416     7624 SH       DEFINED        3,13,27,28,30     7624        0        0
NEWFIELD FINL TR 1 QTLY INCOM EQUITY   651291205      297     5448 SH       DEFINED           3,13,29,30     5448        0        0
NEWMONT MINING CORP           EQUITY   651639106        5      174 SH       DEFINED               -           174        0        0
NEWMONT MINING CORP           EQUITY   651639106     6067   228400 SH       DEFINED   2,3,11,13,14,29,30        0   228400        0
NEWMONT MINING CORP           EQUITY   651639106       13      500 SH       DEFINED                  4,6        0        0      500
NEWMONT MINING CORP           EQUITY   651639106     1439    54175 SH       DEFINED                12,21    54175        0        0
NEWMONT MINING CORP           EQUITY   651639106      222     8372 SH       DEFINED          15,18,21,22     1721        0     6651
NEWMONT MINING CORP           EQUITY   651639106       23      863 SH       DEFINED             16,18,21      863        0        0
NEWMONT MINING CORP           EQUITY   651639106    19143   720678 SH       DEFINED             18,21,22   391208        0   329470
NEWMONT MINING CORP           EQUITY   651639106      127     4794 SH       DEFINED                   25        0     4794        0
NEWMONT MINING CORP           EQUITY   651639106      281    10570 SH       DEFINED                21,31    10570        0        0
NEWPARK RESOURCES INC         EQUITY   651718504     1358   173800 SH       DEFINED   2,3,11,13,14,29,30        0   173800        0
NEWPARK RESOURCES INC         EQUITY   651718504      619    79240 SH       DEFINED                12,21    79240        0        0
NEWPARK RESOURCES INC         EQUITY   651718504     1079   138082 SH       DEFINED          15,18,21,22    28550        0   109532
NEWPARK RESOURCES INC         EQUITY   651718504      304    38888 SH       DEFINED             18,21,22    10355        0    28533
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107       12      377 SH       DEFINED               -           377        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     5190   163800 SH       DEFINED   2,3,11,13,14,29,30        0   163800        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     5758   181700 SH       DEFINED                12,21   181700        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107       60     1885 SH       DEFINED          15,18,21,22     1520        0      365
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107       12      376 SH       DEFINED             16,18,21      376        0        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107     3143    99196 SH       DEFINED             18,21,22    73645        0    25551
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107      985    31100 SH       DEFINED                   25        0    31100        0
NEWPORT NEWS SHIPBUILDING INC EQUITY   652228107        3      100 SH       DEFINED     3,13,14,26,29,30      100        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703     1271    44782 SH       DEFINED               -         44782        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703       85     3000 SH       DEFINED                  4,6        0        0     3000
*** NEWS LTD-ADR-NEW          EQUITY   652487703     6225   219400 SH       DEFINED                12,21   219400        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703      200     7066 SH       DEFINED          15,18,21,22     3834        0     3232
*** NEWS LTD-ADR-NEW          EQUITY   652487703     2303    81153 SH       DEFINED             16,18,21    81153        0        0
*** NEWS LTD-ADR-NEW          EQUITY   652487703    15611   550169 SH       DEFINED             18,21,22   319614        0   230555
*** NEWS CORP LTD             EQUITY   652487802       77     2920 SH       DEFINED               -          2920        0        0
*** NEWS CORP LTD             EQUITY   652487802       26     1000 SH       DEFINED                  4,6        0        0     1000
*** NEWS CORP LTD             EQUITY   652487802    60005  2280437 SH       DEFINED                12,21  2280437        0        0
*** NEWS CORP LTD             EQUITY   652487802     3550   134900 SH       DEFINED          15,18,21,22    83920        0    50980
*** NEWS CORP LTD             EQUITY   652487802     3702   140700 SH       DEFINED             16,18,21   140700        0        0
*** NEWS CORP LTD             EQUITY   652487802    83459  3171761 SH       DEFINED             18,21,22  2151796        0  1019965
*** NEWS CORP LTD             EQUITY   652487802      516    19600 SH       DEFINED     3,13,14,26,29,30    19600        0        0
NIAGARA BANKCORP INC          EQUITY   652914102      118    11000 SH       DEFINED                12,21    11000        0        0
NIAGARA BANKCORP INC          EQUITY   652914102       35     3216 SH       DEFINED             18,21,22     1116        0     2100
NEXELL THERAPEUTICS INC       EQUITY   65332H104        2     1500 SH       DEFINED          15,18,21,22        0        0     1500
NEXELL THERAPEUTICS INC       EQUITY   65332H104      110    80100 SH       DEFINED             18,21,22     1600        0    78500
NEXTCARD INC                  EQUITY   65332K107      130     5400 SH       DEFINED                12,21     5400        0        0
NEXTCARD INC                  EQUITY   65332K107      161     6697 SH       DEFINED          15,18,21,22     4887        0     1810
NEXTCARD INC                  EQUITY   65332K107     3014   125236 SH       DEFINED             18,21,22   104797        0    20439
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      126     1800 SH       DEFINED                  4,6        0        0     1800
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103    68763   978836 SH       DEFINED                12,21   978836        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      138     1963 SH       DEFINED          15,18,21,22      400        0     1563
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103    28100   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103    30840   439000 SH  CALL DEFINED             18,21,22   438500        0      500
NEXTEL COMMUNICATIONS INC CL  OPTION   65332V103     6217    88500 SH  PUT  DEFINED             18,21,22    88500        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103    77403  1101821 SH       DEFINED             18,21,22   481304        0   620517
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103      801    11400 SH       DEFINED                   25        0    11400        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103     5894    83900 SH       DEFINED     3,13,14,26,29,30    83900        0        0
NEXTEL COMMUNICATIONS INC CL  EQUITY   65332V103     1697    24156 SH       DEFINED                21,31    24156        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707       50     1000 SH       DEFINED               -          1000        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707     5297   105412 SH       DEFINED                12,21   105412        0        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707       34      672 SH       DEFINED          15,18,21,22      200        0      472
NEXTLINK COMMUNICATIONS INC   OPTION   65333H707       25      500 SH  CALL DEFINED             18,21,22        0        0      500
NEXTLINK COMMUNICATIONS INC   OPTION   65333H707       50     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707     2900    57711 SH       DEFINED             18,21,22    28134        0    29577
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707      296     5900 SH       DEFINED                   25        0     5900        0
NEXTLINK COMMUNICATIONS INC   EQUITY   65333H707      804    16000 SH       DEFINED     3,13,14,26,29,30    16000        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106        2      100 SH       DEFINED               -           100        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106    15613  1011347 SH       DEFINED                12,21  1011347        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      196    12675 SH       DEFINED          15,18,21,22    11675        0     1000
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106     1115    72252 SH       DEFINED             18,21,22    52166        0    20086
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106       82     5308 SH       DEFINED                   25        0     5308        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      818    53000 SH       DEFINED     3,13,14,26,29,30    53000        0        0
NIAGARA MOHAWK HLDGS INC      EQUITY   653520106      178    11554 SH       DEFINED                21,31    11554        0        0
NICHOLS RESEARCH CORP         EQUITY   653818104      310    11688 SH       DEFINED                12,21    11688        0        0
NICHOLS RESEARCH CORP         EQUITY   653818104      164     6170 SH       DEFINED          15,18,21,22     2407        0     3763
NICHOLS RESEARCH CORP         EQUITY   653818104       51     1915 SH       DEFINED             18,21,22       25        0     1890
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307        5      124 SH       DEFINED               -           124        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307    17430   469494 SH       DEFINED                12,21   469494        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307       15      408 SH       DEFINED          15,18,21,22        0        0      408
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307       25      666 SH       DEFINED             16,18,21      666        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307      278     7500 SH       DEFINED                18,21     7500        0        0
NIELSEN MEDIA RESH INC (NEW)  EQUITY   653929307      753    20277 SH       DEFINED             18,21,22    14437        0     5840
NICOR INC                     EQUITY   654086107       64     1729 SH       DEFINED               -          1729        0        0
NICOR INC                     EQUITY   654086107      181     4927 SH       DEFINED                12,21     4927        0        0
NICOR INC                     EQUITY   654086107       92     2512 SH       DEFINED          15,18,21,22      936        0     1576
NICOR INC                     EQUITY   654086107     5848   158868 SH       DEFINED             18,21,22   102032        0    56836
NICOR INC                     EQUITY   654086107       49     1339 SH       DEFINED                   25        0     1339        0
NICOR INC                     EQUITY   654086107      158     4286 SH       DEFINED                21,31     4286        0        0
NIKE INC CL B                 EQUITY   654106103       12      200 SH       DEFINED               -           200        0        0
NIKE INC CL B                 EQUITY   654106103    11253   195497 SH       DEFINED                12,21   195497        0        0
NIKE INC CL B                 EQUITY   654106103      558     9694 SH       DEFINED          15,18,21,22     5649        0     4045
NIKE INC CL B                 EQUITY   654106103    29546   513273 SH       DEFINED             18,21,22   329597        0   183675
NIKE INC CL B                 EQUITY   654106103      465     8084 SH       DEFINED                   25        0     8084        0
NIKE INC CL B                 EQUITY   654106103      587    10200 SH       DEFINED     3,13,14,26,29,30    10200        0        0
NIKE INC CL B                 EQUITY   654106103     1143    19856 SH       DEFINED                21,31    19856        0        0
99 CENTS ONLY STORES          EQUITY   65440K106      320     9693 SH       DEFINED                12,21     9693        0        0
99 CENTS ONLY STORES          EQUITY   65440K106     1561    47218 SH       DEFINED             18,21,22    39034        0     8184
99 CENTS ONLY STORES          EQUITY   65440K106      357    10800 SH       DEFINED                   25        0    10800        0
*** NIPPON TELEPHONE &        EQUITY   654624105      360     5850 SH       DEFINED               -          5850        0        0
*** NIPPON TELEPHONE &        EQUITY   654624105     1878    30500 SH       DEFINED                12,21    30500        0        0
*** NIPPON TELEPHONE &        EQUITY   654624105     1534    24922 SH       DEFINED          15,18,21,22    13179        0    11743
*** NIPPON TELEPHONE &        EQUITY   654624105      176     2865 SH       DEFINED             16,18,21     2865        0        0
*** NIPPON TELEPHONE &        EQUITY   654624105    37293   605773 SH       DEFINED             18,21,22   423284        0   182489
*** NIPPON TELEPHONE &        EQUITY   654624105     1699    27600 SH       DEFINED                   25        0    27600        0
NISOURCE INC                  EQUITY   65473P105       38     1700 SH       DEFINED               -          1700        0        0
NISOURCE INC                  EQUITY   65473P105      175     7850 SH       DEFINED                  4,6     2000        0     5850
NISOURCE INC                  EQUITY   65473P105     2731   122758 SH       DEFINED                12,21   122758        0        0
NISOURCE INC                  EQUITY   65473P105      135     6085 SH       DEFINED          15,18,21,22     6085        0        0
NISOURCE INC                  EQUITY   65473P105     3326   149489 SH       DEFINED             18,21,22    72283        0    77205
NISOURCE INC                  EQUITY   65473P105      445    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
NISOURCE INC                  EQUITY   65473P105     1568    70494 SH       DEFINED                21,31    70494        0        0
*** NISSAN MTR LTD SPONS ADR  EQUITY   654744408        2      200 SH       DEFINED          15,18,21,22        0        0      200
*** NISSAN MTR LTD SPONS ADR  EQUITY   654744408      278    22703 SH       DEFINED             18,21,22    16978        0     5725
NOBEL LEARNING COMMUNITIES    EQUITY   654889104      169    29400 SH       DEFINED             18,21,22    15400        0    14000
NOBLE AFFILIATES INC          EQUITY   654894104      282     9687 SH       DEFINED                12,21     9687        0        0
NOBLE AFFILIATES INC          EQUITY   654894104       62     2125 SH       DEFINED          15,18,21,22        0        0     2125
NOBLE AFFILIATES INC          EQUITY   654894104      392    13457 SH       DEFINED             18,21,22     2097        0    11360
NOBLE AFFILIATES INC          EQUITY   654894104      425    14600 SH       DEFINED                21,31    14600        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204     2975    33338 SH       DEFINED               -         33338        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    12375   138655 SH       DEFINED                  4,6    18095        0   120560
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204       53      595 SH       DEFINED                5,6,7        0        0      595
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204      894    10015 SH       DEFINED                  6,7        0        0    10015
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    65090   729300 SH       DEFINED                12,21   729300        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    14207   159177 SH       DEFINED          15,18,21,22    88725        0    70451
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    19528   218800 SH       DEFINED             16,18,21   218800        0        0
*** NOKIA CORP SPONSORED ADR  OPTION   654902204    35700   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204     9769   109455 SH       DEFINED       17,18,19,20,21   109455        0        0
*** NOKIA CORP SPONSORED ADR  OPTION   654902204    35995   403300 SH  CALL DEFINED             18,21,22   401000        0     2300
*** NOKIA CORP SPONSORED ADR  OPTION   654902204       45      500 SH  PUT  DEFINED             18,21,22        0        0      500
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204   402223  4506701 SH       DEFINED             18,21,22  2356694        0  2150007
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204     7334    82179 SH       DEFINED                   25        0    82179        0
*** NOKIA CORP SPONSORED ADR  EQUITY   654902204    67842   760140 SH       DEFINED     3,13,14,26,29,30   760140        0        0
NOBLE DRILLING CORP           EQUITY   655042109       98     4350 SH       DEFINED               -          4350        0        0
NOBLE DRILLING CORP           EQUITY   655042109       74     3300 SH       DEFINED                  4,6        0        0     3300
NOBLE DRILLING CORP           EQUITY   655042109     2481   110575 SH       DEFINED                  6,7   110575        0        0
NOBLE DRILLING CORP           EQUITY   655042109     6324   281846 SH       DEFINED                12,21   281846        0        0
NOBLE DRILLING CORP           EQUITY   655042109     1003    44702 SH       DEFINED          15,18,21,22    18785        0    25917
NOBLE DRILLING CORP           EQUITY   655042109    28340  1263025 SH       DEFINED             18,21,22   614993        0   648032
NOBLE DRILLING CORP           OPTION   655042109       45     2000 SH  CALL DEFINED             18,21,22        0        0     2000
NOBLE DRILLING CORP           EQUITY   655042109      954    42500 SH       DEFINED                   25        0    42500        0
NOBLE DRILLING CORP           EQUITY   655042109      590    26300 SH       DEFINED     3,13,14,26,29,30    26300        0        0
NOBLE DRILLING CORP           EQUITY   655042109      748    33356 SH       DEFINED                21,31    33356        0        0
NORAM ENERGY CORP CV S/D-REG  CORPBOND 655419AC3      231   255455 PRN      DEFINED             18,21,22    55455        0   200000
NORD RESOURCES CORP           EQUITY   655555100      284   698342 SH       DEFINED             18,21,22   496711        0   201631
NORDSON CORP                  EQUITY   655663102     1445    30577 SH       DEFINED                12,21    30577        0        0
NORDSON CORP                  EQUITY   655663102      109     2300 SH       DEFINED          15,18,21,22      710        0     1590
NORDSON CORP                  EQUITY   655663102     2084    44106 SH       DEFINED             18,21,22    33070        0    11036
NORDSON CORP                  EQUITY   655663102      794    16800 SH       DEFINED                21,31    16800        0        0
NORDSTROM INC                 EQUITY   655664100        7      265 SH       DEFINED               -           265        0        0
NORDSTROM INC                 EQUITY   655664100     2552    95420 SH       DEFINED                  4,6    31050    25000    39370
NORDSTROM INC                 EQUITY   655664100     3274   122404 SH       DEFINED                5,6,7        0        0   122404
NORDSTROM INC                 EQUITY   655664100      700    26151 SH       DEFINED                  6,7        0        0    26151
NORDSTROM INC                 EQUITY   655664100     1158    43282 SH       DEFINED                12,21    43282        0        0
NORDSTROM INC                 EQUITY   655664100      184     6860 SH       DEFINED          15,18,21,22     4325        0     2535
NORDSTROM INC                 EQUITY   655664100     7657   286254 SH       DEFINED             18,21,22   191583        0    94671
NORDSTROM INC                 OPTION   655664100       27     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
NORDSTROM INC                 EQUITY   655664100      108     4050 SH       DEFINED                   25        0     4050        0
NORDSTROM INC                 EQUITY   655664100      231     8635 SH       DEFINED                21,31     8635        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     5308   215550 SH       DEFINED               -        215550        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      133     5400 SH       DEFINED                  4,6     5400        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108     1604    65145 SH       DEFINED                12,21    65145        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      848    34421 SH       DEFINED          15,18,21,22    19831        0    14590
NORFOLK SOUTHERN CORP         EQUITY   655844108       22      900 SH       DEFINED             16,18,21      900        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108    27156  1102798 SH       DEFINED             18,21,22   578183        0   524615
NORFOLK SOUTHERN CORP         EQUITY   655844108      268    10886 SH       DEFINED                   25        0    10886        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      781    31700 SH       DEFINED     3,13,14,26,29,30    31700        0        0
NORFOLK SOUTHERN CORP         EQUITY   655844108      991    40260 SH       DEFINED                21,31    40260        0        0
*** NORSAT INTERNATIONAL      EQUITY   656512100       40    14500 SH       DEFINED             18,21,22    11500        0     3000
*** NORSK HYDRO A S           EQUITY   656531605       54     1245 SH       DEFINED               -          1245        0        0
*** NORSK HYDRO A S           EQUITY   656531605     5133   117818 SH       DEFINED          15,18,21,22    80548        0    37270
*** NORSK HYDRO A S           EQUITY   656531605    21882   502302 SH       DEFINED             18,21,22   378871        0   123431
*** NORSK HYDRO A S           EQUITY   656531605     1994    45770 SH       DEFINED                   25        0    45770        0
NORTEK INC DEL                EQUITY   656559101       23      666 SH       DEFINED                  4,6        0        0      666
NORTEK INC DEL                EQUITY   656559101      286     8281 SH       DEFINED                12,21     8281        0        0
NORTEK INC DEL                EQUITY   656559101      109     3156 SH       DEFINED             18,21,22     1500        0     1656
NORTEK INC DEL                EQUITY   656559101      836    24200 SH       DEFINED                   25        0    24200        0
*** NORTEL NETWORKS CORP      EQUITY   656569100      223     4450 SH       DEFINED               -          4450        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100    40195   802888 SH       DEFINED                  4,6   801488        0     1400
*** NORTEL NETWORKS CORP      EQUITY   656569100    16232   324234 SH       DEFINED                12,21   324234        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100      146     2909 SH       DEFINED          15,18,21,22      573        0     2336
*** NORTEL NETWORKS CORP      EQUITY   656569100      438     8741 SH       DEFINED       17,18,19,20,21     8741        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100    24306   485512 SH       DEFINED             18,21,22   295827        0   189684
*** NORTEL NETWORKS CORP      EQUITY   656569100     2403    47998 SH       DEFINED                   25        0    47998        0
*** NORTEL NETWORKS CORP      EQUITY   656569100     4150    82900 SH       DEFINED     3,13,14,26,29,30    82900        0        0
*** NORTEL NETWORKS CORP      EQUITY   656569100     4215    84194 SH       DEFINED                21,31    84194        0        0
NORTH AMERICAN VACCINE SUB    CORPBOND 657201AC3       72   160000 PRN      DEFINED             18,21,22   160000        0        0
NORTH EUROPEAN OIL ROYALTY    EQUITY   659310106      270    17481 SH       DEFINED             18,21,22     1000        0    16481
NORTH FORK BANCORPORATION INC EQUITY   659424105     3450   177475 SH       DEFINED                    6   177475        0        0
NORTH FORK BANCORPORATION INC EQUITY   659424105     4594   236355 SH       DEFINED                12,21   236355        0        0
NORTH FORK BANCORPORATION INC EQUITY   659424105      323    16597 SH       DEFINED          15,18,21,22    12144        0     4453
NORTH FORK BANCORPORATION INC EQUITY   659424105     9088   467562 SH       DEFINED             18,21,22   254453        0   213109
NORTH FORK BANCORPORATION INC EQUITY   659424105     3340   171829 SH       DEFINED                21,31   171829        0        0
NORTH PITTSBURG SYS INC       EQUITY   661562108      303    16600 SH       DEFINED                12,21    16600        0        0
NORTHEAST OPTIC NETWORK INC   EQUITY   664334109      191     5400 SH       DEFINED                12,21     5400        0        0
NORTHEAST OPTIC NETWORK INC   EQUITY   664334109      447    12625 SH       DEFINED             18,21,22     1300        0    11325
NORTHEAST UTILITIES           EQUITY   664397106        8      452 SH       DEFINED               -           452        0        0
NORTHEAST UTILITIES           EQUITY   664397106      760    41642 SH       DEFINED                12,21    41642        0        0
NORTHEAST UTILITIES           EQUITY   664397106      776    42509 SH       DEFINED             18,21,22    23377        0    19132
NORTHEAST UTILITIES           EQUITY   664397106      548    30000 SH       DEFINED     3,13,14,26,29,30    30000        0        0
NORTHEAST UTILITIES           EQUITY   664397106      288    15800 SH       DEFINED                21,31    15800        0        0
NORTHERN BORDER PARTNERS-L P  EQUITY   664785102       36     1237 SH       DEFINED               -          1237        0        0
NORTHERN BORDER PARTNERS-L P  EQUITY   664785102     3786   130549 SH       DEFINED             18,21,22    47150        0    83398
NORTHERN STATES POWER CO      EQUITY   665772109       56     2568 SH       DEFINED               -          2568        0        0
NORTHERN STATES POWER CO      EQUITY   665772109      910    41473 SH       DEFINED                12,21    41473        0        0
NORTHERN STATES POWER CO      EQUITY   665772109     1105    50368 SH       DEFINED             18,21,22    22342        0    28025
NORTHERN STATES POWER CO      EQUITY   665772109       94     4288 SH       DEFINED                   25        0     4288        0
NORTHERN STATES POWER CO      EQUITY   665772109      439    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
NORTHERN STATES POWER CO      EQUITY   665772109      210     9559 SH       DEFINED                21,31     9559        0        0
NORTHERN TRUST CORP           EQUITY   665859104      756     9000 SH       DEFINED               -          9000        0        0
NORTHERN TRUST CORP           EQUITY   665859104       50      600 SH       DEFINED                  4,6        0        0      600
NORTHERN TRUST CORP           EQUITY   665859104     6432    76542 SH       DEFINED                12,21    76542        0        0
NORTHERN TRUST CORP           EQUITY   665859104       67      800 SH       DEFINED          15,18,21,22      360        0      440
NORTHERN TRUST CORP           EQUITY   665859104     8899   105897 SH       DEFINED             18,21,22    43699        0    62198
NORTHERN TRUST CORP           EQUITY   665859104     2746    32675 SH       DEFINED            4,6,23,24    32675        0        0
NORTHERN TRUST CORP           EQUITY   665859104      269     3200 SH       DEFINED                   25        0     3200        0
NORTHERN TRUST CORP           EQUITY   665859104      673     8010 SH       DEFINED                21,31     8010        0        0
NORTHFIELD LABORATORIES INC   EQUITY   666135108      173    12491 SH       DEFINED             18,21,22     6274        0     6217
NORTHPOINT COMMUNICATIONS     EQUITY   666610100       78     4129 SH       DEFINED                12,21     4129        0        0
NORTHPOINT COMMUNICATIONS     EQUITY   666610100      972    51217 SH       DEFINED             18,21,22    22686        0    28531
NORTHRIM BK ALASKA            EQUITY   666764105      391    41200 SH       DEFINED   2,3,11,13,14,29,30        0    41200        0
NORTHRIM BK ALASKA            EQUITY   666764105      151    15941 SH       DEFINED             18,21,22        0        0    15940
NORTHROP GRUMMAN CORP         EQUITY   666807102      449     7448 SH       DEFINED                12,21     7448        0        0
NORTHROP GRUMMAN CORP         EQUITY   666807102       57      941 SH       DEFINED          15,18,21,22      380        0      561
NORTHROP GRUMMAN CORP         EQUITY   666807102     5499    91276 SH       DEFINED             18,21,22    63154        0    28121
NORTHROP GRUMMAN CORP         EQUITY   666807102      118     1958 SH       DEFINED                   25        0     1958        0
NORTHROP GRUMMAN CORP         EQUITY   666807102      404     6700 SH       DEFINED     3,13,14,26,29,30     6700        0        0
NORTHROP GRUMMAN CORP         EQUITY   666807102      263     4373 SH       DEFINED                21,31     4373        0        0
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101     1460    58400 SH       DEFINED                  4,6    11000        0    47400
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101       30     1189 SH       DEFINED                12,21     1189        0        0
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101       13      500 SH       DEFINED          15,18,21,22        0        0      500
NORTHWEST AIRLINES CORP CL A  EQUITY   667280101      294    11745 SH       DEFINED             18,21,22     4965        0     6780
NORTHWEST BANCORP INC         EQUITY   667328108      115    13100 SH       DEFINED                12,21    13100        0        0
NORTHWEST BANCORP INC         EQUITY   667328108       15     1745 SH       DEFINED             18,21,22     1745        0        0
NORTHWEST NATURAL GAS CO      EQUITY   667655104      529    20436 SH       DEFINED                12,21    20436        0        0
NORTHWEST NATURAL GAS CO      EQUITY   667655104     2093    80802 SH       DEFINED             18,21,22    42786        0    38015
NORTHWEST NATURAL GAS CO      EQUITY   667655104      549    21200 SH       DEFINED                   25        0    21200        0
NORTHWESTERN CORP             EQUITY   668074107     2199    95085 SH       DEFINED                12,21    95085        0        0
NORTHWESTERN CORP             EQUITY   668074107     1188    51370 SH       DEFINED             18,21,22    46394        0     4976
NORTHWESTERN CORP             EQUITY   668074107     1804    78003 SH       DEFINED                21,31    78003        0        0
NOVA CORPORATION              EQUITY   669784100      298    12300 SH       DEFINED               -         12300        0        0
NOVA CORPORATION              EQUITY   669784100     2806   115692 SH       DEFINED                12,21   115692        0        0
NOVA CORPORATION              EQUITY   669784100      652    26874 SH       DEFINED          15,18,21,22    13156        0    13718
NOVA CORPORATION              EQUITY   669784100    15107   622988 SH       DEFINED             18,21,22   406475        0   216513
NOVACARE INC CONV SUB DEB REG CORPBOND 669930AA7      758   840000 PRN      DEFINED             18,21,22   750000        0    90000
NOVELL INC                    EQUITY   670006105       95     5100 SH       DEFINED               -          5100        0        0
NOVELL INC                    EQUITY   670006105      161     8600 SH       DEFINED   2,3,11,13,14,29,30        0     8600        0
NOVELL INC                    EQUITY   670006105     1846    98800 SH       DEFINED                  6,7    98800        0        0
NOVELL INC                    EQUITY   670006105   106947  5722774 SH       DEFINED                12,21  5722774        0        0
NOVELL INC                    EQUITY   670006105       65     3473 SH       DEFINED          15,18,21,22     3120        0      353
NOVELL INC                    EQUITY   670006105     2859   153000 SH       DEFINED             16,18,21   153000        0        0
NOVELL INC                    EQUITY   670006105    19640  1050948 SH       DEFINED             18,21,22   290770        0   760178
NOVELL INC                    OPTION   670006105       49     2600 SH  CALL DEFINED             18,21,22        0        0     2600
NOVELL INC                    OPTION   670006105       28     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
NOVELL INC                    EQUITY   670006105      581    31092 SH       DEFINED                   25        0    31092        0
NOVELL INC                    EQUITY   670006105      393    21033 SH       DEFINED                21,31    21033        0        0
NOVELLUS SYS INC              EQUITY   670008101     5732    84367 SH       DEFINED                  4,6    31555    29872    22940
NOVELLUS SYS INC              EQUITY   670008101       37      540 SH       DEFINED                  6,7        0        0      540
NOVELLUS SYS INC              EQUITY   670008101     2240    32975 SH       DEFINED                12,21    32975        0        0
NOVELLUS SYS INC              EQUITY   670008101     1687    24828 SH       DEFINED             18,21,22    10540        0    14288
NOVELLUS SYS INC              EQUITY   670008101      673     9900 SH       DEFINED                21,31     9900        0        0
NOVEN PHARMACEUTICALS INC     EQUITY   670009109      355    40727 SH       DEFINED             18,21,22     2727        0    38000
NOVOSTE CORPORATION           EQUITY   67010C100      235    15100 SH       DEFINED                12,21    15100        0        0
NOVOSTE CORPORATION           EQUITY   67010C100      143     9211 SH       DEFINED             18,21,22     2211        0     7000
*** NOVO-NORDISK A S ADR      EQUITY   670100205       42      695 SH       DEFINED          15,18,21,22      550        0      145
*** NOVO-NORDISK A S ADR      EQUITY   670100205      690    11543 SH       DEFINED             18,21,22     9601        0     1942
NU SKIN ENTERPRISES INC CL A  EQUITY   67018T105      184    13651 SH       DEFINED                12,21    13651        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     6500 SH       DEFINED             18,21,22     2400        0     4100
NSTAR                         EQUITY   67019E107       66     1698 SH       DEFINED               -          1698        0        0
NSTAR                         EQUITY   67019E107     1223    31458 SH       DEFINED                12,21    31458        0        0
NSTAR                         EQUITY   67019E107      613    15759 SH       DEFINED             18,21,22     5594        0    10164
NSTAR                         EQUITY   67019E107      574    14766 SH       DEFINED     3,13,14,26,29,30    14766        0        0
NSTAR                         EQUITY   67019E107     1599    41129 SH       DEFINED                21,31    41129        0        0
N2H2 INC                      EQUITY   67019F104      962    90000 SH       DEFINED                12,21    90000        0        0
N2H2 INC                      EQUITY   67019F104      107    10000 SH       DEFINED     3,13,14,26,29,30    10000        0        0
NUCOR CORP                    EQUITY   670346105       23      500 SH       DEFINED               -           500        0        0
NUCOR CORP                    EQUITY   670346105     3150    67467 SH       DEFINED                  4,6    47867        0    19600
NUCOR CORP                    EQUITY   670346105     9811   210149 SH       DEFINED                12,21   210149        0        0
NUCOR CORP                    EQUITY   670346105      172     3689 SH       DEFINED          15,18,21,22      769        0     2920
NUCOR CORP                    EQUITY   670346105     9202   197098 SH       DEFINED             18,21,22    68365        0   128733
NUCOR CORP                    EQUITY   670346105      336     7198 SH       DEFINED                   25        0     7198        0
NUCOR CORP                    EQUITY   670346105      467    10000 SH       DEFINED     3,13,14,26,29,30    10000        0        0
NUCOR CORP                    EQUITY   670346105      256     5480 SH       DEFINED                21,31     5480        0        0
NUEVO ENERGY CO               EQUITY   670509108     4177   249400 SH       DEFINED   2,3,11,13,14,29,30        0   249400        0
NUEVO ENERGY CO               EQUITY   670509108     2501   149300 SH       DEFINED                  4,6        0   149300        0
NUEVO ENERGY CO               EQUITY   670509108      236    14068 SH       DEFINED                12,21    14068        0        0
NUEVO ENERGY CO               EQUITY   670509108      315    18822 SH       DEFINED             18,21,22     6967        0    11855
NUEVO FINANCING 1 TERM  CONV  EQUITY   670511203     2800   100000 SH       DEFINED                12,21   100000        0        0
NVEST L P UNIT LTD PARTNERSHI EQUITY   67065F107      948    45663 SH       DEFINED             18,21,22     9523        0    36140
NVIDIA CORP                   EQUITY   67066G104     1813    94800 SH       DEFINED                12,21    94800        0        0
NVIDIA CORP                   EQUITY   67066G104      330    17257 SH       DEFINED             18,21,22    17157        0      100
NVIDIA CORP                   EQUITY   67066G104       54     2800 SH       DEFINED                   25        0     2800        0
NVIDIA CORP                   EQUITY   67066G104      908    47500 SH       DEFINED                21,31    47500        0        0
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102        8      250 SH       DEFINED               -           250        0        0
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102       55     1824 SH       DEFINED          15,18,21,22     1191        0      633
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102     1891    62264 SH       DEFINED             18,21,22    51185        0    11079
*** NYCOMED AMERSHAM PLC SP   EQUITY   67066H102     1366    44975 SH       DEFINED                   25        0    44975        0
O CHARLEYS INC                EQUITY   670823103      183    12600 SH       DEFINED                12,21    12600        0        0
O CHARLEYS INC                EQUITY   670823103        5      360 SH       DEFINED          15,18,21,22      260        0      100
O CHARLEYS INC                EQUITY   670823103      375    25862 SH       DEFINED             18,21,22    19082        0     6780
OEA INC                       EQUITY   670826106      132    16400 SH       DEFINED                12,21    16400        0        0
OEA INC                       EQUITY   670826106       42     5168 SH       DEFINED             18,21,22     1923        0     3245
OEC MEDICAL SYSTEMS INC       EQUITY   670828102      499    14200 SH       DEFINED                12,21    14200        0        0
OEC MEDICAL SYSTEMS INC       EQUITY   670828102      409    11642 SH       DEFINED             18,21,22     3202        0     8440
OGE ENERGY CORP               EQUITY   670837103       38     1666 SH       DEFINED               -          1666        0        0
OGE ENERGY CORP               EQUITY   670837103       43     1894 SH       DEFINED                  4,6     1894        0        0
OGE ENERGY CORP               EQUITY   670837103      230    10207 SH       DEFINED                12,21    10207        0        0
OGE ENERGY CORP               EQUITY   670837103       47     2064 SH       DEFINED          15,18,21,22        0        0     2064
OGE ENERGY CORP               EQUITY   670837103      638    28288 SH       DEFINED             18,21,22    14423        0    13864
OGE ENERGY CORP               EQUITY   670837103      532    23600 SH       DEFINED                21,31    23600        0        0
OHM CORP CV S/D-REG-          CORPBOND 670839AA7     1033  1138000 PRN      DEFINED             18,21,22    50000        0  1088000
OM GROUP INC                  EQUITY   670872100       25      660 SH       DEFINED               -           660        0        0
OM GROUP INC                  EQUITY   670872100       16      405 SH       DEFINED                  4,6        0        0      405
OM GROUP INC                  EQUITY   670872100    10722   279865 SH       DEFINED                12,21   279865        0        0
OM GROUP INC                  EQUITY   670872100      693    18080 SH       DEFINED          15,18,21,22     7413        0    10667
OM GROUP INC                  EQUITY   670872100     2992    78100 SH       DEFINED             16,18,21    78100        0        0
OM GROUP INC                  EQUITY   670872100    13589   354688 SH       DEFINED             18,21,22   230036        0   124652
OM GROUP INC                  EQUITY   670872100     3338    87120 SH       DEFINED                21,31    87120        0        0
OAK INDUSTRIES INC CV SUB     CORPBOND 671400AL3      262   250000 PRN      DEFINED                12,21   250000        0        0
OAK INDUSTRIES INC CV SUB     CORPBOND 671400AL3    11064 10550000 PRN      DEFINED             16,18,21 10550000        0        0
OAK INDUSTRIES INC CV SUB     CORPBOND 671400AL3     2818  2687000 PRN      DEFINED             18,21,22  2687000        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505       22      645 SH       DEFINED               -           645        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505     6734   198800 SH       DEFINED                12,21   198800        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505      420    12412 SH       DEFINED          15,18,21,22     9145        0     3267
OAK INDUSTRIES INC NEW        EQUITY   671400505     3286    97000 SH       DEFINED             16,18,21    97000        0        0
OAK INDUSTRIES INC NEW        EQUITY   671400505     8263   243930 SH       DEFINED             18,21,22   173156        0    70774
OAKLEY INC                    EQUITY   673662102      185    31100 SH       DEFINED                12,21    31100        0        0
OAKLEY INC                    EQUITY   673662102       26     4317 SH       DEFINED             18,21,22     2716        0     1601
OAKLEY INC                    OPTION   673662102        3      500 SH  CALL DEFINED             18,21,22        0        0      500
OAKWOOD HOMES CORP            EQUITY   674098108      190    40538 SH       DEFINED                12,21    40538        0        0
OAKWOOD HOMES CORP            EQUITY   674098108        7     1550 SH       DEFINED          15,18,21,22        0        0     1550
OAKWOOD HOMES CORP            EQUITY   674098108      859   183331 SH       DEFINED             18,21,22   143662        0    39669
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105        2      102 SH       DEFINED               -           102        0        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105     5103   222453 SH       DEFINED                12,21   222453        0        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105       11      478 SH       DEFINED          15,18,21,22      278        0      200
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105     4075   177639 SH       DEFINED             18,21,22    88528        0    89110
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105      228     9923 SH       DEFINED                   25        0     9923        0
OCCIDENTAL PETROLEUM CORP-DEL EQUITY   674599105      533    23249 SH       DEFINED                21,31    23249        0        0
*** OCE NV ADR                EQUITY   674627203     5816   327654 SH       DEFINED                  4,6    26600        0   301054
*** OCE NV ADR                EQUITY   674627203       18     1000 SH       DEFINED                5,6,7        0        0     1000
*** OCE NV ADR                EQUITY   674627203     2663   150000 SH       DEFINED                    6   150000        0        0
*** OCE NV ADR                EQUITY   674627203       62     3500 SH       DEFINED                  6,7        0        0     3500
OCEAN ENERGY INC TEX          EQUITY   67481E106    11760  1113320 SH       DEFINED   2,3,11,13,14,29,30        0  1113320        0
OCEAN ENERGY INC TEX          EQUITY   67481E106    28439  2692323 SH       DEFINED                12,21  2692323        0        0
OCEAN ENERGY INC TEX          EQUITY   67481E106        2      172 SH       DEFINED          15,18,21,22      172        0        0
OCEAN ENERGY INC TEX          EQUITY   67481E106    15893  1504612 SH       DEFINED             18,21,22    62615        0  1441997
OCEAN ENERGY INC TEX          EQUITY   67481E106      543    51400 SH       DEFINED                   25        0    51400        0
OCEAN ENERGY INC TEX          EQUITY   67481E106      738    69864 SH       DEFINED                21,31    69864        0        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102        4      250 SH       DEFINED               -           250        0        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102     8770   508400 SH       DEFINED   2,3,11,13,14,29,30        0   508400        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102      294    17029 SH       DEFINED                12,21    17029        0        0
OCEANEERING INTERNATIONAL INC EQUITY   675232102      100     5770 SH       DEFINED          15,18,21,22     3030        0     2740
OCEANEERING INTERNATIONAL INC EQUITY   675232102     3730   216258 SH       DEFINED             18,21,22   163003        0    53255
OCEANFIRST FINANCIAL CORP     EQUITY   675234108      184    11198 SH       DEFINED                12,21    11198        0        0
OCEANFIRST FINANCIAL CORP     EQUITY   675234108      139     8445 SH       DEFINED             18,21,22      585        0     7860
OCEANFIRST FINANCIAL CORP     EQUITY   675234108      145     8800 SH       DEFINED                   25        0     8800        0
OCTEL CORP                    EQUITY   675727101      108     9600 SH       DEFINED                12,21     9600        0        0
OCTEL CORP                    EQUITY   675727101        2      221 SH       DEFINED          15,18,21,22      196        0       25
OCTEL CORP                    EQUITY   675727101       20     1755 SH       DEFINED             18,21,22     1394        0      361
OCWEN ASSET INVESTMENT CORP   EQUITY   67574M106       64    12869 SH       DEFINED             18,21,22     2492        0    10377
OCULAR SCIENCES INC           EQUITY   675744106      796    43900 SH       DEFINED                12,21    43900        0        0
OCULAR SCIENCES INC           EQUITY   675744106        1       46 SH       DEFINED          15,18,21,22       46        0        0
OCULAR SCIENCES INC           EQUITY   675744106      318    17566 SH       DEFINED             18,21,22    13874        0     3692
OCULAR SCIENCES INC           EQUITY   675744106      498    27500 SH       DEFINED                21,31    27500        0        0
OCWEN FINL CORP               EQUITY   675746101      186    25600 SH       DEFINED                12,21    25600        0        0
OCWEN FINL CORP               EQUITY   675746101       81    11205 SH       DEFINED          15,18,21,22     6765        0     4440
OCWEN FINL CORP               EQUITY   675746101     2806   387043 SH       DEFINED             18,21,22   224860        0   162183
ODWALLA INC                   EQUITY   676111107      134    19505 SH       DEFINED             18,21,22      270        0    19235
OFFICEMAX INC                 EQUITY   67622M108       13     2400 SH       DEFINED               -          2400        0        0
OFFICEMAX INC                 EQUITY   67622M108     4183   778273 SH       DEFINED                12,21   778273        0        0
OFFICEMAX INC                 EQUITY   67622M108       32     5975 SH       DEFINED          15,18,21,22     5975        0        0
OFFICEMAX INC                 EQUITY   67622M108     1211   225285 SH       DEFINED             18,21,22    81245        0   144040
OFFICEMAX INC                 EQUITY   67622M108      152    28300 SH       DEFINED                21,31    28300        0        0
OFFICE DEPOT INC SUB LIQUID   CORPBOND 676220AA4      323   539000 PRN      DEFINED             18,21,22   443000        0    96000
OFFICE DEPOT INC LIQUID YIELD CORPBOND 676220AB2      223   342000 PRN      DEFINED             18,21,22   273000        0    69000
OFFICE DEPOT INC   NEW        EQUITY   676220106      300    29300 SH       DEFINED               -         29300        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106      243    23700 SH       DEFINED                  4,6      750        0    22950
OFFICE DEPOT INC   NEW        EQUITY   676220106    14094  1375000 SH       DEFINED                  6,7  1375000        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106     9473   924209 SH       DEFINED                12,21   924209        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106     2371   231338 SH       DEFINED          15,18,21,22    89589        0   141749
OFFICE DEPOT INC   NEW        OPTION   676220106       21     2000 SH  CALL DEFINED          15,18,21,22        0        0     2000
OFFICE DEPOT INC   NEW        OPTION   676220106       26     2500 SH  PUT  DEFINED          15,18,21,22        0        0     2500
OFFICE DEPOT INC   NEW        EQUITY   676220106    12751  1243997 SH       DEFINED             18,21,22   818179        0   425818
OFFICE DEPOT INC   NEW        EQUITY   676220106      353    34400 SH       DEFINED                   25        0    34400        0
OFFICE DEPOT INC   NEW        EQUITY   676220106     1198   116850 SH       DEFINED     3,13,14,26,29,30   116850        0        0
OFFICE DEPOT INC   NEW        EQUITY   676220106      240    23436 SH       DEFINED                21,31    23436        0        0
OFFSHORE LOGISTICS INC        CORPBOND 676255AD4      834  1000000 PRN      DEFINED             18,21,22  1000000        0        0
OFFSHORE LOGISTICS INC        EQUITY   676255102     1602   152600 SH       DEFINED   2,3,11,13,14,29,30        0   152600        0
OFFSHORE LOGISTICS INC        EQUITY   676255102      188    17918 SH       DEFINED                12,21    17918        0        0
OFFSHORE LOGISTICS INC        EQUITY   676255102      149    14150 SH       DEFINED          15,18,21,22        0        0    14150
OFFSHORE LOGISTICS INC        EQUITY   676255102      451    42979 SH       DEFINED             18,21,22    17447        0    25532
OGDEN CORP                    EQUITY   676346109      792    80707 SH       DEFINED                12,21    80707        0        0
OGDEN CORP                    EQUITY   676346109      278    28295 SH       DEFINED             18,21,22    21597        0     6698
OHIO CASUALTY CORP            EQUITY   677240103      841    51140 SH       DEFINED                12,21    51140        0        0
OHIO CASUALTY CORP            EQUITY   677240103       22     1332 SH       DEFINED             16,18,21     1332        0        0
OHIO CASUALTY CORP            EQUITY   677240103     7877   479173 SH       DEFINED             18,21,22   395299        0    83874
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103      183     4950 SH       DEFINED               -          4950        0        0
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103     8963   243073 SH       DEFINED                12,21   243073        0        0
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103     1657    44922 SH       DEFINED             18,21,22    11704        0    33218
OLD KENT FINANCIAL CORP MICH  EQUITY   679833103      563    15260 SH       DEFINED                21,31    15260        0        0
OLD NATL BANKCORP CV S/D-REG  CORPBOND 680033AA5       18     8000 PRN      DEFINED             18,21,22     8000        0        0
OLD NATL BANKCORP CV S/D-REG  CORPBOND 680033AA5     4533  2000000 PRN      DEFINED        3,13,27,28,30  2000000        0        0
OLD NATL BANKCORP CV S/D-REG  CORPBOND 680033AA5     6799  3000000 PRN      DEFINED           3,13,29,30  3000000        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      235     8058 SH       DEFINED               -          8058        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      112     3828 SH       DEFINED                12,21     3828        0        0
OLD NATIONAL BANCORP IND      EQUITY   680033107      397    13591 SH       DEFINED             18,21,22     1876        0    11715
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104       25     1755 SH       DEFINED               -          1755        0        0
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104     1740   121076 SH       DEFINED                12,21   121076        0        0
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104       29     1989 SH       DEFINED          15,18,21,22     1142        0      847
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104      273    19000 SH       DEFINED             16,18,21    19000        0        0
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104     2130   148181 SH       DEFINED             18,21,22    83485        0    64695
OLD REPUBLIC INTERNATIONL COR EQUITY   680223104      246    17100 SH       DEFINED                21,31    17100        0        0
OLIN CORP                     EQUITY   680665205        3      200 SH       DEFINED               -           200        0        0
OLIN CORP                     EQUITY   680665205     1512   115200 SH       DEFINED   2,3,11,13,14,29,30        0   115200        0
OLIN CORP                     EQUITY   680665205     6423   489400 SH       DEFINED                12,21   489400        0        0
OLIN CORP                     EQUITY   680665205       34     2600 SH       DEFINED             16,18,21     2600        0        0
OLIN CORP                     EQUITY   680665205     1964   149663 SH       DEFINED             18,21,22   103752        0    45910
OLSTEN CORP                   EQUITY   681385100      588    57400 SH       DEFINED                12,21    57400        0        0
OLSTEN CORP                   EQUITY   681385100       76     7382 SH       DEFINED             18,21,22     3010        0     4371
OLYMPIC STEEL INC             EQUITY   68162K106      113    18793 SH       DEFINED             18,21,22     1093        0    17700
OLYMPIC STEEL INC             OPTION   68162K106       54     9000 SH  PUT  DEFINED             18,21,22        0        0     9000
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0      139   215000 PRN      DEFINED                12,21   215000        0        0
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0     5141  7925000 PRN      DEFINED             16,18,21  7925000        0        0
OMNICARE INC CV S/D-BK/ENTRY  CORPBOND 681904AD0     1966  3030000 PRN      DEFINED             18,21,22  3030000        0        0
OMNICARE INC                  EQUITY   681904108       18     2051 SH       DEFINED                  4,6     2051        0        0
OMNICARE INC                  EQUITY   681904108      628    73346 SH       DEFINED                12,21    73346        0        0
OMNICARE INC                  EQUITY   681904108       70     8227 SH       DEFINED          15,18,21,22     6167        0     2060
OMNICARE INC                  EQUITY   681904108     6485   757285 SH       DEFINED             18,21,22   660180        0    97105
OMNICARE INC                  EQUITY   681904108      503    58700 SH       DEFINED                21,31    58700        0        0
OMNICOM GROUP INC             EQUITY   681919106      459     5872 SH       DEFINED               -          5872        0        0
OMNICOM GROUP INC             EQUITY   681919106    58164   744505 SH       DEFINED                  4,6   312925    73720   357860
OMNICOM GROUP INC             EQUITY   681919106      705     9025 SH       DEFINED                  6,7        0        0     9025
OMNICOM GROUP INC             EQUITY   681919106    13479   172537 SH       DEFINED                12,21   172537        0        0
OMNICOM GROUP INC             EQUITY   681919106     4725    60482 SH       DEFINED          15,18,21,22    31839        0    28643
OMNICOM GROUP INC             EQUITY   681919106      126     1616 SH       DEFINED       17,18,19,20,21     1616        0        0
OMNICOM GROUP INC             EQUITY   681919106   129411  1656460 SH       DEFINED             18,21,22   925282        0   731177
OMNICOM GROUP INC             EQUITY   681919106      508     6500 SH       DEFINED                   25        0     6500        0
OMNICOM GROUP INC             EQUITY   681919106      864    11054 SH       DEFINED                21,31    11054        0        0
OMEGA HEALTHCARE INVESTORS IN CORPBOND 681936AG5     6072  6600000 PRN      DEFINED             18,21,22  6600000        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100        5      250 SH       DEFINED               -           250        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100      326    15640 SH       DEFINED                12,21    15640        0        0
OMEGA HEALTHCARE INVESTORS IN EQUITY   681936100      193     9255 SH       DEFINED             18,21,22     3257        0     5997
OMEGA FINANCIAL CORP          EQUITY   682092101      250     7750 SH       DEFINED                12,21     7750        0        0
OMEGA PROTEIN CORP            EQUITY   68210P107      381   117300 SH       DEFINED                12,21   117300        0        0
OMEGA PROTEIN CORP            EQUITY   68210P107       10     3000 SH       DEFINED             18,21,22     3000        0        0
OMNIPOINT CORP                EQUITY   68212D102     3880    72094 SH       DEFINED                12,21    72094        0        0
OMNIPOINT CORP                EQUITY   68212D102     6094   113240 SH       DEFINED             16,18,21   113240        0        0
OMNIPOINT CORP                EQUITY   68212D102      975    18113 SH       DEFINED             18,21,22     4583        0    13530
OMNIPOINT CORP                EQUITY   68212D102     1700    31600 SH       DEFINED     3,13,14,26,29,30    31600        0        0
OMNIPOINT CORP                EQUITY   68212D102     1711    31800 SH       DEFINED                21,31    31800        0        0
ON ASSIGNMENT INC             EQUITY   682159108      290    12400 SH       DEFINED                12,21    12400        0        0
ON ASSIGNMENT INC             EQUITY   682159108       53     2275 SH       DEFINED          15,18,21,22      525        0     1750
ON ASSIGNMENT INC             EQUITY   682159108     1583    67730 SH       DEFINED             18,21,22    48449        0    19281
ON COMMAND CORP               EQUITY   682160106      478    25916 SH       DEFINED                12,21    25916        0        0
ON COMMAND CORP               EQUITY   682160106     1498    81241 SH       DEFINED             18,21,22    80237        0     1004
ONE PRICE CLOTHING STORES INC EQUITY   682411103       53    15100 SH       DEFINED             18,21,22    15000        0      100
ONE VALLEY BANCORP INC        EQUITY   682419106      949    27497 SH       DEFINED                12,21    27497        0        0
ONE VALLEY BANCORP INC        EQUITY   682419106      203     5880 SH       DEFINED             18,21,22     3022        0     2858
ONE VALLEY BANCORP INC        EQUITY   682419106      121     3500 SH       DEFINED                   25        0     3500        0
ONEIDA LTD                    EQUITY   682505102      371    15600 SH       DEFINED                12,21    15600        0        0
ONEIDA LTD                    EQUITY   682505102       39     1635 SH       DEFINED             18,21,22       35        0     1600
ONEMAIN.COM INC               EQUITY   68267P109      317    19500 SH       DEFINED                12,21    19500        0        0
ONEMAIN.COM INC               EQUITY   68267P109        3      201 SH       DEFINED             18,21,22        0        0      201
ONEOK INC NEW                 EQUITY   682680103       89     3000 SH       DEFINED               -          3000        0        0
ONEOK INC NEW                 EQUITY   682680103      823    27843 SH       DEFINED                12,21    27843        0        0
ONEOK INC NEW                 EQUITY   682680103        7      250 SH       DEFINED          15,18,21,22        0        0      250
ONEOK INC NEW                 EQUITY   682680103      192     6477 SH       DEFINED             18,21,22     3882        0     2595
ONEOK INC NEW                 EQUITY   682680103       23      778 SH       DEFINED                   25        0      778        0
ONEOK INC NEW                 EQUITY   682680103       58     1978 SH       DEFINED                21,31     1978        0        0
ONHEALTH NETWORK CO           EQUITY   68272W107       79    12700 SH       DEFINED                12,21    12700        0        0
ONHEALTH NETWORK CO           EQUITY   68272W107       16     2530 SH       DEFINED             18,21,22     1524        0     1006
ONLINE RESOURCES & COMNS CORP EQUITY   68273G101        5      400 SH       DEFINED                12,21      400        0        0
ONLINE RESOURCES & COMNS CORP EQUITY   68273G101       46     3523 SH       DEFINED          15,18,21,22     2569        0      954
ONLINE RESOURCES & COMNS CORP EQUITY   68273G101      855    65789 SH       DEFINED             18,21,22    54994        0    10795
ONSALE INC                    EQUITY   682838107        4      300 SH       DEFINED                  4,6        0        0      300
ONSALE INC                    EQUITY   682838107      750    55800 SH       DEFINED                  6,7    55800        0        0
ONSALE INC                    EQUITY   682838107      126     9400 SH       DEFINED                12,21     9400        0        0
ONSALE INC                    EQUITY   682838107       47     3500 SH       DEFINED          15,18,21,22      500        0     3000
ONSALE INC                    EQUITY   682838107      516    38410 SH       DEFINED             18,21,22    37500        0      910
ON2.COM INC                   EQUITY   68338A107        3      200 SH       DEFINED          15,18,21,22        0        0      200
ON2.COM INC                   EQUITY   68338A107     8689   658890 SH       DEFINED             18,21,22   444107        0   214783
ONYX PHARMACEUTICALS INC      EQUITY   683399109     1526   175000 SH       DEFINED                12,21   175000        0        0
ONYX PHARMACEUTICALS INC      EQUITY   683399109       76     8680 SH       DEFINED             18,21,22      680        0     8000
OPEN MARKET INC               EQUITY   68370M100      885    70800 SH       DEFINED                  6,7    70800        0        0
OPEN MARKET INC               EQUITY   68370M100      394    31500 SH       DEFINED                12,21    31500        0        0
OPEN MARKET INC               EQUITY   68370M100       78     6200 SH       DEFINED          15,18,21,22     3155        0     3045
OPEN MARKET INC               EQUITY   68370M100     2094   167552 SH       DEFINED             18,21,22   163418        0     4134
*** VIMPEL COMMUNICATIONS SP  EQUITY   68370R109       23     1600 SH       DEFINED                  4,6        0      600     1000
*** VIMPEL COMMUNICATIONS SP  EQUITY   68370R109      451    30951 SH       DEFINED             18,21,22    13800        0    17151
OPTICAL COATING LABORATORY IN EQUITY   683829105       15      160 SH       DEFINED               -           160        0        0
OPTICAL COATING LABORATORY IN EQUITY   683829105      110     1200 SH       DEFINED                  6,7     1200        0        0
OPTICAL COATING LABORATORY IN EQUITY   683829105     1187    12900 SH       DEFINED                12,21    12900        0        0
OPTICAL COATING LABORATORY IN EQUITY   683829105      127     1380 SH       DEFINED          15,18,21,22      340        0     1040
OPTICAL COATING LABORATORY IN EQUITY   683829105     6725    73102 SH       DEFINED             18,21,22    22883        0    50219
OPTICAL COATING LABORATORY IN EQUITY   683829105       20      220 SH       DEFINED     3,13,14,26,29,30      220        0        0
*** OPTIMAL ROBOTICS CORP     EQUITY   68388R208       85     5000 SH       DEFINED          15,18,21,22        0        0     5000
*** OPTIMAL ROBOTICS CORP     EQUITY   68388R208      214    12600 SH       DEFINED             18,21,22    11800        0      800
ORACLE CORP                   EQUITY   68389X105      443     9797 SH       DEFINED               -          9797        0        0
ORACLE CORP                   EQUITY   68389X105    20641   456149 SH       DEFINED                  4,6   106734   217620   131795
ORACLE CORP                   EQUITY   68389X105     1833    40517 SH       DEFINED                  6,7        0        0    40517
ORACLE CORP                   EQUITY   68389X105   102957  2275291 SH       DEFINED                12,21  2275291        0        0
ORACLE CORP                   EQUITY   68389X105    18967   419165 SH       DEFINED          15,18,21,22   264987        0   154178
ORACLE CORP                   EQUITY   68389X105       44      975 SH       DEFINED             16,18,21      975        0        0
ORACLE CORP                   EQUITY   68389X105      552    12200 SH       DEFINED                18,21    12200        0        0
ORACLE CORP                   OPTION   68389X105    22625   500000 SH  CALL DEFINED       17,18,19,20,21   500000        0        0
ORACLE CORP                   EQUITY   68389X105   149157  3296295 SH       DEFINED             18,21,22  1992231        0  1304064
ORACLE CORP                   OPTION   68389X105    22937   506900 SH  CALL DEFINED             18,21,22   500000        0     6900
ORACLE CORP                   OPTION   68389X105    11466   253400 SH  PUT  DEFINED             18,21,22   250000        0     3400
ORACLE CORP                   EQUITY   68389X105    11561   255500 SH       DEFINED            4,6,23,24   255500        0        0
ORACLE CORP                   EQUITY   68389X105     4166    92061 SH       DEFINED                   25        0    92061        0
ORACLE CORP                   EQUITY   68389X105    16850   372365 SH       DEFINED     3,13,14,26,29,30   372365        0        0
ORACLE CORP                   EQUITY   68389X105     4636   102464 SH       DEFINED                21,31   102464        0        0
ORANGE CO INC                 EQUITY   684177108      564    82856 SH       DEFINED             18,21,22     4000        0    78856
*** ORANGE PLC ADR-USD        EQUITY   685211104    21556   219400 SH       DEFINED                12,21   219400        0        0
*** ORANGE PLC ADR-USD        EQUITY   685211104        1        8 SH       DEFINED          15,18,21,22        0        0        8
*** ORANGE PLC ADR-USD        EQUITY   685211104     3493    35551 SH       DEFINED             18,21,22    33163        0     2388
ORBITAL SCIENCES CORP         EQUITY   685564106        2      100 SH       DEFINED               -           100        0        0
ORBITAL SCIENCES CORP         EQUITY   685564106      692    38700 SH       DEFINED                12,21    38700        0        0
ORBITAL SCIENCES CORP         EQUITY   685564106     2813   157354 SH       DEFINED             18,21,22    59297        0    98057
ORBITAL SCIENCES CORP         OPTION   685564106       18     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
ORGANOGENESIS INC             EQUITY   685906109      752   100200 SH       DEFINED                  4,6        0        0   100200
ORGANOGENESIS INC             EQUITY   685906109      253    33688 SH       DEFINED                12,21    33688        0        0
ORGANOGENESIS INC             EQUITY   685906109      226    30137 SH       DEFINED             18,21,22     7443        0    22694
OREGON STL MLS INC            EQUITY   686079104       43     4050 SH       DEFINED               -          4050        0        0
OREGON STL MLS INC            EQUITY   686079104     6709   627740 SH       DEFINED                12,21   627740        0        0
OREGON STL MLS INC            EQUITY   686079104      129    12050 SH       DEFINED          15,18,21,22     9970        0     2080
OREGON STL MLS INC            EQUITY   686079104     6336   592828 SH       DEFINED             18,21,22   190767        0   402061
O REILLY AUTOMOTIVE INC       EQUITY   686091109     2411    51546 SH       DEFINED                  4,6    19060    22531     9955
O REILLY AUTOMOTIVE INC       EQUITY   686091109       15      330 SH       DEFINED                  6,7        0        0      330
O REILLY AUTOMOTIVE INC       EQUITY   686091109      847    18102 SH       DEFINED                12,21    18102        0        0
O REILLY AUTOMOTIVE INC       EQUITY   686091109      163     3485 SH       DEFINED          15,18,21,22     3285        0      200
O REILLY AUTOMOTIVE INC       EQUITY   686091109     5577   119215 SH       DEFINED             18,21,22    88663        0    30552
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100     1591    69751 SH       DEFINED                12,21    69751        0        0
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100      367    16079 SH       DEFINED             18,21,22    11856        0     4223
ORIENTAL FINANCIAL GROUP      EQUITY   68618W100     1216    53295 SH       DEFINED                21,31    53295        0        0
ORION CAPITAL CORP            EQUITY   686268103    15559   328850 SH       DEFINED                12,21   328850        0        0
ORION CAPITAL CORP            EQUITY   686268103     1107    23396 SH       DEFINED             16,18,21    23396        0        0
ORION CAPITAL CORP            EQUITY   686268103      331     6996 SH       DEFINED             18,21,22     1532        0     5464
ORTEC INTL INC                EQUITY   68749B108        2      200 SH       DEFINED          15,18,21,22        0        0      200
ORTEC INTL INC                EQUITY   68749B108        4      520 SH       DEFINED             18,21,22      470        0       50
ORTEC INTL INC                EQUITY   68749B108     2500   307692 SH       DEFINED        3,13,27,28,30   307692        0        0
ORTHOLOGIC CORP               EQUITY   68750J107       39    13050 SH       DEFINED             18,21,22     1200        0    11850
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103     2653   154900 SH       DEFINED                12,21   154900        0        0
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103       63     3682 SH       DEFINED          15,18,21,22     3091        0      591
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103     1260    73581 SH       DEFINED             18,21,22    62556        0    11025
ORTHODONTIC CENTERS OF AMERIC EQUITY   68750P103      608    35500 SH       DEFINED                   25        0    35500        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207     2410   122000 SH       DEFINED   2,3,11,13,14,29,30        0   122000        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207      265    13400 SH       DEFINED                12,21    13400        0        0
OSHKOSH B GOSH INC CL A       EQUITY   688222207      562    28460 SH       DEFINED             18,21,22        0        0    28460
OSHKOSH TRUCK CORP            EQUITY   688239201      295    11700 SH       DEFINED                12,21    11700        0        0
OSHKOSH TRUCK CORP            EQUITY   688239201       37     1460 SH       DEFINED          15,18,21,22     1250        0      210
OSHKOSH TRUCK CORP            EQUITY   688239201     1848    73175 SH       DEFINED             18,21,22    52384        0    20791
OSICOM TECHNOLOGIES INC (NEW) EQUITY   688271501      167    18500 SH       DEFINED             18,21,22     2300        0    16200
OSTEOTECH INC                 EQUITY   688582105      202    16000 SH       DEFINED                12,21    16000        0        0
OSTEOTECH INC                 EQUITY   688582105       19     1508 SH       DEFINED             18,21,22       42        0     1466
OSTEOTECH INC                 EQUITY   688582105      639    50600 SH       DEFINED                   25        0    50600        0
O'SULLIVAN INDUSTRIES HOLDING EQUITY   688609106      193    12776 SH       DEFINED                12,21    12776        0        0
O'SULLIVAN INDUSTRIES HOLDING EQUITY   688609106     1945   128611 SH       DEFINED             18,21,22   103911        0    24700
OTTER TAIL POWER CO           EQUITY   689648103      429     9757 SH       DEFINED                12,21     9757        0        0
OTTER TAIL POWER CO           EQUITY   689648103      125     2833 SH       DEFINED             18,21,22     1793        0     1040
OUTBACK STEAKHOUSE INC        EQUITY   689899102     4487   175512 SH       DEFINED   2,3,11,13,14,29,30        0   175512        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102     2340    91523 SH       DEFINED                12,21    91523        0        0
OUTBACK STEAKHOUSE INC        EQUITY   689899102      163     6370 SH       DEFINED          15,18,21,22     3089        0     3281
OUTBACK STEAKHOUSE INC        EQUITY   689899102     4913   192191 SH       DEFINED             18,21,22   137436        0    54755
OUTBACK STEAKHOUSE INC        EQUITY   689899102      498    19500 SH       DEFINED                21,31    19500        0        0
OUTDOOR SYSTEMS INC           EQUITY   690057104      529    15212 SH       DEFINED                  4,6     3500        0    11712
OUTDOOR SYSTEMS INC           EQUITY   690057104    69224  1992067 SH       DEFINED                12,21  1992067        0        0
OUTDOOR SYSTEMS INC           EQUITY   690057104       94     2714 SH       DEFINED          15,18,21,22     1406        0     1308
OUTDOOR SYSTEMS INC           EQUITY   690057104     2785    80141 SH       DEFINED             18,21,22    54326        0    25815
OUTDOOR SYSTEMS INC           EQUITY   690057104       14      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
OUTSOURCE INTL INC            EQUITY   690131107       23    21988 SH       DEFINED             18,21,22    19888        0     2100
OVERSEAS SHIPHOLDING GROUP IN EQUITY   690368105      618    42604 SH       DEFINED                12,21    42604        0        0
OVERSEAS SHIPHOLDING GROUP IN EQUITY   690368105      922    63563 SH       DEFINED             18,21,22    61832        0     1731
OWENS CORNING                 EQUITY   69073F103      129     5671 SH       DEFINED                12,21     5671        0        0
OWENS CORNING                 EQUITY   69073F103      283    12461 SH       DEFINED             18,21,22     8926        0     3535
OWENS CORNING                 EQUITY   69073F103       45     1963 SH       DEFINED                   25        0     1963        0
OWENS CORNING                 EQUITY   69073F103       78     3418 SH       DEFINED                21,31     3418        0        0
OWENS & MINOR INC HLDG CO     EQUITY   690732102     3864   388766 SH       DEFINED                12,21   388766        0        0
OWENS & MINOR INC HLDG CO     EQUITY   690732102       44     4412 SH       DEFINED             18,21,22      382        0     4030
OWENS & MINOR INC HLDG CO     EQUITY   690732102      159    16000 SH       DEFINED                   25        0    16000        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      332    16500 SH       DEFINED                  4,6    12400        0     4100
OWENS ILLINOIS INC NEW        EQUITY   690768403      894    44424 SH       DEFINED                12,21    44424        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403       36     1794 SH       DEFINED          15,18,21,22       53        0     1741
OWENS ILLINOIS INC NEW        OPTION   690768403    22138  1100000 SH  CALL DEFINED       17,18,19,20,21  1100000        0        0
OWENS ILLINOIS INC NEW        OPTION   690768403    22138  1100000 SH  PUT  DEFINED       17,18,19,20,21  1100000        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403     2149   106778 SH       DEFINED             18,21,22    53282        0    53496
OWENS ILLINOIS INC NEW        OPTION   690768403    22138  1100000 SH  CALL DEFINED             18,21,22  1100000        0        0
OWENS ILLINOIS INC NEW        OPTION   690768403    22138  1100000 SH  PUT  DEFINED             18,21,22  1100000        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403       89     4400 SH       DEFINED                   25        0     4400        0
OWENS ILLINOIS INC NEW        EQUITY   690768403       14      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
OWENS ILLINOIS INC NEW        EQUITY   690768403      194     9622 SH       DEFINED                21,31     9622        0        0
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502      202     6200 SH       DEFINED                  4,6      500        0     5700
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502      816    25000 SH       DEFINED                12,21    25000        0        0
OWENS ILLINOIS CV PFD $2.375  EQUITY   690768502     5224   160126 SH       DEFINED             18,21,22    46815        0   113311
OXFORD HEALTH PLANS INC       EQUITY   691471106      347    27595 SH       DEFINED                  4,6    18000        0     9595
OXFORD HEALTH PLANS INC       EQUITY   691471106      899    71536 SH       DEFINED                12,21    71536        0        0
OXFORD HEALTH PLANS INC       EQUITY   691471106       18     1430 SH       DEFINED          15,18,21,22      430        0     1000
OXFORD HEALTH PLANS INC       EQUITY   691471106     2342   186448 SH       DEFINED             18,21,22    47940        0   138508
OXFORD HEALTH PLANS INC       EQUITY   691471106      144    11500 SH       DEFINED                21,31    11500        0        0
P.A.M. TRANSPORTATION SERVICE EQUITY   693149106        5      500 SH       DEFINED          15,18,21,22        0        0      500
P.A.M. TRANSPORTATION SERVICE EQUITY   693149106      130    12600 SH       DEFINED             18,21,22     8251        0     4349
PBOC HOLDINGS INC             EQUITY   69316G108      970   117600 SH       DEFINED                  4,6        0   117600        0
PBOC HOLDINGS INC             EQUITY   69316G108       13     1600 SH       DEFINED                12,21     1600        0        0
PBOC HOLDINGS INC             EQUITY   69316G108       38     4600 SH       DEFINED             18,21,22     2000        0     2600
PCD INC                       EQUITY   69318P106        4      485 SH       DEFINED          15,18,21,22      355        0      130
PCD INC                       EQUITY   69318P106      250    32320 SH       DEFINED             18,21,22    23785        0     8535
P-COM INC                     EQUITY   693262107      976   150500 SH       DEFINED                12,21   150500        0        0
P-COM INC                     EQUITY   693262107      136    20926 SH       DEFINED             18,21,22     8526        0    12400
PECO ENERGY CO                EQUITY   693304107       74     1950 SH       DEFINED               -          1950        0        0
PECO ENERGY CO                EQUITY   693304107     4164   109400 SH       DEFINED   2,3,11,13,14,29,30        0   109400        0
PECO ENERGY CO                EQUITY   693304107    17588   462077 SH       DEFINED                12,21   462077        0        0
PECO ENERGY CO                EQUITY   693304107        6      150 SH       DEFINED          15,18,21,22        0        0      150
PECO ENERGY CO                EQUITY   693304107     1573    41337 SH       DEFINED             18,21,22    31579        0     9758
PECO ENERGY CO                EQUITY   693304107      207     5428 SH       DEFINED                   25        0     5428        0
PECO ENERGY CO                EQUITY   693304107      799    21000 SH       DEFINED     3,13,14,26,29,30    21000        0        0
PECO ENERGY CO                EQUITY   693304107      441    11592 SH       DEFINED                21,31    11592        0        0
P G & E CORPORATION           EQUITY   69331C108       89     3435 SH       DEFINED               -          3435        0        0
P G & E CORPORATION           EQUITY   69331C108       85     3277 SH       DEFINED                  4,6     2277        0     1000
P G & E CORPORATION           EQUITY   69331C108     1059    41039 SH       DEFINED                12,21    41039        0        0
P G & E CORPORATION           EQUITY   69331C108       36     1400 SH       DEFINED          15,18,21,22     1000        0      400
P G & E CORPORATION           EQUITY   69331C108     3117   120741 SH       DEFINED             18,21,22    80292        0    40449
P G & E CORPORATION           EQUITY   69331C108      281    10880 SH       DEFINED                   25        0    10880        0
P G & E CORPORATION           EQUITY   69331C108      416    16100 SH       DEFINED     3,13,14,26,29,30    16100        0        0
P G & E CORPORATION           EQUITY   69331C108      617    23898 SH       DEFINED                21,31    23898        0        0
PFF BANCORP INC               EQUITY   69331W104      237    11469 SH       DEFINED                12,21    11469        0        0
PFF BANCORP INC               EQUITY   69331W104      517    24973 SH       DEFINED             18,21,22     6465        0    18508
PFF BANCORP INC               EQUITY   69331W104      153     7400 SH       DEFINED                   25        0     7400        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102     4638    65093 SH       DEFINED                12,21    65093        0        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102       11      152 SH       DEFINED          15,18,21,22        0        0      152
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      143     2000 SH       DEFINED             16,18,21     2000        0        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102     2010    28216 SH       DEFINED             18,21,22    21225        0     6991
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      270     3792 SH       DEFINED                   25        0     3792        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      428     6000 SH       DEFINED     3,13,14,26,29,30     6000        0        0
PE CORP COM PE BIOSYSTEMS GRP EQUITY   69332S102      456     6399 SH       DEFINED                21,31     6399        0        0
PE CORP COM CELERA GENOMICS   EQUITY   69332S201      822    20300 SH       DEFINED                12,21    20300        0        0
PE CORP COM CELERA GENOMICS   EQUITY   69332S201      540    13332 SH       DEFINED             18,21,22     9689        0     3643
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102       46     1533 SH       DEFINED               -          1533        0        0
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102      106     3538 SH       DEFINED          15,18,21,22      467        0     3071
PIMCO ADVISORS HLDGS L/P      EQUITY   69338P102     9575   319167 SH       DEFINED             18,21,22   189190        0   129976
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100       41     3264 SH       DEFINED               -          3264        0        0
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100        8      607 SH       DEFINED          15,18,21,22      357        0      250
PIMCO COMMERCIAL MORTGAGE     EQUITY   693388100     2778   222225 SH       DEFINED             18,21,22   152695        0    69529
PLD TELECOM INC DEL           EQUITY   69340T100        3     1000 SH       DEFINED               -          1000        0        0
PLD TELECOM INC DEL           EQUITY   69340T100     1311   524300 SH       DEFINED                  4,6   100000        0   424300
PLD TELECOM INC DEL           EQUITY   69340T100     2895  1158000 SH       DEFINED                    6  1158000        0        0
PLD TELECOM INC DEL           EQUITY   69340T100       50    20000 SH       DEFINED                  6,7        0        0    20000
PLD TELECOM INC DEL           EQUITY   69340T100       15     6057 SH       DEFINED             18,21,22     6057        0        0
PLX TECHNOLOGY INC            EQUITY   693417107      258    11200 SH       DEFINED                  4,6        0        0    11200
PLX TECHNOLOGY INC            EQUITY   693417107     1175    51100 SH       DEFINED                12,21    51100        0        0
PLX TECHNOLOGY INC            EQUITY   693417107      698    30368 SH       DEFINED             18,21,22    28293        0     2075
PLX TECHNOLOGY INC            EQUITY   693417107       74     3200 SH       DEFINED                   25        0     3200        0
PMA CAPITAL CORP CL A         EQUITY   693419202      282    14100 SH       DEFINED                12,21    14100        0        0
PMC SIERRA INC                EQUITY   69344F106       37      395 SH       DEFINED               -           395        0        0
PMC SIERRA INC                EQUITY   69344F106     4662    49595 SH       DEFINED                  4,6    25250    14195    10150
PMC SIERRA INC                EQUITY   69344F106       20      210 SH       DEFINED                  6,7        0        0      210
PMC SIERRA INC                EQUITY   69344F106     8412    89489 SH       DEFINED                12,21    89489        0        0
PMC SIERRA INC                EQUITY   69344F106      704     7489 SH       DEFINED          15,18,21,22     4760        0     2729
PMC SIERRA INC                OPTION   69344F106       94     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
PMC SIERRA INC                EQUITY   69344F106    22122   235344 SH       DEFINED             18,21,22   140631        0    94713
PMC SIERRA INC                OPTION   69344F106       56      600 SH  CALL DEFINED             18,21,22        0        0      600
PMC SIERRA INC                EQUITY   69344F106      226     2400 SH       DEFINED     3,13,14,26,29,30     2400        0        0
PMC SIERRA INC                EQUITY   69344F106     1560    16594 SH       DEFINED                21,31    16594        0        0
PMI GROUP INC                 EQUITY   69344M101     1519    36600 SH       DEFINED                  4,6        0    36600        0
PMI GROUP INC                 EQUITY   69344M101     1465    35304 SH       DEFINED                12,21    35304        0        0
PMI GROUP INC                 EQUITY   69344M101       41      991 SH       DEFINED          15,18,21,22      645        0      346
PMI GROUP INC                 OPTION   69344M101    24900   600000 SH  CALL DEFINED       17,18,19,20,21   600000        0        0
PMI GROUP INC                 EQUITY   69344M101     1785    43019 SH       DEFINED             18,21,22    28910        0    14109
PMI GROUP INC                 OPTION   69344M101    24900   600000 SH  CALL DEFINED             18,21,22   600000        0        0
PMI GROUP INC                 OPTION   69344M101     4150   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
PMI GROUP INC                 EQUITY   69344M101      620    14950 SH       DEFINED                21,31    14950        0        0
P N C BANK CORP               EQUITY   693475105      190     3619 SH       DEFINED               -          3619        0        0
P N C BANK CORP               EQUITY   693475105      590    11245 SH       DEFINED                  4,6     6000        0     5245
P N C BANK CORP               EQUITY   693475105    21982   418708 SH       DEFINED                12,21   418708        0        0
P N C BANK CORP               EQUITY   693475105      833    15873 SH       DEFINED          15,18,21,22    12742        0     3131
P N C BANK CORP               EQUITY   693475105    21811   415449 SH       DEFINED             18,21,22   248714        0   166735
P N C BANK CORP               EQUITY   693475105      459     8737 SH       DEFINED                   25        0     8737        0
P N C BANK CORP               EQUITY   693475105     1077    20519 SH       DEFINED                21,31    20519        0        0
PP & L RESOURCES INC          EQUITY   693499105       41     1487 SH       DEFINED               -          1487        0        0
PP & L RESOURCES INC          EQUITY   693499105       14      500 SH       DEFINED                  4,6        0        0      500
PP & L RESOURCES INC          EQUITY   693499105     2379    86712 SH       DEFINED                12,21    86712        0        0
PP & L RESOURCES INC          EQUITY   693499105    11561   421359 SH       DEFINED             18,21,22   117954        0   303405
PP & L RESOURCES INC          EQUITY   693499105      121     4398 SH       DEFINED                   25        0     4398        0
PP & L RESOURCES INC          EQUITY   693499105      332    12100 SH       DEFINED     3,13,14,26,29,30    12100        0        0
PP & L RESOURCES INC          EQUITY   693499105      300    10918 SH       DEFINED                21,31    10918        0        0
PPG INDUSTRIES INC            EQUITY   693506107    11067   185024 SH       DEFINED               -        185024        0        0
PPG INDUSTRIES INC            EQUITY   693506107     2054    34340 SH       DEFINED                  4,6    28940        0     5400
PPG INDUSTRIES INC            EQUITY   693506107    16209   271000 SH       DEFINED                    6   271000        0        0
PPG INDUSTRIES INC            EQUITY   693506107    64989  1086539 SH       DEFINED                12,21  1086539        0        0
PPG INDUSTRIES INC            EQUITY   693506107     2148    35915 SH       DEFINED          15,18,21,22    26979        0     8936
PPG INDUSTRIES INC            EQUITY   693506107    77806  1300818 SH       DEFINED             18,21,22   846875        0   453943
PPG INDUSTRIES INC            EQUITY   693506107     1240    20728 SH       DEFINED                   25        0    20728        0
PPG INDUSTRIES INC            EQUITY   693506107      479     8000 SH       DEFINED     3,13,14,26,29,30     8000        0        0
PPG INDUSTRIES INC            EQUITY   693506107      696    11639 SH       DEFINED                21,31    11639        0        0
PRI AUTOMATION INC            EQUITY   69357H106     4354   128066 SH       DEFINED   2,3,11,13,14,29,30        0   128066        0
PRI AUTOMATION INC            EQUITY   69357H106     2404    70700 SH       DEFINED                12,21    70700        0        0
PRI AUTOMATION INC            EQUITY   69357H106        4      113 SH       DEFINED          15,18,21,22      113        0        0
PRI AUTOMATION INC            EQUITY   69357H106     3326    97812 SH       DEFINED             18,21,22    63810        0    34002
PRI AUTOMATION INC            EQUITY   69357H106     3135    92193 SH       DEFINED                21,31    92193        0        0
PRT GROUP INC COM             EQUITY   693579104       25    12936 SH       DEFINED             18,21,22     6786        0     6150
PRT GROUP INC COM             EQUITY   693579104     1226   632540 SH       DEFINED        3,13,27,28,30   632540        0        0
PS BUSINESS PKS INC CALIF     EQUITY   69360J107      442    19000 SH       DEFINED                12,21    19000        0        0
PS BUSINESS PKS INC CALIF     EQUITY   69360J107     5280   227101 SH       DEFINED             18,21,22   227101        0        0
*** P.T. TRI POLYTA INDONESIA EQUITY   69365B109       13    11000 SH       DEFINED             18,21,22        0        0    11000
PSS WORLD MEDICAL INC         EQUITY   69366A100     1166   134179 SH       DEFINED                12,21   134179        0        0
PSS WORLD MEDICAL INC         EQUITY   69366A100      183    21120 SH       DEFINED          15,18,21,22    16210        0     4910
PSS WORLD MEDICAL INC         EQUITY   69366A100     5068   583333 SH       DEFINED             18,21,22   416322        0   167011
PSS WORLD MEDICAL INC         EQUITY   69366A100      516    59425 SH       DEFINED                21,31    59425        0        0
PXRE CORP                     EQUITY   693674103      134     9394 SH       DEFINED                12,21     9394        0        0
PXRE CORP                     EQUITY   693674103       14     1000 SH       DEFINED             16,18,21     1000        0        0
PXRE CORP                     EQUITY   693674103       17     1170 SH       DEFINED             18,21,22     1118        0       52
PACCAR INC -DEL-              EQUITY   693718108      149     3000 SH       DEFINED                  4,6        0        0     3000
PACCAR INC -DEL-              EQUITY   693718108     5119   103021 SH       DEFINED                12,21   103021        0        0
PACCAR INC -DEL-              EQUITY   693718108       70     1399 SH       DEFINED          15,18,21,22      689        0      710
PACCAR INC -DEL-              EQUITY   693718108     4905    98708 SH       DEFINED             18,21,22    52979        0    45729
PACCAR INC -DEL-              OPTION   693718108     1491    30000 SH  PUT  DEFINED             18,21,22    30000        0        0
PACCAR INC -DEL-              EQUITY   693718108      115     2319 SH       DEFINED                   25        0     2319        0
PACCAR INC -DEL-              EQUITY   693718108      240     4826 SH       DEFINED                21,31     4826        0        0
PACIFIC CAPITAL BANCORP -NEW- EQUITY   69404P101      900    26554 SH       DEFINED                12,21    26554        0        0
PACIFIC CAPITAL BANCORP -NEW- EQUITY   69404P101      301     8891 SH       DEFINED             18,21,22     2336        0     6555
PACIFIC CENTURY FINL CORP     EQUITY   694058108       51     2500 SH       DEFINED                  4,6     2500        0        0
PACIFIC CENTURY FINL CORP     EQUITY   694058108      224    10978 SH       DEFINED                12,21    10978        0        0
PACIFIC CENTURY FINL CORP     EQUITY   694058108      512    25148 SH       DEFINED             18,21,22     4294        0    20854
PACIFIC CENTURY FINL CORP     EQUITY   694058108      585    28734 SH       DEFINED                21,31    28734        0        0
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208        8     1285 SH       DEFINED               -          1285        0        0
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208       25     4130 SH       DEFINED          15,18,21,22     1855        0     2275
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208     1731   285510 SH       DEFINED             18,21,22   214704        0    70806
*** PACIFIC DUNLOP LTD ADR    EQUITY   694185208      986   162660 SH       DEFINED                   25        0   162660        0
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107     4879   312900 SH       DEFINED                12,21   312900        0        0
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107       46     2940 SH       DEFINED          15,18,21,22      765        0     2175
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107     3792   243197 SH       DEFINED             18,21,22   104657        0   138540
PACIFIC GATEWAY EXCHANGE INC  EQUITY   694327107      499    31971 SH       DEFINED                21,31    31971        0        0
PACIFIC GULF PPTYS INC        EQUITY   694396102      296    14414 SH       DEFINED                12,21    14414        0        0
PACIFIC GULF PPTYS INC        EQUITY   694396102      135     6573 SH       DEFINED             18,21,22     6428        0      145
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100       38     1357 SH       DEFINED               -          1357        0        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     7895   283529 SH       DEFINED                12,21   283529        0        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100      720    25852 SH       DEFINED          15,18,21,22    14405        0    11447
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100    12079   433812 SH       DEFINED             18,21,22   309968        0   123844
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     1393    50025 SH       DEFINED                   25        0    50025        0
PACIFIC SUNWEAR OF CALIF INC  EQUITY   694873100     5579   200380 SH       DEFINED                21,31   200380        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102     7008   157492 SH       DEFINED                12,21   157492        0        0
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102       92     2072 SH       DEFINED          15,18,21,22     1457        0      615
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102     3143    70640 SH       DEFINED             18,21,22    49821        0    20819
PACIFICARE HEALTH SYSTEM INC  EQUITY   695112102     2052    46119 SH       DEFINED                21,31    46119        0        0
PACIFICORP                    EQUITY   695114108       61     3086 SH       DEFINED               -          3086        0        0
PACIFICORP                    EQUITY   695114108       36     1800 SH       DEFINED                  4,6        0        0     1800
PACIFICORP                    EQUITY   695114108     5107   256947 SH       DEFINED                12,21   256947        0        0
PACIFICORP                    EQUITY   695114108       26     1300 SH       DEFINED          15,18,21,22      200        0     1100
PACIFICORP                    EQUITY   695114108     4471   224943 SH       DEFINED             18,21,22   103644        0   121299
PACIFICORP                    EQUITY   695114108      170     8533 SH       DEFINED                   25        0     8533        0
PACIFICORP                    EQUITY   695114108      366    18405 SH       DEFINED                21,31    18405        0        0
PACKAGED ICE INC              EQUITY   695148106        8     2255 SH       DEFINED          15,18,21,22     1715        0      540
PACKAGED ICE INC              EQUITY   695148106      174    51673 SH       DEFINED             18,21,22    35700        0    15973
PACKETEER INC                 EQUITY   695210104      949    24500 SH       DEFINED                12,21    24500        0        0
PACKETEER INC                 EQUITY   695210104      244     6305 SH       DEFINED             18,21,22     5970        0      335
PACKETEER INC                 EQUITY   695210104       54     1400 SH       DEFINED                   25        0     1400        0
PAGEMART WIRELESS INC CL A    EQUITY   69553J104      222    40800 SH       DEFINED                12,21    40800        0        0
PAGEMART WIRELESS INC CL A    EQUITY   69553J104        3      541 SH       DEFINED             18,21,22      430        0      111
PAGING NETWORK INC            EQUITY   695542100     1147  1146700 SH       DEFINED                12,21  1146700        0        0
PAGING NETWORK INC            EQUITY   695542100     3474  3474059 SH       DEFINED             18,21,22  1407248        0  2066811
PAGING NETWORK INC            EQUITY   695542100      123   122900 SH       DEFINED                21,31   122900        0        0
PAINE WEBBER GROUP INC        EQUITY   695629105     3336    93142 SH       DEFINED                12,21    93142        0        0
PAINE WEBBER GROUP INC        EQUITY   695629105       20      550 SH       DEFINED          15,18,21,22      100        0      450
PAINE WEBBER GROUP INC        EQUITY   695629105     1639    45762 SH       DEFINED             18,21,22    17897        0    27865
PAINE WEBBER GROUP INC        OPTION   695629105       72     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
PAINE WEBBER GROUP INC        EQUITY   695629105      150     4200 SH       DEFINED                   25        0     4200        0
PAINE WEBBER GROUP INC        EQUITY   695629105        7      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
PAINE WEBBER GROUP INC        EQUITY   695629105      343     9564 SH       DEFINED                21,31     9564        0        0
PAKISTAN INVESTMENT FUND INC  EQUITY   695844100       66    31970 SH       DEFINED             18,21,22     7109        0    24861
PAIRGAIN TECHNOLOGIES INC     EQUITY   695934109     3396   253900 SH       DEFINED                12,21   253900        0        0
PAIRGAIN TECHNOLOGIES INC     EQUITY   695934109     2408   180000 SH       DEFINED             16,18,21   180000        0        0
PAIRGAIN TECHNOLOGIES INC     EQUITY   695934109      764    57115 SH       DEFINED             18,21,22    20315        0    36800
PALATIN TECHNOLOGIES INC (NEW EQUITY   696077304        1      200 SH       DEFINED          15,18,21,22        0        0      200
PALATIN TECHNOLOGIES INC (NEW EQUITY   696077304       39    13000 SH       DEFINED             18,21,22    13000        0        0
PALL CORP                     EQUITY   696429307       39     1700 SH       DEFINED               -          1700        0        0
PALL CORP                     EQUITY   696429307      376    16500 SH       DEFINED                  4,6    13500        0     3000
PALL CORP                     EQUITY   696429307      305    13360 SH       DEFINED                12,21    13360        0        0
PALL CORP                     EQUITY   696429307      131     5727 SH       DEFINED          15,18,21,22     4368        0     1359
PALL CORP                     EQUITY   696429307       34     1500 SH       DEFINED             16,18,21     1500        0        0
PALL CORP                     EQUITY   696429307     5379   235787 SH       DEFINED             18,21,22   127897        0   107889
PALL CORP                     EQUITY   696429307       82     3574 SH       DEFINED                   25        0     3574        0
PALL CORP                     EQUITY   696429307      177     7777 SH       DEFINED                21,31     7777        0        0
PALM HARBOR HOMES INC         EQUITY   696639103      300    20847 SH       DEFINED                12,21    20847        0        0
PALM HARBOR HOMES INC         EQUITY   696639103      124     8610 SH       DEFINED             18,21,22     4093        0     4517
PALOMAR MEDICAL TECHNOLOGIES  EQUITY   697529303       29    13288 SH       DEFINED             18,21,22     1007        0    12281
PALOMAR MEDICAL TECHNOLOGIES  EQUITY   697529303      782   362543 SH       DEFINED           3,13,29,30   362543        0        0
PANAMSAT CORP (NEW)           EQUITY   697933109    19721   563461 SH       DEFINED                12,21   563461        0        0
PANAMSAT CORP (NEW)           EQUITY   697933109        2       45 SH       DEFINED          15,18,21,22       15        0       30
PANAMSAT CORP (NEW)           EQUITY   697933109     1260    36000 SH       DEFINED             16,18,21    36000        0        0
PANAMSAT CORP (NEW)           EQUITY   697933109      987    28202 SH       DEFINED             18,21,22    21199        0     7003
PAN PACIFIC RETAIL PROPERTIES EQUITY   69806L104      121     7000 SH       DEFINED                12,21     7000        0        0
PAN PACIFIC RETAIL PROPERTIES EQUITY   69806L104     1245    71910 SH       DEFINED             18,21,22    58032        0    13878
PANERA BREAD CO CL A          EQUITY   69840W108     2240   344585 SH       DEFINED             18,21,22   119800        0   224785
PANTRY INC                    EQUITY   698657103     7042   640200 SH       DEFINED                12,21   640200        0        0
PANTRY INC                    EQUITY   698657103       66     6000 SH       DEFINED             18,21,22        0        0     6000
PAPA JOHNS INTL INC           EQUITY   698813102     7928   199600 SH       DEFINED   2,3,11,13,14,29,30        0   199600        0
PAPA JOHNS INTL INC           EQUITY   698813102     2243    56465 SH       DEFINED                  4,6    33000    14840     8625
PAPA JOHNS INTL INC           EQUITY   698813102       10      255 SH       DEFINED                  6,7        0        0      255
PAPA JOHNS INTL INC           EQUITY   698813102     1566    39425 SH       DEFINED                12,21    39425        0        0
PAPA JOHNS INTL INC           EQUITY   698813102     1468    36963 SH       DEFINED             18,21,22    13461        0    23502
PAPA JOHNS INTL INC           EQUITY   698813102        8      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
*** PARADIGM GEOPHYSICAL LTD  EQUITY   69900J104     1654   287700 SH       DEFINED                12,21   287700        0        0
*** PARADIGM GEOPHYSICAL LTD  EQUITY   69900J104      223    38700 SH       DEFINED             16,18,21    38700        0        0
PARADYNE NETWORKS INC         EQUITY   69911G107       55     1989 SH       DEFINED          15,18,21,22     1355        0      634
PARADYNE NETWORKS INC         EQUITY   69911G107      946    34397 SH       DEFINED             18,21,22    28188        0     6209
PARADYNE NETWORKS INC         EQUITY   69911G107       14      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
PARALLEL PETROLEUM CORP-DEL   EQUITY   699157103       33    16560 SH       DEFINED             18,21,22     6160        0    10400
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       30     2011 SH       DEFINED               -          2011        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100     1553   105757 SH       DEFINED                12,21   105757        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      397    27024 SH       DEFINED          15,18,21,22    18534        0     8490
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100    11450   779577 SH       DEFINED             18,21,22   532220        0   247357
PARAMETRIC TECHNOLOGY CORP    OPTION   699173100       59     4000 SH  CALL DEFINED             18,21,22        0        0     4000
PARAMETRIC TECHNOLOGY CORP    OPTION   699173100       59     4000 SH  PUT  DEFINED             18,21,22        0        0     4000
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      139     9494 SH       DEFINED                   25        0     9494        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       28     1916 SH       DEFINED        3,13,27,28,30     1916        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100       25     1736 SH       DEFINED           3,13,29,30     1736        0        0
PARAMETRIC TECHNOLOGY CORP    EQUITY   699173100      244    16604 SH       DEFINED                21,31    16604        0        0
PAREXEL INTL CORP             EQUITY   699462107      235    26900 SH       DEFINED                12,21    26900        0        0
PAREXEL INTL CORP             EQUITY   699462107     1115   127429 SH       DEFINED             18,21,22    25750        0   101679
PARK ELECTROCHEMICAL CORP CV  CORPBOND 700416AB6        2     2000 PRN      DEFINED          15,18,21,22     2000        0        0
PARK ELECTROCHEMICAL CORP CV  CORPBOND 700416AB6      559   576000 PRN      DEFINED             18,21,22   422000        0   154000
PARK ELECTROCHEMICAL CORP     EQUITY   700416209     2102    63343 SH       DEFINED                12,21    63343        0        0
PARK ELECTROCHEMICAL CORP     EQUITY   700416209     1035    31200 SH       DEFINED                   25        0    31200        0
PARK ELECTROCHEMICAL CORP     EQUITY   700416209     3493   105263 SH       DEFINED                21,31   105263        0        0
PARK NATIONAL CORP OH         EQUITY   700658107      932     9000 SH       DEFINED                12,21     9000        0        0
PARK NATIONAL CORP OH         EQUITY   700658107     2193    21192 SH       DEFINED             18,21,22    20014        0     1178
PARK OHIO HOLDINGS CORP       EQUITY   700666100      527    44401 SH       DEFINED             18,21,22     5400        0    39001
PARK PL ENTMT CORP            EQUITY   700690100       57     4500 SH       DEFINED               -          4500        0        0
PARK PL ENTMT CORP            EQUITY   700690100       70     5477 SH       DEFINED                  4,6        0        0     5477
PARK PL ENTMT CORP            EQUITY   700690100     1106    86781 SH       DEFINED                12,21    86781        0        0
PARK PL ENTMT CORP            EQUITY   700690100       42     3317 SH       DEFINED          15,18,21,22        0        0     3317
PARK PL ENTMT CORP            EQUITY   700690100     2377   186396 SH       DEFINED             18,21,22    98865        0    87531
PARK PL ENTMT CORP            EQUITY   700690100      215    16900 SH       DEFINED     3,13,14,26,29,30    16900        0        0
PARK PL ENTMT CORP            EQUITY   700690100      191    14993 SH       DEFINED        3,13,27,28,30    14993        0        0
PARK PL ENTMT CORP            EQUITY   700690100      231    18107 SH       DEFINED           3,13,29,30    18107        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3        8    10000 PRN      DEFINED                12,21    10000        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3      212   275000 PRN      DEFINED             18,21,22    35000        0   240000
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3     3094  4018000 PRN      DEFINED        3,13,27,28,30  4018000        0        0
PARKER DRILLING CO SUB NTS CN CORPBOND 701081AD3     2219  2882000 PRN      DEFINED           3,13,29,30  2882000        0        0
PARKER DRILLING CO            EQUITY   701081101      228    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       87    19615 SH       DEFINED             18,21,22     3665        0    15950
PARKER-HANNIFIN CORP          EQUITY   701094104      364     8300 SH       DEFINED                  4,6        0      600     7700
PARKER-HANNIFIN CORP          EQUITY   701094104    24793   565073 SH       DEFINED                12,21   565073        0        0
PARKER-HANNIFIN CORP          EQUITY   701094104      402     9156 SH       DEFINED          15,18,21,22     5550        0     3606
PARKER-HANNIFIN CORP          EQUITY   701094104    17224   392573 SH       DEFINED             18,21,22   312274        0    80299
PARKER-HANNIFIN CORP          EQUITY   701094104      503    11465 SH       DEFINED                   25        0    11465        0
PARKER-HANNIFIN CORP          EQUITY   701094104      592    13500 SH       DEFINED     3,13,14,26,29,30    13500        0        0
PARKER-HANNIFIN CORP          EQUITY   701094104      298     6788 SH       DEFINED                21,31     6788        0        0
PARKERVISION INC              EQUITY   701354102      190     7600 SH       DEFINED                12,21     7600        0        0
PARKERVISION INC              EQUITY   701354102        8      300 SH       DEFINED          15,18,21,22        0        0      300
PARKERVISION INC              EQUITY   701354102      373    14922 SH       DEFINED             18,21,22     5407        0     9515
PARKWAY PPTYS INC             EQUITY   70159Q104     2256    70769 SH       DEFINED                12,21    70769        0        0
PARKWAY PPTYS INC             EQUITY   70159Q104       19      600 SH       DEFINED             18,21,22      300        0      300
PARKWAY PPTYS INC             EQUITY   70159Q104     1997    62652 SH       DEFINED                21,31    62652        0        0
PATHOGENESIS CORP             EQUITY   70321E104      282    17700 SH       DEFINED                12,21    17700        0        0
PATHOGENESIS CORP             EQUITY   70321E104       72     4522 SH       DEFINED             18,21,22     3881        0      641
PATRICK INDS INC              EQUITY   703343103      957    74700 SH       DEFINED                  4,6        0    74700        0
PATRIOT NATIONAL BK CONN      EQUITY   70336H100      121    12000 SH       DEFINED             18,21,22        0        0    12000
PATTERSON DENTAL CO           EQUITY   703412106       44      915 SH       DEFINED               -           915        0        0
PATTERSON DENTAL CO           EQUITY   703412106     2653    55700 SH       DEFINED                12,21    55700        0        0
PATTERSON DENTAL CO           EQUITY   703412106      130     2735 SH       DEFINED          15,18,21,22     1235        0     1500
PATTERSON DENTAL CO           EQUITY   703412106     7645   160532 SH       DEFINED             18,21,22   121231        0    39301
PATTERSON DENTAL CO           EQUITY   703412106      300     6300 SH       DEFINED                   25        0     6300        0
PATTERSON ENERGY INC          EQUITY   703414102     2705   169700 SH       DEFINED                12,21   169700        0        0
PATTERSON ENERGY INC          EQUITY   703414102       57     3562 SH       DEFINED             18,21,22     2479        0     1083
PATTERSON ENERGY INC          EQUITY   703414102      175    11000 SH       DEFINED                   25        0    11000        0
PAXAR CORPORATION             EQUITY   704227107      462    48960 SH       DEFINED                12,21    48960        0        0
PAXAR CORPORATION             EQUITY   704227107       18     1920 SH       DEFINED          15,18,21,22     1920        0        0
PAXAR CORPORATION             EQUITY   704227107     1200   127149 SH       DEFINED             18,21,22    97317        0    29832
PAXSON COMMUNICATIONS CORP    EQUITY   704231109      374    32909 SH       DEFINED                12,21    32909        0        0
PAXSON COMMUNICATIONS CORP    EQUITY   704231109      798    70136 SH       DEFINED             18,21,22    55753        0    14383
PAXSON COMMUNICATIONS CORP    OPTION   704231109        6      500 SH  PUT  DEFINED             18,21,22        0        0      500
PAYCHEX INC                   EQUITY   704326107      123     3777 SH       DEFINED               -          3777        0        0
PAYCHEX INC                   EQUITY   704326107    11179   342639 SH       DEFINED                  4,6     2672        0   339967
PAYCHEX INC                   EQUITY   704326107     4834   148154 SH       DEFINED                12,21   148154        0        0
PAYCHEX INC                   EQUITY   704326107     1011    30987 SH       DEFINED          15,18,21,22    18396        0    12590
PAYCHEX INC                   EQUITY   704326107    47800  1465138 SH       DEFINED             18,21,22   759812        0   705325
PAYCHEX INC                   EQUITY   704326107    15298   468912 SH       DEFINED            4,6,23,24   468912        0        0
PAYCHEX INC                   EQUITY   704326107      289     8850 SH       DEFINED                   25        0     8850        0
PAYCHEX INC                   EQUITY   704326107      567    17371 SH       DEFINED                21,31    17371        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106       89     1772 SH       DEFINED                  4,6     1772        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106     1589    31585 SH       DEFINED                12,21    31585        0        0
PAYLESS SHOESOURCE INC        EQUITY   704379106       63     1250 SH       DEFINED          15,18,21,22      800        0      450
PAYLESS SHOESOURCE INC        EQUITY   704379106     1386    27555 SH       DEFINED             18,21,22    15821        0    11734
PAYLESS SHOESOURCE INC        EQUITY   704379106       55     1094 SH       DEFINED                21,31     1094        0        0
PCORDER.COM INC               EQUITY   70453H107       93     2600 SH       DEFINED                12,21     2600        0        0
PCORDER.COM INC               EQUITY   70453H107        5      150 SH       DEFINED          15,18,21,22      150        0        0
PCORDER.COM INC               EQUITY   70453H107      126     3500 SH       DEFINED             18,21,22        0        0     3500
PEAPOD INC                    EQUITY   704718105      680    65535 SH       DEFINED             18,21,22     8230        0    57305
PEC ISRAEL ECONOMIC CORP -ILS EQUITY   705098101      142     4102 SH       DEFINED                12,21     4102        0        0
PEC ISRAEL ECONOMIC CORP -ILS EQUITY   705098101       74     2135 SH       DEFINED             18,21,22     2133        0        2
*** PECHINEY SA SPON ADR RPST EQUITY   705151207       11      410 SH       DEFINED               -           410        0        0
*** PECHINEY SA SPON ADR RPST EQUITY   705151207       54     1940 SH       DEFINED          15,18,21,22     1230        0      710
*** PECHINEY SA SPON ADR RPST EQUITY   705151207     1331    48085 SH       DEFINED             18,21,22    37020        0    11065
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101      479    35300 SH       DEFINED                12,21    35300        0        0
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101       11      805 SH       DEFINED          15,18,21,22      605        0      200
PEDIATRIX MEDICAL GROUP INC   EQUITY   705324101      810    59689 SH       DEFINED             18,21,22    41729        0    17960
PEGASYSTEMS INC               EQUITY   705573103      198    25600 SH       DEFINED                12,21    25600        0        0
PEGASYSTEMS INC               EQUITY   705573103        3      345 SH       DEFINED             18,21,22      345        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100     3843    87600 SH       DEFINED   2,3,11,13,14,29,30        0    87600        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100     4322    98500 SH       DEFINED                12,21    98500        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100     3786    86300 SH       DEFINED             16,18,21    86300        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100       11      254 SH       DEFINED             18,21,22      254        0        0
PEGASUS COMMUNICATIONS CORP   EQUITY   705904100       83     1900 SH       DEFINED                   25        0     1900        0
PEGASUS SYS INC               EQUITY   705906105      184     5000 SH       DEFINED                  4,6        0        0     5000
PEGASUS SYS INC               EQUITY   705906105      496    13500 SH       DEFINED                12,21    13500        0        0
PEGASUS SYS INC               EQUITY   705906105      242     6589 SH       DEFINED          15,18,21,22     4802        0     1787
PEGASUS SYS INC               EQUITY   705906105     6043   164439 SH       DEFINED             18,21,22   141361        0    23078
PEGASUS SYS INC               EQUITY   705906105       11      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
PENFORD CORP                  EQUITY   707051108        4      300 SH       DEFINED                12,21      300        0        0
PENFORD CORP                  EQUITY   707051108      157    11346 SH       DEFINED             18,21,22      155        0    11190
PENN-AMERICA GROUP INC        EQUITY   707247102     1101   130500 SH       DEFINED                  4,6        0   130500        0
PENN-AMERICA GROUP INC        EQUITY   707247102       86    10245 SH       DEFINED             18,21,22     5500        0     4745
PENN NATIONAL GAMING INC      EQUITY   707569109      126    13150 SH       DEFINED             18,21,22        0        0    13150
PENN TREATY AMERIAN CORP CV   CORPBOND 707874AC7      114   125000 PRN      DEFINED                12,21   125000        0        0
PENN TREATY AMERIAN CORP CV   CORPBOND 707874AC7     1142  1250000 PRN      DEFINED             16,18,21  1250000        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103        1       50 SH       DEFINED               -            50        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103      227    11193 SH       DEFINED                12,21    11193        0        0
PENN TREATY AMERICAN CORP     EQUITY   707874103       21     1035 SH       DEFINED          15,18,21,22      640        0      395
PENN TREATY AMERICAN CORP     EQUITY   707874103      895    44216 SH       DEFINED             18,21,22    33376        0    10840
PENN VIRGINIA CORP            EQUITY   707882106     1547    75000 SH       DEFINED                12,21    75000        0        0
PENN VIRGINIA CORP            EQUITY   707882106      574    27823 SH       DEFINED             18,21,22    15623        0    12200
PENNCORP FINANCIAL GROUP INC  EQUITY   708094107       22    31517 SH       DEFINED             18,21,22    13705        0    17812
J C PENNEY CO INC             EQUITY   708160106      137     3805 SH       DEFINED               -          3805        0        0
J C PENNEY CO INC             EQUITY   708160106      233     6480 SH       DEFINED                  4,6     6480        0        0
J C PENNEY CO INC             EQUITY   708160106     1948    54106 SH       DEFINED                12,21    54106        0        0
J C PENNEY CO INC             EQUITY   708160106      533    14806 SH       DEFINED          15,18,21,22    10135        0     4671
J C PENNEY CO INC             EQUITY   708160106      536    14900 SH       DEFINED             16,18,21    14900        0        0
J C PENNEY CO INC             EQUITY   708160106    23273   646476 SH       DEFINED             18,21,22   421809        0   224666
J C PENNEY CO INC             OPTION   708160106       72     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
J C PENNEY CO INC             EQUITY   708160106      273     7592 SH       DEFINED                   25        0     7592        0
J C PENNEY CO INC             EQUITY   708160106      123     3410 SH       DEFINED     3,13,14,26,29,30     3410        0        0
J C PENNEY CO INC             EQUITY   708160106      601    16687 SH       DEFINED                21,31    16687        0        0
PENNFED FINANCIAL SVCS INC    EQUITY   708167101      282    18500 SH       DEFINED             18,21,22        0        0    18500
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107       65     2000 SH       DEFINED               -          2000        0        0
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107      334    10303 SH       DEFINED                12,21    10303        0        0
PENNSYLVANIA ENTERPRISES INC  EQUITY   708720107      874    26942 SH       DEFINED             18,21,22    20162        0     6780
PENNSYLVANIA REAL ESTATE      EQUITY   709102107      166     9100 SH       DEFINED                12,21     9100        0        0
PENNSYLVANIA REAL ESTATE      EQUITY   709102107     1402    76832 SH       DEFINED             18,21,22    33923        0    42908
PENNZOIL QUAKER ST            EQUITY   709323109      793    63718 SH       DEFINED                12,21    63718        0        0
PENNZOIL QUAKER ST            EQUITY   709323109      171    13742 SH       DEFINED          15,18,21,22    10465        0     3277
PENNZOIL QUAKER ST            EQUITY   709323109     6031   484899 SH       DEFINED             18,21,22   169601        0   315298
PENTAIR INC                   EQUITY   709631105     1358    33960 SH       DEFINED                12,21    33960        0        0
PENTAIR INC                   EQUITY   709631105      254     6359 SH       DEFINED          15,18,21,22     2864        0     3495
PENTAIR INC                   EQUITY   709631105     4947   123676 SH       DEFINED             18,21,22    85159        0    38517
PENTAIR INC                   EQUITY   709631105      416    10400 SH       DEFINED                21,31    10400        0        0
PENTON MEDIA INC              EQUITY   709668107     2826   183800 SH       DEFINED   2,3,11,13,14,29,30        0   183800        0
PENTON MEDIA INC              EQUITY   709668107      346    22500 SH       DEFINED                12,21    22500        0        0
PENTON MEDIA INC              EQUITY   709668107       17     1135 SH       DEFINED          15,18,21,22      900        0      235
PENTON MEDIA INC              EQUITY   709668107     2494   162182 SH       DEFINED             18,21,22   147852        0    14330
PENWEST PHARMACEUTICALS CO    EQUITY   709754105      130    17535 SH       DEFINED             18,21,22     1000        0    16535
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102        7      300 SH       DEFINED               -           300        0        0
PEOPLES BANK BRIDGEPORT CONN  EQUITY   710198102      870    36166 SH       DEFINED                12,21    36166        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      363    15077 SH       DEFINED             18,21,22     5478        0     9599
PEOPLES ENERGY CORP           EQUITY   711030106        4      100 SH       DEFINED               -           100        0        0
PEOPLES ENERGY CORP           EQUITY   711030106     4271   120736 SH       DEFINED                12,21   120736        0        0
PEOPLES ENERGY CORP           EQUITY   711030106      837    23662 SH       DEFINED             18,21,22     9930        0    13732
PEOPLES ENERGY CORP           EQUITY   711030106       32      899 SH       DEFINED                   25        0      899        0
PEOPLES ENERGY CORP           EQUITY   711030106       81     2296 SH       DEFINED                21,31     2296        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108       33     2012 SH       DEFINED               -          2012        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     3449   208622 SH       DEFINED                  4,6    78170    82532    47920
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108       83     5000 SH       DEFINED                    6     5000        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108       23     1405 SH       DEFINED                  6,7        0        0     1405
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     7638   462031 SH       DEFINED                12,21   462031        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108      265    16030 SH       DEFINED          15,18,21,22     6810        0     9220
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108      102     6200 SH       DEFINED             16,18,21     6200        0        0
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     7829   473625 SH       DEFINED             18,21,22   305291        0   168334
PEOPLES HERITAGE FINL GROUP   EQUITY   711147108     2886   174607 SH       DEFINED                21,31   174607        0        0
PEOPLESOFT INC                EQUITY   712713106     9204   529750 SH       DEFINED                  4,6   240300    73700   215750
PEOPLESOFT INC                EQUITY   712713106     2206   126940 SH       DEFINED                  6,7   119690        0     7250
PEOPLESOFT INC                EQUITY   712713106     3848   221495 SH       DEFINED                12,21   221495        0        0
PEOPLESOFT INC                EQUITY   712713106      318    18315 SH       DEFINED          15,18,21,22        0        0    18315
PEOPLESOFT INC                OPTION   712713106       43     2500 SH  PUT  DEFINED          15,18,21,22        0        0     2500
PEOPLESOFT INC                OPTION   712713106     2078   119600 SH  PUT  DEFINED       17,18,19,20,21   119600        0        0
PEOPLESOFT INC                EQUITY   712713106     4223   243033 SH       DEFINED             18,21,22   130551        0   112482
PEOPLESOFT INC                EQUITY   712713106      148     8500 SH       DEFINED                   25        0     8500        0
PEOPLESOFT INC                EQUITY   712713106     1680    96678 SH       DEFINED                21,31    96678        0        0
PEP BOYS MANNY MOE & JACK     EQUITY   713278109      641    45984 SH       DEFINED                12,21    45984        0        0
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       50     3561 SH       DEFINED          15,18,21,22      250        0     3311
PEP BOYS MANNY MOE & JACK     EQUITY   713278109      340    24369 SH       DEFINED             18,21,22    18516        0     5852
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       19     1372 SH       DEFINED                   25        0     1372        0
PEP BOYS MANNY MOE & JACK     EQUITY   713278109       47     3398 SH       DEFINED                21,31     3398        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100    24713  1417193 SH       DEFINED                12,21  1417193        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100      210    12015 SH       DEFINED          15,18,21,22     7893        0     4122
PEPSI BOTTLING GROUP INC      EQUITY   713409100     2720   156000 SH       DEFINED             16,18,21   156000        0        0
PEPSI BOTTLING GROUP INC      EQUITY   713409100    18175  1042288 SH       DEFINED             18,21,22   896229        0   146059
PEPSI BOTTLING GROUP INC      EQUITY   713409100      436    25000 SH       DEFINED     3,13,14,26,29,30    25000        0        0
PEPSI-COLA PUERTO RICO        EQUITY   713434108      178    30675 SH       DEFINED                12,21    30675        0        0
PEPSI-COLA PUERTO RICO        EQUITY   713434108       32     5527 SH       DEFINED             18,21,22       27        0     5500
PEPSI-COLA PUERTO RICO        EQUITY   713434108      178    30675 SH       DEFINED                21,31    30675        0        0
PEPSICO INC                   EQUITY   713448108    11834   377191 SH       DEFINED               -        377191        0        0
PEPSICO INC                   EQUITY   713448108     3800   121100 SH       DEFINED   2,3,11,13,14,29,30        0   121100        0
PEPSICO INC                   EQUITY   713448108    19316   615636 SH       DEFINED                  4,6   148882   349050   117704
PEPSICO INC                   EQUITY   713448108     1525    48600 SH       DEFINED                  6,7    45600        0     3000
PEPSICO INC                   EQUITY   713448108   256758  8183530 SH       DEFINED                12,21  8183530        0        0
PEPSICO INC                   EQUITY   713448108     8537   272109 SH       DEFINED          15,18,21,22   144115        0   127993
PEPSICO INC                   EQUITY   713448108    11433   364400 SH       DEFINED             16,18,21   364400        0        0
PEPSICO INC                   EQUITY   713448108    20519   654000 SH       DEFINED                18,21   654000        0        0
PEPSICO INC                   EQUITY   713448108   477201 15209586 SH       DEFINED             18,21,22  5175515        0 10034071
PEPSICO INC                   OPTION   713448108     1726    55000 SH  CALL DEFINED             18,21,22        0        0    55000
PEPSICO INC                   OPTION   713448108       13      400 SH  PUT  DEFINED             18,21,22        0        0      400
PEPSICO INC                   EQUITY   713448108     2426    77322 SH       DEFINED                   25        0    77322        0
PEPSICO INC                   EQUITY   713448108      997    31780 SH       DEFINED     3,13,14,26,29,30    31780        0        0
PEPSICO INC                   EQUITY   713448108     3370   107406 SH       DEFINED                21,31   107406        0        0
PER-SE TECHNOLOGIES INC       EQUITY   713569200      298    91693 SH       DEFINED                12,21    91693        0        0
PER-SE TECHNOLOGIES INC       EQUITY   713569200       13     3866 SH       DEFINED          15,18,21,22      925        0     2941
PER-SE TECHNOLOGIES INC       EQUITY   713569200       40    12371 SH       DEFINED             18,21,22     2129        0    10242
PER-SE TECHNOLOGIES INC       OPTION   713569200        3     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
PERCLOSE INC                  EQUITY   71361C107      550    11800 SH       DEFINED                12,21    11800        0        0
PERCLOSE INC                  EQUITY   71361C107        2       51 SH       DEFINED          15,18,21,22       51        0        0
PERCLOSE INC                  EQUITY   71361C107     1315    28213 SH       DEFINED             18,21,22    24533        0     3680
PEREGRINE SYSTEMS             EQUITY   71366Q101     3922    94300 SH       DEFINED                12,21    94300        0        0
PEREGRINE SYSTEMS             EQUITY   71366Q101      336     8089 SH       DEFINED          15,18,21,22     5945        0     2144
PEREGRINE SYSTEMS             EQUITY   71366Q101     6351   152693 SH       DEFINED             18,21,22   127832        0    24861
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     2134    82278 SH       DEFINED                12,21    82278        0        0
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106      565    21788 SH       DEFINED          15,18,21,22     7791        0    13997
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     5794   223360 SH       DEFINED             18,21,22   154040        0    69320
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106     1035    39900 SH       DEFINED                   25        0    39900        0
PERFORMANCE FOOD GROUP COMPAN EQUITY   713755106      713    27500 SH       DEFINED                21,31    27500        0        0
PERFORMANCE TECHNOLOGIES INC  EQUITY   71376K102       76     3500 SH       DEFINED          15,18,21,22     3500        0        0
PERFORMANCE TECHNOLOGIES INC  EQUITY   71376K102      187     8599 SH       DEFINED             18,21,22     5471        0     3128
PERICOM SEMICONDUCTOR CORP    EQUITY   713831105      134     9435 SH       DEFINED          15,18,21,22     9435        0        0
PERICOM SEMICONDUCTOR CORP    EQUITY   713831105     1019    71505 SH       DEFINED             18,21,22    33375        0    38130
PERINI CORP                   EQUITY   713839108      489   122200 SH       DEFINED                  4,6        0   122200        0
PERINI CORP                   EQUITY   713839108       10     2500 SH       DEFINED             18,21,22        0        0     2500
PERIPHONICS CORP              EQUITY   714005105        6      200 SH       DEFINED                  4,6        0        0      200
PERIPHONICS CORP              EQUITY   714005105      716    23443 SH       DEFINED             18,21,22      191        0    23252
PEROT SYS CORP CLASS A        EQUITY   714265105      268    14440 SH       DEFINED                12,21    14440        0        0
PEROT SYS CORP CLASS A        EQUITY   714265105      392    21118 SH       DEFINED             18,21,22    14959        0     6159
PERRIGO COMPANY               EQUITY   714290103      386    48582 SH       DEFINED                12,21    48582        0        0
PERRIGO COMPANY               EQUITY   714290103      199    25035 SH       DEFINED          15,18,21,22    20500        0     4535
PERRIGO COMPANY               EQUITY   714290103     2745   345755 SH       DEFINED             18,21,22   251459        0    94296
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109      160    25618 SH       DEFINED                12,21    25618        0        0
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109      112    17985 SH       DEFINED          15,18,21,22    12560        0     5425
PERSONNEL GROUP OF AMERICA IN EQUITY   715338109     3043   486862 SH       DEFINED             18,21,22   312685        0   174177
PERSONNEL GROUP OF AMERICA IN OPTION   715338109      547    87518 SH  CALL DEFINED             18,21,22    87518        0        0
PERSONNEL GROUP OF AMERICA IN OPTION   715338109      547    87518 SH  PUT  DEFINED             18,21,22    87518        0        0
*** PT TELEKOMUNAKASI         EQUITY   715684106      530    71261 SH       DEFINED                  6,7        0        0    71261
*** PT TELEKOMUNAKASI         EQUITY   715684106       16     2160 SH       DEFINED          15,18,21,22        0        0     2160
*** PT TELEKOMUNAKASI         EQUITY   715684106      569    76467 SH       DEFINED             18,21,22    19976        0    56491
PERVASIVE SOFTWARE INC        EQUITY   715710109      580    16800 SH       DEFINED                12,21    16800        0        0
PERVASIVE SOFTWARE INC        EQUITY   715710109      119     3454 SH       DEFINED          15,18,21,22     2512        0      942
PERVASIVE SOFTWARE INC        EQUITY   715710109     2808    81397 SH       DEFINED             18,21,22    58359        0    23038
PETCO ANIMAL SUPPLIES INC     EQUITY   716016100      457    39300 SH       DEFINED                12,21    39300        0        0
PETCO ANIMAL SUPPLIES INC     EQUITY   716016100     3404   292823 SH       DEFINED             18,21,22   108883        0   183940
*** PETRO-CANADA              EQUITY   71644E102     1500   100000 SH       DEFINED                  4,6   100000        0        0
*** PETRO-CANADA              EQUITY   71644E102      161    10701 SH       DEFINED             18,21,22        0        0    10701
PETROLEUM & RESOURCES CORP    EQUITY   716549100     1378    40308 SH       DEFINED             18,21,22    24363        0    15945
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109      714    38440 SH       DEFINED               -         38440        0        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     2903   156400 SH       DEFINED   2,3,11,13,14,29,30        0   156400        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     5842   314735 SH       DEFINED                  4,6   114265   125445    75025
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109       38     2065 SH       DEFINED                  6,7        0        0     2065
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109      176     9486 SH       DEFINED          15,18,21,22     3108        0     6378
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     8984   484000 SH       DEFINED             16,18,21   484000        0        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     1448    78000 SH       DEFINED       17,18,19,20,21    78000        0        0
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     9251   498334 SH       DEFINED             18,21,22   225900        0   272434
*** PETROLEUM GEO SERVICES A/ EQUITY   716597109     1114    60000 SH       DEFINED                   25        0    60000        0
PETSMART INC                  EQUITY   716768106        4     1000 SH       DEFINED                  4,6        0        0     1000
PETSMART INC                  EQUITY   716768106      443   126700 SH       DEFINED                12,21   126700        0        0
PETSMART INC                  EQUITY   716768106        7     2000 SH       DEFINED          15,18,21,22        0        0     2000
PETSMART INC                  EQUITY   716768106     1599   456877 SH       DEFINED             18,21,22   227839        0   229038
PHARMACYCLICS INC             EQUITY   716933106      548    13800 SH       DEFINED                12,21    13800        0        0
PHARMACYCLICS INC             EQUITY   716933106      241     6069 SH       DEFINED             18,21,22     6005        0       64
PHARMACIA & UPJOHN INC        EQUITY   716941109     1792    36210 SH       DEFINED               -         36210        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109    13910   281005 SH       DEFINED                  4,6     7900   239925    33180
PHARMACIA & UPJOHN INC        EQUITY   716941109   132464  2676049 SH       DEFINED                12,21  2676049        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     3500    70701 SH       DEFINED          15,18,21,22    40128        0    30573
PHARMACIA & UPJOHN INC        EQUITY   716941109    12657   255688 SH       DEFINED             16,18,21   255688        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     1193    24104 SH       DEFINED       17,18,19,20,21    24104        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109   343381  6936993 SH       DEFINED             18,21,22  2133015        0  4803977
PHARMACIA & UPJOHN INC        OPTION   716941109     3960    80000 SH  CALL DEFINED             18,21,22        0        0    80000
PHARMACIA & UPJOHN INC        OPTION   716941109       25      500 SH  PUT  DEFINED             18,21,22        0        0      500
PHARMACIA & UPJOHN INC        EQUITY   716941109     1597    32260 SH       DEFINED                   25        0    32260        0
PHARMACIA & UPJOHN INC        EQUITY   716941109      946    19121 SH       DEFINED     3,13,14,26,29,30    19121        0        0
PHARMACIA & UPJOHN INC        EQUITY   716941109     1741    35168 SH       DEFINED                21,31    35168        0        0
PFIZER INC                    EQUITY   717081103     5833   156332 SH       DEFINED               -        156332        0        0
PFIZER INC                    EQUITY   717081103   112593  3017540 SH       DEFINED                  4,6  1010547   736410  1270583
PFIZER INC                    EQUITY   717081103     2176    58312 SH       DEFINED                5,6,7        0        0    58312
PFIZER INC                    EQUITY   717081103     3358    89995 SH       DEFINED                  6,7    30050        0    59945
PFIZER INC                    EQUITY   717081103   358642  9611707 SH       DEFINED                12,21  9611707        0        0
PFIZER INC                    EQUITY   717081103    21255   569644 SH       DEFINED          15,18,21,22   344092        0   225551
PFIZER INC                    OPTION   717081103       11      300 SH  CALL DEFINED          15,18,21,22        0        0      300
PFIZER INC                    EQUITY   717081103     9149   245200 SH       DEFINED             16,18,21   245200        0        0
PFIZER INC                    EQUITY   717081103     2300    61637 SH       DEFINED       17,18,19,20,21    61637        0        0
PFIZER INC                    OPTION   717081103     3731   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
PFIZER INC                    OPTION   717081103    12053   323020 SH  PUT  DEFINED       17,18,19,20,21   323020        0        0
PFIZER INC                    EQUITY   717081103   707477 18960611 SH       DEFINED             18,21,22  9794881        0  9165730
PFIZER INC                    OPTION   717081103     8668   232300 SH  CALL DEFINED             18,21,22   203600        0    28700
PFIZER INC                    OPTION   717081103      250     6700 SH  PUT  DEFINED             18,21,22        0        0     6700
PFIZER INC                    EQUITY   717081103      183     4900 SH       DEFINED            4,6,23,24     4900        0        0
PFIZER INC                    EQUITY   717081103    13204   353858 SH       DEFINED                   25        0   353858        0
PFIZER INC                    EQUITY   717081103    30861   827072 SH       DEFINED     3,13,14,26,29,30   827072        0        0
PFIZER INC                    EQUITY   717081103    10093   270488 SH       DEFINED                21,31   270488        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101       12      905 SH       DEFINED               -           905        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101     2892   224600 SH       DEFINED   2,3,11,13,14,29,30        0   224600        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      675    52405 SH       DEFINED                12,21    52405        0        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      180    13980 SH       DEFINED          15,18,21,22     7855        0     6125
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101     3884   301680 SH       DEFINED             18,21,22   204353        0    97327
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      663    51500 SH       DEFINED                   25        0    51500        0
PHARMACEUTICAL PRODUCT DEV IN EQUITY   717124101      429    33300 SH       DEFINED                21,31    33300        0        0
PHARMACEUTICAL RES INC        EQUITY   717125108       98    15600 SH       DEFINED                12,21    15600        0        0
PHARMACEUTICAL RES INC        EQUITY   717125108      738   116838 SH       DEFINED             18,21,22     1731        0   115107
PHELPS DODGE CORP             EQUITY   717265102        6      105 SH       DEFINED               -           105        0        0
PHELPS DODGE CORP             EQUITY   717265102       91     1714 SH       DEFINED                  4,6        0        0     1714
PHELPS DODGE CORP             EQUITY   717265102     5136    96791 SH       DEFINED                12,21    96791        0        0
PHELPS DODGE CORP             EQUITY   717265102       69     1305 SH       DEFINED          15,18,21,22      869        0      436
PHELPS DODGE CORP             EQUITY   717265102     6005   113174 SH       DEFINED             18,21,22    83457        0    29716
PHELPS DODGE CORP             EQUITY   717265102       89     1678 SH       DEFINED                   25        0     1678        0
PHELPS DODGE CORP             EQUITY   717265102      164     3100 SH       DEFINED     3,13,14,26,29,30     3100        0        0
PHELPS DODGE CORP             EQUITY   717265102     1517    28584 SH       DEFINED                21,31    28584        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103      208    15000 SH       DEFINED               -         15000        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103       87     6300 SH       DEFINED                12,21     6300        0        0
PHILADELPHIA CONSOLIDATED HLD EQUITY   717528103       87     6300 SH       DEFINED                   25        0     6300        0
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608      687    30029 SH       DEFINED                12,21    30029        0        0
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608      661    28889 SH       DEFINED             18,21,22    22007        0     6882
PHILADELPHIA SUBURBAN CORP-NE EQUITY   718009608     1145    50070 SH       DEFINED                21,31    50070        0        0
PHILIP MORRIS COS INC         EQUITY   718154107     7146   210190 SH       DEFINED               -        210190        0        0
PHILIP MORRIS COS INC         EQUITY   718154107     9418   277009 SH       DEFINED                  4,6   166755    17378    92876
PHILIP MORRIS COS INC         EQUITY   718154107   134184  3946590 SH       DEFINED                12,21  3946590        0        0
PHILIP MORRIS COS INC         EQUITY   718154107    14694   432188 SH       DEFINED          15,18,21,22   298582        0   133606
PHILIP MORRIS COS INC         OPTION   718154107      102     3000 SH  CALL DEFINED          15,18,21,22        0        0     3000
PHILIP MORRIS COS INC         EQUITY   718154107     4187   123150 SH       DEFINED             16,18,21   123150        0        0
PHILIP MORRIS COS INC         EQUITY   718154107      624    18360 SH       DEFINED       17,18,19,20,21    18360        0        0
PHILIP MORRIS COS INC         OPTION   718154107    13600   400000 SH  CALL DEFINED       17,18,19,20,21   400000        0        0
PHILIP MORRIS COS INC         OPTION   718154107     4298   126400 SH  PUT  DEFINED       17,18,19,20,21   126400        0        0
PHILIP MORRIS COS INC         EQUITY   718154107   250630  7371466 SH       DEFINED             18,21,22  4816442        0  2555024
PHILIP MORRIS COS INC         OPTION   718154107    27353   804500 SH  CALL DEFINED             18,21,22   800000        0     4500
PHILIP MORRIS COS INC         OPTION   718154107       51     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
PHILIP MORRIS COS INC         EQUITY   718154107     3824   112465 SH       DEFINED                   25        0   112465        0
PHILIP MORRIS COS INC         EQUITY   718154107     2058    60515 SH       DEFINED     3,13,14,26,29,30    60515        0        0
PHILIP MORRIS COS INC         EQUITY   718154107     6174   181586 SH       DEFINED                21,31   181586        0        0
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604     4761   222084 SH       DEFINED                  4,6     7575        0   214509
*** PHILLIPPINE LONG DISTANCE EQUITY   718252604     4716   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      676    31526 SH       DEFINED             18,21,22    25264        0     6262
*** PHILLIPINE LONG DIST TEL  EQUITY   718252703     2316    55800 SH       DEFINED             18,21,22    55800        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      283     5957 SH       DEFINED               -          5957        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      128     2699 SH       DEFINED                  4,6     1092      657      950
PHILLIPS PETROLEUM CO         EQUITY   718507106     8794   185139 SH       DEFINED                12,21   185139        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106       20      430 SH       DEFINED          15,18,21,22      380        0       50
PHILLIPS PETROLEUM CO         EQUITY   718507106       52     1100 SH       DEFINED             16,18,21     1100        0        0
PHILLIPS PETROLEUM CO         EQUITY   718507106    37209   783347 SH       DEFINED             18,21,22   312554        0   470793
PHILLIPS PETROLEUM CO         EQUITY   718507106      734    15454 SH       DEFINED                   25        0    15454        0
PHILLIPS PETROLEUM CO         EQUITY   718507106      829    17459 SH       DEFINED                21,31    17459        0        0
PHILLIPS-VAN HEUSEN CORP      EQUITY   718592108      151    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        7      750 SH       DEFINED             18,21,22        0        0      750
PHOENIX INVT PARTNERS LTD     EQUITY   719085102      324    37890 SH       DEFINED                12,21    37890        0        0
PHOENIX INVT PARTNERS LTD     EQUITY   719085102       50     5813 SH       DEFINED             18,21,22     4050        0     1762
PHOENIX TECHNOLOGY LTD        EQUITY   719153108      256    22600 SH       DEFINED                12,21    22600        0        0
PHOENIX TECHNOLOGY LTD        EQUITY   719153108        3      279 SH       DEFINED             18,21,22        0        0      279
PHONE.COM INC                 EQUITY   71920Q100      698     4400 SH       DEFINED                  4,6        0        0     4400
PHONE.COM INC                 EQUITY   71920Q100     3083    19439 SH       DEFINED                12,21    19439        0        0
PHONE.COM INC                 EQUITY   71920Q100      573     3613 SH       DEFINED             18,21,22     2076        0     1537
PHOSPHATE RESOURCES PARTNERS  EQUITY   719217101        9      950 SH       DEFINED               -           950        0        0
PHOSPHATE RESOURCES PARTNERS  EQUITY   719217101      338    34429 SH       DEFINED             18,21,22     7215        0    27214
PHYCOR INC CV S/D-REG         CORPBOND 71940FAB6       71   100000 PRN      DEFINED                  4,6        0        0   100000
PHYCOR INC CV S/D-REG         CORPBOND 71940FAB6       95   135000 PRN      DEFINED             18,21,22        0        0   135000
PHYCOR INC                    EQUITY   71940F100      293    67000 SH       DEFINED                12,21    67000        0        0
PHYCOR INC                    EQUITY   71940F100        1      300 SH       DEFINED          15,18,21,22        0        0      300
PHYCOR INC                    EQUITY   71940F100      639   146078 SH       DEFINED             18,21,22    69641        0    76437
PHOTRONICS INC CONV SUB NOTES CORPBOND 719405AA0    10321  9900000 PRN      DEFINED             16,18,21  9900000        0        0
PHOTRONICS INC                EQUITY   719405102        3      120 SH       DEFINED               -           120        0        0
PHOTRONICS INC                EQUITY   719405102     1565    67300 SH       DEFINED                12,21    67300        0        0
PHOTRONICS INC                EQUITY   719405102       59     2548 SH       DEFINED          15,18,21,22     1568        0      980
PHOTRONICS INC                EQUITY   719405102     3049   131128 SH       DEFINED             18,21,22   101186        0    29942
PHOTRONICS INC                EQUITY   719405102       84     3600 SH       DEFINED                   25        0     3600        0
PHOTRONICS INC                EQUITY   719405102       11      470 SH       DEFINED     3,13,14,26,29,30      470        0        0
PICCADILLY CAFETERIAS INC     EQUITY   719567109      206    31950 SH       DEFINED             18,21,22        0        0    31950
PICTURETEL CORP NEW           EQUITY   720035302      147    31849 SH       DEFINED                12,21    31849        0        0
PICTURETEL CORP NEW           EQUITY   720035302     1874   405121 SH       DEFINED             18,21,22     9310        0   395811
PIEDMONT NATURAL GAS          EQUITY   720186105       63     2045 SH       DEFINED               -          2045        0        0
PIEDMONT NATURAL GAS          EQUITY   720186105      788    25408 SH       DEFINED                12,21    25408        0        0
PIEDMONT NATURAL GAS          EQUITY   720186105       72     2316 SH       DEFINED          15,18,21,22     2316        0        0
PIEDMONT NATURAL GAS          EQUITY   720186105     1375    44365 SH       DEFINED             18,21,22    27894        0    16470
PIER 1 IMPORTS INC CV SUB     CORPBOND 720279AF5       14    15000 PRN      DEFINED                12,21    15000        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108       12     1910 SH       DEFINED               -          1910        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108     7971  1226300 SH       DEFINED                12,21  1226300        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108      362    55703 SH       DEFINED          15,18,21,22    30005        0    25698
PIER 1 IMPORTS INC-DEL        EQUITY   720279108       61     9450 SH       DEFINED             16,18,21     9450        0        0
PIER 1 IMPORTS INC-DEL        EQUITY   720279108    10625  1634669 SH       DEFINED             18,21,22  1050073        0   584595
PIERCE LEAHY CORP             EQUITY   720722107      205     8700 SH       DEFINED                12,21     8700        0        0
PIERCE LEAHY CORP             EQUITY   720722107       81     3458 SH       DEFINED          15,18,21,22     1651        0     1807
PIERCE LEAHY CORP             EQUITY   720722107     1896    80462 SH       DEFINED             18,21,22    44946        0    35516
PILGRIMS PRIDE CORP           EQUITY   721467108     1701   198688 SH       DEFINED                12,21   198688        0        0
PILGRIMS PRIDE CORP           EQUITY   721467108       96    11252 SH       DEFINED             18,21,22    11252        0        0
PILGRIMS PRIDE CORP           EQUITY   721467108      975   113837 SH       DEFINED                21,31   113837        0        0
PILGRIMS PRIDE CORP CL A      EQUITY   721467207      839   150763 SH       DEFINED                12,21   150763        0        0
PILGRIMS PRIDE CORP CL A      EQUITY   721467207      379    68100 SH       DEFINED             16,18,21    68100        0        0
PILGRIMS PRIDE CORP CL A      EQUITY   721467207       18     3258 SH       DEFINED             18,21,22     3258        0        0
PILLOWTEX CORP                EQUITY   721501104       54     7720 SH       DEFINED                12,21     7720        0        0
PILLOWTEX CORP                EQUITY   721501104       40     5780 SH       DEFINED          15,18,21,22      780        0     5000
PILLOWTEX CORP                EQUITY   721501104      368    53032 SH       DEFINED             18,21,22    32611        0    20421
PILLOWTEX CORP                EQUITY   721501104       94    13500 SH       DEFINED                   25        0    13500        0
PINNACLE HOLDINGS INC         EQUITY   72346N101     3556   136600 SH       DEFINED   2,3,11,13,14,29,30        0   136600        0
PINNACLE HOLDINGS INC         EQUITY   72346N101     8803   338185 SH       DEFINED                  4,6   129323   129257    79605
PINNACLE HOLDINGS INC         EQUITY   72346N101       56     2159 SH       DEFINED                  6,7        0        0     2159
PINNACLE HOLDINGS INC         EQUITY   72346N101     2660   102200 SH       DEFINED                12,21   102200        0        0
PINNACLE HOLDINGS INC         EQUITY   72346N101     2455    94308 SH       DEFINED             18,21,22    93317        0      991
PINNACLE SYSTEMS INC          EQUITY   723481107     2244    57900 SH       DEFINED                12,21    57900        0        0
PINNACLE SYSTEMS INC          EQUITY   723481107       40     1033 SH       DEFINED             18,21,22      596        0      437
PINNACLE SYSTEMS INC          EQUITY   723481107      562    14500 SH       DEFINED                   25        0    14500        0
PINNACLE SYSTEMS INC          EQUITY   723481107     1824    47066 SH       DEFINED                21,31    47066        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101        8      225 SH       DEFINED               -           225        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101    12662   338772 SH       DEFINED                12,21   338772        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101      608    16263 SH       DEFINED          15,18,21,22    14194        0     2069
PINNACLE WEST CAP CORP        EQUITY   723484101    10043   268699 SH       DEFINED             18,21,22   204284        0    64414
PINNACLE WEST CAP CORP        EQUITY   723484101      934    25000 SH       DEFINED     3,13,14,26,29,30    25000        0        0
PINNACLE WEST CAP CORP        EQUITY   723484101      718    19200 SH       DEFINED                21,31    19200        0        0
PIONEER GROUP INC             EQUITY   723684106     1117    76560 SH       DEFINED                12,21    76560        0        0
PIONEER GROUP INC             EQUITY   723684106       99     6800 SH       DEFINED             16,18,21     6800        0        0
PIONEER GROUP INC             EQUITY   723684106       87     5929 SH       DEFINED             18,21,22     5929        0        0
PIONEER HI-BRED INTL INC      EQUITY   723686101     2947    73801 SH       DEFINED                12,21    73801        0        0
PIONEER HI-BRED INTL INC      EQUITY   723686101     2541    63621 SH       DEFINED             18,21,22    51984        0    11636
PIONEER HI-BRED INTL INC      EQUITY   723686101      354     8862 SH       DEFINED                   25        0     8862        0
PIONEER HI-BRED INTL INC      EQUITY   723686101      598    14978 SH       DEFINED                21,31    14978        0        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107     3446   320600 SH       DEFINED   2,3,11,13,14,29,30        0   320600        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107      868    80714 SH       DEFINED                12,21    80714        0        0
PIONEER NATURAL RESOURCES CO  EQUITY   723787107     2903   270020 SH       DEFINED             18,21,22   207401        0    62618
PIONEER-STANDARD ELECTRONICS  EQUITY   723877106      275    20754 SH       DEFINED                12,21    20754        0        0
PIONEER-STANDARD ELECTRONICS  EQUITY   723877106        9      700 SH       DEFINED             18,21,22        0        0      700
PIONEER-STANDARD ELECTRONICS  EQUITY   723877106      229    17300 SH       DEFINED                   25        0    17300        0
PITNEY BOWES INC              EQUITY   724479100     3867    64923 SH       DEFINED               -         64923        0        0
PITNEY BOWES INC              EQUITY   724479100    20178   338760 SH       DEFINED                  4,6     2600   282525    53635
PITNEY BOWES INC              EQUITY   724479100    92368  1550766 SH       DEFINED                12,21  1550766        0        0
PITNEY BOWES INC              EQUITY   724479100    20074   337024 SH       DEFINED          15,18,21,22   210748        0   126276
PITNEY BOWES INC              EQUITY   724479100     7493   125800 SH       DEFINED             16,18,21   125800        0        0
PITNEY BOWES INC              EQUITY   724479100   693008 11634877 SH       DEFINED             18,21,22  5166486        0  6468391
PITNEY BOWES INC              OPTION   724479100      357     6000 SH  PUT  DEFINED             18,21,22        0        0     6000
PITNEY BOWES INC              EQUITY   724479100      773    12972 SH       DEFINED                   25        0    12972        0
PITNEY BOWES INC              EQUITY   724479100      584     9800 SH       DEFINED     3,13,14,26,29,30     9800        0        0
PITNEY BOWES INC              EQUITY   724479100     1039    17452 SH       DEFINED                21,31    17452        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106     7352   331347 SH       DEFINED                12,21   331347        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106      153     6909 SH       DEFINED          15,18,21,22     5468        0     1441
PITTSTON BRINK'S GROUP        EQUITY   725701106        7      300 SH       DEFINED             16,18,21      300        0        0
PITTSTON BRINK'S GROUP        EQUITY   725701106     7266   327491 SH       DEFINED             18,21,22   229544        0    97947
PITTSTON BAX GROUP            EQUITY   725701882      117    14762 SH       DEFINED                12,21    14762        0        0
PITTSTON BAX GROUP            EQUITY   725701882       78     9807 SH       DEFINED          15,18,21,22     6762        0     3045
PITTSTON BAX GROUP            EQUITY   725701882        1      150 SH       DEFINED             16,18,21      150        0        0
PITTSTON BAX GROUP            EQUITY   725701882     1295   163167 SH       DEFINED             18,21,22   119529        0    43637
PITTWAY CORP DEL CL A         EQUITY   725790208      625    20295 SH       DEFINED                  4,6    13000        0     7295
PITTWAY CORP DEL CL A         EQUITY   725790208      943    30600 SH       DEFINED                12,21    30600        0        0
PITTWAY CORP DEL CL A         EQUITY   725790208     2584    83847 SH       DEFINED             18,21,22    71547        0    12300
PITTWAY CORP DEL CL A         EQUITY   725790208      431    14000 SH       DEFINED                   25        0    14000        0
PIVOTAL CORP                  EQUITY   72581R106     1916   105700 SH       DEFINED                12,21   105700        0        0
PIVOTAL CORP                  EQUITY   72581R106      986    54400 SH       DEFINED             16,18,21    54400        0        0
PIVOTAL CORP                  EQUITY   72581R106       18     1000 SH       DEFINED             18,21,22        0        0     1000
PIXAR INC                     EQUITY   725811103     1658    40990 SH       DEFINED                12,21    40990        0        0
PIXAR INC                     EQUITY   725811103      196     4851 SH       DEFINED             18,21,22      278        0     4573
PIXAR INC                     OPTION   725811103       12      300 SH  PUT  DEFINED             18,21,22        0        0      300
*** PLACER DOME INC -USD-     EQUITY   725906101     2306   150000 SH       DEFINED                  4,6   150000        0        0
*** PLACER DOME INC -USD-     EQUITY   725906101      316    20525 SH       DEFINED                12,21    20525        0        0
*** PLACER DOME INC -USD-     EQUITY   725906101       44     2845 SH       DEFINED          15,18,21,22      494        0     2351
*** PLACER DOME INC -USD-     EQUITY   725906101     5260   342134 SH       DEFINED             18,21,22    87724        0   254410
*** PLACER DOME INC -USD-     OPTION   725906101       20     1300 SH  CALL DEFINED             18,21,22        0        0     1300
*** PLACER DOME INC -USD-     OPTION   725906101       12      800 SH  PUT  DEFINED             18,21,22        0        0      800
*** PLACER DOME INC -USD-     EQUITY   725906101      140     9076 SH       DEFINED                   25        0     9076        0
*** PLACER DOME INC -USD-     EQUITY   725906101      316    20525 SH       DEFINED                21,31    20525        0        0
PLAINS ALL AMERN PIPELINE L P EQUITY   726503105     8383   464093 SH       DEFINED             18,21,22   373640        0    90453
PLAINS RES INC PAR $0.10      EQUITY   726540503     1273    73813 SH       DEFINED                12,21    73813        0        0
PLAINS RES INC PAR $0.10      EQUITY   726540503       38     2190 SH       DEFINED             18,21,22      871        0     1319
PLAINS RES INC PAR $0.10      EQUITY   726540503      630    36500 SH       DEFINED                21,31    36500        0        0
PLANAR SYSTEMS INC            EQUITY   726900103      485    76135 SH       DEFINED             18,21,22      235        0    75900
PLANTRONICS INC NEW           EQUITY   727493108       18      370 SH       DEFINED               -           370        0        0
PLANTRONICS INC NEW           EQUITY   727493108   222640  4509168 SH       DEFINED               4,6,10  4509168        0        0
PLANTRONICS INC NEW           EQUITY   727493108    10349   209600 SH       DEFINED                12,21   209600        0        0
PLANTRONICS INC NEW           EQUITY   727493108      197     3995 SH       DEFINED          15,18,21,22     1945        0     2050
PLANTRONICS INC NEW           EQUITY   727493108       35      700 SH       DEFINED             16,18,21      700        0        0
PLANTRONICS INC NEW           EQUITY   727493108     4867    98574 SH       DEFINED             18,21,22    57876        0    40698
PLAYERS INTERNATIONAL INC     EQUITY   727903106       94    12400 SH       DEFINED                12,21    12400        0        0
PLAYERS INTERNATIONAL INC     EQUITY   727903106       31     4108 SH       DEFINED             18,21,22     3103        0     1005
PLAYBOY ENTERPRISES INC CL A  EQUITY   728117201      373    17300 SH       DEFINED             16,18,21    17300        0        0
PLAYBOY ENTERPRISES INC CL B  EQUITY   728117300     1641    64200 SH       DEFINED                12,21    64200        0        0
PLAYBOY ENTERPRISES INC CL B  EQUITY   728117300      664    25974 SH       DEFINED             18,21,22    25531        0      443
PLAYTEX PRODUCTS INC          EQUITY   72813P100      462    31741 SH       DEFINED                12,21    31741        0        0
PLAYTEX PRODUCTS INC          EQUITY   72813P100        7      508 SH       DEFINED          15,18,21,22       92        0      416
PLAYTEX PRODUCTS INC          EQUITY   72813P100     1774   121815 SH       DEFINED             18,21,22    54921        0    66894
PLEXUS CORP                   EQUITY   729132100       20      675 SH       DEFINED               -           675        0        0
PLEXUS CORP                   EQUITY   729132100     1083    36400 SH       DEFINED                12,21    36400        0        0
PLEXUS CORP                   EQUITY   729132100      208     6980 SH       DEFINED          15,18,21,22     3450        0     3530
PLEXUS CORP                   EQUITY   729132100     3651   122714 SH       DEFINED             18,21,22    81212        0    41502
PLUM CREEK TIMBER CO INC      EQUITY   729251108       50     1700 SH       DEFINED               -          1700        0        0
PLUM CREEK TIMBER CO INC      EQUITY   729251108      173     5875 SH       DEFINED          15,18,21,22     2060        0     3815
PLUM CREEK TIMBER CO INC      EQUITY   729251108     7993   270935 SH       DEFINED             18,21,22   157725        0   113210
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208     6311   118375 SH       DEFINED                12,21   118375        0        0
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208    15248   286000 SH       DEFINED             16,18,21   286000        0        0
POGO TRUST 1 6.50% QUIPS      EQUITY   73044P208     1066    20000 SH       DEFINED           3,13,29,30    20000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7      687   850000 PRN      DEFINED                12,21   850000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7    15892 19650000 PRN      DEFINED             16,18,21 19650000        0        0
POGO PRODUCING CO CV SUB NOTE CORPBOND 730448AE7       82   101000 PRN      DEFINED             18,21,22   101000        0        0
POGO PRODUCING CO             EQUITY   730448107       12      600 SH       DEFINED               -           600        0        0
POGO PRODUCING CO             EQUITY   730448107     4438   214500 SH       DEFINED                12,21   214500        0        0
POGO PRODUCING CO             EQUITY   730448107       96     4627 SH       DEFINED          15,18,21,22     3545        0     1082
POGO PRODUCING CO             EQUITY   730448107     2623   126800 SH       DEFINED             16,18,21   126800        0        0
POGO PRODUCING CO             EQUITY   730448107     2179   105315 SH       DEFINED             18,21,22    73271        0    32044
POGO PRODUCING CO             EQUITY   730448107     8680   419563 SH       DEFINED        3,13,27,28,30   419563        0        0
POGO PRODUCING CO             EQUITY   730448107     2170   104890 SH       DEFINED           3,13,29,30   104890        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103       52     1600 SH       DEFINED               -          1600        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     1281    39100 SH       DEFINED   2,3,11,13,14,29,30        0    39100        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     4305   131450 SH       DEFINED                  4,6   124450     7000        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     2573    78575 SH       DEFINED                  6,7        0        0    78575
*** POHANG IRON & STEEL CO LT EQUITY   730450103     4469   136448 SH       DEFINED                12,21   136448        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103      457    13968 SH       DEFINED          15,18,21,22     1873        0    12095
*** POHANG IRON & STEEL CO LT EQUITY   730450103     4366   133300 SH       DEFINED             16,18,21   133300        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103      655    20000 SH       DEFINED                18,21    20000        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103      328    10000 SH       DEFINED       17,18,19,20,21    10000        0        0
*** POHANG IRON & STEEL CO LT EQUITY   730450103     6434   196454 SH       DEFINED             18,21,22   147194        0    49260
*** POHANG IRON & STEEL CO LT EQUITY   730450103      547    16710 SH       DEFINED                   25        0    16710        0
POLARIS INDS INC              EQUITY   731068102      912    26622 SH       DEFINED                12,21    26622        0        0
POLARIS INDS INC              EQUITY   731068102     1806    52720 SH       DEFINED             18,21,22    26626        0    26094
POLAROID CORP                 EQUITY   731095105      528    20400 SH       DEFINED               -         20400        0        0
POLAROID CORP                 EQUITY   731095105     1306    50492 SH       DEFINED                12,21    50492        0        0
POLAROID CORP                 EQUITY   731095105      675    26091 SH       DEFINED          15,18,21,22    14310        0    11781
POLAROID CORP                 EQUITY   731095105     9934   383908 SH       DEFINED             18,21,22   186976        0   196931
POLAROID CORP                 EQUITY   731095105       37     1426 SH       DEFINED                   25        0     1426        0
POLAROID CORP                 EQUITY   731095105      492    19000 SH       DEFINED     3,13,14,26,29,30    19000        0        0
POLAROID CORP                 EQUITY   731095105       71     2759 SH       DEFINED                21,31     2759        0        0
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106     7728   252870 SH       DEFINED                12,21   252870        0        0
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106       46     1500 SH       DEFINED          15,18,21,22     1361        0      139
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106     7463   244186 SH       DEFINED             18,21,22   208499        0    35687
POLICY MANAGEMENT SYSTEMS COR EQUITY   731108106     1488    48700 SH       DEFINED                21,31    48700        0        0
POLO RALPH LAUREN CORP CL A   EQUITY   731572103       77     4428 SH       DEFINED                12,21     4428        0        0
POLO RALPH LAUREN CORP CL A   EQUITY   731572103      543    31000 SH       DEFINED          15,18,21,22     9385        0    21615
POLO RALPH LAUREN CORP CL A   EQUITY   731572103     1084    61935 SH       DEFINED             18,21,22    33781        0    28154
POLYCOM INC                   EQUITY   73172K104      332     7270 SH       DEFINED               -          7270        0        0
POLYCOM INC                   EQUITY   73172K104     7178   157322 SH       DEFINED                12,21   157322        0        0
POLYCOM INC                   EQUITY   73172K104      228     5005 SH       DEFINED          15,18,21,22     2450        0     2555
POLYCOM INC                   EQUITY   73172K104     3194    70000 SH       DEFINED             16,18,21    70000        0        0
POLYCOM INC                   EQUITY   73172K104     6284   137734 SH       DEFINED             18,21,22    81014        0    56720
POLYCOM INC                   EQUITY   73172K104     2165    47462 SH       DEFINED                21,31    47462        0        0
POLYMEDICA CORP               EQUITY   731738100       35     1750 SH       DEFINED          15,18,21,22     1500        0      250
POLYMEDICA CORP               EQUITY   731738100     1807    89770 SH       DEFINED             18,21,22    63430        0    26340
POLYMER GROUP INC             EQUITY   731745105      253    17300 SH       DEFINED                12,21    17300        0        0
POLYMER GROUP INC             EQUITY   731745105       35     2415 SH       DEFINED          15,18,21,22     1985        0      430
POLYMER GROUP INC             EQUITY   731745105     1098    75046 SH       DEFINED             18,21,22    49932        0    25114
POMEROY COMPUTER RES INC      EQUITY   731822102      863    78900 SH       DEFINED                12,21    78900        0        0
POMEROY COMPUTER RES INC      EQUITY   731822102       10      900 SH       DEFINED             18,21,22        0        0      900
POOL ENERGY SVCS CO           EQUITY   732788104      447    18302 SH       DEFINED                12,21    18302        0        0
POOL ENERGY SVCS CO           EQUITY   732788104        1       22 SH       DEFINED             16,18,21       22        0        0
POOL ENERGY SVCS CO           EQUITY   732788104      251    10301 SH       DEFINED             18,21,22     1824        0     8477
POPE & TALBOT INC DELAWARE    EQUITY   732827100      330    26401 SH       DEFINED                12,21    26401        0        0
POPE & TALBOT INC DELAWARE    EQUITY   732827100       39     3122 SH       DEFINED             18,21,22     2517        0      605
POPULAR INC                   EQUITY   733174106    14636   528611 SH       DEFINED                12,21   528611        0        0
POPULAR INC                   EQUITY   733174106      277    10000 SH       DEFINED             16,18,21    10000        0        0
POPULAR INC                   EQUITY   733174106      318    11469 SH       DEFINED             18,21,22     3210        0     8259
POPULAR INC                   OPTION   733174106     2769   100000 SH  CALL DEFINED             18,21,22   100000        0        0
POPULAR INC                   OPTION   733174106     2769   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
POPULAR INC                   EQUITY   733174106     5295   191250 SH       DEFINED                21,31   191250        0        0
PORTUGAL FUND INC             EQUITY   737265108      497    37696 SH       DEFINED             18,21,22    11284        0    26412
*** PORTUGAL TELECOM SA       EQUITY   737273102       50     1190 SH       DEFINED               -          1190        0        0
*** PORTUGAL TELECOM SA       EQUITY   737273102      295     7078 SH       DEFINED          15,18,21,22     3759        0     3319
*** PORTUGAL TELECOM SA       EQUITY   737273102     5434   130542 SH       DEFINED             18,21,22   102396        0    28146
*** PORTUGAL TELECOM SA       EQUITY   737273102     1269    30495 SH       DEFINED                   25        0    30495        0
POSSIS MEDICAL INC            EQUITY   737407106      333    29638 SH       DEFINED             18,21,22    14105        0    15533
POST PROPERTIES INC           EQUITY   737464107       30      760 SH       DEFINED               -           760        0        0
POST PROPERTIES INC           EQUITY   737464107       65     1649 SH       DEFINED                12,21     1649        0        0
POST PROPERTIES INC           EQUITY   737464107      820    20889 SH       DEFINED          15,18,21,22     6962        0    13927
POST PROPERTIES INC           EQUITY   737464107     1014    25831 SH       DEFINED             18,21,22    12525        0    13306
*** POTASH CORP SASK INC-USD- EQUITY   73755L107     2727    53200 SH       DEFINED   2,3,11,13,14,29,30        0    53200        0
*** POTASH CORP SASK INC-USD- EQUITY   73755L107     7946   155048 SH       DEFINED             18,21,22   137652        0    17396
*** POTASH CORP SASK INC-USD- OPTION   73755L107       15      300 SH  CALL DEFINED             18,21,22        0        0      300
POTLATCH CORP                 EQUITY   737628107     3063    76939 SH       DEFINED                12,21    76939        0        0
POTLATCH CORP                 EQUITY   737628107     1670    41934 SH       DEFINED             18,21,22     5436        0    36498
POTLATCH CORP                 EQUITY   737628107       31      780 SH       DEFINED                   25        0      780        0
POTLATCH CORP                 EQUITY   737628107     3782    95001 SH       DEFINED                21,31    95001        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       11    12000 PRN      DEFINED             18,21,22     7000        0     5000
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6       57    60000 PRN      DEFINED     3,13,14,26,29,30    60000        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6     9884 10350000 PRN      DEFINED        3,13,27,28,30 10350000        0        0
POTOMAC ELEC POWER CO CONV DE CORPBOND 737679BT6     2053  2150000 PRN      DEFINED           3,13,29,30  2150000        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100      309    11700 SH       DEFINED               -         11700        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100     6847   258979 SH       DEFINED                12,21   258979        0        0
POTOMAC ELECTRIC POWER CO     EQUITY   737679100     2227    84234 SH       DEFINED             18,21,22    22125        0    62109
POTOMAC ELECTRIC POWER CO     EQUITY   737679100      330    12500 SH       DEFINED                21,31    12500        0        0
*** POWERGEN PLC SPONSORED AD EQUITY   738905405       40      930 SH       DEFINED               -           930        0        0
*** POWERGEN PLC SPONSORED AD EQUITY   738905405      288     6720 SH       DEFINED          15,18,21,22     4490        0     2230
*** POWERGEN PLC SPONSORED AD EQUITY   738905405     8961   208997 SH       DEFINED             18,21,22   163839        0    45158
*** POWERGEN PLC SPONSORED AD EQUITY   738905405     1149    26805 SH       DEFINED                   25        0    26805        0
POWER INTEGRATIONS INC        EQUITY   739276103       18      250 SH       DEFINED               -           250        0        0
POWER INTEGRATIONS INC        EQUITY   739276103      866    12200 SH       DEFINED                12,21    12200        0        0
POWER INTEGRATIONS INC        EQUITY   739276103      279     3925 SH       DEFINED          15,18,21,22     2975        0      950
POWER INTEGRATIONS INC        EQUITY   739276103     8968   126313 SH       DEFINED             18,21,22    97799        0    28514
POWER-ONE INC                 EQUITY   739308104    10734   408900 SH       DEFINED                12,21   408900        0        0
POWER-ONE INC                 EQUITY   739308104     2071    78900 SH       DEFINED             16,18,21    78900        0        0
POWER-ONE INC                 EQUITY   739308104        3      100 SH       DEFINED             18,21,22        0        0      100
POWER-ONE INC                 EQUITY   739308104      307    11700 SH       DEFINED                   25        0    11700        0
POWERTEL INC                  EQUITY   73936C109     1392    25686 SH       DEFINED                12,21    25686        0        0
POWERTEL INC                  EQUITY   73936C109     1381    25485 SH       DEFINED          15,18,21,22    10013        0    15472
POWERTEL INC                  EQUITY   73936C109     7148   131914 SH       DEFINED             18,21,22    77871        0    54043
POWERTEL INC                  EQUITY   73936C109       22      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       26      545 SH       DEFINED               -           545        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     1701    35585 SH       DEFINED                  4,6    12465    15090     8030
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       11      225 SH       DEFINED                  6,7        0        0      225
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     3304    69100 SH       DEFINED                12,21    69100        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       48     1000 SH       DEFINED          15,18,21,22     1000        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     2098    43880 SH       DEFINED             18,21,22    35526        0     8354
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109       24      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
POWERWAVE TECHNOLOGIES INC    EQUITY   739363109     1081    22600 SH       DEFINED                21,31    22600        0        0
PREMIER BANCSHARES INC GA     EQUITY   739909109     1038    64345 SH       DEFINED                12,21    64345        0        0
PREMIER BANCSHARES INC GA     EQUITY   739909109       23     1450 SH       DEFINED          15,18,21,22      750        0      700
PREMIER BANCSHARES INC GA     EQUITY   739909109      127     7887 SH       DEFINED             18,21,22     6122        0     1765
PREMIER BANCSHARES INC GA     EQUITY   739909109      432    26800 SH       DEFINED                21,31    26800        0        0
PRAXAIR INC                   EQUITY   74005P104      107     2335 SH       DEFINED               -          2335        0        0
PRAXAIR INC                   EQUITY   74005P104      225     4925 SH       DEFINED                  4,6      225        0     4700
PRAXAIR INC                   EQUITY   74005P104     5429   118664 SH       DEFINED                12,21   118664        0        0
PRAXAIR INC                   EQUITY   74005P104     2502    54679 SH       DEFINED          15,18,21,22    34904        0    19775
PRAXAIR INC                   EQUITY   74005P104    72605  1586993 SH       DEFINED             18,21,22  1037212        0   549780
PRAXAIR INC                   EQUITY   74005P104     1240    27097 SH       DEFINED                   25        0    27097        0
PRAXAIR INC                   EQUITY   74005P104      732    16000 SH       DEFINED     3,13,14,26,29,30    16000        0        0
PRAXAIR INC                   EQUITY   74005P104      455     9948 SH       DEFINED                21,31     9948        0        0
PREPAID LEGAL SERVICES INC    EQUITY   740065107     3065    80400 SH       DEFINED                12,21    80400        0        0
PREPAID LEGAL SERVICES INC    EQUITY   740065107      206     5395 SH       DEFINED          15,18,21,22     4140        0     1255
PREPAID LEGAL SERVICES INC    EQUITY   740065107     5858   153645 SH       DEFINED             18,21,22   104939        0    48706
PREPAID LEGAL SERVICES INC    EQUITY   740065107     1434    37600 SH       DEFINED                21,31    37600        0        0
PRECISION CASTPARTS CORP      EQUITY   740189105       17      574 SH       DEFINED               -           574        0        0
PRECISION CASTPARTS CORP      EQUITY   740189105    17127   581800 SH       DEFINED                12,21   581800        0        0
PRECISION CASTPARTS CORP      EQUITY   740189105      313    10634 SH       DEFINED          15,18,21,22     5789        0     4845
PRECISION CASTPARTS CORP      EQUITY   740189105     7276   247154 SH       DEFINED             18,21,22   102271        0   144882
PRECISION CASTPARTS CORP      OPTION   740189105       15      500 SH  PUT  DEFINED             18,21,22        0        0      500
*** PRECISION DRILLING CORP   EQUITY   74022D100     2020    87600 SH       DEFINED   2,3,11,13,14,29,30        0    87600        0
*** PRECISION DRILLING CORP   EQUITY   74022D100     4788   207600 SH       DEFINED                12,21   207600        0        0
*** PRECISION DRILLING CORP   EQUITY   74022D100      364    15800 SH       DEFINED                   25        0    15800        0
PREMARK INTERNATIONAL INC     EQUITY   740459102        6      114 SH       DEFINED               -           114        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102        2       36 SH       DEFINED                  4,6       36        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102    13756   270382 SH       DEFINED                12,21   270382        0        0
PREMARK INTERNATIONAL INC     EQUITY   740459102      351     6889 SH       DEFINED             18,21,22      721        0     6168
PREMARK INTERNATIONAL INC     EQUITY   740459102      722    14200 SH       DEFINED                21,31    14200        0        0
PREMIER LASER SYSTEMS INC CL  EQUITY   740522107      160    52940 SH       DEFINED             18,21,22    51200        0     1740
WTS PREMIER LASER SYSTEMS INC EQUITY   740522123        6    50000 SH       DEFINED             18,21,22    50000        0        0
PREMIER NATL BANCORP INC      EQUITY   74053F107      209    12000 SH       DEFINED                12,21    12000        0        0
PREMIER NATL BANCORP INC      EQUITY   74053F107     1310    75420 SH       DEFINED             18,21,22    27593        0    47827
PREMIER PARKS INC NEW         EQUITY   740540208        3       89 SH       DEFINED               -            89        0        0
PREMIER PARKS INC NEW         EQUITY   740540208     6050   206396 SH       DEFINED   2,3,11,13,14,29,30        0   206396        0
PREMIER PARKS INC NEW         EQUITY   740540208     3729   127216 SH       DEFINED                  4,6    45640    58456    23120
PREMIER PARKS INC NEW         EQUITY   740540208       20      695 SH       DEFINED                  6,7        0        0      695
PREMIER PARKS INC NEW         EQUITY   740540208    20728   707143 SH       DEFINED                12,21   707143        0        0
PREMIER PARKS INC NEW         EQUITY   740540208      357    12180 SH       DEFINED          15,18,21,22     9265        0     2915
PREMIER PARKS INC NEW         EQUITY   740540208     6314   215400 SH       DEFINED             16,18,21   215400        0        0
PREMIER PARKS INC NEW         EQUITY   740540208    11487   391883 SH       DEFINED             18,21,22   209632        0   182251
PREMIER PARKS INC NEW         EQUITY   740540208       12      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
PREMIER RESEARCH WORLDWIDE IN EQUITY   740568100       84    15000 SH       DEFINED             18,21,22        0        0    15000
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6        8    15000 PRN      DEFINED          15,18,21,22        0        0    15000
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6        5    10000 PRN      DEFINED             18,21,22    10000        0        0
PREMIERE TECHNOLOGIES - SUB   CORPBOND 74058FAC6     2100  4000000 PRN      DEFINED        3,13,29,30,32        0        0  4000000
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      283    47900 SH       DEFINED                12,21    47900        0        0
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      436    73774 SH       DEFINED          15,18,21,22     5517        0    68257
PREMIER TECHNOLOGIES INC      EQUITY   74058F102        9     1514 SH       DEFINED             16,18,21     1514        0        0
PREMIER TECHNOLOGIES INC      EQUITY   74058F102      132    22351 SH       DEFINED             18,21,22    10481        0    11870
PREMIER TECHNOLOGIES INC      EQUITY   74058F102        6     1000 SH       DEFINED     3,13,14,26,29,30     1000        0        0
PREMISYS COMMUNICATONS INC    EQUITY   740584107     1782   222300 SH       DEFINED                12,21   222300        0        0
PREMISYS COMMUNICATONS INC    EQUITY   740584107       62     7734 SH       DEFINED             18,21,22     5428        0     2306
PREMISYS COMMUNICATONS INC    OPTION   740584107      321    40000 SH  CALL DEFINED             18,21,22        0        0    40000
PRENTISS PPTYS TRUST          EQUITY   740706106       10      455 SH       DEFINED               -           455        0        0
PRENTISS PPTYS TRUST          EQUITY   740706106     3767   169322 SH       DEFINED                12,21   169322        0        0
PRENTISS PPTYS TRUST          EQUITY   740706106      166     7467 SH       DEFINED          15,18,21,22     5997        0     1470
PRENTISS PPTYS TRUST          EQUITY   740706106    17302   777609 SH       DEFINED             18,21,22   715784        0    61825
PRESIDENTIAL LIFE CORP        EQUITY   740884101     3730   217000 SH       DEFINED                  4,6        0   217000        0
PRESIDENTIAL LIFE CORP        EQUITY   740884101     3164   184071 SH       DEFINED                12,21   184071        0        0
PRESIDENTIAL LIFE CORP        EQUITY   740884101       92     5338 SH       DEFINED             18,21,22     1670        0     3668
PRESIDENTIAL LIFE CORP        EQUITY   740884101       98     5700 SH       DEFINED                   25        0     5700        0
PRESSTEK INC                  EQUITY   741113104      198    27100 SH       DEFINED                12,21    27100        0        0
PRESSTEK INC                  EQUITY   741113104       32     4369 SH       DEFINED             18,21,22     1969        0     2400
PREVIEW TRAVEL INC            EQUITY   74137R101       18     1000 SH       DEFINED                  4,6        0        0     1000
PREVIEW TRAVEL INC            EQUITY   74137R101      233    13200 SH       DEFINED                12,21    13200        0        0
PREVIEW TRAVEL INC            EQUITY   74137R101      174     9899 SH       DEFINED             18,21,22     1938        0     7961
PRICE COMMUNICATIONS CORP     EQUITY   741437305      658    27137 SH       DEFINED   2,3,11,13,14,29,30        0    27137        0
PRICE COMMUNICATIONS CORP     EQUITY   741437305     3428   141370 SH       DEFINED                12,21   141370        0        0
PRICE COMMUNICATIONS CORP     EQUITY   741437305    31131  1283742 SH       DEFINED             18,21,22  1256904        0    26838
PRICE COMMUNICATIONS CORP     EQUITY   741437305       17      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
PRICE T ROWE & ASSOC INC      EQUITY   741477103       79     3000 SH       DEFINED               -          3000        0        0
PRICE T ROWE & ASSOC INC      EQUITY   741477103     1454    55010 SH       DEFINED                12,21    55010        0        0
PRICE T ROWE & ASSOC INC      EQUITY   741477103        2       64 SH       DEFINED          15,18,21,22        0        0       64
PRICE T ROWE & ASSOC INC      EQUITY   741477103     1086    41064 SH       DEFINED             18,21,22    22981        0    18082
PRICE T ROWE & ASSOC INC      OPTION   741477103       21      800 SH  PUT  DEFINED             18,21,22        0        0      800
PRICE T ROWE & ASSOC INC      EQUITY   741477103      490    18520 SH       DEFINED                21,31    18520        0        0
PRICELINE.COM INC             EQUITY   741503106     1580    25000 SH       DEFINED                  4,6     1000        0    24000
PRICELINE.COM INC             EQUITY   741503106      557     8811 SH       DEFINED                12,21     8811        0        0
PRICELINE.COM INC             EQUITY   741503106       36      566 SH       DEFINED          15,18,21,22       50        0      516
PRICELINE.COM INC             EQUITY   741503106      356     5640 SH       DEFINED             18,21,22     1683        0     3957
PRICELINE.COM INC             OPTION   741503106       13      200 SH  PUT  DEFINED             18,21,22        0        0      200
PRIMEDIA INC                  EQUITY   74157K101     3409   252515 SH       DEFINED                12,21   252515        0        0
PRIMEDIA INC                  EQUITY   74157K101       43     3200 SH       DEFINED             16,18,21     3200        0        0
PRIMEDIA INC                  EQUITY   74157K101        1      100 SH       DEFINED             18,21,22        0        0      100
PRIME RETAIL INC              EQUITY   741570105     1064   135141 SH       DEFINED                12,21   135141        0        0
PRIME RETAIL INC              EQUITY   741570105      203    25759 SH       DEFINED             18,21,22    11198        0    14561
PRIME RETAIL INC              EQUITY   741570105      770    97727 SH       DEFINED                21,31    97727        0        0
PRIME GROUP REALTY TRUST      EQUITY   74158J103       95     6300 SH       DEFINED                12,21     6300        0        0
PRIME GROUP REALTY TRUST      EQUITY   74158J103      145     9590 SH       DEFINED             18,21,22      320        0     9270
PRIMEX TECHNOLOGIES INC       EQUITY   741597108     1579    70569 SH       DEFINED                12,21    70569        0        0
PRIMEX TECHNOLOGIES INC       EQUITY   741597108       15      660 SH       DEFINED             18,21,22      155        0      505
PRIMEX TECHNOLOGIES INC       EQUITY   741597108      139     6200 SH       DEFINED                   25        0     6200        0
PRIMEX TECHNOLOGIES INC       EQUITY   741597108     1449    64777 SH       DEFINED                21,31    64777        0        0
PRIMARK CORP                  EQUITY   741903108       10      374 SH       DEFINED                  4,6      374        0        0
PRIMARK CORP                  EQUITY   741903108      464    16626 SH       DEFINED                12,21    16626        0        0
PRIMARK CORP                  EQUITY   741903108      229     8180 SH       DEFINED          15,18,21,22     6260        0     1920
PRIMARK CORP                  EQUITY   741903108        4      150 SH       DEFINED             16,18,21      150        0        0
PRIMARK CORP                  EQUITY   741903108     5154   184479 SH       DEFINED             18,21,22   127363        0    57116
PRIME HOSPITALITY CORP        EQUITY   741917108      327    40552 SH       DEFINED                12,21    40552        0        0
PRIME HOSPITALITY CORP        EQUITY   741917108       30     3681 SH       DEFINED             18,21,22      591        0     3090
PRIMUS TELECOMMUNICATIONS GP  EQUITY   741929103      456    23980 SH       DEFINED                12,21    23980        0        0
PRIMUS TELECOMMUNICATIONS GP  EQUITY   741929103      133     7004 SH       DEFINED             18,21,22     5000        0     2004
PRIDE INTL INC SUB DEB CONV   CORPBOND 741932AB3     1822  5500000 PRN      DEFINED             18,21,22  5425000        0    75000
PRIDE INT'L INC               EQUITY   741932107       21     1500 SH       DEFINED               -          1500        0        0
PRIDE INT'L INC               EQUITY   741932107     7584   546600 SH       DEFINED   2,3,11,13,14,29,30        0   546600        0
PRIDE INT'L INC               EQUITY   741932107      805    58000 SH       DEFINED                12,21    58000        0        0
PRIDE INT'L INC               EQUITY   741932107        1       90 SH       DEFINED          15,18,21,22       90        0        0
PRIDE INT'L INC               EQUITY   741932107     1414   101942 SH       DEFINED             18,21,22    64923        0    37019
PRISON REALTY TRUST INC       EQUITY   74264N105       13     1200 SH       DEFINED                  4,6        0        0     1200
PRISON REALTY TRUST INC       EQUITY   74264N105      118    10938 SH       DEFINED                12,21    10938        0        0
PRISON REALTY TRUST INC       EQUITY   74264N105       60     5612 SH       DEFINED          15,18,21,22        0        0     5612
PRISON REALTY TRUST INC       OPTION   74264N105        6      600 SH  PUT  DEFINED             18,21,22        0        0      600
PRISON REALTY TRUST INC       EQUITY   74264N105      470    43729 SH       DEFINED             18,21,22    11556        0    32173
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102        2       55 SH       DEFINED               -            55        0        0
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102      431    14215 SH       DEFINED                  4,6       62        0    14153
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     2690    88749 SH       DEFINED                12,21    88749        0        0
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102      106     3510 SH       DEFINED          15,18,21,22     2720        0      790
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     2956    97521 SH       DEFINED             18,21,22    59493        0    38028
PRIORITY HEALTHCARE CORP CL B EQUITY   74264T102     1433    47262 SH       DEFINED                21,31    47262        0        0
PRIVATE BUSINESS INC          EQUITY   74267D104       51    10890 SH       DEFINED   2,3,11,13,14,29,30        0    10890        0
PRIVATE BUSINESS INC          EQUITY   74267D104       12     2600 SH       DEFINED                12,21     2600        0        0
PRIVATE BUSINESS INC          EQUITY   74267D104       31     6534 SH       DEFINED             18,21,22     1134        0     5400
PROBUSINESS SERVICES INC      EQUITY   742674104     1202    47595 SH       DEFINED                  4,6    18351    20892     8352
PROBUSINESS SERVICES INC      EQUITY   742674104        8      325 SH       DEFINED                  6,7        0        0      325
PROBUSINESS SERVICES INC      EQUITY   742674104     2456    97250 SH       DEFINED                12,21    97250        0        0
PROBUSINESS SERVICES INC      EQUITY   742674104      139     5518 SH       DEFINED          15,18,21,22     4024        0     1494
PROBUSINESS SERVICES INC      EQUITY   742674104     2627   104056 SH       DEFINED             18,21,22    86910        0    17146
PROBUSINESS SERVICES INC      EQUITY   742674104      159     6300 SH       DEFINED                   25        0     6300        0
PROCTER & GAMBLE CO           EQUITY   742718109     9795   104827 SH       DEFINED               -        104827        0        0
PROCTER & GAMBLE CO           EQUITY   742718109   110743  1185200 SH       DEFINED                  4,6   505221   326599   353380
PROCTER & GAMBLE CO           EQUITY   742718109      229     2450 SH       DEFINED                5,6,7        0        0     2450
PROCTER & GAMBLE CO           EQUITY   742718109      811     8680 SH       DEFINED                  6,7        0        0     8680
PROCTER & GAMBLE CO           EQUITY   742718109   233511  2499102 SH       DEFINED                12,21  2499102        0        0
PROCTER & GAMBLE CO           EQUITY   742718109    14520   155393 SH       DEFINED          15,18,21,22   103846        0    51547
PROCTER & GAMBLE CO           EQUITY   742718109    12071   129183 SH       DEFINED             16,18,21   129183        0        0
PROCTER & GAMBLE CO           OPTION   742718109     4672    50000 SH  PUT  DEFINED       17,18,19,20,21    50000        0        0
PROCTER & GAMBLE CO           EQUITY   742718109   448590  4800932 SH       DEFINED             18,21,22  2667550        0  2133382
PROCTER & GAMBLE CO           OPTION   742718109       28      300 SH  PUT  DEFINED             18,21,22        0        0      300
PROCTER & GAMBLE CO           EQUITY   742718109      140     1500 SH       DEFINED            4,6,23,24     1500        0        0
PROCTER & GAMBLE CO           EQUITY   742718109     6265    67050 SH       DEFINED                   25        0    67050        0
PROCTER & GAMBLE CO           EQUITY   742718109     1826    19542 SH       DEFINED     3,13,14,26,29,30    19542        0        0
PROCTER & GAMBLE CO           EQUITY   742718109     8651    92587 SH       DEFINED                21,31    92587        0        0
PRODIGY COMMUNICATIONS CORP   EQUITY   74283P107       58     3440 SH       DEFINED                12,21     3440        0        0
PRODIGY COMMUNICATIONS CORP   EQUITY   74283P107        2      100 SH       DEFINED             16,18,21      100        0        0
PRODIGY COMMUNICATIONS CORP   EQUITY   74283P107      125     7452 SH       DEFINED             18,21,22     1900        0     5552
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100     3001   122500 SH       DEFINED                  4,6        0   122500        0
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100      162     6600 SH       DEFINED                12,21     6600        0        0
PROFESSIONAL GROUP INC (NEW)  EQUITY   742954100       28     1130 SH       DEFINED             18,21,22       87        0     1043
PROFESSIONAL DENTAL TECH INC  EQUITY   74312H100        6    10500 SH       DEFINED          15,18,21,22    10500        0        0
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     4506   104867 SH       DEFINED                  4,6    35769    42715    26383
PROFIT RECOVERY GROUP INTL    EQUITY   743168106       22      510 SH       DEFINED                  6,7        0        0      510
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     8325   193737 SH       DEFINED                12,21   193737        0        0
PROFIT RECOVERY GROUP INTL    EQUITY   743168106      349     8117 SH       DEFINED          15,18,21,22     6534        0     1583
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     6725   156500 SH       DEFINED             16,18,21   156500        0        0
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     5526   128602 SH       DEFINED             18,21,22    98956        0    29646
PROFIT RECOVERY GROUP INTL    EQUITY   743168106     1061    24700 SH       DEFINED                   25        0    24700        0
PROGRESS SOFTWARE CORP        EQUITY   743312100     4159   129965 SH       DEFINED                12,21   129965        0        0
PROGRESS SOFTWARE CORP        EQUITY   743312100      800    24998 SH       DEFINED             18,21,22     9591        0    15407
PROGRESS SOFTWARE CORP        EQUITY   743312100      210     6550 SH       DEFINED                   25        0     6550        0
PROGRESS SOFTWARE CORP        EQUITY   743312100     3719   116211 SH       DEFINED                21,31   116211        0        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103      769     9489 SH       DEFINED                12,21     9489        0        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103        4       50 SH       DEFINED          15,18,21,22        0        0       50
PROGRESSIVE CORP-OHIO-        EQUITY   743315103     2665    32901 SH       DEFINED             18,21,22     9646        0    23255
PROGRESSIVE CORP-OHIO-        EQUITY   743315103      178     2200 SH       DEFINED                   25        0     2200        0
PROGRESSIVE CORP-OHIO-        EQUITY   743315103      371     4576 SH       DEFINED                21,31     4576        0        0
PROJECT SOFTWARE & DEV INC    EQUITY   74339P101     2168    41700 SH       DEFINED                12,21    41700        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102        6      315 SH       DEFINED               -           315        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102      533    28988 SH       DEFINED                12,21    28988        0        0
PROLOGIS TR SH BEN INT        EQUITY   743410102      305    16610 SH       DEFINED          15,18,21,22    11255        0     5355
PROLOGIS TR SH BEN INT        OPTION   743410102        9      500 SH  PUT  DEFINED             18,21,22        0        0      500
PROLOGIS TR SH BEN INT        EQUITY   743410102     7181   390797 SH       DEFINED             18,21,22   273557        0   117240
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300       15      628 SH       DEFINED               -           628        0        0
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300       63     2665 SH       DEFINED          15,18,21,22     1740        0      925
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     8739   367960 SH       DEFINED             18,21,22   346860        0    21100
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     2969   125000 SH       DEFINED        3,13,27,28,30   125000        0        0
PROLOGIS TR PFD CONV SH BEN   EQUITY   743410300     2375   100000 SH       DEFINED           3,13,29,30   100000        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106        6      185 SH       DEFINED               -           185        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      554    17281 SH       DEFINED                12,21    17281        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106       45     1399 SH       DEFINED          15,18,21,22      100        0     1299
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106       11      354 SH       DEFINED             16,18,21      354        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      534    16668 SH       DEFINED             18,21,22     6291        0    10377
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106       21      657 SH       DEFINED     3,13,14,26,29,30      657        0        0
PROMUS HOTEL CORP (NEW)       EQUITY   74342P106      366    11400 SH       DEFINED                21,31    11400        0        0
PROTECTION ONE INC            EQUITY   743663304       95    24100 SH       DEFINED                12,21    24100        0        0
PROTECTION ONE INC            EQUITY   743663304      831   210942 SH       DEFINED             18,21,22    79488        0   131454
PROTECTIVE LIFE CORP          EQUITY   743674103     1043    35970 SH       DEFINED                  4,6    23700        0    12270
PROTECTIVE LIFE CORP          EQUITY   743674103    10361   357267 SH       DEFINED                12,21   357267        0        0
PROTECTIVE LIFE CORP          EQUITY   743674103     4697   161981 SH       DEFINED          15,18,21,22    69755        0    92226
PROTECTIVE LIFE CORP          EQUITY   743674103     4440   153100 SH       DEFINED             16,18,21   153100        0        0
PROTECTIVE LIFE CORP          EQUITY   743674103     7726   266405 SH       DEFINED             18,21,22   185911        0    80493
PROTECTIVE LIFE CORP          OPTION   743674103      116     4000 SH  CALL DEFINED             18,21,22        0        0     4000
PROTECTIVE LIFE CORP          EQUITY   743674103     1506    51942 SH       DEFINED                21,31    51942        0        0
PROTEIN DESIGN LABS INC       EQUITY   74369L103     3203    93082 SH       DEFINED                12,21    93082        0        0
PROTEIN DESIGN LABS INC       EQUITY   74369L103      658    19121 SH       DEFINED             18,21,22    18721        0      400
PROTEIN DESIGN LABS INC       EQUITY   74369L103     1958    56909 SH       DEFINED                21,31    56909        0        0
PROTEIN POLYMER TECH INC      EQUITY   743697104        7    28000 SH       DEFINED             18,21,22        0        0    28000
PROVANTAGE HEALTH SVCS INC    EQUITY   743725103       33     3280 SH       DEFINED          15,18,21,22     2545        0      735
PROVANTAGE HEALTH SVCS INC    EQUITY   743725103      723    72285 SH       DEFINED             18,21,22    49815        0    22470
PROVIDENCE ENERGY CORP        EQUITY   743743106      211     7435 SH       DEFINED             18,21,22     2245        0     5190
PROVIDENT AMERICAN CORP       EQUITY   743832107      149     9600 SH       DEFINED                12,21     9600        0        0
PROVIDENT AMERICAN CORP       EQUITY   743832107       98     6296 SH       DEFINED          15,18,21,22     4597        0     1699
PROVIDENT AMERICAN CORP       EQUITY   743832107     1833   117771 SH       DEFINED             18,21,22    98377        0    19394
PROVIDENT BANKSHARES CORP     EQUITY   743859100     1416    67849 SH       DEFINED                12,21    67849        0        0
PROVIDENT BANKSHARES CORP     EQUITY   743859100       23     1085 SH       DEFINED          15,18,21,22        0        0     1085
PROVIDENT BANKSHARES CORP     EQUITY   743859100       48     2308 SH       DEFINED             18,21,22     2031        0      277
PROVIDENT FINANCIAL GP INC    EQUITY   743866105     1017    28600 SH       DEFINED                12,21    28600        0        0
PROVIDENT FINANCIAL GP INC    EQUITY   743866105     1695    47650 SH       DEFINED             18,21,22     8946        0    38704
PROVIDENT FINANCIAL GP INC    EQUITY   743866105      338     9500 SH       DEFINED                21,31     9500        0        0
PROVINCE HEALTHCARE CO        EQUITY   743977100     3089   274584 SH       DEFINED   2,3,11,13,14,29,30        0   274584        0
PROVINCE HEALTHCARE CO        EQUITY   743977100      137    12200 SH       DEFINED                12,21    12200        0        0
PROVINCE HEALTHCARE CO        EQUITY   743977100      115    10184 SH       DEFINED          15,18,21,22     7276        0     2908
PROVINCE HEALTHCARE CO        EQUITY   743977100     2118   188227 SH       DEFINED             18,21,22   141867        0    46360
PROVINCE HEALTHCARE CO        EQUITY   743977100        3      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102      188     2395 SH       DEFINED               -          2395        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102    19641   250000 SH       DEFINED                  6,7   250000        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102   108281  1378265 SH       DEFINED                12,21  1378265        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102      935    11899 SH       DEFINED          15,18,21,22     7413        0     4486
PROVIDIAN FINL CORP           OPTION   74406A102    11784   150000 SH  CALL DEFINED       17,18,19,20,21   150000        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102    65444   833008 SH       DEFINED             18,21,22   433092        0   399916
PROVIDIAN FINL CORP           OPTION   74406A102    11784   150000 SH  CALL DEFINED             18,21,22   150000        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102     4065    51741 SH       DEFINED                   25        0    51741        0
PROVIDIAN FINL CORP           EQUITY   74406A102      793    10100 SH       DEFINED     3,13,14,26,29,30    10100        0        0
PROVIDIAN FINL CORP           EQUITY   74406A102      925    11778 SH       DEFINED                21,31    11778        0        0
PROXICOM INC                  EQUITY   744282104      548     9900 SH       DEFINED                12,21     9900        0        0
PROXICOM INC                  EQUITY   744282104      155     2801 SH       DEFINED          15,18,21,22     2029        0      772
PROXICOM INC                  EQUITY   744282104     3297    59531 SH       DEFINED             18,21,22    50467        0     9064
PROXIM INC                    EQUITY   744284100     2879    64700 SH       DEFINED                12,21    64700        0        0
PROXIM INC                    EQUITY   744284100      293     6574 SH       DEFINED             18,21,22     6091        0      483
PROXIM INC                    EQUITY   744284100     3382    75991 SH       DEFINED                21,31    75991        0        0
PROXYMED INC                  EQUITY   744290107      231    18700 SH       DEFINED                12,21    18700        0        0
PROXYMED INC                  EQUITY   744290107       20     1625 SH       DEFINED          15,18,21,22        0        0     1625
PROXYMED INC                  EQUITY   744290107       64     5150 SH       DEFINED             18,21,22        0        0     5150
PSINET INC                    EQUITY   74437C101     5782   166400 SH       DEFINED   2,3,11,13,14,29,30        0   166400        0
PSINET INC                    EQUITY   74437C101      436    12537 SH       DEFINED                12,21    12537        0        0
PSINET INC                    EQUITY   74437C101       12      350 SH       DEFINED          15,18,21,22        0        0      350
PSINET INC                    EQUITY   74437C101      579    16674 SH       DEFINED             18,21,22     7888        0     8786
PSINET INC 6.75% SER C        EQUITY   74437C309      118     3000 SH       DEFINED                12,21     3000        0        0
PSINET INC 6.75% SER C        EQUITY   74437C309     2356    60030 SH       DEFINED             18,21,22    58180        0     1850
PSINET INC 6.75% SER C        EQUITY   74437C309     2748    70000 SH       DEFINED           3,13,29,30    70000        0        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104     9351   519482 SH       DEFINED                12,21   519482        0        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104      293    16261 SH       DEFINED             18,21,22    16061        0      200
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104     1618    89900 SH       DEFINED                   25        0    89900        0
PUBLIC SVC CO OF NEW MEXICO   EQUITY   744499104      452    25100 SH       DEFINED                21,31    25100        0        0
PUBLIC SVC CO OF NO CAROLINA  EQUITY   744516105        2       60 SH       DEFINED                  4,6       60        0        0
PUBLIC SVC CO OF NO CAROLINA  EQUITY   744516105      540    17013 SH       DEFINED                12,21    17013        0        0
PUBLIC SVC CO OF NO CAROLINA  EQUITY   744516105     1286    40518 SH       DEFINED             18,21,22    36380        0     4138
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      107     2730 SH       DEFINED               -          2730        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      964    24644 SH       DEFINED                  4,6    10304      600    13740
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106     6104   156010 SH       DEFINED                12,21   156010        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106       24      625 SH       DEFINED             16,18,21      625        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106     2519    64390 SH       DEFINED             18,21,22    38020        0    26369
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      248     6326 SH       DEFINED                   25        0     6326        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      798    20400 SH       DEFINED     3,13,14,26,29,30    20400        0        0
PUBLIC SERVICE ENTERPRISE     EQUITY   744573106      578    14772 SH       DEFINED                21,31    14772        0        0
PUBLIC STORAGE INC            EQUITY   74460D109       36     1448 SH       DEFINED               -          1448        0        0
PUBLIC STORAGE INC            EQUITY   74460D109      147     5982 SH       DEFINED                12,21     5982        0        0
PUBLIC STORAGE INC            EQUITY   74460D109      307    12505 SH       DEFINED          15,18,21,22     9585        0     2920
PUBLIC STORAGE INC            EQUITY   74460D109    23010   936792 SH       DEFINED             18,21,22   810722        0   126069
PUBLICARD INC                 EQUITY   744627100      172    19200 SH       DEFINED                12,21    19200        0        0
PUBLICARD INC                 EQUITY   744627100      194    21709 SH       DEFINED             18,21,22      703        0    21006
PUERTO RICAN CEMENT CO INC    EQUITY   745075101      304     8425 SH       DEFINED                12,21     8425        0        0
PUERTO RICAN CEMENT CO INC    EQUITY   745075101       21      584 SH       DEFINED             18,21,22       52        0      532
PUERTO RICAN CEMENT CO INC    EQUITY   745075101      304     8425 SH       DEFINED                21,31     8425        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106        5      200 SH       DEFINED               -           200        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106       75     3300 SH       DEFINED                  4,6        0     3000      300
PUGET SOUND ENERGY CO         EQUITY   745332106     4625   203852 SH       DEFINED                12,21   203852        0        0
PUGET SOUND ENERGY CO         EQUITY   745332106       42     1844 SH       DEFINED          15,18,21,22     1344        0      500
PUGET SOUND ENERGY CO         EQUITY   745332106     2345   103339 SH       DEFINED             18,21,22    44767        0    58572
PULITZER INC                  EQUITY   745769109      276     6100 SH       DEFINED                12,21     6100        0        0
PULITZER INC                  EQUITY   745769109      120     2649 SH       DEFINED             18,21,22      247        0     2402
PULITZER INC                  EQUITY   745769109      154     3400 SH       DEFINED                   25        0     3400        0
PULTE CORP                    EQUITY   745867101      599    29873 SH       DEFINED                12,21    29873        0        0
PULTE CORP                    EQUITY   745867101       12      600 SH       DEFINED          15,18,21,22      600        0        0
PULTE CORP                    EQUITY   745867101      439    21903 SH       DEFINED             18,21,22     8749        0    13154
PULTE CORP                    EQUITY   745867101      107     5324 SH       DEFINED                   25        0     5324        0
PULTE CORP                    EQUITY   745867101      205    10231 SH       DEFINED     3,13,14,26,29,30    10231        0        0
PULTE CORP                    EQUITY   745867101       70     3499 SH       DEFINED                21,31     3499        0        0
*** QLT PHOTOTHERAPEUTICS INC EQUITY   746927102      189     2465 SH       DEFINED          15,18,21,22     1525        0      940
*** QLT PHOTOTHERAPEUTICS INC EQUITY   746927102     6007    78520 SH       DEFINED             18,21,22    46485        0    32035
*** QLT PHOTOTHERAPEUTICS INC EQUITY   746927102       23      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
QMS INC                       EQUITY   74726G102       36    10400 SH       DEFINED             18,21,22        0        0    10400
QRS CORP                      EQUITY   74726X105       96     1500 SH       DEFINED                  4,6        0        0     1500
QRS CORP                      EQUITY   74726X105     5690    88950 SH       DEFINED                12,21    88950        0        0
QRS CORP                      EQUITY   74726X105      195     3048 SH       DEFINED          15,18,21,22     2441        0      607
QRS CORP                      EQUITY   74726X105     2559    40000 SH       DEFINED             16,18,21    40000        0        0
QRS CORP                      EQUITY   74726X105     2523    39445 SH       DEFINED             18,21,22    32047        0     7398
QRS CORP                      EQUITY   74726X105      134     2100 SH       DEFINED                   25        0     2100        0
QRS CORP                      EQUITY   74726X105     1209    18900 SH       DEFINED                21,31    18900        0        0
QAD INC                       EQUITY   74727D108        2      500 SH       DEFINED          15,18,21,22        0        0      500
QAD INC                       EQUITY   74727D108       83    22100 SH       DEFINED             18,21,22    13350        0     8750
Q.E.P. CO INC                 EQUITY   74727K102       80    10500 SH       DEFINED             18,21,22        0        0    10500
QLOGIC CORP                   EQUITY   747277101       49      690 SH       DEFINED               -           690        0        0
QLOGIC CORP                   EQUITY   747277101      558     7800 SH       DEFINED                  4,6     2000        0     5800
QLOGIC CORP                   EQUITY   747277101     1077    15046 SH       DEFINED                12,21    15046        0        0
QLOGIC CORP                   EQUITY   747277101       43      600 SH       DEFINED          15,18,21,22      510        0       90
QLOGIC CORP                   EQUITY   747277101     2602    36345 SH       DEFINED             18,21,22    24197        0    12148
QLOGIC CORP                   EQUITY   747277101      671     9372 SH       DEFINED                21,31     9372        0        0
QUADRAMED CORP CV S/D-BK/ENTR CORPBOND 74730WAC5     1640  3200000 PRN      DEFINED             18,21,22  3200000        0        0
QUADRAMED CORPORATION         EQUITY   74730W101        7     1000 SH       DEFINED               -          1000        0        0
QUADRAMED CORPORATION         EQUITY   74730W101      152    21200 SH       DEFINED                12,21    21200        0        0
QUADRAMED CORPORATION         EQUITY   74730W101        5      765 SH       DEFINED          15,18,21,22      315        0      450
QUADRAMED CORPORATION         EQUITY   74730W101     1368   191192 SH       DEFINED             18,21,22    93575        0    97617
QUAKER FABRIC CORP NEW        EQUITY   747399103        3      750 SH       DEFINED          15,18,21,22        0        0      750
QUAKER FABRIC CORP NEW        EQUITY   747399103       87    19850 SH       DEFINED             18,21,22     6650        0    13200
QUAKER OATS CO                EQUITY   747402105       79     1306 SH       DEFINED               -          1306        0        0
QUAKER OATS CO                EQUITY   747402105      368     6071 SH       DEFINED                  4,6     6071        0        0
QUAKER OATS CO                EQUITY   747402105    21641   356957 SH       DEFINED                12,21   356957        0        0
QUAKER OATS CO                EQUITY   747402105      853    14078 SH       DEFINED          15,18,21,22    12093        0     1985
QUAKER OATS CO                EQUITY   747402105    15797   260573 SH       DEFINED             18,21,22   182933        0    77639
QUAKER OATS CO                EQUITY   747402105      307     5071 SH       DEFINED                   25        0     5071        0
QUAKER OATS CO                EQUITY   747402105      502     8288 SH       DEFINED                21,31     8288        0        0
QUALCOMM INC                  EQUITY   747525103       47      250 SH       DEFINED               -           250        0        0
QUALCOMM INC                  EQUITY   747525103      149      795 SH       DEFINED                  4,6        0        0      795
QUALCOMM INC                  EQUITY   747525103    41803   223768 SH       DEFINED                12,21   223768        0        0
QUALCOMM INC                  EQUITY   747525103     1645     8807 SH       DEFINED          15,18,21,22     4356        0     4451
QUALCOMM INC                  EQUITY   747525103   127853   684388 SH       DEFINED             18,21,22   326984        0   357404
QUALCOMM INC                  OPTION   747525103      411     2200 SH  CALL DEFINED             18,21,22     2000        0      200
QUALCOMM INC                  EQUITY   747525103     1084     5800 SH       DEFINED                   25        0     5800        0
QUALCOMM INC                  EQUITY   747525103    10947    58600 SH       DEFINED     3,13,14,26,29,30    58600        0        0
QUALCOMM INC                  EQUITY   747525103     2656    14219 SH       DEFINED                21,31    14219        0        0
QUANTA SERVICES INC           EQUITY   74762E102      680    24500 SH       DEFINED                  4,6     5700        0    18800
QUANTA SERVICES INC           EQUITY   74762E102      874    31500 SH       DEFINED                12,21    31500        0        0
QUANTA SERVICES INC           EQUITY   74762E102     1568    56513 SH       DEFINED             18,21,22    50944        0     5569
QUANTA SERVICES INC           EQUITY   74762E102       14      500 SH       DEFINED     3,13,14,26,29,30      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      683    26273 SH       DEFINED                12,21    26273        0        0
QUANEX CORP                   EQUITY   747620102       71     2730 SH       DEFINED          15,18,21,22     1660        0     1070
QUANEX CORP                   EQUITY   747620102     3613   138953 SH       DEFINED             18,21,22   101126        0    37827
QUANEX CORP                   EQUITY   747620102      278    10700 SH       DEFINED                   25        0    10700        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9      718   855000 PRN      DEFINED                12,21   855000        0        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9    28928 34463000 PRN      DEFINED             16,18,21 34463000        0        0
QUANTUM CORP DEL CV           CORPBOND 747906AC9     2407  2867000 PRN      DEFINED             18,21,22  2338000        0   529000
QUANTUM CORP DLT & STORAGE    EQUITY   747906204      354    25165 SH       DEFINED               -         25165        0        0
QUANTUM CORP DLT & STORAGE    EQUITY   747906204    32123  2284220 SH       DEFINED                12,21  2284220        0        0
QUANTUM CORP DLT & STORAGE    EQUITY   747906204      759    53975 SH       DEFINED          15,18,21,22    27695        0    26280
QUANTUM CORP DLT & STORAGE    EQUITY   747906204    26398  1877124 SH       DEFINED             18,21,22   874213        0  1002911
QUANTUM CORP DLT & STORAGE    OPTION   747906204      492    35000 SH  CALL DEFINED             18,21,22    35000        0        0
QUANTUM CORP DLT & STORAGE    EQUITY   747906204      664    47200 SH       DEFINED                21,31    47200        0        0
QUANTUM CORP HARD DISK DRIVE  EQUITY   747906303      108    15449 SH       DEFINED               -         15449        0        0
QUANTUM CORP HARD DISK DRIVE  EQUITY   747906303    11526  1646526 SH       DEFINED                12,21  1646526        0        0
QUANTUM CORP HARD DISK DRIVE  EQUITY   747906303      406    58052 SH       DEFINED          15,18,21,22    25370        0    32682
QUANTUM CORP HARD DISK DRIVE  EQUITY   747906303    14537  2076768 SH       DEFINED             18,21,22  1147754        0   929014
QUANTUM CORP HARD DISK DRIVE  EQUITY   747906303      102    14500 SH       DEFINED                21,31    14500        0        0
Q MED INC                     EQUITY   747914109      741   219650 SH       DEFINED             18,21,22     1150        0   218500
QUEENS COUNTY BANCORP INC     EQUITY   748242104     3713   135000 SH       DEFINED                    6   135000        0        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104     1584    57582 SH       DEFINED                12,21    57582        0        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104      210     7634 SH       DEFINED             18,21,22     7279        0      355
QUEENS COUNTY BANCORP INC     EQUITY   748242104      520    18900 SH       DEFINED                   25        0    18900        0
QUEENS COUNTY BANCORP INC     EQUITY   748242104      806    29300 SH       DEFINED                21,31    29300        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100        1       37 SH       DEFINED                  4,6       37        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100      606    23352 SH       DEFINED                12,21    23352        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100        6      224 SH       DEFINED             16,18,21      224        0        0
QUEST DIAGNOSTICS INC         EQUITY   74834L100       53     2037 SH       DEFINED             18,21,22      643        0     1394
QUEST DIAGNOSTICS INC         EQUITY   74834L100      239     9200 SH       DEFINED                   25        0     9200        0
QUEST SOFTWARE INC            EQUITY   74834T103      971    21175 SH       DEFINED                12,21    21175        0        0
QUEST SOFTWARE INC            EQUITY   74834T103      178     3891 SH       DEFINED          15,18,21,22     2898        0      993
QUEST SOFTWARE INC            EQUITY   74834T103     5654   123258 SH       DEFINED             18,21,22   102210        0    21048
QUEST EDUCATION CORP          EQUITY   74835F102      284    37246 SH       DEFINED             18,21,22    16146        0    21100
QUESTAR CORP                  EQUITY   748356102       69     3770 SH       DEFINED                12,21     3770        0        0
QUESTAR CORP                  EQUITY   748356102        4      200 SH       DEFINED          15,18,21,22        0        0      200
QUESTAR CORP                  EQUITY   748356102      109     6000 SH       DEFINED             16,18,21     6000        0        0
QUESTAR CORP                  EQUITY   748356102     1185    65174 SH       DEFINED             18,21,22    22844        0    42329
QUIKSILVER INC                EQUITY   74838C106     2827   154893 SH       DEFINED                12,21   154893        0        0
QUIKSILVER INC                EQUITY   74838C106       78     4298 SH       DEFINED          15,18,21,22     3979        0      319
QUIKSILVER INC                EQUITY   74838C106     2123   116352 SH       DEFINED             18,21,22    71757        0    44595
QUIKSILVER INC                EQUITY   74838C106      627    34350 SH       DEFINED                   25        0    34350        0
QUIKSILVER INC                EQUITY   74838C106        8      450 SH       DEFINED     3,13,14,26,29,30      450        0        0
*** QUILMES INDL QUINSA       EQUITY   74838Y108       37     4000 SH       DEFINED               -          4000        0        0
*** QUILMES INDL QUINSA       EQUITY   74838Y108      257    28217 SH       DEFINED             18,21,22    17296        0    10921
QUINTILES TRANSNATIONAL CORP  CORPBOND 748767AC4     7445  7755000 PRN      DEFINED             18,21,22  7752000        0     3000
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100      186     9865 SH       DEFINED                  4,6     2895        0     6970
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     2125   112945 SH       DEFINED                12,21   112945        0        0
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100       65     3470 SH       DEFINED          15,18,21,22     1575        0     1895
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100     2310   122810 SH       DEFINED             18,21,22    69583        0    53227
QUINTILES TRANSNATIONAL CORP  OPTION   748767100     1317    70000 SH  CALL DEFINED             18,21,22    70000        0        0
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100      113     6000 SH       DEFINED                   25        0     6000        0
QUINTILES TRANSNATIONAL CORP  EQUITY   748767100      835    44400 SH       DEFINED                21,31    44400        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109      770   118479 SH       DEFINED                12,21   118479        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109        7     1042 SH       DEFINED          15,18,21,22     1042        0        0
QUORUM HEALTH GROUP INC       EQUITY   749084109      633    97327 SH       DEFINED             18,21,22    64171        0    33156
QUOTESMITH.COM INC            EQUITY   749117107       80    11700 SH       DEFINED             18,21,22     5800        0     5900
R & B FALCON CORP             EQUITY   74912E101       15     1100 SH       DEFINED               -          1100        0        0
R & B FALCON CORP             EQUITY   74912E101    11832   884661 SH       DEFINED                  4,6   207640   369690   307331
R & B FALCON CORP             EQUITY   74912E101     1522   113770 SH       DEFINED                  6,7   110575        0     3195
R & B FALCON CORP             EQUITY   74912E101     3930   293837 SH       DEFINED                12,21   293837        0        0
R & B FALCON CORP             EQUITY   74912E101       14     1030 SH       DEFINED          15,18,21,22      460        0      570
R & B FALCON CORP             EQUITY   74912E101       47     3500 SH       DEFINED             16,18,21     3500        0        0
R & B FALCON CORP             EQUITY   74912E101     2355   176079 SH       DEFINED             18,21,22    68358        0   107721
R & B FALCON CORP             EQUITY   74912E101      590    44100 SH       DEFINED                21,31    44100        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109      301    10087 SH       DEFINED               -         10087        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109     1543    51662 SH       DEFINED                  4,6    17660    23320    10682
QWEST COMMUNICATIONS INTL     EQUITY   749121109    38633  1293162 SH       DEFINED                12,21  1293162        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109    15411   515847 SH       DEFINED          15,18,21,22   169449        0   346398
QWEST COMMUNICATIONS INTL     OPTION   749121109       75     2500 SH  PUT  DEFINED          15,18,21,22        0        0     2500
QWEST COMMUNICATIONS INTL     EQUITY   749121109    86054  2880468 SH       DEFINED             18,21,22  1598262        0  1282206
QWEST COMMUNICATIONS INTL     OPTION   749121109      155     5200 SH  CALL DEFINED             18,21,22     1000        0     4200
QWEST COMMUNICATIONS INTL     OPTION   749121109     3301   110500 SH  PUT  DEFINED             18,21,22   110000        0      500
QWEST COMMUNICATIONS INTL     EQUITY   749121109     1034    34600 SH       DEFINED     3,13,14,26,29,30    34600        0        0
QWEST COMMUNICATIONS INTL     EQUITY   749121109      377    12628 SH       DEFINED                21,31    12628        0        0
R&G FINANCIAL CORP CLASS B    EQUITY   749136107     2086   136775 SH       DEFINED                12,21   136775        0        0
R&G FINANCIAL CORP CLASS B    EQUITY   749136107      249    16300 SH       DEFINED                   25        0    16300        0
R&G FINANCIAL CORP CLASS B    EQUITY   749136107      606    39725 SH       DEFINED                21,31    39725        0        0
RCM STRATEGIC GLOBAL          EQUITY   74936A101      100    11307 SH       DEFINED               -         11307        0        0
RCM STRATEGIC GLOBAL          EQUITY   74936A101       97    10982 SH       DEFINED          15,18,21,22    10735        0      247
RCM STRATEGIC GLOBAL          EQUITY   74936A101    13117  1477994 SH       DEFINED             18,21,22   733033        0   744961
RCN CORP                      EQUITY   749361101      409    10734 SH       DEFINED                12,21    10734        0        0
RCN CORP                      EQUITY   749361101     8356   219523 SH       DEFINED             18,21,22    69633        0   149890
RCN CORP                      OPTION   749361101     1665    43743 SH  CALL DEFINED             18,21,22    43743        0        0
RCN CORP                      OPTION   749361101     1665    43743 SH  PUT  DEFINED             18,21,22    43743        0        0
RFS HOTEL INVTS INC           EQUITY   74955J108      234    20500 SH       DEFINED                12,21    20500        0        0
RFS HOTEL INVTS INC           EQUITY   74955J108       87     7567 SH       DEFINED          15,18,21,22     4025        0     3542
RFS HOTEL INVTS INC           EQUITY   74955J108      350    30632 SH       DEFINED             18,21,22    17319        0    13313
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        1       74 SH       DEFINED               -            74        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        4      200 SH       DEFINED                  4,6      140       60        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307      673    35919 SH       DEFINED                12,21    35919        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307       54     2895 SH       DEFINED          15,18,21,22     1695        0     1200
R H DONNELLEY CORP (NEW)      EQUITY   74955W307        8      400 SH       DEFINED             16,18,21      400        0        0
R H DONNELLEY CORP (NEW)      EQUITY   74955W307     2328   124147 SH       DEFINED             18,21,22    93515        0    30631
R G S ENERGY GROUP            EQUITY   74956K104     3207   129590 SH       DEFINED                12,21   129590        0        0
R G S ENERGY GROUP            EQUITY   74956K104      591    23882 SH       DEFINED             18,21,22    18102        0     5779
R H PHILLIPS INC              EQUITY   749573101       81    26987 SH       DEFINED             18,21,22        0        0    26987
RLI CORP                      EQUITY   749607107      221     6712 SH       DEFINED                12,21     6712        0        0
RLI CORP                      EQUITY   749607107       62     1894 SH       DEFINED             18,21,22        4        0     1890
RMI.NET INC                   EQUITY   74961K107       65     9702 SH       DEFINED          15,18,21,22     7153        0     2549
RMI.NET INC                   EQUITY   74961K107       35     5206 SH       DEFINED             18,21,22     1933        0     3273
R O C TAIWAN FD SBI           EQUITY   749651105        8     1031 SH       DEFINED          15,18,21,22      610        0      421
R O C TAIWAN FD SBI           EQUITY   749651105     1794   243245 SH       DEFINED             18,21,22   164104        0    79141
RPC INC                       EQUITY   749660106       87    12276 SH       DEFINED                12,21    12276        0        0
RPC INC                       EQUITY   749660106        8     1168 SH       DEFINED             18,21,22      168        0     1000
RPM INC -OHIO-                EQUITY   749685103       85     6937 SH       DEFINED               -          6937        0        0
RPM INC -OHIO-                EQUITY   749685103     2522   205900 SH       DEFINED                  4,6        0   205900        0
RPM INC -OHIO-                EQUITY   749685103     5134   419138 SH       DEFINED                12,21   419138        0        0
RPM INC -OHIO-                EQUITY   749685103     2152   175698 SH       DEFINED          15,18,21,22    89401        0    86297
RPM INC -OHIO-                EQUITY   749685103    48140  3929770 SH       DEFINED             18,21,22  2044171        0  1885599
RPM INC -OHIO-                OPTION   749685103       25     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
RPM INC -OHIO-                EQUITY   749685103      172    14000 SH       DEFINED                   25        0    14000        0
RSA SECURITY INC              EQUITY   749719100     1413    50800 SH       DEFINED                  6,7    50800        0        0
RSA SECURITY INC              EQUITY   749719100     2656    95500 SH       DEFINED                12,21    95500        0        0
RSA SECURITY INC              EQUITY   749719100     1634    58753 SH       DEFINED             18,21,22    38175        0    20578
RTI INTL METALS INC           EQUITY   74973W107       44     4574 SH       DEFINED               -          4574        0        0
RTI INTL METALS INC           EQUITY   74973W107      115    11912 SH       DEFINED                12,21    11912        0        0
RTI INTL METALS INC           EQUITY   74973W107      119    12233 SH       DEFINED          15,18,21,22    10205        0     2028
RTI INTL METALS INC           EQUITY   74973W107     8387   865693 SH       DEFINED             18,21,22   196179        0   669514
RWD TECHNOLOGIES INC          EQUITY   74975B101      420    54600 SH       DEFINED                12,21    54600        0        0
RWD TECHNOLOGIES INC          EQUITY   74975B101      378    49200 SH       DEFINED                21,31    49200        0        0
RF MICRO DEVICES INC          EQUITY   749941100       46      970 SH       DEFINED               -           970        0        0
RF MICRO DEVICES INC          EQUITY   749941100       38      800 SH       DEFINED                  4,6        0        0      800
RF MICRO DEVICES INC          EQUITY   749941100     4450    94370 SH       DEFINED                12,21    94370        0        0
RF MICRO DEVICES INC          EQUITY   749941100      640    13567 SH       DEFINED          15,18,21,22     7515        0     6052
RF MICRO DEVICES INC          EQUITY   749941100    19416   411736 SH       DEFINED             18,21,22   239795        0   171941
RF MICRO DEVICES INC          EQUITY   749941100      274     5800 SH       DEFINED                   25        0     5800        0
RF MICRO DEVICES INC          EQUITY   749941100      336     7120 SH       DEFINED     3,13,14,26,29,30     7120        0        0
RACING CHAMPIONS CORP         EQUITY   750069106       69    12000 SH       DEFINED                12,21    12000        0        0
RACING CHAMPIONS CORP         EQUITY   750069106      120    20918 SH       DEFINED             18,21,22      145        0    20773
RADIAN GROUP INC              EQUITY   750236101    13855   335872 SH       DEFINED                12,21   335872        0        0
RADIAN GROUP INC              EQUITY   750236101      301     7295 SH       DEFINED          15,18,21,22     5320        0     1975
RADIAN GROUP INC              EQUITY   750236101    10722   259920 SH       DEFINED             18,21,22   106771        0   153149
RADIAN GROUP INC              EQUITY   750236101      194     4700 SH       DEFINED                   25        0     4700        0
RADIAN GROUP INC              EQUITY   750236101     2197    53268 SH       DEFINED                21,31    53268        0        0
RADIANT SYSTEMS INC           EQUITY   75025N102      192    11000 SH       DEFINED                12,21    11000        0        0
RADIANT SYSTEMS INC           EQUITY   75025N102      389    22300 SH       DEFINED          15,18,21,22    20100        0     2200
RADIANT SYSTEMS INC           EQUITY   75025N102       18     1025 SH       DEFINED             18,21,22     1025        0        0
RADIO ONE INC CL A            EQUITY   75040P108      298     7000 SH       DEFINED                12,21     7000        0        0
RADIO ONE INC CL A            EQUITY   75040P108      176     4140 SH       DEFINED          15,18,21,22     3210        0      930
RADIO ONE INC CL A            EQUITY   75040P108     4828   113263 SH       DEFINED             18,21,22    94124        0    19139
RADISYS CORP                  EQUITY   750459109     1910    48977 SH       DEFINED                12,21    48977        0        0
RADISYS CORP                  EQUITY   750459109        3       80 SH       DEFINED          15,18,21,22        0        0       80
RADISYS CORP                  EQUITY   750459109       25      638 SH       DEFINED             18,21,22        0        0      638
RADISYS CORP                  EQUITY   750459109     3108    79705 SH       DEFINED                21,31    79705        0        0
RAILTEX INC                   EQUITY   750766107      282    17490 SH       DEFINED             18,21,22     8175        0     9315
RAMBUS INC                    EQUITY   750917106      222     3540 SH       DEFINED                  4,6        0        0     3540
RAMBUS INC                    EQUITY   750917106       63     1000 SH       DEFINED                  6,7     1000        0        0
RAMBUS INC                    EQUITY   750917106     1015    16200 SH       DEFINED                12,21    16200        0        0
RAMBUS INC                    EQUITY   750917106     1271    20295 SH       DEFINED             18,21,22     5847        0    14448
RAMBUS INC                    OPTION   750917106       31      500 SH  CALL DEFINED             18,21,22        0        0      500
RALCORP HLDGS INC NEW         EQUITY   751028101     4569   254700 SH       DEFINED                12,21   254700        0        0
RALCORP HLDGS INC NEW         EQUITY   751028101      313    17439 SH       DEFINED          15,18,21,22    13693        0     3746
RALCORP HLDGS INC NEW         EQUITY   751028101     5381   300000 SH       DEFINED             18,21,22   220584        0    79416
RALCORP HLDGS INC NEW         EQUITY   751028101      318    17700 SH       DEFINED                   25        0    17700        0
RALSTON PURINA GROUP          EQUITY   751277302       38     1391 SH       DEFINED               -          1391        0        0
RALSTON PURINA GROUP          EQUITY   751277302      219     7914 SH       DEFINED                  4,6     7914        0        0
RALSTON PURINA GROUP          EQUITY   751277302    43050  1558378 SH       DEFINED                12,21  1558378        0        0
RALSTON PURINA GROUP          EQUITY   751277302      449    16246 SH       DEFINED          15,18,21,22    14224        0     2022
RALSTON PURINA GROUP          EQUITY   751277302     2329    84300 SH       DEFINED             16,18,21    84300        0        0
RALSTON PURINA GROUP          EQUITY   751277302    29568  1070325 SH       DEFINED             18,21,22   783213        0   287112
RALSTON PURINA GROUP          EQUITY   751277302      743    26899 SH       DEFINED                   25        0    26899        0
RALSTON PURINA GROUP          EQUITY   751277302      555    20101 SH       DEFINED                21,31    20101        0        0
RAMP NETWORKS INC             EQUITY   751567108      116     5241 SH       DEFINED          15,18,21,22     3812        0     1429
RAMP NETWORKS INC             EQUITY   751567108     2201    99464 SH       DEFINED             18,21,22    83012        0    16452
*** RANGER OIL LTD            EQUITY   752805101        6     1295 SH       DEFINED          15,18,21,22     1295        0        0
*** RANGER OIL LTD            EQUITY   752805101       90    21251 SH       DEFINED             18,21,22    16571        0     4680
*** RANK GROUP PLC ADR        EQUITY   753037100      237    33263 SH       DEFINED             18,21,22    33263        0        0
RARE MEDIUM GROUP INC         EQUITY   75382N109     1752   154000 SH       DEFINED                12,21   154000        0        0
RARE MEDIUM GROUP INC         EQUITY   75382N109      229    20093 SH       DEFINED             18,21,22    10257        0     9836
RARE HOSPITALITY INTL INC     EQUITY   753820109      246    11200 SH       DEFINED                12,21    11200        0        0
RARE HOSPITALITY INTL INC     EQUITY   753820109       25     1139 SH       DEFINED          15,18,21,22     1139        0        0
RARE HOSPITALITY INTL INC     EQUITY   753820109      299    13617 SH       DEFINED             18,21,22     4426        0     9191
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     2900   102541 SH       DEFINED                  4,6    28840    35821    37880
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202       15      530 SH       DEFINED                  6,7        0        0      530
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     2022    71491 SH       DEFINED                12,21    71491        0        0
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202      187     6622 SH       DEFINED             18,21,22      696        0     5926
RATIONAL SOFTWARE CORP NEW    EQUITY   75409P202     3330   117757 SH       DEFINED                21,31   117757        0        0
RAVEN INDUSTRIES INC          EQUITY   754212108      202    12852 SH       DEFINED             18,21,22     9684        0     3168
RAVENSWOOD WINERY INC         EQUITY   754438109      538    50000 SH       DEFINED   2,3,11,13,14,29,30        0    50000        0
RAVISENT TECHNOLOGIES INC     EQUITY   754440105     1718   123800 SH       DEFINED   2,3,11,13,14,29,30        0   123800        0
RAYMOND JAMES FINANCIAL CORP  EQUITY   754730109     3245   167500 SH       DEFINED                12,21   167500        0        0
RAYMOND JAMES FINANCIAL CORP  EQUITY   754730109      152     7867 SH       DEFINED             18,21,22     7467        0      400
RAYONIER INC                  EQUITY   754907103        4      100 SH       DEFINED               -           100        0        0
RAYONIER INC                  EQUITY   754907103        3       76 SH       DEFINED                  4,6        0        0       76
RAYONIER INC                  EQUITY   754907103     2376    59400 SH       DEFINED                12,21    59400        0        0
RAYONIER INC                  EQUITY   754907103        4      100 SH       DEFINED          15,18,21,22        0        0      100
RAYONIER INC                  EQUITY   754907103       54     1341 SH       DEFINED             16,18,21     1341        0        0
RAYONIER INC                  EQUITY   754907103     4480   111992 SH       DEFINED             18,21,22    85698        0    26294
RAYOVAC CORP                  EQUITY   755081106      699    30800 SH       DEFINED                12,21    30800        0        0
RAYOVAC CORP                  EQUITY   755081106      197     8688 SH       DEFINED             18,21,22     3163        0     5525
RAYTHEON CO CLASS A           EQUITY   755111309      894    18876 SH       DEFINED               -         18876        0        0
RAYTHEON CO CLASS A           EQUITY   755111309     2480    52340 SH       DEFINED                  4,6     1757    49592      991
RAYTHEON CO CLASS A           EQUITY   755111309    60441  1275806 SH       DEFINED                12,21  1275806        0        0
RAYTHEON CO CLASS A           EQUITY   755111309     2254    47569 SH       DEFINED          15,18,21,22    21260        0    26308
RAYTHEON CO CLASS A           EQUITY   755111309     5831   123080 SH       DEFINED             16,18,21   123080        0        0
RAYTHEON CO CLASS A           EQUITY   755111309   240383  5074051 SH       DEFINED             18,21,22  2118287        0  2955763
RAYTHEON CO CLASS A           EQUITY   755111309      237     5000 SH       DEFINED                   25        0     5000        0
RAYTHEON CO CLASS A           EQUITY   755111309      322     6800 SH       DEFINED     3,13,14,26,29,30     6800        0        0
RAYTHEON CO CLASS B           EQUITY   755111408      233     4764 SH       DEFINED               -          4764        0        0
RAYTHEON CO CLASS B           EQUITY   755111408    10047   205819 SH       DEFINED                  4,6     8700   133140    63979
RAYTHEON CO CLASS B           EQUITY   755111408    20793   425971 SH       DEFINED                12,21   425971        0        0
RAYTHEON CO CLASS B           EQUITY   755111408    13129   268959 SH       DEFINED          15,18,21,22   181063        0    87895
RAYTHEON CO CLASS B           EQUITY   755111408       49     1000 SH       DEFINED                18,21     1000        0        0
RAYTHEON CO CLASS B           OPTION   755111408       49     1000 SH  CALL DEFINED             18,21,22        0        0     1000
RAYTHEON CO CLASS B           EQUITY   755111408   243542  4989282 SH       DEFINED             18,21,22  3013900        0  1975381
RAYTHEON CO CLASS B           EQUITY   755111408      619    12686 SH       DEFINED                   25        0    12686        0
RAYTHEON CO CLASS B           EQUITY   755111408      594    12163 SH       DEFINED     3,13,14,26,29,30    12163        0        0
RAYTHEON CO CLASS B           EQUITY   755111408     1219    24971 SH       DEFINED                21,31    24971        0        0
READ-RITE CORP CNV            CORPBOND 755246AA3     1120  2708000 PRN      DEFINED             18,21,22   370000        0  2338000
READ RITE CORP                EQUITY   755246105        3      700 SH       DEFINED               -           700        0        0
READ RITE CORP                EQUITY   755246105      426   100325 SH       DEFINED                12,21   100325        0        0
READ RITE CORP                EQUITY   755246105        3      610 SH       DEFINED          15,18,21,22      510        0      100
READ RITE CORP                EQUITY   755246105     1773   417293 SH       DEFINED             18,21,22   116696        0   300597
READ RITE CORP                EQUITY   755246105      265    62300 SH       DEFINED                21,31    62300        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101     8797   308000 SH       DEFINED   2,3,11,13,14,29,30        0   308000        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101    13519   473309 SH       DEFINED                12,21   473309        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101      146     5104 SH       DEFINED          15,18,21,22     2433        0     2671
READERS DIGEST ASSN INC CL A  EQUITY   755267101     9689   339231 SH       DEFINED             18,21,22   173478        0   165753
READERS DIGEST ASSN INC CL A  EQUITY   755267101      891    31200 SH       DEFINED     3,13,14,26,29,30    31200        0        0
READERS DIGEST ASSN INC CL A  EQUITY   755267101      486    17005 SH       DEFINED                21,31    17005        0        0
REALNETWORKS INC              EQUITY   75605L104     9142    86046 SH       DEFINED                12,21    86046        0        0
REALNETWORKS INC              EQUITY   75605L104        7       62 SH       DEFINED          15,18,21,22        0        0       62
REALNETWORKS INC              EQUITY   75605L104     3743    35228 SH       DEFINED             18,21,22    21513        0    13715
REALNETWORKS INC              OPTION   75605L104     1360    12800 SH  CALL DEFINED             18,21,22    12800        0        0
REALNETWORKS INC              OPTION   75605L104     1371    12900 SH  PUT  DEFINED             18,21,22    12800        0      100
REALNETWORKS INC              EQUITY   75605L104      510     4800 SH       DEFINED                   25        0     4800        0
REALTY INCOME CORP  -DEL-     EQUITY   756109104      484    21221 SH       DEFINED                12,21    21221        0        0
REALTY INCOME CORP  -DEL-     EQUITY   756109104      228     9978 SH       DEFINED             18,21,22     4544        0     5434
RECKSON SVCS INDS INC         EQUITY   75621J109      202    12655 SH       DEFINED             18,21,22     3653        0     9002
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106        4      190 SH       DEFINED               -           190        0        0
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106     3566   177179 SH       DEFINED                12,21   177179        0        0
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106       25     1240 SH       DEFINED          15,18,21,22     1060        0      180
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106      638    31705 SH       DEFINED             18,21,22    21719        0     9986
RECKSON ASSOCIATES REALTY COR EQUITY   75621K106     3324   165179 SH       DEFINED                21,31   165179        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      277    13900 SH       DEFINED                12,21    13900        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     1196    60000 SH       DEFINED             16,18,21    60000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      235    11800 SH       DEFINED             18,21,22    11600        0      200
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205      179     9000 SH       DEFINED     3,13,14,26,29,30     9000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     2771   139000 SH       DEFINED        3,13,27,28,30   139000        0        0
RECKSON ASSOCS RLTY CORP      EQUITY   75621K205     2606   130700 SH       DEFINED           3,13,29,30   130700        0        0
RECKSON ASSOCS RLTY CORP CL B EQUITY   75621K304     1518    69801 SH       DEFINED             18,21,22    64700        0     5101
RED HAT INC                   EQUITY   756577102       10      120 SH       DEFINED          15,18,21,22       20        0      100
RED HAT INC                   EQUITY   756577102      575     6578 SH       DEFINED             18,21,22     1523        0     5055
REDBACK NETWORKS INC          EQUITY   757209101     1119    10300 SH       DEFINED                  4,6        0        0    10300
REDBACK NETWORKS INC          EQUITY   757209101      151     1388 SH       DEFINED                12,21     1388        0        0
REDBACK NETWORKS INC          EQUITY   757209101        5       50 SH       DEFINED          15,18,21,22        0        0       50
REDBACK NETWORKS INC          EQUITY   757209101     1341    12341 SH       DEFINED             18,21,22    12288        0       53
REDWOOD TRUST INC             EQUITY   758075402       96     7500 SH       DEFINED                12,21     7500        0        0
REDWOOD TRUST INC             EQUITY   758075402      173    13539 SH       DEFINED             18,21,22    12582        0      957
REEBOK INTL LTD               EQUITY   758110100      422    41140 SH       DEFINED                12,21    41140        0        0
REEBOK INTL LTD               EQUITY   758110100       19     1811 SH       DEFINED          15,18,21,22     1201        0      610
REEBOK INTL LTD               EQUITY   758110100      348    33903 SH       DEFINED             18,21,22    20539        0    13364
REEBOK INTL LTD               EQUITY   758110100       18     1709 SH       DEFINED                   25        0     1709        0
REEBOK INTL LTD               EQUITY   758110100       37     3658 SH       DEFINED                21,31     3658        0        0
REFAC                         EQUITY   758653109       69    15828 SH       DEFINED             18,21,22        0        0    15828
REGAL-BELOIT CORP             EQUITY   758750103      334    16500 SH       DEFINED                12,21    16500        0        0
REGAL-BELOIT CORP             EQUITY   758750103      161     7940 SH       DEFINED          15,18,21,22     6220        0     1720
REGAL-BELOIT CORP             EQUITY   758750103     2153   106310 SH       DEFINED             18,21,22    79757        0    26553
REGENERON PHARMACEUTICALS INC EQUITY   75886F107       99    12530 SH       DEFINED                12,21    12530        0        0
REGENERON PHARMACEUTICALS INC EQUITY   75886F107      115    14543 SH       DEFINED             18,21,22      448        0    14095
REGIS CORPORATION  MINNESOTA  EQUITY   758932107       23     1200 SH       DEFINED               -          1200        0        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107     1604    84840 SH       DEFINED                12,21    84840        0        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107      240    12698 SH       DEFINED          15,18,21,22     6036        0     6662
REGIS CORPORATION  MINNESOTA  EQUITY   758932107     5271   278779 SH       DEFINED             18,21,22   190513        0    88266
REGIS CORPORATION  MINNESOTA  EQUITY   758932107      439    23200 SH       DEFINED                   25        0    23200        0
REGIS CORPORATION  MINNESOTA  EQUITY   758932107      513    27150 SH       DEFINED                21,31    27150        0        0
REGENCY REALTY CORP           EQUITY   758939102     1565    75894 SH       DEFINED                12,21    75894        0        0
REGENCY REALTY CORP           EQUITY   758939102     1781    86343 SH       DEFINED             18,21,22    83957        0     2386
REGENCY REALTY CORP           EQUITY   758939102     1526    74006 SH       DEFINED                21,31    74006        0        0
REGIONS FINANCIAL CORP        EQUITY   758940100     1142    38105 SH       DEFINED                12,21    38105        0        0
REGIONS FINANCIAL CORP        EQUITY   758940100     2799    93386 SH       DEFINED          15,18,21,22    10898        0    82488
REGIONS FINANCIAL CORP        EQUITY   758940100     1499    50006 SH       DEFINED             18,21,22    27844        0    22162
REGIONS FINANCIAL CORP        EQUITY   758940100      195     6500 SH       DEFINED                   25        0     6500        0
REGIONS FINANCIAL CORP        EQUITY   758940100      473    15792 SH       DEFINED                21,31    15792        0        0
REINSURANCE GROUP OF AMERICA  EQUITY   759351109      155     6020 SH       DEFINED                12,21     6020        0        0
REINSURANCE GROUP OF AMERICA  EQUITY   759351109       64     2490 SH       DEFINED          15,18,21,22     1540        0      950
REINSURANCE GROUP OF AMERICA  EQUITY   759351109     2809   108834 SH       DEFINED             18,21,22    83977        0    24857
RELIANCE BANCORP INC          EQUITY   759451107     4125   110000 SH       DEFINED                    6   110000        0        0
RELIANCE BANCORP INC          EQUITY   759451107      309     8236 SH       DEFINED                12,21     8236        0        0
RELIANCE BANCORP INC          EQUITY   759451107      330     8790 SH       DEFINED             18,21,22      590        0     8200
RELIANCE BANCORP INC          EQUITY   759451107      398    10600 SH       DEFINED                   25        0    10600        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100       10     2500 SH       DEFINED                  4,6     2500        0        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100      275    66600 SH       DEFINED                12,21    66600        0        0
RELIANCE GROUP HLDGS INC      EQUITY   759464100       41    10000 SH       DEFINED          15,18,21,22        0        0    10000
RELIANCE GROUP HLDGS INC      EQUITY   759464100     1509   365770 SH       DEFINED             18,21,22   325335        0    40435
RELIANCE GROUP HLDGS INC      OPTION   759464100        2      500 SH  PUT  DEFINED             18,21,22        0        0      500
RELIANCE STEEL & ALUM CO      EQUITY   759509102     3222   152952 SH       DEFINED                12,21   152952        0        0
RELIANCE STEEL & ALUM CO      EQUITY   759509102      108     5109 SH       DEFINED             18,21,22     3090        0     2019
RELIANCE STEEL & ALUM CO      EQUITY   759509102      237    11250 SH       DEFINED                   25        0    11250        0
RELIANCE STEEL & ALUM CO      EQUITY   759509102     2537   120443 SH       DEFINED                21,31   120443        0        0
RELIANT ENERGY INC            EQUITY   75952J108       85     3050 SH       DEFINED               -          3050        0        0
RELIANT ENERGY INC            EQUITY   75952J108     5207   187636 SH       DEFINED                  4,6    35000        0   152636
RELIANT ENERGY INC            EQUITY   75952J108     2831   102016 SH       DEFINED                5,6,7        0        0   102016
RELIANT ENERGY INC            EQUITY   75952J108       34     1209 SH       DEFINED                  6,7        0        0     1209
RELIANT ENERGY INC            EQUITY   75952J108     5892   212313 SH       DEFINED                12,21   212313        0        0
RELIANT ENERGY INC            EQUITY   75952J108      145     5219 SH       DEFINED          15,18,21,22     2001        0     3218
RELIANT ENERGY INC            EQUITY   75952J108      389    14000 SH       DEFINED             16,18,21    14000        0        0
RELIANT ENERGY INC            EQUITY   75952J108    12601   454104 SH       DEFINED             18,21,22   334257        0   119846
RELIANT ENERGY INC            EQUITY   75952J108      236     8492 SH       DEFINED                   25        0     8492        0
RELIANT ENERGY INC            EQUITY   75952J108      752    27100 SH       DEFINED     3,13,14,26,29,30    27100        0        0
RELIANT ENERGY INC            EQUITY   75952J108      512    18445 SH       DEFINED                21,31    18445        0        0
RELIV INTL INC                EQUITY   75952R100       36    22996 SH       DEFINED             18,21,22        6        0    22990
RELIASTAR FINL CORP           EQUITY   75952U103       13      390 SH       DEFINED               -           390        0        0
RELIASTAR FINL CORP           EQUITY   75952U103     4038   124736 SH       DEFINED                12,21   124736        0        0
RELIASTAR FINL CORP           EQUITY   75952U103     4506   139181 SH       DEFINED          15,18,21,22    54297        0    84884
RELIASTAR FINL CORP           OPTION   75952U103       39     1200 SH  CALL DEFINED          15,18,21,22        0        0     1200
RELIASTAR FINL CORP           EQUITY   75952U103      952    29416 SH       DEFINED             16,18,21    29416        0        0
RELIASTAR FINL CORP           EQUITY   75952U103    18425   569102 SH       DEFINED             18,21,22   319137        0   249964
RELIASTAR FINL CORP           EQUITY   75952U103      462    14271 SH       DEFINED                21,31    14271        0        0
REMEC INC                     EQUITY   759543101     3482   262800 SH       DEFINED   2,3,11,13,14,29,30        0   262800        0
REMEC INC                     EQUITY   759543101      224    16900 SH       DEFINED                12,21    16900        0        0
REMEC INC                     EQUITY   759543101       33     2500 SH       DEFINED             18,21,22        0        0     2500
REMEDY CORP                   EQUITY   759548100      726    25700 SH       DEFINED                12,21    25700        0        0
REMEDY CORP                   EQUITY   759548100      125     4410 SH       DEFINED          15,18,21,22      880        0     3530
REMEDY CORP                   EQUITY   759548100     2628    93023 SH       DEFINED             18,21,22    65234        0    27789
REMEDYTEMP INC CLASS A        EQUITY   759549108       16     1134 SH       DEFINED          15,18,21,22     1084        0       50
REMEDYTEMP INC CLASS A        EQUITY   759549108      218    15500 SH       DEFINED             18,21,22     9625        0     5875
REMINGTON OIL & GAS CORP SUB  CORPBOND 759594AA2       56    63500 PRN      DEFINED             18,21,22    48000        0    15500
REMINGTON OIL & GAS CORP      EQUITY   759594302       28     5000 SH       DEFINED               -          5000        0        0
REMINGTON OIL & GAS CORP      EQUITY   759594302      269    47300 SH       DEFINED             18,21,22    30000        0    17300
REMINGTON OIL & GAS CORP      EQUITY   759594302       97    17000 SH       DEFINED        3,13,27,28,30    17000        0        0
REMINGTON OIL & GAS CORP      EQUITY   759594302      287    50500 SH       DEFINED           3,13,29,30    50500        0        0
RENAISSANCE WORLDWIDE INC     EQUITY   75968A109      153    39480 SH       DEFINED                12,21    39480        0        0
RENAISSANCE WORLDWIDE INC     EQUITY   75968A109        3      700 SH       DEFINED             18,21,22        0        0      700
REPUBLIC BANCSHARES INC       EQUITY   759929102       64     4400 SH       DEFINED                12,21     4400        0        0
REPUBLIC BANCSHARES INC       EQUITY   759929102      113     7750 SH       DEFINED             18,21,22     5647        0     2103
RENAL CARE GROUP INC          EQUITY   759930100     3530   174566 SH       DEFINED                12,21   174566        0        0
RENAL CARE GROUP INC          EQUITY   759930100       75     3715 SH       DEFINED          15,18,21,22     2820        0      895
RENAL CARE GROUP INC          EQUITY   759930100     3092   152918 SH       DEFINED             18,21,22   123783        0    29135
RENAL CARE GROUP INC          EQUITY   759930100      874    43250 SH       DEFINED                   25        0    43250        0
RENAL CARE GROUP INC          EQUITY   759930100     1641    81181 SH       DEFINED                21,31    81181        0        0
RENT-A-CENTER INC             EQUITY   76009N100     4874   272698 SH       DEFINED   2,3,11,13,14,29,30        0   272698        0
RENT-A-CENTER INC             EQUITY   76009N100     1925   107700 SH       DEFINED                12,21   107700        0        0
RENT-A-CENTER INC             EQUITY   76009N100      344    19228 SH       DEFINED          15,18,21,22    14269        0     4959
RENT-A-CENTER INC             EQUITY   76009N100     3549   198519 SH       DEFINED             18,21,22   151724        0    46795
RENT-A-CENTER INC             EQUITY   76009N100      104     5800 SH       DEFINED                   25        0     5800        0
RENT-A-CENTER INC             EQUITY   76009N100     2027   113400 SH       DEFINED                21,31   113400        0        0
RENT-WAY INC                  EQUITY   76009U104     4498   226290 SH       DEFINED                12,21   226290        0        0
RENT-WAY INC                  EQUITY   76009U104        9      440 SH       DEFINED          15,18,21,22      320        0      120
RENT-WAY INC                  EQUITY   76009U104     2590   130317 SH       DEFINED             18,21,22   122702        0     7615
RENT-WAY INC                  EQUITY   76009U104      590    29700 SH       DEFINED                   25        0    29700        0
RENT-WAY INC                  EQUITY   76009U104      916    46100 SH       DEFINED                21,31    46100        0        0
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205       74     3795 SH       DEFINED               -          3795        0        0
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205     7505   387330 SH       DEFINED          15,18,21,22   265893        0   121437
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205     5811   299900 SH       DEFINED       17,18,19,20,21   299900        0        0
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205    34034  1756568 SH       DEFINED             18,21,22  1307605        0   448962
*** REPSOL S A SPONSORED ADR  EQUITY   76026T205     2295   118470 SH       DEFINED                   25        0   118470        0
REPUBLIC BANCORP INC          EQUITY   760282103     1816   157930 SH       DEFINED                12,21   157930        0        0
REPUBLIC BANCORP INC          EQUITY   760282103      117    10182 SH       DEFINED             18,21,22     3547        0     6635
REPUBLIC BANCORP INC          EQUITY   760282103     2314   201195 SH       DEFINED                21,31   201195        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104      282     4650 SH       DEFINED                  4,6     4650        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104    13784   226891 SH       DEFINED                12,21   226891        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104     9914   163200 SH       DEFINED       17,18,19,20,21   163200        0        0
REPUBLIC NEW YORK CORP        EQUITY   760719104     8265   136057 SH       DEFINED             18,21,22    32044        0   104013
REPUBLIC NEW YORK CORP        OPTION   760719104      152     2500 SH  CALL DEFINED             18,21,22        0        0     2500
REPUBLIC NEW YORK CORP        OPTION   760719104      170     2800 SH  PUT  DEFINED             18,21,22        0        0     2800
REPUBLIC NEW YORK CORP        EQUITY   760719104      185     3044 SH       DEFINED                   25        0     3044        0
REPUBLIC NEW YORK CORP        EQUITY   760719104      394     6493 SH       DEFINED                21,31     6493        0        0
REPUBLIC SECURITY FINL CORP   EQUITY   760758102      350    39959 SH       DEFINED                12,21    39959        0        0
REPUBLIC SECURITY FINL CORP   EQUITY   760758102      226    25782 SH       DEFINED             18,21,22     5857        0    19925
REPUBLIC SVCS INC             EQUITY   760759100     3215   306200 SH       DEFINED   2,3,11,13,14,29,30        0   306200        0
REPUBLIC SVCS INC             EQUITY   760759100     7012   667854 SH       DEFINED                12,21   667854        0        0
REPUBLIC SVCS INC             EQUITY   760759100      909    86570 SH       DEFINED          15,18,21,22    55415        0    31155
REPUBLIC SVCS INC             EQUITY   760759100    15681  1493415 SH       DEFINED             18,21,22  1004607        0   488808
RES CARE INC                  EQUITY   760943100     2379   138923 SH       DEFINED                12,21   138923        0        0
RES CARE INC                  EQUITY   760943100     2399   140074 SH       DEFINED                21,31   140074        0        0
*** RESEARCH IN MOTION        EQUITY   760975102     2460    82355 SH       DEFINED                  4,6    30735    31770    19850
*** RESEARCH IN MOTION        EQUITY   760975102       16      545 SH       DEFINED                  6,7        0        0      545
*** RESEARCH IN MOTION        EQUITY   760975102      418    14000 SH       DEFINED                12,21    14000        0        0
*** RESEARCH IN MOTION        EQUITY   760975102       51     1700 SH       DEFINED             18,21,22      800        0      900
RESTORATION HARDWARE INC      EQUITY   760981100      103    13700 SH       DEFINED                12,21    13700        0        0
RESTORATION HARDWARE INC      EQUITY   760981100       52     6943 SH       DEFINED             18,21,22     2886        0     4057
RESMED INC                    EQUITY   761152107      969    29600 SH       DEFINED                12,21    29600        0        0
RESMED INC                    EQUITY   761152107        5      146 SH       DEFINED             18,21,22      101        0       45
RESMED INC                    EQUITY   761152107     1267    38700 SH       DEFINED                   25        0    38700        0
RESOURCE AMERICA INC NEW CL A EQUITY   761195205      451    64200 SH       DEFINED                12,21    64200        0        0
RESOURCE AMERICA INC NEW CL A EQUITY   761195205        5      709 SH       DEFINED             18,21,22      532        0      177
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102       95    17792 SH       DEFINED                12,21    17792        0        0
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102       41     7700 SH       DEFINED                18,21     7700        0        0
RESOURCE BANCSHARES MTG GROUP EQUITY   761197102       43     8154 SH       DEFINED             18,21,22     7936        0      218
RESPIRONICS INC               EQUITY   761230101      280    33459 SH       DEFINED                12,21    33459        0        0
RESPIRONICS INC               EQUITY   761230101       37     4472 SH       DEFINED             18,21,22      200        0     4272
RESPIRONICS INC               EQUITY   761230101        7      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102       25      360 SH       DEFINED               -           360        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102     4484    64805 SH       DEFINED                  4,6    64805        0        0
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102       42      606 SH       DEFINED          15,18,21,22      306        0      300
*** REUTERS GROUP PLC SPONS   EQUITY   76132M102     1251    18084 SH       DEFINED             18,21,22     3058        0    15025
REVLON INC                    EQUITY   761525500       71     5909 SH       DEFINED                12,21     5909        0        0
REVLON INC                    OPTION   761525500        4      300 SH  PUT  DEFINED             18,21,22        0        0      300
REVLON INC                    EQUITY   761525500      229    19071 SH       DEFINED             18,21,22     7053        0    12018
REX STORES CORP               EQUITY   761624105       60     1870 SH       DEFINED          15,18,21,22     1590        0      280
REX STORES CORP               EQUITY   761624105    34379  1076421 SH       DEFINED             18,21,22  1046881        0    29540
REXALL SUNDOWN INC            EQUITY   761648104       16     1390 SH       DEFINED               -          1390        0        0
REXALL SUNDOWN INC            EQUITY   761648104     2942   253100 SH       DEFINED                12,21   253100        0        0
REXALL SUNDOWN INC            EQUITY   761648104      160    13799 SH       DEFINED          15,18,21,22     6459        0     7340
REXALL SUNDOWN INC            EQUITY   761648104     3068   263894 SH       DEFINED             18,21,22   158552        0   105342
REXHALL INDS INC              EQUITY   761684109      242    26550 SH       DEFINED             18,21,22        0        0    26550
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105     1679    85000 SH       DEFINED                  4,6        0    85000        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      356    18021 SH       DEFINED                12,21    18021        0        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      110     5570 SH       DEFINED          15,18,21,22     1630        0     3940
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105     4358   220635 SH       DEFINED             16,18,21   220635        0        0
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105     2694   136390 SH       DEFINED             18,21,22    84476        0    51914
REYNOLDS & REYNOLDS CO CLASS  EQUITY   761695105      468    23700 SH       DEFINED                21,31    23700        0        0
REYNOLDS METALS CO            EQUITY   761763101      421     7180 SH       DEFINED               -          7180        0        0
REYNOLDS METALS CO            EQUITY   761763101     5182    88400 SH       DEFINED   2,3,11,13,14,29,30        0    88400        0
REYNOLDS METALS CO            EQUITY   761763101        3       50 SH       DEFINED                  4,6        0        0       50
REYNOLDS METALS CO            EQUITY   761763101    25624   437089 SH       DEFINED                12,21   437089        0        0
REYNOLDS METALS CO            EQUITY   761763101      407     6939 SH       DEFINED          15,18,21,22     1995        0     4943
REYNOLDS METALS CO            EQUITY   761763101      111     1900 SH       DEFINED             16,18,21     1900        0        0
REYNOLDS METALS CO            EQUITY   761763101    43969   750002 SH       DEFINED             18,21,22   139101        0   610900
REYNOLDS METALS CO            OPTION   761763101       18      300 SH  PUT  DEFINED             18,21,22        0        0      300
REYNOLDS METALS CO            EQUITY   761763101      106     1809 SH       DEFINED                   25        0     1809        0
REYNOLDS METALS CO            EQUITY   761763101      228     3892 SH       DEFINED                21,31     3892        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    35206  1274431 SH       DEFINED                12,21  1274431        0        0
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      105     3786 SH       DEFINED          15,18,21,22     2307        0     1479
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105     1337    48392 SH       DEFINED             18,21,22    13871        0    34521
REYNOLDS R J TOB HLDGS INC    EQUITY   76182K105      419    15150 SH       DEFINED                21,31    15150        0        0
*** RHONE POULENC SA SPONSORE EQUITY   762426609      585    11280 SH       DEFINED               -         11280        0        0
*** RHONE POULENC SA SPONSORE EQUITY   762426609     3146    60646 SH       DEFINED          15,18,21,22    37732        0    22914
*** RHONE POULENC SA SPONSORE EQUITY   762426609      716    13800 SH       DEFINED       17,18,19,20,21    13800        0        0
*** RHONE POULENC SA SPONSORE EQUITY   762426609    90564  1745816 SH       DEFINED             18,21,22  1244316        0   501499
*** RHONE POULENC SA SPONSORE EQUITY   762426609     2210    42599 SH       DEFINED                   25        0    42599        0
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205     3328   104200 SH       DEFINED   2,3,11,13,14,29,30        0   104200        0
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205      502    15712 SH       DEFINED                12,21    15712        0        0
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205        2       65 SH       DEFINED          15,18,21,22       35        0       30
RHYTHMS NETCONNECTIONS INC    EQUITY   762430205     3924   122878 SH       DEFINED             18,21,22    53692        0    69186
RHYTHMS NETCONNECTIONS INC    OPTION   762430205       64     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
RIBI IMMUNOCHEM RESEARCH INC  EQUITY   762553105       43    20000 SH       DEFINED             18,21,22        0        0    20000
RICHMOND COUNTY FINL CORP     EQUITY   764556106      492    25700 SH       DEFINED                12,21    25700        0        0
RICHMOND COUNTY FINL CORP     EQUITY   764556106       88     4580 SH       DEFINED          15,18,21,22     1325        0     3255
RICHMOND COUNTY FINL CORP     EQUITY   764556106     2250   117646 SH       DEFINED             18,21,22    77930        0    39716
RIDDELL SPORTS INC            EQUITY   765670104      313   100001 SH       DEFINED             18,21,22        1        0   100000
RIGGS NATIONAL CORP           EQUITY   766570105       16     1000 SH       DEFINED               -          1000        0        0
RIGGS NATIONAL CORP           EQUITY   766570105      239    15088 SH       DEFINED                12,21    15088        0        0
RIGGS NATIONAL CORP           EQUITY   766570105       48     3000 SH       DEFINED             16,18,21     3000        0        0
RIGGS NATIONAL CORP           EQUITY   766570105      286    18031 SH       DEFINED             18,21,22    13811        0     4220
RIGGS NATIONAL CORP           EQUITY   766570105      181    11400 SH       DEFINED                   25        0    11400        0
RIGHT START INC (THE) -NEW-   EQUITY   766574206       26     3000 SH       DEFINED             18,21,22        0        0     3000
RIGHT START INC (THE) -NEW-   EQUITY   766574206      525    60000 SH       DEFINED        3,13,27,28,30    60000        0        0
RISK CAPITAL HOLDINGS INC     EQUITY   767711104      127     8312 SH       DEFINED                12,21     8312        0        0
RISK CAPITAL HOLDINGS INC     EQUITY   767711104       94     6143 SH       DEFINED             18,21,22     1619        0     4524
RITCHIE BROS AUCTIONEERS      EQUITY   767744105      112     2940 SH       DEFINED          15,18,21,22     2245        0      695
RITCHIE BROS AUCTIONEERS      EQUITY   767744105     2514    66157 SH       DEFINED             18,21,22    45583        0    20574
RITE AID CORP                 EQUITY   767754104       81     5911 SH       DEFINED               -          5911        0        0
RITE AID CORP                 EQUITY   767754104       55     4000 SH       DEFINED                  4,6     4000        0        0
RITE AID CORP                 EQUITY   767754104     6859   503431 SH       DEFINED                12,21   503431        0        0
RITE AID CORP                 EQUITY   767754104      186    13656 SH       DEFINED          15,18,21,22     7991        0     5665
RITE AID CORP                 EQUITY   767754104      861    63200 SH       DEFINED             16,18,21    63200        0        0
RITE AID CORP                 EQUITY   767754104    10428   765364 SH       DEFINED             18,21,22   481651        0   283712
RITE AID CORP                 OPTION   767754104       20     1500 SH  CALL DEFINED             18,21,22        0        0     1500
RITE AID CORP                 OPTION   767754104       20     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
RITE AID CORP                 EQUITY   767754104      435    31908 SH       DEFINED                   25        0    31908        0
RITE AID CORP                 EQUITY   767754104      262    19200 SH       DEFINED     3,13,14,26,29,30    19200        0        0
RITE AID CORP                 EQUITY   767754104      219    16085 SH       DEFINED                21,31    16085        0        0
RIVIANA FOODS INC  DEL        EQUITY   769536103      833    43282 SH       DEFINED                12,21    43282        0        0
ROADWAY EXPRESS INC           EQUITY   769742107      195     9978 SH       DEFINED                12,21     9978        0        0
ROADWAY EXPRESS INC           EQUITY   769742107     2875   147456 SH       DEFINED             18,21,22    80507        0    66949
ROADWAY EXPRESS INC           EQUITY   769742107      129     6600 SH       DEFINED                   25        0     6600        0
ROBBINS & MEYERS INC CV SUB   CORPBOND 770196AA1       11    13000 PRN      DEFINED                12,21    13000        0        0
ROBBINS & MYERS INC           EQUITY   770196103      104     6758 SH       DEFINED                12,21     6758        0        0
ROBBINS & MYERS INC           EQUITY   770196103      147     9577 SH       DEFINED             18,21,22     3402        0     6175
ROBERT HALF INTERNATIONAL INC EQUITY   770323103        3      112 SH       DEFINED               -           112        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103       55     2385 SH       DEFINED                  4,6     1885        0      500
ROBERT HALF INTERNATIONAL INC EQUITY   770323103     1681    73495 SH       DEFINED                12,21    73495        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      412    18000 SH       DEFINED             16,18,21    18000        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      315    13790 SH       DEFINED             18,21,22     4738        0     9052
ROBERT HALF INTERNATIONAL INC EQUITY   770323103     1973    86250 SH       DEFINED            4,6,23,24    86250        0        0
ROBERT HALF INTERNATIONAL INC EQUITY   770323103      277    12100 SH       DEFINED                21,31    12100        0        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     6843   226200 SH       DEFINED                  4,6    84160    98265    43775
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108       39     1280 SH       DEFINED                  6,7        0        0     1280
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     5876   194255 SH       DEFINED                12,21   194255        0        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108       50     1655 SH       DEFINED          15,18,21,22     1423        0      232
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108    13097   432960 SH       DEFINED       17,18,19,20,21   432960        0        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     3652   120728 SH       DEFINED             18,21,22    99240        0    21488
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108      705    23300 SH       DEFINED                   25        0    23300        0
ROBERTS PHARMACEUTICAL CORP   EQUITY   770491108     5384   177986 SH       DEFINED                21,31   177986        0        0
ROCK FINL CORP                EQUITY   772150108      113     6000 SH       DEFINED                12,21     6000        0        0
ROCK FINL CORP                EQUITY   772150108      153     8147 SH       DEFINED             18,21,22       47        0     8100
ROCK-TENN CO CLASS A          EQUITY   772739207      145    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      192    13550 SH       DEFINED             18,21,22     7060        0     6490
ROCK-TENN CO CLASS A          EQUITY   772739207      216    15200 SH       DEFINED                   25        0    15200        0
ROCKWELL INTL CORP NEW        EQUITY   773903109       86     1638 SH       DEFINED               -          1638        0        0
ROCKWELL INTL CORP NEW        EQUITY   773903109      225     4300 SH       DEFINED                  4,6        0     4000      300
ROCKWELL INTL CORP NEW        EQUITY   773903109     1046    19969 SH       DEFINED                12,21    19969        0        0
ROCKWELL INTL CORP NEW        EQUITY   773903109     3229    61655 SH       DEFINED          15,18,21,22    41005        0    20650
ROCKWELL INTL CORP NEW        EQUITY   773903109    91231  1741889 SH       DEFINED             18,21,22  1018394        0   723494
ROCKWELL INTL CORP NEW        EQUITY   773903109     2436    46513 SH       DEFINED                   25        0    46513        0
ROCKWELL INTL CORP NEW        EQUITY   773903109      916    17496 SH       DEFINED                21,31    17496        0        0
ROCKY SHOES & BOOTS INC       EQUITY   774830103       88    12500 SH       DEFINED             18,21,22      500        0    12000
*** ROGERS CANTEL MOBILE COMM EQUITY   775102205    18436   784500 SH       DEFINED                12,21   784500        0        0
*** ROGERS CANTEL MOBILE COMM EQUITY   775102205     2103    89500 SH       DEFINED             16,18,21    89500        0        0
*** ROGERS CANTEL MOBILE COMM EQUITY   775102205       92     3900 SH       DEFINED             18,21,22        0        0     3900
*** ROGERS COMM INC CONV DEB  CORPBOND 775109AE1      869  1401500 PRN      DEFINED                12,21  1401500        0        0
*** ROGERS COMM INC CONV DEB  CORPBOND 775109AE1    24589 39660000 PRN      DEFINED             16,18,21 39660000        0        0
ROGERS CORP                   EQUITY   775133101      219     6000 SH       DEFINED                12,21     6000        0        0
ROGERS CORP                   EQUITY   775133101      358     9805 SH       DEFINED             18,21,22     1135        0     8670
ROGERS CORP                   EQUITY   775133101      139     3800 SH       DEFINED                   25        0     3800        0
ROHM & HAAS CO                EQUITY   775371107       11      300 SH       DEFINED               -           300        0        0
ROHM & HAAS CO                EQUITY   775371107       15      424 SH       DEFINED                  4,6        0        0      424
ROHM & HAAS CO                EQUITY   775371107    28512   792013 SH       DEFINED                12,21   792013        0        0
ROHM & HAAS CO                EQUITY   775371107       44     1211 SH       DEFINED          15,18,21,22      645        0      566
ROHM & HAAS CO                EQUITY   775371107       76     2100 SH       DEFINED             16,18,21     2100        0        0
ROHM & HAAS CO                EQUITY   775371107     5241   145569 SH       DEFINED             18,21,22    99783        0    45786
ROHM & HAAS CO                EQUITY   775371107      222     6159 SH       DEFINED                   25        0     6159        0
ROHM & HAAS CO                EQUITY   775371107      349     9700 SH       DEFINED     3,13,14,26,29,30     9700        0        0
ROHM & HAAS CO                EQUITY   775371107      584    16235 SH       DEFINED                21,31    16235        0        0
ROLLINS INC                   EQUITY   775711104      284    18562 SH       DEFINED                12,21    18562        0        0
ROLLINS INC                   EQUITY   775711104        6      400 SH       DEFINED          15,18,21,22        0        0      400
ROLLINS INC                   EQUITY   775711104       29     1866 SH       DEFINED             18,21,22      321        0     1545
ROLLINS TRUCK LEASING CORP    EQUITY   775741101        4      365 SH       DEFINED               -           365        0        0
ROLLINS TRUCK LEASING CORP    EQUITY   775741101     3125   303003 SH       DEFINED                12,21   303003        0        0
ROLLINS TRUCK LEASING CORP    EQUITY   775741101       79     7637 SH       DEFINED          15,18,21,22     4733        0     2904
ROLLINS TRUCK LEASING CORP    EQUITY   775741101     3445   334007 SH       DEFINED             18,21,22   254353        0    79654
ROLLINS TRUCK LEASING CORP    EQUITY   775741101      103    10000 SH       DEFINED                   25        0    10000        0
ROMAC INTL INC                EQUITY   775835101      350    45188 SH       DEFINED                12,21    45188        0        0
ROMAC INTL INC                EQUITY   775835101        1      170 SH       DEFINED          15,18,21,22        0        0      170
ROMAC INTL INC                EQUITY   775835101      474    61160 SH       DEFINED             18,21,22     9801        0    51359
ROPER INDUSTRIES INC          EQUITY   776696106       48     1300 SH       DEFINED               -          1300        0        0
ROPER INDUSTRIES INC          EQUITY   776696106     9029   243600 SH       DEFINED                12,21   243600        0        0
ROPER INDUSTRIES INC          EQUITY   776696106     4158   112180 SH       DEFINED          15,18,21,22    25449        0    86731
ROPER INDUSTRIES INC          EQUITY   776696106     3999   107891 SH       DEFINED             18,21,22    67426        0    40465
ROSLYN BANCORP INC            EQUITY   778162107      221    12315 SH       DEFINED               -         12315        0        0
ROSLYN BANCORP INC            EQUITY   778162107       37     2050 SH       DEFINED                  4,6        0        0     2050
ROSLYN BANCORP INC            EQUITY   778162107    18401  1025811 SH       DEFINED                12,21  1025811        0        0
ROSLYN BANCORP INC            EQUITY   778162107      502    27963 SH       DEFINED          15,18,21,22     8710        0    19253
ROSLYN BANCORP INC            EQUITY   778162107    17914   998670 SH       DEFINED             18,21,22   469268        0   529401
ROSLYN BANCORP INC            EQUITY   778162107      699    38955 SH       DEFINED                   25        0    38955        0
ROSS STORES INC DE            EQUITY   778296103    50484  2444040 SH       DEFINED                  4,6   942070   708900   793070
ROSS STORES INC DE            EQUITY   778296103      545    26400 SH       DEFINED                  6,7        0        0    26400
ROSS STORES INC DE            EQUITY   778296103     2309   111800 SH       DEFINED                12,21   111800        0        0
ROSS STORES INC DE            EQUITY   778296103       52     2500 SH       DEFINED          15,18,21,22     1362        0     1138
ROSS STORES INC DE            EQUITY   778296103     3884   188029 SH       DEFINED             18,21,22   121153        0    66875
ROSS STORES INC DE            EQUITY   778296103      413    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
ROSS STORES INC DE            EQUITY   778296103     3020   146184 SH       DEFINED                21,31   146184        0        0
ROSS SYSTEMS INC              EQUITY   778303107      300   110458 SH       DEFINED             18,21,22   100808        0     9650
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107     2260   469550 SH       DEFINED                12,21   469550        0        0
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107       10     2000 SH       DEFINED          15,18,21,22        0        0     2000
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107        3      650 SH       DEFINED       17,18,19,20,21      650        0        0
*** ROSTELECOM LONG DISTANCE  EQUITY   778529107     2545   528803 SH       DEFINED             18,21,22    60500        0   468303
ROUGE INDS INC DEL CL A       EQUITY   779088103       38     5282 SH       DEFINED                12,21     5282        0        0
ROUGE INDS INC DEL CL A       EQUITY   779088103       53     7429 SH       DEFINED             18,21,22     6304        0     1125
ROUSE CO                      EQUITY   779273101       38     1680 SH       DEFINED               -          1680        0        0
ROUSE CO                      EQUITY   779273101    30619  1353321 SH       DEFINED                12,21  1353321        0        0
ROUSE CO                      EQUITY   779273101      402    17779 SH       DEFINED          15,18,21,22     9733        0     8046
ROUSE CO                      EQUITY   779273101    16742   739967 SH       DEFINED             18,21,22   396515        0   343451
ROUSE CO                      EQUITY   779273101      398    17600 SH       DEFINED                21,31    17600        0        0
ROUSE CO CONV PFD SERIES B    EQUITY   779273309       71     2000 SH       DEFINED               -          2000        0        0
ROUSE CO CONV PFD SERIES B    EQUITY   779273309      128     3615 SH       DEFINED          15,18,21,22     1550        0     2065
ROUSE CO CONV PFD SERIES B    EQUITY   779273309     3142    88810 SH       DEFINED             18,21,22    58990        0    29820
ROWAN COMPANIES INC           EQUITY   779382100     1040    64000 SH       DEFINED   2,3,11,13,14,29,30        0    64000        0
ROWAN COMPANIES INC           EQUITY   779382100     2387   146900 SH       DEFINED                  4,6        0   146900        0
ROWAN COMPANIES INC           EQUITY   779382100     1797   110575 SH       DEFINED                  6,7   110575        0        0
ROWAN COMPANIES INC           EQUITY   779382100     1628   100199 SH       DEFINED                12,21   100199        0        0
ROWAN COMPANIES INC           EQUITY   779382100      111     6801 SH       DEFINED          15,18,21,22      750        0     6051
ROWAN COMPANIES INC           EQUITY   779382100      406    25000 SH       DEFINED             16,18,21    25000        0        0
ROWAN COMPANIES INC           EQUITY   779382100     1121    68968 SH       DEFINED             18,21,22    46402        0    22566
ROWAN COMPANIES INC           EQUITY   779382100       42     2555 SH       DEFINED                   25        0     2555        0
ROWAN COMPANIES INC           EQUITY   779382100      348    21400 SH       DEFINED     3,13,14,26,29,30    21400        0        0
ROWAN COMPANIES INC           EQUITY   779382100      934    57480 SH       DEFINED                21,31    57480        0        0
ROWECOM INC                   EQUITY   77957X108     3416   128900 SH       DEFINED                12,21   128900        0        0
ROWECOM INC                   EQUITY   77957X108       16      601 SH       DEFINED             18,21,22        0        0      601
ROWECOM INC                   EQUITY   77957X108      294    11100 SH       DEFINED                   25        0    11100        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102      829    20092 SH       DEFINED                  4,6    20092        0        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102        3       80 SH       DEFINED          15,18,21,22        0        0       80
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102       99     2400 SH       DEFINED             16,18,21     2400        0        0
*** ROYAL BANK OF CANADA -CAD EQUITY   780087102      131     3169 SH       DEFINED             18,21,22     1857        0     1312
*** ROYAL BANK OF SCOTLAND    EQUITY   780097408       37     1465 SH       DEFINED               -          1465        0        0
*** ROYAL BANK OF SCOTLAND    EQUITY   780097408      644    25776 SH       DEFINED             18,21,22    16380        0     9395
*** ROYAL BK SCOTLAND GRP PLC EQUITY   780097606       28     1122 SH       DEFINED               -          1122        0        0
*** ROYAL BK SCOTLAND GRP PLC EQUITY   780097606      205     8204 SH       DEFINED             18,21,22     4604        0     3600
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097705       15      600 SH       DEFINED               -           600        0        0
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097705      450    18062 SH       DEFINED             18,21,22    11345        0     6717
*** ROYAL BK SCOTLAND GROUP   EQUITY   780097879      549    25525 SH       DEFINED             18,21,22    15284        0    10241
*** ROYAL BANK OF SCOTLAND PL EQUITY   780097887       85     3855 SH       DEFINED               -          3855        0        0
*** ROYAL BANK OF SCOTLAND PL EQUITY   780097887      801    36410 SH       DEFINED             18,21,22    20730        0    15680
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     1849    31144 SH       DEFINED               -         31144        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     8241   138800 SH       DEFINED   2,3,11,13,14,29,30        0   138800        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804    21371   359940 SH       DEFINED                  4,6   154355    41900   163685
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804      662    11150 SH       DEFINED                5,6,7        0        0    11150
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804   153085  2578267 SH       DEFINED                12,21  2578267        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     5450    91795 SH       DEFINED          15,18,21,22    65152        0    26643
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     9724   163776 SH       DEFINED             16,18,21   163776        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804   264642  4457132 SH       DEFINED             18,21,22  2418569        0  2038563
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     4637    78089 SH       DEFINED                   25        0    78089        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     2822    47534 SH       DEFINED     3,13,14,26,29,30    47534        0        0
*** ROYAL DUTCH PETROLEUM CO  EQUITY   780257804     8138   137067 SH       DEFINED                21,31   137067        0        0
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205       38      855 SH       DEFINED               -           855        0        0
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205      238     5425 SH       DEFINED          15,18,21,22     3875        0     1550
*** ROYAL PTT NEDERLAND NV    EQUITY   780641205    15465   352476 SH       DEFINED             18,21,22   277024        0    75452
ROYCE VALUE TRUST INC         EQUITY   780910105     3930   320802 SH       DEFINED             18,21,22   186390        0   134412
ROYCE MICRO-CAP TRUST INC     EQUITY   780915104      122    14326 SH       DEFINED             18,21,22     4317        0    10009
RUBIO'S RESTAURANTS INC       EQUITY   78116B102     1499   165383 SH       DEFINED                  4,6    62643    66482    36258
RUBIO'S RESTAURANTS INC       EQUITY   78116B102       10     1131 SH       DEFINED                  6,7        0        0     1131
RUBIO'S RESTAURANTS INC       EQUITY   78116B102      181    20000 SH       DEFINED                12,21    20000        0        0
RUBIO'S RESTAURANTS INC       EQUITY   78116B102      236    26029 SH       DEFINED             18,21,22    22150        0     3879
RUBY TUESDAY INC              EQUITY   781182100      611    32938 SH       DEFINED                12,21    32938        0        0
RUBY TUESDAY INC              EQUITY   781182100       25     1348 SH       DEFINED          15,18,21,22     1348        0        0
RUBY TUESDAY INC              EQUITY   781182100      124     6702 SH       DEFINED             18,21,22     6702        0        0
RUDDICK CORP                  EQUITY   781258108        4      240 SH       DEFINED               -           240        0        0
RUDDICK CORP                  EQUITY   781258108     2226   137521 SH       DEFINED                12,21   137521        0        0
RUDDICK CORP                  EQUITY   781258108      398    24582 SH       DEFINED          15,18,21,22    17202        0     7380
RUDDICK CORP                  EQUITY   781258108    12419   767190 SH       DEFINED             18,21,22   436669        0   330521
RURAL CELLULAR CORP CL A      EQUITY   781904107      402     9250 SH       DEFINED          15,18,21,22     6465        0     2785
RUSS BERRIE & CO INC          EQUITY   782233100     2656   128796 SH       DEFINED                12,21   128796        0        0
RUSS BERRIE & CO INC          EQUITY   782233100       73     3518 SH       DEFINED             18,21,22     2518        0     1000
RUSSELL CORP                  EQUITY   782352108      356    24748 SH       DEFINED                12,21    24748        0        0
RUSSELL CORP                  EQUITY   782352108       33     2289 SH       DEFINED          15,18,21,22        0        0     2289
RUSSELL CORP                  EQUITY   782352108       64     4445 SH       DEFINED             18,21,22     3095        0     1350
RUSSELL CORP                  EQUITY   782352108       12      827 SH       DEFINED                   25        0      827        0
RUSSELL CORP                  EQUITY   782352108       27     1848 SH       DEFINED                21,31     1848        0        0
*** RYANAIR HLDGS PLC SPON AD EQUITY   783513104        1       17 SH       DEFINED          15,18,21,22       17        0        0
*** RYANAIR HLDGS PLC SPON AD EQUITY   783513104     2268    50125 SH       DEFINED             18,21,22    42825        0     7300
RYANS FAMILY STEAK HOUSES INC EQUITY   783519101      290    31100 SH       DEFINED                12,21    31100        0        0
RYANS FAMILY STEAK HOUSES INC EQUITY   783519101      137    14689 SH       DEFINED             18,21,22    13676        0     1013
RYDER SYSTEM INC              EQUITY   783549108      181     8737 SH       DEFINED                12,21     8737        0        0
RYDER SYSTEM INC              EQUITY   783549108      136     6555 SH       DEFINED             18,21,22     3814        0     2741
RYDER SYSTEM INC              EQUITY   783549108       42     2036 SH       DEFINED                   25        0     2036        0
RYDER SYSTEM INC              EQUITY   783549108      554    26700 SH       DEFINED     3,13,14,26,29,30    26700        0        0
RYDER SYSTEM INC              EQUITY   783549108      116     5568 SH       DEFINED                21,31     5568        0        0
RYERSON TULL INC NEW          EQUITY   78375P107     4265   186455 SH       DEFINED                12,21   186455        0        0
RYERSON TULL INC NEW          EQUITY   78375P107       14      607 SH       DEFINED          15,18,21,22      443        0      164
RYERSON TULL INC NEW          EQUITY   78375P107     1962    85779 SH       DEFINED             18,21,22    64341        0    21438
RYERSON TULL INC NEW          EQUITY   78375P107      638    27900 SH       DEFINED                   25        0    27900        0
RYERSON TULL INC NEW          EQUITY   78375P107      531    23200 SH       DEFINED                21,31    23200        0        0
RYLAND GROUP INC              EQUITY   783764103      282    12149 SH       DEFINED                12,21    12149        0        0
RYLAND GROUP INC              EQUITY   783764103      283    12211 SH       DEFINED             18,21,22     5406        0     6804
RYLAND GROUP INC              EQUITY   783764103      649    28000 SH       DEFINED                   25        0    28000        0
S & T BANCORP INC             EQUITY   783859101      352    16000 SH       DEFINED               -         16000        0        0
S & T BANCORP INC             EQUITY   783859101      662    30106 SH       DEFINED                12,21    30106        0        0
S & T BANCORP INC             EQUITY   783859101      389    17690 SH       DEFINED             18,21,22      662        0    17028
SBC COMMUNICATIONS INC        EQUITY   78387G103     5500   107317 SH       DEFINED               -        107317        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     9650   188300 SH       DEFINED   2,3,11,13,14,29,30        0   188300        0
SBC COMMUNICATIONS INC        EQUITY   78387G103   134409  2622612 SH       DEFINED                  4,6   924343   954984   743285
SBC COMMUNICATIONS INC        EQUITY   78387G103     1195    23325 SH       DEFINED                  6,7        0        0    23325
SBC COMMUNICATIONS INC        EQUITY   78387G103   199012  3883155 SH       DEFINED                12,21  3883155        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     6748   131661 SH       DEFINED          15,18,21,22    91937        0    39723
SBC COMMUNICATIONS INC        EQUITY   78387G103     5452   106389 SH       DEFINED             16,18,21   106389        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103   389279  7595678 SH       DEFINED             18,21,22  5264797        0  2330880
SBC COMMUNICATIONS INC        OPTION   78387G103      318     6200 SH  CALL DEFINED             18,21,22     2500        0     3700
SBC COMMUNICATIONS INC        EQUITY   78387G103      113     2200 SH       DEFINED            4,6,23,24     2200        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     5929   115694 SH       DEFINED                   25        0   115694        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     2619    51097 SH       DEFINED     3,13,14,26,29,30    51097        0        0
SBC COMMUNICATIONS INC        EQUITY   78387G103     6976   136110 SH       DEFINED                21,31   136110        0        0
SBC COMMUNICATIONS 7.75% PFD  EQUITY   78387G202    10130   164045 SH       DEFINED             18,21,22   163760        0      285
SBS TECHNOLOGIES INC          EQUITY   78387P103     1525    60100 SH       DEFINED                12,21    60100        0        0
SBS TECHNOLOGIES INC          EQUITY   78387P103       41     1600 SH       DEFINED             18,21,22        0        0     1600
SBE INC NEW                   EQUITY   783873201       50    13000 SH       DEFINED             18,21,22        0        0    13000
SBA COMMUNICATIONS CORP       EQUITY   78388J106      181    16521 SH       DEFINED             18,21,22    12221        0     4300
SCC COMMUNICATIONS CORP       EQUITY   78388X105      416    70000 SH       DEFINED   2,3,11,13,14,29,30        0    70000        0
SCI SYSTEMS INC               EQUITY   783890106       11      250 SH       DEFINED               -           250        0        0
SCI SYSTEMS INC               EQUITY   783890106    32551   742946 SH       DEFINED                12,21   742946        0        0
SCI SYSTEMS INC               EQUITY   783890106      729    16637 SH       DEFINED          15,18,21,22     7468        0     9169
SCI SYSTEMS INC               EQUITY   783890106       53     1200 SH       DEFINED                18,21     1200        0        0
SCI SYSTEMS INC               EQUITY   783890106    16238   370623 SH       DEFINED             18,21,22   343098        0    27525
SCI SYSTEMS INC               EQUITY   783890106     1249    28500 SH       DEFINED                21,31    28500        0        0
SCM MICROSYSTEMS INC          EQUITY   784018103     1611    32800 SH       DEFINED                12,21    32800        0        0
SCM MICROSYSTEMS INC          EQUITY   784018103      919    18700 SH       DEFINED                21,31    18700        0        0
SCPIE HOLDINGS INC            EQUITY   78402P104      313     9944 SH       DEFINED                12,21     9944        0        0
SCPIE HOLDINGS INC            EQUITY   78402P104      167     5315 SH       DEFINED             18,21,22     4806        0      509
SCP POOL CORPORATION          EQUITY   784028102     1921    81300 SH       DEFINED                12,21    81300        0        0
SCP POOL CORPORATION          EQUITY   784028102       71     3000 SH       DEFINED          15,18,21,22        0        0     3000
SCP POOL CORPORATION          EQUITY   784028102     1123    47520 SH       DEFINED             18,21,22    15818        0    31702
SDL INC                       EQUITY   784076101       17      220 SH       DEFINED               -           220        0        0
SDL INC                       EQUITY   784076101     8425   109240 SH       DEFINED                12,21   109240        0        0
SDL INC                       EQUITY   784076101       14      180 SH       DEFINED          15,18,21,22      130        0       50
SDL INC                       EQUITY   784076101     2622    33999 SH       DEFINED             18,21,22    21743        0    12256
SDL INC                       OPTION   784076101      964    12500 SH  CALL DEFINED             18,21,22    12500        0        0
SDL INC                       OPTION   784076101      964    12500 SH  PUT  DEFINED             18,21,22    12500        0        0
SEI INVESTMENTS CO            EQUITY   784117103     1432    16578 SH       DEFINED                  4,6     5760     6913     3905
SEI INVESTMENTS CO            EQUITY   784117103        9      100 SH       DEFINED                  6,7        0        0      100
SEI INVESTMENTS CO            EQUITY   784117103     2959    34246 SH       DEFINED                12,21    34246        0        0
SEI INVESTMENTS CO            EQUITY   784117103      261     3024 SH       DEFINED             18,21,22      220        0     2804
SEI INVESTMENTS CO            EQUITY   784117103     3798    43952 SH       DEFINED                21,31    43952        0        0
SEMCO ENERGY INC              EQUITY   78412D109      194    13839 SH       DEFINED                12,21    13839        0        0
SEMCO ENERGY INC              EQUITY   78412D109      178    12705 SH       DEFINED             18,21,22       59        0    12646
SFX ENTERTAINMENT CL A        EQUITY   784178105     3960   122800 SH       DEFINED   2,3,11,13,14,29,30        0   122800        0
SFX ENTERTAINMENT CL A        EQUITY   784178105     5105   158309 SH       DEFINED                  4,6    60020    63725    34564
SFX ENTERTAINMENT CL A        EQUITY   784178105       31      975 SH       DEFINED                  6,7        0        0      975
SFX ENTERTAINMENT CL A        EQUITY   784178105     5348   165832 SH       DEFINED                12,21   165832        0        0
SFX ENTERTAINMENT CL A        EQUITY   784178105      183     5686 SH       DEFINED          15,18,21,22     4132        0     1554
SFX ENTERTAINMENT CL A        OPTION   784178105    20801   645000 SH  CALL DEFINED             18,21,22   645000        0        0
SFX ENTERTAINMENT CL A        OPTION   784178105    20801   645000 SH  PUT  DEFINED             18,21,22   645000        0        0
SFX ENTERTAINMENT CL A        EQUITY   784178105     3718   115300 SH       DEFINED             18,21,22    90788        0    24512
SFX ENTERTAINMENT CL A        EQUITY   784178105      161     5000 SH       DEFINED                   25        0     5000        0
S J W CORP                    EQUITY   784305104      142     1600 SH       DEFINED                12,21     1600        0        0
S J W CORP                    EQUITY   784305104       84      943 SH       DEFINED             18,21,22      508        0      435
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404       13      570 SH       DEFINED               -           570        0        0
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404       86     3818 SH       DEFINED          15,18,21,22     3056        0      762
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404      351    15500 SH       DEFINED       17,18,19,20,21    15500        0        0
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404     4081   180378 SH       DEFINED             18,21,22   146120        0    34258
*** SKF AB SPONSORED ADR PAR  EQUITY   784375404     1306    57705 SH       DEFINED                   25        0    57705        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      683    64667 SH       DEFINED               -         64667        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108       83     7850 SH       DEFINED                12,21     7850        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      147    13878 SH       DEFINED          15,18,21,22     3265        0    10613
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108     3237   306480 SH       DEFINED             16,18,21   306480        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108      113    10720 SH       DEFINED       17,18,19,20,21    10720        0        0
*** SK TELECOM LTD SPON ADR   EQUITY   78440P108     9302   880601 SH       DEFINED             18,21,22   468178        0   412423
SL GREEN REALTY CORP          EQUITY   78440X101        5      265 SH       DEFINED               -           265        0        0
SL GREEN REALTY CORP          EQUITY   78440X101      339    17100 SH       DEFINED                12,21    17100        0        0
SL GREEN REALTY CORP          EQUITY   78440X101       72     3645 SH       DEFINED          15,18,21,22     3030        0      615
SL GREEN REALTY CORP          EQUITY   78440X101     1540    77730 SH       DEFINED             18,21,22    61375        0    16355
SLM HLDG CORP                 EQUITY   78442A109       47     1113 SH       DEFINED               -          1113        0        0
SLM HLDG CORP                 EQUITY   78442A109     1934    45650 SH       DEFINED                  4,6    18200      700    26750
SLM HLDG CORP                 EQUITY   78442A109    75436  1780205 SH       DEFINED                12,21  1780205        0        0
SLM HLDG CORP                 EQUITY   78442A109      348     8209 SH       DEFINED          15,18,21,22     6612        0     1597
SLM HLDG CORP                 EQUITY   78442A109      205     4837 SH       DEFINED             16,18,21     4837        0        0
SLM HLDG CORP                 EQUITY   78442A109   219820  5187500 SH       DEFINED                18,21  5187500        0        0
SLM HLDG CORP                 EQUITY   78442A109    27390   646371 SH       DEFINED             18,21,22   335143        0   311227
SLM HLDG CORP                 EQUITY   78442A109      258     6100 SH       DEFINED                   25        0     6100        0
SLM HLDG CORP                 EQUITY   78442A109      423     9993 SH       DEFINED                21,31     9993        0        0
SLI INC                       EQUITY   78442T108    23462  1113900 SH       DEFINED                12,21  1113900        0        0
SLI INC                       EQUITY   78442T108       11      525 SH       DEFINED          15,18,21,22      525        0        0
SLI INC                       EQUITY   78442T108     6776   321706 SH       DEFINED             18,21,22   250725        0    70981
SLI INC                       EQUITY   78442T108      411    19500 SH       DEFINED                   25        0    19500        0
S M & A CORPORATION           EQUITY   784432106       59     7695 SH       DEFINED          15,18,21,22     5900        0     1795
S M & A CORPORATION           EQUITY   784432106     1306   171335 SH       DEFINED             18,21,22   118132        0    53203
UTS SPDR TRUST SER 1          EQUITY   78462F103   121804   948119 SH       DEFINED                  4,6    16660        0   931459
UTS SPDR TRUST SER 1          EQUITY   78462F103    33948   264247 SH       DEFINED                5,6,7        0        0   264247
UTS SPDR TRUST SER 1          EQUITY   78462F103      344     2677 SH       DEFINED                  6,7        0        0     2677
UTS SPDR TRUST SER 1          EQUITY   78462F103     1546    12034 SH       DEFINED          15,18,21,22     3964        0     8069
UTS SPDR TRUST SER 1          EQUITY   78462F103    36568   284648 SH       DEFINED             18,21,22    56862        0   227785
UTS SPDR TRUST SER 1          EQUITY   78462F103     3854    30000 SH       DEFINED        3,13,27,28,30    30000        0        0
SPSS INC                      EQUITY   78462K102      167     8700 SH       DEFINED                12,21     8700        0        0
SPSS INC                      EQUITY   78462K102        1       63 SH       DEFINED          15,18,21,22       63        0        0
SPSS INC                      EQUITY   78462K102      397    20716 SH       DEFINED             18,21,22    16136        0     4580
SPS TECHNOLOGIES INC          EQUITY   784626103      388    10500 SH       DEFINED                12,21    10500        0        0
SPS TECHNOLOGIES INC          EQUITY   784626103       19      505 SH       DEFINED          15,18,21,22      505        0        0
SPS TECHNOLOGIES INC          EQUITY   784626103     1487    40265 SH       DEFINED             18,21,22    30510        0     9755
SPS TECHNOLOGIES INC          EQUITY   784626103      709    19200 SH       DEFINED                   25        0    19200        0
SPX CORP                      EQUITY   784635104        6       69 SH       DEFINED               -            69        0        0
SPX CORP                      EQUITY   784635104    28432   323320 SH       DEFINED                12,21   323320        0        0
SPX CORP                      EQUITY   784635104      935    10637 SH       DEFINED          15,18,21,22     8221        0     2416
SPX CORP                      EQUITY   784635104    18941   215393 SH       DEFINED             18,21,22   150870        0    64523
SPX CORP                      EQUITY   784635104     1864    21201 SH       DEFINED                21,31    21201        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5       38    42500 PRN      DEFINED                12,21    42500        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5     9572 10725000 PRN      DEFINED             16,18,21 10725000        0        0
S3 INCORPORATED CNV SUB NOTES CORPBOND 784849AC5       45    50000 PRN      DEFINED             18,21,22        0        0    50000
S3 INC                        EQUITY   784849101     6267   607647 SH       DEFINED                12,21   607647        0        0
S3 INC                        EQUITY   784849101     1408   136540 SH       DEFINED             16,18,21   136540        0        0
S3 INC                        EQUITY   784849101      547    53046 SH       DEFINED             18,21,22     3100        0    49946
SVI HOLDING INC               EQUITY   784872103      227    26700 SH       DEFINED                12,21    26700        0        0
SVI HOLDING INC               EQUITY   784872103        1       64 SH       DEFINED             18,21,22       64        0        0
SPR INC                       EQUITY   784922106       59    16681 SH       DEFINED             18,21,22     8067        0     8614
SABRATEK CORP                 EQUITY   78571U108       29    11700 SH       DEFINED                12,21    11700        0        0
SABRATEK CORP                 EQUITY   78571U108        8     3450 SH       DEFINED             18,21,22      200        0     3250
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100      358     8260 SH       DEFINED                12,21     8260        0        0
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100       25      580 SH       DEFINED          15,18,21,22      580        0        0
SABRE GROUP HLDGS INC CLASS A EQUITY   785905100      433     9986 SH       DEFINED             18,21,22     5287        0     4699
SAF T LOK INC                 EQUITY   78636P102       17    11650 SH       DEFINED             18,21,22        0        0    11650
SAFECO CORP                   EQUITY   786429100        6      200 SH       DEFINED               -           200        0        0
SAFECO CORP                   EQUITY   786429100      938    33800 SH       DEFINED                  4,6        0        0    33800
SAFECO CORP                   EQUITY   786429100      440    15852 SH       DEFINED                12,21    15852        0        0
SAFECO CORP                   EQUITY   786429100     3377   121686 SH       DEFINED          15,18,21,22    90579        0    31107
SAFECO CORP                   EQUITY   786429100    19782   712864 SH       DEFINED             18,21,22   534633        0   178231
SAFECO CORP                   OPTION   786429100       83     3000 SH  CALL DEFINED             18,21,22        0        0     3000
SAFECO CORP                   OPTION   786429100       28     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SAFECO CORP                   EQUITY   786429100      382    13755 SH       DEFINED                   25        0    13755        0
SAFECO CORP                   EQUITY   786429100      229     8266 SH       DEFINED                21,31     8266        0        0
SAFEGUARD SCIENTIFICS INC CV  CORPBOND 786449AD0       11    10000 PRN      DEFINED                12,21    10000        0        0
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108      252     3610 SH       DEFINED                  4,6        0        0     3610
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108      173     2483 SH       DEFINED                12,21     2483        0        0
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108      112     1600 SH       DEFINED          15,18,21,22       50        0     1550
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108     7025   100627 SH       DEFINED             18,21,22    65862        0    34765
SAFEGUARD SCIENTIFICS INC     OPTION   786449108       35      500 SH  PUT  DEFINED             18,21,22        0        0      500
SAFEGUARD SCIENTIFICS INC     EQUITY   786449108     7198   103100 SH       DEFINED            4,6,23,24   103100        0        0
SAFESCIENCE INC               EQUITY   786452102      141     9400 SH       DEFINED                12,21     9400        0        0
SAFESCIENCE INC               EQUITY   786452102       15     1004 SH       DEFINED             18,21,22     1004        0        0
SAFESKIN CORP                 EQUITY   786454108      441    52600 SH       DEFINED                12,21    52600        0        0
SAFESKIN CORP                 EQUITY   786454108      375    44800 SH       DEFINED          15,18,21,22     6600        0    38200
SAFESKIN CORP                 EQUITY   786454108      323    38585 SH       DEFINED             18,21,22    20592        0    17993
SAFESKIN CORP                 OPTION   786454108      335    40000 SH  CALL DEFINED             18,21,22    40000        0        0
SAFESKIN CORP                 OPTION   786454108      335    40000 SH  PUT  DEFINED             18,21,22    40000        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     3914   322800 SH       DEFINED   2,3,11,13,14,29,30        0   322800        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     3797   313152 SH       DEFINED                12,21   313152        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203       12      992 SH       DEFINED          15,18,21,22      724        0      268
SAFETY KLEEN CORP NEW         EQUITY   78648R203       19     1540 SH       DEFINED             16,18,21     1540        0        0
SAFETY KLEEN CORP NEW         EQUITY   78648R203     1621   133707 SH       DEFINED             18,21,22   106484        0    27223
SAFEWAY INC NEW               EQUITY   786514208       59     1622 SH       DEFINED               -          1622        0        0
SAFEWAY INC NEW               EQUITY   786514208      245     6746 SH       DEFINED                  4,6     1000        0     5746
SAFEWAY INC NEW               EQUITY   786514208    84667  2335649 SH       DEFINED                12,21  2335649        0        0
SAFEWAY INC NEW               EQUITY   786514208     1953    53864 SH       DEFINED          15,18,21,22    41342        0    12522
SAFEWAY INC NEW               EQUITY   786514208     3125    86200 SH       DEFINED             16,18,21    86200        0        0
SAFEWAY INC NEW               EQUITY   786514208    78398  2162699 SH       DEFINED             18,21,22  1226624        0   936075
SAFEWAY INC NEW               OPTION   786514208      381    10500 SH  CALL DEFINED             18,21,22    10500        0        0
SAFEWAY INC NEW               EQUITY   786514208     1729    47700 SH       DEFINED                   25        0    47700        0
SAFEWAY INC NEW               EQUITY   786514208      579    15962 SH       DEFINED     3,13,14,26,29,30    15962        0        0
SAFEWAY INC NEW               EQUITY   786514208     1347    37153 SH       DEFINED                21,31    37153        0        0
SAGA COMMUNICATIONS INC CL A  EQUITY   786598102      163     7100 SH       DEFINED                12,21     7100        0        0
SAGA COMMUNICATIONS INC CL A  EQUITY   786598102      109     4750 SH       DEFINED             18,21,22     2000        0     2750
SAGA SYSTEMS INC              EQUITY   786610105      608    41600 SH       DEFINED                12,21    41600        0        0
SAGA SYSTEMS INC              EQUITY   786610105     1351    92360 SH       DEFINED             18,21,22    44360        0    48000
SAGA SYSTEMS INC              EQUITY   786610105        3      217 SH       DEFINED                21,31      217        0        0
SAGENT TECHNOLOGY INC         EQUITY   786693101      129    13800 SH       DEFINED                12,21    13800        0        0
ST FRANCIS CAP CORP           EQUITY   789374105      143     6900 SH       DEFINED                12,21     6900        0        0
ST FRANCIS CAP CORP           EQUITY   789374105       17      804 SH       DEFINED             18,21,22        4        0      800
ST FRANCIS CAP CORP           EQUITY   789374105      118     5700 SH       DEFINED                   25        0     5700        0
ST JOE COMPANY                EQUITY   790148100       10      450 SH       DEFINED               -           450        0        0
ST JOE COMPANY                EQUITY   790148100    26737  1239926 SH       DEFINED                12,21  1239926        0        0
ST JOE COMPANY                EQUITY   790148100      100     4654 SH       DEFINED          15,18,21,22     1210        0     3444
ST JOE COMPANY                EQUITY   790148100    14217   659306 SH       DEFINED             18,21,22   531563        0   127742
ST JOE COMPANY                EQUITY   790148100      330    15300 SH       DEFINED                   25        0    15300        0
ST JOSEPH LIGHT & POWER CO    EQUITY   790654107      831    40400 SH       DEFINED   2,3,11,13,14,29,30        0    40400        0
ST JOSEPH LIGHT & POWER CO    EQUITY   790654107      116     5617 SH       DEFINED             18,21,22     3258        0     2359
ST JUDE MEDICAL INC           EQUITY   790849103       26      850 SH       DEFINED               -           850        0        0
ST JUDE MEDICAL INC           EQUITY   790849103      462    15411 SH       DEFINED                12,21    15411        0        0
ST JUDE MEDICAL INC           EQUITY   790849103       30     1005 SH       DEFINED          15,18,21,22      670        0      335
ST JUDE MEDICAL INC           OPTION   790849103     3000   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
ST JUDE MEDICAL INC           OPTION   790849103     3000   100000 SH  PUT  DEFINED       17,18,19,20,21   100000        0        0
ST JUDE MEDICAL INC           EQUITY   790849103     6231   207708 SH       DEFINED             18,21,22   114030        0    93678
ST JUDE MEDICAL INC           OPTION   790849103     3030   101000 SH  PUT  DEFINED             18,21,22   100000        0     1000
ST JUDE MEDICAL INC           EQUITY   790849103       71     2381 SH       DEFINED                   25        0     2381        0
ST JUDE MEDICAL INC           EQUITY   790849103      160     5345 SH       DEFINED                21,31     5345        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108      232     9000 SH       DEFINED                12,21     9000        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108       19      725 SH       DEFINED          15,18,21,22      725        0        0
ST MARY LAND & EXPL CO        EQUITY   792228108     1030    40012 SH       DEFINED             18,21,22    29547        0    10465
ST MARY LAND & EXPL CO        EQUITY   792228108      149     5800 SH       DEFINED                   25        0     5800        0
ST PAUL BANCORP INC           EQUITY   792848103      836    40173 SH       DEFINED                12,21    40173        0        0
ST PAUL BANCORP INC           EQUITY   792848103      225    10799 SH       DEFINED             18,21,22     8557        0     2242
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205     4360    80000 SH       DEFINED                12,21    80000        0        0
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205       18      335 SH       DEFINED          15,18,21,22      185        0      150
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205    17827   327100 SH       DEFINED             16,18,21   327100        0        0
ST PAUL CAPITAL LLC CONV PFD  EQUITY   792856205      552    10136 SH       DEFINED             18,21,22     9155        0      980
ST PAUL COMPANIES INC         EQUITY   792860108       98     3490 SH       DEFINED               -          3490        0        0
ST PAUL COMPANIES INC         EQUITY   792860108     3142   112200 SH       DEFINED   2,3,11,13,14,29,30        0   112200        0
ST PAUL COMPANIES INC         EQUITY   792860108      498    17800 SH       DEFINED                  4,6    15000        0     2800
ST PAUL COMPANIES INC         EQUITY   792860108     9771   348980 SH       DEFINED                12,21   348980        0        0
ST PAUL COMPANIES INC         EQUITY   792860108     1135    40536 SH       DEFINED          15,18,21,22    22885        0    17651
ST PAUL COMPANIES INC         EQUITY   792860108     1146    40932 SH       DEFINED             16,18,21    40932        0        0
ST PAUL COMPANIES INC         EQUITY   792860108    31789  1135324 SH       DEFINED             18,21,22   656200        0   479123
ST PAUL COMPANIES INC         EQUITY   792860108      182     6504 SH       DEFINED                   25        0     6504        0
ST PAUL COMPANIES INC         EQUITY   792860108      372    13300 SH       DEFINED     3,13,14,26,29,30    13300        0        0
ST PAUL COMPANIES INC         EQUITY   792860108      394    14070 SH       DEFINED                21,31    14070        0        0
SAKS INC                      EQUITY   79377W108        3      223 SH       DEFINED               -           223        0        0
SAKS INC                      EQUITY   79377W108      358    23940 SH       DEFINED                  4,6    10000    12300     1640
SAKS INC                      EQUITY   79377W108     5647   378000 SH       DEFINED                  6,7   378000        0        0
SAKS INC                      EQUITY   79377W108     1169    78243 SH       DEFINED                12,21    78243        0        0
SAKS INC                      EQUITY   79377W108      689    46152 SH       DEFINED          15,18,21,22    33076        0    13076
SAKS INC                      EQUITY   79377W108    15239  1020182 SH       DEFINED             18,21,22   569559        0   450623
SAKS INC                      EQUITY   79377W108      559    37421 SH       DEFINED                21,31    37421        0        0
SALEM COMMUNICATIONS CORP CL  EQUITY   794093104     3107   124600 SH       DEFINED   2,3,11,13,14,29,30        0   124600        0
SALEM COMMUNICATIONS CORP CL  EQUITY   794093104      229     9184 SH       DEFINED             18,21,22     9184        0        0
SALISBURY BANCORP INC         EQUITY   795226109      661    33380 SH       DEFINED             18,21,22        0        0    33380
SALOMON BROS FUND INC         EQUITY   795477108       84     4500 SH       DEFINED                  4,6        0     4500        0
SALOMON BROS FUND INC         EQUITY   795477108      438    23353 SH       DEFINED             18,21,22     2268        0    21084
SALTON INC                    EQUITY   795757103      992    32850 SH       DEFINED                12,21    32850        0        0
SALTON INC                    EQUITY   795757103      269     8900 SH       DEFINED             18,21,22     7537        0     1363
SALTON INC                    EQUITY   795757103      533    17650 SH       DEFINED                   25        0    17650        0
SAMSONITE CORP                EQUITY   79604V105      612    89900 SH       DEFINED                12,21    89900        0        0
SAMSONITE CORP                EQUITY   79604V105        5      694 SH       DEFINED             18,21,22        0        0      694
SAMSONITE CORP                EQUITY   79604V105      612    89900 SH       DEFINED                21,31    89900        0        0
SAN JUAN BASIN ROYALTY TR UBI EQUITY   798241105        2      250 SH       DEFINED               -           250        0        0
SAN JUAN BASIN ROYALTY TR UBI EQUITY   798241105      992   113374 SH       DEFINED             18,21,22    46415        0    66958
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105     1504    43900 SH       DEFINED                12,21    43900        0        0
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105      106     3096 SH       DEFINED             18,21,22     1365        0     1731
SANCHEZ COMPUTER ASSOCIATES   EQUITY   799702105     1055    30800 SH       DEFINED                21,31    30800        0        0
SANDISK CORP                  EQUITY   80004C101       10      170 SH       DEFINED               -           170        0        0
SANDISK CORP                  EQUITY   80004C101     1397    23300 SH       DEFINED                12,21    23300        0        0
SANDISK CORP                  EQUITY   80004C101        6      100 SH       DEFINED          15,18,21,22        0        0      100
SANDISK CORP                  EQUITY   80004C101      122     2032 SH       DEFINED             18,21,22      523        0     1509
SANDY SPRING BANCORP INC DEL  EQUITY   800363103      295     9500 SH       DEFINED                12,21     9500        0        0
SANFILIPPO JOHN B & SON INC   EQUITY   800422107      819   262200 SH       DEFINED                12,21   262200        0        0
SANFILIPPO JOHN B & SON INC   EQUITY   800422107       21     6800 SH       DEFINED             16,18,21     6800        0        0
SANMINA CORP                  CORPBOND 800907AA5       11    10000 PRN      DEFINED                12,21    10000        0        0
SANMINA CORP                  EQUITY   800907107       21      280 SH       DEFINED               -           280        0        0
SANMINA CORP                  EQUITY   800907107       15      200 SH       DEFINED                  4,6        0        0      200
SANMINA CORP                  EQUITY   800907107    46352   610397 SH       DEFINED                12,21   610397        0        0
SANMINA CORP                  EQUITY   800907107      375     4936 SH       DEFINED          15,18,21,22     3331        0     1605
SANMINA CORP                  EQUITY   800907107     8268   108876 SH       DEFINED             18,21,22    71879        0    36997
SANMINA CORP                  EQUITY   800907107       15      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
SANMINA CORP                  EQUITY   800907107     3236    42612 SH       DEFINED                21,31    42612        0        0
SANGSTAT MEDICAL CORP         EQUITY   801003104     2152    97800 SH       DEFINED   2,3,11,13,14,29,30        0    97800        0
SANGSTAT MEDICAL CORP         EQUITY   801003104      361    16400 SH       DEFINED                12,21    16400        0        0
SANGSTAT MEDICAL CORP         EQUITY   801003104      547    24864 SH       DEFINED             18,21,22    12145        0    12719
SANTA CRUZ OPERATION INC      EQUITY   801833104     2590   207200 SH       DEFINED   2,3,11,13,14,29,30        0   207200        0
SANTA CRUZ OPERATION INC      EQUITY   801833104        6      500 SH       DEFINED                  4,6        0        0      500
SANTA CRUZ OPERATION INC      EQUITY   801833104     2743   219400 SH       DEFINED                12,21   219400        0        0
SANTA CRUZ OPERATION INC      EQUITY   801833104      928    74235 SH       DEFINED             18,21,22    15890        0    58345
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      936    51999 SH       DEFINED             18,21,22    25074        0    26925
SANTA FE SNYDER CORP          EQUITY   80218K105    14188  1565530 SH       DEFINED   2,3,11,13,14,29,30        0  1565530        0
SANTA FE SNYDER CORP          EQUITY   80218K105     5338   589024 SH       DEFINED                12,21   589024        0        0
SANTA FE SNYDER CORP          EQUITY   80218K105       93    10253 SH       DEFINED             16,18,21    10253        0        0
SANTA FE SNYDER CORP          EQUITY   80218K105     3530   389473 SH       DEFINED             18,21,22   234820        0   154653
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      896    23813 SH       DEFINED               -         23813        0        0
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204     1783    47400 SH       DEFINED                  4,6     1200        0    46200
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204     1129    30000 SH       DEFINED                12,21    30000        0        0
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      687    18257 SH       DEFINED          15,18,21,22    10852        0     7405
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      685    18200 SH       DEFINED             16,18,21    18200        0        0
*** SAP AKLENGESELLSCHAFT     OPTION   803054204       19      500 SH  CALL DEFINED             18,21,22        0        0      500
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204    36320   965325 SH       DEFINED             18,21,22   653835        0   311490
*** SAP AKLENGESELLSCHAFT     EQUITY   803054204      470    12500 SH       DEFINED     3,13,14,26,29,30    12500        0        0
SAPIENT CORP                  EQUITY   803062108       34      375 SH       DEFINED                  4,6        0        0      375
SAPIENT CORP                  EQUITY   803062108     1454    15831 SH       DEFINED                12,21    15831        0        0
SAPIENT CORP                  EQUITY   803062108        9      100 SH       DEFINED          15,18,21,22      100        0        0
SAPIENT CORP                  EQUITY   803062108      130     1412 SH       DEFINED             18,21,22     1317        0       95
*** SAPPI LTD SPONS ADR NEW   EQUITY   803069202     4822    50000 SH       DEFINED                  6,7        0        0    50000
SARA LEE CORP                 EQUITY   803111103      953    41540 SH       DEFINED               -         41540        0        0
SARA LEE CORP                 EQUITY   803111103     2528   110200 SH       DEFINED                  4,6    87400        0    22800
SARA LEE CORP                 EQUITY   803111103    11192   487943 SH       DEFINED                12,21   487943        0        0
SARA LEE CORP                 EQUITY   803111103     1679    73212 SH       DEFINED          15,18,21,22    51653        0    21559
SARA LEE CORP                 EQUITY   803111103      505    22000 SH       DEFINED             16,18,21    22000        0        0
SARA LEE CORP                 EQUITY   803111103    76169  3320652 SH       DEFINED             18,21,22  2188025        0  1132626
SARA LEE CORP                 OPTION   803111103       23     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SARA LEE CORP                 EQUITY   803111103     1096    47794 SH       DEFINED                   25        0    47794        0
SARA LEE CORP                 EQUITY   803111103      923    40226 SH       DEFINED     3,13,14,26,29,30    40226        0        0
SARA LEE CORP                 EQUITY   803111103     1447    63062 SH       DEFINED                21,31    63062        0        0
*** SASOL LTD SPONS ADR       EQUITY   803866300      671    88059 SH       DEFINED             18,21,22    51540        0    36519
SAUCONY INC CL B              EQUITY   804120202     1531   104712 SH       DEFINED                  4,6    40300    42507    21905
SAUCONY INC CL B              EQUITY   804120202       10      705 SH       DEFINED                  6,7        0        0      705
SAUCONY INC CL B              EQUITY   804120202       22     1500 SH       DEFINED             18,21,22        0        0     1500
SAUER INC                     EQUITY   804137107      140    10200 SH       DEFINED                12,21    10200        0        0
SAUER INC                     EQUITY   804137107       25     1808 SH       DEFINED             18,21,22        8        0     1800
SAUL CENTERS INC              EQUITY   804395101      122     7900 SH       DEFINED                12,21     7900        0        0
SAUL CENTERS INC              EQUITY   804395101      628    40501 SH       DEFINED             18,21,22    17887        0    22613
*** SAVILLE SYSTEMS PLC ADR   EQUITY   805174109      133     9259 SH       DEFINED                12,21     9259        0        0
*** SAVILLE SYSTEMS PLC ADR   EQUITY   805174109        8      549 SH       DEFINED          15,18,21,22      549        0        0
*** SAVILLE SYSTEMS PLC ADR   EQUITY   805174109      945    65742 SH       DEFINED             18,21,22    59478        0     6264
SAVOY PICTURES ENTMT INC CONV CORPBOND 805375AA0       72    75000 PRN      DEFINED             18,21,22        0        0    75000
SAWTEK INC                    EQUITY   805468105     6173   181900 SH       DEFINED                12,21   181900        0        0
SAWTEK INC                    EQUITY   805468105       50     1460 SH       DEFINED          15,18,21,22     1260        0      200
SAWTEK INC                    EQUITY   805468105     2376    70000 SH       DEFINED             16,18,21    70000        0        0
SAWTEK INC                    EQUITY   805468105     2429    71583 SH       DEFINED             18,21,22    51773        0    19810
SAWTEK INC                    EQUITY   805468105      719    21200 SH       DEFINED                   25        0    21200        0
SAWTEK INC                    EQUITY   805468105       51     1500 SH       DEFINED     3,13,14,26,29,30     1500        0        0
SAWTEK INC                    EQUITY   805468105     2705    79700 SH       DEFINED                21,31    79700        0        0
SCANA CORP                    EQUITY   805898103       86     3400 SH       DEFINED               -          3400        0        0
SCANA CORP                    EQUITY   805898103       81     3200 SH       DEFINED                  4,6     3200        0        0
SCANA CORP                    EQUITY   805898103      282    11182 SH       DEFINED                12,21    11182        0        0
SCANA CORP                    EQUITY   805898103      914    36289 SH       DEFINED          15,18,21,22    25849        0    10440
SCANA CORP                    EQUITY   805898103    20954   831919 SH       DEFINED             18,21,22   561800        0   270118
SCANA CORP                    EQUITY   805898103      378    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
SCANA CORP                    EQUITY   805898103      552    21900 SH       DEFINED                21,31    21900        0        0
SCANSOFT INC                  EQUITY   80603P107       52    23500 SH       DEFINED             18,21,22     2200        0    21300
SCANSOURCE INC                EQUITY   806037107       11      400 SH       DEFINED          15,18,21,22      400        0        0
SCANSOURCE INC                EQUITY   806037107     8259   292363 SH       DEFINED             18,21,22    56894        0   235469
SCHAWK INC CL A               EQUITY   806373106      106    11000 SH       DEFINED                12,21    11000        0        0
SCHAWK INC CL A               EQUITY   806373106       41     4310 SH       DEFINED             18,21,22     1071        0     3239
SCHEIN (HENRY) INC            EQUITY   806407102      363    25700 SH       DEFINED                12,21    25700        0        0
SCHEIN (HENRY) INC            EQUITY   806407102     3367   238389 SH       DEFINED             18,21,22   207646        0    30743
SCHEIN (HENRY) INC            EQUITY   806407102        3      200 SH       DEFINED     3,13,14,26,29,30      200        0        0
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103       66     6200 SH       DEFINED                12,21     6200        0        0
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103       28     2605 SH       DEFINED          15,18,21,22     1985        0      620
SCHEIN PHARMACEUTICAL INC     EQUITY   806416103      639    60174 SH       DEFINED             18,21,22    41521        0    18653
SCHERING PLOUGH CORP          EQUITY   806605101     2458    51745 SH       DEFINED               -         51745        0        0
SCHERING PLOUGH CORP          EQUITY   806605101   102895  2166206 SH       DEFINED                  4,6   900025   582983   683198
SCHERING PLOUGH CORP          EQUITY   806605101       95     2000 SH       DEFINED                5,6,7        0        0     2000
SCHERING PLOUGH CORP          EQUITY   806605101     1446    30446 SH       DEFINED                  6,7        0        0    30446
SCHERING PLOUGH CORP          EQUITY   806605101   103182  2172255 SH       DEFINED                12,21  2172255        0        0
SCHERING PLOUGH CORP          EQUITY   806605101    28197   593629 SH       DEFINED          15,18,21,22   393278        0   200350
SCHERING PLOUGH CORP          EQUITY   806605101     9453   199002 SH       DEFINED             16,18,21   199002        0        0
SCHERING PLOUGH CORP          EQUITY   806605101   432352  9102152 SH       DEFINED             18,21,22  5605561        0  3496591
SCHERING PLOUGH CORP          OPTION   806605101      817    17200 SH  CALL DEFINED             18,21,22        0        0    17200
SCHERING PLOUGH CORP          EQUITY   806605101       86     1800 SH       DEFINED            4,6,23,24     1800        0        0
SCHERING PLOUGH CORP          EQUITY   806605101    14178   298492 SH       DEFINED                   25        0   298492        0
SCHERING PLOUGH CORP          EQUITY   806605101     1799    37868 SH       DEFINED     3,13,14,26,29,30    37868        0        0
SCHERING PLOUGH CORP          EQUITY   806605101     4809   101251 SH       DEFINED                21,31   101251        0        0
SCHICK TECHNOLOGIES INC       EQUITY   806683108       57    25900 SH       DEFINED             18,21,22      700        0    25200
*** SCHLUMBERGER LTD          EQUITY   806857108     3555    56878 SH       DEFINED               -         56878        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108    49768   796288 SH       DEFINED                  4,6   381138    77100   338050
*** SCHLUMBERGER LTD          EQUITY   806857108      250     4000 SH       DEFINED                5,6,7        0        0     4000
*** SCHLUMBERGER LTD          EQUITY   806857108     1109    17750 SH       DEFINED                  6,7        0        0    17750
*** SCHLUMBERGER LTD          EQUITY   806857108   102535  1640557 SH       DEFINED                12,21  1640557        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108     7830   125279 SH       DEFINED          15,18,21,22    67406        0    57872
*** SCHLUMBERGER LTD          EQUITY   806857108    16130   258074 SH       DEFINED             16,18,21   258074        0        0
*** SCHLUMBERGER LTD          OPTION   806857108   163125  2610000 SH  CALL DEFINED       17,18,19,20,21  2610000        0        0
*** SCHLUMBERGER LTD          OPTION   806857108   165000  2640000 SH  PUT  DEFINED       17,18,19,20,21  2640000        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108   316638  5066207 SH       DEFINED             18,21,22  3406404        0  1659802
*** SCHLUMBERGER LTD          OPTION   806857108     9394   150300 SH  CALL DEFINED             18,21,22   150100        0      200
*** SCHLUMBERGER LTD          OPTION   806857108    12613   201800 SH  PUT  DEFINED             18,21,22   200000        0     1800
*** SCHLUMBERGER LTD          EQUITY   806857108     6621   105928 SH       DEFINED                   25        0   105928        0
*** SCHLUMBERGER LTD          EQUITY   806857108      877    14038 SH       DEFINED     3,13,14,26,29,30    14038        0        0
*** SCHLUMBERGER LTD          EQUITY   806857108     2216    35457 SH       DEFINED                21,31    35457        0        0
SCHNITZER STEEL INDS INC CLA  EQUITY   806882106      185    10222 SH       DEFINED             18,21,22     2202        0     8020
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3      476   500000 PRN      DEFINED             16,18,21   500000        0        0
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3       48    50000 PRN      DEFINED     3,13,14,26,29,30    50000        0        0
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3     5508  5790000 PRN      DEFINED        3,13,27,28,30  5790000        0        0
SCHOLASTIC CORP CV S/D        CORPBOND 807066AA3     3910  4110000 PRN      DEFINED           3,13,29,30  4110000        0        0
SCHOLASTIC CORP               EQUITY   807066105     9995   203980 SH       DEFINED                12,21   203980        0        0
SCHOLASTIC CORP               EQUITY   807066105       78     1590 SH       DEFINED          15,18,21,22     1590        0        0
SCHOLASTIC CORP               EQUITY   807066105     2092    42688 SH       DEFINED             18,21,22    21792        0    20896
SCHOOL SPECIALTY INC          EQUITY   807863105     6508   382800 SH       DEFINED   2,3,11,13,14,29,30        0   382800        0
SCHOOL SPECIALTY INC          EQUITY   807863105      328    19300 SH       DEFINED                12,21    19300        0        0
SCHOOL SPECIALTY INC          EQUITY   807863105      924    54351 SH       DEFINED             18,21,22    28489        0    25862
SCHULER HOMES INC CV S/D-REG  CORPBOND 808188AA4       43    53000 PRN      DEFINED             18,21,22    28000        0    25000
SCHULMAN A INC                EQUITY   808194104      437    25415 SH       DEFINED                12,21    25415        0        0
SCHULMAN A INC                EQUITY   808194104       97     5649 SH       DEFINED             18,21,22     4434        0     1215
SCHULTZ SAV-O-STORES INC      EQUITY   808196109     2097   133150 SH       DEFINED                  4,6        0   133150        0
SCHULTZ SAV-O-STORES INC      EQUITY   808196109        2      152 SH       DEFINED             18,21,22        2        0      150
SCHWAB CHARLES CORP           EQUITY   808513105     1315    40370 SH       DEFINED               -         40370        0        0
SCHWAB CHARLES CORP           EQUITY   808513105     1649    50645 SH       DEFINED                  4,6     1150        0    49495
SCHWAB CHARLES CORP           EQUITY   808513105    10647   326977 SH       DEFINED                12,21   326977        0        0
SCHWAB CHARLES CORP           EQUITY   808513105      863    26508 SH       DEFINED          15,18,21,22     8296        0    18212
SCHWAB CHARLES CORP           OPTION   808513105       33     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
SCHWAB CHARLES CORP           OPTION   808513105     7487   229920 SH  PUT  DEFINED       17,18,19,20,21   229920        0        0
SCHWAB CHARLES CORP           EQUITY   808513105    32459   996817 SH       DEFINED             18,21,22   628596        0   368220
SCHWAB CHARLES CORP           OPTION   808513105      326    10000 SH  CALL DEFINED             18,21,22        0        0    10000
SCHWAB CHARLES CORP           OPTION   808513105       10      300 SH  PUT  DEFINED             18,21,22        0        0      300
SCHWAB CHARLES CORP           EQUITY   808513105      979    30050 SH       DEFINED                   25        0    30050        0
SCHWAB CHARLES CORP           EQUITY   808513105    33109  1016765 SH       DEFINED     3,13,14,26,29,30  1016765        0        0
SCHWAB CHARLES CORP           EQUITY   808513105     1834    56334 SH       DEFINED                21,31    56334        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106        4      276 SH       DEFINED               -           276        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106      875    67660 SH       DEFINED                  4,6      460    67200        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106      165    12759 SH       DEFINED                12,21    12759        0        0
SCHWEITZER-MAUDUIT INTL INC   EQUITY   808541106       49     3756 SH       DEFINED             18,21,22     2416        0     1340
SCICLONE PHARMACEUTICALS INC  EQUITY   80862K104       10     6000 SH       DEFINED          15,18,21,22     6000        0        0
SCICLONE PHARMACEUTICALS INC  EQUITY   80862K104        9     5300 SH       DEFINED             18,21,22     3900        0     1400
SCIENT CORP                   EQUITY   80864H109       54      811 SH       DEFINED                12,21      811        0        0
SCIENT CORP                   EQUITY   80864H109      162     2418 SH       DEFINED          15,18,21,22     1899        0      519
SCIENT CORP                   EQUITY   80864H109     3383    50356 SH       DEFINED             18,21,22    39414        0    10942
SCIENTIFIC ATLANTA INC        EQUITY   808655104      133     2780 SH       DEFINED               -          2780        0        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104       48     1000 SH       DEFINED                  4,6        0        0     1000
SCIENTIFIC ATLANTA INC        EQUITY   808655104    46205   963853 SH       DEFINED                12,21   963853        0        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104     4215    87925 SH       DEFINED          15,18,21,22    39146        0    48779
SCIENTIFIC ATLANTA INC        EQUITY   808655104    92698  1933695 SH       DEFINED             18,21,22   869905        0  1063789
SCIENTIFIC ATLANTA INC        EQUITY   808655104      101     2117 SH       DEFINED                   25        0     2117        0
SCIENTIFIC ATLANTA INC        EQUITY   808655104      317     6622 SH       DEFINED                21,31     6622        0        0
SCIENTIFIC GAMES HLDGS CORP   EQUITY   808747109     1977   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        5      250 SH       DEFINED             18,21,22      150        0      100
SCIOS INC                     EQUITY   808905103        6     1500 SH       DEFINED          15,18,21,22     1500        0        0
SCIOS INC                     EQUITY   808905103       37     9807 SH       DEFINED             18,21,22      690        0     9117
*** SCITEX CORP LTD ORD       EQUITY   809090103     3659   334500 SH       DEFINED                12,21   334500        0        0
*** SCITEX CORP LTD ORD       EQUITY   809090103       14     1309 SH       DEFINED          15,18,21,22      965        0      344
*** SCITEX CORP LTD ORD       EQUITY   809090103     1348   123221 SH       DEFINED             18,21,22    93919        0    29302
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106       35      680 SH       DEFINED               -           680        0        0
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106       45      895 SH       DEFINED          15,18,21,22      730        0      165
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106     2699    53185 SH       DEFINED             18,21,22    38995        0    14190
*** SCOR SPONSORED ADR-USD    EQUITY   80917Q106     1096    21595 SH       DEFINED                   25        0    21595        0
SCOTT TECHNOLOGIES INC        EQUITY   810022301      305    15500 SH       DEFINED                12,21    15500        0        0
SCOTT TECHNOLOGIES INC        EQUITY   810022301       33     1651 SH       DEFINED             18,21,22      394        0     1257
SCOTT TECHNOLOGIES INC        EQUITY   810022301      111     5662 SH       DEFINED                21,31     5662        0        0
*** SCOTTISH POWER PLC        EQUITY   81013T705       95     2668 SH       DEFINED          15,18,21,22     2218        0      450
*** SCOTTISH POWER PLC        EQUITY   81013T705     4059   113941 SH       DEFINED             18,21,22    81690        0    32251
SCOTTS CO CLASS A             EQUITY   810186106      867    24600 SH       DEFINED                  4,6    10200        0    14400
SCOTTS CO CLASS A             EQUITY   810186106     3627   102880 SH       DEFINED                12,21   102880        0        0
SCOTTS CO CLASS A             EQUITY   810186106       30      839 SH       DEFINED          15,18,21,22      569        0      270
SCOTTS CO CLASS A             EQUITY   810186106     1758    49876 SH       DEFINED             18,21,22    12944        0    36932
SCOTTS CO CLASS A             EQUITY   810186106      666    18900 SH       DEFINED                   25        0    18900        0
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204       56     1143 SH       DEFINED                12,21     1143        0        0
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204       98     2000 SH       DEFINED          15,18,21,22        0        0     2000
E W SCRIPPS CO CLASS A NEW    EQUITY   811054204       61     1237 SH       DEFINED             18,21,22        2        0     1235
SCUDDER NEW ASIA FD INC       EQUITY   811183102      205    13866 SH       DEFINED          15,18,21,22     4789        0     9077
SCUDDER NEW ASIA FD INC       EQUITY   811183102      702    47600 SH       DEFINED             18,21,22    23478        0    24122
*** SEA CONTAINERS LTD CL A   EQUITY   811371707        4      135 SH       DEFINED               -           135        0        0
*** SEA CONTAINERS LTD CL A   EQUITY   811371707     2152    75000 SH       DEFINED                12,21    75000        0        0
*** SEA CONTAINERS LTD CL A   EQUITY   811371707       82     2850 SH       DEFINED          15,18,21,22     1785        0     1065
*** SEA CONTAINERS LTD CL A   EQUITY   811371707     3630   126547 SH       DEFINED             18,21,22    94931        0    31616
SEACHANGE INTL INC            EQUITY   811699107      204    12637 SH       DEFINED             18,21,22     5175        0     7462
SEACOAST FINL SERVICES CORP   EQUITY   81170Q106      241    24100 SH       DEFINED                12,21    24100        0        0
SEACOAST FINL SERVICES CORP   EQUITY   81170Q106      134    13425 SH       DEFINED             18,21,22    12870        0      555
SEACOAST BANKING CORP FLA CL  EQUITY   811707108      454    15660 SH       DEFINED          15,18,21,22    10015        0     5645
SEACOAST BANKING CORP FLA CL  EQUITY   811707108       76     2610 SH       DEFINED             18,21,22     1003        0     1607
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      215     7000 SH       DEFINED               -          7000        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103       61     2000 SH       DEFINED                  4,6        0        0     2000
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103       46     1500 SH       DEFINED                  6,7     1500        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103    51662  1683461 SH       DEFINED                12,21  1683461        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103     1096    35710 SH       DEFINED          15,18,21,22    13297        0    22413
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103     4563   148700 SH       DEFINED             16,18,21   148700        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      531    17300 SH       DEFINED                18,21    17300        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103    27190   886009 SH       DEFINED             18,21,22   568223        0   317786
SEAGATE TECHNOLOGY INC DE     OPTION   811804103       31     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SEAGATE TECHNOLOGY INC DE     OPTION   811804103       31     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      195     6348 SH       DEFINED                   25        0     6348        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      393    12800 SH       DEFINED     3,13,14,26,29,30    12800        0        0
SEAGATE TECHNOLOGY INC DE     EQUITY   811804103      424    13801 SH       DEFINED                21,31    13801        0        0
*** SEAGRAM CO LTD            EQUITY   811850106     6426   143208 SH       DEFINED                  4,6   136908        0     6300
*** SEAGRAM CO LTD            EQUITY   811850106    10408   231924 SH       DEFINED                12,21   231924        0        0
*** SEAGRAM CO LTD            EQUITY   811850106       11      250 SH       DEFINED          15,18,21,22      150        0      100
*** SEAGRAM CO LTD            EQUITY   811850106     5609   124997 SH       DEFINED             18,21,22    70098        0    54898
*** SEAGRAM CO LTD            OPTION   811850106       31      700 SH  CALL DEFINED             18,21,22        0        0      700
*** SEAGRAM CO LTD            EQUITY   811850106      555    12368 SH       DEFINED                   25        0    12368        0
*** SEAGRAM CO LTD            EQUITY   811850106      691    15400 SH       DEFINED     3,13,14,26,29,30    15400        0        0
*** SEAGRAM CO LTD            EQUITY   811850106     1276    28424 SH       DEFINED                21,31    28424        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205      115     2500 SH       DEFINED               -          2500        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205     3418    74100 SH       DEFINED                12,21    74100        0        0
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205      256     5550 SH       DEFINED          15,18,21,22     1665        0     3885
SEAGRAM LTD ADJ CONV RATE 7.5 EQUITY   811850205     4538    98394 SH       DEFINED             18,21,22    67727        0    30667
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AC5     1147  1190000 PRN      DEFINED             18,21,22  1190000        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1      263   272500 PRN      DEFINED                12,21   272500        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1       66    69000 PRN      DEFINED          15,18,21,22    41000        0    28000
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1    14023 14550000 PRN      DEFINED             16,18,21 14550000        0        0
SEACOR HOLDING INC CV SUB NOT CORPBOND 811904AE1     2254  2339000 PRN      DEFINED             18,21,22  1639000        0   700000
SEACOR SMIT INC               EQUITY   811904101        5       95 SH       DEFINED               -            95        0        0
SEACOR SMIT INC               EQUITY   811904101       51     1000 SH       DEFINED                  4,6        0        0     1000
SEACOR SMIT INC               EQUITY   811904101     1801    35408 SH       DEFINED                12,21    35408        0        0
SEACOR SMIT INC               EQUITY   811904101       99     1945 SH       DEFINED          15,18,21,22     1195        0      750
SEACOR SMIT INC               EQUITY   811904101     1018    20000 SH       DEFINED             16,18,21    20000        0        0
SEACOR SMIT INC               EQUITY   811904101     5615   110367 SH       DEFINED             18,21,22    70926        0    39441
SEACOR SMIT INC               EQUITY   811904101      997    19600 SH       DEFINED                   25        0    19600        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      469     8850 SH       DEFINED               -          8850        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100     5681   107311 SH       DEFINED                12,21   107311        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100        4       78 SH       DEFINED          15,18,21,22        0        0       78
SEALED AIR CORP -NEW-         EQUITY   81211K100     5383   101688 SH       DEFINED             18,21,22    60049        0    41639
SEALED AIR CORP -NEW-         EQUITY   81211K100      166     3144 SH       DEFINED                   25        0     3144        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      392     7413 SH       DEFINED     3,13,14,26,29,30     7413        0        0
SEALED AIR CORP -NEW-         EQUITY   81211K100      364     6868 SH       DEFINED                21,31     6868        0        0
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209      105     2000 SH       DEFINED               -          2000        0        0
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209        6      118 SH       DEFINED                  4,6        0        0      118
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209      182     3490 SH       DEFINED          15,18,21,22     1045        0     2445
SEALED AIR CORP CONV PFD SER  EQUITY   81211K209     5425   103837 SH       DEFINED             18,21,22    80442        0    23395
SEARS ROEBUCK & CO            EQUITY   812387108       32      965 SH       DEFINED               -           965        0        0
SEARS ROEBUCK & CO            EQUITY   812387108     1109    33859 SH       DEFINED                  4,6    20731     7443     5685
SEARS ROEBUCK & CO            EQUITY   812387108     2911    88900 SH       DEFINED                12,21    88900        0        0
SEARS ROEBUCK & CO            EQUITY   812387108     1539    46978 SH       DEFINED          15,18,21,22    17248        0    29730
SEARS ROEBUCK & CO            EQUITY   812387108     1528    46655 SH       DEFINED             16,18,21    46655        0        0
SEARS ROEBUCK & CO            EQUITY   812387108    56806  1734521 SH       DEFINED             18,21,22   829029        0   905492
SEARS ROEBUCK & CO            OPTION   812387108       33     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SEARS ROEBUCK & CO            EQUITY   812387108      358    10939 SH       DEFINED                   25        0    10939        0
SEARS ROEBUCK & CO            EQUITY   812387108      844    25771 SH       DEFINED                21,31    25771        0        0
SEATTLE FILMWORKS INC         EQUITY   812572105       99    26083 SH       DEFINED             18,21,22    15974        0    10109
SECOND BANCORP INC            EQUITY   813114105      213     8000 SH       DEFINED                12,21     8000        0        0
BASIC INDUSTRIES SECTOR INDEX EQUITY   81369Y100       27     1151 SH       DEFINED          15,18,21,22      373        0      778
BASIC INDUSTRIES SECTOR INDEX EQUITY   81369Y100      340    14293 SH       DEFINED             18,21,22     3288        0    11005
CONSUMER STAPLES SECTOR INDEX EQUITY   81369Y308       36     1565 SH       DEFINED          15,18,21,22      466        0     1099
CONSUMER STAPLES SECTOR INDEX EQUITY   81369Y308      209     9042 SH       DEFINED             18,21,22     1470        0     7572
ENERGY SECTOR INDEX           EQUITY   81369Y506      625    22857 SH       DEFINED          15,18,21,22     7425        0    15432
ENERGY SECTOR INDEX           EQUITY   81369Y506      731    26719 SH       DEFINED             18,21,22     7971        0    18748
FINANCIAL SECTOR INDEX        EQUITY   81369Y605       67     3066 SH       DEFINED          15,18,21,22      929        0     2137
FINANCIAL SECTOR INDEX        EQUITY   81369Y605     1681    77290 SH       DEFINED             18,21,22    38660        0    38630
INDUSTRIAL SECTOR INDEX       EQUITY   81369Y704       19      684 SH       DEFINED          15,18,21,22      257        0      427
INDUSTRIAL SECTOR INDEX       EQUITY   81369Y704      669    23599 SH       DEFINED             18,21,22     3485        0    20114
TECHNOLOGY SECTOR INDEX       EQUITY   81369Y803      103     2514 SH       DEFINED          15,18,21,22     1235        0     1279
TECHNOLOGY SECTOR INDEX       EQUITY   81369Y803     1374    33518 SH       DEFINED             18,21,22    17346        0    16172
SECURITY CAPITAL GROUP INC    EQUITY   81413P105    21548    31116 SH       DEFINED                  4,6    31116        0        0
SECURITY CAPITAL GROUP INC    EQUITY   81413P105       69      100 SH       DEFINED             18,21,22        0        0      100
SECURITY CAPITAL GROUP INC    EQUITY   81413P204      471    32600 SH       DEFINED                12,21    32600        0        0
SECURITY CAPITAL GROUP INC    EQUITY   81413P204     2474   171380 SH       DEFINED             18,21,22   171380        0        0
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     3065    81200 SH       DEFINED   2,3,11,13,14,29,30        0    81200        0
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     5976   158300 SH       DEFINED                12,21   158300        0        0
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     1160    30716 SH       DEFINED          15,18,21,22     8987        0    21729
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105     7118   188553 SH       DEFINED             18,21,22   164810        0    23743
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105      159     4200 SH       DEFINED                   25        0     4200        0
SECURITY FIRST TECHNOLOGIES   EQUITY   814279105      695    18400 SH       DEFINED                21,31    18400        0        0
SEDONA CORPORATION PA         EQUITY   815677109       29    13750 SH       DEFINED             18,21,22        0        0    13750
SEIBELS BRUCE GROUP INC NEW   EQUITY   816006209      174    62000 SH       DEFINED                  4,6        0    62000        0
SEITEL INC NEW                EQUITY   816074306      184    18800 SH       DEFINED                12,21    18800        0        0
SEITEL INC NEW                EQUITY   816074306       10     1000 SH       DEFINED          15,18,21,22        0        0     1000
SEITEL INC NEW                EQUITY   816074306      200    20341 SH       DEFINED             18,21,22     7268        0    13073
SEITEL INC NEW                EQUITY   816074306      329    33500 SH       DEFINED                   25        0    33500        0
SELECT COMFORT CORP           EQUITY   81616X103      121    17400 SH       DEFINED                12,21    17400        0        0
SELECT COMFORT CORP           OPTION   81616X103        7     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
SELECT COMFORT CORP           EQUITY   81616X103      138    19890 SH       DEFINED             18,21,22      890        0    19000
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203      809    24090 SH       DEFINED                  4,6        0        0    24090
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203      723    21555 SH       DEFINED                  6,7        0        0    21555
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203     1235    36800 SH       DEFINED                12,21    36800        0        0
*** SELECT APPOINTMENTS HLDGS EQUITY   81617E203       13      400 SH       DEFINED             18,21,22      200        0      200
SELECTIVE INSURANCE GROUP INC EQUITY   816300107     3259   169274 SH       DEFINED                12,21   169274        0        0
SELECTIVE INSURANCE GROUP INC EQUITY   816300107      140     7265 SH       DEFINED             18,21,22     5845        0     1420
SEMINIS INC CL A              EQUITY   816658108      532    64430 SH       DEFINED             18,21,22    56534        0     7896
SEMTECH CORP                  EQUITY   816850101     9527   252780 SH       DEFINED   2,3,11,13,14,29,30        0   252780        0
SEMTECH CORP                  EQUITY   816850101     3394    90052 SH       DEFINED                12,21    90052        0        0
SEMTECH CORP                  EQUITY   816850101      286     7589 SH       DEFINED          15,18,21,22     5530        0     2059
SEMTECH CORP                  EQUITY   816850101     5371   142514 SH       DEFINED             18,21,22   119413        0    23101
SEMTECH CORP                  EQUITY   816850101     1210    32100 SH       DEFINED                   25        0    32100        0
SEMTECH CORP                  EQUITY   816850101     3840   101897 SH       DEFINED                21,31   101897        0        0
SEMPRA ENERGY                 EQUITY   816851109      267    12588 SH       DEFINED               -         12588        0        0
SEMPRA ENERGY                 EQUITY   816851109    20533   969108 SH       DEFINED                12,21   969108        0        0
SEMPRA ENERGY                 EQUITY   816851109       75     3521 SH       DEFINED          15,18,21,22      981        0     2540
SEMPRA ENERGY                 EQUITY   816851109       25     1203 SH       DEFINED             16,18,21     1203        0        0
SEMPRA ENERGY                 EQUITY   816851109     4408   208040 SH       DEFINED             18,21,22   110457        0    97582
SEMPRA ENERGY                 EQUITY   816851109      145     6865 SH       DEFINED                   25        0     6865        0
SEMPRA ENERGY                 EQUITY   816851109      424    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
SEMPRA ENERGY                 EQUITY   816851109      317    14978 SH       DEFINED                21,31    14978        0        0
SENSORY SCIENCE CORPORATION   EQUITY   81726X100       24    11000 SH       DEFINED             18,21,22        0        0    11000
SENSORMATIC ELECTRONICS CORP  EQUITY   817265101     1582   127200 SH       DEFINED                12,21   127200        0        0
SENSORMATIC ELECTRONICS CORP  EQUITY   817265101      347    27916 SH       DEFINED             18,21,22    11675        0    16241
SENSORMATIC ELECTRONICS CORP  EQUITY   817265101      882    70900 SH       DEFINED                   25        0    70900        0
SENTRY TECHNOLOGY CORP        EQUITY   81731K101        4    15900 SH       DEFINED             18,21,22        0        0    15900
SEPRACOR INC CV S/D-BK/ENTRY  CORPBOND 817315AC8      170   100000 PRN      DEFINED             18,21,22   100000        0        0
SEPRACOR INC CV S/D BK/ENTRY  CORPBOND 817315AE4     5089  3000000 PRN      DEFINED             16,18,21  3000000        0        0
SEPRACOR INC CV NOTES-        CORPBOND 817315AF1      923  1000000 PRN      DEFINED                12,21  1000000        0        0
SEPRACOR INC CV NOTES-        CORPBOND 817315AF1       69    75000 PRN      DEFINED             18,21,22    75000        0        0
SEPRACOR INC                  EQUITY   817315104       11      150 SH       DEFINED               -           150        0        0
SEPRACOR INC                  EQUITY   817315104      361     4800 SH       DEFINED                  4,6        0        0     4800
SEPRACOR INC                  EQUITY   817315104   192429  2561446 SH       DEFINED                12,21  2561446        0        0
SEPRACOR INC                  EQUITY   817315104       35      470 SH       DEFINED          15,18,21,22      195        0      275
SEPRACOR INC                  EQUITY   817315104     2742    36500 SH       DEFINED             16,18,21    36500        0        0
SEPRACOR INC                  EQUITY   817315104    18632   248007 SH       DEFINED             18,21,22    90135        0   157872
SEPRACOR INC                  OPTION   817315104       38      500 SH  CALL DEFINED             18,21,22        0        0      500
SEPRACOR INC                  OPTION   817315104       45      600 SH  PUT  DEFINED             18,21,22        0        0      600
SEPRACOR INC                  EQUITY   817315104      113     1500 SH       DEFINED                   25        0     1500        0
SEPRACOR INC                  EQUITY   817315104      661     8800 SH       DEFINED     3,13,14,26,29,30     8800        0        0
SEPRACOR INC                  EQUITY   817315104     1292    17200 SH       DEFINED                21,31    17200        0        0
SEQUA CORP CLASS A            EQUITY   817320104      526     8498 SH       DEFINED                12,21     8498        0        0
SEQUA CORP CLASS A            EQUITY   817320104       36      588 SH       DEFINED             18,21,22      430        0      158
SEQUA CORP CLASS A            EQUITY   817320104      192     3100 SH       DEFINED                   25        0     3100        0
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106       63     3500 SH       DEFINED                  4,6        0        0     3500
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106      594    32974 SH       DEFINED                12,21    32974        0        0
SEQUENT COMPUTER SYSTEMS INC  EQUITY   817338106      163     9070 SH       DEFINED             18,21,22     2400        0     6670
SERENA SOFTWARE INC           EQUITY   817492101     4525   272200 SH       DEFINED   2,3,11,13,14,29,30        0   272200        0
SERENA SOFTWARE INC           EQUITY   817492101      219    13200 SH       DEFINED                  4,6        0        0    13200
SERENA SOFTWARE INC           EQUITY   817492101      135     8100 SH       DEFINED                12,21     8100        0        0
SEROLOGICALS CORP             EQUITY   817523103       77    17025 SH       DEFINED                12,21    17025        0        0
SEROLOGICALS CORP             EQUITY   817523103        6     1350 SH       DEFINED          15,18,21,22        0        0     1350
SEROLOGICALS CORP             EQUITY   817523103      108    24000 SH       DEFINED             18,21,22    21424        0     2576
SERVICE CORP INTERNATIONAL    EQUITY   817565104       32     4100 SH       DEFINED               -          4100        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104      189    24000 SH       DEFINED                  4,6        0        0    24000
SERVICE CORP INTERNATIONAL    EQUITY   817565104     3859   490000 SH       DEFINED                    6   490000        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104      788   100061 SH       DEFINED                12,21   100061        0        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104       69     8825 SH       DEFINED          15,18,21,22     5855        0     2970
SERVICE CORP INTERNATIONAL    EQUITY   817565104     3780   479959 SH       DEFINED             18,21,22   274259        0   205700
SERVICE CORP INTERNATIONAL    EQUITY   817565104       61     7716 SH       DEFINED                   25        0     7716        0
SERVICE CORP INTERNATIONAL    EQUITY   817565104      134    17017 SH       DEFINED                21,31    17017        0        0
SERVICE EXPERTS INC           EQUITY   817567100      177    17600 SH       DEFINED                12,21    17600        0        0
SERVICE EXPERTS INC           EQUITY   817567100        5      500 SH       DEFINED          15,18,21,22        0        0      500
SERVICE EXPERTS INC           EQUITY   817567100       33     3250 SH       DEFINED             18,21,22     2000        0     1250
SERVICE MERCHANDISE CO INC    EQUITY   817587108        3    13750 SH       DEFINED             18,21,22        0        0    13750
SERVICEMASTER CO              EQUITY   81760N109       43     2698 SH       DEFINED               -          2698        0        0
SERVICEMASTER CO              EQUITY   81760N109     1541    95950 SH       DEFINED                  4,6    82000        0    13950
SERVICEMASTER CO              EQUITY   81760N109     1906   118661 SH       DEFINED                12,21   118661        0        0
SERVICEMASTER CO              EQUITY   81760N109     3013   187579 SH       DEFINED             18,21,22    32506        0   155072
SERVICEMASTER CO              OPTION   81760N109      289    18000 SH  CALL DEFINED             18,21,22    18000        0        0
7 - ELEVEN INC                EQUITY   817826100      262   133000 SH       DEFINED                12,21   133000        0        0
7 - ELEVEN INC                EQUITY   817826100      441   223800 SH       DEFINED             18,21,22   148551        0    75249
*** SHANDONG HUANENG PWR DEV  EQUITY   819419102        5     1075 SH       DEFINED               -          1075        0        0
*** SHANDONG HUANENG PWR DEV  EQUITY   819419102        5     1095 SH       DEFINED          15,18,21,22      660        0      435
*** SHANDONG HUANENG PWR DEV  EQUITY   819419102     1034   236302 SH       DEFINED             18,21,22   181894        0    54407
*** SHANGHAI PETROCHEMICAL LT EQUITY   819424102      110     5000 SH       DEFINED       17,18,19,20,21     5000        0        0
*** SHANGHAI PETROCHEMICAL LT EQUITY   819424102     1292    58745 SH       DEFINED             18,21,22    37245        0    21500
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101      353     7813 SH       DEFINED                12,21     7813        0        0
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       37      820 SH       DEFINED          15,18,21,22      620        0      200
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101     2427    53780 SH       DEFINED             18,21,22    40984        0    12796
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       32      715 SH       DEFINED                   25        0      715        0
SHARED MEDICAL SYSTEMS CORP   EQUITY   819486101       75     1673 SH       DEFINED                21,31     1673        0        0
SHARED TECHNOLOGIES CELLULAR  EQUITY   819487109      320    36000 SH       DEFINED            4,6,23,24    36000        0        0
THE SHAW GROUP INC            EQUITY   820280105       57     2558 SH       DEFINED             18,21,22      558        0     2000
THE SHAW GROUP INC            EQUITY   820280105      278    12500 SH       DEFINED                   25        0    12500        0
SHAW INDUSTRIES INC           EQUITY   820286102     1054    65345 SH       DEFINED                12,21    65345        0        0
SHAW INDUSTRIES INC           EQUITY   820286102       44     2743 SH       DEFINED          15,18,21,22     1120        0     1623
SHAW INDUSTRIES INC           EQUITY   820286102     1414    87719 SH       DEFINED             18,21,22    42502        0    45217
SHAW INDUSTRIES INC           EQUITY   820286102     1095    67900 SH       DEFINED                21,31    67900        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609       35      770 SH       DEFINED               -           770        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609      504    11000 SH       DEFINED                  4,6    11000        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609     2978    65000 SH       DEFINED                12,21    65000        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609     1482    32358 SH       DEFINED          15,18,21,22    24630        0     7728
*** SHELL TRANS & TRADING PLC EQUITY   822703609      458    10000 SH       DEFINED             16,18,21    10000        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609      165     3600 SH       DEFINED                18,21     3600        0        0
*** SHELL TRANS & TRADING PLC EQUITY   822703609    30086   656702 SH       DEFINED             18,21,22   398943        0   257759
*** SHELL TRANS & TRADING PLC EQUITY   822703609     2257    49255 SH       DEFINED                   25        0    49255        0
SHERWIN WILLIAMS CO           EQUITY   824348106       21     1000 SH       DEFINED               -          1000        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106       18      872 SH       DEFINED                  4,6        0        0      872
SHERWIN WILLIAMS CO           EQUITY   824348106      976    46629 SH       DEFINED                12,21    46629        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106     5258   251120 SH       DEFINED          15,18,21,22   169020        0    82100
SHERWIN WILLIAMS CO           EQUITY   824348106    40897  1953228 SH       DEFINED             18,21,22  1364604        0   588623
SHERWIN WILLIAMS CO           EQUITY   824348106     8946   427250 SH       DEFINED            4,6,23,24   427250        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106      446    21285 SH       DEFINED                   25        0    21285        0
SHERWIN WILLIAMS CO           EQUITY   824348106        8      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
SHERWIN WILLIAMS CO           EQUITY   824348106      279    13345 SH       DEFINED                21,31    13345        0        0
*** SHIRE PHARMACEUTICALS     EQUITY   82481R106     6678   235340 SH       DEFINED                  4,6     5630        0   229710
*** SHIRE PHARMACEUTICALS     EQUITY   82481R106        3       96 SH       DEFINED          15,18,21,22       96        0        0
*** SHIRE PHARMACEUTICALS     EQUITY   82481R106      977    34424 SH       DEFINED             18,21,22    27949        0     6475
SHOE CARNIVAL INC             EQUITY   824889109      113    10300 SH       DEFINED                12,21    10300        0        0
SHOE CARNIVAL INC             EQUITY   824889109     1380   126208 SH       DEFINED             18,21,22    31055        0    95153
SHOPKO STORES INC             EQUITY   824911101      647    23742 SH       DEFINED                12,21    23742        0        0
SHOPKO STORES INC             EQUITY   824911101       19      690 SH       DEFINED          15,18,21,22      690        0        0
SHOPKO STORES INC             EQUITY   824911101     1990    73012 SH       DEFINED             18,21,22    58277        0    14735
SHOPKO STORES INC             EQUITY   824911101      324    11900 SH       DEFINED                   25        0    11900        0
SHOLODGE INC SUB DEB CONV     CORPBOND 825034AA9       86   150000 PRN      DEFINED             18,21,22   150000        0        0
SHONEYS INC                   EQUITY   825039100        4     2300 SH       DEFINED          15,18,21,22      300        0     2000
SHONEYS INC                   EQUITY   825039100       29    15809 SH       DEFINED             18,21,22     4942        0    10867
SHOP AT HOME INC NEW          EQUITY   825066301      268    28400 SH       DEFINED                12,21    28400        0        0
SHOP AT HOME INC NEW          EQUITY   825066301       19     2000 SH       DEFINED          15,18,21,22        0        0     2000
SHOP AT HOME INC NEW          EQUITY   825066301      164    17388 SH       DEFINED             18,21,22     2230        0    15158
SHORELINE FINANCIAL CORP      EQUITY   825190101      243    11625 SH       DEFINED                12,21    11625        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107        3      195 SH       DEFINED               -           195        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107      781    58100 SH       DEFINED                12,21    58100        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107        3      240 SH       DEFINED          15,18,21,22      240        0        0
SHOREWOOD PACKAGING CORP      EQUITY   825229107      257    19139 SH       DEFINED             18,21,22    17541        0     1598
SHOREWOOD PACKAGING CORP      EQUITY   825229107      161    12000 SH       DEFINED                   25        0    12000        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104       52     2090 SH       DEFINED               -          2090        0        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104     7991   323679 SH       DEFINED                12,21   323679        0        0
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104       66     2670 SH       DEFINED          15,18,21,22     2215        0      455
SHURGARD STORAGE CTRS INC CL  OPTION   82567D104        7      300 SH  PUT  DEFINED             18,21,22        0        0      300
SHURGARD STORAGE CTRS INC CL  EQUITY   82567D104    16489   667882 SH       DEFINED             18,21,22   550001        0   117880
SICOR INC                     EQUITY   825846108      261    65244 SH       DEFINED               -         65244        0        0
SICOR INC                     EQUITY   825846108     9506  2376500 SH       DEFINED                12,21  2376500        0        0
SICOR INC                     EQUITY   825846108      389    97309 SH       DEFINED          15,18,21,22    45552        0    51757
SICOR INC                     EQUITY   825846108      300    75000 SH       DEFINED             16,18,21    75000        0        0
SICOR INC                     EQUITY   825846108    15375  3843874 SH       DEFINED             18,21,22  1852199        0  1991675
SICOR INC                     EQUITY   825846108      778   194500 SH       DEFINED                21,31   194500        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102       34      505 SH       DEFINED               -           505        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102      904    13550 SH       DEFINED                  4,6     3600        0     9950
SIEBEL SYSTEMS INC            EQUITY   826170102    15129   226645 SH       DEFINED                12,21   226645        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102      513     7691 SH       DEFINED          15,18,21,22     5572        0     2119
SIEBEL SYSTEMS INC            EQUITY   826170102     5340    80000 SH       DEFINED             16,18,21    80000        0        0
SIEBEL SYSTEMS INC            EQUITY   826170102    14700   220231 SH       DEFINED             18,21,22   175569        0    44662
SIEBEL SYSTEMS INC            OPTION   826170102     6675   100000 SH  CALL DEFINED             18,21,22   100000        0        0
SIEBEL SYSTEMS INC            OPTION   826170102     6842   102500 SH  PUT  DEFINED             18,21,22   100000        0     2500
SIEBEL SYSTEMS INC            EQUITY   826170102     1262    18900 SH       DEFINED                21,31    18900        0        0
SIERRA HEALTH SERVICES INC    EQUITY   826322109      205    21533 SH       DEFINED                12,21    21533        0        0
SIERRA HEALTH SERVICES INC    EQUITY   826322109      111    11686 SH       DEFINED          15,18,21,22     9025        0     2661
SIERRA HEALTH SERVICES INC    EQUITY   826322109     1808   190353 SH       DEFINED             18,21,22   144392        0    45961
SIERRA PACIFIC RESOURCES NEW  EQUITY   826428104       12      521 SH       DEFINED               -           521        0        0
SIERRA PACIFIC RESOURCES NEW  EQUITY   826428104     4497   199871 SH       DEFINED                12,21   199871        0        0
SIERRA PACIFIC RESOURCES NEW  EQUITY   826428104      138     6144 SH       DEFINED          15,18,21,22     4200        0     1944
SIERRA PACIFIC RESOURCES NEW  EQUITY   826428104     3026   134470 SH       DEFINED             18,21,22    94879        0    39591
SIERRA PACIFIC RESOURCES NEW  EQUITY   826428104      810    36000 SH       DEFINED     3,13,14,26,29,30    36000        0        0
SIGMA-ALDRICH CORP            EQUITY   826552101      189     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      343    10877 SH       DEFINED                12,21    10877        0        0
SIGMA-ALDRICH CORP            EQUITY   826552101      966    30657 SH       DEFINED          15,18,21,22    24447        0     6210
SIGMA-ALDRICH CORP            EQUITY   826552101    12648   401523 SH       DEFINED             18,21,22   263867        0   137656
SIGMA-ALDRICH CORP            EQUITY   826552101       91     2881 SH       DEFINED                   25        0     2881        0
SIGMA-ALDRICH CORP            EQUITY   826552101      199     6329 SH       DEFINED                21,31     6329        0        0
SIGMA DESIGNS INC             EQUITY   826565103       78    12000 SH       DEFINED             18,21,22        0        0    12000
SIGCORP INC                   EQUITY   826912107       40     1549 SH       DEFINED               -          1549        0        0
SIGCORP INC                   EQUITY   826912107      478    18636 SH       DEFINED                12,21    18636        0        0
SIGCORP INC                   EQUITY   826912107        3      110 SH       DEFINED             16,18,21      110        0        0
SIGCORP INC                   EQUITY   826912107      538    21002 SH       DEFINED             18,21,22    10344        0    10658
SILGAN HOLDING INC            EQUITY   827048109      165     8736 SH       DEFINED                12,21     8736        0        0
SILGAN HOLDING INC            EQUITY   827048109      349    18434 SH       DEFINED             18,21,22    17949        0      485
SILICON GRAPHICS INC CV SR    CORPBOND 827056AC6        8    10000 PRN      DEFINED             18,21,22        0        0    10000
SILICON GRAPHICS INC  DEL     EQUITY   827056102      456    41719 SH       DEFINED                12,21    41719        0        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102      128    11704 SH       DEFINED             16,18,21    11704        0        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102     1089    99517 SH       DEFINED             18,21,22    16877        0    82640
SILICON GRAPHICS INC  DEL     EQUITY   827056102       58     5290 SH       DEFINED                   25        0     5290        0
SILICON GRAPHICS INC  DEL     EQUITY   827056102      130    11914 SH       DEFINED                21,31    11914        0        0
SILICON STORAGE TECHNOLOGY IN EQUITY   827057100      608    43070 SH       DEFINED             18,21,22      285        0    42785
SILICON VALLEY BANCSHARES     EQUITY   827064106     1139    47100 SH       DEFINED                12,21    47100        0        0
SILICON VALLEY BANCSHARES     EQUITY   827064106       53     2183 SH       DEFINED             18,21,22     2183        0        0
SILICON VALLEY BANCSHARES     EQUITY   827064106      728    30100 SH       DEFINED                   25        0    30100        0
SILICON VALLEY BANCSHARES     EQUITY   827064106      414    17100 SH       DEFINED                21,31    17100        0        0
SILICON VALLEY GROUP INC      EQUITY   827066101      329    28011 SH       DEFINED                12,21    28011        0        0
SILICON VALLEY GROUP INC      EQUITY   827066101      223    18960 SH       DEFINED             18,21,22    12603        0     6357
SILICONIX INC NEW DE          EQUITY   827079203     1293    25512 SH       DEFINED                12,21    25512        0        0
SILICONIX INC NEW DE          EQUITY   827079203       32      637 SH       DEFINED             18,21,22        0        0      637
SILICONIX INC NEW DE          EQUITY   827079203      274     5400 SH       DEFINED                   25        0     5400        0
SILKNET SOFTWARE.COM          EQUITY   827094103      475    10450 SH       DEFINED                  4,6        0        0    10450
SILKNET SOFTWARE.COM          EQUITY   827094103      483    10610 SH       DEFINED                12,21    10610        0        0
SILKNET SOFTWARE.COM          EQUITY   827094103       83     1820 SH       DEFINED             18,21,22       20        0     1800
SILVERSTREAM SOFTWARE INC     EQUITY   827907106        4      125 SH       DEFINED                12,21      125        0        0
SILVERSTREAM SOFTWARE INC     EQUITY   827907106      691    24149 SH       DEFINED             18,21,22     3699        0    20450
SIMIONE CENT HLDGS INC NEW    EQUITY   828654202       28    15774 SH       DEFINED          15,18,21,22        0        0    15774
SIMMONS FIRST NATL CORP CL A- EQUITY   828730200      153     5000 SH       DEFINED                12,21     5000        0        0
SIMMONS FIRST NATL CORP CL A- EQUITY   828730200      114     3741 SH       DEFINED             18,21,22     3741        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      104     4495 SH       DEFINED               -          4495        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      113     4900 SH       DEFINED                  4,6     2800        0     2100
SIMON PPTY GROUP INC NEW      EQUITY   828806109    15853   685536 SH       DEFINED                12,21   685536        0        0
SIMON PPTY GROUP INC NEW      EQUITY   828806109      138     5985 SH       DEFINED          15,18,21,22     4875        0     1110
SIMON PPTY GROUP INC NEW      OPTION   828806109        7      300 SH  PUT  DEFINED             18,21,22        0        0      300
SIMON PPTY GROUP INC NEW      EQUITY   828806109    17834   771216 SH       DEFINED             18,21,22   620298        0   150917
SIMPSON INDUSTRIES INC        EQUITY   829060102      167    14393 SH       DEFINED                12,21    14393        0        0
SIMPSON INDUSTRIES INC        EQUITY   829060102      374    32234 SH       DEFINED             18,21,22    11934        0    20300
SIMPSON MFG CO INC            EQUITY   829073105     2243    48488 SH       DEFINED                12,21    48488        0        0
SIMPSON MFG CO INC            EQUITY   829073105       15      316 SH       DEFINED             18,21,22      107        0      209
SIMPSON MFG CO INC            EQUITY   829073105      402     8700 SH       DEFINED                   25        0     8700        0
SIMPSON MFG CO INC            EQUITY   829073105     1877    40587 SH       DEFINED                21,31    40587        0        0
SIMULA INC CV SR SUB NOTES    CORPBOND 829206AB7       18    25000 PRN      DEFINED             18,21,22        0        0    25000
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109     4934   607300 SH       DEFINED                12,21   607300        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       59     7300 SH       DEFINED             16,18,21     7300        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226109      826   101650 SH       DEFINED             18,21,22    74850        0    26800
SINCLAIR BROADCAST GROUP INC  EQUITY   829226505    13223   430000 SH       DEFINED             16,18,21   430000        0        0
SINCLAIR BROADCAST GROUP INC  EQUITY   829226505      693    22529 SH       DEFINED             18,21,22    14909        0     7620
SINGAPORE FUND INC            EQUITY   82929L109      241    27698 SH       DEFINED             18,21,22     5474        0    22223
*** SINGER COMPANY N.V.       EQUITY   82930F109       16    14592 SH       DEFINED             18,21,22     6016        0     8576
SITEL CORPORATION             EQUITY   82980K107      161    39100 SH       DEFINED                12,21    39100        0        0
SITEL CORPORATION             EQUITY   82980K107        2      538 SH       DEFINED          15,18,21,22      538        0        0
SITEL CORPORATION             EQUITY   82980K107       18     4386 SH       DEFINED             18,21,22     1373        0     3013
SIPEX CORPORATION             EQUITY   829909100        3      240 SH       DEFINED                  4,6        0        0      240
SIPEX CORPORATION             EQUITY   829909100      514    42140 SH       DEFINED                12,21    42140        0        0
SIPEX CORPORATION             EQUITY   829909100      107     8800 SH       DEFINED             18,21,22     2800        0     6000
SIPEX CORPORATION             EQUITY   829909100       32     2600 SH       DEFINED     3,13,14,26,29,30     2600        0        0
SKECHERS U S A INC CL A       EQUITY   830566105      168    35002 SH       DEFINED             18,21,22    29768        0     5234
SKY FINANCIAL GROUP INC       EQUITY   83080P103     2790   116840 SH       DEFINED                12,21   116840        0        0
SKY FINANCIAL GROUP INC       EQUITY   83080P103       18      750 SH       DEFINED             18,21,22       10        0      740
*** SKYEPHARMA PLC SPONS ADR  EQUITY   830808101      820    97569 SH       DEFINED                18,21    97569        0        0
*** SKYEPHARMA PLC SPONS ADR  EQUITY   830808101      256    30417 SH       DEFINED             18,21,22    14081        0    16336
SKYLINE CORP                  EQUITY   830830105      179     7110 SH       DEFINED                12,21     7110        0        0
SKYLINE CORP                  EQUITY   830830105       40     1608 SH       DEFINED             18,21,22     1608        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     3655   199567 SH       DEFINED                12,21   199567        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104      102     5569 SH       DEFINED          15,18,21,22     3265        0     2304
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     2587   141265 SH       DEFINED             18,21,22    41874        0    99391
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q104     3520   192206 SH       DEFINED                21,31   192206        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302      752    20000 SH       DEFINED                12,21    20000        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302    14787   393500 SH       DEFINED             16,18,21   393500        0        0
SKYTEL COMMUNICATIONS INC     EQUITY   83087Q302     1259    33499 SH       DEFINED             18,21,22    33499        0        0
SKYWEST INC                   EQUITY   830879102     2183    99212 SH       DEFINED                  4,6    36641    43071    19500
SKYWEST INC                   EQUITY   830879102        1       40 SH       DEFINED                  6,7        0        0       40
SKYWEST INC                   EQUITY   830879102     2154    97911 SH       DEFINED                12,21    97911        0        0
SKYWEST INC                   EQUITY   830879102      195     8884 SH       DEFINED          15,18,21,22       80        0     8804
SKYWEST INC                   EQUITY   830879102       71     3232 SH       DEFINED             18,21,22     2891        0      341
SKYWEST INC                   EQUITY   830879102        7      330 SH       DEFINED     3,13,14,26,29,30      330        0        0
SKYWEST INC                   EQUITY   830879102     2642   120098 SH       DEFINED                21,31   120098        0        0
SMART & FINAL INC             EQUITY   831683107       78     7725 SH       DEFINED                12,21     7725        0        0
SMART & FINAL INC             EQUITY   831683107       24     2412 SH       DEFINED             18,21,22     2000        0      412
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102     1079    31100 SH       DEFINED                12,21    31100        0        0
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102        4      109 SH       DEFINED          15,18,21,22      109        0        0
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102     1925    55486 SH       DEFINED             18,21,22    40587        0    14899
SMART MODULAR TECHNOLOGIES IN EQUITY   831690102       56     1600 SH       DEFINED                   25        0     1600        0
SMITH BARNEY INTERMEDIATE MUN EQUITY   831802103       56     6000 SH       DEFINED               -          6000        0        0
SMITH BARNEY INTERMEDIATE MUN EQUITY   831802103      387    41569 SH       DEFINED             18,21,22     5989        0    35579
A O SMITH CORP                EQUITY   831865209      492    16564 SH       DEFINED                12,21    16564        0        0
A O SMITH CORP                EQUITY   831865209       37     1245 SH       DEFINED             18,21,22        8        0     1237
A O SMITH CORP                EQUITY   831865209      805    27100 SH       DEFINED                   25        0    27100        0
SMITH BARNEY MUNICIPAL FUND   EQUITY   831902101       22     1700 SH       DEFINED               -          1700        0        0
SMITH BARNEY MUNICIPAL FUND   EQUITY   831902101     2344   184751 SH       DEFINED             18,21,22    42823        0   141928
SMITH INTERNATIONAL INC DE    EQUITY   832110100     4527   110575 SH       DEFINED                  6,7   110575        0        0
SMITH INTERNATIONAL INC DE    EQUITY   832110100     1617    39509 SH       DEFINED                12,21    39509        0        0
SMITH INTERNATIONAL INC DE    EQUITY   832110100      203     4960 SH       DEFINED          15,18,21,22     2262        0     2698
SMITH INTERNATIONAL INC DE    EQUITY   832110100     2929    71536 SH       DEFINED             18,21,22    61790        0     9746
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107        7      210 SH       DEFINED               -           210        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107     6023   176500 SH       DEFINED                12,21   176500        0        0
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107      110     3235 SH       DEFINED          15,18,21,22     2745        0      490
SMITH CHARLES E RESIDENTIAL   EQUITY   832197107     2621    76797 SH       DEFINED             18,21,22    59412        0    17385
SMITHFIELD FOODS INC DE       EQUITY   832248108        6      230 SH       DEFINED               -           230        0        0
SMITHFIELD FOODS INC DE       EQUITY   832248108     3512   135400 SH       DEFINED                12,21   135400        0        0
SMITHFIELD FOODS INC DE       EQUITY   832248108      122     4690 SH       DEFINED          15,18,21,22     2920        0     1770
SMITHFIELD FOODS INC DE       EQUITY   832248108     5431   209371 SH       DEFINED             18,21,22   156268        0    53103
SMITHFIELD FOODS INC DE       EQUITY   832248108      776    29900 SH       DEFINED                   25        0    29900        0
SMITHFIELD FOODS INC DE       EQUITY   832248108     1058    40800 SH       DEFINED                21,31    40800        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      988    17287 SH       DEFINED               -         17287        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      597    10450 SH       DEFINED                  4,6     1800      400     8250
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     3165    55400 SH       DEFINED                12,21    55400        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     2495    43679 SH       DEFINED          15,18,21,22    26302        0    17377
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301      175     3064 SH       DEFINED             16,18,21     3064        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301     6072   106300 SH       DEFINED                18,21   106300        0        0
*** SMITHKLINE BEECHAM PLC    EQUITY   832378301    76964  1347288 SH       DEFINED             18,21,22   827229        0   520059
J M SMUCKER CO                EQUITY   832696108      465    21810 SH       DEFINED                12,21    21810        0        0
J M SMUCKER CO                EQUITY   832696108       17      800 SH       DEFINED             16,18,21      800        0        0
J M SMUCKER CO                EQUITY   832696108       64     2980 SH       DEFINED             18,21,22     1980        0     1000
SMURFIT STONE CONTAINER CORP  EQUITY   832727101       39     1910 SH       DEFINED               -          1910        0        0
SMURFIT STONE CONTAINER CORP  EQUITY   832727101      215    10500 SH       DEFINED                  4,6     8700        0     1800
SMURFIT STONE CONTAINER CORP  EQUITY   832727101    12876   629981 SH       DEFINED                12,21   629981        0        0
SMURFIT STONE CONTAINER CORP  EQUITY   832727101      162     7934 SH       DEFINED          15,18,21,22     6654        0     1280
SMURFIT STONE CONTAINER CORP  EQUITY   832727101     4726   231241 SH       DEFINED             18,21,22   133789        0    97452
SMURFIT STONE CONTAINER CORP  EQUITY   832727101       12      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
SNYDER COMMUNICATIONS INC     EQUITY   832914105     9479   639882 SH       DEFINED                12,21   639882        0        0
SNYDER COMMUNICATIONS INC     EQUITY   832914105      155    10457 SH       DEFINED          15,18,21,22     6026        0     4431
SNYDER COMMUNICATIONS INC     EQUITY   832914105     3676   248158 SH       DEFINED             18,21,22   183699        0    64459
SNYDER COMMUNICATIONS INC     EQUITY   832914105     1504   101546 SH       DEFINED                21,31   101546        0        0
SNAP-ON INC                   EQUITY   833034101      287     9010 SH       DEFINED                12,21     9010        0        0
SNAP-ON INC                   EQUITY   833034101       18      555 SH       DEFINED          15,18,21,22      400        0      155
SNAP-ON INC                   EQUITY   833034101     1193    37512 SH       DEFINED             18,21,22    26353        0    11159
SNAP-ON INC                   EQUITY   833034101       55     1721 SH       DEFINED                   25        0     1721        0
SNAP-ON INC                   EQUITY   833034101      133     4177 SH       DEFINED                21,31     4177        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       15      500 SH       DEFINED                  4,6        0        0      500
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       43     1400 SH       DEFINED                12,21     1400        0        0
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105       16      536 SH       DEFINED          15,18,21,22      516        0       20
*** SOCIEDAD QUIMICA MINERA D EQUITY   833635105      986    32462 SH       DEFINED             18,21,22    25957        0     6505
SODEXHO MARRIOTT SVCS INC     EQUITY   833793102      116     6391 SH       DEFINED                12,21     6391        0        0
SODEXHO MARRIOTT SVCS INC     EQUITY   833793102     1500    82498 SH       DEFINED             18,21,22    80029        0     2469
SOFTNET SYS INC P/V .01       EQUITY   833964109      444    16900 SH       DEFINED                12,21    16900        0        0
SOFTNET SYS INC P/V .01       EQUITY   833964109        5      200 SH       DEFINED          15,18,21,22        0        0      200
SOFTNET SYS INC P/V .01       EQUITY   833964109       80     3042 SH       DEFINED             18,21,22     1735        0     1307
SOFTWARE.COM INC              EQUITY   83402P104     2192    48500 SH       DEFINED                12,21    48500        0        0
SOFTWARE.COM INC              EQUITY   83402P104      135     2981 SH       DEFINED          15,18,21,22     2174        0      807
SOFTWARE.COM INC              EQUITY   83402P104     1356    30000 SH       DEFINED             16,18,21    30000        0        0
SOFTWARE.COM INC              EQUITY   83402P104     2508    55495 SH       DEFINED             18,21,22    46298        0     9197
SOFTWARE.COM INC              EQUITY   83402P104       95     2100 SH       DEFINED                   25        0     2100        0
SOLA INTERNATIONAL INC        EQUITY   834092108     1457    92900 SH       DEFINED                  4,6        0    92900        0
SOLA INTERNATIONAL INC        EQUITY   834092108      309    19700 SH       DEFINED                12,21    19700        0        0
SOLA INTERNATIONAL INC        EQUITY   834092108       29     1830 SH       DEFINED          15,18,21,22     1475        0      355
SOLA INTERNATIONAL INC        EQUITY   834092108      796    50723 SH       DEFINED             18,21,22    35242        0    15481
SOLECTRON CORP                EQUITY   834182107      505     6832 SH       DEFINED               -          6832        0        0
SOLECTRON CORP                EQUITY   834182107    64891   878390 SH       DEFINED                  4,6   388815   122000   367575
SOLECTRON CORP                EQUITY   834182107      867    11740 SH       DEFINED                  6,7        0        0    11740
SOLECTRON CORP                EQUITY   834182107    48771   660185 SH       DEFINED                12,21   660185        0        0
SOLECTRON CORP                EQUITY   834182107    12448   168497 SH       DEFINED          15,18,21,22   132938        0    35559
SOLECTRON CORP                EQUITY   834182107   177882  2407874 SH       DEFINED             18,21,22  1660992        0   746882
SOLECTRON CORP                EQUITY   834182107     9663   130800 SH       DEFINED                   25        0   130800        0
SOLECTRON CORP                EQUITY   834182107      975    13200 SH       DEFINED     3,13,14,26,29,30    13200        0        0
SOLECTRON CORP                EQUITY   834182107     1469    19883 SH       DEFINED                21,31    19883        0        0
SOLUTIA INC                   EQUITY   834376105        4      200 SH       DEFINED               -           200        0        0
SOLUTIA INC                   EQUITY   834376105       17      940 SH       DEFINED                  4,6      440      500        0
SOLUTIA INC                   EQUITY   834376105     2463   137794 SH       DEFINED                12,21   137794        0        0
SOLUTIA INC                   EQUITY   834376105        5      252 SH       DEFINED          15,18,21,22        0        0      252
SOLUTIA INC                   EQUITY   834376105       79     4445 SH       DEFINED             16,18,21     4445        0        0
SOLUTIA INC                   EQUITY   834376105      934    52230 SH       DEFINED             18,21,22    29887        0    22342
SOLUTIA INC                   OPTION   834376105       18     1000 SH  CALL DEFINED             18,21,22        0        0     1000
SOLUTIA INC                   EQUITY   834376105      624    34900 SH       DEFINED                21,31    34900        0        0
SOMERSET GROUP INC IND        EQUITY   834706103      565    30942 SH       DEFINED             18,21,22        2        0    30940
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100      140    55400 SH       DEFINED             18,21,22        0        0    55400
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100     1266   500000 SH       DEFINED        3,13,27,28,30   500000        0        0
SOMNUS MEDICAL TECHNOLOGIES   EQUITY   835397100     1266   500000 SH       DEFINED           3,13,29,30   500000        0        0
SONAT INC                     EQUITY   835415100      314     8000 SH       DEFINED                  4,6     8000        0        0
SONAT INC                     EQUITY   835415100    20547   524315 SH       DEFINED                12,21   524315        0        0
SONAT INC                     EQUITY   835415100       41     1055 SH       DEFINED          15,18,21,22       55        0     1000
SONAT INC                     EQUITY   835415100     3612    92161 SH       DEFINED             18,21,22    35939        0    56221
SONAT INC                     EQUITY   835415100      124     3162 SH       DEFINED                   25        0     3162        0
SONAT INC                     EQUITY   835415100      233     5944 SH       DEFINED     3,13,14,26,29,30     5944        0        0
SONAT INC                     EQUITY   835415100      293     7475 SH       DEFINED                21,31     7475        0        0
SONIC AUTOMOTIVE INC CL A     EQUITY   83545G102     9587   782600 SH       DEFINED                  4,6    32300        0   750300
SONIC AUTOMOTIVE INC CL A     OPTION   83545G102      368    30000 SH  PUT  DEFINED             18,21,22        0        0    30000
SONIC CORP                    EQUITY   835451105     3079    97737 SH       DEFINED                12,21    97737        0        0
SONIC CORP                    EQUITY   835451105       98     3125 SH       DEFINED             18,21,22     2900        0      225
SONIC CORP                    EQUITY   835451105     2485    78891 SH       DEFINED                21,31    78891        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      130     5775 SH       DEFINED               -          5775        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      296    13124 SH       DEFINED                  4,6    13124        0        0
SONOCO PRODUCTS CO            EQUITY   835495102      184     8136 SH       DEFINED                12,21     8136        0        0
SONOCO PRODUCTS CO            EQUITY   835495102       93     4138 SH       DEFINED          15,18,21,22      846        0     3292
SONOCO PRODUCTS CO            EQUITY   835495102       31     1386 SH       DEFINED             16,18,21     1386        0        0
SONOCO PRODUCTS CO            EQUITY   835495102     2184    96811 SH       DEFINED             18,21,22    33486        0    63324
SONOCO PRODUCTS CO            EQUITY   835495102      283    12530 SH       DEFINED                21,31    12530        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     2818    18125 SH       DEFINED               -         18125        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307       78      500 SH       DEFINED                  4,6      500        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     6152    39562 SH       DEFINED          15,18,21,22    21796        0    17766
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307      156     1000 SH       DEFINED             16,18,21     1000        0        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307   164313  1056675 SH       DEFINED             18,21,22   708010        0   348665
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     3479    22375 SH       DEFINED                   25        0    22375        0
*** SONY CORP-ADR-AMERICAN SH EQUITY   835699307     1586    10200 SH       DEFINED     3,13,14,26,29,30    10200        0        0
SOTHEBYS HOLDING INC CL A     EQUITY   835898107      880    35111 SH       DEFINED                12,21    35111        0        0
SOTHEBYS HOLDING INC CL A     EQUITY   835898107       74     2965 SH       DEFINED          15,18,21,22     2235        0      730
SOTHEBYS HOLDING INC CL A     EQUITY   835898107     1779    70965 SH       DEFINED             18,21,22    42689        0    28276
SOTHEBYS HOLDING INC CL A     EQUITY   835898107      815    32500 SH       DEFINED                21,31    32500        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209     3103   216765 SH       DEFINED                  4,6    82370    85800    48595
SOURCE INFORMATION MGMT CO    EQUITY   836151209       44     3085 SH       DEFINED                  6,7        0        0     3085
SOURCE INFORMATION MGMT CO    EQUITY   836151209     2270   158600 SH       DEFINED                12,21   158600        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209        2      165 SH       DEFINED          15,18,21,22      165        0        0
SOURCE INFORMATION MGMT CO    EQUITY   836151209      853    59562 SH       DEFINED             18,21,22    48161        0    11401
SOURCE MEDIA INC  NEW         EQUITY   836153304      438    49750 SH       DEFINED                  4,6        0        0    49750
SOURCE MEDIA INC  NEW         EQUITY   836153304      110    12500 SH       DEFINED                12,21    12500        0        0
SOURCE MEDIA INC  NEW         EQUITY   836153304       85     9614 SH       DEFINED          15,18,21,22     5924        0     3690
SOURCE MEDIA INC  NEW         EQUITY   836153304       10     1100 SH       DEFINED             18,21,22        0        0     1100
SOURCE MEDIA INC  NEW         EQUITY   836153304        4      500 SH       DEFINED     3,13,14,26,29,30      500        0        0
SOUTH JERSEY INDUSTRIES INC   EQUITY   838518108      162     6180 SH       DEFINED                12,21     6180        0        0
SOUTH JERSEY INDUSTRIES INC   EQUITY   838518108       58     2210 SH       DEFINED             18,21,22     1910        0      300
SOUTH JERSEY INDUSTRIES INC   EQUITY   838518108      134     5100 SH       DEFINED                   25        0     5100        0
SOUTHDOWN INC                 EQUITY   841297104        9      170 SH       DEFINED               -           170        0        0
SOUTHDOWN INC                 EQUITY   841297104      466     8600 SH       DEFINED   2,3,11,13,14,29,30        0     8600        0
SOUTHDOWN INC                 EQUITY   841297104     1366    25200 SH       DEFINED                  4,6        0    25200        0
SOUTHDOWN INC                 EQUITY   841297104      431     7951 SH       DEFINED                12,21     7951        0        0
SOUTHDOWN INC                 EQUITY   841297104      807    14885 SH       DEFINED          15,18,21,22    12103        0     2782
SOUTHDOWN INC                 EQUITY   841297104    15339   283071 SH       DEFINED             18,21,22   216987        0    66084
SOUTHDOWN INC                 EQUITY   841297104     2046    37751 SH       DEFINED                21,31    37751        0        0
SOUTHEASTERN THRIFT & BK FD   EQUITY   841901101      204    11932 SH       DEFINED             18,21,22     8652        0     3280
SOUTHERN BANC INC RESTRICTED  EQUITY   842233108      274    33702 SH       DEFINED             18,21,22    18402        0    15300
SOUTHERN CO                   EQUITY   842587107      507    19176 SH       DEFINED               -         19176        0        0
SOUTHERN CO                   EQUITY   842587107      130     4932 SH       DEFINED                  4,6     4932        0        0
SOUTHERN CO                   EQUITY   842587107     5873   222147 SH       DEFINED                12,21   222147        0        0
SOUTHERN CO                   EQUITY   842587107    13148   497324 SH       DEFINED          15,18,21,22   322963        0   174360
SOUTHERN CO                   EQUITY   842587107    51870  1961957 SH       DEFINED             18,21,22  1423297        0   538660
SOUTHERN CO                   EQUITY   842587107      916    34655 SH       DEFINED                   25        0    34655        0
SOUTHERN CO                   EQUITY   842587107      229     8673 SH       DEFINED     3,13,14,26,29,30     8673        0        0
SOUTHERN CO                   EQUITY   842587107     1224    46296 SH       DEFINED                21,31    46296        0        0
*** SOUTHERN PACIFIC PETE N L EQUITY   843581307      154    32433 SH       DEFINED             18,21,22     2683        0    29750
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      361    21731 SH       DEFINED                  4,6    21731        0        0
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      590    35500 SH       DEFINED                12,21    35500        0        0
*** SOUTHERN PERU COPPER CORP EQUITY   843611104      752    45261 SH       DEFINED             18,21,22    18137        0    27124
SOUTHERN UN CO NEW            EQUITY   844030106      345    18423 SH       DEFINED                12,21    18423        0        0
SOUTHERN UN CO NEW            EQUITY   844030106      796    42445 SH       DEFINED             18,21,22     5686        0    36759
SOUTHTRUST CORP               EQUITY   844730101       10      283 SH       DEFINED               -           283        0        0
SOUTHTRUST CORP               EQUITY   844730101       21      600 SH       DEFINED                  4,6        0        0      600
SOUTHTRUST CORP               EQUITY   844730101     8500   243279 SH       DEFINED                12,21   243279        0        0
SOUTHTRUST CORP               EQUITY   844730101     3297    94368 SH       DEFINED          15,18,21,22    55616        0    38752
SOUTHTRUST CORP               EQUITY   844730101    43543  1246300 SH       DEFINED             18,21,22   754661        0   491639
SOUTHTRUST CORP               EQUITY   844730101      168     4800 SH       DEFINED                   25        0     4800        0
SOUTHTRUST CORP               EQUITY   844730101      468    13400 SH       DEFINED     3,13,14,26,29,30    13400        0        0
SOUTHTRUST CORP               EQUITY   844730101      487    13940 SH       DEFINED                21,31    13940        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108       77     5080 SH       DEFINED                  4,6        0        0     5080
SOUTHWEST AIRLINES CO         EQUITY   844741108    25365  1683927 SH       DEFINED                12,21  1683927        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108     9309   617993 SH       DEFINED          15,18,21,22   421184        0   196809
SOUTHWEST AIRLINES CO         EQUITY   844741108      127     8437 SH       DEFINED             16,18,21     8437        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108    57842  3839992 SH       DEFINED             18,21,22  2715513        0  1124478
SOUTHWEST AIRLINES CO         EQUITY   844741108      534    35462 SH       DEFINED                   25        0    35462        0
SOUTHWEST AIRLINES CO         EQUITY   844741108      319    21187 SH       DEFINED     3,13,14,26,29,30    21187        0        0
SOUTHWEST AIRLINES CO         EQUITY   844741108      476    31628 SH       DEFINED                21,31    31628        0        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109     2822   162433 SH       DEFINED                12,21   162433        0        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109       79     4545 SH       DEFINED          15,18,21,22     1395        0     3150
SOUTHWEST BANCORPORATION      EQUITY   84476R109     1641    94460 SH       DEFINED             18,21,22    63485        0    30975
SOUTHWEST BANCORPORATION      EQUITY   84476R109      113     6500 SH       DEFINED                   25        0     6500        0
SOUTHWEST BANCORPORATION      EQUITY   84476R109     3370   193960 SH       DEFINED                21,31   193960        0        0
SOUTHWEST GAS CORP            EQUITY   844895102     2501    93281 SH       DEFINED                12,21    93281        0        0
SOUTHWEST GAS CORP            EQUITY   844895102     3335   124394 SH       DEFINED             18,21,22    70551        0    53842
SOUTHWEST GAS CORP            EQUITY   844895102      536    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
SOUTHWEST GAS CORP            EQUITY   844895102     2417    90155 SH       DEFINED                21,31    90155        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104        3      100 SH       DEFINED                  4,6        0        0      100
SOUTHWEST SECS GROUP INC      EQUITY   845224104     1337    51165 SH       DEFINED                12,21    51165        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104      201     7700 SH       DEFINED                18,21     7700        0        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104      630    24100 SH       DEFINED                   25        0    24100        0
SOUTHWEST SECS GROUP INC      EQUITY   845224104      423    16200 SH       DEFINED                21,31    16200        0        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109       72     8000 SH       DEFINED                  4,6     8000        0        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109      184    20414 SH       DEFINED                12,21    20414        0        0
SOUTHWESTERN ENERGY CO        EQUITY   845467109       53     5920 SH       DEFINED             18,21,22     1920        0     4000
SOVEREIGN BANCORP INC         EQUITY   845905108       55     6000 SH       DEFINED               -          6000        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108     2838   311040 SH       DEFINED                    6   311040        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108      789    86493 SH       DEFINED                12,21    86493        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108        7      786 SH       DEFINED          15,18,21,22      786        0        0
SOVEREIGN BANCORP INC         EQUITY   845905108     2010   220248 SH       DEFINED             18,21,22    82470        0   137778
SOVEREIGN BANCORP INC         EQUITY   845905108     1207   132317 SH       DEFINED                21,31   132317        0        0
SOVRAN SELF STORAGE INC       EQUITY   84610H108      223     9800 SH       DEFINED                12,21     9800        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     1215    53401 SH       DEFINED             18,21,22    33603        0    19797
SPACEHAB INC                  EQUITY   846243103     1267   266700 SH       DEFINED                  4,6        0   266700        0
SPACEHAB INC                  EQUITY   846243103        3      700 SH       DEFINED             18,21,22      500        0      200
SPACEHAB INC                  EQUITY   846243103      746   157000 SH       DEFINED        3,13,27,28,30   157000        0        0
SPAIN FUND INC                EQUITY   846330108        3      205 SH       DEFINED          15,18,21,22        0        0      205
SPAIN FUND INC                EQUITY   846330108      163    11372 SH       DEFINED             18,21,22     4230        0     7142
SPARTAN MOTORS INC            EQUITY   846819100      281    53506 SH       DEFINED             18,21,22        6        0    53500
SPARTECH CORP NEW             EQUITY   847220209     1807    61000 SH       DEFINED                12,21    61000        0        0
SPARTECH CORP NEW             EQUITY   847220209       20      690 SH       DEFINED          15,18,21,22      575        0      115
SPARTECH CORP NEW             EQUITY   847220209     1993    67273 SH       DEFINED             18,21,22    43713        0    23560
SPARTECH CORP NEW             EQUITY   847220209      498    16800 SH       DEFINED                   25        0    16800        0
SPARTECH CORP NEW             EQUITY   847220209     1378    46500 SH       DEFINED                21,31    46500        0        0
SPECIALTY EQUIP COS INC       EQUITY   847497203      321    13121 SH       DEFINED                12,21    13121        0        0
SPECIALTY EQUIP COS INC       EQUITY   847497203      184     7523 SH       DEFINED             18,21,22     7523        0        0
SPECTRANETICS CORP            EQUITY   84760C107      105    26700 SH       DEFINED             18,21,22        0        0    26700
SPECTRUM CONTROL INC          EQUITY   847615101      157    20300 SH       DEFINED             18,21,22        0        0    20300
*** SPECTRUM SIGNAL PROCESSIN EQUITY   84763F107       35    16200 SH       DEFINED             18,21,22        0        0    16200
SPEED FAM - IPEC INC          EQUITY   847705100     5327   430450 SH       DEFINED                12,21   430450        0        0
SPEED FAM - IPEC INC          EQUITY   847705100     1051    84900 SH       DEFINED             16,18,21    84900        0        0
SPEED FAM - IPEC INC          EQUITY   847705100      115     9273 SH       DEFINED             18,21,22     3606        0     5667
SPEED FAM - IPEC INC          EQUITY   847705100     1157    93500 SH       DEFINED                21,31    93500        0        0
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106      173     4028 SH       DEFINED                12,21     4028        0        0
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106      536    12466 SH       DEFINED             18,21,22     5337        0     7129
SPEEDWAY MOTORSPORTS INC      EQUITY   847788106       13      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
SPIEGEL CL A                  EQUITY   848457107       10     1000 SH       DEFINED                  4,6        0        0     1000
SPIEGEL CL A                  EQUITY   848457107      128    12738 SH       DEFINED                12,21    12738        0        0
SPIEGEL CL A                  EQUITY   848457107      112    11137 SH       DEFINED             18,21,22       57        0    11080
SPIEKER PPTYS INC             EQUITY   848497103       54     1565 SH       DEFINED               -          1565        0        0
SPIEKER PPTYS INC             EQUITY   848497103    43296  1243679 SH       DEFINED                12,21  1243679        0        0
SPIEKER PPTYS INC             EQUITY   848497103      614    17625 SH       DEFINED          15,18,21,22     9695        0     7930
SPIEKER PPTYS INC             EQUITY   848497103    27939   802535 SH       DEFINED             18,21,22   424551        0   377983
SPIEKER PPTYS INC             EQUITY   848497103      760    21833 SH       DEFINED                21,31    21833        0        0
SPORT-HALEY INC               EQUITY   848925103      144    31140 SH       DEFINED             18,21,22    28340        0     2800
SPORTLINE USA INC CV SUB      CORPBOND 848934AC9      247   330000 PRN      DEFINED             18,21,22   330000        0        0
SPORTSLINE USA INC            EQUITY   848934105     1061    36135 SH       DEFINED                  4,6    13760    14960     7415
SPORTSLINE USA INC            EQUITY   848934105        7      250 SH       DEFINED                  6,7        0        0      250
SPORTSLINE USA INC            EQUITY   848934105     1676    57040 SH       DEFINED                12,21    57040        0        0
SPORTSLINE USA INC            EQUITY   848934105     2454    83555 SH       DEFINED             18,21,22    75461        0     8094
SPORTS AUTHORITY INC SUB NOTE CORPBOND 849176AC6      117   200000 PRN      DEFINED                12,21   200000        0        0
SPORTS AUTHORITY INC SUB NOTE CORPBOND 849176AC6     1170  2000000 PRN      DEFINED             16,18,21  2000000        0        0
SPORTS AUTHORITY INC          EQUITY   849176102      936   299600 SH       DEFINED   2,3,11,13,14,29,30        0   299600        0
SPORTS AUTHORITY INC          EQUITY   849176102        3     1000 SH       DEFINED          15,18,21,22     1000        0        0
SPORTS AUTHORITY INC          EQUITY   849176102       37    11860 SH       DEFINED             18,21,22        0        0    11860
SPRINGS INDUSTRIES INC        EQUITY   851783100      350    10343 SH       DEFINED                12,21    10343        0        0
SPRINGS INDUSTRIES INC        EQUITY   851783100       17      500 SH       DEFINED          15,18,21,22        0        0      500
SPRINGS INDUSTRIES INC        EQUITY   851783100       72     2126 SH       DEFINED             18,21,22     1678        0      448
SPRINGS INDUSTRIES INC        EQUITY   851783100      327     9667 SH       DEFINED                   25        0     9667        0
SPRINGS INDUSTRIES INC        EQUITY   851783100       40     1167 SH       DEFINED                21,31     1167        0        0
SPRINT CORP                   EQUITY   852061100    26265   460796 SH       DEFINED               -        460796        0        0
SPRINT CORP                   EQUITY   852061100    14261   250193 SH       DEFINED                  4,6     3478   200050    46665
SPRINT CORP                   EQUITY   852061100      812    14240 SH       DEFINED                  6,7        0        0    14240
SPRINT CORP                   EQUITY   852061100   134936  2367299 SH       DEFINED                12,21  2367299        0        0
SPRINT CORP                   EQUITY   852061100    10162   178284 SH       DEFINED          15,18,21,22   106987        0    71297
SPRINT CORP                   EQUITY   852061100    11669   204720 SH       DEFINED             16,18,21   204720        0        0
SPRINT CORP                   EQUITY   852061100      536     9400 SH       DEFINED                18,21     9400        0        0
SPRINT CORP                   EQUITY   852061100      341     5980 SH       DEFINED       17,18,19,20,21     5980        0        0
SPRINT CORP                   OPTION   852061100    96900  1700000 SH  CALL DEFINED       17,18,19,20,21  1700000        0        0
SPRINT CORP                   EQUITY   852061100   590608 10361547 SH       DEFINED             18,21,22  3947037        0  6414509
SPRINT CORP                   OPTION   852061100    98302  1724600 SH  CALL DEFINED             18,21,22  1715100        0     9500
SPRINT CORP                   OPTION   852061100      348     6100 SH  PUT  DEFINED             18,21,22        0        0     6100
SPRINT CORP                   EQUITY   852061100     8214   144106 SH       DEFINED                   25        0   144106        0
SPRINT CORP                   EQUITY   852061100     2822    49506 SH       DEFINED     3,13,14,26,29,30    49506        0        0
SPRINT CORP                   EQUITY   852061100     3517    61705 SH       DEFINED                21,31    61705        0        0
SPRINT CORP 8.25% EXCH NTS DU EQUITY   852061407     7831   100000 SH       DEFINED                12,21   100000        0        0
SPRINT CORP 8.25% EXCH NTS DU EQUITY   852061407    15428   197000 SH       DEFINED             16,18,21   197000        0        0
SPRINT CORP 8.25% EXCH NTS DU EQUITY   852061407        8      100 SH       DEFINED             18,21,22        0        0      100
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506     7718   102220 SH       DEFINED               -        102220        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506       95     1261 SH       DEFINED                  4,6      769        0      492
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506    37923   502294 SH       DEFINED                12,21   502294        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506      204     2707 SH       DEFINED          15,18,21,22      619        0     2088
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506    47951   635108 SH       DEFINED             18,21,22   228850        0   406257
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506      949    12576 SH       DEFINED                   25        0    12576        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506    51027   675856 SH       DEFINED     3,13,14,26,29,30   675856        0        0
SPRINT CORP (SERIES 1 PCS COM EQUITY   852061506     2290    30328 SH       DEFINED                21,31    30328        0        0
SPYGLASS INC                  EQUITY   852192103      209    17700 SH       DEFINED                12,21    17700        0        0
SPYGLASS INC                  EQUITY   852192103       30     2500 SH       DEFINED             18,21,22      300        0     2200
SS&C TECHNOLOGIES INC         EQUITY   85227Q100       51     9100 SH       DEFINED                12,21     9100        0        0
SS&C TECHNOLOGIES INC         EQUITY   85227Q100       18     3300 SH       DEFINED             18,21,22      800        0     2500
STAC SOFTWARE INC-NEW         EQUITY   852323203        1      125 SH       DEFINED          15,18,21,22        0        0      125
STAC SOFTWARE INC-NEW         EQUITY   852323203       65    14902 SH       DEFINED             18,21,22     2495        0    12407
STAFF LEASING INC             EQUITY   852381102      193    19100 SH       DEFINED                12,21    19100        0        0
STAFF LEASING INC             EQUITY   852381102        7      705 SH       DEFINED          15,18,21,22      705        0        0
STAFF LEASING INC             EQUITY   852381102     1450   143259 SH       DEFINED             18,21,22    22663        0   120596
STAFFMARK INC                 EQUITY   852389105      194    24600 SH       DEFINED                12,21    24600        0        0
STAFFMARK INC                 EQUITY   852389105     1127   143085 SH       DEFINED             18,21,22   120296        0    22789
STAGE STORES INC              EQUITY   85254C107     1560   235400 SH       DEFINED   2,3,11,13,14,29,30        0   235400        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        7     1000 SH       DEFINED          15,18,21,22        0        0     1000
STAGE STORES INC              EQUITY   85254C107       13     2000 SH       DEFINED             18,21,22        0        0     2000
STAMPS.COM INC                EQUITY   852857101      428    12687 SH       DEFINED             18,21,22    10887        0     1800
STANCORP FINANCIAL GROUP      EQUITY   852891100     1274    58900 SH       DEFINED                  4,6        0    58900        0
STANCORP FINANCIAL GROUP      EQUITY   852891100      298    13800 SH       DEFINED                12,21    13800        0        0
STANCORP FINANCIAL GROUP      EQUITY   852891100      154     7133 SH       DEFINED             18,21,22     4224        0     2909
STANDARD COML CORP CV S/D-REG CORPBOND 853258AA9       28    50000 PRN      DEFINED             18,21,22        0        0    50000
STANDARD COMMERCIAL CORP      EQUITY   853258101     2084   524972 SH       DEFINED                  4,6        0   524972        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      352    38085 SH       DEFINED               -         38085        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109     5828   630000 SH       DEFINED                12,21   630000        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      229    24705 SH       DEFINED          15,18,21,22     7765        0    16940
STANDARD MICROSYSTEMS CORP    EQUITY   853626109      648    70000 SH       DEFINED             16,18,21    70000        0        0
STANDARD MICROSYSTEMS CORP    EQUITY   853626109    10744  1161539 SH       DEFINED             18,21,22   498887        0   662652
STANDARD PAC CORP NEW         EQUITY   85375C101     1225   119533 SH       DEFINED                12,21   119533        0        0
STANDARD PAC CORP NEW         EQUITY   85375C101      556    54211 SH       DEFINED             18,21,22    33710        0    20501
STANDARD PAC CORP NEW         EQUITY   85375C101       89     8700 SH       DEFINED                   25        0     8700        0
STANDARD PRODUCTS CO          EQUITY   853836104     4709   131959 SH       DEFINED                12,21   131959        0        0
STANDARD PRODUCTS CO          EQUITY   853836104      107     2995 SH       DEFINED             18,21,22     2481        0      514
STANDARD REGISTER CO          EQUITY   853887107      242    10517 SH       DEFINED                12,21    10517        0        0
STANDARD REGISTER CO          EQUITY   853887107      325    14143 SH       DEFINED             18,21,22    14143        0        0
STANDEX INTERNATIONAL CORP    EQUITY   854231107      309    11431 SH       DEFINED                12,21    11431        0        0
STANDEX INTERNATIONAL CORP    EQUITY   854231107       15      537 SH       DEFINED             18,21,22      537        0        0
STANFORD TELECOMMUNICATIONS   EQUITY   854402104      384    12200 SH       DEFINED                12,21    12200        0        0
STANLEY WORKS                 EQUITY   854616109       12      500 SH       DEFINED               -           500        0        0
STANLEY WORKS                 EQUITY   854616109     1150    46800 SH       DEFINED   2,3,11,13,14,29,30        0    46800        0
STANLEY WORKS                 EQUITY   854616109       20      800 SH       DEFINED                  4,6        0        0      800
STANLEY WORKS                 EQUITY   854616109    56359  2294457 SH       DEFINED                  6,7  2294457        0        0
STANLEY WORKS                 EQUITY   854616109      852    34692 SH       DEFINED                12,21    34692        0        0
STANLEY WORKS                 EQUITY   854616109        2      100 SH       DEFINED          15,18,21,22      100        0        0
STANLEY WORKS                 OPTION   854616109     1145    46600 SH  CALL DEFINED       17,18,19,20,21    46600        0        0
STANLEY WORKS                 EQUITY   854616109     1009    41060 SH       DEFINED             18,21,22    10366        0    30694
STANLEY WORKS                 OPTION   854616109     1145    46600 SH  CALL DEFINED             18,21,22    46600        0        0
STANLEY WORKS                 EQUITY   854616109       61     2478 SH       DEFINED                   25        0     2478        0
STANLEY WORKS                 EQUITY   854616109      138     5632 SH       DEFINED                21,31     5632        0        0
STAR TELECOMMUNICATIONS INC   EQUITY   854923109      212    39300 SH       DEFINED                12,21    39300        0        0
STAR TELECOMMUNICATIONS INC   EQUITY   854923109       34     6357 SH       DEFINED             18,21,22     1020        0     5337
STAPLES INC                   EQUITY   855030102      422    20351 SH       DEFINED               -         20351        0        0
STAPLES INC                   EQUITY   855030102     2132   102737 SH       DEFINED                  4,6    24500    65000    13237
STAPLES INC                   EQUITY   855030102    20675   996372 SH       DEFINED                12,21   996372        0        0
STAPLES INC                   EQUITY   855030102    11242   541760 SH       DEFINED          15,18,21,22   245421        0   296339
STAPLES INC                   EQUITY   855030102      934    45000 SH       DEFINED             16,18,21    45000        0        0
STAPLES INC                   EQUITY   855030102   122672  5911921 SH       DEFINED             18,21,22  3287423        0  2624498
STAPLES INC                   OPTION   855030102      419    20200 SH  PUT  DEFINED             18,21,22    20000        0      200
STAPLES INC                   EQUITY   855030102     1677    80800 SH       DEFINED                   25        0    80800        0
STAPLES INC                   EQUITY   855030102    14728   709796 SH       DEFINED     3,13,14,26,29,30   709796        0        0
STAPLES INC                   EQUITY   855030102      723    34842 SH       DEFINED                21,31    34842        0        0
STARBUCKS CORP                EQUITY   855244109       35     1450 SH       DEFINED               -          1450        0        0
STARBUCKS CORP                EQUITY   855244109      504    21015 SH       DEFINED                  4,6    16745        0     4270
STARBUCKS CORP                EQUITY   855244109     1378    57476 SH       DEFINED                12,21    57476        0        0
STARBUCKS CORP                EQUITY   855244109     2127    88737 SH       DEFINED          15,18,21,22    34648        0    54089
STARBUCKS CORP                EQUITY   855244109    39953  1666861 SH       DEFINED             18,21,22   997066        0   669795
STARBUCKS CORP                EQUITY   855244109      345    14400 SH       DEFINED                21,31    14400        0        0
STARMEDIA NETWORK INC         EQUITY   855546107       71     2000 SH       DEFINED                  4,6        0        0     2000
STARMEDIA NETWORK INC         EQUITY   855546107       51     1427 SH       DEFINED                12,21     1427        0        0
STARMEDIA NETWORK INC         EQUITY   855546107     1422    39913 SH       DEFINED             18,21,22    11060        0    28853
STARMEDIA NETWORK INC         OPTION   855546107     3563   100000 SH  CALL DEFINED             18,21,22   100000        0        0
STARMEDIA NETWORK INC         OPTION   855546107     3563   100000 SH  PUT  DEFINED             18,21,22   100000        0        0
L S STARRETT CO  CL A         EQUITY   855668109      146     5887 SH       DEFINED                12,21     5887        0        0
L S STARRETT CO  CL A         EQUITY   855668109      202     8151 SH       DEFINED             18,21,22     8004        0      147
STARWOOD FINANCIAL TRUST MD   EQUITY   85568W104      429    15532 SH       DEFINED                12,21    15532        0        0
STARWOOD FINANCIAL TRUST MD   EQUITY   85568W104        3      124 SH       DEFINED             18,21,22       94        0       30
STARTEK INC                   EQUITY   85569C107      390     7800 SH       DEFINED                12,21     7800        0        0
STARTEK INC                   EQUITY   85569C107       53     1050 SH       DEFINED          15,18,21,22        0        0     1050
STARTEK INC                   EQUITY   85569C107     3569    71286 SH       DEFINED             18,21,22    68229        0     3057
STATE AUTO FINL CORP          EQUITY   855707105        2      185 SH       DEFINED               -           185        0        0
STATE AUTO FINL CORP          EQUITY   855707105      123    11998 SH       DEFINED                12,21    11998        0        0
STATE AUTO FINL CORP          EQUITY   855707105       48     4720 SH       DEFINED          15,18,21,22     3190        0     1530
STATE AUTO FINL CORP          EQUITY   855707105     2031   198159 SH       DEFINED             18,21,22   146772        0    51387
STATE AUTO FINL CORP          EQUITY   855707105      103    10000 SH       DEFINED                   25        0    10000        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203        4      162 SH       DEFINED               -           162        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203       10      468 SH       DEFINED                  4,6        0        0      468
STARWOOD HOTELS & RESORTS     EQUITY   85590A203    14105   642940 SH       DEFINED                12,21   642940        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203       50     2285 SH       DEFINED          15,18,21,22      787        0     1498
STARWOOD HOTELS & RESORTS     EQUITY   85590A203      220    10021 SH       DEFINED             16,18,21    10021        0        0
STARWOOD HOTELS & RESORTS     EQUITY   85590A203     3887   177178 SH       DEFINED             18,21,22    76212        0   100965
STARWOOD HOTELS & RESORTS     EQUITY   85590A203        9      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
STATE STREET CORP             EQUITY   857477103      200     3055 SH       DEFINED               -          3055        0        0
STATE STREET CORP             EQUITY   857477103      105     1600 SH       DEFINED                  4,6     1000        0      600
STATE STREET CORP             EQUITY   857477103    10577   161791 SH       DEFINED                12,21   161791        0        0
STATE STREET CORP             EQUITY   857477103     4901    74960 SH       DEFINED          15,18,21,22    48450        0    26510
STATE STREET CORP             EQUITY   857477103    89486  1368810 SH       DEFINED             18,21,22   864221        0   504589
STATE STREET CORP             OPTION   857477103       20      300 SH  PUT  DEFINED             18,21,22        0        0      300
STATE STREET CORP             EQUITY   857477103     6538   100000 SH       DEFINED            4,6,23,24   100000        0        0
STATE STREET CORP             EQUITY   857477103      503     7700 SH       DEFINED                   25        0     7700        0
STATE STREET CORP             EQUITY   857477103      820    12548 SH       DEFINED     3,13,14,26,29,30    12548        0        0
STATE STREET CORP             EQUITY   857477103      805    12315 SH       DEFINED                21,31    12315        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107      947    50000 SH       DEFINED                    6    50000        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107     1068    56400 SH       DEFINED                12,21    56400        0        0
STATEN ISLAND BANCORP INC     EQUITY   857550107      205    10820 SH       DEFINED          15,18,21,22     8425        0     2395
STATEN ISLAND BANCORP INC     EQUITY   857550107     3519   185811 SH       DEFINED             18,21,22   111045        0    74765
STATEN ISLAND BANCORP INC     EQUITY   857550107      216    11400 SH       DEFINED                   25        0    11400        0
STATION CASINOS INC           EQUITY   857689103     2796   120593 SH       DEFINED                12,21   120593        0        0
STATION CASINOS INC           EQUITY   857689103     2203    95000 SH       DEFINED             16,18,21    95000        0        0
STATION CASINOS INC           EQUITY   857689103     1621    69887 SH       DEFINED             18,21,22    62904        0     6983
STEEL DYNAMICS INC            EQUITY   858119100      723    45200 SH       DEFINED                12,21    45200        0        0
STEEL DYNAMICS INC            EQUITY   858119100       41     2555 SH       DEFINED          15,18,21,22      270        0     2285
STEEL DYNAMICS INC            EQUITY   858119100      191    11948 SH       DEFINED             18,21,22     9108        0     2840
STEELCASE INC CL A            EQUITY   858155203       38     2741 SH       DEFINED                12,21     2741        0        0
STEELCASE INC CL A            OPTION   858155203        8      600 SH  PUT  DEFINED             18,21,22        0        0      600
STEELCASE INC CL A            EQUITY   858155203     1707   124131 SH       DEFINED             18,21,22   110810        0    13321
STEIN MART INC                EQUITY   858375108      221    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      254    33880 SH       DEFINED             18,21,22    24580        0     9300
STEINWAY MUSICAL INSTRUMENTS  EQUITY   858495104      189     9100 SH       DEFINED                12,21     9100        0        0
STEINWAY MUSICAL INSTRUMENTS  EQUITY   858495104      401    19310 SH       DEFINED             18,21,22    12400        0     6910
STERLING BANCSHARES INC       EQUITY   858907108      295    26550 SH       DEFINED                12,21    26550        0        0
STERLING BANCSHARES INC       EQUITY   858907108       23     2025 SH       DEFINED             18,21,22     1025        0     1000
STERICYCLE INC                EQUITY   858912108      221    14800 SH       DEFINED                12,21    14800        0        0
STERICYCLE INC                EQUITY   858912108      201    13450 SH       DEFINED             18,21,22        0        0    13450
STERICYCLE INC                EQUITY   858912108      105     7000 SH       DEFINED                   25        0     7000        0
STERIS CORP                   EQUITY   859152100     2234   175210 SH       DEFINED                12,21   175210        0        0
STERIS CORP                   EQUITY   859152100        7      515 SH       DEFINED          15,18,21,22       90        0      425
STERIS CORP                   EQUITY   859152100     9542   748406 SH       DEFINED             18,21,22   640692        0   107714
STERIS CORP                   EQUITY   859152100     1219    95595 SH       DEFINED                21,31    95595        0        0
STERLING COMMERCE INC         EQUITY   859205106     3483   190200 SH       DEFINED                  6,7   190200        0        0
STERLING COMMERCE INC         EQUITY   859205106    16687   911223 SH       DEFINED                12,21   911223        0        0
STERLING COMMERCE INC         EQUITY   859205106      704    38468 SH       DEFINED          15,18,21,22    26047        0    12421
STERLING COMMERCE INC         EQUITY   859205106    13683   747150 SH       DEFINED             18,21,22   546966        0   200184
STERLING COMMERCE INC         OPTION   859205106      330    18000 SH  CALL DEFINED             18,21,22    18000        0        0
STERLING COMMERCE INC         OPTION   859205106      330    18000 SH  PUT  DEFINED             18,21,22    18000        0        0
STERLING COMMERCE INC         EQUITY   859205106      289    15800 SH       DEFINED                21,31    15800        0        0
STERLING FINL CORP            EQUITY   859317109      205     5400 SH       DEFINED                12,21     5400        0        0
STERLING FINL CORP            EQUITY   859317109        2       47 SH       DEFINED             18,21,22       47        0        0
STERLING SOFTWARE INC         EQUITY   859547101        2      120 SH       DEFINED               -           120        0        0
STERLING SOFTWARE INC         EQUITY   859547101    23156  1161376 SH       DEFINED                12,21  1161376        0        0
STERLING SOFTWARE INC         EQUITY   859547101       76     3820 SH       DEFINED          15,18,21,22     2130        0     1690
STERLING SOFTWARE INC         EQUITY   859547101     4392   220274 SH       DEFINED             18,21,22   159538        0    60736
STERLING SOFTWARE INC         EQUITY   859547101      859    43100 SH       DEFINED                21,31    43100        0        0
*** STET HELLAS               EQUITY   859823106       22     1200 SH       DEFINED       17,18,19,20,21     1200        0        0
*** STET HELLAS               EQUITY   859823106      287    15720 SH       DEFINED             18,21,22    14981        0      739
STEWART & STEVENSON SVCS INC  EQUITY   860342104      301    22901 SH       DEFINED                12,21    22901        0        0
STEWART & STEVENSON SVCS INC  EQUITY   860342104       68     5185 SH       DEFINED          15,18,21,22     2685        0     2500
STEWART & STEVENSON SVCS INC  EQUITY   860342104     1293    98496 SH       DEFINED             18,21,22    62186        0    36310
STEWART ENTERPRISES INC CLA   EQUITY   860370105       62    11525 SH       DEFINED                12,21    11525        0        0
STEWART ENTERPRISES INC CLA   EQUITY   860370105       46     8491 SH       DEFINED          15,18,21,22     6240        0     2251
STEWART ENTERPRISES INC CLA   EQUITY   860370105     4042   747596 SH       DEFINED             18,21,22   667942        0    79654
STEWART INFORMATION SERVICES  EQUITY   860372101      158     8900 SH       DEFINED                12,21     8900        0        0
STEWART INFORMATION SERVICES  EQUITY   860372101      451    25400 SH       DEFINED                   25        0    25400        0
STILLWATER MINING CO          EQUITY   86074Q102      798    29700 SH       DEFINED                  6,7    29700        0        0
STILLWATER MINING CO          EQUITY   86074Q102     3527   131250 SH       DEFINED                12,21   131250        0        0
STILLWATER MINING CO          EQUITY   86074Q102       28     1057 SH       DEFINED          15,18,21,22       14        0     1043
STILLWATER MINING CO          EQUITY   86074Q102     1964    73083 SH       DEFINED             18,21,22    55763        0    17320
STILLWATER MINING CO          OPTION   86074Q102     1344    50000 SH  CALL DEFINED             18,21,22    50000        0        0
STILLWATER MINING CO          OPTION   86074Q102     1344    50000 SH  PUT  DEFINED             18,21,22    50000        0        0
STILLWATER MINING CO          EQUITY   86074Q102     1520    56550 SH       DEFINED                21,31    56550        0        0
*** SGS THOMSON MICROELECTRO  CORPBOND 861012AA0       16    11000 PRN      DEFINED          15,18,21,22     3000        0     8000
*** SGS THOMSON MICROELECTRO  CORPBOND 861012AA0     1672  1155000 PRN      DEFINED       17,18,19,20,21  1155000        0        0
*** SGS THOMSON MICROELECTRO  CORPBOND 861012AA0     1507  1041000 PRN      DEFINED             18,21,22   847000        0   194000
*** STMICROELECTRONICS N V    EQUITY   861012102    25818   333935 SH       DEFINED                  4,6   109800        0   224135
*** STMICROELECTRONICS N V    EQUITY   861012102       54      700 SH       DEFINED                5,6,7        0        0      700
*** STMICROELECTRONICS N V    EQUITY   861012102     6819    88200 SH       DEFINED                    6    88200        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102     3065    39642 SH       DEFINED                  6,7        0        0    39642
*** STMICROELECTRONICS N V    EQUITY   861012102    11141   144100 SH       DEFINED                12,21   144100        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102        3       41 SH       DEFINED          15,18,21,22        0        0       41
*** STMICROELECTRONICS N V    EQUITY   861012102      116     1500 SH       DEFINED             16,18,21     1500        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102     1245    16100 SH       DEFINED       17,18,19,20,21    16100        0        0
*** STMICROELECTRONICS N V    EQUITY   861012102     2938    38003 SH       DEFINED             18,21,22    24604        0    13399
*** STMICROELECTRONICS N V    EQUITY   861012102      251     3250 SH       DEFINED     3,13,14,26,29,30     3250        0        0
STONE & WEBSTER INC           EQUITY   861572105     1801    63600 SH       DEFINED   2,3,11,13,14,29,30        0    63600        0
STONE & WEBSTER INC           EQUITY   861572105     1436    50734 SH       DEFINED                12,21    50734        0        0
STONE & WEBSTER INC           EQUITY   861572105      187     6600 SH       DEFINED             16,18,21     6600        0        0
STONE & WEBSTER INC           EQUITY   861572105      277     9778 SH       DEFINED             18,21,22     7166        0     2612
STONE CONTAINER  CONV SUB DEB CORPBOND 861589AE9       87    99000 PRN      DEFINED             18,21,22    54000        0    45000
STONE CONTAINER CORP PFD $1.7 EQUITY   861589307        6      300 SH       DEFINED          15,18,21,22        0        0      300
STONE CONTAINER CORP PFD $1.7 EQUITY   861589307      222    10528 SH       DEFINED             18,21,22     8991        0     1537
STONE ENERGY CORP             EQUITY   861642106       13      260 SH       DEFINED               -           260        0        0
STONE ENERGY CORP             EQUITY   861642106     1917    38200 SH       DEFINED                12,21    38200        0        0
STONE ENERGY CORP             EQUITY   861642106     1004    20000 SH       DEFINED             16,18,21    20000        0        0
STONE ENERGY CORP             EQUITY   861642106     2101    41861 SH       DEFINED             18,21,22    39142        0     2719
STONE ENERGY CORP             OPTION   861642106     7528   150000 SH  CALL DEFINED             18,21,22   150000        0        0
STONE ENERGY CORP             OPTION   861642106     7528   150000 SH  PUT  DEFINED             18,21,22   150000        0        0
STONERIDGE INC                EQUITY   86183P102     1099    64900 SH       DEFINED                12,21    64900        0        0
STONERIDGE INC                EQUITY   86183P102      106     6279 SH       DEFINED             18,21,22      219        0     6060
STORAGE USA INC               EQUITY   861907103      973    35800 SH       DEFINED   2,3,11,13,14,29,30        0    35800        0
STORAGE USA INC               EQUITY   861907103      617    22688 SH       DEFINED                12,21    22688        0        0
STORAGE USA INC               EQUITY   861907103       61     2259 SH       DEFINED             18,21,22     1484        0      775
STORAGE TECHNOLOGY CORP       EQUITY   862111200      165     8242 SH       DEFINED                12,21     8242        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200       76     3810 SH       DEFINED          15,18,21,22     3810        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200     1776    88506 SH       DEFINED             18,21,22    27488        0    61018
STORAGE TECHNOLOGY CORP       EQUITY   862111200      473    23600 SH       DEFINED     3,13,14,26,29,30    23600        0        0
STORAGE TECHNOLOGY CORP       EQUITY   862111200      273    13600 SH       DEFINED                21,31    13600        0        0
STRATUS PROPERTIES INC        EQUITY   863167102       95    22435 SH       DEFINED             18,21,22     5120        0    17315
STRAYER EDUCATION INC         EQUITY   863236105     1486    80600 SH       DEFINED   2,3,11,13,14,29,30        0    80600        0
STRAYER EDUCATION INC         EQUITY   863236105      142     7700 SH       DEFINED                12,21     7700        0        0
STRAYER EDUCATION INC         EQUITY   863236105      123     6660 SH       DEFINED          15,18,21,22     1895        0     4765
STRAYER EDUCATION INC         EQUITY   863236105      277    15000 SH       DEFINED             16,18,21    15000        0        0
STRAYER EDUCATION INC         EQUITY   863236105     2624   142337 SH       DEFINED             18,21,22   105318        0    37019
STRIDE RITE CORP              EQUITY   863314100     2591   370100 SH       DEFINED                12,21   370100        0        0
STRIDE RITE CORP              EQUITY   863314100        8     1139 SH       DEFINED          15,18,21,22      835        0      304
STRIDE RITE CORP              EQUITY   863314100     2495   356362 SH       DEFINED             18,21,22   182093        0   174268
STRIDE RITE CORP              OPTION   863314100       14     2000 SH  CALL DEFINED             18,21,22        0        0     2000
STRIDE RITE CORP              OPTION   863314100       14     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108     2568   162400 SH       DEFINED                12,21   162400        0        0
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108      219    13880 SH       DEFINED          15,18,21,22    10710        0     3170
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108     4906   310265 SH       DEFINED             18,21,22   213978        0    96287
STRUCTURAL DYNAMICS RESH CORP EQUITY   863555108      952    60200 SH       DEFINED                21,31    60200        0        0
STRYKER CORP                  EQUITY   863667101      288     5755 SH       DEFINED               -          5755        0        0
STRYKER CORP                  EQUITY   863667101      644    12863 SH       DEFINED                  4,6     7650        0     5213
STRYKER CORP                  EQUITY   863667101     1278    25520 SH       DEFINED                12,21    25520        0        0
STRYKER CORP                  EQUITY   863667101     7915   158095 SH       DEFINED          15,18,21,22    53740        0   104355
STRYKER CORP                  EQUITY   863667101    40365   806286 SH       DEFINED             18,21,22   469884        0   336402
STRYKER CORP                  EQUITY   863667101      360     7200 SH       DEFINED     3,13,14,26,29,30     7200        0        0
STRYKER CORP                  EQUITY   863667101      646    12900 SH       DEFINED                21,31    12900        0        0
STUDENT LOAN CORPORATION      EQUITY   863902102   654000 16000000 SH       DEFINED                    6 16000000        0        0
STUDENT LOAN CORPORATION      EQUITY   863902102      131     3200 SH       DEFINED                12,21     3200        0        0
STUDENT LOAN CORPORATION      EQUITY   863902102       37      895 SH       DEFINED             18,21,22      892        0        3
STURM RUGER & CO INC          EQUITY   864159108     3121   346800 SH       DEFINED                12,21   346800        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      206    22885 SH       DEFINED             18,21,22     9130        0    13755
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104       18      900 SH       DEFINED               -           900        0        0
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104       10      500 SH       DEFINED          15,18,21,22      300        0      200
SUBURBAN PROPANE PARTNERS L P EQUITY   864482104     2084   104189 SH       DEFINED             18,21,22    55699        0    48490
SUIZA FOODS CORP              EQUITY   865077101       93     2536 SH       DEFINED                  4,6     2536        0        0
SUIZA FOODS CORP              EQUITY   865077101     1532    41605 SH       DEFINED                12,21    41605        0        0
SUIZA FOODS CORP              EQUITY   865077101     1503    40837 SH       DEFINED          15,18,21,22     9322        0    31515
SUIZA FOODS CORP              EQUITY   865077101     6646   180534 SH       DEFINED             18,21,22   174732        0     5802
SUIZA FOODS CORP              EQUITY   865077101     1204    32700 SH       DEFINED                   25        0    32700        0
SUIZA FOODS CORP              EQUITY   865077101      508    13800 SH       DEFINED                21,31    13800        0        0
SUMMA INDS INC                EQUITY   86562T105      191    14716 SH       DEFINED             18,21,22      104        0    14612
SUMMIT BANCORP                EQUITY   866005101      174     5400 SH       DEFINED               -          5400        0        0
SUMMIT BANCORP                EQUITY   866005101     1191    37000 SH       DEFINED                  4,6     2350        0    34650
SUMMIT BANCORP                EQUITY   866005101      966    30000 SH       DEFINED                    6    30000        0        0
SUMMIT BANCORP                EQUITY   866005101      702    21802 SH       DEFINED                12,21    21802        0        0
SUMMIT BANCORP                EQUITY   866005101       74     2284 SH       DEFINED          15,18,21,22     1625        0      659
SUMMIT BANCORP                EQUITY   866005101       10      300 SH       DEFINED             16,18,21      300        0        0
SUMMIT BANCORP                EQUITY   866005101     5986   185963 SH       DEFINED             18,21,22    98276        0    87687
SUMMIT BANCORP                OPTION   866005101      511    15861 SH  CALL DEFINED             18,21,22    15861        0        0
SUMMIT BANCORP                OPTION   866005101      511    15861 SH  PUT  DEFINED             18,21,22    15861        0        0
SUMMIT BANCORP                EQUITY   866005101      161     5000 SH       DEFINED                   25        0     5000        0
SUMMIT BANCORP                EQUITY   866005101      320     9938 SH       DEFINED     3,13,14,26,29,30     9938        0        0
SUMMIT BANCORP                EQUITY   866005101      382    11877 SH       DEFINED                21,31    11877        0        0
SUMMIT PROPERTIES INC         EQUITY   866239106      350    17814 SH       DEFINED                12,21    17814        0        0
SUMMIT PROPERTIES INC         EQUITY   866239106       30     1523 SH       DEFINED          15,18,21,22        0        0     1523
SUMMIT PROPERTIES INC         EQUITY   866239106     2689   137016 SH       DEFINED             18,21,22    97375        0    39640
SUMMIT TECHNOLOGY INC         EQUITY   86627E101      886    50900 SH       DEFINED                12,21    50900        0        0
SUMMIT TECHNOLOGY INC         EQUITY   86627E101     2234   128350 SH       DEFINED             18,21,22   103760        0    24590
SUN CMNTYS INC                EQUITY   866674104        4      130 SH       DEFINED               -           130        0        0
SUN CMNTYS INC                EQUITY   866674104     1440    44226 SH       DEFINED                12,21    44226        0        0
SUN CMNTYS INC                EQUITY   866674104       68     2090 SH       DEFINED          15,18,21,22     1780        0      310
SUN CMNTYS INC                EQUITY   866674104     1886    57914 SH       DEFINED             18,21,22    33084        0    24830
SUN COMPANY INC CV S/D -REG   CORPBOND 866762AG2       30    30000 PRN      DEFINED             18,21,22    30000        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104     1648    17911 SH       DEFINED               -         17911        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104    47695   518424 SH       DEFINED                  4,6   129255   153837   235332
SUN MICROSYSTEMS INC          EQUITY   866810104     6054    65802 SH       DEFINED                5,6,7        0        0    65802
SUN MICROSYSTEMS INC          EQUITY   866810104     3468    37700 SH       DEFINED                  6,7        0        0    37700
SUN MICROSYSTEMS INC          EQUITY   866810104   161604  1756568 SH       DEFINED                12,21  1756568        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104    16650   180978 SH       DEFINED          15,18,21,22   100339        0    80639
SUN MICROSYSTEMS INC          EQUITY   866810104      589     6400 SH       DEFINED             16,18,21     6400        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104   441200  4795650 SH       DEFINED             18,21,22  2722593        0  2073057
SUN MICROSYSTEMS INC          OPTION   866810104      276     3000 SH  CALL DEFINED             18,21,22        0        0     3000
SUN MICROSYSTEMS INC          OPTION   866810104      258     2800 SH  PUT  DEFINED             18,21,22     1000        0     1800
SUN MICROSYSTEMS INC          EQUITY   866810104      276     3000 SH       DEFINED            4,6,23,24     3000        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104    12151   132072 SH       DEFINED                   25        0   132072        0
SUN MICROSYSTEMS INC          EQUITY   866810104     8179    88900 SH       DEFINED     3,13,14,26,29,30    88900        0        0
SUN MICROSYSTEMS INC          EQUITY   866810104     5197    56494 SH       DEFINED                21,31    56494        0        0
SUNBEAM CORP CV S/D-BK/ENTRY  CORPBOND 867071AA0     2042 12375000 PRN      DEFINED                12,21 12375000        0        0
SUNBEAM CORP CV S/D-BK/ENTRY  CORPBOND 867071AA0    19841 20250000 PRN      DEFINED             16,18,21 20250000        0        0
SUNBEAM CORP                  EQUITY   867071102      148    26930 SH       DEFINED                  4,6     3330     2000    21600
SUNBEAM CORP                  EQUITY   867071102      381    69200 SH       DEFINED                12,21    69200        0        0
SUNBEAM CORP                  EQUITY   867071102       19     3500 SH       DEFINED          15,18,21,22     1000        0     2500
SUNBEAM CORP                  EQUITY   867071102      259    47063 SH       DEFINED             18,21,22    21129        0    25934
SUNBEAM CORP                  OPTION   867071102        6     1000 SH  CALL DEFINED             18,21,22        0        0     1000
*** SUNCOR ENERGY INC         EQUITY   867229106     8008   206000 SH       DEFINED                12,21   206000        0        0
*** SUNCOR ENERGY INC         EQUITY   867229106      323     8310 SH       DEFINED          15,18,21,22     5070        0     3240
*** SUNCOR ENERGY INC         EQUITY   867229106      451    11600 SH       DEFINED             16,18,21    11600        0        0
*** SUNCOR ENERGY INC         EQUITY   867229106     7873   202519 SH       DEFINED             18,21,22   139249        0    63270
SUNGLASS HUT INTL INC         EQUITY   86736F106      478    46654 SH       DEFINED                12,21    46654        0        0
SUNGLASS HUT INTL INC         EQUITY   86736F106        3      330 SH       DEFINED          15,18,21,22      100        0      230
SUNGLASS HUT INTL INC         EQUITY   86736F106      305    29724 SH       DEFINED             18,21,22    11515        0    18209
SUNGLASS HUT INTL INC         EQUITY   86736F106      800    78000 SH       DEFINED                   25        0    78000        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103      849    36120 SH       DEFINED                  4,6        0    29620     6500
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     8836   375997 SH       DEFINED                12,21   375997        0        0
SUNGARD DATA SYSTEMS INC      EQUITY   867363103      332    14118 SH       DEFINED          15,18,21,22    10340        0     3778
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     9936   422790 SH       DEFINED             18,21,22   279078        0   143712
SUNGARD DATA SYSTEMS INC      EQUITY   867363103     1452    61800 SH       DEFINED                21,31    61800        0        0
SUNOCO INC                    EQUITY   86764P109       21      775 SH       DEFINED               -           775        0        0
SUNOCO INC                    EQUITY   86764P109       14      500 SH       DEFINED                  4,6      500        0        0
SUNOCO INC                    EQUITY   86764P109      266     9748 SH       DEFINED                12,21     9748        0        0
SUNOCO INC                    EQUITY   86764P109       17      611 SH       DEFINED          15,18,21,22        0        0      611
SUNOCO INC                    EQUITY   86764P109      137     5000 SH       DEFINED             16,18,21     5000        0        0
SUNOCO INC                    EQUITY   86764P109     2115    77441 SH       DEFINED             18,21,22    38880        0    38560
SUNOCO INC                    EQUITY   86764P109       68     2506 SH       DEFINED                   25        0     2506        0
SUNOCO INC                    EQUITY   86764P109      352    12900 SH       DEFINED     3,13,14,26,29,30    12900        0        0
SUNOCO INC                    EQUITY   86764P109      154     5642 SH       DEFINED                21,31     5642        0        0
SUNQUEST INFORMATION SYSTEMS  EQUITY   867654105     1279    81500 SH       DEFINED                12,21    81500        0        0
SUNQUEST INFORMATION SYSTEMS  EQUITY   867654105        3      170 SH       DEFINED             18,21,22       93        0       77
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106       26     1000 SH       DEFINED               -          1000        0        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     4277   167708 SH       DEFINED   2,3,11,13,14,29,30        0   167708        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     6584   258200 SH       DEFINED                12,21   258200        0        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106      585    22958 SH       DEFINED             18,21,22    19658        0     3300
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106      303    11900 SH       DEFINED                   25        0    11900        0
SUNRISE ASSISTED LIVING INC   EQUITY   86768K106     2483    97390 SH       DEFINED                21,31    97390        0        0
SUNRISE TECHNOLOGIES INC      EQUITY   86769L103      233    49800 SH       DEFINED                12,21    49800        0        0
SUNRISE TECHNOLOGIES INC      EQUITY   86769L103      217    46217 SH       DEFINED             18,21,22    33717        0    12500
SUNRISE TECHNOLOGIES INC      OPTION   86769L103        9     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
SUNTERRA CORP                 EQUITY   86787D109      435    37250 SH       DEFINED                12,21    37250        0        0
SUNTERRA CORP                 EQUITY   86787D109        1      100 SH       DEFINED          15,18,21,22        0        0      100
SUNTERRA CORP                 EQUITY   86787D109      249    21307 SH       DEFINED             18,21,22    11886        0     9421
SUNRISE MEDICAL INC           EQUITY   867910101      104    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        7     1125 SH       DEFINED             18,21,22        0        0     1125
SUNTRUST BANKS INC            EQUITY   867914103      572     8549 SH       DEFINED               -          8549        0        0
SUNTRUST BANKS INC            EQUITY   867914103    14447   216036 SH       DEFINED                12,21   216036        0        0
SUNTRUST BANKS INC            EQUITY   867914103    11612   173635 SH       DEFINED          15,18,21,22    56467        0   117167
SUNTRUST BANKS INC            EQUITY   867914103       67     1000 SH       DEFINED             16,18,21     1000        0        0
SUNTRUST BANKS INC            EQUITY   867914103    52255   781389 SH       DEFINED             18,21,22   311877        0   469511
SUNTRUST BANKS INC            EQUITY   867914103      618     9235 SH       DEFINED                   25        0     9235        0
SUNTRUST BANKS INC            EQUITY   867914103      562     8411 SH       DEFINED     3,13,14,26,29,30     8411        0        0
SUNTRUST BANKS INC            EQUITY   867914103     1486    22215 SH       DEFINED                21,31    22215        0        0
SUPERCONDUCTOR TECH INC       EQUITY   867931107       63    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      275    30955 SH       DEFINED                12,21    30955        0        0
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103       63     7130 SH       DEFINED          15,18,21,22     5860        0     1270
SUNSTONE HOTEL INVESTORS INC  EQUITY   867933103     1604   180711 SH       DEFINED             18,21,22   141728        0    38983
SUNSOURCE INC                 EQUITY   867948101      112    20791 SH       DEFINED             18,21,22     7602        0    13189
SUPERGEN INC                  EQUITY   868059106      392    17400 SH       DEFINED                12,21    17400        0        0
SUPERGEN INC                  EQUITY   868059106     2388   106118 SH       DEFINED             18,21,22    41705        0    64413
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101        8      635 SH       DEFINED               -           635        0        0
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101       96     7900 SH       DEFINED                12,21     7900        0        0
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101       49     4010 SH       DEFINED          15,18,21,22     2660        0     1350
SUPERIOR CONSULTANT HLDGS     EQUITY   868146101      825    67673 SH       DEFINED             18,21,22    45171        0    22502
SUPERIOR CONSULTANT HLDGS     OPTION   868146101      371    30479 SH  CALL DEFINED             18,21,22    30479        0        0
SUPERIOR CONSULTANT HLDGS     OPTION   868146101      371    30479 SH  PUT  DEFINED             18,21,22    30479        0        0
SUPERIOR ENERGY SERVICES INC  EQUITY   868157108      140    21505 SH       DEFINED             18,21,22     1950        0    19555
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105     2570    89200 SH       DEFINED                  4,6        0    89200        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105     1481    51395 SH       DEFINED                12,21    51395        0        0
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105      288     9996 SH       DEFINED             18,21,22     4805        0     5191
SUPERIOR INDUSTRIES INTL INC  EQUITY   868168105     1026    35600 SH       DEFINED                21,31    35600        0        0
SUPERIOR NAT'L INSURANCE GROU EQUITY   868224106      186    13500 SH       DEFINED                12,21    13500        0        0
SUPERIOR NAT'L INSURANCE GROU EQUITY   868224106      343    24832 SH       DEFINED             18,21,22      132        0    24700
SUPERIOR TELECOM INC          EQUITY   868365107      697    51879 SH       DEFINED                12,21    51879        0        0
SUPERIOR TELECOM INC          EQUITY   868365107       85     6347 SH       DEFINED             18,21,22     6347        0        0
SUPERIOR TELECOM INC          EQUITY   868365107      546    40600 SH       DEFINED                21,31    40600        0        0
SUPERVALU INC                 EQUITY   868536103    10878   490286 SH       DEFINED                12,21   490286        0        0
SUPERVALU INC                 EQUITY   868536103       39     1779 SH       DEFINED          15,18,21,22      805        0      974
SUPERVALU INC                 EQUITY   868536103      211     9500 SH       DEFINED                18,21     9500        0        0
SUPERVALU INC                 EQUITY   868536103      673    30337 SH       DEFINED             18,21,22    22237        0     8100
SUPERVALU INC                 EQUITY   868536103      489    22048 SH       DEFINED                   25        0    22048        0
SUPERVALU INC                 EQUITY   868536103     1401    63148 SH       DEFINED                21,31    63148        0        0
SUPREMA SPECIALTIES INC       EQUITY   86859F107      208    26014 SH       DEFINED             18,21,22    22037        0     3977
SUSQUEHANNA BANCSHARES INC-PA EQUITY   869099101     3055   187250 SH       DEFINED                12,21   187250        0        0
SUSQUEHANNA BANCSHARES INC-PA EQUITY   869099101      123     7554 SH       DEFINED             18,21,22     4354        0     3200
SUSSEX BANCORP                EQUITY   869245100      163    15801 SH       DEFINED             18,21,22        1        0    15800
SWIFT ENERGY CO CONV SUB NOTE CORPBOND 870738AB7        8    10000 PRN      DEFINED               -         10000        0        0
SWIFT ENERGY CO CONV SUB NOTE CORPBOND 870738AB7      115   138000 PRN      DEFINED             18,21,22    63000        0    75000
SWIFT ENERGY CO               EQUITY   870738101      196    14740 SH       DEFINED                12,21    14740        0        0
SWIFT ENERGY CO               EQUITY   870738101      142    10691 SH       DEFINED             18,21,22     5903        0     4788
SWIFT ENERGY CO               EQUITY   870738101      181    13600 SH       DEFINED                   25        0    13600        0
SWIFT TRANSN INC              EQUITY   870756103       35     1777 SH       DEFINED               -          1777        0        0
SWIFT TRANSN INC              EQUITY   870756103     1168    59700 SH       DEFINED                12,21    59700        0        0
SWIFT TRANSN INC              EQUITY   870756103      287    14682 SH       DEFINED          15,18,21,22     7452        0     7230
SWIFT TRANSN INC              EQUITY   870756103     7034   359543 SH       DEFINED             18,21,22   240926        0   118617
SWIFT TRANSN INC              EQUITY   870756103      496    25350 SH       DEFINED                   25        0    25350        0
SWISS HELVETIA FD INC         EQUITY   870875101      266    18828 SH       DEFINED                  4,6    18828        0        0
SWISS HELVETIA FD INC         EQUITY   870875101     1039    73554 SH       DEFINED             18,21,22     8362        0    65192
SYBRON CHEM INC               EQUITY   870903101    30881  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       27      860 SH       DEFINED               -           860        0        0
*** SWISSCOM AG SPONS ADR     EQUITY   871013108      461    14643 SH       DEFINED          15,18,21,22    10842        0     3801
*** SWISSCOM AG SPONS ADR     EQUITY   871013108      482    15300 SH       DEFINED       17,18,19,20,21    15300        0        0
*** SWISSCOM AG SPONS ADR     EQUITY   871013108    23779   754881 SH       DEFINED             18,21,22   601103        0   153778
SYBASE INC                    EQUITY   871130100     5118   445046 SH       DEFINED                12,21   445046        0        0
SYBASE INC                    EQUITY   871130100     1014    88160 SH       DEFINED             18,21,22    23737        0    64423
SYBASE INC                    EQUITY   871130100      604    52500 SH       DEFINED                   25        0    52500        0
SYBASE INC                    EQUITY   871130100     3773   328121 SH       DEFINED                21,31   328121        0        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     2634    99415 SH       DEFINED                12,21    99415        0        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106      199     7510 SH       DEFINED          15,18,21,22     3540        0     3970
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     4892   184591 SH       DEFINED             18,21,22   129831        0    54760
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106      342    12900 SH       DEFINED                   25        0    12900        0
SYBRON INTERNATIONAL CORP-    EQUITY   87114F106     1219    46000 SH       DEFINED                21,31    46000        0        0
SYKES ENTERPRISES INC         EQUITY   871237103     1783    72600 SH       DEFINED                12,21    72600        0        0
SYKES ENTERPRISES INC         EQUITY   871237103     1042    42422 SH       DEFINED             18,21,22    41922        0      500
SYKES ENTERPRISES INC         EQUITY   871237103     1196    48700 SH       DEFINED                21,31    48700        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101       19     1027 SH       DEFINED               -          1027        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101      704    38005 SH       DEFINED                12,21    38005        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101      200    10807 SH       DEFINED          15,18,21,22     5311        0     5496
SYLVAN LEARNING SYS INC       EQUITY   871399101     8265   446023 SH       DEFINED             18,21,22   340277        0   105746
SYLVAN LEARNING SYS INC       OPTION   871399101     5982   322785 SH  CALL DEFINED             18,21,22   322785        0        0
SYLVAN LEARNING SYS INC       OPTION   871399101     5982   322785 SH  PUT  DEFINED             18,21,22   322785        0        0
SYLVAN LEARNING SYS INC       EQUITY   871399101      361    19500 SH       DEFINED     3,13,14,26,29,30    19500        0        0
SYMANTEC CORP                 EQUITY   871503108       11      305 SH       DEFINED               -           305        0        0
SYMANTEC CORP                 EQUITY   871503108     2253    63286 SH       DEFINED                12,21    63286        0        0
SYMANTEC CORP                 EQUITY   871503108      299     8397 SH       DEFINED          15,18,21,22     4173        0     4224
SYMANTEC CORP                 EQUITY   871503108    14645   411444 SH       DEFINED             18,21,22   308366        0   103078
SYMBOL TECHNOLOGIES INC       EQUITY   871508107    10882   327268 SH       DEFINED                  4,6     2248        0   325020
SYMBOL TECHNOLOGIES INC       EQUITY   871508107     2629    79075 SH       DEFINED                12,21    79075        0        0
SYMBOL TECHNOLOGIES INC       EQUITY   871508107      362    10873 SH       DEFINED          15,18,21,22     7670        0     3203
SYMBOL TECHNOLOGIES INC       EQUITY   871508107     9947   299166 SH       DEFINED             18,21,22   164276        0   134889
SYMBOL TECHNOLOGIES INC       EQUITY   871508107     1857    55840 SH       DEFINED                21,31    55840        0        0
SYMS CORP                     EQUITY   871551107     1600   213300 SH       DEFINED                  4,6        0   213300        0
SYMS CORP                     EQUITY   871551107       38     5000 SH       DEFINED             18,21,22     5000        0        0
SYNCOR INTERNATIONAL CORP-DEL EQUITY   87157J106     1043    28000 SH       DEFINED                12,21    28000        0        0
SYNCOR INTERNATIONAL CORP-DEL EQUITY   87157J106     4070   109250 SH       DEFINED             18,21,22   106465        0     2785
SYNCOR INTERNATIONAL CORP-DEL EQUITY   87157J106      324     8700 SH       DEFINED                   25        0     8700        0
SYNOPSYS INC                  EQUITY   871607107       28      500 SH       DEFINED               -           500        0        0
SYNOPSYS INC                  EQUITY   871607107      501     8875 SH       DEFINED                  4,6     7400        0     1475
SYNOPSYS INC                  EQUITY   871607107     4846    85919 SH       DEFINED                12,21    85919        0        0
SYNOPSYS INC                  EQUITY   871607107      519     9195 SH       DEFINED          15,18,21,22     6650        0     2545
SYNOPSYS INC                  EQUITY   871607107    12239   216976 SH       DEFINED             18,21,22   147138        0    69838
SYNOPSYS INC                  EQUITY   871607107       23      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
SYNOPSYS INC                  EQUITY   871607107      429     7600 SH       DEFINED                21,31     7600        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     1087    57199 SH       DEFINED                12,21    57199        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     4550   239472 SH       DEFINED          15,18,21,22    61557        0   177914
SYNOVUS FINANCIAL CORP        OPTION   87161C105        6      300 SH  CALL DEFINED          15,18,21,22        0        0      300
SYNOVUS FINANCIAL CORP        EQUITY   87161C105     4935   259718 SH       DEFINED             16,18,21   259718        0        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105      938    49356 SH       DEFINED             18,21,22    34499        0    14856
SYNOVUS FINANCIAL CORP        EQUITY   87161C105      145     7650 SH       DEFINED                   25        0     7650        0
SYNOVUS FINANCIAL CORP        EQUITY   87161C105      318    16746 SH       DEFINED                21,31    16746        0        0
SYNTELLECT INC                EQUITY   87161L105       22    10000 SH       DEFINED             18,21,22        0        0    10000
SYNTEL INC                    EQUITY   87162H103       53     5800 SH       DEFINED                12,21     5800        0        0
SYNTEL INC                    EQUITY   87162H103      160    17400 SH       DEFINED             18,21,22      300        0    17100
SYNTROLEUM CORP               EQUITY   871630109      246    31200 SH       DEFINED                12,21    31200        0        0
SYNTROLEUM CORP               EQUITY   871630109        5      600 SH       DEFINED          15,18,21,22        0        0      600
SYNTROLEUM CORP               EQUITY   871630109       24     3055 SH       DEFINED             18,21,22     2655        0      400
SYSCO CORP                    EQUITY   871829107    13417   391030 SH       DEFINED               -        391030        0        0
SYSCO CORP                    EQUITY   871829107      501    14600 SH       DEFINED                  4,6     7000        0     7600
SYSCO CORP                    EQUITY   871829107    14022   408663 SH       DEFINED                12,21   408663        0        0
SYSCO CORP                    EQUITY   871829107     5728   166939 SH       DEFINED          15,18,21,22    94131        0    72808
SYSCO CORP                    EQUITY   871829107   120170  3502176 SH       DEFINED             18,21,22  1939085        0  1563091
SYSCO CORP                    EQUITY   871829107      709    20656 SH       DEFINED                   25        0    20656        0
SYSCO CORP                    EQUITY   871829107     1374    40044 SH       DEFINED     3,13,14,26,29,30    40044        0        0
SYSCO CORP                    EQUITY   871829107      867    25270 SH       DEFINED                21,31    25270        0        0
SYSTEM SOFTWARE ASSOC SUB NTS CORPBOND 871839AA4       61   155000 PRN      DEFINED             18,21,22        0        0   155000
SYSTEMAX INC                  EQUITY   871851101       14     1500 SH       DEFINED                  4,6     1500        0        0
SYSTEMAX INC                  EQUITY   871851101      261    29000 SH       DEFINED                12,21    29000        0        0
SYSTEMAX INC                  EQUITY   871851101       42     4711 SH       DEFINED             18,21,22      708        0     4003
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1       51    70000 PRN      DEFINED               -         70000        0        0
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1       32    44000 PRN      DEFINED          15,18,21,22     5000        0    39000
SYSTEMS & COMPUTER TECH SUB   CORPBOND 871873AB1      603   835000 PRN      DEFINED             18,21,22   506000        0   329000
SYSTEMS & COMPUTER TECHNOLOGY EQUITY   871873105      356    35600 SH       DEFINED                12,21    35600        0        0
SYSTEMS & COMPUTER TECHNOLOGY EQUITY   871873105      347    34685 SH       DEFINED             18,21,22     2085        0    32600
SYNTHETIC INDUSTRIES INC      EQUITY   871914107      194     6900 SH       DEFINED                12,21     6900        0        0
SYNTHETIC INDUSTRIES INC      EQUITY   871914107      121     4300 SH       DEFINED                   25        0     4300        0
T & W FINL CORP               EQUITY   87215N107       59    12000 SH       DEFINED             18,21,22     6500        0     5500
TBC CORP                      EQUITY   872180104      141    21283 SH       DEFINED             18,21,22     4983        0    16300
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      517    18325 SH       DEFINED                12,21    18325        0        0
TCF FINANCIAL CORP            EQUITY   872275102        2       55 SH       DEFINED          15,18,21,22       55        0        0
TCF FINANCIAL CORP            EQUITY   872275102      566    20090 SH       DEFINED             18,21,22    13985        0     6105
TCF FINANCIAL CORP            EQUITY   872275102     1772    62854 SH       DEFINED                21,31    62854        0        0
TC PIPELINES LP UNITS         EQUITY   87233Q108      642    35943 SH       DEFINED             18,21,22     1883        0    34060
TCSI CORP                     EQUITY   87233R106       34    22800 SH       DEFINED             18,21,22        0        0    22800
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408      270     2269 SH       DEFINED          15,18,21,22      973        0     1296
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408     4711    39564 SH       DEFINED             18,21,22    29823        0     9741
*** TDK CORP AMER DEPOSIT SHS EQUITY   872351408      519     4360 SH       DEFINED                   25        0     4360        0
TECO ENERGY INC               EQUITY   872375100       99     4600 SH       DEFINED               -          4600        0        0
TECO ENERGY INC               EQUITY   872375100       79     3660 SH       DEFINED                  4,6     2360        0     1300
TECO ENERGY INC               EQUITY   872375100      331    15308 SH       DEFINED                12,21    15308        0        0
TECO ENERGY INC               EQUITY   872375100        4      200 SH       DEFINED          15,18,21,22        0        0      200
TECO ENERGY INC               EQUITY   872375100     4978   230206 SH       DEFINED             18,21,22    64386        0   165820
TECO ENERGY INC               EQUITY   872375100      683    31600 SH       DEFINED                21,31    31600        0        0
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102      167     7400 SH       DEFINED               -          7400        0        0
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102        4      178 SH       DEFINED          15,18,21,22        0        0      178
TEPPCO PARTNERS L P UNIT LTD  EQUITY   872384102     3671   162719 SH       DEFINED             18,21,22    61034        0   101684
THQ INC NEW (DE)              EQUITY   872443403      544    12700 SH       DEFINED                12,21    12700        0        0
THQ INC NEW (DE)              EQUITY   872443403       27      635 SH       DEFINED          15,18,21,22      495        0      140
THQ INC NEW (DE)              EQUITY   872443403      776    18133 SH       DEFINED             18,21,22    12920        0     5213
TJ INTERNATIONAL INC          EQUITY   872534102      267    10081 SH       DEFINED                12,21    10081        0        0
TJ INTERNATIONAL INC          EQUITY   872534102       21      809 SH       DEFINED             18,21,22      309        0      500
TJX COMPANIES INC  NEW        EQUITY   872540109      119     4260 SH       DEFINED               -          4260        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109    61751  2210294 SH       DEFINED                12,21  2210294        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109     1409    50420 SH       DEFINED          15,18,21,22    38856        0    11564
TJX COMPANIES INC  NEW        EQUITY   872540109    29599  1059449 SH       DEFINED             18,21,22   728978        0   330470
TJX COMPANIES INC  NEW        EQUITY   872540109      328    11724 SH       DEFINED                   25        0    11724        0
TJX COMPANIES INC  NEW        EQUITY   872540109      463    16565 SH       DEFINED     3,13,14,26,29,30    16565        0        0
TJX COMPANIES INC  NEW        EQUITY   872540109      676    24190 SH       DEFINED                21,31    24190        0        0
TNP ENTERPRISES INC           EQUITY   872594106      394     9966 SH       DEFINED                12,21     9966        0        0
TNP ENTERPRISES INC           EQUITY   872594106      531    13431 SH       DEFINED             18,21,22     7603        0     5828
TRC COMPANIES INC             EQUITY   872625108      531    82500 SH       DEFINED                12,21    82500        0        0
TRC COMPANIES INC             EQUITY   872625108       26     4100 SH       DEFINED             16,18,21     4100        0        0
TRC COMPANIES INC             EQUITY   872625108        6     1000 SH       DEFINED             18,21,22     1000        0        0
TRW INC                       EQUITY   872649108     6318   130595 SH       DEFINED                12,21   130595        0        0
TRW INC                       EQUITY   872649108     1312    27117 SH       DEFINED             18,21,22    15930        0    11186
TRW INC                       EQUITY   872649108      168     3478 SH       DEFINED                   25        0     3478        0
TRW INC                       EQUITY   872649108      329     6800 SH       DEFINED     3,13,14,26,29,30     6800        0        0
TRW INC                       EQUITY   872649108      452     9353 SH       DEFINED                21,31     9353        0        0
TSI INC MINN                  EQUITY   872876107      583    46670 SH       DEFINED             18,21,22     7461        0    39209
TSI INTL SOFTWARE LTD         EQUITY   872879101     2275    87100 SH       DEFINED                12,21    87100        0        0
TSI INTL SOFTWARE LTD         EQUITY   872879101        7      258 SH       DEFINED          15,18,21,22      223        0       35
TSI INTL SOFTWARE LTD         EQUITY   872879101     1717    65734 SH       DEFINED             18,21,22    52134        0    13600
TSI INTL SOFTWARE LTD         EQUITY   872879101      144     5500 SH       DEFINED                   25        0     5500        0
TSI INTL SOFTWARE LTD         EQUITY   872879101     2613   100000 SH       DEFINED        3,13,27,28,30   100000        0        0
*** TLC THE LASER CTR INC     EQUITY   872934104        1       55 SH       DEFINED                  4,6        0        0       55
*** TLC THE LASER CTR INC     EQUITY   872934104      147     6050 SH       DEFINED                  6,7     5800        0      250
*** TLC THE LASER CTR INC     EQUITY   872934104     1314    54200 SH       DEFINED                12,21    54200        0        0
*** TLC THE LASER CTR INC     EQUITY   872934104        6      230 SH       DEFINED          15,18,21,22      170        0       60
*** TLC THE LASER CTR INC     EQUITY   872934104      425    17516 SH       DEFINED             18,21,22    12776        0     4740
*** TLC THE LASER CTR INC     OPTION   872934104      606    25000 SH  CALL DEFINED             18,21,22    25000        0        0
*** TLC THE LASER CTR INC     OPTION   872934104      606    25000 SH  PUT  DEFINED             18,21,22    25000        0        0
*** TLC THE LASER CTR INC     EQUITY   872934104      102     4200 SH       DEFINED                   25        0     4200        0
TMP WORLDWIDE INC             EQUITY   872941109       90     1500 SH       DEFINED               -          1500        0        0
TMP WORLDWIDE INC             EQUITY   872941109      923    15400 SH       DEFINED                  4,6     2600        0    12800
TMP WORLDWIDE INC             EQUITY   872941109     1003    16738 SH       DEFINED                12,21    16738        0        0
TMP WORLDWIDE INC             EQUITY   872941109      187     3125 SH       DEFINED          15,18,21,22     1542        0     1583
TMP WORLDWIDE INC             EQUITY   872941109    10106   168601 SH       DEFINED             18,21,22    77610        0    90991
TV GUIDE INC CL A             EQUITY   87307Q109      351     8449 SH       DEFINED                12,21     8449        0        0
TV GUIDE INC CL A             OPTION   87307Q109       58     1400 SH  CALL DEFINED             18,21,22        0        0     1400
TV GUIDE INC CL A             EQUITY   87307Q109     1122    27016 SH       DEFINED             18,21,22    24876        0     2140
TV GUIDE INC CL A             EQUITY   87307Q109       12      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
*** TVX GOLD INC              EQUITY   87308K101      376   250600 SH       DEFINED   2,3,11,13,14,29,30        0   250600        0
*** TVX GOLD INC              EQUITY   87308K101        2     1200 SH       DEFINED             18,21,22      200        0     1000
TACO CABANA INC CL A          EQUITY   873425102     5319   559843 SH       DEFINED             18,21,22     2514        0   557329
TADEO HOLDINGS INC            EQUITY   873589105      323   126000 SH       DEFINED             18,21,22   126000        0        0
*** TAG HEUER INTL SA         EQUITY   873773105      143    10000 SH       DEFINED               -         10000        0        0
*** TAG HEUER INTL SA         EQUITY   873773105      502    35095 SH       DEFINED             18,21,22    12650        0    22445
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100     1528    50000 SH       DEFINED                  6,7        0        0    50000
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100       68     2214 SH       DEFINED                12,21     2214        0        0
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100      284     9293 SH       DEFINED          15,18,21,22      239        0     9054
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100     1260    41210 SH       DEFINED             16,18,21    41210        0        0
*** TAIWAN SEMICONDUCTOR MFG  OPTION   874039100       31     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
*** TAIWAN SEMICONDUCTOR MFG  EQUITY   874039100     5260   172106 SH       DEFINED             18,21,22   148652        0    23454
TALBOTS INC                   EQUITY   874161102      876    19746 SH       DEFINED                12,21    19746        0        0
TALBOTS INC                   EQUITY   874161102      215     4855 SH       DEFINED          15,18,21,22     3200        0     1655
TALBOTS INC                   EQUITY   874161102     3976    89609 SH       DEFINED             18,21,22    64327        0    25281
TALBOTS INC                   EQUITY   874161102       18      410 SH       DEFINED     3,13,14,26,29,30      410        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103      124     4115 SH       DEFINED                  4,6     4115        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103     4449   148000 SH       DEFINED                12,21   148000        0        0
*** TALISMAN ENERGY INC       EQUITY   87425E103        4      140 SH       DEFINED          15,18,21,22        0        0      140
*** TALISMAN ENERGY INC       EQUITY   87425E103      213     7086 SH       DEFINED             18,21,22     1601        0     5485
TALK.COM INC                  EQUITY   874264104     2612   207875 SH       DEFINED                12,21   207875        0        0
TALK.COM INC                  EQUITY   874264104        8      600 SH       DEFINED          15,18,21,22        0        0      600
TALK.COM INC                  EQUITY   874264104     3167   252129 SH       DEFINED             18,21,22   212892        0    39237
TALK.COM INC                  EQUITY   874264104      102     8100 SH       DEFINED     3,13,14,26,29,30     8100        0        0
TALK.COM INC                  EQUITY   874264104      657    52300 SH       DEFINED                21,31    52300        0        0
TANDY CORP DE                 EQUITY   875382103       39      750 SH       DEFINED                  4,6        0        0      750
TANDY CORP DE                 EQUITY   875382103      572    11100 SH       DEFINED                  6,7    11100        0        0
TANDY CORP DE                 EQUITY   875382103    19440   377471 SH       DEFINED                12,21   377471        0        0
TANDY CORP DE                 EQUITY   875382103      225     4370 SH       DEFINED          15,18,21,22     4370        0        0
TANDY CORP DE                 EQUITY   875382103     8456   164194 SH       DEFINED             18,21,22    55963        0   108230
TANDY CORP DE                 EQUITY   875382103      371     7204 SH       DEFINED                   25        0     7204        0
TANDY CORP DE                 EQUITY   875382103      706    13703 SH       DEFINED                21,31    13703        0        0
TANDYCRAFTS INC               EQUITY   875386104      100    32000 SH       DEFINED             18,21,22        0        0    32000
TANGER FACTORY OUTLET CTRS IN EQUITY   875465106      108     4744 SH       DEFINED                12,21     4744        0        0
TANGER FACTORY OUTLET CTRS IN EQUITY   875465106      356    15629 SH       DEFINED             18,21,22     3207        0    12422
TANGER FACTORY OUTLET CTRS IN EQUITY   875465205      615    30000 SH       DEFINED                12,21    30000        0        0
TANGER FACTORY OUTLET CTRS IN EQUITY   875465205      615    30000 SH       DEFINED             16,18,21    30000        0        0
TANNING TECHNOLOGY CORP       EQUITY   87588P101     1150    50000 SH       DEFINED                12,21    50000        0        0
TANNING TECHNOLOGY CORP       EQUITY   87588P101       74     3200 SH       DEFINED             18,21,22      100        0     3100
TARRANT APPAREL GROUP         EQUITY   876289109      190    15800 SH       DEFINED                12,21    15800        0        0
TARRANT APPAREL GROUP         EQUITY   876289109       41     3411 SH       DEFINED             18,21,22     2400        0     1011
TASTY BAKING CO               EQUITY   876553306     1654   123700 SH       DEFINED   2,3,11,13,14,29,30        0   123700        0
TASTY BAKING CO               EQUITY   876553306       17     1259 SH       DEFINED             18,21,22        7        0     1251
TAUBMAN CENTERS INC           EQUITY   876664103      342    29900 SH       DEFINED                12,21    29900        0        0
TAUBMAN CENTERS INC           EQUITY   876664103      749    65522 SH       DEFINED             18,21,22    50222        0    15300
TEAMSTAFF INC                 EQUITY   87815U105       24    21500 SH       DEFINED             18,21,22        0        0    21500
TEARDROP GOLF CO.             EQUITY   878190107       74    39700 SH       DEFINED             18,21,22    24700        0    15000
TECH DATA CORP                EQUITY   878237106      218     8983 SH       DEFINED                12,21     8983        0        0
TECH DATA CORP                EQUITY   878237106      593    24390 SH       DEFINED          15,18,21,22     9569        0    14821
TECH DATA CORP                EQUITY   878237106      260    10700 SH       DEFINED                18,21    10700        0        0
TECH DATA CORP                EQUITY   878237106     6220   255821 SH       DEFINED             18,21,22   201899        0    53922
TECH DATA CORP                EQUITY   878237106      219     8996 SH       DEFINED                21,31     8996        0        0
TECH-SYM CORP                 EQUITY   878308105     3208   159900 SH       DEFINED                12,21   159900        0        0
TECH-SYM CORP                 EQUITY   878308105      484    24123 SH       DEFINED             18,21,22    14435        0     9688
TECHE HOLDING CO              EQUITY   878330109      614    41305 SH       DEFINED             18,21,22    14805        0    26500
TECHNE CORP                   EQUITY   878377100     2607    82100 SH       DEFINED                12,21    82100        0        0
TECHNE CORP                   EQUITY   878377100      193     6075 SH       DEFINED          15,18,21,22     5700        0      375
TECHNE CORP                   EQUITY   878377100     3954   124520 SH       DEFINED             18,21,22    89381        0    35139
TECHNICLONE CORP              EQUITY   878517309       22    30910 SH       DEFINED             18,21,22     1510        0    29400
TECHNITROL INC                EQUITY   878555101      456    12900 SH       DEFINED                12,21    12900        0        0
TECHNITROL INC                EQUITY   878555101        5      155 SH       DEFINED          15,18,21,22      155        0        0
TECHNITROL INC                EQUITY   878555101      311     8800 SH       DEFINED             16,18,21     8800        0        0
TECHNITROL INC                EQUITY   878555101      432    12230 SH       DEFINED             18,21,22     9990        0     2240
TECHNITROL INC                EQUITY   878555101      304     8600 SH       DEFINED                   25        0     8600        0
TECHNOLOGY SOLUTIONS CO       EQUITY   87872T108     1117    78420 SH       DEFINED                12,21    78420        0        0
TECHNOLOGY SOLUTIONS CO       EQUITY   87872T108      183    12815 SH       DEFINED          15,18,21,22     9382        0     3433
TECHNOLOGY SOLUTIONS CO       EQUITY   87872T108     3843   269669 SH       DEFINED             18,21,22   205874        0    63795
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101     2115    47000 SH       DEFINED                12,21    47000        0        0
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101     1085    24100 SH       DEFINED             16,18,21    24100        0        0
TECUMSEH PRODUCTS CO  CLASS B EQUITY   878895101       34      752 SH       DEFINED             18,21,22        1        0      751
TECUMSEH PRODS CO CL A        EQUITY   878895200     5281   107768 SH       DEFINED                12,21   107768        0        0
TECUMSEH PRODS CO CL A        EQUITY   878895200      235     4800 SH       DEFINED             16,18,21     4800        0        0
TECUMSEH PRODS CO CL A        EQUITY   878895200      298     6079 SH       DEFINED             18,21,22      416        0     5663
TECUMSEH PRODS CO CL A        EQUITY   878895200      284     5800 SH       DEFINED                   25        0     5800        0
TECUMSEH PRODS CO CL A        EQUITY   878895200      505    10300 SH       DEFINED                21,31    10300        0        0
TEJON RANCH CO                EQUITY   879080109      212     7200 SH       DEFINED                12,21     7200        0        0
TEJON RANCH CO                EQUITY   879080109       54     1854 SH       DEFINED             18,21,22     1049        0      805
TEKELEC CO                    EQUITY   879101103      391    29400 SH       DEFINED                12,21    29400        0        0
TEKELEC CO                    EQUITY   879101103       60     4487 SH       DEFINED          15,18,21,22     3517        0      970
TEKELEC CO                    EQUITY   879101103     2048   153816 SH       DEFINED             18,21,22   112503        0    41313
TEKELEC CO                    EQUITY   879101103       32     2400 SH       DEFINED     3,13,14,26,29,30     2400        0        0
TEKTRONIX INC                 EQUITY   879131100     3417   102200 SH       DEFINED   2,3,11,13,14,29,30        0   102200        0
TEKTRONIX INC                 EQUITY   879131100     1389    41528 SH       DEFINED                12,21    41528        0        0
TEKTRONIX INC                 EQUITY   879131100      421    12596 SH       DEFINED          15,18,21,22    11056        0     1540
TEKTRONIX INC                 EQUITY   879131100      278     8320 SH       DEFINED             16,18,21     8320        0        0
TEKTRONIX INC                 EQUITY   879131100     4480   133967 SH       DEFINED             18,21,22    95457        0    38510
TEKTRONIX INC                 EQUITY   879131100       45     1331 SH       DEFINED                   25        0     1331        0
TEKTRONIX INC                 EQUITY   879131100      301     9000 SH       DEFINED     3,13,14,26,29,30     9000        0        0
TEKTRONIX INC                 EQUITY   879131100      126     3762 SH       DEFINED                21,31     3762        0        0
TELCOM SEMICONDUCTOR INC      EQUITY   87921P107      741    57000 SH       DEFINED                12,21    57000        0        0
TELCOM SEMICONDUCTOR INC      EQUITY   87921P107       52     4000 SH       DEFINED             18,21,22        0        0     4000
TELCOM SEMICONDUCTOR INC      EQUITY   87921P107       44     3400 SH       DEFINED                   25        0     3400        0
*** TELE CENTRO SUL PARTICPAC EQUITY   879239101      257     4800 SH       DEFINED                12,21     4800        0        0
*** TELE CENTRO SUL PARTICPAC EQUITY   879239101       49      910 SH       DEFINED             18,21,22      120        0      790
*** TELE DANMARK A/S SPON ADR EQUITY   879242105       24      800 SH       DEFINED               -           800        0        0
*** TELE DANMARK A/S SPON ADR EQUITY   879242105    22172   750000 SH       DEFINED                12,21   750000        0        0
*** TELE DANMARK A/S SPON ADR EQUITY   879242105      153     5191 SH       DEFINED          15,18,21,22     1615        0     3576
*** TELE DANMARK A/S SPON ADR EQUITY   879242105     1499    50700 SH       DEFINED       17,18,19,20,21    50700        0        0
*** TELE DANMARK A/S SPON ADR EQUITY   879242105     2487    84131 SH       DEFINED             18,21,22    48265        0    35866
*** TELE DANMARK A/S SPON ADR EQUITY   879242105      343    11587 SH       DEFINED                   25        0    11587        0
*** TELE NORTE LESTE          EQUITY   879246106      434    28600 SH       DEFINED                12,21    28600        0        0
*** TELE NORTE LESTE          EQUITY   879246106      781    51400 SH       DEFINED             16,18,21    51400        0        0
*** TELE NORTE LESTE          EQUITY   879246106       51     3346 SH       DEFINED             18,21,22      546        0     2800
TELEBANC FINANCIAL CORP       EQUITY   87925R109     2092    94532 SH       DEFINED                  4,6    37970    37017    19545
TELEBANC FINANCIAL CORP       EQUITY   87925R109       14      645 SH       DEFINED                  6,7        0        0      645
TELEBANC FINANCIAL CORP       EQUITY   87925R109      794    35900 SH       DEFINED                12,21    35900        0        0
TELEBANC FINANCIAL CORP       EQUITY   87925R109      184     8294 SH       DEFINED          15,18,21,22     6032        0     2262
TELEBANC FINANCIAL CORP       EQUITY   87925R109     3434   155207 SH       DEFINED             18,21,22   128946        0    26261
TELEBANC FINANCIAL CORP       OPTION   87925R109       55     2500 SH  CALL DEFINED             18,21,22        0        0     2500
*** TELE SUDESTE CELULAR      EQUITY   879252104        7      350 SH       DEFINED          15,18,21,22      315        0       35
*** TELE SUDESTE CELULAR      EQUITY   879252104       24     1112 SH       DEFINED             18,21,22      459        0      653
*** TELE SUDESTE CELULAR      EQUITY   879252104      368    17348 SH       DEFINED                   25        0    17348        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106       39      440 SH       DEFINED               -           440        0        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      299     3350 SH       DEFINED                  4,6        0        0     3350
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106     1151    12901 SH       DEFINED          15,18,21,22     8563        0     4338
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      116     1302 SH       DEFINED             16,18,21     1302        0        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      423     4740 SH       DEFINED       17,18,19,20,21     4740        0        0
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106    43765   490360 SH       DEFINED             18,21,22   382383        0   107977
*** TELECOM ITALIA SPA-USD    EQUITY   87927W106      228     2560 SH       DEFINED                   25        0     2560        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209        7      270 SH       DEFINED               -           270        0        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209     1173    44283 SH       DEFINED                  4,6    44283        0        0
*** TELECOM ARGENTINA STET-   EQUITY   879273209      219     8260 SH       DEFINED          15,18,21,22     5815        0     2445
*** TELECOM ARGENTINA STET-   EQUITY   879273209    12804   483181 SH       DEFINED             18,21,22   387640        0    95541
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208       19      610 SH       DEFINED               -           610        0        0
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208      234     7376 SH       DEFINED          15,18,21,22     3671        0     3705
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208        6      200 SH       DEFINED             16,18,21      200        0        0
*** TELECOM CORP NEW ZEALAND  EQUITY   879278208     8089   254758 SH       DEFINED             18,21,22   194438        0    60319
*** TELECOMUNICACOES          EQUITY   879287100        8   251640 SH       DEFINED                  6,7   251640        0        0
*** TELECOMUNICACOES          EQUITY   879287100        1    29550 SH       DEFINED                12,21    29550        0        0
*** TELECOMUNICACOES          EQUITY   879287100        2    78284 SH       DEFINED             18,21,22    29983        0    48301
*** TELECOMUNICACOES          EQUITY   879287308     1001    13530 SH       DEFINED               -         13530        0        0
*** TELECOMUNICACOES          EQUITY   879287308     1042    14087 SH       DEFINED                  4,6        0        0    14087
*** TELECOMUNICACOES          EQUITY   879287308    20079   271340 SH       DEFINED                  6,7   271340        0        0
*** TELECOMUNICACOES          EQUITY   879287308       48      650 SH       DEFINED                12,21      650        0        0
*** TELECOMUNICACOES          EQUITY   879287308      629     8497 SH       DEFINED          15,18,21,22     5585        0     2912
*** TELECOMUNICACOES          EQUITY   879287308      437     5900 SH       DEFINED             16,18,21     5900        0        0
*** TELECOMUNICACOES          OPTION   879287308     3696    49950 SH  PUT  DEFINED       17,18,19,20,21    49950        0        0
*** TELECOMUNICACOES          OPTION   879287308     4810    65000 SH  CALL DEFINED             18,21,22    65000        0        0
*** TELECOMUNICACOES          OPTION   879287308     3700    50000 SH  PUT  DEFINED             18,21,22    50000        0        0
*** TELECOMUNICACOES          EQUITY   879287308    42774   578029 SH       DEFINED             18,21,22   399540        0   178489
TELEFLEX INC                  EQUITY   879369106       22      565 SH       DEFINED               -           565        0        0
TELEFLEX INC                  EQUITY   879369106      246     6180 SH       DEFINED                12,21     6180        0        0
TELEFLEX INC                  EQUITY   879369106      398    10017 SH       DEFINED          15,18,21,22     4972        0     5045
TELEFLEX INC                  EQUITY   879369106     8941   224920 SH       DEFINED             18,21,22   125324        0    99595
TELEFLEX INC                  EQUITY   879369106      405    10200 SH       DEFINED                21,31    10200        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     2291    87500 SH       DEFINED                  4,6    87500        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     1100    42000 SH       DEFINED                  6,7    42000        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     1089    41600 SH       DEFINED                12,21    41600        0        0
*** TELEFONICA DE ARGENTINA S EQUITY   879378206      107     4100 SH       DEFINED          15,18,21,22     2820        0     1280
*** TELEFONICA DE ARGENTINA S EQUITY   879378206     3824   146021 SH       DEFINED             18,21,22   120846        0    25174
*** TELEFONICA DE ARGENTINA S EQUITY   879378206      374    14300 SH       DEFINED                   25        0    14300        0
*** TELEFONICA S.A.           EQUITY   879382208      964    20517 SH       DEFINED               -         20517        0        0
*** TELEFONICA S.A.           EQUITY   879382208      687    14622 SH       DEFINED                  4,6     2142        0    12480
*** TELEFONICA S.A.           EQUITY   879382208      254     5400 SH       DEFINED                12,21     5400        0        0
*** TELEFONICA S.A.           EQUITY   879382208      433     9211 SH       DEFINED          15,18,21,22     3096        0     6115
*** TELEFONICA S.A.           EQUITY   879382208     9293   197727 SH       DEFINED             16,18,21   197727        0        0
*** TELEFONICA S.A.           EQUITY   879382208     1175    25000 SH       DEFINED       17,18,19,20,21    25000        0        0
*** TELEFONICA S.A.           EQUITY   879382208    18346   390334 SH       DEFINED             18,21,22   174135        0   216198
*** TELEFONICA S.A.           EQUITY   879382208      329     7000 SH       DEFINED                   25        0     7000        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105       22     1650 SH       DEFINED               -          1650        0        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105     4681   349949 SH       DEFINED                  4,6     8115        0   341834
*** TELEFONICA DEL PERU S A   EQUITY   879384105       67     5000 SH       DEFINED                  6,7        0        0     5000
*** TELEFONICA DEL PERU S A   EQUITY   879384105      223    16700 SH       DEFINED                12,21    16700        0        0
*** TELEFONICA DEL PERU S A   EQUITY   879384105       52     3920 SH       DEFINED          15,18,21,22     2285        0     1635
*** TELEFONICA DEL PERU S A   EQUITY   879384105     1900   142034 SH       DEFINED             18,21,22   103390        0    38644
*** TELEFONICA DEL PERU S A   EQUITY   879384105     1168    87340 SH       DEFINED                   25        0    87340        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5       19    20000 PRN      DEFINED                12,21    20000        0        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5      184   196000 PRN      DEFINED          15,18,21,22    57000        0   139000
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5     6345  6750000 PRN      DEFINED             16,18,21  6750000        0        0
*** TELEFONOS DE MEXICO SA DE CORPBOND 879403AD5    12922 13747000 PRN      DEFINED             18,21,22 12334000        0  1413000
*** TELEFONOS DE MEX NOM ADR  EQUITY   879403400        1      204 SH       DEFINED          15,18,21,22        0        0      204
*** TELEFONOS DE MEX NOM ADR  EQUITY   879403400      175    49665 SH       DEFINED             18,21,22    21627        0    28038
*** TELEFONOS DE MEXICO S A   EQUITY   879403780      123     1744 SH       DEFINED               -          1744        0        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    63831   901405 SH       DEFINED                  4,6   900905        0      500
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    21728   306837 SH       DEFINED                  6,7        0        0   306837
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     6564    92700 SH       DEFINED                12,21    92700        0        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1650    23302 SH       DEFINED          15,18,21,22    18592        0     4710
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1576    22260 SH       DEFINED             16,18,21    22260        0        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780       28      400 SH       DEFINED       17,18,19,20,21      400        0        0
*** TELEFONOS DE MEXICO S A   OPTION   879403780      340     4800 SH  PUT  DEFINED             18,21,22        0        0     4800
*** TELEFONOS DE MEXICO S A   EQUITY   879403780    52726   744584 SH       DEFINED             18,21,22   582513        0   162071
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1794    25330 SH       DEFINED                   25        0    25330        0
*** TELEFONOS DE MEXICO S A   EQUITY   879403780     1345    19000 SH       DEFINED        3,13,29,30,32        0        0    19000
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100    23266   262711 SH       DEFINED                12,21   262711        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100      211     2385 SH       DEFINED          15,18,21,22     1500        0      885
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100      133     1500 SH       DEFINED                18,21     1500        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100     5043    56946 SH       DEFINED             18,21,22    30750        0    26196
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100       27      300 SH       DEFINED     3,13,14,26,29,30      300        0        0
TELEPHONE & DATA SYSTEMS INC  EQUITY   879433100      505     5700 SH       DEFINED                21,31     5700        0        0
TELESCAN INC                  EQUITY   879516102      224    14100 SH       DEFINED                12,21    14100        0        0
TELESCAN INC                  EQUITY   879516102       50     3157 SH       DEFINED             18,21,22     1052        0     2105
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      232    15369 SH       DEFINED                  4,6     7019        0     8350
*** TELESP PARTICIPACOES SA   EQUITY   87952K100       22     1450 SH       DEFINED                12,21     1450        0        0
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      101     6685 SH       DEFINED          15,18,21,22     4075        0     2610
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      226    14950 SH       DEFINED             16,18,21    14950        0        0
*** TELESP PARTICIPACOES SA   EQUITY   87952K100     3064   202563 SH       DEFINED             18,21,22   160403        0    42160
*** TELESP PARTICIPACOES SA   EQUITY   87952K100      370    24490 SH       DEFINED                   25        0    24490        0
*** TELESP CELULAR            EQUITY   87952L108       22      827 SH       DEFINED                  4,6        7        0      820
*** TELESP CELULAR            EQUITY   87952L108       16      605 SH       DEFINED          15,18,21,22      395        0      210
*** TELESP CELULAR            EQUITY   87952L108      663    25375 SH       DEFINED             18,21,22    15589        0     9786
*** TELESP CELULAR            EQUITY   87952L108      860    32901 SH       DEFINED                   25        0    32901        0
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105      857    23160 SH       DEFINED               -         23160        0        0
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105       56     1515 SH       DEFINED          15,18,21,22      465        0     1050
*** TELEWEST COMMUNICATIONS   EQUITY   87956P105     4319   116724 SH       DEFINED             18,21,22    40050        0    76674
TELIGENT INC CL A             EQUITY   87959Y103       34      700 SH       DEFINED                  4,6        0        0      700
TELIGENT INC CL A             EQUITY   87959Y103     1270    26395 SH       DEFINED                12,21    26395        0        0
TELIGENT INC CL A             EQUITY   87959Y103      963    20000 SH       DEFINED             16,18,21    20000        0        0
TELIGENT INC CL A             EQUITY   87959Y103     3335    69307 SH       DEFINED             18,21,22    43510        0    25797
TELLABS INC                   EQUITY   879664100      247     4414 SH       DEFINED               -          4414        0        0
TELLABS INC                   EQUITY   879664100    21367   382405 SH       DEFINED                  4,6   143535   101335   137535
TELLABS INC                   EQUITY   879664100      246     4400 SH       DEFINED                  6,7        0        0     4400
TELLABS INC                   EQUITY   879664100    61170  1094765 SH       DEFINED                12,21  1094765        0        0
TELLABS INC                   EQUITY   879664100     6012   107599 SH       DEFINED          15,18,21,22    40830        0    66769
TELLABS INC                   EQUITY   879664100      441     7900 SH       DEFINED             16,18,21     7900        0        0
TELLABS INC                   EQUITY   879664100    81523  1459027 SH       DEFINED             18,21,22   768744        0   690283
TELLABS INC                   OPTION   879664100       28      500 SH  CALL DEFINED             18,21,22        0        0      500
TELLABS INC                   OPTION   879664100      112     2000 SH  PUT  DEFINED             18,21,22     1000        0     1000
TELLABS INC                   EQUITY   879664100     5859   104868 SH       DEFINED                   25        0   104868        0
TELLABS INC                   EQUITY   879664100      545     9758 SH       DEFINED     3,13,14,26,29,30     9758        0        0
TELLABS INC                   EQUITY   879664100     1508    26981 SH       DEFINED                21,31    26981        0        0
*** TELSTRA LTD SPONS ADR     EQUITY   87969N204      766    28913 SH       DEFINED             18,21,22    17643        0    11270
TELTRONICS INC NEW            EQUITY   879698306       46    17100 SH       DEFINED             18,21,22     1280        0    15820
TELXON CORP CV S/D-REG-       CORPBOND 879700AA0       99   170000 PRN      DEFINED             18,21,22        0        0   170000
TELXON CORP CV SUB NOTES      CORPBOND 879700AC6       73   105000 PRN      DEFINED             18,21,22        0        0   105000
TEMPLE INLAND INC             EQUITY   879868107       61     1038 SH       DEFINED               -          1038        0        0
TEMPLE INLAND INC             EQUITY   879868107      454     7675 SH       DEFINED                  4,6     6600        0     1075
TEMPLE INLAND INC             EQUITY   879868107     2118    35822 SH       DEFINED                12,21    35822        0        0
TEMPLE INLAND INC             EQUITY   879868107       53      899 SH       DEFINED          15,18,21,22        0        0      899
TEMPLE INLAND INC             EQUITY   879868107     5051    85432 SH       DEFINED             18,21,22    34764        0    50667
TEMPLE INLAND INC             EQUITY   879868107       98     1656 SH       DEFINED                   25        0     1656        0
TEMPLE INLAND INC             EQUITY   879868107      209     3534 SH       DEFINED                21,31     3534        0        0
TELETECH HOLDINGS INC         EQUITY   879939106     8306   601300 SH       DEFINED                12,21   601300        0        0
TELETECH HOLDINGS INC         EQUITY   879939106      546    39541 SH       DEFINED             18,21,22    39191        0      350
TELETECH HOLDINGS INC         EQUITY   879939106       18     1300 SH       DEFINED     3,13,14,26,29,30     1300        0        0
*** TELESYSTEMS INTERNATIONL  EQUITY   879946101      170    10000 SH       DEFINED             18,21,22        0        0    10000
TEMPLETON DRAGON FD INC       EQUITY   88018T101       12     1500 SH       DEFINED                  4,6     1500        0        0
TEMPLETON DRAGON FD INC       EQUITY   88018T101      146    17694 SH       DEFINED          15,18,21,22     9223        0     8470
TEMPLETON DRAGON FD INC       EQUITY   88018T101     1405   170297 SH       DEFINED             18,21,22    88959        0    81338
TEMPLETON CHINA WORLD FD INC  EQUITY   88018X102       18     2575 SH       DEFINED          15,18,21,22      670        0     1905
TEMPLETON CHINA WORLD FD INC  EQUITY   88018X102      494    71160 SH       DEFINED             18,21,22    24765        0    46394
TEMPLETON EMERGING MARKETS    EQUITY   880190103      601    59025 SH       DEFINED             18,21,22    29877        0    29147
TEMPLETON EMERGING MKTS FD IN EQUITY   880191101        1      125 SH       DEFINED          15,18,21,22        0        0      125
TEMPLETON EMERGING MKTS FD IN EQUITY   880191101      537    48838 SH       DEFINED             18,21,22     8557        0    40281
TEMPLETON RUSSIA FD INC       EQUITY   88022F105      120    10752 SH       DEFINED             18,21,22     2375        0     8377
TEMPLETON VIETNAM & SOUTHEAST EQUITY   88022J107      169    19758 SH       DEFINED             18,21,22     6301        0    13456
TENFOLD CORPORATION           EQUITY   88033A103      150     5500 SH       DEFINED                12,21     5500        0        0
TENFOLD CORPORATION           EQUITY   88033A103      178     6533 SH       DEFINED             18,21,22     3983        0     2550
TENET HEALTHCARE CORP         EQUITY   88033G100       92     5178 SH       DEFINED               -          5178        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100     8159   461257 SH       DEFINED                12,21   461257        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100     3537   199967 SH       DEFINED          15,18,21,22   120109        0    79858
TENET HEALTHCARE CORP         EQUITY   88033G100       14      800 SH       DEFINED             16,18,21      800        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100    74765  4226882 SH       DEFINED             18,21,22  2823339        0  1403543
TENET HEALTHCARE CORP         EQUITY   88033G100      157     8892 SH       DEFINED                   25        0     8892        0
TENET HEALTHCARE CORP         EQUITY   88033G100      354    20000 SH       DEFINED     3,13,14,26,29,30    20000        0        0
TENET HEALTHCARE CORP         EQUITY   88033G100      339    19170 SH       DEFINED                21,31    19170        0        0
TENNANT CO                    EQUITY   880345103      298     8650 SH       DEFINED                12,21     8650        0        0
TENNANT CO                    EQUITY   880345103      249     7203 SH       DEFINED             18,21,22        3        0     7200
TENNECO INC NEW               EQUITY   88037E101      100     6031 SH       DEFINED               -          6031        0        0
TENNECO INC NEW               EQUITY   88037E101       37     2200 SH       DEFINED                  4,6     1500        0      700
TENNECO INC NEW               EQUITY   88037E101     3233   194465 SH       DEFINED                12,21   194465        0        0
TENNECO INC NEW               EQUITY   88037E101       44     2640 SH       DEFINED             16,18,21     2640        0        0
TENNECO INC NEW               EQUITY   88037E101     1269    76352 SH       DEFINED             18,21,22    31634        0    44718
TENNECO INC NEW               EQUITY   88037E101       78     4684 SH       DEFINED                   25        0     4684        0
TENNECO INC NEW               EQUITY   88037E101      354    21300 SH       DEFINED     3,13,14,26,29,30    21300        0        0
TENNECO INC NEW               EQUITY   88037E101      178    10723 SH       DEFINED                21,31    10723        0        0
TERA COMPUTER CO              EQUITY   88076P108       85    22726 SH       DEFINED             18,21,22     7425        0    15301
TERADYNE INC                  EQUITY   880770102       12      320 SH       DEFINED               -           320        0        0
TERADYNE INC                  EQUITY   880770102      806    22350 SH       DEFINED                  4,6    16000        0     6350
TERADYNE INC                  EQUITY   880770102    22090   612552 SH       DEFINED                12,21   612552        0        0
TERADYNE INC                  EQUITY   880770102       56     1555 SH       DEFINED          15,18,21,22      733        0      822
TERADYNE INC                  EQUITY   880770102     6074   168441 SH       DEFINED             18,21,22    48226        0   120215
TERADYNE INC                  EQUITY   880770102      191     5300 SH       DEFINED     3,13,14,26,29,30     5300        0        0
TERADYNE INC                  EQUITY   880770102      750    20800 SH       DEFINED                21,31    20800        0        0
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101     4418    93500 SH       DEFINED                12,21    93500        0        0
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101        2       37 SH       DEFINED          15,18,21,22       22        0       15
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101     2353    49808 SH       DEFINED             18,21,22    26057        0    23751
TERAYON COMMUNICATIONS SYSTEM EQUITY   880775101      279     5900 SH       DEFINED                   25        0     5900        0
TEREX CORP NEW                EQUITY   880779103     6742   217499 SH       DEFINED                12,21   217499        0        0
TEREX CORP NEW                EQUITY   880779103        3      100 SH       DEFINED          15,18,21,22      100        0        0
TEREX CORP NEW                EQUITY   880779103     4242   136841 SH       DEFINED             18,21,22   106478        0    30363
TEREX CORP NEW                EQUITY   880779103     2638    85100 SH       DEFINED                   25        0    85100        0
TEREX CORP NEW                EQUITY   880779103     2000    64505 SH       DEFINED                21,31    64505        0        0
TERRA INDS INC                EQUITY   880915103       78    40000 SH       DEFINED               -         40000        0        0
TERRA INDS INC                EQUITY   880915103      240   123915 SH       DEFINED                12,21   123915        0        0
TERRA INDS INC                EQUITY   880915103       17     8659 SH       DEFINED             18,21,22     5256        0     3403
TESORO PETROLEUM CORP         EQUITY   881609101     5457   339712 SH       DEFINED                12,21   339712        0        0
TESORO PETROLEUM CORP         EQUITY   881609101      119     7400 SH       DEFINED             16,18,21     7400        0        0
TESORO PETROLEUM CORP         EQUITY   881609101     1665   103644 SH       DEFINED             18,21,22    70832        0    32812
TESORO PETROLEUM CORP         OPTION   881609101      321    20000 SH  CALL DEFINED             18,21,22    20000        0        0
TESORO PETROLEUM CORP         EQUITY   881609101      652    40600 SH       DEFINED                   25        0    40600        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408    16033  1022000 SH       DEFINED                12,21  1022000        0        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408    14937   952150 SH       DEFINED             16,18,21   952150        0        0
TESORO PETE CORP PREM INCOME  EQUITY   881609408       61     3875 SH       DEFINED             18,21,22     3875        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105       19     1900 SH       DEFINED                12,21     1900        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105       10      980 SH       DEFINED          15,18,21,22      980        0        0
TETRA TECHNOLOGIES INC DEL    EQUITY   88162F105      442    43411 SH       DEFINED             18,21,22    31336        0    12075
TETRA TECH INC NEW            EQUITY   88162G103       20     1225 SH       DEFINED               -          1225        0        0
TETRA TECH INC NEW            EQUITY   88162G103     3055   184782 SH       DEFINED                12,21   184782        0        0
TETRA TECH INC NEW            EQUITY   88162G103      180    10908 SH       DEFINED          15,18,21,22     6235        0     4673
TETRA TECH INC NEW            EQUITY   88162G103     3096   187283 SH       DEFINED             18,21,22   122482        0    64801
TETRA TECH INC NEW            OPTION   88162G103      961    58135 SH  CALL DEFINED             18,21,22    58135        0        0
TETRA TECH INC NEW            OPTION   88162G103      961    58135 SH  PUT  DEFINED             18,21,22    58135        0        0
TETRA TECH INC NEW            EQUITY   88162G103      124     7500 SH       DEFINED                   25        0     7500        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209       13      255 SH       DEFINED               -           255        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209      684    13650 SH       DEFINED                12,21    13650        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209       49      970 SH       DEFINED          15,18,21,22      735        0      235
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209      739    14750 SH       DEFINED             16,18,21    14750        0        0
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209     4417    88113 SH       DEFINED             18,21,22    44500        0    43612
*** TEVA PHARMACEUTICAL INDS  EQUITY   881624209     1728    34465 SH       DEFINED                   25        0    34465        0
TEXACO INC                    EQUITY   881694103     2859    44674 SH       DEFINED               -         44674        0        0
TEXACO INC                    EQUITY   881694103     5888    92000 SH       DEFINED   2,3,11,13,14,29,30        0    92000        0
TEXACO INC                    EQUITY   881694103     2588    40444 SH       DEFINED                  4,6    22806     3170    14468
TEXACO INC                    EQUITY   881694103      320     5000 SH       DEFINED                5,6,7        0        0     5000
TEXACO INC                    EQUITY   881694103    54214   847089 SH       DEFINED                12,21   847089        0        0
TEXACO INC                    EQUITY   881694103     3902    60968 SH       DEFINED          15,18,21,22    27777        0    33190
TEXACO INC                    EQUITY   881694103     1708    26683 SH       DEFINED             16,18,21    26683        0        0
TEXACO INC                    EQUITY   881694103   265498  4148412 SH       DEFINED             18,21,22  1709936        0  2438476
TEXACO INC                    OPTION   881694103      640    10000 SH  CALL DEFINED             18,21,22    10000        0        0
TEXACO INC                    EQUITY   881694103     1428    22311 SH       DEFINED                   25        0    22311        0
TEXACO INC                    EQUITY   881694103     1133    17700 SH       DEFINED     3,13,14,26,29,30    17700        0        0
TEXACO INC                    EQUITY   881694103     2499    39052 SH       DEFINED                21,31    39052        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103      917    23600 SH       DEFINED   2,3,11,13,14,29,30        0    23600        0
TEXAS INDUSTRIES INC          EQUITY   882491103     2535    65197 SH       DEFINED                12,21    65197        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103        3       68 SH       DEFINED          15,18,21,22       68        0        0
TEXAS INDUSTRIES INC          EQUITY   882491103     1405    36145 SH       DEFINED             18,21,22    28387        0     7758
TEXAS INDUSTRIES INC          EQUITY   882491103      824    21200 SH       DEFINED                   25        0    21200        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     8575    99673 SH       DEFINED               -         99673        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     6599    76710 SH       DEFINED                  4,6    20000     2500    54210
TEXAS INSTRUMENTS INC         EQUITY   882508104   477211  5546962 SH       DEFINED                12,21  5546962        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104    20205   234858 SH       DEFINED          15,18,21,22   127226        0   107631
TEXAS INSTRUMENTS INC         EQUITY   882508104    21112   245400 SH       DEFINED             16,18,21   245400        0        0
TEXAS INSTRUMENTS INC         OPTION   882508104     8603   100000 SH  CALL DEFINED       17,18,19,20,21   100000        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104   928075 10787676 SH       DEFINED             18,21,22  5498062        0  5289613
TEXAS INSTRUMENTS INC         OPTION   882508104     8947   104000 SH  CALL DEFINED             18,21,22   100000        0     4000
TEXAS INSTRUMENTS INC         OPTION   882508104      757     8800 SH  PUT  DEFINED             18,21,22        0        0     8800
TEXAS INSTRUMENTS INC         EQUITY   882508104    10357   120388 SH       DEFINED                   25        0   120388        0
TEXAS INSTRUMENTS INC         EQUITY   882508104    95244  1107094 SH       DEFINED     3,13,14,26,29,30  1107094        0        0
TEXAS INSTRUMENTS INC         EQUITY   882508104     4824    56067 SH       DEFINED                21,31    56067        0        0
TEXAS REGIONAL BANCSHARES INC EQUITY   882673106      320    12848 SH       DEFINED                12,21    12848        0        0
TEXAS REGIONAL BANCSHARES INC EQUITY   882673106       12      478 SH       DEFINED             18,21,22        5        0      473
TEXAS UTILITIES CO            EQUITY   882848104      103     2678 SH       DEFINED               -          2678        0        0
TEXAS UTILITIES CO            EQUITY   882848104     7415   192600 SH       DEFINED   2,3,11,13,14,29,30        0   192600        0
TEXAS UTILITIES CO            EQUITY   882848104      869    22563 SH       DEFINED                  4,6    12125        0    10438
TEXAS UTILITIES CO            EQUITY   882848104     8639   224384 SH       DEFINED                12,21   224384        0        0
TEXAS UTILITIES CO            EQUITY   882848104      837    21749 SH       DEFINED          15,18,21,22    18559        0     3190
TEXAS UTILITIES CO            EQUITY   882848104       60     1556 SH       DEFINED             16,18,21     1556        0        0
TEXAS UTILITIES CO            EQUITY   882848104    19246   499884 SH       DEFINED             18,21,22   336320        0   163563
TEXAS UTILITIES CO            EQUITY   882848104      309     8035 SH       DEFINED                   25        0     8035        0
TEXAS UTILITIES CO            EQUITY   882848104      850    22081 SH       DEFINED     3,13,14,26,29,30    22081        0        0
TEXAS UTILITIES CO            EQUITY   882848104      806    20936 SH       DEFINED                21,31    20936        0        0
THAI FUND INC                 EQUITY   882904105      338    40917 SH       DEFINED             18,21,22    19560        0    21357
THAI CAP FUND INC             EQUITY   882905102      166    33621 SH       DEFINED             18,21,22    24055        0     9566
TEXTRON INC                   EQUITY   883203101      253     3345 SH       DEFINED               -          3345        0        0
TEXTRON INC                   EQUITY   883203101     4954    65400 SH       DEFINED   2,3,11,13,14,29,30        0    65400        0
TEXTRON INC                   EQUITY   883203101      152     2000 SH       DEFINED                  4,6        0        0     2000
TEXTRON INC                   EQUITY   883203101     8181   108000 SH       DEFINED                  6,7   108000        0        0
TEXTRON INC                   EQUITY   883203101    11962   157910 SH       DEFINED                12,21   157910        0        0
TEXTRON INC                   EQUITY   883203101     4118    54361 SH       DEFINED          15,18,21,22    31795        0    22565
TEXTRON INC                   EQUITY   883203101   122088  1611725 SH       DEFINED             18,21,22   961492        0   650232
TEXTRON INC                   OPTION   883203101     3303    43600 SH  CALL DEFINED             18,21,22    43600        0        0
TEXTRON INC                   EQUITY   883203101     1604    21178 SH       DEFINED                   25        0    21178        0
TEXTRON INC                   EQUITY   883203101      288     3800 SH       DEFINED     3,13,14,26,29,30     3800        0        0
TEXTRON INC                   EQUITY   883203101      818    10804 SH       DEFINED                21,31    10804        0        0
THEGLOBE.COM INC              EQUITY   88335R101     1106    81200 SH       DEFINED                12,21    81200        0        0
THEGLOBE.COM INC              EQUITY   88335R101      290    21268 SH       DEFINED             18,21,22      580        0    20688
THEGLOBE.COM INC              EQUITY   88335R101     1789   131300 SH       DEFINED                21,31   131300        0        0
THERAGENICS CORP              EQUITY   883375107      341    27300 SH       DEFINED                12,21    27300        0        0
THERAGENICS CORP              EQUITY   883375107        9      750 SH       DEFINED          15,18,21,22      300        0      450
THERAGENICS CORP              EQUITY   883375107      449    35954 SH       DEFINED             18,21,22    15203        0    20751
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108      325    18200 SH       DEFINED                12,21    18200        0        0
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108        8      450 SH       DEFINED             18,21,22        0        0      450
THERMO BIOANALYSIS CORPORATIO EQUITY   88355H108      118     6600 SH       DEFINED                   25        0     6600        0
THERMO CARDIOSYSTEMS INC      EQUITY   88355K200      109    15500 SH       DEFINED                12,21    15500        0        0
THERMO CARDIOSYSTEMS INC      EQUITY   88355K200      169    24168 SH       DEFINED             18,21,22     3822        0    20346
THERMO ECOTEK CORP            CORPBOND 88355RAB2      131   150000 PRN      DEFINED        3,13,27,28,30   150000        0        0
THERMO ECOTEK CORP            CORPBOND 88355RAB2       88   100000 PRN      DEFINED           3,13,29,30   100000        0        0
THERMO FIBERTEK INC CV S/D    CORPBOND 88355WAA3     2878  3505000 PRN      DEFINED        3,13,27,28,30  3505000        0        0
THERMO FIBERTEK INC CV S/D    CORPBOND 88355WAA3     2049  2495000 PRN      DEFINED           3,13,29,30  2495000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9        9    10000 PRN      DEFINED                12,21    10000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9     1105  1272000 PRN      DEFINED             18,21,22  1267000        0     5000
THERMO ELECTRON CORP CV       CORPBOND 883556AF9        9    10000 PRN      DEFINED     3,13,14,26,29,30    10000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9     4003  4608000 PRN      DEFINED        3,13,27,28,30  4608000        0        0
THERMO ELECTRON CORP CV       CORPBOND 883556AF9     3294  3792000 PRN      DEFINED           3,13,29,30  3792000        0        0
THERMO ELECTRON CORP          EQUITY   883556102       14     1000 SH       DEFINED               -          1000        0        0
THERMO ELECTRON CORP          EQUITY   883556102      303    22318 SH       DEFINED                12,21    22318        0        0
THERMO ELECTRON CORP          EQUITY   883556102       60     4425 SH       DEFINED          15,18,21,22      760        0     3665
THERMO ELECTRON CORP          EQUITY   883556102     8917   657472 SH       DEFINED             18,21,22   217501        0   439971
THERMO ELECTRON CORP          OPTION   883556102       34     2500 SH  CALL DEFINED             18,21,22        0        0     2500
THERMO ELECTRON CORP          EQUITY   883556102       61     4526 SH       DEFINED                   25        0     4526        0
THERMO ELECTRON CORP          EQUITY   883556102      132     9708 SH       DEFINED                21,31     9708        0        0
THERMO INSTRUMENT SYSTEMS INC CORPBOND 883559AC0        9    10000 PRN      DEFINED                12,21    10000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     4783  5988000 PRN      DEFINED             18,21,22  5973000        0    15000
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6        8    10000 PRN      DEFINED     3,13,14,26,29,30    10000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     1118  1400000 PRN      DEFINED        3,13,27,28,30  1400000        0        0
THERMO INSTRUMENT SYSTEM INC  CORPBOND 883559AE6     1198  1500000 PRN      DEFINED           3,13,29,30  1500000        0        0
THERMO OPPORRTUNITY FUND INC  EQUITY   883580102      127    18032 SH       DEFINED             18,21,22     6604        0    11428
THERMO OPTEK INC SUB DEB CONV CORPBOND 883582AA6     1025  1049000 PRN      DEFINED        3,13,27,28,30  1049000        0        0
THERMO OPTEK INC SUB DEB CONV CORPBOND 883582AA6      734   751000 PRN      DEFINED           3,13,29,30   751000        0        0
THERMOLASE CORP CNV SUB DEBS  CORPBOND 883624AA6      974  1160000 PRN      DEFINED        3,13,27,28,30  1160000        0        0
THERMOLASE CORP CNV SUB DEBS  CORPBOND 883624AA6      706   840000 PRN      DEFINED           3,13,29,30   840000        0        0
THERMOTREX CORP - CONV        CORPBOND 883666AA7       17    25000 PRN      DEFINED               -         25000        0        0
THERMOTREX CORP - CONV        CORPBOND 883666AA7       17    25000 PRN      DEFINED             18,21,22        0        0    25000
THERMWOOD CORP-NEW-           EQUITY   883672305       71    14200 SH       DEFINED             18,21,22     1500        0    12700
THERMEDICS INC                EQUITY   883901100       91    13200 SH       DEFINED                12,21    13200        0        0
THERMEDICS INC                EQUITY   883901100       56     8164 SH       DEFINED          15,18,21,22     3777        0     4387
THERMEDICS INC                EQUITY   883901100       30     4402 SH       DEFINED             18,21,22     3052        0     1350
THOMAS & BETTS CORP           EQUITY   884315102       50     1000 SH       DEFINED                  4,6     1000        0        0
THOMAS & BETTS CORP           EQUITY   884315102      393     7879 SH       DEFINED                12,21     7879        0        0
THOMAS & BETTS CORP           EQUITY   884315102       75     1510 SH       DEFINED          15,18,21,22     1218        0      292
THOMAS & BETTS CORP           EQUITY   884315102     5391   107959 SH       DEFINED             18,21,22    60206        0    47752
THOMAS & BETTS CORP           EQUITY   884315102       87     1742 SH       DEFINED                   25        0     1742        0
THOMAS & BETTS CORP           EQUITY   884315102      514    10301 SH       DEFINED                21,31    10301        0        0
THOMAS INDUSTRIES INC         EQUITY   884425109      243    12960 SH       DEFINED                12,21    12960        0        0
THOMAS INDUSTRIES INC         EQUITY   884425109       47     2504 SH       DEFINED             18,21,22        4        0     2500
THOR INDUSTRIES INC           EQUITY   885160101     1185    46263 SH       DEFINED                12,21    46263        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107        2      200 SH       DEFINED               -           200        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107      151    17026 SH       DEFINED                12,21    17026        0        0
THORNBURG MTG ASSET CORP      EQUITY   885218107     1838   207143 SH       DEFINED             18,21,22   180874        0    26269
3DO CO                        EQUITY   88553W105      231    23428 SH       DEFINED             18,21,22      922        0    22506
3DFX INTERACTIVE INC          EQUITY   88553X103      206    24200 SH       DEFINED                12,21    24200        0        0
3DFX INTERACTIVE INC          EQUITY   88553X103        4      500 SH       DEFINED          15,18,21,22        0        0      500
3DFX INTERACTIVE INC          EQUITY   88553X103       20     2400 SH       DEFINED                18,21     2400        0        0
3DFX INTERACTIVE INC          EQUITY   88553X103       69     8073 SH       DEFINED             18,21,22     1373        0     6700
3 COM CORP                    EQUITY   885535104       87     3000 SH       DEFINED               -          3000        0        0
3 COM CORP                    EQUITY   885535104     2730    93750 SH       DEFINED                  4,6        0        0    93750
3 COM CORP                    EQUITY   885535104    10398   357000 SH       DEFINED                    6   357000        0        0
3 COM CORP                    EQUITY   885535104    12235   420075 SH       DEFINED                  6,7   420075        0        0
3 COM CORP                    EQUITY   885535104    40049  1375056 SH       DEFINED                12,21  1375056        0        0
3 COM CORP                    EQUITY   885535104     2099    72078 SH       DEFINED          15,18,21,22    31378        0    40700
3 COM CORP                    EQUITY   885535104     3055   104900 SH       DEFINED             16,18,21   104900        0        0
3 COM CORP                    EQUITY   885535104    24859   853531 SH       DEFINED             18,21,22   361942        0   491589
3 COM CORP                    OPTION   885535104       90     3100 SH  CALL DEFINED             18,21,22        0        0     3100
3 COM CORP                    OPTION   885535104       99     3400 SH  PUT  DEFINED             18,21,22        0        0     3400
3 COM CORP                    EQUITY   885535104      300    10306 SH       DEFINED                   25        0    10306        0
3 COM CORP                    EQUITY   885535104      651    22364 SH       DEFINED                21,31    22364        0        0
THREE FIVE SYS INC            EQUITY   88554L108      265    11920 SH       DEFINED             18,21,22     2902        0     9018
TIBCO SOFTWARE INC            EQUITY   88632Q103      183     5864 SH       DEFINED          15,18,21,22     4264        0     1600
TIBCO SOFTWARE INC            EQUITY   88632Q103     3516   112961 SH       DEFINED             18,21,22    95045        0    17916
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203      628    26705 SH       DEFINED                  4,6    10185    11055     5465
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203        4      185 SH       DEFINED                  6,7        0        0      185
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203     1298    55253 SH       DEFINED                12,21    55253        0        0
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203      232     9888 SH       DEFINED             18,21,22     6406        0     3482
TICKETMASTER ONLINE-CITYSEARC EQUITY   88633P203       94     4000 SH       DEFINED                   25        0     4000        0
TIDEWATER INC                 EQUITY   886423102     1826    68600 SH       DEFINED                  4,6        0    68600        0
TIDEWATER INC                 EQUITY   886423102     4014   150775 SH       DEFINED                  6,7   150775        0        0
TIDEWATER INC                 EQUITY   886423102    19590   735772 SH       DEFINED                12,21   735772        0        0
TIDEWATER INC                 EQUITY   886423102     1787    67117 SH       DEFINED          15,18,21,22    26666        0    40451
TIDEWATER INC                 EQUITY   886423102     5512   207021 SH       DEFINED             18,21,22   129884        0    77136
TIDEWATER INC                 EQUITY   886423102      306    11500 SH       DEFINED                   25        0    11500        0
TIDEWATER INC                 EQUITY   886423102      640    24023 SH       DEFINED                21,31    24023        0        0
TIFFANY & CO NEW              EQUITY   886547108     2218    37311 SH       DEFINED                  4,6    19010     9906     8395
TIFFANY & CO NEW              EQUITY   886547108       10      166 SH       DEFINED                  6,7        0        0      166
TIFFANY & CO NEW              EQUITY   886547108     1279    21522 SH       DEFINED                12,21    21522        0        0
TIFFANY & CO NEW              EQUITY   886547108     9958   167544 SH       DEFINED          15,18,21,22    51055        0   116488
TIFFANY & CO NEW              EQUITY   886547108     9864   165957 SH       DEFINED             18,21,22    72157        0    93800
TIFFANY & CO NEW              EQUITY   886547108     1147    19300 SH       DEFINED                   25        0    19300        0
TIFFANY & CO NEW              EQUITY   886547108      662    11145 SH       DEFINED                21,31    11145        0        0
TIMBERLAND CO CL A            EQUITY   887100105     3677    97400 SH       DEFINED                  4,6        0    97400        0
TIMBERLAND CO CL A            EQUITY   887100105      427    11300 SH       DEFINED                12,21    11300        0        0
TIMBERLAND CO CL A            EQUITY   887100105      251     6662 SH       DEFINED             18,21,22     5903        0      759
TIMBERLAND CO CL A            EQUITY   887100105      306     8100 SH       DEFINED                   25        0     8100        0
TIMBERLINE SOFTWARE CORP      EQUITY   887134104       79     4260 SH       DEFINED          15,18,21,22     1180        0     3080
TIMBERLINE SOFTWARE CORP      EQUITY   887134104     1585    85688 SH       DEFINED             18,21,22    65328        0    20360
TIMBERLINE SOFTWARE CORP      EQUITY   887134104      722    39000 SH       DEFINED                   25        0    39000        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     2207    37009 SH       DEFINED               -         37009        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     9719   162994 SH       DEFINED                  4,6    22050        0   140944
TIME WARNER HOLDINGS CO       EQUITY   887315109      244     4100 SH       DEFINED                5,6,7        0        0     4100
TIME WARNER HOLDINGS CO       EQUITY   887315109     4526    75900 SH       DEFINED                    6    75900        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109   204716  3433388 SH       DEFINED                12,21  3433388        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109    10049   168535 SH       DEFINED          15,18,21,22   109584        0    58950
TIME WARNER HOLDINGS CO       EQUITY   887315109     7626   127900 SH       DEFINED             16,18,21   127900        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109   431483  7236604 SH       DEFINED             18,21,22  3880539        0  3356064
TIME WARNER HOLDINGS CO       OPTION   887315109     7576   127061 SH  CALL DEFINED             18,21,22   121061        0     6000
TIME WARNER HOLDINGS CO       OPTION   887315109     5918    99261 SH  PUT  DEFINED             18,21,22    97561        0     1700
TIME WARNER HOLDINGS CO       EQUITY   887315109     4694    78728 SH       DEFINED                   25        0    78728        0
TIME WARNER HOLDINGS CO       EQUITY   887315109    66567  1116432 SH       DEFINED     3,13,14,26,29,30  1116432        0        0
TIME WARNER HOLDINGS CO       EQUITY   887315109     5464    91632 SH       DEFINED                21,31    91632        0        0
TIME WARNER TELECOM INC CL A  EQUITY   887319101     3856   180419 SH       DEFINED                12,21   180419        0        0
TIME WARNER TELECOM INC CL A  EQUITY   887319101      405    18950 SH       DEFINED             18,21,22    13200        0     5750
TIME WARNER TELECOM INC CL A  EQUITY   887319101      122     5700 SH       DEFINED     3,13,14,26,29,30     5700        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107       33      502 SH       DEFINED                  4,6        0      502        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      191     2900 SH       DEFINED                  6,7     2900        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107     1118    16987 SH       DEFINED                12,21    16987        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      318     4829 SH       DEFINED             16,18,21     4829        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107     8020   121859 SH       DEFINED             18,21,22    32054        0    89804
TIMES MIRROR CO SER A NEW     EQUITY   887364107      169     2570 SH       DEFINED                   25        0     2570        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      497     7558 SH       DEFINED     3,13,14,26,29,30     7558        0        0
TIMES MIRROR CO SER A NEW     EQUITY   887364107      439     6664 SH       DEFINED                21,31     6664        0        0
TIMKEN CO                     EQUITY   887389104        6      401 SH       DEFINED               -           401        0        0
TIMKEN CO                     EQUITY   887389104     3133   196600 SH       DEFINED                  4,6        0   196600        0
TIMKEN CO                     EQUITY   887389104      711    44640 SH       DEFINED                12,21    44640        0        0
TIMKEN CO                     EQUITY   887389104      999    62706 SH       DEFINED             18,21,22    33297        0    29409
TIMKEN CO                     OPTION   887389104       48     3000 SH  PUT  DEFINED             18,21,22        0        0     3000
TIMKEN CO                     EQUITY   887389104      200    12576 SH       DEFINED                   25        0    12576        0
TIMKEN CO                     EQUITY   887389104       10      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
TIMKEN CO                     EQUITY   887389104       64     4017 SH       DEFINED                21,31     4017        0        0
TITAN CORP                    EQUITY   888266103      621    40900 SH       DEFINED                12,21    40900        0        0
TITAN CORP                    EQUITY   888266103       71     4675 SH       DEFINED          15,18,21,22     2875        0     1800
TITAN CORP                    EQUITY   888266103     2617   172327 SH       DEFINED             18,21,22   102965        0    69362
TITAN CORP                    EQUITY   888266103      159    10500 SH       DEFINED                   25        0    10500        0
TITAN INTL INC ILL            EQUITY   88830M102    20693  2031112 SH       DEFINED                1,4,6  2031112        0        0
TITAN INTL INC ILL            EQUITY   88830M102      127    12479 SH       DEFINED                12,21    12479        0        0
TITAN INTL INC ILL            EQUITY   88830M102       39     3782 SH       DEFINED             18,21,22     3032        0      750
TITANIUM METALS CORPORATION   EQUITY   888339108      207    29000 SH       DEFINED                12,21    29000        0        0
TITANIUM METALS CORPORATION   EQUITY   888339108       17     2414 SH       DEFINED             18,21,22     1464        0      950
TOKHEIM CORP                  EQUITY   889073102     2105   237200 SH       DEFINED   2,3,11,13,14,29,30        0   237200        0
TOKHEIM CORP                  EQUITY   889073102      188    21200 SH       DEFINED             18,21,22    20200        0     1000
*** TOKIO MARINE & FIRE       EQUITY   889090403       45      760 SH       DEFINED               -           760        0        0
*** TOKIO MARINE & FIRE       EQUITY   889090403      961    16090 SH       DEFINED          15,18,21,22     9995        0     6095
*** TOKIO MARINE & FIRE       EQUITY   889090403    40498   677793 SH       DEFINED             18,21,22   528256        0   149537
TOLL BROS INC                 EQUITY   889478103        2      135 SH       DEFINED               -           135        0        0
TOLL BROS INC                 EQUITY   889478103     2104   114100 SH       DEFINED                  4,6    50700    40000    23400
TOLL BROS INC                 EQUITY   889478103      315    17083 SH       DEFINED                12,21    17083        0        0
TOLL BROS INC                 EQUITY   889478103      187    10158 SH       DEFINED          15,18,21,22     7340        0     2818
TOLL BROS INC                 EQUITY   889478103     5289   286859 SH       DEFINED             18,21,22   192328        0    94531
*** TOMKINS F H PLC SPONSORED EQUITY   890030208       31     1770 SH       DEFINED               -          1770        0        0
*** TOMKINS F H PLC SPONSORED EQUITY   890030208      388    22495 SH       DEFINED          15,18,21,22    16205        0     6290
*** TOMKINS F H PLC SPONSORED EQUITY   890030208    20688  1199297 SH       DEFINED             18,21,22   951604        0   247693
TOO INC                       EQUITY   890333107       84     4562 SH       DEFINED               -          4562        0        0
TOO INC                       EQUITY   890333107       41     2250 SH       DEFINED                  4,6     2250        0        0
TOO INC                       EQUITY   890333107     1067    58064 SH       DEFINED                12,21    58064        0        0
TOO INC                       EQUITY   890333107      170     9238 SH       DEFINED          15,18,21,22     5630        0     3608
TOO INC                       EQUITY   890333107     3917   213179 SH       DEFINED             18,21,22   138949        0    74230
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107      109     3307 SH       DEFINED                12,21     3307        0        0
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107      120     3650 SH       DEFINED          15,18,21,22     1100        0     2550
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107     5353   162520 SH       DEFINED             18,21,22   118615        0    43904
TOOTSIE ROLL INDUSTRIES INC   EQUITY   890516107    11168   339058 SH       DEFINED            4,6,23,24   339058        0        0
TOPPS CO INC                  EQUITY   890786106      352    49000 SH       DEFINED                12,21    49000        0        0
TOPPS CO INC                  EQUITY   890786106      194    27035 SH       DEFINED             18,21,22     1125        0    25910
TORCH ENERGY RTY TR UT BEN IN EQUITY   891013104       57    10807 SH       DEFINED             18,21,22        7        0    10800
TORCHMARK CORP                EQUITY   891027104      433    16921 SH       DEFINED                12,21    16921        0        0
TORCHMARK CORP                EQUITY   891027104     1408    55085 SH       DEFINED          15,18,21,22    32562        0    22523
TORCHMARK CORP                EQUITY   891027104     4279   167378 SH       DEFINED             18,21,22   123196        0    44181
TORCHMARK CORP                EQUITY   891027104      426    16652 SH       DEFINED                   25        0    16652        0
TORCHMARK CORP                EQUITY   891027104      211     8263 SH       DEFINED                21,31     8263        0        0
TORO CO                       EQUITY   891092108      340     9119 SH       DEFINED                12,21     9119        0        0
TORO CO                       EQUITY   891092108        3       82 SH       DEFINED             18,21,22        2        0       80
TORO CO                       EQUITY   891092108      235     6300 SH       DEFINED                   25        0     6300        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509      110     5670 SH       DEFINED               -          5670        0        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509     9957   513893 SH       DEFINED                  4,6   513893        0        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509    11083   572000 SH       DEFINED                12,21   572000        0        0
*** TORONTO DOMINION BANK-NEW EQUITY   891160509      145     7474 SH       DEFINED          15,18,21,22     1600        0     5874
*** TORONTO DOMINION BANK-NEW EQUITY   891160509     4992   257631 SH       DEFINED             18,21,22   112329        0   145302
TOSCO CORPORATION NEW         EQUITY   891490302      169     6600 SH       DEFINED                  4,6     2000        0     4600
TOSCO CORPORATION NEW         EQUITY   891490302    24234   948028 SH       DEFINED                12,21   948028        0        0
TOSCO CORPORATION NEW         EQUITY   891490302      332    12990 SH       DEFINED          15,18,21,22     9130        0     3860
TOSCO CORPORATION NEW         EQUITY   891490302       95     3700 SH       DEFINED             16,18,21     3700        0        0
TOSCO CORPORATION NEW         EQUITY   891490302    12796   500563 SH       DEFINED             18,21,22   327814        0   172749
TOSCO CORPORATION NEW         EQUITY   891490302      110     4300 SH       DEFINED                   25        0     4300        0
TOSCO CORPORATION NEW         EQUITY   891490302      556    21744 SH       DEFINED                21,31    21744        0        0
TOTAL ENT RESTAURANT CORP     EQUITY   89150E100      160    95000 SH       DEFINED             18,21,22        0        0    95000
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5        6    10000 PRN      DEFINED                12,21    10000        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5     1475  2274000 PRN      DEFINED        3,13,27,28,30  2274000        0        0
TOTAL RENAL CARE CONV PFD 7.% CORPBOND 89151AAA5     1055  1626000 PRN      DEFINED           3,13,29,30  1626000        0        0
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107       35     4911 SH       DEFINED                  4,6        0        0     4911
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107     7869  1104400 SH       DEFINED                12,21  1104400        0        0
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107      169    23745 SH       DEFINED          15,18,21,22    19513        0     4232
TOTAL RENAL CARE HLDGS INC    EQUITY   89151A107     5220   732577 SH       DEFINED             18,21,22   495134        0   237443
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109        4       60 SH       DEFINED               -            60        0        0
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109      146     2294 SH       DEFINED                  4,6        0        0     2294
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109    38798   610987 SH       DEFINED                12,21   610987        0        0
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109      187     2945 SH       DEFINED          15,18,21,22     1357        0     1588
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109     2565    40400 SH       DEFINED             16,18,21    40400        0        0
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109      311     4900 SH       DEFINED       17,18,19,20,21     4900        0        0
*** TOTAL SA SPONSORED ADR-US EQUITY   89151E109    10132   159566 SH       DEFINED             18,21,22   103120        0    56445
TOWER AUTOMOTIVE INC SUB DEB  CORPBOND 891707AA9     1093  1160000 PRN      DEFINED        3,13,27,28,30  1160000        0        0
TOWER AUTOMOTIVE INC SUB DEB  CORPBOND 891707AA9      792   840000 PRN      DEFINED           3,13,29,30   840000        0        0
TOWER AUTOMOTIVE INC          CORPBOND 891707AE1     5655  6000000 PRN      DEFINED             16,18,21  6000000        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101       26     1260 SH       DEFINED               -          1260        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101     2113   104345 SH       DEFINED                  4,6     2945    97800     3600
TOWER AUTOMOTIVE INC          EQUITY   891707101    13510   667157 SH       DEFINED                12,21   667157        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101      538    26551 SH       DEFINED          15,18,21,22    14463        0    12088
TOWER AUTOMOTIVE INC          EQUITY   891707101    10831   534885 SH       DEFINED             18,21,22   369710        0   165175
TOWER AUTOMOTIVE INC          EQUITY   891707101      182     9000 SH       DEFINED            4,6,23,24     9000        0        0
TOWER AUTOMOTIVE INC          EQUITY   891707101     1045    51600 SH       DEFINED                   25        0    51600        0
TOWER AUTOMOTIVE INC          EQUITY   891707101     1904    94002 SH       DEFINED                21,31    94002        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109      180    11165 SH       DEFINED                12,21    11165        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109     1686   104527 SH       DEFINED          15,18,21,22    34264        0    70263
TOTAL SYSTEM SERVICES INC     EQUITY   891906109       39     2400 SH       DEFINED             16,18,21     2400        0        0
TOTAL SYSTEM SERVICES INC     EQUITY   891906109       60     3706 SH       DEFINED             18,21,22     2610        0     1095
TOWN & COUNTRY TRUST SBI      EQUITY   892081100      297    16700 SH       DEFINED                12,21    16700        0        0
TOWN & COUNTRY TRUST SBI      EQUITY   892081100      508    28499 SH       DEFINED             18,21,22     2353        0    26145
TOWNE SERVICES INC            EQUITY   892148107       42    13800 SH       DEFINED                12,21    13800        0        0
TOWNE SERVICES INC            EQUITY   892148107        4     1265 SH       DEFINED             18,21,22     1165        0      100
*** TOYOTA MOTOR CORP ADR 2CO EQUITY   892331307       72     1120 SH       DEFINED          15,18,21,22       98        0     1022
*** TOYOTA MOTOR CORP ADR 2CO EQUITY   892331307     1883    29214 SH       DEFINED             18,21,22    14911        0    14303
TOYS R US INC                 EQUITY   892335100        3      225 SH       DEFINED               -           225        0        0
TOYS R US INC                 EQUITY   892335100     1309    88375 SH       DEFINED                  4,6    80475        0     7900
TOYS R US INC                 EQUITY   892335100    14976  1011011 SH       DEFINED                12,21  1011011        0        0
TOYS R US INC                 EQUITY   892335100     5308   358315 SH       DEFINED          15,18,21,22   242206        0   116109
TOYS R US INC                 EQUITY   892335100       70     4750 SH       DEFINED             16,18,21     4750        0        0
TOYS R US INC                 EQUITY   892335100       18     1200 SH       DEFINED                18,21     1200        0        0
TOYS R US INC                 EQUITY   892335100    48865  3298822 SH       DEFINED             18,21,22  1930607        0  1368215
TOYS R US INC                 OPTION   892335100       52     3500 SH  CALL DEFINED             18,21,22        0        0     3500
TOYS R US INC                 EQUITY   892335100      105     7114 SH       DEFINED                   25        0     7114        0
TOYS R US INC                 EQUITY   892335100      229    15469 SH       DEFINED                21,31    15469        0        0
TRACTOR SUPPLY CO             EQUITY   892356106      443    23600 SH       DEFINED                12,21    23600        0        0
TRACTOR SUPPLY CO             EQUITY   892356106       10      514 SH       DEFINED             18,21,22       14        0      500
TRAMMELL CROW CO              EQUITY   89288R106     1690   130600 SH       DEFINED                12,21   130600        0        0
TRAMMELL CROW CO              EQUITY   89288R106      998    77114 SH       DEFINED          15,18,21,22    74493        0     2621
TRAMMELL CROW CO              EQUITY   89288R106     3257   251760 SH       DEFINED             18,21,22   222902        0    28858
TRANSACT TECHNOLOGIES INC     EQUITY   892918103      862   132570 SH       DEFINED             18,21,22    65798        0    66772
TRANS WORLD AIRLINES          EQUITY   893349837        1      212 SH       DEFINED               -           212        0        0
TRANS WORLD AIRLINES          EQUITY   893349837      191    51722 SH       DEFINED                12,21    51722        0        0
TRANS WORLD AIRLINES          EQUITY   893349837        2      600 SH       DEFINED          15,18,21,22        0        0      600
TRANS WORLD AIRLINES          EQUITY   893349837      187    50776 SH       DEFINED             18,21,22    16643        0    34133
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     6764   541080 SH       DEFINED   2,3,11,13,14,29,30        0   541080        0
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     1368   109426 SH       DEFINED                12,21   109426        0        0
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100      164    13108 SH       DEFINED             18,21,22    11094        0     2014
TRANS WORLD ENTERTAINMENT COR EQUITY   89336Q100     1681   134483 SH       DEFINED                21,31   134483        0        0
TRANSACTION NETWORK SERV INC  EQUITY   893414102      446    11650 SH       DEFINED                12,21    11650        0        0
TRANSACTION NETWORK SERV INC  EQUITY   893414102      274     7168 SH       DEFINED             18,21,22     7166        0        2
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107       17      650 SH       DEFINED               -           650        0        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107     4388   169600 SH       DEFINED   2,3,11,13,14,29,30        0   169600        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107     7470   288700 SH       DEFINED                12,21   288700        0        0
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107      538    20804 SH       DEFINED          15,18,21,22    12049        0     8755
TRANSACTION SYSTEMS ARCHITECT EQUITY   893416107    12623   487835 SH       DEFINED             18,21,22   306418        0   181417
TRANSATLANTIC HLDGS INC       EQUITY   893521104    10431   150766 SH       DEFINED                12,21   150766        0        0
TRANSATLANTIC HLDGS INC       EQUITY   893521104       52      750 SH       DEFINED             16,18,21      750        0        0
TRANSATLANTIC HLDGS INC       EQUITY   893521104       36      527 SH       DEFINED             18,21,22      102        0      425
TRANSATLANTIC HLDGS INC       EQUITY   893521104       40      583 SH       DEFINED                21,31      583        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103       13     1000 SH       DEFINED               -          1000        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103      650    50000 SH       DEFINED                  4,6    50000        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103     1950   150000 SH       DEFINED                12,21   150000        0        0
*** TRANSCANADA PIPELINES LTD EQUITY   893526103      158    12132 SH       DEFINED             18,21,22     4882        0     7250
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100     2669    50000 SH       DEFINED                12,21    50000        0        0
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100      196     3673 SH       DEFINED             18,21,22     3573        0      100
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100       21      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
TRANSKARYOTIC THERAPIES IND   EQUITY   893735100     1692    31700 SH       DEFINED                21,31    31700        0        0
TRANSPORT CORP OF AMERICA INC EQUITY   89385P102     1250    96600 SH       DEFINED   2,3,11,13,14,29,30        0    96600        0
TRANSPORT CORP OF AMERICA INC EQUITY   89385P102      217    16749 SH       DEFINED             18,21,22    12229        0     4520
TRANSCEND SERVICES INC        EQUITY   893929109       53    56000 SH       DEFINED             18,21,22    10000        0    46000
TRANSMONTAIGNE INC            EQUITY   893934109      336    23200 SH       DEFINED                12,21    23200        0        0
TRANSMONTAIGNE INC            EQUITY   893934109        1       62 SH       DEFINED             18,21,22       61        0        1
TRANSMONTAIGNE INC            EQUITY   893934109     8272   570507 SH       DEFINED        3,13,27,28,30   570507        0        0
TRANSMONTAIGNE INC            EQUITY   893934109     7998   551564 SH       DEFINED           3,13,29,30   551564        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108       56     2000 SH       DEFINED               -          2000        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108       80     2829 SH       DEFINED                12,21     2829        0        0
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108        1       50 SH       DEFINED          15,18,21,22        0        0       50
TRAVELERS PROPERTY CASUALTY   EQUITY   893939108     1457    51678 SH       DEFINED             18,21,22    16805        0    34873
TRANSWITCH CORP               EQUITY   894065101       15      270 SH       DEFINED               -           270        0        0
TRANSWITCH CORP               EQUITY   894065101       14      250 SH       DEFINED                  4,6        0        0      250
TRANSWITCH CORP               EQUITY   894065101     7553   133100 SH       DEFINED                12,21   133100        0        0
TRANSWITCH CORP               EQUITY   894065101     2518    44373 SH       DEFINED          15,18,21,22    29784        0    14589
TRANSWITCH CORP               EQUITY   894065101     3405    60000 SH       DEFINED             16,18,21    60000        0        0
TRANSWITCH CORP               EQUITY   894065101     4534    79900 SH       DEFINED             18,21,22    47785        0    32115
TRAVIS BOATS & MOTORS INC     EQUITY   894363100       13     1485 SH       DEFINED          15,18,21,22      380        0     1105
TRAVIS BOATS & MOTORS INC     EQUITY   894363100      357    39632 SH       DEFINED             18,21,22    31282        0     8350
TREDEGAR CORP                 EQUITY   894650100     2269   103426 SH       DEFINED                12,21   103426        0        0
TREDEGAR CORP                 EQUITY   894650100       75     3422 SH       DEFINED             18,21,22     3242        0      180
TREDEGAR CORP                 EQUITY   894650100     2515   114650 SH       DEFINED                21,31   114650        0        0
*** TREND MICRO INCORPORATED  EQUITY   89486M107     6041   392920 SH       DEFINED                  4,6    12770        0   380150
*** TREND MICRO INCORPORATED  EQUITY   89486M107       87     5685 SH       DEFINED                5,6,7        0        0     5685
*** TREND MICRO INCORPORATED  EQUITY   89486M107      125     8100 SH       DEFINED          15,18,21,22        0        0     8100
*** TREND MICRO INCORPORATED  EQUITY   89486M107        3      200 SH       DEFINED             18,21,22        0        0      200
TRENWICK GROUP INC            EQUITY   895290104       19     1000 SH       DEFINED               -          1000        0        0
TRENWICK GROUP INC            EQUITY   895290104      629    33780 SH       DEFINED                12,21    33780        0        0
TRENWICK GROUP INC            EQUITY   895290104       81     4372 SH       DEFINED          15,18,21,22     2777        0     1595
TRENWICK GROUP INC            EQUITY   895290104       65     3500 SH       DEFINED             16,18,21     3500        0        0
TRENWICK GROUP INC            EQUITY   895290104     1187    63742 SH       DEFINED             18,21,22    41276        0    22465
TREX MEDICAL CORPORATION      EQUITY   89531R101       34     8871 SH       DEFINED                12,21     8871        0        0
TREX MEDICAL CORPORATION      EQUITY   89531R101       38     9970 SH       DEFINED             18,21,22     1700        0     8270
TRI CONTINENTAL CORP          EQUITY   895436103      134     4607 SH       DEFINED          15,18,21,22        0        0     4607
TRI CONTINENTAL CORP          EQUITY   895436103     2831    97609 SH       DEFINED             18,21,22    46743        0    50866
TRIAD HOSPS INC               EQUITY   89579K109        6      639 SH       DEFINED                  4,6        0        0      639
TRIAD HOSPS INC               EQUITY   89579K109      289    28737 SH       DEFINED                12,21    28737        0        0
TRIAD HOSPS INC               EQUITY   89579K109      109    10849 SH       DEFINED          15,18,21,22     7685        0     3164
TRIAD HOSPS INC               EQUITY   89579K109      750    74515 SH       DEFINED             18,21,22    49180        0    25335
TRIAD HOSPS INC               EQUITY   89579K109        5      531 SH       DEFINED                   25        0      531        0
TRIANGLE BANCORP INC          EQUITY   895835106     1006    54938 SH       DEFINED                12,21    54938        0        0
TRIANGLE BANCORP INC          EQUITY   895835106      853    46576 SH       DEFINED             18,21,22     7746        0    38830
TRIANGLE BANCORP INC          EQUITY   895835106      510    27850 SH       DEFINED                21,31    27850        0        0
TRIANGLE PHARMACEUTICALS INC  EQUITY   89589H104      588    28000 SH       DEFINED                12,21    28000        0        0
TRIANGLE PHARMACEUTICALS INC  EQUITY   89589H104      748    35620 SH       DEFINED             18,21,22    25454        0    10166
TRIAD GUARANTY INC            EQUITY   895925105      191    10320 SH       DEFINED                12,21    10320        0        0
TRIAD GUARANTY INC            EQUITY   895925105       31     1661 SH       DEFINED             18,21,22     1032        0      629
TRIARC COS INC CL A           EQUITY   895927101      399    18600 SH       DEFINED                12,21    18600        0        0
TRIARC COS INC CL A           EQUITY   895927101       24     1113 SH       DEFINED             18,21,22     1015        0       98
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      130     3130 SH       DEFINED               -          3130        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      184     4421 SH       DEFINED                  4,6     3680        0      741
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107     8475   203289 SH       DEFINED                12,21   203289        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107     1359    32599 SH       DEFINED          15,18,21,22    22816        0     9783
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      154     3690 SH       DEFINED             16,18,21     3690        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      275     6600 SH       DEFINED                18,21     6600        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107    32985   791225 SH       DEFINED             18,21,22   531548        0   259677
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      233     5594 SH       DEFINED                   25        0     5594        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      916    21980 SH       DEFINED     3,13,14,26,29,30    21980        0        0
TRICON GLOBAL RESTAURANTS INC EQUITY   895953107      515    12342 SH       DEFINED                21,31    12342        0        0
TRIBUNE CO                    EQUITY   896047107        4       72 SH       DEFINED               -            72        0        0
TRIBUNE CO                    EQUITY   896047107     8889   178000 SH       DEFINED   2,3,11,13,14,29,30        0   178000        0
TRIBUNE CO                    EQUITY   896047107     2697    54000 SH       DEFINED                  4,6    51200        0     2800
TRIBUNE CO                    EQUITY   896047107     9524   190714 SH       DEFINED                12,21   190714        0        0
TRIBUNE CO                    EQUITY   896047107      241     4825 SH       DEFINED          15,18,21,22     4385        0      440
TRIBUNE CO                    EQUITY   896047107    20529   411098 SH       DEFINED             18,21,22   201543        0   209555
TRIBUNE CO                    EQUITY   896047107      335     6704 SH       DEFINED                   25        0     6704        0
TRIBUNE CO                    EQUITY   896047107     1528    30600 SH       DEFINED     3,13,14,26,29,30    30600        0        0
TRIBUNE CO                    EQUITY   896047107      740    14824 SH       DEFINED                21,31    14824        0        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100        4      160 SH       DEFINED               -           160        0        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     1712    70591 SH       DEFINED                12,21    70591        0        0
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100       86     3565 SH       DEFINED          15,18,21,22     2310        0     1255
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     3671   151361 SH       DEFINED             18,21,22   115174        0    36187
TRIGON HEALTHCARE INC CLASS A EQUITY   89618L100     2231    91988 SH       DEFINED                21,31    91988        0        0
TRIMBLE NAVIGATION LTD        EQUITY   896239100      238    22300 SH       DEFINED                12,21    22300        0        0
TRIMBLE NAVIGATION LTD        EQUITY   896239100      212    19876 SH       DEFINED             18,21,22     1314        0    18562
TRINET CORP REALTY TR INC     EQUITY   896287109       66     2780 SH       DEFINED               -          2780        0        0
TRINET CORP REALTY TR INC     EQUITY   896287109    11755   497555 SH       DEFINED                12,21   497555        0        0
TRINET CORP REALTY TR INC     EQUITY   896287109      351    14844 SH       DEFINED          15,18,21,22     9132        0     5712
TRINET CORP REALTY TR INC     OPTION   896287109       35     1500 SH  PUT  DEFINED             18,21,22        0        0     1500
TRINET CORP REALTY TR INC     EQUITY   896287109    26349  1115283 SH       DEFINED             18,21,22   729528        0   385755
TRINITY INDUSTRIES INC        EQUITY   896522109     3815   125329 SH       DEFINED                12,21   125329        0        0
TRINITY INDUSTRIES INC        EQUITY   896522109       32     1040 SH       DEFINED          15,18,21,22      300        0      740
TRINITY INDUSTRIES INC        EQUITY   896522109      474    15576 SH       DEFINED             18,21,22     6410        0     9166
TRINITY INDUSTRIES INC        EQUITY   896522109      387    12700 SH       DEFINED                21,31    12700        0        0
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103        7      130 SH       DEFINED               -           130        0        0
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103     4710    83400 SH       DEFINED   2,3,11,13,14,29,30        0    83400        0
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103     5932   105050 SH       DEFINED                12,21   105050        0        0
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103      135     2388 SH       DEFINED             18,21,22      524        0     1864
TRIQUINT SEMICONDUCTOR INC    EQUITY   89674K103     1350    23900 SH       DEFINED                   25        0    23900        0
TRIUMPH GROUP INC NEW         EQUITY   896818101    33800  1300000 SH       DEFINED               4,6,10  1300000        0        0
TRIUMPH GROUP INC NEW         EQUITY   896818101      260    10000 SH       DEFINED                12,21    10000        0        0
TRIUMPH GROUP INC NEW         EQUITY   896818101       10      370 SH       DEFINED             18,21,22      295        0       75
*** TRIZEC HAHN CORP-CAD      EQUITY   896938107    14250   750000 SH       DEFINED                12,21   750000        0        0
*** TRIZEC HAHN CORP-CAD      EQUITY   896938107       14      718 SH       DEFINED             18,21,22        3        0      715
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102     1478    78800 SH       DEFINED                  4,6        0    78800        0
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102       92     4900 SH       DEFINED                12,21     4900        0        0
TROPICAL SPORTSWEAR INT'L COR EQUITY   89708P102        1       29 SH       DEFINED             18,21,22       29        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106    36848  1020000 SH       DEFINED                    6  1020000        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106     1539    42600 SH       DEFINED                12,21    42600        0        0
TRUE NORTH COMMUNICATIONS INC EQUITY   897844106     2239    61980 SH       DEFINED             18,21,22    56219        0     5761
TRUMP HOTELS & CASINO RESORTS EQUITY   898168109       61    14000 SH       DEFINED             16,18,21    14000        0        0
TRUMP HOTELS & CASINO RESORTS EQUITY   898168109        1      250 SH       DEFINED             18,21,22        0        0      250
TRUST CO NEW JERSEY           EQUITY   898304100      389    17000 SH       DEFINED                12,21    17000        0        0
TRUST CO NEW JERSEY           EQUITY   898304100       13      560 SH       DEFINED             18,21,22       10        0      550
TRUSTCO BANK CORP-N Y         EQUITY   898349105      877    29381 SH       DEFINED                12,21    29381        0        0
TRUSTCO BANK CORP-N Y         EQUITY   898349105      875    29302 SH       DEFINED             18,21,22    11319        0    17982
TRUSTMARK CORP                EQUITY   898402102     1089    47873 SH       DEFINED                12,21    47873        0        0
TRUSTMARK CORP                EQUITY   898402102      124     5447 SH       DEFINED          15,18,21,22     2260        0     3187
TRUSTMARK CORP                EQUITY   898402102     2083    91557 SH       DEFINED             18,21,22     5047        0    86510
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506      211    17800 SH       DEFINED                12,21    17800        0        0
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506      378    31800 SH       DEFINED             16,18,21    31800        0        0
*** TUBOS DE ACERO DE MEXICO  EQUITY   898592506      347    29200 SH       DEFINED             18,21,22    26700        0     2500
TUBOSCOPE INC NEW             EQUITY   898600101      292    23000 SH       DEFINED                12,21    23000        0        0
TUBOSCOPE INC NEW             EQUITY   898600101       13     1038 SH       DEFINED             18,21,22      420        0      618
TUPPERWARE CORP               EQUITY   899896104        2      114 SH       DEFINED               -           114        0        0
TUPPERWARE CORP               EQUITY   899896104     3060   157953 SH       DEFINED                12,21   157953        0        0
TUPPERWARE CORP               EQUITY   899896104       96     4945 SH       DEFINED          15,18,21,22     3025        0     1920
TUPPERWARE CORP               EQUITY   899896104     2682   138438 SH       DEFINED             18,21,22    90323        0    48114
TUPPERWARE CORP               EQUITY   899896104       42     2149 SH       DEFINED                   25        0     2149        0
TUPPERWARE CORP               EQUITY   899896104      572    29521 SH       DEFINED                21,31    29521        0        0
TULTEX CORP                   EQUITY   899900104        4    12000 SH       DEFINED             18,21,22     2000        0    10000
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107        3      500 SH       DEFINED          15,18,21,22        0        0      500
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107       15     3000 SH       DEFINED             16,18,21     3000        0        0
TURBO CHEF TECHNOLOGIES INC   EQUITY   900006107      136    27230 SH       DEFINED             18,21,22     8230        0    19000
TURKISH INVESTMENT FUND INC   EQUITY   900145103        6      754 SH       DEFINED          15,18,21,22      448        0      306
TURKISH INVESTMENT FUND INC   EQUITY   900145103      868   110256 SH       DEFINED             18,21,22    88494        0    21762
TUSCARORA PLASTICS INC        EQUITY   900902107      787    62000 SH       DEFINED                  4,6        0    62000        0
TUSCARORA PLASTICS INC        EQUITY   900902107        7      530 SH       DEFINED             18,21,22      530        0        0
TUT SYSTEMS INC               EQUITY   901103101      324    12800 SH       DEFINED                12,21    12800        0        0
TUT SYSTEMS INC               EQUITY   901103101     1040    41071 SH       DEFINED             18,21,22    21471        0    19600
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106     5760   153600 SH       DEFINED   2,3,11,13,14,29,30        0   153600        0
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106      469    12500 SH       DEFINED                  4,6        0        0    12500
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106     2370    63200 SH       DEFINED                12,21    63200        0        0
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106      113     3015 SH       DEFINED             18,21,22       14        0     3001
TWEETER HOME ENTERTAINMENT GR EQUITY   901167106      165     4400 SH       DEFINED                   25        0     4400        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203       92     4760 SH       DEFINED                12,21     4760        0        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203      457    23562 SH       DEFINED             18,21,22    11737        0    11825
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203      162     8379 SH       DEFINED     3,13,14,26,29,30     8379        0        0
20TH CENTURY INDS-NEW-CALIF-  EQUITY   901272203       52     2669 SH       DEFINED                21,31     2669        0        0
24/7 MEDIA INC                EQUITY   901314104     4485   110400 SH       DEFINED                12,21   110400        0        0
24/7 MEDIA INC                EQUITY   901314104      312     7680 SH       DEFINED             18,21,22     7200        0      480
24/7 MEDIA INC                EQUITY   901314104     1396    34359 SH       DEFINED        3,13,27,28,30    34359        0        0
24/7 MEDIA INC                EQUITY   901314104    67715  1666829 SH       DEFINED           3,13,29,30  1666829        0        0
24/7 MEDIA INC                EQUITY   901314104     6329   155800 SH       DEFINED                21,31   155800        0        0
TWINLAB CORP                  EQUITY   901774109       90    10080 SH       DEFINED                  4,6     1780        0     8300
TWINLAB CORP                  EQUITY   901774109      169    18900 SH       DEFINED                12,21    18900        0        0
TWINLAB CORP                  EQUITY   901774109      395    44191 SH       DEFINED             18,21,22    28406        0    15785
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     2060    20074 SH       DEFINED               -         20074        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    98720   961944 SH       DEFINED                  4,6   389319   230374   342251
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     1124    10950 SH       DEFINED                  6,7        0        0    10950
*** TYCO INTERNATIONAL LTD    EQUITY   902124106   534290  5206236 SH       DEFINED                12,21  5206236        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    29511   287566 SH       DEFINED          15,18,21,22   184526        0   103039
*** TYCO INTERNATIONAL LTD    OPTION   902124106      103     1000 SH  CALL DEFINED          15,18,21,22        0        0     1000
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     5008    48800 SH       DEFINED             16,18,21    48800        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106      462     4500 SH       DEFINED                18,21     4500        0        0
*** TYCO INTERNATIONAL LTD    OPTION   902124106    82100   800000 SH  CALL DEFINED       17,18,19,20,21   800000        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106   900111  8770875 SH       DEFINED             18,21,22  5674808        0  3096067
*** TYCO INTERNATIONAL LTD    OPTION   902124106    82121   800200 SH  CALL DEFINED             18,21,22   800200        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106      205     2000 SH       DEFINED            4,6,23,24     2000        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    28475   277469 SH       DEFINED                   25        0   277469        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106    16427   160071 SH       DEFINED     3,13,14,26,29,30   160071        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106        6       56 SH       DEFINED        3,13,27,28,30       56        0        0
*** TYCO INTERNATIONAL LTD    EQUITY   902124106     5490    53491 SH       DEFINED                21,31    53491        0        0
TYLER TECHNOLOGIES INC        EQUITY   902252105      175    38800 SH       DEFINED                12,21    38800        0        0
TYLER TECHNOLOGIES INC        EQUITY   902252105        5     1085 SH       DEFINED             18,21,22      561        0      524
TYSON FOODS INC-CL A          EQUITY   902494103    15555   949899 SH       DEFINED                12,21   949899        0        0
TYSON FOODS INC-CL A          EQUITY   902494103     5422   331100 SH       DEFINED             16,18,21   331100        0        0
TYSON FOODS INC-CL A          EQUITY   902494103       33     2029 SH       DEFINED             18,21,22     1529        0      500
TYSON FOODS INC-CL A          EQUITY   902494103      645    39400 SH       DEFINED                21,31    39400        0        0
UAL CORP                      EQUITY   902549500      116     1800 SH       DEFINED                  4,6        0        0     1800
UAL CORP                      EQUITY   902549500       76     1186 SH       DEFINED                12,21     1186        0        0
UAL CORP                      EQUITY   902549500       27      425 SH       DEFINED          15,18,21,22      225        0      200
UAL CORP                      EQUITY   902549500     8043   125179 SH       DEFINED             18,21,22    50308        0    74871
UAL CORP                      OPTION   902549500        6      100 SH  CALL DEFINED             18,21,22        0        0      100
UCAR INTERNATIONAL INC        EQUITY   90262K109        3      150 SH       DEFINED               -           150        0        0
UCAR INTERNATIONAL INC        EQUITY   90262K109      852    36948 SH       DEFINED                12,21    36948        0        0
UCAR INTERNATIONAL INC        EQUITY   90262K109      278    12040 SH       DEFINED          15,18,21,22     8825        0     3215
UCAR INTERNATIONAL INC        EQUITY   90262K109       12      500 SH       DEFINED                18,21      500        0        0
UCAR INTERNATIONAL INC        EQUITY   90262K109     9945   431223 SH       DEFINED             18,21,22   322063        0   109160
UGI CORP NEW                  EQUITY   902681105     2543   110270 SH       DEFINED                12,21   110270        0        0
UGI CORP NEW                  EQUITY   902681105       78     3400 SH       DEFINED          15,18,21,22        0        0     3400
UGI CORP NEW                  EQUITY   902681105     3844   166688 SH       DEFINED             18,21,22    71317        0    95371
UGI CORP NEW                  EQUITY   902681105     2555   110797 SH       DEFINED                21,31   110797        0        0
UICI                          EQUITY   902737105     2370    92700 SH       DEFINED                12,21    92700        0        0
UICI                          EQUITY   902737105        9      350 SH       DEFINED          15,18,21,22      350        0        0
UICI                          EQUITY   902737105     1534    60000 SH       DEFINED             16,18,21    60000        0        0
UICI                          EQUITY   902737105      128     5009 SH       DEFINED             18,21,22     2793        0     2216
UICI                          EQUITY   902737105      256    10000 SH       DEFINED                   25        0    10000        0
UMB FINANCIAL CORP            EQUITY   902788108      563    13356 SH       DEFINED                12,21    13356        0        0
U S T CORP                    EQUITY   902900109     5762   187000 SH       DEFINED                    6   187000        0        0
U S T CORP                    EQUITY   902900109     4665   151408 SH       DEFINED                12,21   151408        0        0
U S T CORP                    EQUITY   902900109     1221    39620 SH       DEFINED             18,21,22    33862        0     5758
USX CORP CUM CONV PFD 6.50%   EQUITY   902905819     4684   105268 SH       DEFINED             18,21,22    25012        0    80256
USX MARATHON GROUP            EQUITY   902905827       65     2300 SH       DEFINED                  4,6     2000      300        0
USX MARATHON GROUP            EQUITY   902905827    35875  1261499 SH       DEFINED                12,21  1261499        0        0
USX MARATHON GROUP            EQUITY   902905827       31     1076 SH       DEFINED          15,18,21,22      515        0      561
USX MARATHON GROUP            EQUITY   902905827     1581    55600 SH       DEFINED             16,18,21    55600        0        0
USX MARATHON GROUP            EQUITY   902905827     5078   178563 SH       DEFINED             18,21,22   119540        0    59023
USX MARATHON GROUP            EQUITY   902905827      251     8813 SH       DEFINED                   25        0     8813        0
USX MARATHON GROUP            EQUITY   902905827      378    13300 SH       DEFINED     3,13,14,26,29,30    13300        0        0
USX MARATHON GROUP            EQUITY   902905827      546    19185 SH       DEFINED                21,31    19185        0        0
USB HOLDING CO INC            EQUITY   902910108      147     9480 SH       DEFINED                12,21     9480        0        0
USB HOLDING CO INC            EQUITY   902910108      362    23368 SH       DEFINED             18,21,22     9442        0    13926
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     4894   160780 SH       DEFINED                12,21   160780        0        0
UST INC                       EQUITY   902911106    13295   436780 SH       DEFINED          15,18,21,22   314188        0   122592
UST INC                       EQUITY   902911106    60087  1974082 SH       DEFINED             18,21,22  1464621        0   509460
UST INC                       EQUITY   902911106      716    23525 SH       DEFINED                   25        0    23525        0
UST INC                       EQUITY   902911106      542    17800 SH       DEFINED     3,13,14,26,29,30    17800        0        0
UST INC                       EQUITY   902911106      332    10899 SH       DEFINED                21,31    10899        0        0
U S PLASTIC LUMBER CO         EQUITY   902948108      307    25100 SH       DEFINED                12,21    25100        0        0
U S PLASTIC LUMBER CO         EQUITY   902948108       39     3156 SH       DEFINED             18,21,22       56        0     3100
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309     7124   415979 SH       DEFINED                12,21   415979        0        0
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309        9      516 SH       DEFINED          15,18,21,22      516        0        0
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309     6870   401179 SH       DEFINED             16,18,21   401179        0        0
U S FRANCHISE SYSTEM INC CL A EQUITY   902956309     1054    61534 SH       DEFINED             18,21,22        0        0    61534
U S RESTAURANT PPTYS INC      EQUITY   902971100      246    13500 SH       DEFINED                12,21    13500        0        0
U S RESTAURANT PPTYS INC      EQUITY   902971100      383    20969 SH       DEFINED             18,21,22     9593        0    11376
U S RESTAURANT PPTYS INC      EQUITY   902971209     3702   216975 SH       DEFINED             18,21,22   216975        0        0
US BANCORP DEL                EQUITY   902973106       70     2300 SH       DEFINED               -          2300        0        0
US BANCORP DEL                EQUITY   902973106      753    24700 SH       DEFINED                  4,6     9000        0    15700
US BANCORP DEL                EQUITY   902973106    10684   350291 SH       DEFINED                12,21   350291        0        0
US BANCORP DEL                EQUITY   902973106      105     3430 SH       DEFINED          15,18,21,22     2700        0      730
US BANCORP DEL                OPTION   902973106     6445   211300 SH  CALL DEFINED       17,18,19,20,21   211300        0        0
US BANCORP DEL                EQUITY   902973106    25406   832972 SH       DEFINED             18,21,22   538949        0   294023
US BANCORP DEL                OPTION   902973106     6445   211300 SH  CALL DEFINED             18,21,22   211300        0        0
US BANCORP DEL                OPTION   902973106       12      400 SH  PUT  DEFINED             18,21,22        0        0      400
US BANCORP DEL                EQUITY   902973106      636    20856 SH       DEFINED                   25        0    20856        0
US BANCORP DEL                EQUITY   902973106     1483    48636 SH       DEFINED                21,31    48636        0        0
U S LIQUIDS INC               EQUITY   902974104       73    10400 SH       DEFINED                12,21    10400        0        0
U S LIQUIDS INC               EQUITY   902974104      217    31040 SH       DEFINED             18,21,22    25000        0     6040
U S TIMBERLANDS CO L P        EQUITY   902977107      900    76607 SH       DEFINED             18,21,22    10864        0    65743
USA NETWORKS INC              EQUITY   902984103     2633    69000 SH       DEFINED                  4,6    12000        0    57000
USA NETWORKS INC              EQUITY   902984103    38243  1002290 SH       DEFINED                12,21  1002290        0        0
USA NETWORKS INC              EQUITY   902984103        3       71 SH       DEFINED          15,18,21,22        0        0       71
USA NETWORKS INC              EQUITY   902984103      259     6800 SH       DEFINED                18,21     6800        0        0
USA NETWORKS INC              EQUITY   902984103     4267   111841 SH       DEFINED             18,21,22    66903        0    44938
USA NETWORKS INC              EQUITY   902984103      565    14800 SH       DEFINED                   25        0    14800        0
USA NETWORKS INC              EQUITY   902984103       23      600 SH       DEFINED     3,13,14,26,29,30      600        0        0
URS CORPORATION               EQUITY   903236107     1662    67500 SH       DEFINED                12,21    67500        0        0
URS CORPORATION               EQUITY   903236107      175     7100 SH       DEFINED             18,21,22        0        0     7100
URS CORPORATION               EQUITY   903236107      473    19200 SH       DEFINED                   25        0    19200        0
URS CORPORATION               EQUITY   903236107     1689    68580 SH       DEFINED                21,31    68580        0        0
USANA INC UTAH                EQUITY   90328M107       14     1940 SH       DEFINED          15,18,21,22      475        0     1465
USANA INC UTAH                EQUITY   90328M107      345    47635 SH       DEFINED             18,21,22    33395        0    14240
U S DIAGNOSTIC INC            EQUITY   90328Q108       50    53329 SH       DEFINED             18,21,22    47550        0     5779
US CAN CORP                   EQUITY   90328W105        6      275 SH       DEFINED               -           275        0        0
US CAN CORP                   EQUITY   90328W105      206    10100 SH       DEFINED                12,21    10100        0        0
US CAN CORP                   EQUITY   90328W105      117     5739 SH       DEFINED          15,18,21,22     3534        0     2205
US CAN CORP                   EQUITY   90328W105    29394  1438190 SH       DEFINED             18,21,22  1385638        0    52552
USG CORPORATION NEW           EQUITY   903293405     3622    75350 SH       DEFINED                12,21    75350        0        0
USG CORPORATION NEW           EQUITY   903293405        5      107 SH       DEFINED          15,18,21,22       60        0       47
USG CORPORATION NEW           EQUITY   903293405     1236    25717 SH       DEFINED             18,21,22    17995        0     7722
USG CORPORATION NEW           EQUITY   903293405     2061    42885 SH       DEFINED                21,31    42885        0        0
U S FOODSERVICE               EQUITY   90331R101       25     1430 SH       DEFINED               -          1430        0        0
U S FOODSERVICE               EQUITY   90331R101     1243    70776 SH       DEFINED                12,21    70776        0        0
U S FOODSERVICE               EQUITY   90331R101      610    34755 SH       DEFINED          15,18,21,22    19925        0    14830
U S FOODSERVICE               EQUITY   90331R101    13569   772572 SH       DEFINED             18,21,22   511841        0   260731
U S FOODSERVICE               OPTION   90331R101     2459   140000 SH  CALL DEFINED             18,21,22   140000        0        0
U S FOODSERVICE               OPTION   90331R101     2459   140000 SH  PUT  DEFINED             18,21,22   140000        0        0
U S FOODSERVICE               EQUITY   90331R101      457    26000 SH       DEFINED                21,31    26000        0        0
US LEC CORP CL A              EQUITY   90331S109       13      500 SH       DEFINED                  4,6        0        0      500
US LEC CORP CL A              EQUITY   90331S109     1086    40400 SH       DEFINED                12,21    40400        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      484    18004 SH       DEFINED             18,21,22    10248        0     7756
US LEC CORP CL A              EQUITY   90331S109      433    16100 SH       DEFINED                   25        0    16100        0
US LEC CORP CL A              EQUITY   90331S109      486    18100 SH       DEFINED                21,31    18100        0        0
U S A FLORAL PRODS INC        EQUITY   90331T107        2     1000 SH       DEFINED                12,21     1000        0        0
U S A FLORAL PRODS INC        EQUITY   90331T107      228   101554 SH       DEFINED             18,21,22    36471        0    65083
USEC INC                      EQUITY   90333E108     3068   306800 SH       DEFINED                12,21   306800        0        0
USEC INC                      EQUITY   90333E108      285    28500 SH       DEFINED             16,18,21    28500        0        0
USEC INC                      EQUITY   90333E108     4179   417915 SH       DEFINED             18,21,22   402699        0    15216
USX U S STEEL GROUP           EQUITY   90337T101     2850   111211 SH       DEFINED                12,21   111211        0        0
USX U S STEEL GROUP           EQUITY   90337T101       39     1514 SH       DEFINED          15,18,21,22      868        0      646
USX U S STEEL GROUP           EQUITY   90337T101        3      120 SH       DEFINED             16,18,21      120        0        0
USX U S STEEL GROUP           EQUITY   90337T101     5459   213028 SH       DEFINED             18,21,22   119461        0    93567
USX U S STEEL GROUP           OPTION   90337T101       51     2000 SH  PUT  DEFINED             18,21,22        0        0     2000
USX U S STEEL GROUP           EQUITY   90337T101       60     2339 SH       DEFINED                   25        0     2339        0
USX U S STEEL GROUP           EQUITY   90337T101      200     7821 SH       DEFINED                21,31     7821        0        0
US ONCOLOGY INC               EQUITY   90338W103       20     2165 SH       DEFINED               -          2165        0        0
US ONCOLOGY INC               EQUITY   90338W103     1199   128796 SH       DEFINED   2,3,11,13,14,29,30        0   128796        0
US ONCOLOGY INC               EQUITY   90338W103      637    68369 SH       DEFINED                12,21    68369        0        0
US ONCOLOGY INC               EQUITY   90338W103      126    13502 SH       DEFINED          15,18,21,22     7062        0     6440
US ONCOLOGY INC               EQUITY   90338W103     2597   278838 SH       DEFINED             18,21,22   185965        0    92873
UTI ENERGY CORP               EQUITY   903387108     2456   127600 SH       DEFINED   2,3,11,13,14,29,30        0   127600        0
UTI ENERGY CORP               EQUITY   903387108     1109    57600 SH       DEFINED                12,21    57600        0        0
UTI ENERGY CORP               EQUITY   903387108       24     1223 SH       DEFINED             18,21,22      840        0      383
UTI ENERGY CORP               EQUITY   903387108       71     3700 SH       DEFINED                   25        0     3700        0
US SEARCH.COM INC             EQUITY   903404101      104    10290 SH       DEFINED             18,21,22     1940        0     8350
ULTRAK INC  NEW               EQUITY   903898401     1663   299000 SH       DEFINED                  4,6        0   299000        0
ULTRAK INC  NEW               EQUITY   903898401        3      500 SH       DEFINED             18,21,22        0        0      500
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106     2262    90016 SH       DEFINED                12,21    90016        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       74     2930 SH       DEFINED             18,21,22     2450        0      480
ULTRAMAR DIAMOND SHAMROCK COR EQUITY   904000106     1507    59970 SH       DEFINED                21,31    59970        0        0
ULTRATECH STEPPER INC         EQUITY   904034105       11      875 SH       DEFINED               -           875        0        0
ULTRATECH STEPPER INC         EQUITY   904034105      261    20906 SH       DEFINED                12,21    20906        0        0
ULTRATECH STEPPER INC         EQUITY   904034105      615    49164 SH       DEFINED             18,21,22     9995        0    39169
UNAPIX ENTERTAINMENT          EQUITY   904270105       36    14000 SH       DEFINED             18,21,22        0        0    14000
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     4591   265200 SH       DEFINED                  4,6   262200        0     3000
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     1491    86100 SH       DEFINED                  6,7        0        0    86100
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     1938   111940 SH       DEFINED                12,21   111940        0        0
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107       30     1759 SH       DEFINED          15,18,21,22     1652        0      107
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107      577    33340 SH       DEFINED             16,18,21    33340        0        0
*** UNIBANCO UNIAO DE BANCOS  EQUITY   90458E107     2058   118864 SH       DEFINED             18,21,22    90614        0    28250
UNICAPITAL CORP NEW           EQUITY   90459D108      168    48900 SH       DEFINED                12,21    48900        0        0
UNICAPITAL CORP NEW           EQUITY   90459D108      223    64872 SH       DEFINED             18,21,22    45142        0    19730
UNIDYNE CORP                  EQUITY   904674108       22    41300 SH       DEFINED             18,21,22    41300        0        0
UNIFI INC                     EQUITY   904677101        6      570 SH       DEFINED               -           570        0        0
UNIFI INC                     EQUITY   904677101        1      125 SH       DEFINED                  4,6      125        0        0
UNIFI INC                     EQUITY   904677101     2899   263559 SH       DEFINED                12,21   263559        0        0
UNIFI INC                     EQUITY   904677101       80     7290 SH       DEFINED          15,18,21,22     4316        0     2974
UNIFI INC                     EQUITY   904677101     4596   417858 SH       DEFINED             18,21,22   295459        0   122399
UNIGENE LABS INC              EQUITY   904753100       17    20000 SH       DEFINED             18,21,22     2700        0    17300
UNILAB CORP NEW               EQUITY   904763109      215    38200 SH       DEFINED                12,21    38200        0        0
UNILAB CORP NEW               EQUITY   904763109        2      320 SH       DEFINED             18,21,22       89        0      231
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704      559    14742 SH       DEFINED               -         14742        0        0
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704     2322    61206 SH       DEFINED          15,18,21,22    38914        0    22292
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704     1111    29285 SH       DEFINED       17,18,19,20,21    29285        0        0
*** UNILEVER PLC SPONS ADR NE EQUITY   904767704    68039  1793432 SH       DEFINED             18,21,22  1290889        0   502543
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709      140     2091 SH       DEFINED               -          2091        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1422    21229 SH       DEFINED                  4,6     6545        0    14684
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709      764    11407 SH       DEFINED                  6,7        0        0    11407
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709    31480   469847 SH       DEFINED                12,21   469847        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     2307    34434 SH       DEFINED          15,18,21,22    25988        0     8446
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709    65134   972156 SH       DEFINED             18,21,22   575823        0   396332
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1402    20925 SH       DEFINED                   25        0    20925        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     1475    22013 SH       DEFINED     3,13,14,26,29,30    22013        0        0
*** UNILEVER NV NEW YORK SHS  EQUITY   904784709     2440    36422 SH       DEFINED                21,31    36422        0        0
UNICOM CORP                   EQUITY   904911104     1807    48673 SH       DEFINED               -         48673        0        0
UNICOM CORP                   EQUITY   904911104     5829   157000 SH       DEFINED   2,3,11,13,14,29,30        0   157000        0
UNICOM CORP                   EQUITY   904911104    14016   377540 SH       DEFINED                  4,6      500   324150    52890
UNICOM CORP                   EQUITY   904911104    40383  1087758 SH       DEFINED                12,21  1087758        0        0
UNICOM CORP                   EQUITY   904911104     1015    27343 SH       DEFINED          15,18,21,22    15508        0    11835
UNICOM CORP                   EQUITY   904911104   197794  5327786 SH       DEFINED             18,21,22  1374358        0  3953428
UNICOM CORP                   EQUITY   904911104      227     6109 SH       DEFINED                   25        0     6109        0
UNICOM CORP                   EQUITY   904911104     1114    30000 SH       DEFINED     3,13,14,26,29,30    30000        0        0
UNICOM CORP                   EQUITY   904911104      501    13483 SH       DEFINED                21,31    13483        0        0
UNIGRAPHICS SOLUTIONS INC CL  EQUITY   904928108      153     5500 SH       DEFINED                12,21     5500        0        0
UNIGRAPHICS SOLUTIONS INC CL  EQUITY   904928108      953    34350 SH       DEFINED             18,21,22    21750        0    12600
UNION CARBIDE CORP            EQUITY   905581104       21      374 SH       DEFINED               -           374        0        0
UNION CARBIDE CORP            EQUITY   905581104       38      675 SH       DEFINED                  4,6      225        0      450
UNION CARBIDE CORP            EQUITY   905581104     3720    66434 SH       DEFINED                12,21    66434        0        0
UNION CARBIDE CORP            EQUITY   905581104       80     1427 SH       DEFINED          15,18,21,22      632        0      795
UNION CARBIDE CORP            EQUITY   905581104     6052   108069 SH       DEFINED             18,21,22    67811        0    40257
UNION CARBIDE CORP            EQUITY   905581104      216     3863 SH       DEFINED                   25        0     3863        0
UNION CARBIDE CORP            EQUITY   905581104      688    12282 SH       DEFINED                21,31    12282        0        0
UNION PACIFIC CORP            EQUITY   907818108      147     3175 SH       DEFINED               -          3175        0        0
UNION PACIFIC CORP            EQUITY   907818108     5775   124700 SH       DEFINED   2,3,11,13,14,29,30        0   124700        0
UNION PACIFIC CORP            EQUITY   907818108    11461   247470 SH       DEFINED                  4,6    21245   175550    50675
UNION PACIFIC CORP            EQUITY   907818108    27334   590207 SH       DEFINED                12,21   590207        0        0
UNION PACIFIC CORP            EQUITY   907818108      500    10806 SH       DEFINED          15,18,21,22     6636        0     4170
UNION PACIFIC CORP            EQUITY   907818108     1329    28695 SH       DEFINED             16,18,21    28695        0        0
UNION PACIFIC CORP            EQUITY   907818108   107952  2330917 SH       DEFINED             18,21,22   656270        0  1674647
UNION PACIFIC CORP            EQUITY   907818108      329     7098 SH       DEFINED                   25        0     7098        0
UNION PACIFIC CORP            EQUITY   907818108      126     2729 SH       DEFINED     3,13,14,26,29,30     2729        0        0
UNION PACIFIC CORP            EQUITY   907818108      772    16663 SH       DEFINED                21,31    16663        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105      112     7247 SH       DEFINED               -          7247        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105       49     3143 SH       DEFINED                  4,6     3143        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105    14464   936887 SH       DEFINED                12,21   936887        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105     1011    65461 SH       DEFINED          15,18,21,22    35622        0    29839
UNION PACIFIC RES GROUP INC   EQUITY   907834105       80     5205 SH       DEFINED             16,18,21     5205        0        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105    59718  3868260 SH       DEFINED             18,21,22  2234827        0  1633433
UNION PACIFIC RES GROUP INC   EQUITY   907834105      109     7039 SH       DEFINED                   25        0     7039        0
UNION PACIFIC RES GROUP INC   EQUITY   907834105      241    15597 SH       DEFINED                21,31    15597        0        0
UNION PLANTERS CORP           EQUITY   908068109     4143   101500 SH       DEFINED                    6   101500        0        0
UNION PLANTERS CORP           EQUITY   908068109      623    15257 SH       DEFINED                12,21    15257        0        0
UNION PLANTERS CORP           EQUITY   908068109      259     6350 SH       DEFINED          15,18,21,22     2250        0     4100
UNION PLANTERS CORP           EQUITY   908068109       80     1960 SH       DEFINED             16,18,21     1960        0        0
UNION PLANTERS CORP           EQUITY   908068109     1941    47552 SH       DEFINED             18,21,22    18625        0    28926
UNION PLANTERS CORP           EQUITY   908068109      163     4000 SH       DEFINED                   25        0     4000        0
UNION PLANTERS CORP           EQUITY   908068109      402     9840 SH       DEFINED                21,31     9840        0        0
UNIONBANCAL CORP              EQUITY   908906100    18582   533776 SH       DEFINED                12,21   533776        0        0
UNIONBANCAL CORP              EQUITY   908906100        2       45 SH       DEFINED          15,18,21,22       45        0        0
UNIONBANCAL CORP              EQUITY   908906100       97     2800 SH       DEFINED                18,21     2800        0        0
UNIONBANCAL CORP              EQUITY   908906100      538    15464 SH       DEFINED             18,21,22     4476        0    10988
UNIONBANCORP INC-DEL          EQUITY   908908106      803    45400 SH       DEFINED   2,3,11,13,14,29,30        0    45400        0
UNISOURCE ENERGY CORP         EQUITY   909205106      307    26020 SH       DEFINED                12,21    26020        0        0
UNISOURCE ENERGY CORP         EQUITY   909205106      120    10135 SH       DEFINED             18,21,22     3686        0     6449
UNISOURCE ENERGY CORP         EQUITY   909205106      449    38000 SH       DEFINED                   25        0    38000        0
UNISYS CORP                   EQUITY   909214108      151     3373 SH       DEFINED               -          3373        0        0
UNISYS CORP                   EQUITY   909214108     6161   137300 SH       DEFINED   2,3,11,13,14,29,30        0   137300        0
UNISYS CORP                   EQUITY   909214108    29812   664345 SH       DEFINED                12,21   664345        0        0
UNISYS CORP                   EQUITY   909214108      701    15625 SH       DEFINED          15,18,21,22     9254        0     6371
UNISYS CORP                   EQUITY   909214108      128     2858 SH       DEFINED             16,18,21     2858        0        0
UNISYS CORP                   EQUITY   909214108      512    11400 SH       DEFINED                18,21    11400        0        0
UNISYS CORP                   EQUITY   909214108    78686  1753443 SH       DEFINED             18,21,22  1121941        0   631502
UNISYS CORP                   OPTION   909214108       22      500 SH  CALL DEFINED             18,21,22        0        0      500
UNISYS CORP                   EQUITY   909214108      485    10811 SH       DEFINED                   25        0    10811        0
UNISYS CORP                   EQUITY   909214108      859    19146 SH       DEFINED                21,31    19146        0        0
UNITED ASSET MANAGEMENT CORP  EQUITY   909420101      890    49600 SH       DEFINED                12,21    49600        0        0
UNITED ASSET MANAGEMENT CORP  EQUITY   909420101     3512   195790 SH       DEFINED             18,21,22   195787        0        3
UNITED AUTO GROUP INC         EQUITY   909440109      205    16253 SH       DEFINED                12,21    16253        0        0
UNITED AUTO GROUP INC         EQUITY   909440109       19     1500 SH       DEFINED             18,21,22        0        0     1500
UNITED COMMUNITY FINANCIAL    EQUITY   909839102      381    27600 SH       DEFINED                12,21    27600        0        0
UNITED BANKSHARES INC W VA-   EQUITY   909907107     3958   160319 SH       DEFINED                12,21   160319        0        0
UNITED BANKSHARES INC W VA-   EQUITY   909907107       18      715 SH       DEFINED          15,18,21,22      715        0        0
UNITED BANKSHARES INC W VA-   EQUITY   909907107      393    15931 SH       DEFINED             18,21,22     6187        0     9744
UNITED BANKSHARES INC W VA-   EQUITY   909907107     3824   154908 SH       DEFINED                21,31   154908        0        0
UNITED DOMINION RLTY TRUST IN EQUITY   910197102     3565   325900 SH       DEFINED                12,21   325900        0        0
UNITED DOMINION RLTY TRUST IN EQUITY   910197102        3      308 SH       DEFINED          15,18,21,22        0        0      308
UNITED DOMINION RLTY TRUST IN EQUITY   910197102    11609  1061313 SH       DEFINED             18,21,22   395636        0   665676
UNITED HEALTHCARE CORP        EQUITY   910581107      305     6665 SH       DEFINED               -          6665        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107      759    16590 SH       DEFINED                  4,6      115        0    16475
UNITED HEALTHCARE CORP        EQUITY   910581107    44040   962613 SH       DEFINED                12,21   962613        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107      441     9631 SH       DEFINED          15,18,21,22     2735        0     6896
UNITED HEALTHCARE CORP        EQUITY   910581107    29984   655379 SH       DEFINED             18,21,22   227947        0   427432
UNITED HEALTHCARE CORP        OPTION   910581107       23      500 SH  PUT  DEFINED             18,21,22        0        0      500
UNITED HEALTHCARE CORP        EQUITY   910581107      225     4928 SH       DEFINED                   25        0     4928        0
UNITED HEALTHCARE CORP        EQUITY   910581107     1542    33700 SH       DEFINED     3,13,14,26,29,30    33700        0        0
UNITED HEALTHCARE CORP        EQUITY   910581107      492    10753 SH       DEFINED                21,31    10753        0        0
UNITED ILLUMINATING CO        EQUITY   910637107     3310    67389 SH       DEFINED                12,21    67389        0        0
UNITED ILLUMINATING CO        EQUITY   910637107      123     2500 SH       DEFINED             16,18,21     2500        0        0
UNITED ILLUMINATING CO        EQUITY   910637107      364     7400 SH       DEFINED             18,21,22     2799        0     4601
UNITED INDUSTRIAL CORP        EQUITY   910671106      202    23729 SH       DEFINED             18,21,22     1014        0    22715
UNITED NATL BANCORP N J       EQUITY   910909100      277    12840 SH       DEFINED                12,21    12840        0        0
UNITED NATL BANCORP N J       EQUITY   910909100      115     5345 SH       DEFINED             18,21,22      995        0     4350
UNITED NATURAL FOODS INC      EQUITY   911163103       82     9600 SH       DEFINED                12,21     9600        0        0
UNITED NATURAL FOODS INC      EQUITY   911163103       54     6403 SH       DEFINED             18,21,22     2903        0     3500
*** UNITED PAN EUROPE         EQUITY   911300200        6      100 SH       DEFINED               -           100        0        0
*** UNITED PAN EUROPE         EQUITY   911300200      182     3000 SH       DEFINED                  4,6        0        0     3000
*** UNITED PAN EUROPE         EQUITY   911300200      182     3000 SH       DEFINED       17,18,19,20,21     3000        0        0
*** UNITED PAN EUROPE         EQUITY   911300200      459     7557 SH       DEFINED             18,21,22     1749        0     5808
UNITED PAYORS & UNITED        EQUITY   911319101     1472    92000 SH       DEFINED                12,21    92000        0        0
UNITED PAYORS & UNITED        EQUITY   911319101        2      150 SH       DEFINED             18,21,22        0        0      150
UNITED PAYORS & UNITED        EQUITY   911319101      237    14800 SH       DEFINED                   25        0    14800        0
UNITED PAYORS & UNITED        EQUITY   911319101      875    54700 SH       DEFINED                21,31    54700        0        0
UNITED RENTALS INC            EQUITY   911363109      127     5845 SH       DEFINED                12,21     5845        0        0
UNITED RENTALS INC            EQUITY   911363109        7      340 SH       DEFINED          15,18,21,22        0        0      340
UNITED RENTALS INC            EQUITY   911363109     2097    96147 SH       DEFINED             18,21,22    39387        0    56760
UNITED RETAIL GROUP INC       EQUITY   911380103      114    10400 SH       DEFINED                12,21    10400        0        0
UNITED RETAIL GROUP INC       EQUITY   911380103       34     3123 SH       DEFINED             18,21,22       92        0     3031
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206     2233   155987 SH       DEFINED                12,21   155987        0        0
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206       18     1254 SH       DEFINED          15,18,21,22        0        0     1254
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206       69     4801 SH       DEFINED             18,21,22      184        0     4617
U S BIOSCIENCE INC COM PAR .0 EQUITY   911646206     1850   129288 SH       DEFINED                21,31   129288        0        0
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6      169   270000 PRN      DEFINED               -        270000        0        0
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6      607   971000 PRN      DEFINED          15,18,21,22   451000        0   520000
UNITED STATES CELLULAR CORP   CORPBOND 911684AA6    15463 24740000 PRN      DEFINED             18,21,22 17797000        0  6943000
UNITED STATES CELLULAR CORP   EQUITY   911684108      656     9675 SH       DEFINED                  4,6     8000        0     1675
UNITED STATES CELLULAR CORP   EQUITY   911684108      188     2771 SH       DEFINED                12,21     2771        0        0
UNITED STATES CELLULAR CORP   EQUITY   911684108       24      350 SH       DEFINED          15,18,21,22      250        0      100
UNITED STATES CELLULAR CORP   EQUITY   911684108     1920    28314 SH       DEFINED             18,21,22    21685        0     6629
U S ENERGY CORP-WYO           EQUITY   911805109       69    19000 SH       DEFINED             18,21,22    19000        0        0
UNITED STATES FILTER CORP CV  CORPBOND 911843AF7      412   412000 PRN      DEFINED             18,21,22   409000        0     3000
US AIRWAYS GROUP INC          EQUITY   911905107        2       73 SH       DEFINED               -            73        0        0
US AIRWAYS GROUP INC          EQUITY   911905107      561    21887 SH       DEFINED                12,21    21887        0        0
US AIRWAYS GROUP INC          EQUITY   911905107      245     9554 SH       DEFINED          15,18,21,22     8298        0     1256
US AIRWAYS GROUP INC          EQUITY   911905107    73459  2866700 SH       DEFINED                18,21  2866700        0        0
US AIRWAYS GROUP INC          EQUITY   911905107     5219   203681 SH       DEFINED             18,21,22   157654        0    46027
US AIRWAYS GROUP INC          EQUITY   911905107       68     2640 SH       DEFINED                   25        0     2640        0
US AIRWAYS GROUP INC          EQUITY   911905107      410    15984 SH       DEFINED                21,31    15984        0        0
U S HOME CORP NEW             EQUITY   911920106       16      575 SH       DEFINED               -           575        0        0
U S HOME CORP NEW             EQUITY   911920106        4      164 SH       DEFINED                  4,6      164        0        0
U S HOME CORP NEW             EQUITY   911920106      262     9700 SH       DEFINED                12,21     9700        0        0
U S HOME CORP NEW             EQUITY   911920106      158     5855 SH       DEFINED          15,18,21,22     2030        0     3825
U S HOME CORP NEW             EQUITY   911920106     3023   111950 SH       DEFINED             18,21,22    74808        0    37142
U S HOME CORP NEW             EQUITY   911920106      640    23700 SH       DEFINED                   25        0    23700        0
U.S. INDUSTRIES INC           EQUITY   912080108     2546   164263 SH       DEFINED                12,21   164263        0        0
U.S. INDUSTRIES INC           EQUITY   912080108       71     4566 SH       DEFINED             18,21,22     2351        0     2215
U.S. INDUSTRIES INC           EQUITY   912080108       33     2161 SH       DEFINED                21,31     2161        0        0
US OFFICE PRODUCTS CO (NEW)   EQUITY   912325305       83    23600 SH       DEFINED                12,21    23600        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     1157   330603 SH       DEFINED             18,21,22   313224        0    17379
U S WEST INC (NEW)            EQUITY   91273H101      297     5204 SH       DEFINED                  4,6     3992        0     1212
U S WEST INC (NEW)            EQUITY   91273H101    30840   541053 SH       DEFINED                12,21   541053        0        0
U S WEST INC (NEW)            EQUITY   91273H101      158     2779 SH       DEFINED          15,18,21,22     1521        0     1258
U S WEST INC (NEW)            EQUITY   91273H101      840    14729 SH       DEFINED             16,18,21    14729        0        0
U S WEST INC (NEW)            EQUITY   91273H101    50605   887800 SH       DEFINED             18,21,22   608143        0   279656
U S WEST INC (NEW)            OPTION   91273H101       57     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
U S WEST INC (NEW)            EQUITY   91273H101     1062    18629 SH       DEFINED                   25        0    18629        0
U S WEST INC (NEW)            EQUITY   91273H101     1489    26123 SH       DEFINED     3,13,14,26,29,30    26123        0        0
U S WEST INC (NEW)            EQUITY   91273H101     2098    36812 SH       DEFINED                21,31    36812        0        0
US TRUST CORP NEW             EQUITY   91288L105     3518    44676 SH       DEFINED                  4,6    15255    19941     9480
US TRUST CORP NEW             EQUITY   91288L105       24      310 SH       DEFINED                  6,7        0        0      310
US TRUST CORP NEW             EQUITY   91288L105     2161    27445 SH       DEFINED                12,21    27445        0        0
US TRUST CORP NEW             EQUITY   91288L105       82     1035 SH       DEFINED          15,18,21,22       10        0     1025
US TRUST CORP NEW             EQUITY   91288L105      308     3916 SH       DEFINED             18,21,22      402        0     3513
US TRUST CORP NEW             EQUITY   91288L105       55      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
UNITED STATIONERS INC         EQUITY   913004107        3      120 SH       DEFINED               -           120        0        0
UNITED STATIONERS INC         EQUITY   913004107     3067   146945 SH       DEFINED                12,21   146945        0        0
UNITED STATIONERS INC         EQUITY   913004107       50     2375 SH       DEFINED          15,18,21,22     1485        0      890
UNITED STATIONERS INC         EQUITY   913004107     4278   204929 SH       DEFINED             18,21,22   125498        0    79431
UNITED STATIONERS INC         EQUITY   913004107       15      700 SH       DEFINED     3,13,14,26,29,30      700        0        0
UNITED STATIONERS INC         EQUITY   913004107     2387   114338 SH       DEFINED                21,31   114338        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     1617    27913 SH       DEFINED               -         27913        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109    11917   205683 SH       DEFINED                  4,6    44686     1600   159397
UNITED TECHNOLOGIES CORP      EQUITY   913017109     2567    44298 SH       DEFINED                5,6,7        0        0    44298
UNITED TECHNOLOGIES CORP      EQUITY   913017109       23      402 SH       DEFINED                  6,7        0        0      402
UNITED TECHNOLOGIES CORP      EQUITY   913017109    85500  1475709 SH       DEFINED                12,21  1475709        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109    11418   197074 SH       DEFINED          15,18,21,22   137220        0    59854
UNITED TECHNOLOGIES CORP      EQUITY   913017109     8783   151600 SH       DEFINED             16,18,21   151600        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109   305526  5273320 SH       DEFINED             18,21,22  1736651        0  3536669
UNITED TECHNOLOGIES CORP      OPTION   913017109     2607    45000 SH  CALL DEFINED             18,21,22    45000        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     1142    19716 SH       DEFINED                   25        0    19716        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109      824    14222 SH       DEFINED     3,13,14,26,29,30    14222        0        0
UNITED TECHNOLOGIES CORP      EQUITY   913017109     2014    34757 SH       DEFINED                21,31    34757        0        0
UNITED TELEVISION INC         EQUITY   913066106     2246    19405 SH       DEFINED                12,21    19405        0        0
UNITED TELEVISION INC         EQUITY   913066106      112      968 SH       DEFINED             18,21,22      702        0      266
UNITED THERAPEUTICS CORP      EQUITY   91307C102      454    15600 SH       DEFINED                12,21    15600        0        0
UNITED THERAPEUTICS CORP      EQUITY   91307C102       50     1700 SH       DEFINED             18,21,22        0        0     1700
UNITED WATER RESOURCES INC    EQUITY   913190104      740    22457 SH       DEFINED                12,21    22457        0        0
UNITED WATER RESOURCES INC    EQUITY   913190104      610    18520 SH       DEFINED             18,21,22    12986        0     5534
UNITEDGLOBALCOM INC CLASS A   EQUITY   913247508      622     8766 SH       DEFINED                12,21     8766        0        0
UNITEDGLOBALCOM INC CLASS A   EQUITY   913247508      774    10900 SH       DEFINED             16,18,21    10900        0        0
UNITEDGLOBALCOM INC CLASS A   EQUITY   913247508     4951    69738 SH       DEFINED             18,21,22    23489        0    46249
UNITRIN INC                   EQUITY   913275103       80     2175 SH       DEFINED                12,21     2175        0        0
UNITRIN INC                   EQUITY   913275103       20      540 SH       DEFINED          15,18,21,22        0        0      540
UNITRIN INC                   EQUITY   913275103      302     8257 SH       DEFINED             18,21,22      517        0     7740
UNITRODE CORP                 EQUITY   913283107     3822    89925 SH       DEFINED                12,21    89925        0        0
UNITRODE CORP                 EQUITY   913283107      611    14372 SH       DEFINED             18,21,22    14372        0        0
UNITRODE CORP                 EQUITY   913283107     2127    50039 SH       DEFINED                21,31    50039        0        0
UNIVERSAL CORP VA             EQUITY   913456109      220     8532 SH       DEFINED                  4,6     8532        0        0
UNIVERSAL CORP VA             EQUITY   913456109     3034   117547 SH       DEFINED                12,21   117547        0        0
UNIVERSAL CORP VA             EQUITY   913456109       81     3137 SH       DEFINED             18,21,22     1287        0     1850
UNIVERSAL CORP VA             EQUITY   913456109      209     8100 SH       DEFINED                   25        0     8100        0
UNIVERSAL CORP VA             EQUITY   913456109      108     4200 SH       DEFINED                21,31     4200        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104     3417   160800 SH       DEFINED                12,21   160800        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104        1       57 SH       DEFINED          15,18,21,22       57        0        0
UNIVERSAL FOODS CORP WIS      EQUITY   913538104     5076   238870 SH       DEFINED             18,21,22   180543        0    58327
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104     2412   172256 SH       DEFINED                12,21   172256        0        0
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104     3558   254130 SH       DEFINED             18,21,22   254076        0       54
UNIVERSAL FOREST PRODUCTS     EQUITY   913543104      412    29400 SH       DEFINED                   25        0    29400        0
UNIVERSAL HEALTH REALTY INCOM EQUITY   91359E105        5      300 SH       DEFINED               -           300        0        0
UNIVERSAL HEALTH REALTY INCOM EQUITY   91359E105     1448    81304 SH       DEFINED             18,21,22    64250        0    17054
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100      398    16230 SH       DEFINED                12,21    16230        0        0
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100       21      874 SH       DEFINED          15,18,21,22      485        0      389
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100     4374   178522 SH       DEFINED             18,21,22   148610        0    29912
UNIVERSAL HEALTH SERVICES INC EQUITY   913903100      328    13400 SH       DEFINED                21,31    13400        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102    14558   180708 SH       DEFINED                12,21   180708        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102      250     3104 SH       DEFINED          15,18,21,22        0        0     3104
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     6445    80000 SH       DEFINED             16,18,21    80000        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     2577    31991 SH       DEFINED             18,21,22     9610        0    22381
UNIVISION COMMUNICATIONS INC  EQUITY   914906102       32      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
UNIVISION COMMUNICATIONS INC  EQUITY   914906102     1403    17415 SH       DEFINED                21,31    17415        0        0
UNOCAL CORP                   EQUITY   915289102      100     2672 SH       DEFINED               -          2672        0        0
UNOCAL CORP                   EQUITY   915289102     6765   181600 SH       DEFINED   2,3,11,13,14,29,30        0   181600        0
UNOCAL CORP                   EQUITY   915289102       58     1554 SH       DEFINED                  4,6      219        0     1335
UNOCAL CORP                   EQUITY   915289102    30989   831913 SH       DEFINED                12,21   831913        0        0
UNOCAL CORP                   EQUITY   915289102      292     7850 SH       DEFINED          15,18,21,22     5485        0     2365
UNOCAL CORP                   EQUITY   915289102     2265    60814 SH       DEFINED             16,18,21    60814        0        0
UNOCAL CORP                   EQUITY   915289102    47835  1284171 SH       DEFINED             18,21,22   424118        0   860052
UNOCAL CORP                   EQUITY   915289102      263     7060 SH       DEFINED                   25        0     7060        0
UNOCAL CORP                   EQUITY   915289102      630    16913 SH       DEFINED                21,31    16913        0        0
UNOVA INC                     EQUITY   91529B106        7      527 SH       DEFINED                  4,6        0        0      527
UNOVA INC                     EQUITY   91529B106     4297   325800 SH       DEFINED                12,21   325800        0        0
UNOVA INC                     EQUITY   91529B106       12      922 SH       DEFINED          15,18,21,22      676        0      246
UNOVA INC                     EQUITY   91529B106     1959   148537 SH       DEFINED             18,21,22   116460        0    32077
UNUMPROVIDENT CORP            EQUITY   91529Y106      346    10945 SH       DEFINED               -         10945        0        0
UNUMPROVIDENT CORP            EQUITY   91529Y106     4258   134634 SH       DEFINED                  4,6     2409   115025    17200
UNUMPROVIDENT CORP            EQUITY   91529Y106     9839   311100 SH       DEFINED                    6   311100        0        0
UNUMPROVIDENT CORP            EQUITY   91529Y106    27180   859431 SH       DEFINED                12,21   859431        0        0
UNUMPROVIDENT CORP            EQUITY   91529Y106     1519    48032 SH       DEFINED          15,18,21,22    18969        0    29062
UNUMPROVIDENT CORP            EQUITY   91529Y106     3585   113357 SH       DEFINED             16,18,21   113357        0        0
UNUMPROVIDENT CORP            EQUITY   91529Y106   103421  3270229 SH       DEFINED             18,21,22  1003254        0  2266974
UNUMPROVIDENT CORP            EQUITY   91529Y106      678    21444 SH       DEFINED                   25        0    21444        0
UNUMPROVIDENT CORP            EQUITY   91529Y106      272     8614 SH       DEFINED     3,13,14,26,29,30     8614        0        0
UNUMPROVIDENT CORP            EQUITY   91529Y106      472    14919 SH       DEFINED                21,31    14919        0        0
USFREIGHTWAYS CORP            EQUITY   916906100       55     1190 SH       DEFINED               -          1190        0        0
USFREIGHTWAYS CORP            EQUITY   916906100    14708   321052 SH       DEFINED                12,21   321052        0        0
USFREIGHTWAYS CORP            EQUITY   916906100      424     9260 SH       DEFINED          15,18,21,22     4530        0     4730
USFREIGHTWAYS CORP            EQUITY   916906100     9906   216222 SH       DEFINED             18,21,22   145386        0    70836
USFREIGHTWAYS CORP            EQUITY   916906100     1058    23100 SH       DEFINED                   25        0    23100        0
USFREIGHTWAYS CORP            EQUITY   916906100      687    15000 SH       DEFINED     3,13,14,26,29,30    15000        0        0
USFREIGHTWAYS CORP            EQUITY   916906100     4071    88858 SH       DEFINED                21,31    88858        0        0
URBAN OUTFITTERS INC          EQUITY   917047102      232    10500 SH       DEFINED                12,21    10500        0        0
URBAN SHOPPING CENTERS INC    EQUITY   917060105      229     8000 SH       DEFINED                12,21     8000        0        0
URBAN SHOPPING CENTERS INC    EQUITY   917060105       84     2934 SH       DEFINED             18,21,22     1598        0     1336
UROMED CORP SUB NOTES         CORPBOND 917274AC6       15    30000 PRN      DEFINED             18,21,22        0        0    30000
USBANCORP INC PA              EQUITY   917292104      130     9622 SH       DEFINED                12,21     9622        0        0
USBANCORP INC PA              EQUITY   917292104       12      862 SH       DEFINED             18,21,22      181        0      681
USBANCORP INC PA              EQUITY   917292104      244    18100 SH       DEFINED                   25        0    18100        0
USINTERNETWORKING INC         EQUITY   917311805     2514    88200 SH       DEFINED   2,3,11,13,14,29,30        0    88200        0
USINTERNETWORKING INC         EQUITY   917311805      296    10400 SH       DEFINED                12,21    10400        0        0
USINTERNETWORKING INC         EQUITY   917311805       62     2158 SH       DEFINED          15,18,21,22     1565        0      593
USINTERNETWORKING INC         EQUITY   917311805     2491    87393 SH       DEFINED             18,21,22    76932        0    10461
USWEB CORP                    EQUITY   917327108        5      160 SH       DEFINED               -           160        0        0
USWEB CORP                    EQUITY   917327108     5422   159180 SH       DEFINED                  4,6        0        0   159180
USWEB CORP                    EQUITY   917327108     1345    39500 SH       DEFINED                  6,7    39500        0        0
USWEB CORP                    EQUITY   917327108     4878   143214 SH       DEFINED                12,21   143214        0        0
USWEB CORP                    EQUITY   917327108        7      200 SH       DEFINED          15,18,21,22        0        0      200
USWEB CORP                    EQUITY   917327108     1843    54120 SH       DEFINED             18,21,22    32727        0    21393
USWEB CORP                    EQUITY   917327108      886    26000 SH       DEFINED                   25        0    26000        0
USWEB CORP                    EQUITY   917327108     6337   186027 SH       DEFINED                21,31   186027        0        0
UTILICORP UNITED INC DELAWARE EQUITY   918005109       59     2775 SH       DEFINED               -          2775        0        0
UTILICORP UNITED INC DELAWARE EQUITY   918005109       80     3750 SH       DEFINED                  4,6        0        0     3750
UTILICORP UNITED INC DELAWARE EQUITY   918005109     3912   183543 SH       DEFINED                12,21   183543        0        0
UTILICORP UNITED INC DELAWARE EQUITY   918005109      123     5748 SH       DEFINED          15,18,21,22     3775        0     1973
UTILICORP UNITED INC DELAWARE EQUITY   918005109     6830   320477 SH       DEFINED             18,21,22   140148        0   180329
UTILICORP UNITED INC DELAWARE EQUITY   918005109     1469    68922 SH       DEFINED                21,31    68922        0        0
UTILX CORP                    EQUITY   918031105       40    13300 SH       DEFINED             18,21,22     3000        0    10300
V F CORP                      EQUITY   918204108    11331   365529 SH       DEFINED                12,21   365529        0        0
V F CORP                      EQUITY   918204108     4036   130181 SH       DEFINED          15,18,21,22    91098        0    39083
V F CORP                      EQUITY   918204108    19420   626443 SH       DEFINED             18,21,22   453632        0   172811
V F CORP                      EQUITY   918204108      443    14280 SH       DEFINED                   25        0    14280        0
V F CORP                      EQUITY   918204108      229     7383 SH       DEFINED                21,31     7383        0        0
VIB CORP                      EQUITY   91823H106      415    44917 SH       DEFINED             18,21,22        0        0    44917
VTEL CORP                     EQUITY   918333105      390    99000 SH       DEFINED                12,21    99000        0        0
VTEL CORP                     EQUITY   918333105       21     5438 SH       DEFINED             18,21,22        0        0     5438
VTEL CORP                     EQUITY   918333105      390    99000 SH       DEFINED                21,31    99000        0        0
V3 SEMICONDUCTOR INC          EQUITY   918392101     1909   159050 SH       DEFINED             18,21,22    42600        0   116450
VAIL RESORTS INC              EQUITY   91879Q109      475    21100 SH       DEFINED                12,21    21100        0        0
VAIL RESORTS INC              EQUITY   91879Q109     1968    87487 SH       DEFINED             18,21,22    82844        0     4643
VALASSIS COMMUNICATIONS INC   EQUITY   918866104       14      315 SH       DEFINED               -           315        0        0
VALASSIS COMMUNICATIONS INC   EQUITY   918866104    16848   388977 SH       DEFINED                12,21   388977        0        0
VALASSIS COMMUNICATIONS INC   EQUITY   918866104      346     7994 SH       DEFINED          15,18,21,22     4280        0     3714
VALASSIS COMMUNICATIONS INC   EQUITY   918866104    12024   277606 SH       DEFINED             18,21,22   164178        0   113428
VALASSIS COMMUNICATIONS INC   EQUITY   918866104     1598    36900 SH       DEFINED                21,31    36900        0        0
VALENCE TECHNOLOGY INC        EQUITY   918914102      108    22700 SH       DEFINED                12,21    22700        0        0
VALENCE TECHNOLOGY INC        EQUITY   918914102        5     1000 SH       DEFINED          15,18,21,22        0        0     1000
VALENCE TECHNOLOGY INC        EQUITY   918914102       51    10676 SH       DEFINED             18,21,22    10557        0      119
VALENTIS INC                  EQUITY   91913E104      146    27561 SH       DEFINED             18,21,22        0        0    27561
VALERO ENERGY CORP-NEW        EQUITY   91913Y100     4301   224140 SH       DEFINED                12,21   224140        0        0
VALERO ENERGY CORP-NEW        EQUITY   91913Y100      812    42300 SH       DEFINED             16,18,21    42300        0        0
VALERO ENERGY CORP-NEW        EQUITY   91913Y100      134     6997 SH       DEFINED             18,21,22     4665        0     2332
VALLEY NATIONAL BANCORP       EQUITY   919794107       70     2807 SH       DEFINED                12,21     2807        0        0
VALLEY NATIONAL BANCORP       EQUITY   919794107      763    30660 SH       DEFINED             18,21,22    13933        0    16726
VALMONT INDUSTRIES INC DEL    EQUITY   920253101      255    15000 SH       DEFINED                  4,6        0        0    15000
VALMONT INDUSTRIES INC DEL    EQUITY   920253101      301    17722 SH       DEFINED                12,21    17722        0        0
VALMONT INDUSTRIES INC DEL    EQUITY   920253101       48     2805 SH       DEFINED             18,21,22     1105        0     1700
VALSPAR CORP                  EQUITY   920355104      150     4547 SH       DEFINED                12,21     4547        0        0
VALSPAR CORP                  EQUITY   920355104       76     2314 SH       DEFINED             18,21,22     1512        0      802
VALSPAR CORP                  EQUITY   920355104     1185    35974 SH       DEFINED                21,31    35974        0        0
VALUE AMERICA INC             EQUITY   92038N102       99     8400 SH       DEFINED                12,21     8400        0        0
VALUE AMERICA INC             EQUITY   92038N102       67     5631 SH       DEFINED          15,18,21,22     3215        0     2416
VALUE AMERICA INC             EQUITY   92038N102     1517   128414 SH       DEFINED             18,21,22   104269        0    24145
VALUE CITY DEPT STORES INC    EQUITY   920387107      138     9843 SH       DEFINED                12,21     9843        0        0
VALUE CITY DEPT STORES INC    EQUITY   920387107       43     3072 SH       DEFINED             18,21,22      648        0     2424
VALUEVISION INTL INC CL A     EQUITY   92047K107      736    29000 SH       DEFINED                12,21    29000        0        0
VALUEVISION INTL INC CL A     EQUITY   92047K107       25     1000 SH       DEFINED             16,18,21     1000        0        0
VALUEVISION INTL INC CL A     EQUITY   92047K107       90     3535 SH       DEFINED             18,21,22      835        0     2700
VAN KAMPEN AMERN CAP SR INCOM EQUITY   920961109     2429   264385 SH       DEFINED             18,21,22   212243        0    52142
VANTIVE CORP                  EQUITY   922091103      261    31400 SH       DEFINED                12,21    31400        0        0
VANTIVE CORP                  EQUITY   922091103       35     4266 SH       DEFINED             18,21,22     3616        0      650
VANTIVE CORP                  EQUITY   922091103       15     1800 SH       DEFINED     3,13,14,26,29,30     1800        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107       36     3000 SH       DEFINED               -          3000        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107     3226   267400 SH       DEFINED   2,3,11,13,14,29,30        0   267400        0
VARCO INTERNATIONAL INC       EQUITY   922126107     1334   110575 SH       DEFINED                  6,7   110575        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107     3474   287953 SH       DEFINED                12,21   287953        0        0
VARCO INTERNATIONAL INC       EQUITY   922126107      153    12658 SH       DEFINED          15,18,21,22     6223        0     6435
VARCO INTERNATIONAL INC       EQUITY   922126107     1524   126365 SH       DEFINED             18,21,22    52007        0    74358
VARCO INTERNATIONAL INC       EQUITY   922126107      171    14200 SH       DEFINED                   25        0    14200        0
VARCO INTERNATIONAL INC       EQUITY   922126107      267    22100 SH       DEFINED                21,31    22100        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105       22     1000 SH       DEFINED               -          1000        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      546    24870 SH       DEFINED                12,21    24870        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      168     7670 SH       DEFINED          15,18,21,22     6130        0     1540
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105      140     6400 SH       DEFINED             16,18,21     6400        0        0
VARIAN MEDICAL SYSTEMS INC    EQUITY   92220P105     3747   170816 SH       DEFINED             18,21,22   127551        0    43265
VARIAN INC                    EQUITY   922206107       18     1000 SH       DEFINED               -          1000        0        0
VARIAN INC                    EQUITY   922206107     2644   150570 SH       DEFINED                  4,6    56800    59895    33875
VARIAN INC                    EQUITY   922206107       18     1010 SH       DEFINED                  6,7        0        0     1010
VARIAN INC                    EQUITY   922206107      530    30200 SH       DEFINED                12,21    30200        0        0
VARIAN INC                    EQUITY   922206107      112     6400 SH       DEFINED             16,18,21     6400        0        0
VARIAN INC                    EQUITY   922206107      181    10298 SH       DEFINED             18,21,22      823        0     9475
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105       11      500 SH       DEFINED               -           500        0        0
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      635    29370 SH       DEFINED                12,21    29370        0        0
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      119     5481 SH       DEFINED          15,18,21,22     3963        0     1518
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105      138     6400 SH       DEFINED             16,18,21     6400        0        0
VARIAN SEMICONDUCTOR EQUIPMEN EQUITY   922207105     2252   104130 SH       DEFINED             18,21,22    86125        0    18005
VASOMEDICAL INC               EQUITY   922321104       68    60000 SH       DEFINED                12,21    60000        0        0
VASOMEDICAL INC               EQUITY   922321104       68    60000 SH       DEFINED             16,18,21    60000        0        0
VASOMEDICAL INC               EQUITY   922321104       92    81850 SH       DEFINED             18,21,22     6000        0    75850
VASTAR RESOURCES INC          EQUITY   922380100      804    12611 SH       DEFINED                12,21    12611        0        0
VASTAR RESOURCES INC          EQUITY   922380100      381     5980 SH       DEFINED          15,18,21,22     3575        0     2405
VASTAR RESOURCES INC          EQUITY   922380100     9759   153083 SH       DEFINED             18,21,22   103916        0    49167
*** VEBA AG SPONS ADR         EQUITY   92239H102       52      980 SH       DEFINED               -           980        0        0
*** VEBA AG SPONS ADR         EQUITY   92239H102       64     1200 SH       DEFINED          15,18,21,22      930        0      270
*** VEBA AG SPONS ADR         EQUITY   92239H102     2997    56141 SH       DEFINED             18,21,22    43782        0    12359
*** VEBA AG SPONS ADR         EQUITY   92239H102     1455    27255 SH       DEFINED                   25        0    27255        0
VAXGEN INC NEW                EQUITY   922390208      781    53380 SH       DEFINED             18,21,22    44655        0     8725
VEECO INSTRUMENTS INC DEL     EQUITY   922417100     2668    98800 SH       DEFINED   2,3,11,13,14,29,30        0    98800        0
VEECO INSTRUMENTS INC DEL     EQUITY   922417100      267     9900 SH       DEFINED                12,21     9900        0        0
VEECO INSTRUMENTS INC DEL     EQUITY   922417100       89     3280 SH       DEFINED          15,18,21,22     2410        0      870
VEECO INSTRUMENTS INC DEL     EQUITY   922417100     3238   119936 SH       DEFINED             18,21,22    91706        0    28230
VENTAS INC                    EQUITY   92276F100      215    44700 SH       DEFINED                12,21    44700        0        0
VENTAS INC                    EQUITY   92276F100      577   119878 SH       DEFINED             18,21,22    91589        0    28289
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106     1336    85174 SH       DEFINED                  4,6    35915    30730    18529
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106       10      650 SH       DEFINED                  6,7        0        0      650
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106      387    24700 SH       DEFINED                12,21    24700        0        0
VENTANA MEDICAL SYSTEMS INC   EQUITY   92276H106        3      219 SH       DEFINED             18,21,22      200        0       19
VENATOR GROUP INC             EQUITY   922944103     1774   207157 SH       DEFINED                12,21   207157        0        0
VENATOR GROUP INC             EQUITY   922944103      417    48710 SH       DEFINED          15,18,21,22    36825        0    11885
VENATOR GROUP INC             EQUITY   922944103     8314   970978 SH       DEFINED             18,21,22   681907        0   289071
VERITY INC                    EQUITY   92343C106     1131    16100 SH       DEFINED                12,21    16100        0        0
VERITY INC                    EQUITY   92343C106       15      212 SH       DEFINED             18,21,22      211        0        1
VERISIGN INC                  EQUITY   92343E102       22      210 SH       DEFINED               -           210        0        0
VERISIGN INC                  EQUITY   92343E102      417     4000 SH       DEFINED                  4,6        0        0     4000
VERISIGN INC                  EQUITY   92343E102     8275    79307 SH       DEFINED                12,21    79307        0        0
VERISIGN INC                  EQUITY   92343E102      553     5300 SH       DEFINED          15,18,21,22     3767        0     1533
VERISIGN INC                  EQUITY   92343E102    10761   103130 SH       DEFINED             18,21,22    81167        0    21963
VERISIGN INC                  OPTION   92343E102       31      300 SH  CALL DEFINED             18,21,22        0        0      300
VERITAS DGC INC               EQUITY   92343P107     1443    75200 SH       DEFINED   2,3,11,13,14,29,30        0    75200        0
VERITAS DGC INC               EQUITY   92343P107     3481   181400 SH       DEFINED                12,21   181400        0        0
VERITAS DGC INC               EQUITY   92343P107       86     4500 SH       DEFINED             18,21,22     1500        0     3000
VERITAS DGC INC               EQUITY   92343P107      612    31900 SH       DEFINED                   25        0    31900        0
VERITAS DGC INC               EQUITY   92343P107       15      800 SH       DEFINED     3,13,14,26,29,30      800        0        0
VERIO INC                     EQUITY   923433106     2125    67050 SH       DEFINED                12,21    67050        0        0
VERIO INC                     EQUITY   923433106      891    28131 SH       DEFINED          15,18,21,22    13874        0    14257
VERIO INC                     EQUITY   923433106    12991   409974 SH       DEFINED             18,21,22   312588        0    97386
VERITAS SOFTWARE CORP         EQUITY   923436109     6350    85670 SH       DEFINED                  4,6     8000        0    77670
VERITAS SOFTWARE CORP         EQUITY   923436109    23340   314880 SH       DEFINED                12,21   314880        0        0
VERITAS SOFTWARE CORP         EQUITY   923436109        8      102 SH       DEFINED          15,18,21,22        0        0      102
VERITAS SOFTWARE CORP         EQUITY   923436109    15099   203698 SH       DEFINED             18,21,22     9357        0   194341
VERITAS SOFTWARE CORP         EQUITY   923436109     1912    25800 SH       DEFINED                   25        0    25800        0
VERITAS SOFTWARE CORP         EQUITY   923436109    63833   861160 SH       DEFINED     3,13,14,26,29,30   861160        0        0
VERITAS SOFTWARE CORP         EQUITY   923436109     1838    24800 SH       DEFINED                21,31    24800        0        0
VERTEL CORP                   EQUITY   924907108      394   225226 SH       DEFINED             18,21,22    12026        0   213200
VERTEX PHARMACEUTICALS INC    EQUITY   92532F100    14442   466800 SH       DEFINED                12,21   466800        0        0
VERTEX PHARMACEUTICALS INC    EQUITY   92532F100      323    10442 SH       DEFINED             18,21,22     7712        0     2730
VERTICALNET INC               EQUITY   92532L107     3944    99300 SH       DEFINED                12,21    99300        0        0
VERTICALNET INC               EQUITY   92532L107      180     4530 SH       DEFINED          15,18,21,22     2570        0     1960
VERTICALNET INC               EQUITY   92532L107     1459    36745 SH       DEFINED             18,21,22    22637        0    14108
VERTICALNET INC               EQUITY   92532L107      882    22200 SH       DEFINED                21,31    22200        0        0
VETERINARY CENTERS OF AMERICA EQUITY   925514101     1023    92456 SH       DEFINED                12,21    92456        0        0
VETERINARY CENTERS OF AMERICA EQUITY   925514101       23     2110 SH       DEFINED             18,21,22     1610        0      500
VIAD CORP                     EQUITY   92552R109        6      200 SH       DEFINED               -           200        0        0
VIAD CORP                     EQUITY   92552R109     1438    50134 SH       DEFINED                12,21    50134        0        0
VIAD CORP                     EQUITY   92552R109     2411    84025 SH       DEFINED             18,21,22    20831        0    63194
VIAD CORP                     EQUITY   92552R109      572    19935 SH       DEFINED                21,31    19935        0        0
VIALOG CORP                   EQUITY   92552X106      126    36000 SH       DEFINED             18,21,22        0        0    36000
VIACOM INC  CL A              EQUITY   925524100       19      432 SH       DEFINED                  4,6      432        0        0
VIACOM INC  CL A              EQUITY   925524100     2363    53400 SH       DEFINED             16,18,21    53400        0        0
VIACOM INC  CL A              EQUITY   925524100     1010    22826 SH       DEFINED             18,21,22     9101        0    13725
VIACOM INC  CL A              EQUITY   925524100      602    13600 SH       DEFINED     3,13,14,26,29,30    13600        0        0
VIACOM INC CL B               EQUITY   925524308      295     6770 SH       DEFINED               -          6770        0        0
VIACOM INC CL B               EQUITY   925524308      355     8132 SH       DEFINED                  4,6     7382        0      750
VIACOM INC CL B               EQUITY   925524308    63636  1458709 SH       DEFINED                12,21  1458709        0        0
VIACOM INC CL B               EQUITY   925524308       39      894 SH       DEFINED          15,18,21,22        0        0      894
VIACOM INC CL B               EQUITY   925524308     1972    45200 SH       DEFINED             16,18,21    45200        0        0
VIACOM INC CL B               EQUITY   925524308      476    10900 SH       DEFINED                18,21    10900        0        0
VIACOM INC CL B               OPTION   925524308     4472   102500 SH  CALL DEFINED             18,21,22   102500        0        0
VIACOM INC CL B               OPTION   925524308      982    22500 SH  PUT  DEFINED             18,21,22    22500        0        0
VIACOM INC CL B               EQUITY   925524308    24512   561877 SH       DEFINED             18,21,22   396439        0   165438
VIACOM INC CL B               EQUITY   925524308     1176    26952 SH       DEFINED                   25        0    26952        0
VIACOM INC CL B               EQUITY   925524308      383     8770 SH       DEFINED     3,13,14,26,29,30     8770        0        0
VIACOM INC CL B               EQUITY   925524308     1999    45822 SH       DEFINED                21,31    45822        0        0
VIATEL INC                    EQUITY   925529208     2012    74331 SH       DEFINED                12,21    74331        0        0
VIATEL INC                    EQUITY   925529208      250     9227 SH       DEFINED             16,18,21     9227        0        0
VIATEL INC                    EQUITY   925529208     3983   147162 SH       DEFINED             18,21,22   140203        0     6959
VIATEL INC                    EQUITY   925529208       76     2800 SH       DEFINED                   25        0     2800        0
VIANT INC                     EQUITY   92553N107      240     5199 SH       DEFINED          15,18,21,22     3807        0     1392
VIANT INC                     EQUITY   92553N107     4645   100439 SH       DEFINED             18,21,22    81524        0    18915
VICAL INC                     EQUITY   925602104      249    17900 SH       DEFINED                12,21    17900        0        0
VICAL INC                     EQUITY   925602104       37     2625 SH       DEFINED          15,18,21,22     1355        0     1270
VICAL INC                     EQUITY   925602104       85     6109 SH       DEFINED             18,21,22     1409        0     4700
VICOR CORP                    EQUITY   925815102      453    19900 SH       DEFINED                12,21    19900        0        0
VICOR CORP                    EQUITY   925815102       56     2464 SH       DEFINED             18,21,22       64        0     2400
WTS VIDEO UPDATES INC CL B    EQUITY   92657V120        1    25000 SH       DEFINED             18,21,22    24000        0     1000
VIGNETTE CORPORATION          EQUITY   926734104      272     3050 SH       DEFINED                  4,6        0        0     3050
VIGNETTE CORPORATION          EQUITY   926734104     3473    38908 SH       DEFINED                12,21    38908        0        0
VIGNETTE CORPORATION          EQUITY   926734104      141     1583 SH       DEFINED          15,18,21,22     1131        0      452
VIGNETTE CORPORATION          EQUITY   926734104     3598    40317 SH       DEFINED             18,21,22    27275        0    13042
VIGNETTE CORPORATION          EQUITY   926734104      277     3100 SH       DEFINED                   25        0     3100        0
VIDEOSERVER INC               EQUITY   926918103     1077   141310 SH       DEFINED   2,3,11,13,14,29,30        0   141310        0
VIDEOSERVER INC               EQUITY   926918103        5      600 SH       DEFINED             18,21,22        0        0      600
*** VINA CONCHA Y TORO SA     EQUITY   927191106       26      700 SH       DEFINED                  4,6        0        0      700
*** VINA CONCHA Y TORO SA     EQUITY   927191106      216     5800 SH       DEFINED                12,21     5800        0        0
*** VINA CONCHA Y TORO SA     EQUITY   927191106        4      103 SH       DEFINED             18,21,22        3        0      100
VINTAGE PETROLEUM INC         EQUITY   927460105      626    46362 SH       DEFINED                12,21    46362        0        0
VINTAGE PETROLEUM INC         EQUITY   927460105        1      100 SH       DEFINED          15,18,21,22      100        0        0
VINTAGE PETROLEUM INC         EQUITY   927460105     1055    78184 SH       DEFINED             18,21,22    73651        0     4533
VINTAGE PETROLEUM INC         EQUITY   927460105      153    11300 SH       DEFINED                   25        0    11300        0
VION PHARMACEUTICALS INC      EQUITY   927624106       68    12274 SH       DEFINED             18,21,22     2500        0     9774
*** VIRGIN EXPRESS HOLDINGS   EQUITY   92765K107      125    17959 SH       DEFINED             18,21,22    15352        0     2607
VIRCO MFG CORP                EQUITY   927651109       81     5214 SH       DEFINED                12,21     5214        0        0
VIRCO MFG CORP                EQUITY   927651109      229    14685 SH       DEFINED             18,21,22      594        0    14091
VISIO CORP                    EQUITY   927914101     9738   248700 SH       DEFINED                12,21   248700        0        0
VISIO CORP                    EQUITY   927914101      258     6585 SH       DEFINED          15,18,21,22     5585        0     1000
VISIO CORP                    EQUITY   927914101     6906   176370 SH       DEFINED             18,21,22   119342        0    57028
VISIO CORP                    OPTION   927914101       39     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108        4      180 SH       DEFINED               -           180        0        0
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108     2894   119323 SH       DEFINED                12,21   119323        0        0
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108      116     4770 SH       DEFINED          15,18,21,22     2190        0     2580
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108     4233   174537 SH       DEFINED             18,21,22   113386        0    61151
VISHAY INTERTECHNOLOGY INC    EQUITY   928298108      543    22400 SH       DEFINED                21,31    22400        0        0
VISTA EYECARE INC             EQUITY   928352103      318   133812 SH       DEFINED          15,18,21,22   133125        0      687
VISTA EYECARE INC             EQUITY   928352103        4     1546 SH       DEFINED             18,21,22     1546        0        0
VISTANA INC                   EQUITY   92839P108     2067   139251 SH       DEFINED                12,21   139251        0        0
VISTANA INC                   EQUITY   92839P108       62     4183 SH       DEFINED             18,21,22     2183        0     2000
VISTANA INC                   EQUITY   92839P108     2932   197504 SH       DEFINED                21,31   197504        0        0
VISX INC DEL   NEW            EQUITY   92844S105       73     1000 SH       DEFINED               -          1000        0        0
VISX INC DEL   NEW            EQUITY   92844S105      276     3770 SH       DEFINED                  4,6        0        0     3770
VISX INC DEL   NEW            EQUITY   92844S105     1778    24321 SH       DEFINED                12,21    24321        0        0
VISX INC DEL   NEW            EQUITY   92844S105       32      441 SH       DEFINED          15,18,21,22      320        0      121
VISX INC DEL   NEW            EQUITY   92844S105     5129    70135 SH       DEFINED             18,21,22    33561        0    36574
VISX INC DEL   NEW            EQUITY   92844S105     2407    32922 SH       DEFINED                21,31    32922        0        0
VISUAL NETWORKS INC           EQUITY   928444108     3336    85400 SH       DEFINED                12,21    85400        0        0
VISUAL NETWORKS INC           EQUITY   928444108      392    10043 SH       DEFINED             18,21,22    10000        0       43
VISUAL NETWORKS INC           EQUITY   928444108      883    22600 SH       DEFINED                21,31    22600        0        0
VITAL SIGNS INC               EQUITY   928469105      117     5586 SH       DEFINED                12,21     5586        0        0
VITAL SIGNS INC               EQUITY   928469105       10      480 SH       DEFINED          15,18,21,22      480        0        0
VITAL SIGNS INC               EQUITY   928469105      416    19820 SH       DEFINED             18,21,22    14695        0     5125
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     9517   114749 SH       DEFINED                  4,6     2085        0   112664
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106    15382   185461 SH       DEFINED                12,21   185461        0        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     1892    22814 SH       DEFINED          15,18,21,22    12344        0    10470
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106    18348   221227 SH       DEFINED             18,21,22   142790        0    78437
VITESSE SEMICONDUCTOR CORP    OPTION   928497106       83     1000 SH  CALL DEFINED             18,21,22        0        0     1000
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106      945    11400 SH       DEFINED                   25        0    11400        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106      415     5000 SH       DEFINED     3,13,14,26,29,30     5000        0        0
VITESSE SEMICONDUCTOR CORP    EQUITY   928497106     1244    14996 SH       DEFINED                21,31    14996        0        0
*** VITRO SOCIEDAD ANONIMA    EQUITY   928502301        2      600 SH       DEFINED               -           600        0        0
*** VITRO SOCIEDAD ANONIMA    EQUITY   928502301        6     1500 SH       DEFINED                  6,7     1500        0        0
*** VITRO SOCIEDAD ANONIMA    EQUITY   928502301       41    10002 SH       DEFINED             18,21,22     1902        0     8100
VIVID TECHNOLOGIES INC        EQUITY   928538107      350   100000 SH       DEFINED                12,21   100000        0        0
VIVUS INC                     EQUITY   928551100        5     1800 SH       DEFINED          15,18,21,22      300        0     1500
VIVUS INC                     EQUITY   928551100       32    11206 SH       DEFINED             18,21,22     5541        0     5665
VLASIC FOODS INTERNATIONAL    EQUITY   928559103        1       90 SH       DEFINED                  4,6       90        0        0
VLASIC FOODS INTERNATIONAL    EQUITY   928559103     3226   452800 SH       DEFINED                12,21   452800        0        0
VLASIC FOODS INTERNATIONAL    EQUITY   928559103       12     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     1786   250698 SH       DEFINED             18,21,22   194270        0    56428
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107     3901    16888 SH       DEFINED               -         16888        0        0
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107    78929   341683 SH       DEFINED                  4,6    98511     1000   242172
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107       51      220 SH       DEFINED                5,6,7        0        0      220
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107   117300   507792 SH       DEFINED                  6,7   499500        0     8292
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107    35944   155600 SH       DEFINED                12,21   155600        0        0
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107     2734    11837 SH       DEFINED          15,18,21,22     8232        0     3605
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107    11670    50518 SH       DEFINED             16,18,21    50518        0        0
*** VODAFONE AIRTOUCH PLC     OPTION   92857T107     5775    25000 SH  CALL DEFINED       17,18,19,20,21    25000        0        0
*** VODAFONE AIRTOUCH PLC     OPTION   92857T107    24024   104000 SH  CALL DEFINED             18,21,22   104000        0        0
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107   181070   783851 SH       DEFINED             18,21,22   470239        0   313611
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107     5169    22375 SH       DEFINED                   25        0    22375        0
*** VODAFONE AIRTOUCH PLC     EQUITY   92857T107    28934   125255 SH       DEFINED     3,13,14,26,29,30   125255        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103       21      350 SH       DEFINED               -           350        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103     8434   142798 SH       DEFINED                  4,6    60630    48633    33535
VOICESTREAM WIRELESS CORP     EQUITY   928615103       49      825 SH       DEFINED                  6,7        0        0      825
VOICESTREAM WIRELESS CORP     EQUITY   928615103     4348    73624 SH       DEFINED                12,21    73624        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103     1284    21734 SH       DEFINED          15,18,21,22    13498        0     8236
VOICESTREAM WIRELESS CORP     EQUITY   928615103    39872   675073 SH       DEFINED             18,21,22   541894        0   133179
VOICESTREAM WIRELESS CORP     OPTION   928615103       59     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
VOICESTREAM WIRELESS CORP     EQUITY   928615103     1104    18700 SH       DEFINED     3,13,14,26,29,30    18700        0        0
VOICESTREAM WIRELESS CORP     EQUITY   928615103     1691    28627 SH       DEFINED                21,31    28627        0        0
VOLT INFORMATION SCIENCES INC EQUITY   928703107      165     7000 SH       DEFINED                12,21     7000        0        0
VOLT INFORMATION SCIENCES INC EQUITY   928703107       43     1837 SH       DEFINED          15,18,21,22     1584        0      253
VOLT INFORMATION SCIENCES INC EQUITY   928703107       19      805 SH       DEFINED             18,21,22        5        0      800
VOLT INFORMATION SCIENCES INC EQUITY   928703107       90     3800 SH       DEFINED                   25        0     3800        0
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400      125     4440 SH       DEFINED               -          4440        0        0
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400       79     2810 SH       DEFINED          15,18,21,22     2015        0      795
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400       84     3000 SH       DEFINED       17,18,19,20,21     3000        0        0
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400     4058   144293 SH       DEFINED             18,21,22   103516        0    40777
*** VOLVO AKTIEBOLAGET ADR B  EQUITY   928856400     1822    64795 SH       DEFINED                   25        0    64795        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100       76     3745 SH       DEFINED               -          3745        0        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100        8      406 SH       DEFINED          15,18,21,22      406        0        0
*** WMC LTD SPONS ADR USD     EQUITY   928947100     1122    55219 SH       DEFINED             18,21,22    39249        0    15970
*** WMC LTD SPONS ADR USD     EQUITY   928947100     1160    57100 SH       DEFINED                   25        0    57100        0
VORNADO OPERATING CO          EQUITY   92904N103        3      428 SH       DEFINED          15,18,21,22      310        0      118
VORNADO OPERATING CO          EQUITY   92904N103       66    10817 SH       DEFINED             18,21,22     6345        0     4472
VORNADO REALTY TR SBI         EQUITY   929042109        8      250 SH       DEFINED               -           250        0        0
VORNADO REALTY TR SBI         EQUITY   929042109       26      800 SH       DEFINED                  4,6        0        0      800
VORNADO REALTY TR SBI         EQUITY   929042109     1721    52538 SH       DEFINED                12,21    52538        0        0
VORNADO REALTY TR SBI         EQUITY   929042109      437    13335 SH       DEFINED          15,18,21,22    10330        0     3005
VORNADO REALTY TR SBI         EQUITY   929042109    10133   309398 SH       DEFINED             18,21,22   204109        0   105288
VORNADO REALTY TR SBI         EQUITY   929042109     1833    55956 SH       DEFINED                21,31    55956        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208       56     1200 SH       DEFINED               -          1200        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208     4700   100000 SH       DEFINED                12,21   100000        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208      271     5765 SH       DEFINED          15,18,21,22     2510        0     3255
VORNADO REALTY TRUST SER A    EQUITY   929042208     3290    70000 SH       DEFINED             16,18,21    70000        0        0
VORNADO REALTY TRUST SER A    EQUITY   929042208     6966   148208 SH       DEFINED             18,21,22   104405        0    43803
VULCAN MATERIALS CO           EQUITY   929160109    43792  1248962 SH       DEFINED                12,21  1248962        0        0
VULCAN MATERIALS CO           EQUITY   929160109       22      637 SH       DEFINED          15,18,21,22      366        0      271
VULCAN MATERIALS CO           EQUITY   929160109     1301    37100 SH       DEFINED             16,18,21    37100        0        0
VULCAN MATERIALS CO           EQUITY   929160109     1072    30567 SH       DEFINED             18,21,22    19717        0    10850
VULCAN MATERIALS CO           EQUITY   929160109      438    12500 SH       DEFINED                   25        0    12500        0
VULCAN MATERIALS CO           EQUITY   929160109      215     6145 SH       DEFINED                21,31     6145        0        0
WEBS INDEX FD INC AUSTRALIA   EQUITY   92923H103      448    43741 SH       DEFINED             18,21,22    31405        0    12336
WEBS INDEX FD INC AUSTRIA WEB EQUITY   92923H202      869    98598 SH       DEFINED             18,21,22    62634        0    35964
WEBS INDEX FD INC FRANCE WEBS EQUITY   92923H509     1581    68162 SH       DEFINED                  4,6        0        0    68162
WEBS INDEX FD INC FRANCE WEBS EQUITY   92923H509      319    13766 SH       DEFINED             18,21,22    10236        0     3530
WEBS INDEX FD INC GERMANY WEB EQUITY   92923H608      951    45853 SH       DEFINED                  4,6        0        0    45853
WEBS INDEX FD INC GERMANY WEB EQUITY   92923H608      665    32064 SH       DEFINED             18,21,22    13856        0    18208
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707     1389   121400 SH       DEFINED                12,21   121400        0        0
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707      376    32840 SH       DEFINED          15,18,21,22    10480        0    22360
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707     3470   303358 SH       DEFINED             18,21,22   178823        0   124535
WEBS INDEX FD INC HONG KONG   EQUITY   92923H707      675    59000 SH       DEFINED                   25        0    59000        0
WEBS INDEX FD INC             EQUITY   92923H798     3941   194606 SH       DEFINED                  4,6        0        0   194606
WEBS INDEX FD INC             EQUITY   92923H798      410    20235 SH       DEFINED             18,21,22    14827        0     5408
WEBS INDEX FD INC ITALY WEBS  EQUITY   92923H806      874    38965 SH       DEFINED                  4,6        0        0    38965
WEBS INDEX FD INC ITALY WEBS  EQUITY   92923H806       48     2126 SH       DEFINED             18,21,22      879        0     1246
WEBS INDEX FD INC SWITZERLAND EQUITY   92923H814      278    17714 SH       DEFINED             18,21,22    13475        0     4239
WEBS INDEX FD INC SPAIN WEBS  EQUITY   92923H830       50     1961 SH       DEFINED                  4,6        0        0     1961
WEBS INDEX FD INC SPAIN WEBS  EQUITY   92923H830      285    11189 SH       DEFINED             18,21,22     8843        0     2346
WEBS INDEX FD INC SINGAPORE   EQUITY   92923H848       70     9000 SH       DEFINED                  4,6     9000        0        0
WEBS INDEX FD INC SINGAPORE   EQUITY   92923H848       70     9000 SH       DEFINED          15,18,21,22     2755        0     6245
WEBS INDEX FD INC SINGAPORE   EQUITY   92923H848     1460   188426 SH       DEFINED             18,21,22    53467        0   134959
WEBS INDEX FD INC MEXICO FREE EQUITY   92923H863      125     9615 SH       DEFINED          15,18,21,22     3015        0     6600
WEBS INDEX FD INC MEXICO FREE EQUITY   92923H863       19     1482 SH       DEFINED             18,21,22     1113        0      369
WEBS INDEX FD INC MALAYSIA    EQUITY   92923H871     2173   439957 SH       DEFINED             18,21,22   203518        0   236438
WEBS INDEX FD INC JAPAN WEBS  EQUITY   92923H889     2449   171830 SH       DEFINED                  4,6        0        0   171830
WEBS INDEX FD INC JAPAN WEBS  EQUITY   92923H889     4543   318780 SH       DEFINED             18,21,22   102946        0   215834
WD 40 CO                      EQUITY   929236107      348    14800 SH       DEFINED                12,21    14800        0        0
WD 40 CO                      EQUITY   929236107      662    28153 SH       DEFINED             18,21,22    21951        0     6202
WHX CORP                      EQUITY   929248102      554    55403 SH       DEFINED             18,21,22     8000        0    47403
WHX CORP                      EQUITY   929248201       38     1000 SH       DEFINED               -          1000        0        0
WHX CORP                      EQUITY   929248201     1500    40000 SH       DEFINED                12,21    40000        0        0
WHX CORP                      EQUITY   929248201     1500    40000 SH       DEFINED             16,18,21    40000        0        0
WICOR INC                     EQUITY   929253102      182     6200 SH       DEFINED               -          6200        0        0
WICOR INC                     EQUITY   929253102       12      400 SH       DEFINED                  4,6      400        0        0
WICOR INC                     EQUITY   929253102      901    30746 SH       DEFINED                12,21    30746        0        0
WICOR INC                     EQUITY   929253102        5      160 SH       DEFINED             16,18,21      160        0        0
WICOR INC                     EQUITY   929253102     1080    36859 SH       DEFINED             18,21,22    11967        0    24892
WLR FOODS INC                 EQUITY   929286102      125    18371 SH       DEFINED             18,21,22        1        0    18370
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4       11    14000 PRN      DEFINED                12,21    14000        0        0
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4        2     2000 PRN      DEFINED          15,18,21,22     2000        0        0
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4     3397  4155010 PRN      DEFINED             18,21,22  4063010        0    92000
WMX TECHNOLOGIES INC CV SUB   CORPBOND 92929QAF4     4496  5500000 PRN      DEFINED        3,13,29,30,32        0        0  5500000
WMS INDUSTRIES INC            EQUITY   929297109      262    23200 SH       DEFINED                12,21    23200        0        0
WMS INDUSTRIES INC            EQUITY   929297109      139    12330 SH       DEFINED             18,21,22     7220        0     5110
*** WPP GROUP PLC             EQUITY   929309300     1618    16895 SH       DEFINED                18,21    16895        0        0
*** WPP GROUP PLC             EQUITY   929309300     1066    11130 SH       DEFINED             18,21,22    11110        0       20
WPS RESOURCES CORP            EQUITY   92931B106       62     2200 SH       DEFINED               -          2200        0        0
WPS RESOURCES CORP            EQUITY   92931B106     1819    64402 SH       DEFINED                12,21    64402        0        0
WPS RESOURCES CORP            EQUITY   92931B106        8      300 SH       DEFINED          15,18,21,22        0        0      300
WPS RESOURCES CORP            EQUITY   92931B106      483    17098 SH       DEFINED             18,21,22    10642        0     6455
WABASH NATL CORP              EQUITY   929566107     1049    51942 SH       DEFINED                12,21    51942        0        0
WABASH NATL CORP              EQUITY   929566107      723    35816 SH       DEFINED             18,21,22    29611        0     6205
WACHOVIA CORP NEW             EQUITY   929771103      167     2130 SH       DEFINED               -          2130        0        0
WACHOVIA CORP NEW             EQUITY   929771103      857    10920 SH       DEFINED                  4,6     9000        0     1920
WACHOVIA CORP NEW             EQUITY   929771103     6065    77259 SH       DEFINED                12,21    77259        0        0
WACHOVIA CORP NEW             EQUITY   929771103     8191   104343 SH       DEFINED          15,18,21,22    52624        0    51718
WACHOVIA CORP NEW             EQUITY   929771103       68      870 SH       DEFINED             16,18,21      870        0        0
WACHOVIA CORP NEW             EQUITY   929771103    29483   375574 SH       DEFINED             18,21,22   237532        0   138041
WACHOVIA CORP NEW             EQUITY   929771103      634     8072 SH       DEFINED                   25        0     8072        0
WACHOVIA CORP NEW             EQUITY   929771103      992    12639 SH       DEFINED                21,31    12639        0        0
WACKENHUT CORP                EQUITY   929794105      642    32515 SH       DEFINED                12,21    32515        0        0
WACKENHUT CORP                EQUITY   929794105       14      701 SH       DEFINED             18,21,22      701        0        0
WACKENHUT CORP                EQUITY   929794105      482    24400 SH       DEFINED                   25        0    24400        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106       16     1165 SH       DEFINED               -          1165        0        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106      147    10800 SH       DEFINED                12,21    10800        0        0
WACKENHUT CORRECTIONS CORP    EQUITY   929798106       38     2825 SH       DEFINED          15,18,21,22      950        0     1875
WACKENHUT CORRECTIONS CORP    EQUITY   929798106      205    15031 SH       DEFINED             18,21,22     8958        0     6073
WADDELL & REED FINL INC CL A  EQUITY   930059100       39     1750 SH       DEFINED               -          1750        0        0
WADDELL & REED FINL INC CL A  EQUITY   930059100     1940    86931 SH       DEFINED                12,21    86931        0        0
WADDELL & REED FINL INC CL A  EQUITY   930059100      118     5288 SH       DEFINED          15,18,21,22     4400        0      888
WADDELL & REED FINL INC CL A  EQUITY   930059100     2735   122570 SH       DEFINED             18,21,22    82386        0    40184
WADDELL & REED FINL INC CL A  EQUITY   930059100        9      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
WADDELL & REED FINL INC CL B  EQUITY   930059209      428    20000 SH       DEFINED                12,21    20000        0        0
WADDELL & REED FINL INC CL B  EQUITY   930059209        9      415 SH       DEFINED          15,18,21,22        0        0      415
WADDELL & REED FINL INC CL B  EQUITY   930059209       80     3735 SH       DEFINED             18,21,22     2991        0      744
WAL-MART STORES INC           EQUITY   931142103     5316   110040 SH       DEFINED               -        110040        0        0
WAL-MART STORES INC           EQUITY   931142103   131870  2729499 SH       DEFINED                  4,6  1125640   776973   826886
WAL-MART STORES INC           EQUITY   931142103      336     6950 SH       DEFINED                5,6,7        0        0     6950
WAL-MART STORES INC           EQUITY   931142103     2365    48950 SH       DEFINED                  6,7        0        0    48950
WAL-MART STORES INC           EQUITY   931142103   260626  5394539 SH       DEFINED                12,21  5394539        0        0
WAL-MART STORES INC           EQUITY   931142103    23838   493413 SH       DEFINED          15,18,21,22   281736        0   211676
WAL-MART STORES INC           EQUITY   931142103    23027   476614 SH       DEFINED             16,18,21   476614        0        0
WAL-MART STORES INC           EQUITY   931142103      702    14525 SH       DEFINED       17,18,19,20,21    14525        0        0
WAL-MART STORES INC           EQUITY   931142103   611516 12657388 SH       DEFINED             18,21,22  7272539        0  5384848
WAL-MART STORES INC           OPTION   931142103     4348    90000 SH  CALL DEFINED             18,21,22    90000        0        0
WAL-MART STORES INC           EQUITY   931142103    16038   331950 SH       DEFINED            4,6,23,24   331950        0        0
WAL-MART STORES INC           EQUITY   931142103    10224   211614 SH       DEFINED                   25        0   211614        0
WAL-MART STORES INC           EQUITY   931142103     5844   120960 SH       DEFINED     3,13,14,26,29,30   120960        0        0
WAL-MART STORES INC           EQUITY   931142103    14498   300081 SH       DEFINED                21,31   300081        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210108      449    20685 SH       DEFINED                12,21    20685        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210108     3024   139453 SH       DEFINED             18,21,22    32512        0   106940
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210306     9950   400000 SH       DEFINED                12,21   400000        0        0
WALDEN RESIDENTIAL PPTYS INC  EQUITY   931210306      579    23260 SH       DEFINED             18,21,22    23260        0        0
WALGREEN CO NEW               EQUITY   931422109      933    37800 SH       DEFINED               -         37800        0        0
WALGREEN CO NEW               EQUITY   931422109     5909   239350 SH       DEFINED                  4,6   167300    18300    53750
WALGREEN CO NEW               EQUITY   931422109    11583   469181 SH       DEFINED                12,21   469181        0        0
WALGREEN CO NEW               EQUITY   931422109     5154   208757 SH       DEFINED          15,18,21,22   110977        0    97780
WALGREEN CO NEW               EQUITY   931422109   138471  5608840 SH       DEFINED             18,21,22  3091415        0  2517425
WALGREEN CO NEW               OPTION   931422109      123     5000 SH  CALL DEFINED             18,21,22        0        0     5000
WALGREEN CO NEW               EQUITY   931422109    18356   743500 SH       DEFINED            4,6,23,24   743500        0        0
WALGREEN CO NEW               EQUITY   931422109      913    36968 SH       DEFINED                   25        0    36968        0
WALGREEN CO NEW               EQUITY   931422109     1588    64327 SH       DEFINED                21,31    64327        0        0
WALLACE COMPUTER SERVICES INC EQUITY   932270101     4382   219100 SH       DEFINED                12,21   219100        0        0
WALLACE COMPUTER SERVICES INC EQUITY   932270101       35     1746 SH       DEFINED          15,18,21,22     1605        0      141
WALLACE COMPUTER SERVICES INC EQUITY   932270101     3281   164071 SH       DEFINED             18,21,22   112477        0    51594
WALLACE COMPUTER SERVICES INC EQUITY   932270101      206    10300 SH       DEFINED                   25        0    10300        0
WALTER INDS INC               EQUITY   93317Q105      456    33794 SH       DEFINED                12,21    33794        0        0
WALTER INDS INC               EQUITY   93317Q105      323    23956 SH       DEFINED             18,21,22    21706        0     2250
WARNACO GROUP INC CL A        EQUITY   934390105        4      213 SH       DEFINED               -           213        0        0
WARNACO GROUP INC CL A        EQUITY   934390105       68     3872 SH       DEFINED                12,21     3872        0        0
WARNACO GROUP INC CL A        EQUITY   934390105     2185   124382 SH       DEFINED             18,21,22    81379        0    43003
WARNER LAMBERT CO             EQUITY   934488107      613     8956 SH       DEFINED               -          8956        0        0
WARNER LAMBERT CO             EQUITY   934488107    35856   523438 SH       DEFINED                  4,6   186715   185835   150888
WARNER LAMBERT CO             EQUITY   934488107     1092    15945 SH       DEFINED                  6,7        0        0    15945
WARNER LAMBERT CO             EQUITY   934488107   268309  3916915 SH       DEFINED                12,21  3916915        0        0
WARNER LAMBERT CO             EQUITY   934488107     5088    74270 SH       DEFINED          15,18,21,22    45411        0    28858
WARNER LAMBERT CO             EQUITY   934488107     3328    48589 SH       DEFINED             16,18,21    48589        0        0
WARNER LAMBERT CO             EQUITY   934488107   231300  3376639 SH       DEFINED             18,21,22  1866715        0  1509924
WARNER LAMBERT CO             OPTION   934488107      562     8200 SH  CALL DEFINED             18,21,22        0        0     8200
WARNER LAMBERT CO             OPTION   934488107       21      300 SH  PUT  DEFINED             18,21,22        0        0      300
WARNER LAMBERT CO             EQUITY   934488107    10495   153217 SH       DEFINED                   25        0   153217        0
WARNER LAMBERT CO             EQUITY   934488107     1021    14907 SH       DEFINED     3,13,14,26,29,30    14907        0        0
WARNER LAMBERT CO             EQUITY   934488107     4026    58774 SH       DEFINED                21,31    58774        0        0
*** WARP 10 TECHNOLOGIES INC  EQUITY   934900101       12     8000 SH       DEFINED                  4,6        0        0     8000
*** WARP 10 TECHNOLOGIES INC  EQUITY   934900101        3     2000 SH       DEFINED             18,21,22        0        0     2000
WARWICK COMMUNITY BANCORP INC EQUITY   936559103     5025   478530 SH       DEFINED             18,21,22   196180        0   282350
WARWICK VALLEY TELEPHONE CO   EQUITY   936750108      675    15000 SH       DEFINED             18,21,22        0        0    15000
WASHINGTON FEDERAL INC        EQUITY   938824109       57     2500 SH       DEFINED               -          2500        0        0
WASHINGTON FEDERAL INC        EQUITY   938824109     8880   387121 SH       DEFINED                12,21   387121        0        0
WASHINGTON FEDERAL INC        EQUITY   938824109      120     5235 SH       DEFINED          15,18,21,22     1655        0     3580
WASHINGTON FEDERAL INC        EQUITY   938824109     6926   301939 SH       DEFINED             18,21,22   194538        0   107400
WASHINGTON GAS LIGHT CO       EQUITY   938837101      961    36000 SH       DEFINED   2,3,11,13,14,29,30        0    36000        0
WASHINGTON GAS LIGHT CO       EQUITY   938837101     6585   246724 SH       DEFINED                12,21   246724        0        0
WASHINGTON GAS LIGHT CO       EQUITY   938837101       27     1007 SH       DEFINED          15,18,21,22      207        0      800
WASHINGTON GAS LIGHT CO       EQUITY   938837101      417    15619 SH       DEFINED             18,21,22    10136        0     5482
WASHINGTON MUTUAL INC         EQUITY   939322103     1174    40753 SH       DEFINED               -         40753        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103      464    16112 SH       DEFINED                  4,6        0        0    16112
WASHINGTON MUTUAL INC         EQUITY   939322103     2710    94065 SH       DEFINED                    6    94065        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103    26084   905271 SH       DEFINED                12,21   905271        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103      877    30442 SH       DEFINED          15,18,21,22    18473        0    11969
WASHINGTON MUTUAL INC         EQUITY   939322103    67374  2338331 SH       DEFINED             18,21,22  1295506        0  1042824
WASHINGTON MUTUAL INC         OPTION   939322103      680    23607 SH  CALL DEFINED             18,21,22    23607        0        0
WASHINGTON MUTUAL INC         OPTION   939322103      709    24607 SH  PUT  DEFINED             18,21,22    23607        0     1000
WASHINGTON MUTUAL INC         EQUITY   939322103      483    16749 SH       DEFINED                   25        0    16749        0
WASHINGTON MUTUAL INC         EQUITY   939322103      753    26146 SH       DEFINED     3,13,14,26,29,30    26146        0        0
WASHINGTON MUTUAL INC         EQUITY   939322103     1087    37743 SH       DEFINED                21,31    37743        0        0
WASHINGTON POST CO CLASS B    EQUITY   939640108      425      835 SH       DEFINED                  4,6      800        0       35
WASHINGTON POST CO CLASS B    EQUITY   939640108      241      474 SH       DEFINED                12,21      474        0        0
WASHINGTON POST CO CLASS B    EQUITY   939640108     1614     3173 SH       DEFINED             18,21,22     2030        0     1143
WASHINGTON POST CO CLASS B    EQUITY   939640108      692     1360 SH       DEFINED                21,31     1360        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101       14      900 SH       DEFINED               -           900        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101     1001    65400 SH       DEFINED   2,3,11,13,14,29,30        0    65400        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101      583    38063 SH       DEFINED                12,21    38063        0        0
WASHINGTON REAL EST INV TR SB EQUITY   939653101      762    49769 SH       DEFINED             18,21,22    11123        0    38646
WASTE CONNECTIONS INC         EQUITY   941053100     1973    95956 SH       DEFINED                  4,6    35680    45171    15105
WASTE CONNECTIONS INC         EQUITY   941053100       11      555 SH       DEFINED                  6,7        0        0      555
WASTE CONNECTIONS INC         EQUITY   941053100      298    14500 SH       DEFINED                12,21    14500        0        0
WASTE CONNECTIONS INC         EQUITY   941053100       20      975 SH       DEFINED             18,21,22      415        0      560
WASTE MANAGEMENT INC CV       CORPBOND 94106LAA7      178   200000 PRN      DEFINED                12,21   200000        0        0
WASTE MANAGEMENT INC CV       CORPBOND 94106LAA7     1775  2000000 PRN      DEFINED             16,18,21  2000000        0        0
WASTE MANAGEMENT INC CV       CORPBOND 94106LAA7      760   856000 PRN      DEFINED             18,21,22   842000        0    14000
WASTE MGMT INC DEL            EQUITY   94106L109       93     4793 SH       DEFINED               -          4793        0        0
WASTE MGMT INC DEL            EQUITY   94106L109     1125    58087 SH       DEFINED                  4,6    42287        0    15800
WASTE MGMT INC DEL            EQUITY   94106L109    13165   679496 SH       DEFINED                12,21   679496        0        0
WASTE MGMT INC DEL            EQUITY   94106L109     4820   248769 SH       DEFINED          15,18,21,22   156443        0    92326
WASTE MGMT INC DEL            OPTION   94106L109     9688   500000 SH  PUT  DEFINED       17,18,19,20,21   500000        0        0
WASTE MGMT INC DEL            EQUITY   94106L109   106433  5493315 SH       DEFINED             18,21,22  3715641        0  1777673
WASTE MGMT INC DEL            OPTION   94106L109    21313  1100000 SH  CALL DEFINED             18,21,22  1100000        0        0
WASTE MGMT INC DEL            OPTION   94106L109    25693  1326100 SH  PUT  DEFINED             18,21,22  1324600        0     1500
WASTE MGMT INC DEL            EQUITY   94106L109     5377   277517 SH       DEFINED                   25        0   277517        0
WASTE MGMT INC DEL            EQUITY   94106L109      379    19586 SH       DEFINED     3,13,14,26,29,30    19586        0        0
WATERLINK INC                 EQUITY   94155N105      195    72396 SH       DEFINED             18,21,22    21750        0    50646
WATERS CORP                   EQUITY   941848103       20      330 SH       DEFINED               -           330        0        0
WATERS CORP                   EQUITY   941848103     7206   116350 SH       DEFINED                  4,6    27400        0    88950
WATERS CORP                   EQUITY   941848103    13298   214703 SH       DEFINED                12,21   214703        0        0
WATERS CORP                   EQUITY   941848103       83     1338 SH       DEFINED          15,18,21,22      625        0      713
WATERS CORP                   EQUITY   941848103     6451   104160 SH       DEFINED             18,21,22    57378        0    46782
WATERS CORP                   EQUITY   941848103      645    10413 SH       DEFINED                21,31    10413        0        0
WATSCO INC                    EQUITY   942622200      307    26250 SH       DEFINED                12,21    26250        0        0
WATSCO INC                    EQUITY   942622200       55     4722 SH       DEFINED          15,18,21,22     2188        0     2534
WATSCO INC                    EQUITY   942622200     1097    93878 SH       DEFINED             18,21,22    52577        0    41301
WATSON PHARMACEUTICALS INC    EQUITY   942683103      200     6660 SH       DEFINED               -          6660        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      210     7000 SH       DEFINED                  4,6     7000        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103    21578   719256 SH       DEFINED                12,21   719256        0        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      113     3780 SH       DEFINED          15,18,21,22     3730        0       50
WATSON PHARMACEUTICALS INC    EQUITY   942683103     2836    94523 SH       DEFINED             18,21,22    46043        0    48480
WATSON PHARMACEUTICALS INC    EQUITY   942683103       81     2700 SH       DEFINED                   25        0     2700        0
WATSON PHARMACEUTICALS INC    EQUITY   942683103      257     8560 SH       DEFINED                21,31     8560        0        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102     1894    91000 SH       DEFINED                  4,6        0    91000        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102      282    13526 SH       DEFINED                12,21    13526        0        0
WATTS INDUSTRIES INC CL A     EQUITY   942749102       43     2078 SH       DEFINED             18,21,22      701        0     1376
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101       22     1840 SH       DEFINED               -          1840        0        0
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101     5038   415511 SH       DEFINED                12,21   415511        0        0
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101       68     5600 SH       DEFINED          15,18,21,22     4660        0      940
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101     1980   163267 SH       DEFINED             18,21,22    89271        0    73996
WAUSAU MOSINEE PAPER CORP     EQUITY   943315101      677    55800 SH       DEFINED                21,31    55800        0        0
WAVE SYSTEMS CORP CL A        EQUITY   943526103      278    29100 SH       DEFINED                12,21    29100        0        0
WAVE SYSTEMS CORP CL A        EQUITY   943526103      195    20367 SH       DEFINED             18,21,22     4623        0    15744
WAVO CORPORATION              EQUITY   944027101       55    11487 SH       DEFINED             18,21,22     6069        0     5418
WEATHERFORD INTL INC          EQUITY   947074100      605    18482 SH       DEFINED               -         18482        0        0
WEATHERFORD INTL INC          EQUITY   947074100     3537   108000 SH       DEFINED   2,3,11,13,14,29,30        0   108000        0
WEATHERFORD INTL INC          EQUITY   947074100     5333   162840 SH       DEFINED                  4,6    22755    22200   117885
WEATHERFORD INTL INC          EQUITY   947074100     3621   110575 SH       DEFINED                  6,7   110575        0        0
WEATHERFORD INTL INC          EQUITY   947074100    68439  2089751 SH       DEFINED                12,21  2089751        0        0
WEATHERFORD INTL INC          EQUITY   947074100      579    17691 SH       DEFINED          15,18,21,22     7181        0    10510
WEATHERFORD INTL INC          EQUITY   947074100    27154   829143 SH       DEFINED             18,21,22   452861        0   376282
WEATHERFORD INTL INC          EQUITY   947074100     1316    40195 SH       DEFINED                   25        0    40195        0
WEATHERFORD INTL INC          EQUITY   947074100     3189    97369 SH       DEFINED                21,31    97369        0        0
WEBB DEL CORP                 EQUITY   947423109    21989  1016816 SH       DEFINED                12,21  1016816        0        0
WEBB DEL CORP                 EQUITY   947423109      457    21136 SH       DEFINED          15,18,21,22    10397        0    10739
WEBB DEL CORP                 EQUITY   947423109    17046   788273 SH       DEFINED             18,21,22   417292        0   370981
WEBB INTERACTIVE SERVICES INC EQUITY   94748P104      140    13110 SH       DEFINED             18,21,22        0        0    13110
WEBSTER FINANCIAL CORP        EQUITY   947890109     2216    89080 SH       DEFINED                    6    89080        0        0
WEBSTER FINANCIAL CORP        EQUITY   947890109     1836    73810 SH       DEFINED                12,21    73810        0        0
WEBSTER FINANCIAL CORP        EQUITY   947890109        2       70 SH       DEFINED          15,18,21,22       70        0        0
WEBSTER FINANCIAL CORP        EQUITY   947890109      837    33661 SH       DEFINED             18,21,22    21318        0    12343
WEBSTER FINANCIAL CORP        EQUITY   947890109      102     4100 SH       DEFINED                   25        0     4100        0
WEBTRENDS CORP                EQUITY   94844D104      271     6600 SH       DEFINED                12,21     6600        0        0
WEBTRENDS CORP                EQUITY   94844D104        8      195 SH       DEFINED             18,21,22      125        0       70
WEINGARTEN RLTY INVS SBI      EQUITY   948741103      879    23200 SH       DEFINED                12,21    23200        0        0
WEINGARTEN RLTY INVS SBI      EQUITY   948741103      586    15459 SH       DEFINED             18,21,22     6459        0     9000
WELLMAN INC                   EQUITY   949702104      410    24927 SH       DEFINED                12,21    24927        0        0
WELLMAN INC                   EQUITY   949702104      850    51729 SH       DEFINED             18,21,22    38861        0    12868
WELLMAN INC                   EQUITY   949702104      898    54600 SH       DEFINED                   25        0    54600        0
WELLPOINT HEALTH NETWORK INC  CORPBOND 94973HAA6       11    20000 PRN      DEFINED                12,21    20000        0        0
WELLPOINT HEALTH NETWORK INC  CORPBOND 94973HAA6       72   126000 PRN      DEFINED          15,18,21,22    69000        0    57000
WELLPOINT HEALTH NETWORK INC  CORPBOND 94973HAA6     2456  4281000 PRN      DEFINED             18,21,22  3245000        0  1036000
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108        3       53 SH       DEFINED               -            53        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108       19      335 SH       DEFINED                  4,6        0        0      335
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108    27947   493545 SH       DEFINED                12,21   493545        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      422     7444 SH       DEFINED          15,18,21,22     6426        0     1018
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      208     3668 SH       DEFINED             16,18,21     3668        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108     9986   176346 SH       DEFINED             18,21,22   134003        0    42343
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      113     2000 SH       DEFINED                   25        0     2000        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      187     3300 SH       DEFINED     3,13,14,26,29,30     3300        0        0
WELLPOINT HEALTH NETWORKS INC EQUITY   94973H108      249     4403 SH       DEFINED                21,31     4403        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     4990   127537 SH       DEFINED               -        127537        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     6186   158100 SH       DEFINED                  4,6     8250        0   149850
WELLS FARGO & CO NEW          EQUITY   949746101     2198    56177 SH       DEFINED                5,6,7        0        0    56177
WELLS FARGO & CO NEW          EQUITY   949746101       25      628 SH       DEFINED                  6,7        0        0      628
WELLS FARGO & CO NEW          EQUITY   949746101   220746  5642077 SH       DEFINED                12,21  5642077        0        0
WELLS FARGO & CO NEW          EQUITY   949746101    26580   679361 SH       DEFINED          15,18,21,22   391060        0   288300
WELLS FARGO & CO NEW          EQUITY   949746101     9858   251964 SH       DEFINED             16,18,21   251964        0        0
WELLS FARGO & CO NEW          EQUITY   949746101   785520 20077191 SH       DEFINED             18,21,22 11253903        0  8823288
WELLS FARGO & CO NEW          OPTION   949746101    17270   441400 SH  CALL DEFINED             18,21,22   440000        0     1400
WELLS FARGO & CO NEW          OPTION   949746101    18780   480000 SH  PUT  DEFINED             18,21,22   480000        0        0
WELLS FARGO & CO NEW          EQUITY   949746101    11398   291318 SH       DEFINED                   25        0   291318        0
WELLS FARGO & CO NEW          EQUITY   949746101     1268    32400 SH       DEFINED     3,13,14,26,29,30    32400        0        0
WELLS FARGO & CO NEW          EQUITY   949746101     4478   114463 SH       DEFINED                21,31   114463        0        0
WELLSFORD REAL PPTYS INC      EQUITY   950240101      137    15000 SH       DEFINED                12,21    15000        0        0
WELLSFORD REAL PPTYS INC      EQUITY   950240101      185    20240 SH       DEFINED             18,21,22    17155        0     3085
WENDYS FING I 5.00% SER A CON EQUITY   950588202     8215   145400 SH       DEFINED                12,21   145400        0        0
WENDYS FING I 5.00% SER A CON EQUITY   950588202      143     2530 SH       DEFINED          15,18,21,22     1435        0     1095
WENDYS FING I 5.00% SER A CON EQUITY   950588202    23329   412900 SH       DEFINED             16,18,21   412900        0        0
WENDYS FING I 5.00% SER A CON EQUITY   950588202     4142    73308 SH       DEFINED             18,21,22    52123        0    21185
WENDYS INTERNATIONAL INC      EQUITY   950590109    14297   539509 SH       DEFINED                12,21   539509        0        0
WENDYS INTERNATIONAL INC      EQUITY   950590109       82     3085 SH       DEFINED          15,18,21,22     2210        0      875
WENDYS INTERNATIONAL INC      EQUITY   950590109     5686   214564 SH       DEFINED             18,21,22   156521        0    58043
WENDYS INTERNATIONAL INC      EQUITY   950590109       95     3567 SH       DEFINED                   25        0     3567        0
WENDYS INTERNATIONAL INC      EQUITY   950590109      477    18000 SH       DEFINED     3,13,14,26,29,30    18000        0        0
WENDYS INTERNATIONAL INC      EQUITY   950590109      202     7620 SH       DEFINED                21,31     7620        0        0
WERNER ENTERPRISES INC        EQUITY   950755108       21     1200 SH       DEFINED               -          1200        0        0
WERNER ENTERPRISES INC        EQUITY   950755108      428    24476 SH       DEFINED                12,21    24476        0        0
WERNER ENTERPRISES INC        EQUITY   950755108      227    12993 SH       DEFINED          15,18,21,22     5762        0     7231
WERNER ENTERPRISES INC        EQUITY   950755108     3851   220033 SH       DEFINED             18,21,22   151636        0    68397
WERNER ENTERPRISES INC        EQUITY   950755108      486    27775 SH       DEFINED                   25        0    27775        0
WESBANCO INC                  EQUITY   950810101      428    16991 SH       DEFINED                12,21    16991        0        0
WESCO FINANCIAL CORP          EQUITY   950817106       14       50 SH       DEFINED                12,21       50        0        0
WESCO FINANCIAL CORP          EQUITY   950817106      788     2906 SH       DEFINED             18,21,22      968        0     1938
WESCO INTERNATIONAL INC       EQUITY   95082P105      403    28800 SH       DEFINED                12,21    28800        0        0
WESCO INTERNATIONAL INC       EQUITY   95082P105        8      593 SH       DEFINED             18,21,22      593        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100      916    29095 SH       DEFINED                12,21    29095        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100        4      116 SH       DEFINED             18,21,22      116        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100     1770    56250 SH       DEFINED            4,6,23,24    56250        0        0
WESLEY JESSEN VISIONCARE INC  EQUITY   951018100      733    23300 SH       DEFINED                   25        0    23300        0
WEST COAST BANCORP ORE NEW    EQUITY   952145100      171    11235 SH       DEFINED                12,21    11235        0        0
WEST COAST BANCORP ORE NEW    EQUITY   952145100       78     5124 SH       DEFINED             18,21,22     1399        0     3725
WEST MARINE INC               EQUITY   954235107       55     6800 SH       DEFINED                12,21     6800        0        0
WEST MARINE INC               EQUITY   954235107      175    21753 SH       DEFINED             18,21,22     9200        0    12553
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105     2580    68000 SH       DEFINED                  4,6        0    68000        0
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105      413    10888 SH       DEFINED                12,21    10888        0        0
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105      211     5570 SH       DEFINED          15,18,21,22     3735        0     1835
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105     4374   115284 SH       DEFINED             18,21,22    83614        0    31669
WEST PHARMACEUTICAL SERVICES  EQUITY   955306105       36      953 SH       DEFINED                21,31      953        0        0
WEST TELESERVICES CORP        EQUITY   956188106      115     9500 SH       DEFINED                12,21     9500        0        0
WEST TELESERVICES CORP        EQUITY   956188106       56     4608 SH       DEFINED             18,21,22     1708        0     2900
WESTAFF INC                   EQUITY   957070105      138    22583 SH       DEFINED             18,21,22    19500        0     3083
WESTAMERICA BANCORP           EQUITY   957090103       22      715 SH       DEFINED               -           715        0        0
WESTAMERICA BANCORP           EQUITY   957090103     1484    49265 SH       DEFINED                12,21    49265        0        0
WESTAMERICA BANCORP           EQUITY   957090103      229     7610 SH       DEFINED          15,18,21,22     3540        0     4070
WESTAMERICA BANCORP           EQUITY   957090103     5503   182664 SH       DEFINED             18,21,22   102213        0    80451
WESTAMERICA BANCORP           EQUITY   957090103     2209    73322 SH       DEFINED                21,31    73322        0        0
*** WESTCOAST ENERGY INC      EQUITY   95751D102        6      300 SH       DEFINED               -           300        0        0
*** WESTCOAST ENERGY INC      EQUITY   95751D102       39     2100 SH       DEFINED          15,18,21,22     1500        0      600
*** WESTCOAST ENERGY INC      EQUITY   95751D102      928    50185 SH       DEFINED             18,21,22    26080        0    24104
WESTELL TECHNOLOGIES INC CL A EQUITY   957541105      146    18400 SH       DEFINED                12,21    18400        0        0
WESTELL TECHNOLOGIES INC CL A EQUITY   957541105      154    19458 SH       DEFINED             18,21,22     4508        0    14950
WESTERN BANCORP               EQUITY   957683105      977    25180 SH       DEFINED                12,21    25180        0        0
WESTERN BANCORP               EQUITY   957683105      275     7077 SH       DEFINED             18,21,22     3218        0     3859
WESTERN DIGITAL CORP CV S/D   CORPBOND 958102AF2      721  5060000 PRN      DEFINED             18,21,22  5060000        0        0
WESTERN DIGITAL CORP          EQUITY   958102105      361    86200 SH       DEFINED                12,21    86200        0        0
WESTERN DIGITAL CORP          EQUITY   958102105        1      225 SH       DEFINED          15,18,21,22      175        0       50
WESTERN DIGITAL CORP          EQUITY   958102105       17     4000 SH       DEFINED             16,18,21     4000        0        0
WESTERN DIGITAL CORP          EQUITY   958102105      352    83977 SH       DEFINED             18,21,22    35663        0    48314
WESTERN DIGITAL CORP          EQUITY   958102105      209    50000 SH       DEFINED        3,13,29,30,32        0        0    50000
WESTERN GAS RESOURCES INC     EQUITY   958259103     4612   246800 SH       DEFINED   2,3,11,13,14,29,30        0   246800        0
WESTERN GAS RESOURCES INC     EQUITY   958259103      226    12083 SH       DEFINED                12,21    12083        0        0
WESTERN GAS RESOURCES INC     EQUITY   958259103      372    19917 SH       DEFINED             18,21,22     6298        0    13618
WESTERN GAS RESOURCES INC     EQUITY   958259301      484    13991 SH       DEFINED             18,21,22     6589        0     7402
WESTERN PROPERTIES TRUST      EQUITY   959261108       24     2220 SH       DEFINED               -          2220        0        0
WESTERN PROPERTIES TRUST      EQUITY   959261108      179    16300 SH       DEFINED                12,21    16300        0        0
WESTERN PROPERTIES TRUST      EQUITY   959261108       30     2710 SH       DEFINED          15,18,21,22     2500        0      210
WESTERN PROPERTIES TRUST      EQUITY   959261108     6091   553693 SH       DEFINED             18,21,22   233722        0   319970
WESTERN RESOURCES INC         EQUITY   959425109     9654   452965 SH       DEFINED                12,21   452965        0        0
WESTERN RESOURCES INC         EQUITY   959425109       38     1780 SH       DEFINED          15,18,21,22     1780        0        0
WESTERN RESOURCES INC         EQUITY   959425109     1300    61002 SH       DEFINED             18,21,22    27773        0    33229
WESTERN WIRELESS CORP CL A    EQUITY   95988E204       19      415 SH       DEFINED               -           415        0        0
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     3806    84343 SH       DEFINED                  4,6    31300    36548    16495
WESTERN WIRELESS CORP CL A    EQUITY   95988E204       23      500 SH       DEFINED                  6,7        0        0      500
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     2237    49565 SH       DEFINED                12,21    49565        0        0
WESTERN WIRELESS CORP CL A    EQUITY   95988E204       46     1018 SH       DEFINED          15,18,21,22        0        0     1018
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     2779    61575 SH       DEFINED             18,21,22    24105        0    37470
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     1209    26800 SH       DEFINED     3,13,14,26,29,30    26800        0        0
WESTERN WIRELESS CORP CL A    EQUITY   95988E204     3142    69621 SH       DEFINED                21,31    69621        0        0
WESTERNBANK PUERTO RICO       EQUITY   959897109     1421   118440 SH       DEFINED                12,21   118440        0        0
WESTERNBANK PUERTO RICO       EQUITY   959897109      510    42496 SH       DEFINED             18,21,22    36616        0     5880
WESTERNBANK PUERTO RICO       EQUITY   959897109     1719   143280 SH       DEFINED                21,31   143280        0        0
WESTFIELD AMER INC            EQUITY   959910100        8      600 SH       DEFINED               -           600        0        0
WESTFIELD AMER INC            EQUITY   959910100      322    23300 SH       DEFINED                12,21    23300        0        0
WESTFIELD AMER INC            EQUITY   959910100        7      500 SH       DEFINED          15,18,21,22        0        0      500
WESTFIELD AMER INC            EQUITY   959910100     1450   104994 SH       DEFINED             18,21,22    89934        0    15060
WESTINGHOUSE AIR BRAKE COMPAN EQUITY   960386100       12      700 SH       DEFINED               -           700        0        0
WESTINGHOUSE AIR BRAKE COMPAN EQUITY   960386100     2661   149933 SH       DEFINED                12,21   149933        0        0
WESTINGHOUSE AIR BRAKE COMPAN EQUITY   960386100      131     7372 SH       DEFINED             18,21,22     7372        0        0
ROY F WESTON INC CV S/D-REG   CORPBOND 961137AA4       27    30000 PRN      DEFINED             18,21,22        0        0    30000
WESTPOINT STEVENS INC         EQUITY   961238102      360    15574 SH       DEFINED                12,21    15574        0        0
WESTPOINT STEVENS INC         EQUITY   961238102     6457   279242 SH       DEFINED          15,18,21,22    71300        0   207942
WESTPOINT STEVENS INC         EQUITY   961238102     3164   136825 SH       DEFINED             18,21,22   101748        0    35077
WESTPOINT STEVENS INC         EQUITY   961238102      384    16618 SH       DEFINED                21,31    16618        0        0
WESTVACO CORP                 EQUITY   961548104       12      450 SH       DEFINED                  4,6        0        0      450
WESTVACO CORP                 EQUITY   961548104      257    10036 SH       DEFINED                12,21    10036        0        0
WESTVACO CORP                 EQUITY   961548104        9      350 SH       DEFINED          15,18,21,22       13        0      337
WESTVACO CORP                 EQUITY   961548104     1018    39746 SH       DEFINED             18,21,22     7452        0    32294
WESTVACO CORP                 EQUITY   961548104       69     2686 SH       DEFINED                   25        0     2686        0
WESTVACO CORP                 EQUITY   961548104      158     6167 SH       DEFINED                21,31     6167        0        0
WESTWOOD ONE INC              EQUITY   961815107     6634   146201 SH       DEFINED                  4,6    52545    59846    33810
WESTWOOD ONE INC              EQUITY   961815107       43      937 SH       DEFINED                  6,7        0        0      937
WESTWOOD ONE INC              EQUITY   961815107     1935    42634 SH       DEFINED                12,21    42634        0        0
WESTWOOD ONE INC              EQUITY   961815107      217     4775 SH       DEFINED          15,18,21,22     3496        0     1279
WESTWOOD ONE INC              EQUITY   961815107     4462    98336 SH       DEFINED             18,21,22    79692        0    18644
WESTWOOD ONE INC              EQUITY   961815107       18      400 SH       DEFINED     3,13,14,26,29,30      400        0        0
WESTWOOD ONE INC              EQUITY   961815107      345     7600 SH       DEFINED                21,31     7600        0        0
WET SEAL INC CL A             EQUITY   961840105      551    32900 SH       DEFINED                12,21    32900        0        0
WET SEAL INC CL A             EQUITY   961840105      138     8237 SH       DEFINED          15,18,21,22     6380        0     1857
WET SEAL INC CL A             EQUITY   961840105     1972   117734 SH       DEFINED             18,21,22    86079        0    31655
WEYERHAEUSER CO               EQUITY   962166104      216     3860 SH       DEFINED               -          3860        0        0
WEYERHAEUSER CO               EQUITY   962166104      101     1800 SH       DEFINED                  4,6     1800        0        0
WEYERHAEUSER CO               EQUITY   962166104     8860   158221 SH       DEFINED                12,21   158221        0        0
WEYERHAEUSER CO               EQUITY   962166104      602    10749 SH       DEFINED          15,18,21,22     5509        0     5240
WEYERHAEUSER CO               EQUITY   962166104      591    10550 SH       DEFINED             16,18,21    10550        0        0
WEYERHAEUSER CO               EQUITY   962166104    43864   783287 SH       DEFINED             18,21,22   332463        0   450824
WEYERHAEUSER CO               EQUITY   962166104      324     5782 SH       DEFINED                   25        0     5782        0
WEYERHAEUSER CO               EQUITY   962166104      136     2435 SH       DEFINED     3,13,14,26,29,30     2435        0        0
WEYERHAEUSER CO               EQUITY   962166104      766    13681 SH       DEFINED                21,31    13681        0        0
WHIRLPOOL CORP                EQUITY   963320106      299     4700 SH       DEFINED               -          4700        0        0
WHIRLPOOL CORP                EQUITY   963320106     4904    77000 SH       DEFINED   2,3,11,13,14,29,30        0    77000        0
WHIRLPOOL CORP                EQUITY   963320106      726    11400 SH       DEFINED                  4,6        0    10000     1400
WHIRLPOOL CORP                EQUITY   963320106     2103    33028 SH       DEFINED                12,21    33028        0        0
WHIRLPOOL CORP                EQUITY   963320106       47      735 SH       DEFINED          15,18,21,22      296        0      439
WHIRLPOOL CORP                EQUITY   963320106       25      400 SH       DEFINED             16,18,21      400        0        0
WHIRLPOOL CORP                EQUITY   963320106    51653   811029 SH       DEFINED             18,21,22    99055        0   711974
WHIRLPOOL CORP                EQUITY   963320106      134     2110 SH       DEFINED                   25        0     2110        0
WHIRLPOOL CORP                EQUITY   963320106      297     4664 SH       DEFINED                21,31     4664        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106       27      200 SH       DEFINED               -           200        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106      586     4370 SH       DEFINED                12,21     4370        0        0
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106      171     1279 SH       DEFINED          15,18,21,22      778        0      501
WHITE MOUNTAINS INSURANCE GP  EQUITY   964126106     9043    67487 SH       DEFINED             18,21,22    44761        0    22726
WHITE PINE SOFTWARE INC       EQUITY   964347108      107    14000 SH       DEFINED             18,21,22        0        0    14000
WHITEHALL JEWELLERS INC       EQUITY   965063100      650    23000 SH       DEFINED               -         23000        0        0
WHITEHALL JEWELLERS INC       EQUITY   965063100      268     9500 SH       DEFINED                12,21     9500        0        0
WHITEHALL JEWELLERS INC       EQUITY   965063100      211     7469 SH       DEFINED          15,18,21,22     7194        0      275
WHITEHALL JEWELLERS INC       EQUITY   965063100     3959   140140 SH       DEFINED             18,21,22    99064        0    41076
WHITMAN CORP                  EQUITY   96647R107      175    12470 SH       DEFINED                12,21    12470        0        0
WHITMAN CORP                  EQUITY   96647R107       87     6220 SH       DEFINED          15,18,21,22     6220        0        0
WHITMAN CORP                  EQUITY   96647R107      938    66700 SH       DEFINED                18,21    66700        0        0
WHITMAN CORP                  EQUITY   96647R107     1143    81253 SH       DEFINED             18,21,22    32584        0    48669
WHITNEY HOLDING CORP          EQUITY   966612103      642    19161 SH       DEFINED                12,21    19161        0        0
WHITNEY HOLDING CORP          EQUITY   966612103       95     2836 SH       DEFINED          15,18,21,22     2386        0      450
WHITNEY HOLDING CORP          EQUITY   966612103      748    22314 SH       DEFINED             18,21,22     5014        0    17300
WHITTMAN HART INC             EQUITY   966834103     4005   108521 SH       DEFINED                  4,6    38980    44781    24760
WHITTMAN HART INC             EQUITY   966834103       22      585 SH       DEFINED                  6,7        0        0      585
WHITTMAN HART INC             EQUITY   966834103     4550   123296 SH       DEFINED                12,21   123296        0        0
WHITTMAN HART INC             EQUITY   966834103      859    23271 SH       DEFINED          15,18,21,22    17239        0     6032
WHITTMAN HART INC             EQUITY   966834103     7860   212960 SH       DEFINED             18,21,22   170249        0    42711
WHITTMAN HART INC             EQUITY   966834103     3506    95000 SH       DEFINED            4,6,23,24    95000        0        0
WHITTMAN HART INC             EQUITY   966834103      321     8700 SH       DEFINED                   25        0     8700        0
WHOLE FOODS MARKET INC CV     CORPBOND 966837AA4     1118  3400000 PRN      DEFINED             16,18,21  3400000        0        0
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0      118   360000 PRN      DEFINED                12,21   360000        0        0
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0       39   119000 PRN      DEFINED          15,18,21,22    21000        0    98000
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0     1184  3600000 PRN      DEFINED             16,18,21  3600000        0        0
WHOLE FOODS MKT INC CV        CORPBOND 966837AC0     2700  8212000 PRN      DEFINED             18,21,22  7338000        0   874000
WHOLE FOODS MKT INC           EQUITY   966837106       12      365 SH       DEFINED                  4,6        0        0      365
WHOLE FOODS MKT INC           EQUITY   966837106      919    28400 SH       DEFINED                12,21    28400        0        0
WHOLE FOODS MKT INC           EQUITY   966837106       10      300 SH       DEFINED          15,18,21,22        0        0      300
WHOLE FOODS MKT INC           EQUITY   966837106     1152    35575 SH       DEFINED             18,21,22    13660        0    21915
WILD OATS MKTS INC            EQUITY   96808B107       35      880 SH       DEFINED               -           880        0        0
WILD OATS MKTS INC            EQUITY   96808B107     4078   102600 SH       DEFINED                12,21   102600        0        0
WILD OATS MKTS INC            EQUITY   96808B107      246     6200 SH       DEFINED          15,18,21,22     2720        0     3480
WILD OATS MKTS INC            EQUITY   96808B107     6567   165204 SH       DEFINED             18,21,22   117717        0    47487
WILD OATS MKTS INC            EQUITY   96808B107     1324    33300 SH       DEFINED                   25        0    33300        0
JOHN WILEY & SONS INC CL A    EQUITY   968223206      722    44613 SH       DEFINED                  4,6    16500    18628     9485
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      224    13844 SH       DEFINED                12,21    13844        0        0
JOHN WILEY & SONS INC CL A    EQUITY   968223206      128     7886 SH       DEFINED             18,21,22     7486        0      400
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      384     9300 SH       DEFINED                  4,6        0        0     9300
WILLAMETTE INDUSTRIES INC     EQUITY   969133107     1374    33317 SH       DEFINED                12,21    33317        0        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107        7      176 SH       DEFINED          15,18,21,22      176        0        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107     1995    48360 SH       DEFINED             18,21,22    28485        0    19875
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      130     3142 SH       DEFINED                   25        0     3142        0
WILLAMETTE INDUSTRIES INC     EQUITY   969133107      290     7032 SH       DEFINED                21,31     7032        0        0
WILLIAMS COAL SEAM GAS ROYALT EQUITY   969450105        5      600 SH       DEFINED          15,18,21,22      350        0      250
WILLIAMS COAL SEAM GAS ROYALT EQUITY   969450105      104    11925 SH       DEFINED             18,21,22     1905        0    10020
WILLIAMS COS INC              EQUITY   969457100     3445    90804 SH       DEFINED               -         90804        0        0
WILLIAMS COS INC              EQUITY   969457100    22045   581080 SH       DEFINED                  4,6    50860   416925   113295
WILLIAMS COS INC              EQUITY   969457100   105275  2774918 SH       DEFINED                12,21  2774918        0        0
WILLIAMS COS INC              EQUITY   969457100     5293   139517 SH       DEFINED          15,18,21,22    52638        0    86879
WILLIAMS COS INC              EQUITY   969457100    10448   275400 SH       DEFINED             16,18,21   275400        0        0
WILLIAMS COS INC              EQUITY   969457100   522636 13776053 SH       DEFINED             18,21,22  4029393        0  9746660
WILLIAMS COS INC              OPTION   969457100      163     4300 SH  CALL DEFINED             18,21,22        0        0     4300
WILLIAMS COS INC              OPTION   969457100       38     1000 SH  PUT  DEFINED             18,21,22        0        0     1000
WILLIAMS COS INC              EQUITY   969457100      474    12482 SH       DEFINED                   25        0    12482        0
WILLIAMS COS INC              EQUITY   969457100     2316    61054 SH       DEFINED     3,13,14,26,29,30    61054        0        0
WILLIAMS COS INC              EQUITY   969457100     1308    34468 SH       DEFINED                21,31    34468        0        0
WILLIAMS SONOMA INC           EQUITY   969904101       49      985 SH       DEFINED               -           985        0        0
WILLIAMS SONOMA INC           EQUITY   969904101     9764   196018 SH       DEFINED                12,21   196018        0        0
WILLIAMS SONOMA INC           EQUITY   969904101      656    13170 SH       DEFINED          15,18,21,22     6170        0     7000
WILLIAMS SONOMA INC           EQUITY   969904101     3736    75000 SH       DEFINED             16,18,21    75000        0        0
WILLIAMS SONOMA INC           EQUITY   969904101    22894   459605 SH       DEFINED             18,21,22   362467        0    97138
WILLIAMS SONOMA INC           EQUITY   969904101      289     5800 SH       DEFINED                   25        0     5800        0
WILLIAMS SONOMA INC           EQUITY   969904101     1654    33200 SH       DEFINED                21,31    33200        0        0
WILLIS LEASE FINANCE CORP     EQUITY   970646105      338    53000 SH       DEFINED   2,3,11,13,14,29,30        0    53000        0
WILMAR INDUSTRIES INC         EQUITY   971426101        3      230 SH       DEFINED                  4,6        0        0      230
WILMAR INDUSTRIES INC         EQUITY   971426101        7      535 SH       DEFINED          15,18,21,22      400        0      135
WILMAR INDUSTRIES INC         EQUITY   971426101      574    44991 SH       DEFINED             18,21,22    30280        0    14711
WILMINGTON TRUST CORP         EQUITY   971807102     4705    96876 SH       DEFINED               -         96876        0        0
WILMINGTON TRUST CORP         EQUITY   971807102      124     2558 SH       DEFINED                12,21     2558        0        0
WILMINGTON TRUST CORP         EQUITY   971807102       10      200 SH       DEFINED          15,18,21,22      100        0      100
WILMINGTON TRUST CORP         EQUITY   971807102      884    18203 SH       DEFINED             18,21,22     4315        0    13887
WILMINGTON TRUST CORP         OPTION   971807102       15      300 SH  PUT  DEFINED             18,21,22        0        0      300
WILMINGTON TRUST CORP         EQUITY   971807102      247     5091 SH       DEFINED                21,31     5091        0        0
WIND RIVER SYSTEMS INC        CORPBOND 973149AA5      453   500000 PRN      DEFINED             18,21,22   500000        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1      501   552500 PRN      DEFINED                12,21   552500        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1    14817 16350000 PRN      DEFINED             16,18,21 16350000        0        0
WIND RIVER SYSTEMS INC CV SUB CORPBOND 973149AC1        2     2000 PRN      DEFINED             18,21,22        0        0     2000
WIND RIVER SYSTEMS INC        EQUITY   973149107     2035   109601 SH       DEFINED                  4,6    39861    48306    21434
WIND RIVER SYSTEMS INC        EQUITY   973149107       13      695 SH       DEFINED                  6,7        0        0      695
WIND RIVER SYSTEMS INC        EQUITY   973149107     1808    97387 SH       DEFINED                12,21    97387        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      661    35606 SH       DEFINED             18,21,22    14417        0    21189
WIND RIVER SYSTEMS INC        OPTION   973149107       32     1700 SH  PUT  DEFINED             18,21,22        0        0     1700
WIND RIVER SYSTEMS INC        EQUITY   973149107     9713   523225 SH       DEFINED            4,6,23,24   523225        0        0
WIND RIVER SYSTEMS INC        EQUITY   973149107     1114    60000 SH       DEFINED                21,31    60000        0        0
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101      230    19600 SH       DEFINED                12,21    19600        0        0
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101       49     4127 SH       DEFINED             18,21,22     1103        0     3024
WINDMERE DURABLE HOLDINGS INC EQUITY   973411101      693    59000 SH       DEFINED            4,6,23,24    59000        0        0
WINFIELD CAP CORP             EQUITY   973859101       17     1000 SH       DEFINED               -          1000        0        0
WINFIELD CAP CORP             EQUITY   973859101      591    34400 SH       DEFINED                12,21    34400        0        0
WINFIELD CAP CORP             EQUITY   973859101       63     3690 SH       DEFINED             18,21,22     1390        0     2300
WINK COMMUNICATIONS           EQUITY   974168106       72     1799 SH       DEFINED          15,18,21,22     1314        0      485
WINK COMMUNICATIONS           EQUITY   974168106     1811    45421 SH       DEFINED             18,21,22    39731        0     5690
WINN-DIXIE STORES INC         EQUITY   974280109       30     1000 SH       DEFINED               -          1000        0        0
WINN-DIXIE STORES INC         EQUITY   974280109     1001    33371 SH       DEFINED                12,21    33371        0        0
WINN-DIXIE STORES INC         EQUITY   974280109     2320    77317 SH       DEFINED             18,21,22    51839        0    25478
WINN-DIXIE STORES INC         EQUITY   974280109      126     4199 SH       DEFINED                   25        0     4199        0
WINN-DIXIE STORES INC         EQUITY   974280109      279     9306 SH       DEFINED                21,31     9306        0        0
WINNEBAGO INDUSTRIES INC      EQUITY   974637100      374    15362 SH       DEFINED                12,21    15362        0        0
WINNEBAGO INDUSTRIES INC      EQUITY   974637100       61     2490 SH       DEFINED          15,18,21,22     2130        0      360
WINNEBAGO INDUSTRIES INC      EQUITY   974637100     3870   158753 SH       DEFINED             18,21,22   114914        0    43839
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     5158   129961 SH       DEFINED                12,21   129961        0        0
WINSTAR COMMUNICATIONS INC    EQUITY   975515107       30      752 SH       DEFINED          15,18,21,22      315        0      437
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     3758    94691 SH       DEFINED             16,18,21    94691        0        0
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     4670   117676 SH       DEFINED             18,21,22    34822        0    82854
WINSTAR COMMUNICATIONS INC    OPTION   975515107     7977   201000 SH  CALL DEFINED             18,21,22   200000        0     1000
WINSTAR COMMUNICATIONS INC    OPTION   975515107      238     6000 SH  PUT  DEFINED             18,21,22        0        0     6000
WINSTAR COMMUNICATIONS INC    EQUITY   975515107     1413    35600 SH       DEFINED                21,31    35600        0        0
WINSTON HOTELS INC            EQUITY   97563A102     1097   129955 SH       DEFINED             18,21,22    70090        0    59865
WISCONSIN CENTRAL TRANSPORTAT EQUITY   976592105     5564   413100 SH       DEFINED                12,21   413100        0        0
WISCONSIN CENTRAL TRANSPORTAT EQUITY   976592105      509    37790 SH       DEFINED             18,21,22    21280        0    16510
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106     2654   112625 SH       DEFINED               -        112625        0        0
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106      261    11057 SH       DEFINED                12,21    11057        0        0
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106        9      400 SH       DEFINED          15,18,21,22        0        0      400
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106      935    39666 SH       DEFINED             18,21,22    13184        0    26481
WISCONSIN ENERGY CORP HLDG CO EQUITY   976657106      481    20400 SH       DEFINED                21,31    20400        0        0
WIT CAP GROUP INC             EQUITY   97737K309       35     1950 SH       DEFINED                  4,6        0        0     1950
WIT CAP GROUP INC             EQUITY   97737K309        5      300 SH       DEFINED          15,18,21,22        0        0      300
WIT CAP GROUP INC             EQUITY   97737K309     1031    57096 SH       DEFINED             18,21,22    20796        0    36300
WOLVERINE TUBE INC            EQUITY   978093102       58     3670 SH       DEFINED               -          3670        0        0
WOLVERINE TUBE INC            EQUITY   978093102     8688   545117 SH       DEFINED                12,21   545117        0        0
WOLVERINE TUBE INC            EQUITY   978093102      154     9691 SH       DEFINED          15,18,21,22     8141        0     1550
WOLVERINE TUBE INC            EQUITY   978093102     7290   457428 SH       DEFINED             18,21,22   140199        0   317229
WOLVERINE WORLD-WIDE INC      EQUITY   978097103     3099   280100 SH       DEFINED                  4,6        0   280100        0
WOLVERINE WORLD-WIDE INC      EQUITY   978097103      645    58300 SH       DEFINED                12,21    58300        0        0
WOLVERINE WORLD-WIDE INC      EQUITY   978097103       50     4515 SH       DEFINED          15,18,21,22     2785        0     1730
WOLVERINE WORLD-WIDE INC      EQUITY   978097103     2600   234984 SH       DEFINED             18,21,22   168001        0    66982
WOODWARD GOVERNOR CO DELAWARE EQUITY   980745103      177     7100 SH       DEFINED                12,21     7100        0        0
WOODWARD GOVERNOR CO DELAWARE EQUITY   980745103       86     3453 SH       DEFINED             18,21,22       42        0     3411
WORKFLOW MANAGEMENT INC       EQUITY   98137N109      369    28550 SH       DEFINED             18,21,22    17008        0    11542
WORLD ACCESS INC "NEW"        EQUITY   98141A101      552    50200 SH       DEFINED                12,21    50200        0        0
WORLD ACCESS INC "NEW"        EQUITY   98141A101      353    32059 SH       DEFINED          15,18,21,22    12397        0    19662
WORLD ACCESS INC "NEW"        EQUITY   98141A101     3083   280272 SH       DEFINED             18,21,22   154918        0   125354
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     2073  2000000 PRN      DEFINED             16,18,21  2000000        0        0
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2     3560  3435000 PRN      DEFINED             18,21,22  3380000        0    55000
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2     1513  1460000 PRN      DEFINED        3,13,27,28,30  1460000        0        0
WORLD COLOR PRESS INC DEL CV  CORPBOND 981443AA2     1078  1040000 PRN      DEFINED           3,13,29,30  1040000        0        0
WORLD COLOR PRESS INC         EQUITY   981443104        7      180 SH       DEFINED               -           180        0        0
WORLD COLOR PRESS INC         EQUITY   981443104     1398    37534 SH       DEFINED                12,21    37534        0        0
WORLD COLOR PRESS INC         EQUITY   981443104      335     8985 SH       DEFINED          15,18,21,22     6875        0     2110
WORLD COLOR PRESS INC         EQUITY   981443104     5342   143396 SH       DEFINED             18,21,22   104403        0    38993
WORLD FUEL SVCS CORP          EQUITY   981475106     2334   225000 SH       DEFINED                12,21   225000        0        0
WORLD FUEL SVCS CORP          EQUITY   981475106       15     1401 SH       DEFINED             18,21,22        1        0     1400
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      543    23600 SH       DEFINED                12,21    23600        0        0
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      400    17397 SH       DEFINED             18,21,22    13011        0     4386
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      115     5000 SH       DEFINED            4,6,23,24     5000        0        0
WORLDGATE COMMUNICATIONS INC  EQUITY   98156L307      281    12200 SH       DEFINED                21,31    12200        0        0
WORLDWIDE ENTERTAINMENT &     EQUITY   98157N104       17    11500 SH       DEFINED             18,21,22        0        0    11500
WTS WORLDWIDE ENT & SPORTS    EQUITY   98157N112        4    10100 SH       DEFINED             18,21,22      100        0    10000
WORTHINGTON FOODS INC         EQUITY   981809106      258    11200 SH       DEFINED                12,21    11200        0        0
WORTHINGTON FOODS INC         EQUITY   981809106      830    36003 SH       DEFINED             18,21,22    25417        0    10586
WORTHINGTON INDUSTRIES INC    EQUITY   981811102     1160    67019 SH       DEFINED                12,21    67019        0        0
WORTHINGTON INDUSTRIES INC    EQUITY   981811102     3649   210744 SH       DEFINED             18,21,22   108217        0   102526
WORTHINGTON INDUSTRIES INC    EQUITY   981811102       43     2468 SH       DEFINED                   25        0     2468        0
WORTHINGTON INDUSTRIES INC    EQUITY   981811102       96     5518 SH       DEFINED                21,31     5518        0        0
WM WRIGLEY JR CO              EQUITY   982526105      983    14440 SH       DEFINED               -         14440        0        0
WM WRIGLEY JR CO              EQUITY   982526105       95     1390 SH       DEFINED                  4,6      550        0      840
WM WRIGLEY JR CO              EQUITY   982526105   106408  1563377 SH       DEFINED                12,21  1563377        0        0
WM WRIGLEY JR CO              EQUITY   982526105     6369    93579 SH       DEFINED          15,18,21,22    49450        0    44129
WM WRIGLEY JR CO              EQUITY   982526105     3219    47300 SH       DEFINED             16,18,21    47300        0        0
WM WRIGLEY JR CO              EQUITY   982526105   200643  2947895 SH       DEFINED             18,21,22  1436698        0  1511196
WM WRIGLEY JR CO              OPTION   982526105       14      200 SH  PUT  DEFINED             18,21,22        0        0      200
WM WRIGLEY JR CO              EQUITY   982526105    10523   154600 SH       DEFINED            4,6,23,24   154600        0        0
WM WRIGLEY JR CO              EQUITY   982526105      468     6874 SH       DEFINED                   25        0     6874        0
WM WRIGLEY JR CO              EQUITY   982526105      491     7218 SH       DEFINED                21,31     7218        0        0
WYMAN-GORDON CO               EQUITY   983085101      363    19400 SH       DEFINED                12,21    19400        0        0
WYMAN-GORDON CO               EQUITY   983085101      230    12316 SH       DEFINED             18,21,22     3425        0     8891
WYNDHAM INTERNATIONAL CL A    EQUITY   983101106      475   165100 SH       DEFINED                12,21   165100        0        0
WYNDHAM INTERNATIONAL CL A    EQUITY   983101106        2      799 SH       DEFINED          15,18,21,22        0        0      799
WYNDHAM INTERNATIONAL CL A    EQUITY   983101106      623   216782 SH       DEFINED             18,21,22   171114        0    45667
WYNNS INTERNATIONAL INC       EQUITY   983195108      230    14650 SH       DEFINED                12,21    14650        0        0
WYNNS INTERNATIONAL INC       EQUITY   983195108       34     2161 SH       DEFINED             18,21,22      361        0     1799
X RITE INC                    EQUITY   983857103       14     2100 SH       DEFINED                12,21     2100        0        0
X RITE INC                    EQUITY   983857103      262    40749 SH       DEFINED             18,21,22      149        0    40600
XCEED INC                     EQUITY   98388N105      262    12100 SH       DEFINED                12,21    12100        0        0
XCEED INC                     EQUITY   98388N105      345    15966 SH       DEFINED             18,21,22      164        0    15802
XILINX INC                    EQUITY   983919101      727    10760 SH       DEFINED               -         10760        0        0
XILINX INC                    EQUITY   983919101       91     1350 SH       DEFINED                  4,6        0        0     1350
XILINX INC                    EQUITY   983919101   163823  2424741 SH       DEFINED                12,21  2424741        0        0
XILINX INC                    EQUITY   983919101      375     5549 SH       DEFINED          15,18,21,22     3155        0     2394
XILINX INC                    EQUITY   983919101    10229   151400 SH       DEFINED             16,18,21   151400        0        0
XILINX INC                    EQUITY   983919101    58478   865533 SH       DEFINED             18,21,22   365860        0   499673
XILINX INC                    EQUITY   983919101     2527    37400 SH       DEFINED     3,13,14,26,29,30    37400        0        0
XILINX INC                    EQUITY   983919101     1622    24013 SH       DEFINED                21,31    24013        0        0
XIRCOM INC                    EQUITY   983922105     6021   138411 SH       DEFINED                12,21   138411        0        0
XIRCOM INC                    EQUITY   983922105      110     2529 SH       DEFINED             18,21,22     2299        0      230
XIRCOM INC                    EQUITY   983922105      539    12400 SH       DEFINED                   25        0    12400        0
XIRCOM INC                    EQUITY   983922105     4731   108766 SH       DEFINED                21,31   108766        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     3666    68286 SH       DEFINED                  4,6    23945    29476    14865
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107       24      440 SH       DEFINED                  6,7        0        0      440
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     4480    83450 SH       DEFINED                12,21    83450        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107     3758    70000 SH       DEFINED             16,18,21    70000        0        0
XOMED SURGICAL PRODUCTS INC   EQUITY   98412V107      316     5877 SH       DEFINED             18,21,22     5377        0      500
XEROX CORP                    EQUITY   984121103     5882   137383 SH       DEFINED               -        137383        0        0
XEROX CORP                    EQUITY   984121103     2342    54700 SH       DEFINED   2,3,11,13,14,29,30        0    54700        0
XEROX CORP                    EQUITY   984121103    15644   365399 SH       DEFINED                  4,6    25310   273125    66964
XEROX CORP                    EQUITY   984121103   169306  3954556 SH       DEFINED                12,21  3954556        0        0
XEROX CORP                    EQUITY   984121103    23923   558785 SH       DEFINED          15,18,21,22   351110        0   207674
XEROX CORP                    EQUITY   984121103    14066   328540 SH       DEFINED             16,18,21   328540        0        0
XEROX CORP                    EQUITY   984121103   782247 18271257 SH       DEFINED             18,21,22  7275150        0 10996106
XEROX CORP                    OPTION   984121103       77     1800 SH  CALL DEFINED             18,21,22        0        0     1800
XEROX CORP                    EQUITY   984121103     3137    73272 SH       DEFINED                   25        0    73272        0
XEROX CORP                    EQUITY   984121103      848    19800 SH       DEFINED     3,13,14,26,29,30    19800        0        0
XEROX CORP                    EQUITY   984121103     1921    44869 SH       DEFINED                21,31    44869        0        0
XOOM.COM INC                  EQUITY   98413F101        5      100 SH       DEFINED                  4,6        0        0      100
XOOM.COM INC                  EQUITY   98413F101     3701    73200 SH       DEFINED                12,21    73200        0        0
XOOM.COM INC                  EQUITY   98413F101        5      100 SH       DEFINED          15,18,21,22        0        0      100
XOOM.COM INC                  EQUITY   98413F101      193     3815 SH       DEFINED             18,21,22     1043        0     2772
XOOM.COM INC                  EQUITY   98413F101     5557   109900 SH       DEFINED                21,31   109900        0        0
XTRA CORP                     EQUITY   984138107      437    10971 SH       DEFINED                12,21    10971        0        0
XTRA CORP                     EQUITY   984138107       43     1087 SH       DEFINED             18,21,22     1084        0        3
*** YPF SA SPON ADR           EQUITY   984245100       38     1000 SH       DEFINED               -          1000        0        0
*** YPF SA SPON ADR           EQUITY   984245100      884    23000 SH       DEFINED                  4,6    23000        0        0
*** YPF SA SPON ADR           EQUITY   984245100      529    13763 SH       DEFINED             18,21,22     7535        0     6227
YAHOO INC                     EQUITY   984332106      129      733 SH       DEFINED               -           733        0        0
YAHOO INC                     EQUITY   984332106     8712    49656 SH       DEFINED                  4,6        0        0    49656
YAHOO INC                     EQUITY   984332106    35265   201009 SH       DEFINED                12,21   201009        0        0
YAHOO INC                     EQUITY   984332106     2428    13839 SH       DEFINED          15,18,21,22     6943        0     6896
YAHOO INC                     OPTION   984332106      175     1000 SH  PUT  DEFINED          15,18,21,22        0        0     1000
YAHOO INC                     EQUITY   984332106   141312   805483 SH       DEFINED             18,21,22   666019        0   139464
YAHOO INC                     OPTION   984332106      193     1100 SH  CALL DEFINED             18,21,22      500        0      600
YAHOO INC                     OPTION   984332106      140      800 SH  PUT  DEFINED             18,21,22        0        0      800
YAHOO INC                     EQUITY   984332106      164      937 SH       DEFINED                21,31      937        0        0
YANKEE CANDLE CO INC          EQUITY   984757104     4316   226400 SH       DEFINED   2,3,11,13,14,29,30        0   226400        0
YANKEE CANDLE CO INC          EQUITY   984757104      265    13880 SH       DEFINED             18,21,22     7530        0     6350
YANKEE ENERGY SYS INC         EQUITY   984779108        1       33 SH       DEFINED               -            33        0        0
YANKEE ENERGY SYS INC         EQUITY   984779108      355     8434 SH       DEFINED                12,21     8434        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      161     3839 SH       DEFINED             18,21,22     1570        0     2269
XICOR INC                     EQUITY   984903104      154    28400 SH       DEFINED             18,21,22     7000        0    21400
YELLOW CORP                   EQUITY   985509108       16     1000 SH       DEFINED               -          1000        0        0
YELLOW CORP                   EQUITY   985509108     3826   239122 SH       DEFINED                12,21   239122        0        0
YELLOW CORP                   EQUITY   985509108       15      937 SH       DEFINED          15,18,21,22      684        0      253
YELLOW CORP                   EQUITY   985509108     3351   209459 SH       DEFINED             18,21,22   166015        0    43444
YELLOW CORP                   EQUITY   985509108       96     6000 SH       DEFINED                   25        0     6000        0
YORK FINANCIAL CORP           EQUITY   986630101       30     2100 SH       DEFINED               -          2100        0        0
YORK FINANCIAL CORP           EQUITY   986630101      752    52069 SH       DEFINED             18,21,22        5        0    52064
YORK INTL CORP NEW            EQUITY   986670107    13002   536172 SH       DEFINED                12,21   536172        0        0
YORK INTL CORP NEW            EQUITY   986670107     3078   126909 SH       DEFINED          15,18,21,22    89133        0    37776
YORK INTL CORP NEW            EQUITY   986670107     1504    62000 SH       DEFINED             16,18,21    62000        0        0
YORK INTL CORP NEW            EQUITY   986670107    12805   528043 SH       DEFINED             18,21,22   383003        0   145040
YORK INTL CORP NEW            EQUITY   986670107      546    22500 SH       DEFINED                   25        0    22500        0
YORK INTL CORP NEW            EQUITY   986670107     1206    49715 SH       DEFINED                21,31    49715        0        0
YORK RESEARCH CORP            EQUITY   987048105       30     7391 SH       DEFINED          15,18,21,22        0        0     7391
YORK RESEARCH CORP            EQUITY   987048105       26     6350 SH       DEFINED             18,21,22     6350        0        0
YOUBET.COM INC                EQUITY   987413101      866   120500 SH       DEFINED                12,21   120500        0        0
YOUBET.COM INC                EQUITY   987413101       40     5575 SH       DEFINED             18,21,22      200        0     5375
YOUBET.COM INC                EQUITY   987413101       66     9200 SH       DEFINED                   25        0     9200        0
YOUNG & RUBICAM INC           EQUITY   987425105       70     1600 SH       DEFINED                  4,6        0        0     1600
YOUNG & RUBICAM INC           EQUITY   987425105      436     9906 SH       DEFINED                12,21     9906        0        0
YOUNG & RUBICAM INC           EQUITY   987425105      286     6505 SH       DEFINED          15,18,21,22     5710        0      795
YOUNG & RUBICAM INC           EQUITY   987425105    28362   644595 SH       DEFINED             18,21,22   600509        0    44086
YOUNG BROADCASTING INC CL A   EQUITY   987434107     1123    23335 SH       DEFINED                  4,6     8660     9640     5035
YOUNG BROADCASTING INC CL A   EQUITY   987434107        8      156 SH       DEFINED                  6,7        0        0      156
YOUNG BROADCASTING INC CL A   EQUITY   987434107      515    10700 SH       DEFINED                12,21    10700        0        0
YOUNG BROADCASTING INC CL A   EQUITY   987434107      173     3605 SH       DEFINED             18,21,22      405        0     3200
ZALE CORP NEW                 EQUITY   988858106       46     1220 SH       DEFINED               -          1220        0        0
ZALE CORP NEW                 EQUITY   988858106     4281   112665 SH       DEFINED                  4,6    30665    30765    51235
ZALE CORP NEW                 EQUITY   988858106       20      530 SH       DEFINED                  6,7        0        0      530
ZALE CORP NEW                 EQUITY   988858106     2422    63739 SH       DEFINED                12,21    63739        0        0
ZALE CORP NEW                 EQUITY   988858106      491    12930 SH       DEFINED          15,18,21,22     6310        0     6620
ZALE CORP NEW                 EQUITY   988858106    13528   356013 SH       DEFINED             18,21,22   249619        0   106394
ZALE CORP NEW                 EQUITY   988858106      950    25000 SH       DEFINED                   25        0    25000        0
ZALE CORP NEW                 EQUITY   988858106     3396    89364 SH       DEFINED                21,31    89364        0        0
ZAMBA CORPORATION             EQUITY   988881108       68    30000 SH       DEFINED             18,21,22        0        0    30000
ZANY BRAINY INC               EQUITY   98906Q101     2864   322655 SH       DEFINED                  4,6   123245   131800    67610
ZANY BRAINY INC               EQUITY   98906Q101       20     2215 SH       DEFINED                  6,7        0        0     2215
ZANY BRAINY INC               EQUITY   98906Q101       15     1700 SH       DEFINED             18,21,22      200        0     1500
ZAPATA CORP NEW               EQUITY   989070503       60    12700 SH       DEFINED                12,21    12700        0        0
ZAPATA CORP NEW               EQUITY   989070503      155    32700 SH       DEFINED                18,21    32700        0        0
ZAPATA CORP NEW               EQUITY   989070503        7     1375 SH       DEFINED             18,21,22     1184        0      191
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105     2630    58679 SH       DEFINED                12,21    58679        0        0
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105      570    12715 SH       DEFINED          15,18,21,22     8199        0     4516
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105    16792   374713 SH       DEFINED             18,21,22   273626        0   101087
ZEBRA TECHNOLOGIES INC CL A   EQUITY   989207105     1340    29900 SH       DEFINED                21,31    29900        0        0
ZENIX INCOME FUND INC         EQUITY   989414107      255    48082 SH       DEFINED             18,21,22    18142        0    29940
ZIFF DAVIS INC                EQUITY   989511100      329    21000 SH       DEFINED                12,21    21000        0        0
ZIFF DAVIS INC                EQUITY   989511100        8      500 SH       DEFINED          15,18,21,22      500        0        0
ZIFF DAVIS INC                EQUITY   989511100      884    56373 SH       DEFINED             18,21,22    48216        0     8157
ZIFF DAVIS INC ZDNET          EQUITY   989511209      294    14100 SH       DEFINED                12,21    14100        0        0
ZIFF DAVIS INC ZDNET          EQUITY   989511209     1992    95412 SH       DEFINED             18,21,22    93425        0     1987
ZILA INC PAR $0.01            EQUITY   989513205       72    21680 SH       DEFINED             18,21,22      935        0    20745
ZIONS BANCORP                 EQUITY   989701107      958    17900 SH       DEFINED                  4,6        0    16000     1900
ZIONS BANCORP                 EQUITY   989701107     2807    52466 SH       DEFINED                12,21    52466        0        0
ZIONS BANCORP                 EQUITY   989701107       29      535 SH       DEFINED          15,18,21,22      265        0      270
ZIONS BANCORP                 EQUITY   989701107     1636    30579 SH       DEFINED             18,21,22    15064        0    15515
ZIONS BANCORP                 EQUITY   989701107      342     6400 SH       DEFINED                   25        0     6400        0
ZIONS BANCORP                 EQUITY   989701107     3225    60278 SH       DEFINED                21,31    60278        0        0
ZORAN CORP                    EQUITY   98975F101       35     1290 SH       DEFINED          15,18,21,22     1100        0      190
ZORAN CORP                    EQUITY   98975F101     2267    83009 SH       DEFINED             18,21,22    53278        0    29731
ZWEIG TOTAL RETURN FD INC     EQUITY   989837109       53     6500 SH       DEFINED               -          6500        0        0
ZWEIG TOTAL RETURN FD INC     EQUITY   989837109      299    36541 SH       DEFINED             18,21,22    12390        0    24151
ZITEL CORP                    EQUITY   989913108       16    13310 SH       DEFINED             18,21,22     7910        0     5400
ZOLL MEDICAL CORP             EQUITY   989922109     1839    62600 SH       DEFINED   2,3,11,13,14,29,30        0    62600        0
ZOLL MEDICAL CORP             EQUITY   989922109      346    11763 SH       DEFINED             18,21,22     9937        0     1826
ZOMAX INC                     EQUITY   989929104       30     1200 SH       DEFINED                  4,6        0        0     1200
ZOMAX INC                     EQUITY   989929104      285    11400 SH       DEFINED                12,21    11400        0        0
ZOMAX INC                     EQUITY   989929104       65     2590 SH       DEFINED          15,18,21,22     2210        0      380
ZOMAX INC                     EQUITY   989929104      120     4800 SH       DEFINED                18,21     4800        0        0
ZOMAX INC                     EQUITY   989929104     3533   141311 SH       DEFINED             18,21,22   101981        0    39330
</TABLE>