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United States
Securities and Exchange Commission
Washington, DC 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:
September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: UBS Warburg LLC
Address: 677 Washington Boulevard
Stamford, CT 06901
13F File Number: 28-7346
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: Janet R. Zimmer
Title: Executive Director
Phone: (203) 719-8960
Signature, Place, and Date of Signing:
/s/ Janet R. Zimmer
Janet R. Zimmer
Stamford, CT
November 14, 2000
Report Type (Check only one.):
[ X ] 13F Holdings Report.
[ ] 13F Notice
[ ] 13F Combination Report.
<PAGE>
Report Summary
Form 13F Information Table Entry Total: 1253
Form 13F Information Table Value Total: 49,087,169
Pursuant to Regulation 240.24b-2(b) of the
Securities Exchange Act of 1934, please be advised
that UBS Warburg LLC, the institutional investment
manager with respect to which this schedule is
filed, has omitted and filed separately with the
Commission a portion of this Report for which it
has requested confidential treatment.
<PAGE>
<TABLE>
<CAPTION>
MARKET INVESTMEN OTHER AUTHORIT
T Y
ISSUER ISSUE CUSIP VALUE QUANTIT DISCRETIO MGR SOLE
Y N
<S> <C> <C> <C> <C> <C> <C> <C>
A D C COM 00088610 13444 499953 SOLE N/A 499953
1
ADT OPERATIONS LYON ZERO CPN 000945AC 5127 3329000 SOLE N/A 3329000
10 9
AFLAC INC COM 00105510 11839 184806 SOLE N/A 184806
2
AES CORP COM 00130H10 22551 329211 SOLE N/A 329211
5
AES CORP JR SBDB 00130HAN 30 12000 SOLE N/A 12000
CV4.5%05 5
AMR CORP COM 00176510 4828 147708 SOLE N/A 147708
6
APAC COM 00185E10 181 34000 SOLE N/A 34000
6
AT&T CORP COM 00195710 131145 4464520 SOLE N/A 4461820
9
AT&T CORP COM LIB GRP A 00195720 378000 2100000 SOLE N/A 21000003
8 3
AT&T CORP COM WIRLES GRP 00195740 13017 623560 SOLE N/A 623560
6
AT & T CDA INC DEPS RCPT CL B 00207Q20 6710 220000 SOLE N/A 220000
2
ATMI INC COM 00207R10 262 11200 SOLE N/A 11200
1
AVX CORP NEW COM 00244410 2636 101147 SOLE N/A 101147
7
AXA FINL INC COM 00245110 8624 169300 SOLE N/A 169300
2
ABBOTT LABS COM 00282410 55943 1176206 SOLE N/A 1176206
0
ABGENIX INC COM 00339B10 203 2514 SOLE N/A 2514
7
ABITIBI-CONSOLIDATED COM 00392410 273 29100 SOLE N/A 29100
INC 7
ACTEL CORP COM 00493410 212 5900 SOLE N/A 5900
5
ADAC LABS COM NEW 00531320 441 21200 SOLE N/A 21200
0
ADAPTEC INC COM 00651F10 9660 483008 SOLE N/A 483008
8
ADECCO SA SPONSORED ADR 00675410 19279 234828 SOLE N/A 234828
5
ADELPHIA CL A 00684810 367 13310 SOLE N/A 13310
5
ADOBE SYS INC COM 00724F10 46458 299244 SOLE N/A 299244
1
ADTRAN INC COM 00738A10 372 8739 SOLE N/A 8739
6
ADVANCED LTG COM 00753C10 192 15500 SOLE N/A 15500
2
ADVO INC COM 00758510 465 14100 SOLE N/A 14100
2
ADVANCED MICRO DEVICES COM 00790310 6201 262471 SOLE N/A 262471
7
AEGON N V ORD AMER REG 00792410 76123 2050444 SOLE N/A 2050444
3
ADVANCED ENERGY INDS COM 00797310 386 11700 SOLE N/A 11700
0
ADVANCED ENERGY INDS SUB NT 007973AA 996 1075000 SOLE N/A 1075000
CV5.25%06 8
ADVENT SOFTWARE INC COM 00797410 231 3300 SOLE N/A 3300
8
AETNA INC COM 00811710 8324 143368 SOLE N/A 143368
3
AFFILIATED COMPUTER CL A 00819010 2229 44700 SOLE N/A 44700
0
AFFILIATED COMPUTER SB NT CV 144A 008190AC 71 55000 SOLE N/A 55000
05 4
AGILENT TECHNOLOGIES COM 00846U10 5938 121332 SOLE N/A 121332
INC 1
AIR PRODS & CHEMS INC COM 00915810 5753 159806 SOLE N/A 159806
6
AIRBORNE FGHT CORP COM 00926610 376 36883 SOLE N/A 36883
7
AKZO NOBEL NV SPONSORED ADR 01019930 10534 250065 SOLE N/A 250065
5
ALABAMA NATL BANCORP COM 01031710 212 9800 SOLE N/A 9800
5
ALBEMARLE CORP COM 01265310 463 22938 SOLE N/A 22938
1
ALBERTO CULVER CO CL B CONV 01306810 1121 38904 SOLE N/A 38904
1
ALBERTSONS INC COM 01310410 8621 410530 SOLE N/A 410530
4
ALCAN ALUMINIUM LTD COM 01371610 4579 158233 SOLE N/A 158233
NEW 5
ALCOA INC COM 01381710 24772 978664 SOLE N/A 978664
1
ALCATEL SPONSORED ADR 01390430 90307 1436289 SOLE N/A 1436289
5
ALFA CORP COM 01538510 225 12900 SOLE N/A 12900
7
ALKERMES INC PFD CV EX$3.25 01642T40 17617 149300 SOLE N/A 149300
5
ALLEGHENY TECHNOLOGIES COM 01741R10 1877 103569 SOLE N/A 103569
2
ALLEN TELECOM INC COM 01809110 342 20200 SOLE N/A 20200
8
ALLERGAN INC COM 01849010 7751 91793 SOLE N/A 91793
2
ALLETE COM 01852210 203 9154 SOLE N/A 9154
2
ALLIANCE SEMICONDUCTOR COM 01877H10 356 17900 SOLE N/A 17900
0
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 9323 426200 SOLE N/A 426200
2
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 1260 137124 SOLE N/A 137124
8
ALLMERICA FINL CORP COM 01975410 853 13339 SOLE N/A 13339
0
ALLSTATE CORP COM 02000210 17796 512118 SOLE N/A 511718
1
ALLTEL CORP COM 02003910 33655 644890 SOLE N/A 644890
3
ALPHA INDS INC COM 02075310 307 9000 SOLE N/A 9000
9
ALPHARMA INC CL A 02081310 1229 20100 SOLE N/A 20100
1
ALSTOM SPONSORED ADR 02124410 3711 157900 SOLE N/A 157900
8
ALTERA CORP COM 02144110 13948 292107 SOLE N/A 292107
0
ALZA CORP DEL COM 02261510 6983 80726 SOLE N/A 80726
8
ALZA CORP DEL SUB LYON ZERO 022615AC 838 745000 SOLE N/A 745000
14 2
AMERADA HESS CORP COM 02355110 7876 117660 SOLE N/A 117660
4
AMEREN CORP COM 02360810 4465 106630 SOLE N/A 106630
2
AMERICA ONLINE INC DEL COM 02364J10 95662 1779749 SOLE N/A 1773849
4
AMERICA ONLINE INC DEL SUB NT CV 02364JAA 1646 200000 SOLE N/A 200000
144A02 2
AMERICA ONLINE INC DEL SUB NT CONV 02364JAB 390408 4743000 SOLE N/A 47430000
4%02 0 0
AMERICA ONLINE INC DEL SUB NT CV ZRO 02364JAC 13214 2572100 SOLE N/A 25721000
19 8 0
AMERICA WEST HLDG CORP CL B 02365720 591 48500 SOLE N/A 48500
8
AMERICA ONLINE LATIN CL A 02365B10 187229 2377506 SOLE N/A 23775062
0 2
AMERICAN CLASSIC COM 02492810 174 11900 SOLE N/A 11900
VOYAGES 3
AMERICAN ELEC PWR INC COM 02553710 10437 266765 SOLE N/A 266765
1
AMERICAN EXPRESS CO COM 02581610 24531 403810 SOLE N/A 402610
9
AMERICAN GENERAL CORP COM 02635110 13728 175996 SOLE N/A 175996
6
AMERICAN GREETINGS CL A 02637510 786 44895 SOLE N/A 44895
CORP 5
AMERICAN HOME PRODS COM 02660910 58191 1028799 SOLE N/A 1028399
CORP 7
AMERICAN INTL GROUP COM 02687410 157175 1642591 SOLE N/A 1642591
INC 7
AMERICAN PWR COM 02906610 2603 135685 SOLE N/A 135685
CONVERSION 7
AMERICAN STD COS INC COM 02971210 941 21173 SOLE N/A 21173
DEL 6
AMERICAN TOWER CORP CL A 02991220 2634 69900 SOLE N/A 69900
1
AMERICAN TOWER CORP NT CV 029912AB 2454625 1460000 SOLE N/A 14600000
6.25%09 8 0
AMERICAN TOWER CORP NT CV 144A 029912AE 57 60000 SOLE N/A 60000
5%10 2
AMERICAN WTR WKS INC COM 03041110 301 10907 SOLE N/A 10907
2
AMERITRADE HLDG CORP CL A 03072H10 395 22256 SOLE N/A 22256
9
AMGEN INC COM 03116210 66146 947277 SOLE N/A 946477
0
AMSOUTH BANCORPORATION COM 03216510 3282 262575 SOLE N/A 262575
2
AMVESCAP PLC SPONSORED ADR 03235E10 91892 828788 SOLE N/A 828788
0
ANADARKO PETE CORP COM 03251110 11927 179460 SOLE N/A 179460
7
ANALOG DEVICES INC COM 03265410 20440 247570 SOLE N/A 247570
5
ANALYSTS INTL CORP COM 03268110 98 13600 SOLE N/A 13600
8
ANDREW CORP COM 03442510 1512 57756 SOLE N/A 57756
8
ANGLO AMERN PLC ADR 03485P10 3189 61044 SOLE N/A 61044
2
ANHEUSER BUSCH COS INC COM 03522910 27059 639512 SOLE N/A 639512
3
ANIXTER INTL INC COM 03529010 786 27000 SOLE N/A 27000
5
ANIXTER INTL INC LYON ZERO 035290AA 3496 1260000 SOLE N/A 12600000
144A20 3 0
ANTEC CORP SUB NT CV 03664PAB 410 310000 SOLE N/A 310000
4.5%03 1
AON CORP COM 03738910 7250 184723 SOLE N/A 184723
3
APACHE CORP COM 03741110 5043 85295 SOLE N/A 85295
5
APARTMENT INVT & MGMT CL A 03748R10 1175 25500 SOLE N/A 25500
CO 1
APOLLO GROUP INC CL A 03760410 407 10197 SOLE N/A 10197
5
APPLE COMPUTER INC COM 03783310 14119 548315 SOLE N/A 548315
0
APPLIED MATLS INC COM 03822210 37789 637118 SOLE N/A 637118
5
APPLIED MICRO CIRCUITS COM 03822W10 20917 101020 SOLE N/A 101020
9
ARCHER DANIELS MIDLAND COM 03948310 6709 777809 SOLE N/A 777809
CO 2
ARIBA INC COM 04033V10 5918 41310 SOLE N/A 41310
4
ARM HLDGS PLC SPONSORED ADR 04206810 17507 531530 SOLE N/A 531530
6
ARMSTRONG HLDGS INC COM 04238410 1546 129517 SOLE N/A 129517
7
ARTESYN TECHNOLOGIES COM 04312710 245 8400 SOLE N/A 8400
INC 9
ARVINMERITOR INC COM 04335310 564 38388 SOLE N/A 38388
1
ASHLAND INC COM 04420410 2076 61640 SOLE N/A 61640
5
AT HOME CORP COM SER A 04591910 2475 175194 SOLE N/A 175194
7
ASSOCIATES FIRST CAP CL A 04600810 46775 1227768 SOLE N/A 127768
CORP 8
ASTORIA FINL CORP COM 04626510 475 12307 SOLE N/A 12307
4
ASTRAZENECA PLC SPONSORED ADR 04635310 119356 2270771 SOLE N/A 2270771
8
ATMEL CORP COM 04951310 177 11627 SOLE N/A 11627
4
ATWOOD OCEANICS INC COM 05009510 980 23500 SOLE N/A 23500
8
AUTODESK INC COM 05276910 1019 40147 SOLE N/A 40147
6
AUTOLIV INC COM 05280010 421 21600 SOLE N/A 21600
9
AUTOMATIC DATA COM 05301510 29880 446805 SOLE N/A 446805
PROCESSING 3
AUTONATION INC COM 05329W10 989 164900 SOLE N/A 164900
2
AUTOZONE INC COM 05333210 4352 191844 SOLE N/A 191844
2
AVENTIS SPONSORED ADR 05356110 7906 104974 SOLE N/A 104974
6
AVERY DENNISON CORP COM 05361110 10937 235836 SOLE N/A 235836
9
AVID TECHNOLOGY INC COM 05367P10 448 32000 SOLE N/A 32000
0
AVIS GROUP HLDGS INC CL A 05379010 1001 33800 SOLE N/A 33800
1
AVISTAR COMMUNICATIONS COM NEW 05379X20 64 9500 SOLE N/A 0
8
AVNET INC COM 05380710 418 14736 SOLE N/A 14736
3
AVON PRODS INC COM 05430310 38826 949863 SOLE N/A 949863
2
AXA SPONSORED ADR 05453610 23327 360619 SOLE N/A 360619
7
AWARE INC MASS COM 05453N10 308 8000 SOLE N/A 8000
0
AZTEC TECHNOLOGY COM 05480L10 411 398990 SOLE N/A 398990
1
BB&T CORP COM 05493710 9490 315030 SOLE N/A 315030
7
BJ SVCS CO COM 05548210 30529 499456 SOLE N/A 499456
3
BOC GROUP PLC SPONSORED ADR 05561760 39854 1525500 SOLE N/A 1525500
9
BP AMOCO P L C SPONSORED ADR 05562210 507586 9577090 SOLE N/A 9577090
4
BT FINL CORP COM 05576310 185 10000 SOLE N/A 10000
6
BMC SOFTWARE INC COM 05592110 3377 176590 SOLE N/A 172190
0
BAKER HUGHES INC COM 05722410 9302 250572 SOLE N/A 250572
7
BAKER HUGHES INC SR LYON ZERO 057224AH 16 20000 SOLE N/A 20000
08 0
BALL CORP COM 05849810 643 20292 SOLE N/A 20292
6
BANCO BILBAO VIZCAYA SPONSORED ADR 05946K10 6924 461589 SOLE N/A 461589
1
BANCO COMERCIAL SPON ADR NEW 05947930 463 17800 SOLE N/A 17800
3
BANCO SANTANDER CENT ADR 05964H10 3371 308242 SOLE N/A 308242
5
BANK OF AMERICA COM 06050510 87078 1662587 SOLE N/A 1662587
4
BANK MONTREAL QUE COM 06367110 884 19563 SOLE N/A 19563
1
BANK NEW YORK INC COM 06405710 32607 581615 SOLE N/A 581615
2
BANK ONE CORP COM 06423A10 35166 910436 SOLE N/A 910436
3
BARBEQUES GALORE LTD SPONSORED ADR 06709110 223 29786 SOLE N/A 29786
8
BARD C R INC COM 06738310 5779 136792 SOLE N/A 136792
9
BARRICK GOLD CORP COM 06790110 9905 649505 SOLE N/A 649505
8
BARR LABS INC COM 06830610 1114 16800 SOLE N/A 16800
9
BARRA INC COM 06831310 261 4200 SOLE N/A 4200
5
BAUSCH & LOMB INC COM 07170710 1447 37153 SOLE N/A 37153
3
BAXTER INTL INC COM 07181310 275852 3456267 SOLE N/A 3456267
9
BAY VIEW CAP CORP DEL COM 07262L10 303 28200 SOLE N/A 28200
1
BEA SYS INC COM 07332510 536 6888 SOLE N/A 6888
2
BEAR STEARNS COS INC COM 07390210 8392 133214 SOLE N/A 133214
8
BECTON DICKINSON & CO COM 07588710 6275 237374 SOLE N/A 237374
9
BED BATH & BEYOND INC COM 07589610 4813 197321 SOLE N/A 197321
0
BELDEN INC COM 07745910 503 21300 SOLE N/A 21300
5
BELLSOUTH CORP COM 07986010 52740 1310310 SOLE N/A 1310310
2
BELO A H CORP DEL COM SER A 08055510 263 14239 SOLE N/A 14239
5
BEMIS INC COM 08143710 1190 37036 SOLE N/A 37036
5
BERKSHIRE HATHAWAY INC CL B 08467020 1304 630 SOLE N/A 600
7
BEST BUY INC COM 08651610 11649 183085 SOLE N/A 183085
1
BESTFOODS COM 08658U10 213175 2930238 SOLE N/A 2930238
1
BETHLEHEM STL CORP COM 08750910 106 35439 SOLE N/A 35439
5
BILLING CONCEPTS CORP COM 09006310 90 28100 SOLE N/A 28100
8
BIOCHEM PHARMA INC COM 09058T10 2243 102264 SOLE N/A 102264
8
BIOGEN INC COM 09059710 10147 166344 SOLE N/A 166344
5
BIOMET INC COM 09061310 4490 128281 SOLE N/A 128281
0
BIOMARIN COM 09061G10 459 25000 SOLE N/A 25000
PHARMACEUTICAL 1
BLACK & DECKER CORP COM 09179710 2292 67052 SOLE N/A 67052
0
BLACK BOX CORP DEL COM 09182610 214 4600 SOLE N/A 4600
7
BLOCK H & R INC COM 09367110 4059 109523 SOLE N/A 109523
5
BOEING CO COM 09702310 42917 681219 SOLE N/A 680719
5
BOISE CASCADE CORP COM 09738310 1061 39955 SOLE N/A 39955
3
BOOKHAM TECHNOLOGY PLC SPONSORED ADR 09856Q10 6021 140424 SOLE N/A 140424
8
BORDERS GROUP INC COM 09970910 262 18791 SOLE N/A 18791
7
BOSTON SCIENTIFIC CORP COM 10113710 4656 283238 SOLE N/A 283238
7
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 456 22500 SOLE N/A 22500
3
BRIGGS & STRATTON CORP COM 10904310 569 15051 SOLE N/A 15051
9
BRINKER INTL INC COM 10964110 217 7208 SOLE N/A 7208
0
BRISTOL MYERS SQUIBB COM 11012210 78454 1373367 SOLE N/A 1373367
CO 8
BRITISH AWYS PLC ADR 2ND INSTAL 11041930 778 18200 SOLE N/A 18200
6
BRITISH SKY SPONSORED ADR 11101310 32477 345500 SOLE N/A 345500
BROADCASTING 8
BROADCOM CORP CL A 11132010 37918 155561 SOLE N/A 155561
7
BROADWING INC COM 11162010 1981 77502 SOLE N/A 77502
0
BROCADE COMMUNICATIONS COM 11162110 283 1200 SOLE N/A 1200
8
BROOKS AUTOMATION INC COM 11434A10 354 10700 SOLE N/A 10700
0
BROWN FORMAN CORP CL B 11563720 3425 62551 SOLE N/A 62551
9
BROWN TOM INC COM NEW 11566020 277 11300 SOLE N/A 11300
1
BROWN SHOE INC NEW COM 11573610 157 17100 SOLE N/A 17100
0
BRUNSWICK CORP COM 11704310 1110 60836 SOLE N/A 60836
9
BURLINGTON NORTHN COM 12189T10 6703 310879 SOLE N/A 310879
4
BURLINGTON RES INC COM 12201410 8581 233105 SOLE N/A 233105
3
CBRL GROUP INC COM 12489V10 861 59894 SOLE N/A 59894
6
C COR NET CORP COM 12501010 373 24350 SOLE N/A 24350
8
CDW COMPUTER CTRS INC COM 12512910 429 6217 SOLE N/A 6217
6
CIGNA CORP COM 12550910 17554 168140 SOLE N/A 168140
9
CIT GROUP INC CL A 12557710 4560 260593 SOLE N/A 260593
6
CMGI INC COM 12575010 6763 242071 SOLE N/A 241471
9
CMS ENERGY CORP COM 12589610 2103 78056 SOLE N/A 78056
0
CNA FINL CORP COM 12611710 562 14700 SOLE N/A 14700
0
C P & L ENERGY INC COM 12614C10 4736 113605 SOLE N/A 113605
6
CSX CORP COM 12640810 3325 152454 SOLE N/A 152454
3
CTC COMMUNICATIONS COM 12641910 326 16100 SOLE N/A 16100
GROUP INC 0
CVS CORP COM 12665010 12609 272262 SOLE N/A 272262
0
CABLE & WIRELESS PUB SPONSORED ADR 12683020 141247 3318625 SOLE N/A 3318625
LTD 7
CABLETRON SYS INC COM 12692010 3771 128363 SOLE N/A 128363
7
CABLE DESIGN COM 12692410 416 17100 SOLE N/A 17100
TECHNOLOGIES 9
CABOT CORP COM 12705510 2529 79823 SOLE N/A 79823
1
CABOT OIL & GAS CORP CL A 12709710 269 13200 SOLE N/A 13200
3
CADENCE DESIGN SYSTEM COM 12738710 34818 1355454 SOLE N/A 1355454
INC 8
CALIPER TECHNOLOGIES COM 13087610 351 6053 SOLE N/A 6053
CORP 5
CALPINE CORP COM 13134710 1354 12975 SOLE N/A 12975
6
CAMDEN PPTY TR SH BEN INT 13313110 270 8700 SOLE N/A 8700
2
CAMPBELL SOUP CO COM 13442910 30509 1179086 SOLE N/A 1179086
9
CANADIAN PAC LTD NEW COM 13592310 1633 62800 SOLE N/A 62800
0
CANADIAN OCCIDENTAL COM 13642010 428 17000 SOLE N/A 17000
6
CANDELA CORP COM 13690710 197 17900 SOLE N/A 17900
2
CAPITAL ONE FINL CORP COM 14040H10 9581 136745 SOLE N/A 136745
5
CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 4350 400000 SOLE N/A 400000
8
CARDINAL HEALTH INC COM 14149Y10 17079 193667 SOLE N/A 193667
8
CAREMARK RX INC COM 14170510 1490 132400 SOLE N/A 132400
3
CARLISLE COS INC COM 14233910 486 11721 SOLE N/A 11721
0
CARLTON COMMUNICATIONS ADR 14287220 5713 140200 SOLE N/A 140200
9
CARNIVAL CORP COM 14365810 10116 410800 SOLE N/A 410800
2
CARRIER ACCESS CORP COM 14446010 400 20200 SOLE N/A 17800
2
CARRIER1 INTL S A ADR 14450030 176 24255 SOLE N/A 24255
3
CASEYS GEN STORES INC COM 14752810 200 15400 SOLE N/A 15400
3
CASH AMER INTL INC COM 14754D10 100 13700 SOLE N/A 13700
0
CATERPILLAR INC DEL COM 14912310 11353 336380 SOLE N/A 336380
1
CATSKILL FINL CORP COM 14934810 2715 120000 SOLE N/A 120000
4
CELGENE CORP COM 15102010 331 5559 SOLE N/A 5559
4
CELLTECH GROUP PLC SPONSORED ADR 15115810 22082 564396 SOLE N/A 564396
2
CENDANT CORP COM 15131310 7969 732788 SOLE N/A 732788
3
CENTEX CORP COM 15231210 3586 111612 SOLE N/A 111612
4
CENTURYTEL INC COM 15670010 4282 157150 SOLE N/A 157150
6
CERIDIAN CORP COM 15677T10 2840 101201 SOLE N/A 101201
6
CERNER CORP COM 15678210 404 8700 SOLE N/A 8700
4
CERPROBE CORP COM 15678710 226 15300 SOLE N/A 15300
3
CHARTER ONE FINL INC COM 16090310 3569 146440 SOLE N/A 146440
0
CHASE MANHATTAN CORP COM 16161A10 71140 1540258 SOLE N/A 1537258
NEW 8
CHEVRON CORPORATION COM 16675110 67346 789979 SOLE N/A 789979
7
CHILDRENS PL RETAIL COM 16890510 278 10800 SOLE N/A 10800
STORES 7
CHIRON CORP COM 17004010 507 11257 SOLE N/A 11257
9
CHIRON CORP SB CV ADJ 170040AB 12891 8250000 SOLE N/A 8250000
144A00 5
CHUBB CORP COM 17123210 10515 132888 SOLE N/A 132888
1
CIBER INC COM 17163B10 672 81500 SOLE N/A 81500
2
CIENA CORP COM 17177910 9949 81006 SOLE N/A 81006
1
CINCINNATI FINL CORP COM 17206210 4245 119585 SOLE N/A 119585
1
CINCINNATI FINL CORP SR CV DB 172062AB 1923 866000 SOLE N/A 866000
5.5%02 7
CINERGY CORP COM 17247410 4395 132935 SOLE N/A 132935
8
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 7971 346567 SOLE N/A 346567
8
CISCO SYS INC COM 17275R10 274229 4963413 SOLE N/A 4960613
2
CITIGROUP INC COM 17296710 198276 3667569 SOLE N/A 3666503
1
CITIZENS COM 17453B10 1580 117600 SOLE N/A 117600
COMMUNICATIONS CO 1
CITRIX SYS INC COM 17737610 4551 226836 SOLE N/A 226836
0
CITY NATL CORP COM 17856610 957 24764 SOLE N/A 24764
5
CLAIRES STORES INC COM 17958410 1233 68514 SOLE N/A 68514
7
CLEAR CHANNEL COM 18450210 25822 457026 SOLE N/A 457026
2
CLOROX CO DEL COM 18905410 11630 293976 SOLE N/A 293976
9
COASTAL BANCORP INC COM 19041P10 198 11100 SOLE N/A 11100
5
COASTAL CORP COM 19044110 18711 252427 SOLE N/A 252427
5
COBALT NETWORKS INC COM 19074R10 4630 80000 SOLE N/A 80000
1
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144A07 9
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CORP 4
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LTD 2
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CO 1
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& CO 9
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DEL 6
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INC 9
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LTD 1
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6%07 0 0
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COMMUNICATIONS CV4.875%07 1
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AZIONI 8
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GROUP 8
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INC 7
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INC 4
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INC 9
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INC 1
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INC 7
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CORP 7
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INDS 8
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MEXICANO 6
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AMER 2
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13 6
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6
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NEW 9
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0
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INC 0
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9
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1
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5%02 7
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8
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INC 7
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INC 3
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5
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CORP 8
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144A05 4
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5.25%05 1 0
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3
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8
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2
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3
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3
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2
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5
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1
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0
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6
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DEL 6
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INC 4
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6
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CO 1
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8
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4
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TEA 3
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3
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CV 6
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6
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4
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5
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9
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2
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1
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5
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4
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1
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8
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5
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7
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GROUP 4
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7
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5
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1
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3.25%03 8 0
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6
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3
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2
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3
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1
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6
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8
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9
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3
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5
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8
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9
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2
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0
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6
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0
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7
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1
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2
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INC 8
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INC 4
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INC 6
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INC 0
IDEC PHARMACEUTICALS COM 44937010 376 2146 SOLE N/A 2146
CORP 5
IMS HEALTH INC COM 44993410 4298 207124 SOLE N/A 207124
8
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4
ITT INDS INC IND COM 45091110 1987 61270 SOLE N/A 61270
2
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4
IGATE CAPITAL CORP COM 45169U10 132 24600 SOLE N/A 24600
5
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9
IMCLONE SYS INC SUB NT CV 45245WAA 1090125 9000000 SOLE N/A 9000000
144A05 7
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2
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5
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2
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5.75%04 1
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2
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144A07 0
INFINITY BROADCASTING CL A 45662S10 21470 650600 SOLE N/A 650600
CP 2
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2
INGERSOLL-RAND CO COM 45686610 3803 112280 SOLE N/A 112280
2
INGRAM MICRO INC CL A 45715310 249 18100 SOLE N/A 18100
4
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INC 07 6
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5
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INC 3
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0
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7
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1
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1
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3
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RECTIFIER 5
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7
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INC 0
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1
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2
INTUIT COM 46120210 686 12031 SOLE N/A 12031
3
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GRP 5
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SERVICES 0
IOMEGA CORP SB NT CV 462030AA 1000 1000000 SOLE N/A 1000000
6.75%01 5
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6
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INC 4
IT GROUP INC COM 46526610 189 39800 SOLE N/A 39800
4
I2 TECHNOLOGIES INC COM 46575410 8260 44158 SOLE N/A 44158
9
IVAX CORP COM 46582310 17915 389454 SOLE N/A 389454
2
IVILLAGE INC COM 46588H10 152 39200 SOLE N/A 39200
5
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1
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8
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3
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9
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6
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INC 7
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8
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4
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7
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4
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0
K MART CORP COM 48258410 4193 698791 SOLE N/A 698791
9
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3
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CO 0
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CORP 7
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8
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6
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7
KEYCORP NEW COM 49326710 8585 339165 SOLE N/A 339165
8
KEYSPAN CORP COM 49337W10 4146 103326 SOLE N/A 103326
0
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3
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3
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1
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3
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INC 5
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4
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3
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ELECTRS NV 3
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1
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0
KROGER CO COM 50104410 13363 592290 SOLE N/A 592290
1
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2
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8
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8
LANDS END INC COM 51508610 1292 61522 SOLE N/A 61522
6
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0
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CORP 4
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4
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0
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6
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9
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7
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0
LENNAR CORP COM 52605710 1335 44958 SOLE N/A 44958
4
LESCO INC OHIO COM 52687210 223 14600 SOLE N/A 14600
6
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4
LEXMARK INTL NEW CL A 52977110 3710 98929 SOLE N/A 98929
7
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8
LIMITED INC COM 53271610 6636 300781 SOLE N/A 300781
7
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9
LINEAR TECHNOLOGY CORP COM 53567810 14307 220965 SOLE N/A 220965
6
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4
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AKTIENGESELLSC 9
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1
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9
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8
LOGITECH INTERNATIONAL SPONSORED ADR 54141910 4396 142953 SOLE N/A 142953
S A 7
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3
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1
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5
LOWES COS INC COM 54866110 25952 578324 SOLE N/A 578324
7
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1
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INC 7
LYCOS INC COM 55081810 7398 107584 SOLE N/A 104784
8
LYONDELL CHEMICAL CO COM 55207810 1489 126036 SOLE N/A 126036
7
M & T BK CORP COM 55261F10 2295 4500 SOLE N/A 4500
4
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0
MBNA CORP COM 55262L10 22854 593621 SOLE N/A 593621
0
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3
MSC INDL DIRECT INC CL A 55353010 230 15100 SOLE N/A 15100
6
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2
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1
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3
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1
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1
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9
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2
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0
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9
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7
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1
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0
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9
MARKETING SVCS GROUP COM 57090710 71 23700 SOLE N/A 18700
INC 5
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INC 2
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2
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INC 6
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6
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5
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9
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2
MAXTOR CORP COM NEW 57772920 8219 782800 SOLE N/A 782800
5
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INC 1
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3
MAYTAG CORP COM 57859210 7913 254741 SOLE N/A 254741
7
MCCORMICK & CO INC COM NON VTG 57978020 507 17053 SOLE N/A 17053
6
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9
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1
MCGRAW HILL COS INC COM 58064510 8625 135689 SOLE N/A 135689
9
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3
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1
MEAD CORP COM 58283410 2856 122182 SOLE N/A 122182
7
MEDICIS PHARMACEUTICAL CL A NEW 58469030 1175 19100 SOLE N/A 19100
9
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2
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9%02 6
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6
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8
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0
MERCANTILE BANKSHARES COM 58740510 754 20779 SOLE N/A 20779
CORP 1
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0
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7
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CORP 9
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CORP 07 7 0
MEREDITH CORP COM 58943310 1045 35412 SOLE N/A 35412
1
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CORP 3
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8
METRICOM INC COM 59159610 317 12300 SOLE N/A 12300
1
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NETWORK 4
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1
MICROSOFT CORP COM 59491810 1071862 1777195 SOLE N/A 17767754
4 4
MICROCHIP TECHNOLOGY COM 59501710 360 10902 SOLE N/A 10902
INC 4
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3
MICRON TECHNOLOGY INC COM 59511210 22468 488425 SOLE N/A 488425
3
MICROSEMI CORP COM 59513710 259 6800 SOLE N/A 6800
0
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4
MILLENNIUM COM 59990210 1316 9013 SOLE N/A 9013
PHARMACEUTICALS 3
MILLIPORE CORP COM 60107310 3374 69665 SOLE N/A 69665
9
MINNESOTA MNG & MFG CO COM 60405910 33050 362688 SOLE N/A 362688
5
MIPS TECHNOLOGIES INC CL B 60456720 1197 31100 SOLE N/A 31100
6
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OJSC 9
MODEM MEDIA INC CL A 60753310 312 72300 SOLE N/A 72300
6
MODERN TIMES GROUP MTG SPON ADR REP B 60769810 320 2461 SOLE N/A 2461
AB 7
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0
MODIS PROFESSIONAL COM 60783010 653 125842 SOLE N/A 125842
SVCS 6
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4
MOLEX INC COM 60855410 10452 192009 SOLE N/A 192009
1
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0
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0
MORGAN STANLEY DEAN COM NEW 61744644 77248 844820 SOLE N/A 844820
WITTER 8
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9
MPOWER COMMUNICATIONS COM 62473J10 230 26400 SOLE N/A 26400
CORP 6
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2
MYLAN LABS INC COM 62853010 709 26336 SOLE N/A 26336
7
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4
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5
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8
NS GROUP INC COM 62891610 2840 143000 SOLE N/A 143000
8
NTL INC COM 62940710 3194 68976 SOLE N/A 68976
7
NABISCO HLDGS CORP CL A 62952610 57007 1060600 SOLE N/A 1060600
4
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CORP 2
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9
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4
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LTD 9
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3
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1
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2
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J 1
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INC 4
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1
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3
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7
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INC 1
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8
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8
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INC 2
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INC 1
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6
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7
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4
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4
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INC 0
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INC 6
NEW YORK TIMES CO CL A 65011110 5121 130273 SOLE N/A 130273
7
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6
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5
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6
NEXTEL COMMUNICATIONS CL A 65332V10 25979 555698 SOLE N/A 555698
INC 3
NEXT LEVEL COMM INC COM 65333U10 129 1951 SOLE N/A 451
4
NIAGARA MOHAWK HLDGS COM 65352010 1857 117928 SOLE N/A 117928
INC 6
NICOR INC COM 65408610 3280 90645 SOLE N/A 90645
7
NIKE INC CL B 65410610 10136 253011 SOLE N/A 253011
3
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4
NORDSON CORP COM 65566310 218 7650 SOLE N/A 7650
2
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0
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8
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NEW 2
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4
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2
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9
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5
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1
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INC 9
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5
NSTAR COM 67019E10 1145 28451 SOLE N/A 28451
7
NUCOR CORP COM 67034610 3978 132054 SOLE N/A 132054
5
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4
OM GROUP INC COM 67087210 205 4700 SOLE N/A 4700
0
OSI PHARMACEUTICALS COM 67104010 331 4723 SOLE N/A 4723
INC 3
OAK TECHNOLOGY INC COM 67180210 214 7800 SOLE N/A 7800
6
OBJECTIVE SYS COM 67442410 233 26800 SOLE N/A 26800
INTEGRATORS INC 6
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DEL 5
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6
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8
OFFICE DEPOT INC COM 67622010 1664 213052 SOLE N/A 213052
6
OFFICE DEPOT INC LYON SUB ZERO 676220AB 5875512 8217500 SOLE N/A 82175000
08 2 0
OLD KENT FINL CORP COM 67983310 2761 95427 SOLE N/A 95427
3
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6
ON ASSIGNMENT INC COM 68215910 254 8100 SOLE N/A 8100
8
ONEOK INC NEW COM 68268010 820 20627 SOLE N/A 20627
3
OPEN JT STK CO-VIMPEL SPONSORED ADR 68370R10 908 47000 SOLE N/A 47000
9
ORACLE CORP COM 68389X10 274536 3486174 SOLE N/A 3485424
5
ORBITAL SCIENCES CORP COM 68556410 455 54300 SOLE N/A 54300
6
OTTER TAIL PWR CO COM 68964810 250 10800 SOLE N/A 10800
3
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2
OWENS CORNING COM 69073F10 143 54441 SOLE N/A 54441
3
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3
PC-TEL INC COM 69325Q10 35 1500 SOLE N/A 0
5
PECO ENERGY CO COM 69330410 7290 120379 SOLE N/A 120379
7
PG&E CORP COM 69331C10 7927 327724 SOLE N/A 327724
8
PE CORP COM PE BIO GRP 69332S10 17740 152277 SOLE N/A 152277
2
PLM INTL INC COM NEW 69341L20 2784 416290 SOLE N/A 416290
5
PMI GROUP INC COM 69344M10 3145 46415 SOLE N/A 46415
1
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INC 5
PPG INDS INC COM 69350610 4811 121221 SOLE N/A 121221
7
PPL CORP COM 69351T10 4283 102591 SOLE N/A 102591
6
PTEK HLDGS INC COM 69366M10 170 54800 SOLE N/A 54800
4
PACCAR INC COM 69371810 1979 53405 SOLE N/A 53405
8
PACIFICARE HEALTH SYS COM 69511210 686 19706 SOLE N/A 19706
DEL 2
PACTIV CORP COM 69525710 1321 118053 SOLE N/A 118053
5
PAINE WEBBER GROUP INC COM 69562910 6960 102158 SOLE N/A 102158
5
PALL CORP COM 69642930 2822 141525 SOLE N/A 141525
7
PALM INC COM 69664210 23296 440079 SOLE N/A 439879
7
PARAMETRIC TECHNOLOGY COM 69917310 2223 203299 SOLE N/A 203299
CORP 0
PARKER HANNIFIN CORP COM 70109410 4277 126720 SOLE N/A 126720
4
PARTHUS TECHNOLOGIES SPONSORED ADR 70211Y10 402 10000 SOLE N/A 10000
PLC 3
PAYCHEX INC COM 70432610 13708 261111 SOLE N/A 261111
7
PECHINEY SPONSORED ADR 70515120 6899 342807 SOLE N/A 342807
7
PEGASUS SOLUTIONS INC COM 70590610 274 14000 SOLE N/A 14000
5
PENN NATL GAMING INC COM 70756910 233 15300 SOLE N/A 15300
9
PENNEY J C INC COM 70816010 3268 276684 SOLE N/A 276684
6
PENNZOIL-QUAKER STATE COM 70932310 1068 101693 SOLE N/A 101693
COMPANY 9
PENTON MEDIA INC COM 70966810 250 9100 SOLE N/A 9100
7
PEOPLES ENERGY CORP COM 71103010 1701 50959 SOLE N/A 50959
6
PEOPLESOFT INC COM 71271310 6829 244431 SOLE N/A 244431
6
PEP BOYS MANNY MOE & COM 71327810 110 21939 SOLE N/A 21939
JACK 9
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INC 0
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8
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INC 9
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9
PEROT SYS CORP CL A 71426510 1890 175800 SOLE N/A 175800
5
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3
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9
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9
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3
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4
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2
PHELPS DODGE CORP COM 71726510 2290 54860 SOLE N/A 54860
2
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7
PHILLIPS PETE CO COM 71850710 11862 189033 SOLE N/A 189033
6
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8
PINNACLE WEST CAP CORP COM 72348410 3058 60114 SOLE N/A 60114
1
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0
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1
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8
POGO TR I QUIPS SER A 73044P20 1488 25000 SOLE N/A 25000
8
POLAROID CORP COM 73109510 3089 229855 SOLE N/A 229855
5
POLYONE CORP COM 73179P10 1562 213600 SOLE N/A 213600
6
PORTAL SOFTWARE INC COM 73612610 288 7188 SOLE N/A 7188
3
POST PPTYS INC COM 73746410 314 7200 SOLE N/A 7200
7
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7
POTOMAC ELEC PWR CO COM 73767910 491 19505 SOLE N/A 19505
0
POWER-ONE INC COM 73930810 266 4400 SOLE N/A 4400
4
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INC 9
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9
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4
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CORP 5
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7
PRICE T ROWE & COM 74147710 3968 84544 SOLE N/A 84544
ASSOCIATES 3
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6
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1
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7
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18 3
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9
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3
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0
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INC 3
PROTEIN DESIGN LABS SB NT CV 144A 74369LAA 245 140000 SOLE N/A 140000
INC 07 1
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2
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4
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6
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9
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6
PULTE CORP COM 74586710 928 28133 SOLE N/A 28133
1
QLT INC COM 74692710 1901 26822 SOLE N/A 26822
2
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1
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5
QUALCOMM INC COM 74752510 37359 524343 SOLE N/A 524343
3
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2
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4%07 0
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7
QUEST DIAGNOSTICS INC COM 74834L10 2823 24598 SOLE N/A 24598
0
QUINTILES COM 74876710 3066 192407 SOLE N/A 192407
TRANSNATIONAL CORP 0
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INTL 9
RCN CORP COM 74936110 317 15300 SOLE N/A 15300
1
RPM INC OHIO COM 74968510 646 71264 SOLE N/A 71264
3
RSA SEC INC COM 74971910 297 6883 SOLE N/A 6883
0
RADIAN GROUP INC COM 75023610 2390 35400 SOLE N/A 35400
1
RADIO ONE INC CL A 75040P10 246 29600 SOLE N/A 29600
8
RADIOSHACK CORP COM 75043810 9395 145377 SOLE N/A 145377
3
RAINBOW TECHNOLOGIES COM 75086210 255 7200 SOLE N/A 7200
INC 4
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2
RARE HOSPITALITY INTL COM 75382010 266 13050 SOLE N/A 13050
INC 9
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9
RATIONAL SOFTWARE CORP COM NEW 75409P20 13977 201476 SOLE N/A 201476
2
RAYTHEON CO CL B 75511140 7310 257059 SOLE N/A 257059
8
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6
READ-RITE CORP SUB NT 755246AB 1225625 5000000 SOLE N/A 5000000
CONV10%04 1
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4
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1
REEBOK INTL LTD COM 75811010 746 39662 SOLE N/A 39662
0
REED INTL PLC SPON ADR NEW 75821287 269 8300 SOLE N/A 8300
2
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2
REGIONS FINL CORP COM 75894010 3798 167424 SOLE N/A 167424
0
RELIANT ENERGY INC COM 75952J10 10921 234866 SOLE N/A 234866
8
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5
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INC 9
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CORP 2
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2
REUTERS GROUP PLC SPONSORED ADR 76132M10 218991 1948752 SOLE N/A 1948752
2
ROBERT HALF INTL INC COM 77032310 627 18088 SOLE N/A 18088
3
ROCKWELL INTL CORP NEW COM 77390310 3903 129011 SOLE N/A 129011
9
ROHM & HAAS CO COM 77537110 4387 150940 SOLE N/A 150940
7
ROUSE CO COM 77927310 1222 49000 SOLE N/A 49000
1
ROWAN COS INC COM 77938210 2039 70315 SOLE N/A 70315
0
ROYAL BK SCOTLAND SP ADR PREF J 78009785 98 4000 SOLE N/A 0
GROUP PLC 3
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 93769 1564461 SOLE N/A 1564461
4
RUSSELL CORP COM 78235210 695 43801 SOLE N/A 43801
8
RYANS FAMILY STEAK COM 78351910 244 31800 SOLE N/A 31800
HOUSE 1
RYDER SYS INC COM 78354910 803 43544 SOLE N/A 43544
8
SBC COMMUNICATIONS INC COM 78387G10 120362 2407233 SOLE N/A 2407233
3
SBS TECHNOLOGIES INC COM 78387P10 307 13200 SOLE N/A 13200
3
SCP POOL CORP COM 78402810 441 14900 SOLE N/A 14900
2
SDL INC COM 78407610 5526 17864 SOLE N/A 17864
1
SLI INC COM 78442T10 78 10600 SOLE N/A 10600
8
SPDR TR UNIT SER 1 78462F10 138670 965500 SOLE N/A 965500
3
SABRE HLDGS CORP CL A 78590510 2603 89964 SOLE N/A 89964
0
SAFECO CORP COM 78642910 2424 88951 SOLE N/A 88951
0
SAFEWAY INC COM NEW 78651420 16174 346436 SOLE N/A 346436
8
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1
ST JUDE MED INC COM 79084910 2992 58660 SOLE N/A 58660
3
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8
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8
SANCHEZ COMPUTER COM 79970210 279 18000 SOLE N/A 18000
ASSOCS 5
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7
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4
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INC 4
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4
SAPIENT CORP COM 80306210 3634 89321 SOLE N/A 89321
8
SAPPI LTD SPON ADR NEW 80306920 679 92800 SOLE N/A 92800
2
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3
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0
SAWTEK INC COM 80546810 273 7092 SOLE N/A 7092
5
SCANA CORP NEW COM 80589M10 208 6746 SOLE N/A 6746
2
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1
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8
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5
SCHOOL SPECIALTY INC COM 80786310 4877 228859 SOLE N/A 228859
5
SCHWAB CHARLES CORP COM 80851310 36877 1038792 SOLE N/A 1037592
NEW 5
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4
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3
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5
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3
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6
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0
SEARS ROEBUCK & CO COM 81238710 8841 272710 SOLE N/A 272710
8
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3
SEMTECH CORP COM 81685010 420 10154 SOLE N/A 10154
1
SEMTECH CORP SUB NT CV 816850AD 190 160000 SOLE N/A 160000
4.5%07 3
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9
SEMITOOL INC COM 81690910 161 12600 SOLE N/A 12600
5
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CORP 1
SEPRACOR INC COM 81731510 1137 9266 SOLE N/A 9266
4
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7%05 7
SEQUENOM INC COM 81733710 817 19402 SOLE N/A 12102
8
SERENA SOFTWARE INC COM 81749210 654 14200 SOLE N/A 14200
1
SERVICE CORP INTL COM 81756510 276 113239 SOLE N/A 113239
4
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0
SHELL TRANS & TRADING NEW YRK SH NEW 82270360 256251 5236353 SOLE N/A 5236353
PLC 9
SHERWIN WILLIAMS CO COM 82434810 2423 113368 SOLE N/A 113368
6
SHIRE PHARMACEUTICALS SPONSORED ADR 82481R10 7013 135840 SOLE N/A 135840
GRP PLC 6
SHOPKO STORES INC COM 82491110 454 43800 SOLE N/A 43800
1
SHOP AT HOME INC COM NEW 82506630 104 42600 SOLE N/A 42600
1
SIEBEL SYS INC COM 82617010 32305 290221 SOLE N/A 290221
2
SIEBEL SYS INC SB NT CV 826170AC 1604522 3310000 SOLE N/A 3310000
5.5%06 6
SIGMA ALDRICH CORP COM 82655210 1854 56180 SOLE N/A 56180
1
SILICON STORAGE COM 82705710 375 13800 SOLE N/A 13800
TECHNOLOGY 0
SILICON VY BANCSHARES COM 82706410 740 12700 SOLE N/A 12700
6
SILICON VY GROUP INC COM 82706610 508 19300 SOLE N/A 19300
1
SIPEX CORP COM 82990910 47 1112 SOLE N/A 112
0
SIMON PPTY GROUP INC COM 82880610 3241 138300 SOLE N/A 138300
NEW 9
SIX FLAGS INC PINES 83001P20 2230 70800 SOLE N/A 70800
8
SKYEPHARMA PLC SPONSORED ADR 83080810 377 30455 SOLE N/A 30455
1
SMEDVIG A S SPON ADR REP A 83169H10 302 15900 SOLE N/A 15900
5
SMITH INTL INC COM 83211010 1207 14802 SOLE N/A 14802
0
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 440694 6421764 SOLE N/A 6421764
1
SNAP ON INC COM 83303410 965 40956 SOLE N/A 40956
1
SOLA INTL INC COM 83409210 100 15600 SOLE N/A 15600
8
SOLECTRON CORP COM 83418210 21651 469394 SOLE N/A 469394
7
SONERA GROUP PLC SPONSORED ADR 83543320 4311 170746 SOLE N/A 170746
2
SONY CORP ADR NEW 83569930 606 6000 SOLE N/A 6000
7
SOUTHDOWN INC COM 84129710 1318 18500 SOLE N/A 18500
4
SOUTHERN CO COM 84258710 15397 474674 SOLE N/A 474674
7
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1
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8
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8
SPHERION CORP COM 84842010 394 33000 SOLE N/A 33000
5
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0
SPRINT CORP COM FON GROUP 85206110 19244 656525 SOLE N/A 656525
0
SPRINT CORP PCS COM SER 1 85206150 22844 651523 SOLE N/A 651523
6
STANLEY WKS COM 85461610 2602 112814 SOLE N/A 112814
9
STAPLES INC COM 85503010 4674 329436 SOLE N/A 326936
2
STARBUCKS CORP COM 85524410 5232 130595 SOLE N/A 130595
9
STARMEDIA NETWORK INC COM 85554610 261 34850 SOLE N/A 34850
7
STARTEK INC COM 85569C10 389 13400 SOLE N/A 13400
7
STATE AUTO FINL CORP COM 85570710 322 24500 SOLE N/A 24500
5
STARWOOD PAIRED CTF 85590A20 3300 105600 SOLE N/A 105600
HOTELS&RESORTS 3
STATE STR CORP COM 85747710 16513 127025 SOLE N/A 127025
3
STEELCASE INC CL A 85815520 355 21200 SOLE N/A 21200
3
STILWELL FINL INC COM 86083110 6808 156497 SOLE N/A 156497
6
STMICROELECTRONICS N V COM 86101210 18394 386235 SOLE N/A 386235
2
STONE ENERGY CORP COM 86164210 1952 35500 SOLE N/A 35500
6
STORAGE USA INC COM 86190710 403 13200 SOLE N/A 13200
3
STORA ENSO CORP SPON ADR REP R 86210M10 13519 1638636 SOLE N/A 1638636
6
STRYKER CORP COM 86366710 4574 106519 SOLE N/A 106519
1
SULZER MEDICA SPONSORED ADR 86558010 2249 86500 SOLE N/A 86500
4
SUMMIT BANCORP COM 86600510 5921 171618 SOLE N/A 171618
1
SUN MICROSYSTEMS INC COM 86681010 172993 1481736 SOLE N/A 1481736
4
SUNCOR ENERGY INC COM 86722910 558 25200 SOLE N/A 25200
6
SUNOCO INC COM 86764P10 4433 164585 SOLE N/A 164585
9
SUNTRUST BKS INC COM 86791410 14036 281770 SOLE N/A 281770
3
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5
SUPERIOR TELECOM INC COM 86836510 60 10000 SOLE N/A 10000
7
SUPERMERCADOS UNIMARC SPONSORED ADR 86845310 21 12000 SOLE N/A 12000
SA 1
SUPERVALU INC COM 86853610 3293 218615 SOLE N/A 218615
3
SWISSCOM AG SPONSORED ADR 87101310 3591 145830 SOLE N/A 145830
8
SYBASE INC COM 87113010 293 12739 SOLE N/A 12739
0
SYKES ENTERPRISES INC COM 87123710 520 96776 SOLE N/A 96776
3
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INC 1
SYMANTEC CORP COM 87150310 816 18549 SOLE N/A 18549
8
SYMBOL TECHNOLOGIES COM 87150810 3077 85610 SOLE N/A 85610
INC 7
SYNOVUS FINL CORP COM 87161C10 4195 197990 SOLE N/A 197990
5
SYSCO CORP COM 87182910 10754 232216 SOLE N/A 232216
7
SYSTEMS & COMPUTER COM 87187310 272 15500 SOLE N/A 15500
TECHNOLOGY 5
TD WATERHOUSE GRP INC COM 87236210 1713 91951 SOLE N/A 91951
8
TJX COS INC NEW COM 87254010 56400 2506667 SOLE N/A 2506667
9
TRW INC COM 87264910 3660 90095 SOLE N/A 90095
8
TXU CORP COM 87316810 7612 192104 SOLE N/A 192104
8
TALBOTS INC COM 87416110 822 12400 SOLE N/A 12400
2
TALISMAN ENERGY INC COM 87425E10 757 21600 SOLE N/A 21600
3
TALK COM INC COM 87426410 73 16500 SOLE N/A 16500
4
TARGET CORP COM 87612E10 55816 2178196 SOLE N/A 2178196
6
TECH DATA CORP COM 87823710 780 18239 SOLE N/A 18239
6
TECHNE CORP COM 87837710 258 2300 SOLE N/A 2300
0
TEKTRONIX INC COM 87913110 5054 65803 SOLE N/A 65803
0
TELE DANMARK A/S SPON ADR CL B 87924210 4458 158500 SOLE N/A 158500
5
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S A 6
TELECOMM ARGENTINA SPON ADR REP B 87927320 396 18300 SOLE N/A 18300
9
TELECOM ITALIA SPA SPON ADR ORD 87927W10 22034 209847 SOLE N/A 209847
6
TELEFLEX INC COM 87936910 795 23132 SOLE N/A 23132
6
TELEFONICA S A SPONSORED ADR 87938220 47006 790860 SOLE N/A 790860
8
TELEFONOS DE MEXICO S SR DB CV 879403AD 13817 1112000 SOLE N/A 11120000
A 4.25%04 5 0
TELE1 EUROPE HLDG AB SPONSORED ADR 87944T20 4320 480040 SOLE N/A 480040
1
TELESCAN INC COM 87951610 31 12400 SOLE N/A 12400
2
TELEWEST SPONSORED ADR 87956P10 9580 491268 SOLE N/A 491268
COMMUNICATIONS 5
TELLABS INC COM 87966410 22424 469616 SOLE N/A 469616
0
TEMPLE INLAND INC COM 87986810 2797 73837 SOLE N/A 73837
7
TENET HEALTHCARE CORP COM 88033G10 7974 219215 SOLE N/A 219215
0
TERADYNE INC COM 88077010 6852 195773 SOLE N/A 195773
2
TERAYON COMMUNICATION COM 88077510 268 7900 SOLE N/A 7900
SYS 1
TERRA NETWORKS S A SPONSORED ADR 88100W10 312 8485 SOLE N/A 8485
3
TEVA PHARMACEUTICAL ADR 88162420 334 4566 SOLE N/A 4566
INDS 9
TEXACO INC COM 88169410 30711 584970 SOLE N/A 584970
3
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4
TEXTRON INC COM 88320310 61930 1342658 SOLE N/A 1342658
1
THAI FD INC COM 88290410 22 5292 SOLE N/A 0
5
THERAGENICS CORP COM 88337510 294 45200 SOLE N/A 45200
7
THERMO ELECTRON CORP COM 88355610 3142 120851 SOLE N/A 120851
2
THERMO ELECTRON CORP SUB DB CONV 883556AH 195500 2300000 SOLE N/A 2300000
4%05 5
THESTREET COM COM 88368Q10 72 16100 SOLE N/A 16100
3
THOMAS & BETTS CORP COM 88431510 704 40398 SOLE N/A 40398
2
THOMSON MULTIMEDIA SPONSORED ADR 88511810 1089 21145 SOLE N/A 21145
9
3COM CORP COM 88553510 672 35033 SOLE N/A 35033
4
3DO CO COM 88553W10 90 13400 SOLE N/A 13400
5
THREE FIVE SYS INC COM 88554L10 404 13800 SOLE N/A 13800
8
TIBCO SOFTWARE INC COM 88632Q10 5618 66529 SOLE N/A 66529
3
TICKETMASTER ONLINE- CL B 88633P20 230 13600 SOLE N/A 13600
CITYSEARCH 3
TIDEWATER INC COM 88642310 3402 74776 SOLE N/A 74776
2
TIFFANY & CO NEW COM 88654710 4808 124694 SOLE N/A 124694
8
TIMBERLAND CO CL A 88710010 463 11300 SOLE N/A 11300
5
TIME WARNER INC COM 88731510 94355 1205813 SOLE N/A 1205813
9
TIME WARNER TELECOM CL A 88731910 208 4300 SOLE N/A 4300
INC 1
TIMKEN CO COM 88738910 578 42223 SOLE N/A 42223
4
TITAN CORP COM 88826610 3227 195548 SOLE N/A 195548
3
TOLL BROTHERS INC COM 88947810 430 12500 SOLE N/A 12500
3
TORCHMARK CORP COM 89102710 2472 88890 SOLE N/A 88890
4
TORONTO DOMINION BK COM NEW 89116050 1454 49300 SOLE N/A 49300
ONT 9
TOSCO CORP COM NEW 89149030 3142 100752 SOLE N/A 100752
2
TOTAL FINA ELF S A SPONSORED ADR 89151E10 4055 55219 SOLE N/A 55219
9
TOWER AUTOMOTIVE INC COM 89170710 784 83600 SOLE N/A 83600
1
TOYS R US INC COM 89233510 3312 203796 SOLE N/A 203796
0
TRANSACTION SYS CL A 89341610 282 17361 SOLE N/A 17361
ARCHITECTS 7
TRANSCANADA PIPELINES COM 89352610 326 35000 SOLE N/A 35000
LTD 3
TRIANGLE COM 89589H10 273 32309 SOLE N/A 32309
PHARMACEUTICALS 4
TRIAD GTY COM 89592510 250 8400 SOLE N/A 8400
5
TRICON GLOBAL COM 89595310 3147 102760 SOLE N/A 102760
RESTAURANTS 7
TRIBUNE CO NEW COM 89604710 9370 214787 SOLE N/A 214787
7
TRIGON HEALTHCARE COM 89618L10 1736 33024 SOLE N/A 33024
0
TRIQUINT SEMICONDUCTOR COM 89674K10 360 9888 SOLE N/A 9888
3
TRIZEC HAHN CORP SUB VTG 89693810 1798 106930 SOLE N/A 106930
7
TRUE NORTH COM 89784410 4186 117100 SOLE N/A 117100
COMMUNICATIONS 6
TUBOS DE ACERO DE ADR NEW 89859250 1261 75300 SOLE N/A 75300
MEXICO S 6
TUPPERWARE CORP COM 89989610 724 40235 SOLE N/A 40235
4
TURKCELL ILETISIM SPONSORED ADR 90011110 827 75180 SOLE N/A 75180
HIZMETLERI 5
TUT SYSTEMS COM 90110310 630 7300 SOLE N/A 7300
1
24 / 7 MEDIA COM 90131410 230 22800 SOLE N/A 22800
4
TWINLAB CORP COM 90177410 65 14900 SOLE N/A 14900
9
TYCO INTL LTD NEW COM 90212410 61437 1184331 SOLE N/A 1184331
6
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0
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</TABLE>
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