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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended 6/30/99
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
WARBURG PINCUS ASSET MANAGEMENT, INC.
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
466 LEXINGTON AVENUE NEW YORK NY 10017-3147
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-496
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
LINDA S. IOVAN VICE PRESIDENT (212) 878-9280
- --------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ LINDA S. IOVAN
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
153 E. 53RD ST., NY, NY 10022 - 7/15/99
------------------------------------------
(Place and Date of Signing)
Report Type:
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3,288
Form 13F Information Table Value Total: $13,398,033.
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name: 13F File No.: Name:
------------- --------------------- ------------- ---------------------
1. WARBURG, PINCUS INVESTMENTS INTERNATIONAL (BERMUDA) , LTD.
------------- --------------------- ------------- ---------------------
2. 7.
------------- --------------------- ------------- ---------------------
3. 8.
------------- --------------------- ------------- ---------------------
4. 9.
------------- --------------------- ------------- ---------------------
5. 10.
------------- --------------------- ------------- ---------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INV DISC VOTNG AUTH
SHARES OR (a)SOLE (a)SOLE
TITLE CUSIP FAIR PRINCIPAL (b)SHARED MANGA- (b)SHARED
NAME OF ISSUER OF CLASS NUMBER MARKET VALUE AMOUNT (c)SHARED OTHR GERS (c)NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A Wts-Marvel Enterprises Inc @ $12 WARRANTS 57383M12 5.63 6.00 (c) N/A (b)
Aavid Thermal Technologies COMMON STOCKS 00253910 1,217,225.00 53,800.00 (a) N/A (a)
Abacus Direct Corp COMMON STOCKS 00255310 6,574,915.50 71,857.00 (a) N/A (a)
Abbott Laboratories COMMON STOCKS 00282410 1,751,656.50 38,604.00 (c) N/A (b)
Abbott Laboratories COMMON STOCKS 00282410 2,200,687.50 48,500.00 (a) N/A (c)
Abbott Laboratories COMMON STOCKS 00282410 3,162,637.50 69,700.00 (c) N/A (a)
Abbott Laboratories COMMON STOCKS 00282410 7,959,501.00 175,416.00 (a) N/A (b)
Abbott Laboratories COMMON STOCKS 00282410 13,975,318.50 307,996.00 (a) N/A (a)
Abercrombie & Fitch Co Cl A COMMON STOCKS 00289620 278,400.00 5,800.00 (a) N/A (a)
Abercrombie & Fitch Co Cl A COMMON STOCKS 00289620 1,396,608.00 29,096.00 (a) N/A (b)
Abitibi-Consolidated Inc COMMON STOCKS 00392410 910,000.00 80,000.00 (a) N/A (a)
Abitibi-Consolidated Inc COMMON STOCKS 00392410 1,456,000.00 128,000.00 (a) N/A (c)
AboveNet Communications Inc COMMON STOCKS 00374310 24,225.00 600.00 (c) N/A (b)
AboveNet Communications Inc COMMON STOCKS 00374310 5,652,500.00 140,000.00 (a) N/A (c)
Acadia Realty Trust COMMON STOCKS 00423910 3,762.50 700.00 (c) N/A (b)
ACE Ltd COMMON STOCKS G0070K10 635,625.00 22,500.00 (a) N/A (a)
ACE Ltd COMMON STOCKS G0070K10 7,517,325.00 266,100.00 (a) N/A (c)
A.C.L.N. Limited COMMON STOCKS M0176410 25,500.00 1,500.00 (c) N/A (b)
ACM Government Securities Fund Inc FIXED INCOME FUNDS 00091410 10,800.00 1,350.00 (a) N/A (b)
ACM Government Spectrum Fund Inc FIXED INCOME FUNDS 00091710 5,812.50 1,000.00 (a) N/A (b)
ACNielsen Corp COMMON STOCKS 00483310 10,073.25 333.00 (a) N/A (a)
ACNielsen Corp COMMON STOCKS 00483310 26,710.75 883.00 (c) N/A (b)
ACNielsen Corp COMMON STOCKS 00483310 60,500.00 2,000.00 (a) N/A (b)
ACNielsen Corp COMMON STOCKS 00483310 3,226,162.50 106,650.00 (a) N/A (c)
Actuate Software Corp COMMON STOCKS 00508B10 53,000.00 2,000.00 (a) N/A (a)
ACTV Inc COMMON STOCKS 00088E10 12,487.50 900.00 (a) N/A (a)
ACTV Inc COMMON STOCKS 00088E10 22,200.00 1,600.00 (a) N/A (b)
ACTV Inc COMMON STOCKS 00088E10 122,100.00 8,800.00 (c) N/A (b)
Acxiom Corp COMMON STOCKS 00512510 348,127.50 13,960.00 (a) N/A (b)
Acxiom Corp COMMON STOCKS 00512510 4,959,071.25 198,860.00 (a) N/A (a)
Acxiom Corp COMMON STOCKS 00512510 13,865,748.75 556,020.00 (a) N/A (c)
Adams Golf Inc COMMON STOCKS 00622810 768.75 300.00 (a) N/A (a)
Adams Golf Inc COMMON STOCKS 00622810 16,143.75 6,300.00 (c) N/A (a)
Adaptec Inc COMMON STOCKS 00651F10 3,517,125.00 99,600.00 (a) N/A (a)
Adaptec Inc COMMON STOCKS 00651F10 9,499,062.50 269,000.00 (a) N/A (c)
Adelphia Communications Corp COMMON STOCKS 00684810 1,285,225.00 20,200.00 (a) N/A (b)
Adelphia Communications Corp COMMON STOCKS 00684810 12,177,825.00 191,400.00 (a) N/A (a)
Adelphia Communications Corp COMMON STOCKS 00684810 34,402,037.50 540,700.00 (a) N/A (c)
AdForce Inc COMMON STOCKS 00686710 7,050.00 300.00 (a) N/A (a)
Adobe Systems Inc COMMON STOCKS 00724F10 20,539.06 250.00 (a) N/A (b)
Advanced Digital Infomation Corp COMMON STOCKS 00752510 324,000.00 8,000.00 (a) N/A (b)
Advanced Energy Industries Inc COMMON STOCKS 00797310 405,625.00 10,000.00 (a) N/A (b)
Advanced Energy Industries Inc COMMON STOCKS 00797310 624,662.50 15,400.00 (a) N/A (a)
Advanced Energy Industries Inc COMMON STOCKS 00797310 1,723,906.25 42,500.00 (a) N/A (c)
Advanced Fibre Communication Inc COMMON STOCKS 00754A10 1,645,312.50 105,300.00 (a) N/A (a)
Advanced Fibre Communication Inc COMMON STOCKS 00754A10 11,139,062.50 712,900.00 (a) N/A (c)
Advanced Micro Devices Inc COMMON STOCKS 00790310 4,967.19 275.00 (c) N/A (b)
Advanced Paradigm Inc COMMON STOCKS 00749110 587,247.00 9,627.00 (a) N/A (b)
Advanced Paradigm Inc COMMON STOCKS 00749110 16,224,475.00 265,975.00 (a) N/A (a)
Advanced Paradigm Inc COMMON STOCKS 00749110 19,892,100.00 326,100.00 (a) N/A (c)
Advanced Tissue Sciences Inc COMMON STOCKS 00755F10 23,725.00 7,300.00 (c) N/A (b)
Advantica Restaurant Group Inc COMMON STOCKS 00758B10 687.50 200.00 (c) N/A (b)
Advent Software Inc COMMON STOCKS 00797410 1,239,500.00 18,500.00 (a) N/A (b)
Advent Software Inc COMMON STOCKS 00797410 13,229,753.00 197,459.00 (a) N/A (a)
ADVO Inc COMMON STOCKS 00758510 90,158.75 4,345.00 (a) N/A (c)
ADVO Inc COMMON STOCKS 00758510 894,636.25 43,115.00 (c) N/A (c)
ADVO Inc COMMON STOCKS 00758510 986,226.75 47,529.00 (a) N/A (b)
ADVO Inc COMMON STOCKS 00758510 1,784,998.00 86,024.00 (c) N/A (b)
ADVO Inc COMMON STOCKS 00758510 2,819,364.75 135,873.00 (c) N/A (a)
ADVO Inc COMMON STOCKS 00758510 4,898,182.75 236,057.00 (a) N/A (a)
Aerial Communications Inc COMMON STOCKS 00765510 6,750.00 500.00 (a) N/A (b)
AES Corp COMMON STOCKS 00130H10 1,525,781.25 26,250.00 (c) N/A (b)
AES Corp COMMON STOCKS 00130H10 6,662,868.75 114,630.00 (a) N/A (c)
AES Corp COMMON STOCKS 00130H10 8,544,375.00 147,000.00 (c) N/A (a)
AES Corp COMMON STOCKS 00130H10 11,139,888.75 191,654.00 (a) N/A (b)
AES Corp COMMON STOCKS 00130H10 19,439,499.38 334,443.00 (a) N/A (a)
Aetna Inc COMMON STOCKS 00811710 8,943.75 100.00 (a) N/A (a)
Aetna Inc COMMON STOCKS 00811710 80,493.75 900.00 (a) N/A (b)
Aetna Inc COMMON STOCKS 00811710 1,091,137.50 12,200.00 (a) N/A (c)
Affiliated Managers Group COMMON STOCKS 00825210 3,778,176.94 125,157.00 (a) N/A (b)
Affiliated Managers Group COMMON STOCKS 00825210 16,810,211.25 556,860.00 (a) N/A (a)
Affymetrix Inc COMMON STOCKS 00826T10 49,375.00 1,000.00 (a) N/A (a)
AFLAC Inc COMMON STOCKS 00105510 38,300.00 800.00 (c) N/A (b)
Air Products & Chemicals Inc COMMON STOCKS 00915810 319,424.00 7,936.00 (a) N/A (a)
Air Transportation Holding Co Inc COMMON STOCKS 00922430 768.75 150.00 (c) N/A (b)
Airborne Freight Corp COMMON STOCKS 00926610 15,505.00 560.00 (a) N/A (b)
Alanco Environmental Resources Corp COMMON STOCKS 01161240 320.63 285.00 (c) N/A (b)
Alberta Energy Co Ltd COMMON STOCKS 01287310 64,625.00 2,000.00 (a) N/A (a)
Alberta Energy Co Ltd COMMON STOCKS 01287310 177,718.75 5,500.00 (a) N/A (b)
Alberta Energy Co Ltd COMMON STOCKS 01287310 323,125.00 10,000.00 (c) N/A (a)
Alberta Energy Co Ltd COMMON STOCKS 01287310 4,119,843.75 127,500.00 (a) N/A (c)
Albertson's Inc COMMON STOCKS 01310410 13,406.25 260.00 (a) N/A (c)
Albertson's Inc COMMON STOCKS 01310410 43,828.13 850.00 (a) N/A (b)
Albertson's Inc COMMON STOCKS 01310410 125,039.06 2,425.00 (a) N/A (a)
Alcan Aluminum Ltd COMMON STOCKS 01371610 290,631.25 9,100.00 (c) N/A (b)
Alcatel SA Sponsored ADR COMMON STOCKS 01390430 6,923.50 244.00 (c) N/A (b)
Alcatel SA Sponsored ADR COMMON STOCKS 01390430 19,862.50 700.00 (a) N/A (b)
Alcoa Inc COMMON STOCKS 01381710 3,217.50 52.00 (a) N/A (b)
Alcoa Inc COMMON STOCKS 01381710 3,960.00 64.00 (c) N/A (b)
Alcoa Inc COMMON STOCKS 01381710 1,380,802.50 22,316.00 (a) N/A (a)
Alcoa Inc COMMON STOCKS 01381710 16,817,872.50 271,804.00 (a) N/A (c)
Alkermes Inc COMMON STOCKS 01642T10 954,993.13 41,297.00 (a) N/A (b)
Alkermes Inc COMMON STOCKS 01642T10 2,497,500.00 108,000.00 (a) N/A (a)
Alkermes Inc COMMON STOCKS 01642T10 14,839,312.50 641,700.00 (a) N/A (c)
Allegheny Corp-Del COMMON STOCKS 01717510 196,100.00 1,060.00 (c) N/A (a)
Allegheny Corp-Del COMMON STOCKS 01717510 1,073,925.00 5,805.00 (a) N/A (b)
Allegheny Corp-Del COMMON STOCKS 01717510 2,235,170.00 12,082.00 (a) N/A (a)
Allegheny Energy Inc COMMON STOCKS 01736110 41,681.25 1,300.00 (a) N/A (b)
Allegheny Energy Inc COMMON STOCKS 01736110 96,187.50 3,000.00 (a) N/A (a)
Allegheny Energy Inc COMMON STOCKS 01736110 6,936,721.88 216,350.00 (a) N/A (c)
Allegheny Teledyne Inc COMMON STOCKS 01741510 720,606.25 31,850.00 (c) N/A (b)
Allegheny Teledyne Inc COMMON STOCKS 01741510 921,968.75 40,750.00 (a) N/A (c)
Allegheny Teledyne Inc COMMON STOCKS 01741510 4,195,625.25 185,442.00 (c) N/A (a)
Allegheny Teledyne Inc COMMON STOCKS 01741510 5,391,175.50 238,284.00 (a) N/A (b)
Allegheny Teledyne Inc COMMON STOCKS 01741510 6,381,381.25 282,050.00 (a) N/A (a)
Allergan Inc COMMON STOCKS 01849010 99,900.00 900.00 (a) N/A (b)
Allergan Inc COMMON STOCKS 01849010 1,920,300.00 17,300.00 (a) N/A (c)
Allergan Specialty Therapeutics Inc COMMON STOCKS 01849410 326.25 30.00 (a) N/A (b)
Alliant Energy Corp COMMON STOCKS 01880210 34,050.00 1,200.00 (a) N/A (b)
Allied Healthcare Products Inc COMMON STOCKS 01922210 996,234.38 601,500.00 (a) N/A (a)
Allied Irish Banks plc Sponsored ADR COMMON STOCKS 01922840 94,012.50 3,450.00 (a) N/A (b)
Allied Irish Banks plc Sponsored ADR COMMON STOCKS 01922840 122,625.00 4,500.00 (a) N/A (a)
Allied Waste Industries Inc COMMON STOCKS 01958930 130,350.00 6,600.00 (c) N/A (b)
Allied Waste Industries Inc COMMON STOCKS 01958930 2,389,750.00 121,000.00 (a) N/A (a)
Allied Waste Industries Inc COMMON STOCKS 01958930 6,918,425.00 350,300.00 (a) N/A (c)
AlliedSignal Inc COMMON STOCKS 01951210 1,734,768.00 27,536.00 (c) N/A (b)
AlliedSignal Inc COMMON STOCKS 01951210 2,678,886.00 42,522.00 (a) N/A (b)
AlliedSignal Inc COMMON STOCKS 01951210 6,655,950.00 105,650.00 (a) N/A (a)
AlliedSignal Inc COMMON STOCKS 01951210 17,665,200.00 280,400.00 (a) N/A (c)
Allou Health & Beauty Care Inc COMMON STOCKS 01978210 3,531.25 500.00 (a) N/A (b)
Allstate Corp COMMON STOCKS 02000210 86,961.00 2,424.00 (c) N/A (b)
Allstate Corp COMMON STOCKS 02000210 508,922.75 14,186.00 (a) N/A (b)
Allstate Corp COMMON STOCKS 02000210 559,650.00 15,600.00 (c) N/A (a)
Allstate Corp COMMON STOCKS 02000210 863,941.75 24,082.00 (a) N/A (a)
ALLTEL Corp COMMON STOCKS 02003910 64,707.50 905.00 (a) N/A (a)
ALLTEL Corp COMMON STOCKS 02003910 949,806.00 13,284.00 (a) N/A (b)
ALPHARMA Inc Cl A COMMON STOCKS 02081310 992,193.75 27,900.00 (a) N/A (c)
Alternative Resources Corp COMMON STOCKS 02145R10 2,100.00 300.00 (c) N/A (b)
Alterra Healthcare Corp COMMON STOCKS 02146C10 2,913,625.00 211,900.00 (a) N/A (a)
Alterra Healthcare Corp COMMON STOCKS 02146C10 13,730,750.00 998,600.00 (a) N/A (c)
ALZA Corp COMMON STOCKS 02261510 10,175.00 200.00 (a) N/A (a)
ALZA Corp COMMON STOCKS 02261510 20,350.00 400.00 (a) N/A (b)
ALZA Corp COMMON STOCKS 02261510 778,387.50 15,300.00 (a) N/A (c)
Amazon.com Inc COMMON STOCKS 02313510 20,145.13 161.00 (c) N/A (b)
Amazon.com Inc COMMON STOCKS 02313510 50,050.00 400.00 (a) N/A (b)
Amazon.com Inc COMMON STOCKS 02313510 1,076,075.00 8,600.00 (a) N/A (c)
Amazon.com Inc COMMON STOCKS 02313510 60,295,860.63 481,885.00 (a) N/A (a)
AMBAC Financial Group Inc COMMON STOCKS 02313910 34,275.00 600.00 (a) N/A (b)
AMBAC Financial Group Inc COMMON STOCKS 02313910 4,609,987.50 80,700.00 (a) N/A (a)
AMBAC Financial Group Inc COMMON STOCKS 02313910 30,681,837.50 537,100.00 (a) N/A (c)
Amdocs Ltd COMMON STOCKS G0260210 35,490.00 1,560.00 (a) N/A (c)
Amerada Hess Corp COMMON STOCKS 02355110 11,840.50 199.00 (a) N/A (b)
Amerada Hess Corp COMMON STOCKS 02355110 11,900.00 200.00 (c) N/A (b)
Amerada Hess Corp COMMON STOCKS 02355110 642,600.00 10,800.00 (a) N/A (a)
Amerada Hess Corp COMMON STOCKS 02355110 10,204,250.00 171,500.00 (a) N/A (c)
Ameren Corp COMMON STOCKS 02360810 38,375.00 1,000.00 (c) N/A (b)
Ameren Corp COMMON STOCKS 02360810 80,587.50 2,100.00 (a) N/A (b)
America Online Inc-Del COMMON STOCKS 02364J10 778,800.00 7,080.00 (c) N/A (a)
America Online Inc-Del COMMON STOCKS 02364J10 1,760,660.00 16,006.00 (c) N/A (b)
America Online Inc-Del COMMON STOCKS 02364J10 8,877,000.00 80,700.00 (a) N/A (c)
America Online Inc-Del COMMON STOCKS 02364J10 11,231,770.00 102,107.00 (a) N/A (b)
America Online Inc-Del COMMON STOCKS 02364J10 19,163,980.00 174,218.00 (a) N/A (a)
American Bank Of Connecticut Waterbury COMMON STOCKS 02432710 48,750.00 2,000.00 (a) N/A (b)
American Bankers Insurance Group Inc COMMON STOCKS 02445610 81,656.25 1,500.00 (a) N/A (b)
American Classic Voyages Co COMMON STOCKS 02492810 321,600.00 13,400.00 (a) N/A (b)
American Classic Voyages Co COMMON STOCKS 02492810 1,120,800.00 46,700.00 (a) N/A (c)
American Classic Voyages Co COMMON STOCKS 02492810 2,925,600.00 121,900.00 (a) N/A (a)
American Electric Power Co Inc COMMON STOCKS 02553710 488.31 13.00 (a) N/A (b)
American Electric Power Co Inc COMMON STOCKS 02553710 39,966.50 1,064.00 (c) N/A (b)
American Electric Power Co Inc COMMON STOCKS 02553710 78,881.25 2,100.00 (a) N/A (a)
American Electric Power Co Inc COMMON STOCKS 02553710 5,213,675.00 138,800.00 (a) N/A (c)
American Express Co COMMON STOCKS 02581610 786,996.00 6,048.00 (c) N/A (b)
American Express Co COMMON STOCKS 02581610 1,176,330.00 9,040.00 (a) N/A (c)
American Express Co COMMON STOCKS 02581610 5,250,543.75 40,350.00 (c) N/A (a)
American Express Co COMMON STOCKS 02581610 12,560,185.50 96,524.00 (a) N/A (a)
American Express Co COMMON STOCKS 02581610 14,050,507.13 107,977.00 (a) N/A (b)
American General Corp COMMON STOCKS 02635110 11,306.25 150.00 (a) N/A (a)
American General Corp COMMON STOCKS 02635110 344,689.88 4,573.00 (a) N/A (b)
American Greetings Corp Cl A COMMON STOCKS 02637510 210,754.50 6,996.00 (a) N/A (a)
American Home Products Corp COMMON STOCKS 02660910 1,105,960.50 19,276.00 (c) N/A (b)
American Home Products Corp COMMON STOCKS 02660910 1,199,137.50 20,900.00 (a) N/A (c)
American Home Products Corp COMMON STOCKS 02660910 1,313,658.00 22,896.00 (c) N/A (a)
American Home Products Corp COMMON STOCKS 02660910 2,284,443.00 39,816.00 (a) N/A (b)
American Home Products Corp COMMON STOCKS 02660910 3,747,161.25 65,310.00 (a) N/A (a)
American International Group Inc COMMON STOCKS 02687410 7,056,574.00 60,184.00 (c) N/A (a)
American International Group Inc COMMON STOCKS 02687410 9,151,714.25 78,053.00 (c) N/A (b)
American International Group Inc COMMON STOCKS 02687410 15,131,698.75 129,055.00 (a) N/A (c)
American International Group Inc COMMON STOCKS 02687410 35,001,939.00 298,524.00 (a) N/A (b)
American International Group Inc COMMON STOCKS 02687410 52,532,690.00 448,040.00 (a) N/A (a)
American National Insurance Co COMMON STOCKS 02859110 71,250.00 1,000.00 (a) N/A (a)
American Power Conversion Corp COMMON STOCKS 02906610 250,355.00 12,440.00 (c) N/A (b)
American Power Conversion Corp COMMON STOCKS 02906610 326,025.00 16,200.00 (c) N/A (a)
American Power Conversion Corp COMMON STOCKS 02906610 2,982,525.00 148,200.00 (a) N/A (b)
American Power Conversion Corp COMMON STOCKS 02906610 4,059,212.50 201,700.00 (a) N/A (a)
American Skiing Co COMMON STOCKS 02965430 1,218.75 300.00 (c) N/A (b)
American Skiing Co COMMON STOCKS 02965430 2,437.50 600.00 (a) N/A (a)
American Standard Companies Inc COMMON STOCKS 02971210 700,800.00 14,600.00 (a) N/A (a)
American Standard Companies Inc COMMON STOCKS 02971210 10,915,200.00 227,400.00 (a) N/A (c)
American Superconductor Corp COMMON STOCKS 03011110 6,721.88 450.00 (a) N/A (a)
American Tower Corp Cl A COMMON STOCKS 02991220 2,400.00 100.00 (c) N/A (b)
American Tower Corp Cl A COMMON STOCKS 02991220 16,824.00 701.00 (a) N/A (a)
American Water Works Co COMMON STOCKS 03041110 3,075.00 100.00 (c) N/A (b)
American Water Works Co COMMON STOCKS 03041110 36,900.00 1,200.00 (a) N/A (b)
American Water Works Co COMMON STOCKS 03041110 39,975.00 1,300.00 (a) N/A (a)
American Woodmark Corp COMMON STOCKS 03050610 274,950.00 7,800.00 (a) N/A (b)
American Woodmark Corp COMMON STOCKS 03050610 867,150.00 24,600.00 (a) N/A (c)
American Woodmark Corp COMMON STOCKS 03050610 1,610,925.00 45,700.00 (a) N/A (a)
AmeriCredit Corp COMMON STOCKS 03060R10 254,400.00 15,900.00 (a) N/A (b)
AmeriCredit Corp COMMON STOCKS 03060R10 5,892,800.00 368,300.00 (a) N/A (a)
AmeriCredit Corp COMMON STOCKS 03060R10 15,632,000.00 977,000.00 (a) N/A (c)
Amerisource Health Corp Cl A COMMON STOCKS 03071P10 984,300.00 38,600.00 (a) N/A (c)
Ameritech Corp COMMON STOCKS 03095410 26,460.00 360.00 (c) N/A (b)
Ameritech Corp COMMON STOCKS 03095410 385,434.00 5,244.00 (a) N/A (a)
Ameritech Corp COMMON STOCKS 03095410 786,082.50 10,695.00 (a) N/A (b)
Ameritech Corp COMMON STOCKS 03095410 16,258,200.00 221,200.00 (a) N/A (c)
Ames Department Stores Inc COMMON STOCKS 03078950 18,250.00 400.00 (a) N/A (b)
Ames Department Stores Inc COMMON STOCKS 03078950 3,946,562.50 86,500.00 (a) N/A (a)
Ames Department Stores Inc COMMON STOCKS 03078950 9,640,562.50 211,300.00 (a) N/A (c)
Amgen Corp COMMON STOCKS 03116210 24,350.00 400.00 (c) N/A (b)
Amgen Corp COMMON STOCKS 03116210 138,490.63 2,275.00 (a) N/A (b)
Amgen Corp COMMON STOCKS 03116210 280,025.00 4,600.00 (a) N/A (a)
Amgen Corp COMMON STOCKS 03116210 1,089,662.50 17,900.00 (a) N/A (c)
Amkor Technology Inc COMMON STOCKS 03165210 1,963,900.00 191,600.00 (a) N/A (c)
AMR Corp-Del COMMON STOCKS 00176510 163,800.00 2,400.00 (a) N/A (b)
AmSouth Bancorp COMMON STOCKS 03216510 9,275.00 400.00 (a) N/A (b)
AmSouth Bancorp COMMON STOCKS 03216510 381,132.94 16,437.00 (a) N/A (a)
AmSouth Bancorp COMMON STOCKS 03216510 3,450,300.00 148,800.00 (a) N/A (c)
Amsurg Inc Cl B COMMON STOCKS 03232P20 3,050.00 400.00 (c) N/A (b)
Amvescap plc Sponsored ADR COMMON STOCKS 03235E10 172,050.00 3,700.00 (a) N/A (b)
Amvescap plc Sponsored ADR COMMON STOCKS 03235E10 1,337,340.00 28,760.00 (a) N/A (c)
Amvescap plc Sponsored ADR COMMON STOCKS 03235E10 5,542,800.00 119,200.00 (a) N/A (a)
Analog Devices Inc COMMON STOCKS 03265410 234,174.88 4,666.00 (c) N/A (b)
Anchor Financial Corp COMMON STOCKS 03303610 3,325.00 100.00 (c) N/A (b)
AngloGold Ltd COMMON STOCKS 03512820 61,167.50 2,845.00 (a) N/A (a)
Anheuser-Busch Companies Inc COMMON STOCKS 03522910 283,750.00 4,000.00 (c) N/A (a)
Anheuser-Busch Companies Inc COMMON STOCKS 03522910 340,500.00 4,800.00 (a) N/A (b)
Anheuser-Busch Companies Inc COMMON STOCKS 03522910 1,198,843.75 16,900.00 (a) N/A (a)
Anheuser-Busch Companies Inc COMMON STOCKS 03522910 6,666,706.25 93,980.00 (a) N/A (c)
Anixter International Inc COMMON STOCKS 03529010 18,250.00 1,000.00 (a) N/A (b)
AnswerThink Consulting Group Inc COMMON STOCKS 03691610 5,050.00 200.00 (c) N/A (b)
AnswerThink Consulting Group Inc COMMON STOCKS 03691610 361,504.25 14,317.00 (a) N/A (a)
Antenna TV S.A. Sponsored ADR COMMON STOCKS 03672N10 8,250.00 600.00 (a) N/A (b)
Antenna TV S.A. Sponsored ADR COMMON STOCKS 03672N10 59,125.00 4,300.00 (a) N/A (c)
Anthracite Capital Inc COMMON STOCKS 03702310 229,687.50 35,000.00 (c) N/A (a)
AON Corp COMMON STOCKS 03738910 55,976.25 1,357.00 (c) N/A (b)
Apex PC Solutions Inc COMMON STOCKS 03794510 3,700,250.00 180,500.00 (a) N/A (c)
Apollo Group Inc Cl A COMMON STOCKS 03760410 531.25 20.00 (c) N/A (b)
Apollo Group Inc Cl A COMMON STOCKS 03760410 703,906.25 26,500.00 (a) N/A (b)
Apollo Group Inc Cl A COMMON STOCKS 03760410 4,393,437.50 165,400.00 (a) N/A (a)
Apollo Group Inc Cl A COMMON STOCKS 03760410 5,525,000.00 208,000.00 (a) N/A (c)
Apple Computer Inc COMMON STOCKS 03783310 11,115.00 240.00 (a) N/A (b)
Apple Computer Inc COMMON STOCKS 03783310 13,893.75 300.00 (a) N/A (a)
Apple Computer Inc COMMON STOCKS 03783310 13,893.75 300.00 (c) N/A (b)
Applebee's International Inc COMMON STOCKS 03789910 231,962.50 7,700.00 (a) N/A (b)
Applebee's International Inc COMMON STOCKS 03789910 813,375.00 27,000.00 (a) N/A (c)
Applebee's International Inc COMMON STOCKS 03789910 900,737.50 29,900.00 (a) N/A (a)
Applied Analytical Industries Inc COMMON STOCKS 03793910 135,000.00 12,000.00 (a) N/A (c)
Applied Analytical Industries Inc COMMON STOCKS 03793910 174,375.00 15,500.00 (a) N/A (a)
Applied Magnetics Corp COMMON STOCKS 03821310 1,875.00 600.00 (a) N/A (a)
Applied Materials Inc COMMON STOCKS 03822210 164,150.25 2,222.00 (a) N/A (a)
Applied Materials Inc COMMON STOCKS 03822210 561,450.00 7,600.00 (c) N/A (b)
Applied Materials Inc COMMON STOCKS 03822210 738,750.00 10,000.00 (a) N/A (b)
Applied Micro Circuits Corp COMMON STOCKS 03822W10 2,035,358.50 24,746.00 (a) N/A (b)
Applied Micro Circuits Corp COMMON STOCKS 03822W10 5,106,984.75 62,091.00 (a) N/A (a)
Applied Power Inc Cl A COMMON STOCKS 03822510 1,805,356.25 66,100.00 (a) N/A (a)
Applied Power Inc Cl A COMMON STOCKS 03822510 7,452,215.63 272,850.00 (a) N/A (c)
AptarGroup Inc COMMON STOCKS 03833610 36,000.00 1,200.00 (a) N/A (a)
Aquis Communications Groups Inc COMMON STOCKS 03839910 281.25 250.00 (a) N/A (a)
Aquis Communications Groups Inc COMMON STOCKS 03839910 281.25 250.00 (a) N/A (b)
Aradigm Corp COMMON STOCKS 03850510 56,773.38 6,397.00 (a) N/A (a)
Arch Chemicals Inc COMMON STOCKS 03937R10 17,018.75 700.00 (a) N/A (a)
Archer-Daniels-Midland Co COMMON STOCKS 03948310 21,226.56 1,375.00 (a) N/A (b)
Arrow Electronics Inc COMMON STOCKS 04273510 39,368.00 2,072.00 (c) N/A (b)
ArthroCare Corp COMMON STOCKS 04313610 7,209,132.50 351,665.00 (a) N/A (a)
Ascent Entertainment Group Inc COMMON STOCKS 04362810 8,263.13 585.00 (a) N/A (b)
Ashton Technology Group Inc COMMON STOCKS 04508410 2,500.00 200.00 (a) N/A (b)
Asia Pacific Hund Inc EQUITY FUNDS 04490110 8,831.25 900.00 (c) N/A (b)
Asia Satellite Telecommunications COMMON STOCKS 04516X10 16,605.00 720.00 (a) N/A (b)
Aspect Development Inc COMMON STOCKS 04523410 9,841,260.00 531,960.00 (a) N/A (a)
Associated Banc Corp COMMON STOCKS 04548710 25,605.50 617.00 (c) N/A (b)
Associates First Capital Cl A COMMON STOCKS 04600810 167,675.00 3,800.00 (c) N/A (a)
Associates First Capital Cl A COMMON STOCKS 04600810 264,750.00 6,000.00 (c) N/A (b)
Associates First Capital Cl A COMMON STOCKS 04600810 3,655,138.50 82,836.00 (a) N/A (b)
Associates First Capital Cl A COMMON STOCKS 04600810 3,906,827.50 88,540.00 (a) N/A (a)
Associates First Capital Cl A COMMON STOCKS 04600810 5,078,787.50 115,100.00 (a) N/A (c)
Astoria Financial Corp COMMON STOCKS 04626510 25,264.06 575.00 (a) N/A (b)
AstraZeneca Group plc Spon ADR COMMON STOCKS 04635310 13,323.75 340.00 (a) N/A (b)
At Home Corp Ser A COMMON STOCKS 04591910 53,937.50 1,000.00 (c) N/A (a)
At Home Corp Ser A COMMON STOCKS 04591910 128,047.61 2,374.00 (c) N/A (b)
At Home Corp Ser A COMMON STOCKS 04591910 1,607,337.50 29,800.00 (a) N/A (c)
At Home Corp Ser A COMMON STOCKS 04591910 3,282,873.24 60,864.39 (a) N/A (b)
At Home Corp Ser A COMMON STOCKS 04591910 185,324,991.46 3,435,921.05 (a) N/A (a)
AT&T Corp COMMON STOCKS 00195710 742,585.31 13,305.00 (c) N/A (b)
AT&T Corp COMMON STOCKS 00195710 932,905.94 16,715.00 (c) N/A (a)
AT&T Corp COMMON STOCKS 00195710 9,370,918.75 167,900.00 (a) N/A (c)
AT&T Corp COMMON STOCKS 00195710 11,037,089.32 197,753.00 (a) N/A (b)
AT&T Corp COMMON STOCKS 00195710 17,490,158.48 313,373.50 (a) N/A (a)
AT&T Corp Liberty Media Group Ser A COMMON STOCKS 00195720 4,637,703.00 126,196.00 (c) N/A (b)
AT&T Corp Liberty Media Group Ser A COMMON STOCKS 00195720 9,747,129.00 265,228.00 (c) N/A (a)
AT&T Corp Liberty Media Group Ser A COMMON STOCKS 00195720 26,834,850.00 730,200.00 (a) N/A (c)
AT&T Corp Liberty Media Group Ser A COMMON STOCKS 00195720 42,516,736.50 1,156,918.00 (a) N/A (b)
AT&T Corp Liberty Media Group Ser A COMMON STOCKS 00195720 53,573,085.72 1,457,771.04 (a) N/A (a)
Atlantic Richfield Co COMMON STOCKS 04882510 537,975.38 6,438.00 (c) N/A (a)
Atlantic Richfield Co COMMON STOCKS 04882510 571,567.50 6,840.00 (a) N/A (a)
Atlantic Richfield Co COMMON STOCKS 04882510 933,810.94 11,175.00 (c) N/A (b)
Atlantic Richfield Co COMMON STOCKS 04882510 978,516.88 11,710.00 (a) N/A (b)
Atmel Corp COMMON STOCKS 04951310 78,562.50 3,000.00 (c) N/A (b)
ATMI Inc COMMON STOCKS 00207R10 223,125.00 7,500.00 (c) N/A (b)
AudioCodes Ltd Ord COMMON STOCKS M1534210 324,000.00 12,000.00 (a) N/A (c)
AudioCodes Ltd Ord COMMON STOCKS M1534210 4,476,600.00 165,800.00 (a) N/A (a)
Aurora Biosciences Corp COMMON STOCKS 05192010 178,632.75 24,639.00 (a) N/A (a)
Aurora Foods Inc COMMON STOCKS 05164B10 778,750.00 44,500.00 (a) N/A (b)
Aurora Foods Inc COMMON STOCKS 05164B10 1,107,750.00 63,300.00 (a) N/A (c)
Aurora Foods Inc COMMON STOCKS 05164B10 7,978,250.00 455,900.00 (a) N/A (a)
Authentic Fitness Corp COMMON STOCKS 05266110 52,500.00 3,000.00 (a) N/A (a)
Autoliv Inc COMMON STOCKS 05280010 64,977.00 2,148.00 (a) N/A (a)
Automatic Data Processing Inc COMMON STOCKS 05301510 976,800.00 22,200.00 (c) N/A (b)
Automatic Data Processing Inc COMMON STOCKS 05301510 1,478,400.00 33,600.00 (c) N/A (a)
Automatic Data Processing Inc COMMON STOCKS 05301510 12,610,840.00 286,610.00 (a) N/A (a)
Automatic Data Processing Inc COMMON STOCKS 05301510 16,150,684.00 367,061.00 (a) N/A (b)
AutoNation Inc COMMON STOCKS 05329W10 17,812.50 1,000.00 (a) N/A (b)
Autotote Corp Cl A COMMON STOCKS 05332310 237.50 100.00 (c) N/A (b)
AutoZone Inc COMMON STOCKS 05333210 21,087.50 700.00 (c) N/A (b)
Avant! Corp COMMON STOCKS 05348710 172,962.50 13,700.00 (a) N/A (b)
Avant! Corp COMMON STOCKS 05348710 6,361,169.38 503,855.00 (a) N/A (a)
Avant! Corp COMMON STOCKS 05348710 23,720,228.75 1,878,830.00 (a) N/A (c)
Avatar Holdings Inc Convertible CONVERTIBLES 053494AD 1,370,625.00 1,500,000.00 (c) N/A (a)
Avery-Dennison Corp COMMON STOCKS 05361110 709,406.25 11,750.00 (c) N/A (b)
Avery-Dennison Corp COMMON STOCKS 05361110 1,267,875.00 21,000.00 (a) N/A (c)
Avery-Dennison Corp COMMON STOCKS 05361110 5,337,150.00 88,400.00 (c) N/A (a)
Avery-Dennison Corp COMMON STOCKS 05361110 8,295,343.88 137,397.00 (a) N/A (b)
Avery-Dennison Corp COMMON STOCKS 05361110 14,749,491.75 244,298.00 (a) N/A (a)
Avid Technology Inc COMMON STOCKS 05367P10 13,335.38 827.00 (a) N/A (a)
Aviron COMMON STOCKS 05376210 526,125.00 18,300.00 (a) N/A (c)
Avon Products Inc COMMON STOCKS 05430310 66,600.00 1,200.00 (c) N/A (a)
Avon Products Inc COMMON STOCKS 05430310 882,450.00 15,900.00 (a) N/A (b)
Avon Products Inc COMMON STOCKS 05430310 1,087,800.00 19,600.00 (a) N/A (a)
AXENT Technologies Inc COMMON STOCKS 05459C10 48,838.75 4,390.00 (a) N/A (a)
AXYS Pharmaceuticals Inc COMMON STOCKS 05463510 41,998.50 12,444.00 (c) N/A (b)
B & H Ocean Carriers Ltd COMMON STOCKS 05509010 4,750.00 2,000.00 (c) N/A (b)
B Wts-Marvel Enterprises Inc Cl B WARRANTS 57383M13 0.00 4.00 (c) N/A (b)
BackWeb Technologies Ltd Ord COMMON STOCKS M1563310 147,825.00 5,400.00 (a) N/A (c)
Baker Fentress & Co EQUITY FUNDS 05721310 21,508.00 1,132.00 (c) N/A (b)
Baker Hughes Inc COMMON STOCKS 05722410 495,800.00 14,800.00 (a) N/A (a)
Baker Hughes Inc COMMON STOCKS 05722410 7,638,000.00 228,000.00 (a) N/A (c)
Banco Latinoamericano de Exportaciones COMMON STOCKS P1699413 275,525.00 10,300.00 (a) N/A (c)
Banco Latinoamericano de Exportaciones COMMON STOCKS P1699413 3,616,600.00 135,200.00 (a) N/A (a)
Banco Santander Central Hispano COMMON STOCKS 05964H10 30,525.63 2,890.00 (a) N/A (b)
Banco Santander Central Hispano COMMON STOCKS 05964H10 168,957.75 15,996.00 (a) N/A (a)
BancorpSouth Inc COMMON STOCKS 05969210 36,250.00 2,000.00 (c) N/A (b)
Bank Of America Corp COMMON STOCKS 06050510 570,517.88 7,782.00 (c) N/A (b)
Bank Of America Corp COMMON STOCKS 06050510 1,798,229.53 24,528.28 (a) N/A (b)
Bank Of America Corp COMMON STOCKS 06050510 3,883,803.00 52,976.00 (a) N/A (a)
Bank Of America Corp COMMON STOCKS 06050510 6,873,560.06 93,757.00 (c) N/A (a)
Bank Of New York Co Inc COMMON STOCKS 06405710 2,729,550.00 74,400.00 (c) N/A (a)
Bank Of New York Co Inc COMMON STOCKS 06405710 4,247,862.19 115,785.00 (c) N/A (b)
Bank Of New York Co Inc COMMON STOCKS 06405710 12,224,275.00 333,200.00 (a) N/A (c)
Bank Of New York Co Inc COMMON STOCKS 06405710 20,867,079.56 568,779.00 (a) N/A (b)
Bank Of New York Co Inc COMMON STOCKS 06405710 28,133,662.63 766,846.00 (a) N/A (a)
Bank One Corp COMMON STOCKS 06423A10 2,978.13 50.00 (c) N/A (a)
Bank One Corp COMMON STOCKS 06423A10 131,037.50 2,200.00 (c) N/A (b)
Bank One Corp COMMON STOCKS 06423A10 4,971,562.75 83,468.00 (a) N/A (b)
Bank One Corp COMMON STOCKS 06423A10 9,860,452.75 165,548.00 (a) N/A (a)
Bank One Corp COMMON STOCKS 06423A10 30,765,222.50 516,520.00 (a) N/A (c)
Bank United Corp Cl A COMMON STOCKS 06541210 237,106.25 5,900.00 (a) N/A (b)
Bank United Corp Cl A COMMON STOCKS 06541210 884,125.00 22,000.00 (a) N/A (c)
Bank United Corp Cl A COMMON STOCKS 06541210 1,422,637.50 35,400.00 (a) N/A (a)
BankBoston Corp COMMON STOCKS 06605R10 224,950.00 4,400.00 (c) N/A (b)
BankBoston Corp COMMON STOCKS 06605R10 346,320.75 6,774.00 (a) N/A (b)
BankBoston Corp COMMON STOCKS 06605R10 687,426.75 13,446.00 (a) N/A (a)
Banyan Systems Inc COMMON STOCKS 06690810 10,937.50 1,000.00 (c) N/A (b)
Barnes & Noble Inc COMMON STOCKS 06777410 10,950.00 400.00 (a) N/A (b)
Barnes & Noble Inc COMMON STOCKS 06777410 13,687.50 500.00 (c) N/A (b)
Barnes & Noble Inc COMMON STOCKS 06777410 54,750.00 2,000.00 (c) N/A (a)
barnesandnoble.com inc COMMON STOCKS 06784610 1,800.00 100.00 (c) N/A (b)
barnesandnoble.com inc COMMON STOCKS 06784610 27,000.00 1,500.00 (a) N/A (b)
BARRA Inc COMMON STOCKS 06831310 1,378,650.00 54,600.00 (a) N/A (c)
BARRA Inc COMMON STOCKS 06831310 2,888,600.00 114,400.00 (a) N/A (a)
Battle Mountain Gold Co Cl A COMMON STOCKS 07159310 3,059.06 1,255.00 (c) N/A (b)
Baxter International Inc COMMON STOCKS 07181310 12,125.00 200.00 (a) N/A (b)
Baxter International Inc COMMON STOCKS 07181310 666,875.00 11,000.00 (a) N/A (a)
Baxter International Inc COMMON STOCKS 07181310 11,991,625.00 197,800.00 (a) N/A (c)
BB&T CORP COMMON STOCKS 05493710 251,823.00 6,864.00 (a) N/A (b)
BB&T CORP COMMON STOCKS 05493710 568,399.44 15,493.00 (c) N/A (b)
BB&T CORP COMMON STOCKS 05493710 1,146,080.81 31,239.00 (a) N/A (a)
BEA Systems Inc COMMON STOCKS 07332510 14,281.25 500.00 (c) N/A (b)
BEA Systems Inc COMMON STOCKS 07332510 142,812.50 5,000.00 (a) N/A (b)
Bear Stearns Co Inc COMMON STOCKS 07390210 39,882.92 853.11 (a) N/A (a)
Bear Stearns Co Inc COMMON STOCKS 07390210 213,554.00 4,568.00 (c) N/A (b)
Bear Stearns Co Inc COMMON STOCKS 07390210 12,285,806.50 262,798.00 (a) N/A (b)
Becton Dickinson & Co COMMON STOCKS 07588710 265,500.00 8,850.00 (c) N/A (b)
Becton Dickinson & Co COMMON STOCKS 07588710 426,000.00 14,200.00 (c) N/A (a)
Becton Dickinson & Co COMMON STOCKS 07588710 5,629,350.00 187,645.00 (a) N/A (b)
Becton Dickinson & Co COMMON STOCKS 07588710 5,699,280.00 189,976.00 (a) N/A (a)
Becton Dickinson & Co COMMON STOCKS 07588710 7,419,000.00 247,300.00 (a) N/A (c)
Bed Bath & Beyond Inc COMMON STOCKS 07589610 30,800.00 800.00 (c) N/A (b)
Bed Bath & Beyond Inc COMMON STOCKS 07589610 284,900.00 7,400.00 (c) N/A (a)
Bed Bath & Beyond Inc COMMON STOCKS 07589610 5,423,687.50 140,875.00 (a) N/A (b)
Bed Bath & Beyond Inc COMMON STOCKS 07589610 10,371,900.00 269,400.00 (a) N/A (c)
Bed Bath & Beyond Inc COMMON STOCKS 07589610 10,554,775.00 274,150.00 (a) N/A (a)
Belco Oil & Gas Convertible Preferred CONVERTIBLES 07741020 685,000.00 40,000.00 (c) N/A (a)
Belco Oil & Gas Corp COMMON STOCKS 07741010 693.75 100.00 (a) N/A (a)
Belco Oil & Gas Corp COMMON STOCKS 07741010 693.75 100.00 (a) N/A (b)
Belco Oil & Gas Corp COMMON STOCKS 07741010 3,468.75 500.00 (c) N/A (b)
Bell Atlantic Corp COMMON STOCKS 07785310 233,650.25 3,574.00 (c) N/A (b)
Bell Atlantic Corp COMMON STOCKS 07785310 246,725.25 3,774.00 (c) N/A (a)
Bell Atlantic Corp COMMON STOCKS 07785310 1,831,807.50 28,020.00 (a) N/A (b)
Bell Atlantic Corp COMMON STOCKS 07785310 7,970,389.25 121,918.00 (a) N/A (a)
Bell Atlantic Corp COMMON STOCKS 07785310 32,147,371.75 491,738.00 (a) N/A (c)
BellSouth Corp COMMON STOCKS 07986010 24,907.50 540.00 (c) N/A (a)
BellSouth Corp COMMON STOCKS 07986010 92,250.00 2,000.00 (a) N/A (c)
BellSouth Corp COMMON STOCKS 07986010 152,581.50 3,308.00 (c) N/A (b)
BellSouth Corp COMMON STOCKS 07986010 412,173.00 8,936.00 (a) N/A (a)
BellSouth Corp COMMON STOCKS 07986010 696,948.75 15,110.00 (a) N/A (b)
Belo [A.H.] Corp Ser A COMMON STOCKS 08055510 230,343.75 11,700.00 (c) N/A (b)
Belo [A.H.] Corp Ser A COMMON STOCKS 08055510 533,531.25 27,100.00 (a) N/A (c)
Belo [A.H.] Corp Ser A COMMON STOCKS 08055510 2,754,281.25 139,900.00 (c) N/A (a)
Belo [A.H.] Corp Ser A COMMON STOCKS 08055510 3,445,312.50 175,000.00 (a) N/A (b)
Belo [A.H.] Corp Ser A COMMON STOCKS 08055510 3,750,429.38 190,498.00 (a) N/A (a)
Ben & Jerry's Homemade Inc Cl A COMMON STOCKS 08146510 516,150.00 18,600.00 (a) N/A (b)
Ben & Jerry's Homemade Inc Cl A COMMON STOCKS 08146510 12,778,875.00 460,500.00 (a) N/A (c)
Ben & Jerry's Homemade Inc Cl A COMMON STOCKS 08146510 14,721,375.00 530,500.00 (a) N/A (a)
Benchmark Electronics Inc COMMON STOCKS 08160H10 3,755,468.75 104,500.00 (a) N/A (c)
Berkley [W.R.] Corp COMMON STOCKS 08442310 825.00 33.00 (c) N/A (a)
Berkshire Hathaway Inc-Del COMMON STOCKS 08467010 620,100.00 9.00 (c) N/A (b)
Berkshire Hathaway Inc-Del COMMON STOCKS 08467010 5,580,900.00 81.00 (a) N/A (b)
Berkshire Hathaway Inc-Del COMMON STOCKS 08467010 6,201,000.00 90.00 (a) N/A (a)
Berkshire Hathaway Inc-Del COMMON STOCKS 08467010 7,165,600.00 104.00 (c) N/A (a)
Berkshire Hathaway Inc-Del COMMON STOCKS 08467010 9,094,800.00 132.00 (a) N/A (c)
Berkshire Hathaway Inc-Del Cl B COMMON STOCKS 08467020 1,153,600.00 515.00 (a) N/A (c)
Berkshire Hathaway Inc-Del Cl B COMMON STOCKS 08467020 5,479,040.00 2,446.00 (c) N/A (b)
Berkshire Hathaway Inc-Del Cl B COMMON STOCKS 08467020 6,175,680.00 2,757.00 (c) N/A (a)
Berkshire Hathaway Inc-Del Cl B COMMON STOCKS 08467020 34,268,640.00 15,298.50 (a) N/A (b)
Berkshire Hathaway Inc-Del Cl B COMMON STOCKS 08467020 44,057,440.00 19,668.50 (a) N/A (a)
Berkshire Realty Company Inc COMMON STOCKS 08471010 11,562.50 1,000.00 (a) N/A (b)
Berkshire Realty Company Inc COMMON STOCKS 08471010 34,687.50 3,000.00 (c) N/A (b)
Best Buy Company Inc COMMON STOCKS 08651610 13,500.00 200.00 (c) N/A (b)
Bestfoods Inc COMMON STOCKS 08658U10 64,350.00 1,300.00 (c) N/A (b)
Bestfoods Inc COMMON STOCKS 08658U10 99,000.00 2,000.00 (c) N/A (a)
Bestfoods Inc COMMON STOCKS 08658U10 1,232,550.00 24,900.00 (a) N/A (a)
Bestfoods Inc COMMON STOCKS 08658U10 1,412,730.00 28,540.00 (a) N/A (b)
Bethlehem Steel Corp $5 Conv Pfd CONVERTIBLES 08750930 21,850.00 400.00 (a) N/A (a)
BHC Communications Inc Cl A COMMON STOCKS 05544810 39,000.00 300.00 (a) N/A (a)
Bid.Com International Inc COMMON STOCKS 08878810 11,671.88 1,500.00 (c) N/A (b)
Biogen Inc COMMON STOCKS 09059710 32,156.25 500.00 (a) N/A (b)
Biogen Inc COMMON STOCKS 09059710 102,900.00 1,600.00 (c) N/A (b)
Biogen Inc COMMON STOCKS 09059710 2,456,737.50 38,200.00 (a) N/A (c)
Biomatrix Inc COMMON STOCKS 09060P10 2,156.25 100.00 (c) N/A (b)
Biomet Inc COMMON STOCKS 09061310 41,737.50 1,050.00 (a) N/A (b)
Bionova Holding Corp COMMON STOCKS 09063Q10 1,856.25 550.00 (c) N/A (b)
Biora AB Sponsored ADR COMMON STOCKS 09065Q10 6,080.00 760.00 (a) N/A (b)
Biora AB Sponsored ADR COMMON STOCKS 09065Q10 52,000.00 6,500.00 (a) N/A (c)
Bio-Technology General Corp COMMON STOCKS 09057810 13,000.00 2,000.00 (c) N/A (a)
BISYS Group Inc COMMON STOCKS 05547210 292,500.00 5,000.00 (a) N/A (b)
BISYS Group Inc COMMON STOCKS 05547210 8,657,064.00 147,984.00 (a) N/A (a)
BISYS Group Inc COMMON STOCKS 05547210 35,690,850.00 610,100.00 (a) N/A (c)
BJ Services Co COMMON STOCKS 05548210 7,724,400.00 262,400.00 (a) N/A (c)
BJ Services Co COMMON STOCKS 05548210 11,162,700.00 379,200.00 (a) N/A (a)
BJ's Wholesale Club Inc COMMON STOCKS 05548J10 4,319,981.25 143,700.00 (a) N/A (a)
BJ's Wholesale Club Inc COMMON STOCKS 05548J10 20,132,856.25 669,700.00 (a) N/A (c)
BlackRock 2001 Term Trust Fund FIXED INCOME FUNDS 09247710 35,100.00 3,900.00 (a) N/A (b)
Block [H & R] Inc COMMON STOCKS 09367110 137,000.00 2,740.00 (c) N/A (b)
Block [H & R] Inc COMMON STOCKS 09367110 673,850.00 13,477.00 (a) N/A (a)
Block [H & R] Inc COMMON STOCKS 09367110 1,273,000.00 25,460.00 (a) N/A (b)
Block Drug Co Inc Cl A COMMON STOCKS 09364410 34,350.50 824.00 (c) N/A (b)
Bluefly Inc COMMON STOCKS 09622710 4,156.25 500.00 (a) N/A (b)
Blyth Industries Inc COMMON STOCKS 09643P10 178,500.00 5,250.00 (c) N/A (b)
Blyth Industries Inc COMMON STOCKS 09643P10 1,268,200.00 37,300.00 (a) N/A (c)
BMC Software Inc COMMON STOCKS 05592110 10,800.00 200.00 (c) N/A (b)
BMC Software Inc COMMON STOCKS 05592110 1,188,000.00 22,000.00 (a) N/A (b)
BMC Software Inc COMMON STOCKS 05592110 8,898,768.00 164,792.00 (a) N/A (a)
BMC Software Inc COMMON STOCKS 05592110 27,615,600.00 511,400.00 (a) N/A (c)
Boeing Co COMMON STOCKS 09702310 29,040.00 660.00 (c) N/A (b)
Boeing Co COMMON STOCKS 09702310 1,799,600.00 40,900.00 (a) N/A (b)
Boeing Co COMMON STOCKS 09702310 5,196,400.00 118,100.00 (a) N/A (a)
Boeing Co COMMON STOCKS 09702310 9,442,400.00 214,600.00 (a) N/A (c)
Bombay Co Inc COMMON STOCKS 09792410 750.00 100.00 (c) N/A (b)
Borders Group Inc COMMON STOCKS 09970910 474.38 30.00 (c) N/A (b)
Boston Beer Co Inc COMMON STOCKS 10055710 25,920.94 3,215.00 (a) N/A (a)
Boston Properties Inc COMMON STOCKS 10112110 358.75 10.00 (a) N/A (b)
Boston Scientific Corp COMMON STOCKS 10113710 8,787.50 200.00 (c) N/A (b)
Boston Scientific Corp COMMON STOCKS 10113710 2,275,962.50 51,800.00 (a) N/A (c)
Bowne & Co Inc COMMON STOCKS 10304310 26,750.00 2,000.00 (a) N/A (b)
Boyd Gaming Corp COMMON STOCKS 10330410 560.00 80.00 (c) N/A (b)
BP Amoco Plc Sponsored ADR COMMON STOCKS 05562210 3,894,282.00 35,892.00 (c) N/A (a)
BP Amoco Plc Sponsored ADR COMMON STOCKS 05562210 4,401,519.50 40,567.00 (c) N/A (b)
BP Amoco Plc Sponsored ADR COMMON STOCKS 05562210 16,525,092.50 152,305.00 (a) N/A (b)
BP Amoco Plc Sponsored ADR COMMON STOCKS 05562210 18,113,656.08 166,946.14 (a) N/A (a)
BP Amoco Plc Sponsored ADR COMMON STOCKS 05562210 20,128,052.00 185,512.00 (a) N/A (c)
Brazilian Equity Fund EQUITY FUNDS 10588410 9,750.00 2,000.00 (a) N/A (b)
Brilliant Digital Entertainment Inc COMMON STOCKS 10950210 5,287.50 900.00 (c) N/A (b)
Bristol-Myers Squibb Co $2 Conv Pfd CONVERTIBLES 11012220 72,000.00 60.00 (a) N/A (a)
Bristol-Myers Squibb Corp COMMON STOCKS 11012210 4,709,169.50 66,856.00 (c) N/A (b)
Bristol-Myers Squibb Corp COMMON STOCKS 11012210 8,649,725.00 122,800.00 (c) N/A (a)
Bristol-Myers Squibb Corp COMMON STOCKS 11012210 25,044,053.13 355,550.00 (a) N/A (c)
Bristol-Myers Squibb Corp COMMON STOCKS 11012210 35,098,020.13 498,286.00 (a) N/A (b)
Bristol-Myers Squibb Corp COMMON STOCKS 11012210 48,774,094.69 692,445.00 (a) N/A (a)
British Steel plc ADR Fully Paid COMMON STOCKS 11101530 8,730.94 335.00 (a) N/A (b)
British Telecommunications PLC Spon ADR COMMON STOCKS 11102140 12,843.75 75.00 (a) N/A (b)
Broadcom Corp Cl A COMMON STOCKS 11132010 8,673.75 60.00 (c) N/A (b)
Broadcom Corp Cl A COMMON STOCKS 11132010 144,562.50 1,000.00 (a) N/A (a)
BroadVision Inc COMMON STOCKS 11141210 9,862,071.25 133,723.00 (a) N/A (a)
Brocade Communications Systems Inc COMMON STOCKS 11162110 202,518.75 2,100.00 (a) N/A (c)
Brocade Communications Systems Inc COMMON STOCKS 11162110 221,806.25 2,300.00 (a) N/A (a)
Brookline Bancorp Inc COMMON STOCKS 11373910 77,017.81 6,661.00 (a) N/A (b)
Brown [Tom] Inc COMMON STOCKS 11566020 49,800.00 3,200.00 (a) N/A (b)
Brown-Forman Corp Cl A COMMON STOCKS 11563710 1,019,289.38 17,095.00 (c) N/A (b)
Brown-Forman Inc Cl B COMMON STOCKS 11563720 125,551.13 1,926.00 (c) N/A (b)
BSB Bancorp Inc COMMON STOCKS 05565210 121,500.00 4,500.00 (a) N/A (b)
Buckeye Partners LP Unit Ltd Partnership COMMON STOCKS 11823010 82,500.00 3,000.00 (a) N/A (b)
Building One Services Corp COMMON STOCKS 12011410 69.38 5.00 (a) N/A (b)
Burlington Northern Santa Fe Corp COMMON STOCKS 12189T10 66,123.00 2,133.00 (a) N/A (b)
Burlington Northern Santa Fe Corp COMMON STOCKS 12189T10 132,494.00 4,274.00 (a) N/A (a)
Burlington Northern Santa Fe Corp COMMON STOCKS 12189T10 4,442,300.00 143,300.00 (a) N/A (c)
Burr-Brown Corp COMMON STOCKS 12257410 1,189,396.88 32,475.00 (a) N/A (b)
Burr-Brown Corp COMMON STOCKS 12257410 11,416,012.50 311,700.00 (a) N/A (a)
Burr-Brown Corp COMMON STOCKS 12257410 47,698,495.50 1,302,348.00 (a) N/A (c)
Business Objects SA Sponsored ADR COMMON STOCKS 12328X10 69,350.00 1,900.00 (a) N/A (b)
Business Objects SA Sponsored ADR COMMON STOCKS 12328X10 5,128,286.50 140,501.00 (a) N/A (a)
Business Objects SA Sponsored ADR COMMON STOCKS 12328X10 15,512,500.00 425,000.00 (a) N/A (c)
C Wts-Federated Department Stores WARRANTS 31410H11 14,734.50 517.00 (a) N/A (a)
C Wts-Marvel Enterprises Inc @ $18.50 WARRANTS 57383M14 2.50 10.00 (c) N/A (b)
Cable & Wireless Communications plc COMMON STOCKS 12682P10 8,245.00 170.00 (a) N/A (b)
Cabletron Systems Inc COMMON STOCKS 12692010 7,417,800.00 570,600.00 (a) N/A (a)
Cabletron Systems Inc COMMON STOCKS 12692010 30,577,300.00 2,352,100.00 (a) N/A (c)
Cablevision Systems Corp Cl A COMMON STOCKS 12686C10 105,000.00 1,500.00 (a) N/A (a)
Cabot Corp COMMON STOCKS 12705510 203,175.00 8,400.00 (a) N/A (a)
Cabot Corp COMMON STOCKS 12705510 735,300.00 30,400.00 (a) N/A (b)
Cabot Oil & Gas Corp Cl A COMMON STOCKS 12709710 60,717.50 3,260.00 (a) N/A (b)
Cadbury Schweppes plc ADR COMMON STOCKS 12720930 73,751.25 2,770.00 (a) N/A (b)
Cadbury Schwepps Delaware L.P. 8.625% PREFERRED STOCKS 12720720 10,175.00 400.00 (a) N/A (b)
Cadence Design Systems Inc COMMON STOCKS 12738710 3,190,071.95 252,678.97 (a) N/A (a)
Cadus Pharmaceutical Corp COMMON STOCKS 12763910 5,250.00 7,000.00 (c) N/A (b)
Calgon Carbon Corp COMMON STOCKS 12960310 2,375.00 400.00 (c) N/A (b)
California Federal Pfd Capital Corp PREFERRED STOCKS 13021420 656,437.50 25,000.00 (a) N/A (b)
Callaway Golf Co COMMON STOCKS 13119310 2,925.00 200.00 (c) N/A (b)
Callon Petroleum Corp COMMON STOCKS 13123X10 82.50 8.00 (a) N/A (a)
Cambridge Technology Partners Of COMMON STOCKS 13252410 8,781.25 500.00 (a) N/A (b)
Cambridge Technology Partners Of COMMON STOCKS 13252410 11,854.69 675.00 (c) N/A (b)
Cambridge Technology Partners Of COMMON STOCKS 13252410 655,221.75 37,308.00 (a) N/A (a)
Campbell Soup Co COMMON STOCKS 13442910 60,287.50 1,300.00 (a) N/A (a)
Campbell Soup Co COMMON STOCKS 13442910 139,125.00 3,000.00 (a) N/A (b)
Campbell Soup Co COMMON STOCKS 13442910 463,750.00 10,000.00 (c) N/A (a)
Capital One Financial Corp COMMON STOCKS 14040H10 1,536,975.00 27,600.00 (a) N/A (b)
Capital One Financial Corp COMMON STOCKS 14040H10 5,824,912.50 104,600.00 (a) N/A (a)
Capital One Financial Corp COMMON STOCKS 14040H10 11,014,987.50 197,800.00 (a) N/A (c)
Capstar Broadcasting Corp Cl A COMMON STOCKS 14067G10 41,062.50 1,500.00 (a) N/A (b)
Caraustar Industries Inc COMMON STOCKS 14090910 3,410,010.31 138,127.00 (a) N/A (c)
Cardinal Health Inc COMMON STOCKS 14149Y10 19,237.50 300.00 (c) N/A (b)
Cardinal Health Inc COMMON STOCKS 14149Y10 170,251.88 2,655.00 (a) N/A (b)
Cardinal Health Inc COMMON STOCKS 14149Y10 577,125.00 9,000.00 (a) N/A (c)
CardioThoracic Systems Inc COMMON STOCKS 14190710 35,000.00 2,500.00 (c) N/A (b)
CareInsite Inc COMMON STOCKS 14170M10 231,525.00 4,900.00 (a) N/A (c)
CareInsite Inc COMMON STOCKS 14170M10 429,975.00 9,100.00 (a) N/A (a)
Carey Diversified LLC COMMON STOCKS 14174P10 8,625.00 500.00 (c) N/A (b)
Caribiner International Inc COMMON STOCKS 14188810 32,175.00 5,200.00 (a) N/A (b)
Caribiner International Inc COMMON STOCKS 14188810 111,375.00 18,000.00 (c) N/A (c)
Caribiner International Inc COMMON STOCKS 14188810 121,275.00 19,600.00 (c) N/A (a)
Caribiner International Inc COMMON STOCKS 14188810 124,201.69 20,073.00 (c) N/A (b)
Caribiner International Inc COMMON STOCKS 14188810 656,809.31 106,151.00 (a) N/A (a)
Carnival Corp COMMON STOCKS 14365810 803,645.00 16,570.00 (c) N/A (a)
Carnival Corp COMMON STOCKS 14365810 1,920,600.00 39,600.00 (c) N/A (b)
Carnival Corp COMMON STOCKS 14365810 9,216,455.00 190,030.00 (a) N/A (c)
Carnival Corp COMMON STOCKS 14365810 10,250,232.50 211,345.00 (a) N/A (b)
Carnival Corp COMMON STOCKS 14365810 17,870,795.00 368,470.00 (a) N/A (a)
Carolina Power & Light Co COMMON STOCKS 14414110 42,812.50 1,000.00 (a) N/A (a)
Carolina Power & Light Co 8.55% Qtrly PREFERRED STOCKS 14414185 12,687.50 500.00 (a) N/A (b)
Carson Inc Cl A COMMON STOCKS 14584510 6,625.00 2,000.00 (c) N/A (b)
Case Corp COMMON STOCKS 14743R10 697,812.50 14,500.00 (a) N/A (a)
Case Corp COMMON STOCKS 14743R10 5,623,406.25 116,850.00 (a) N/A (c)
Casella Waste Systems Inc COMMON STOCKS 14744810 278,200.00 10,700.00 (a) N/A (b)
Casella Waste Systems Inc COMMON STOCKS 14744810 4,295,200.00 165,200.00 (a) N/A (a)
Casella Waste Systems Inc COMMON STOCKS 14744810 12,924,600.00 497,100.00 (a) N/A (c)
Catalina Marketing Corp COMMON STOCKS 14886710 92,000.00 1,000.00 (c) N/A (b)
Catalina Marketing Corp COMMON STOCKS 14886710 239,200.00 2,600.00 (a) N/A (b)
Catalina Marketing Corp COMMON STOCKS 14886710 17,189,832.00 186,846.00 (a) N/A (a)
Catalina Marketing Corp COMMON STOCKS 14886710 26,486,800.00 287,900.00 (a) N/A (c)
Caterpillar Inc COMMON STOCKS 14912310 2,100.00 35.00 (a) N/A (b)
Caterpillar Inc COMMON STOCKS 14912310 216,000.00 3,600.00 (c) N/A (b)
CB Richard Ellis Services Inc COMMON STOCKS 12489L10 7,052,062.50 283,500.00 (a) N/A (a)
CB Richard Ellis Services Inc COMMON STOCKS 12489L10 30,454,462.50 1,224,300.00 (a) N/A (c)
CBRL Group Inc COMMON STOCKS 12489V10 8,656.25 500.00 (c) N/A (b)
CBS Corp COMMON STOCKS 12490K10 3,938,485.63 90,410.00 (c) N/A (a)
CBS Corp COMMON STOCKS 12490K10 4,019,599.00 92,272.00 (c) N/A (b)
CBS Corp COMMON STOCKS 12490K10 22,914,310.63 526,010.00 (a) N/A (c)
CBS Corp COMMON STOCKS 12490K10 32,586,492.50 748,040.00 (a) N/A (b)
CBS Corp COMMON STOCKS 12490K10 49,482,295.25 1,135,892.00 (a) N/A (a)
CCB Financial Corp COMMON STOCKS 12487510 31,725.00 600.00 (a) N/A (a)
C-Cube Microsystems Inc COMMON STOCKS 12501510 218,643.75 6,900.00 (a) N/A (b)
C-Cube Microsystems Inc COMMON STOCKS 12501510 3,913,406.25 123,500.00 (a) N/A (a)
C-Cube Microsystems Inc COMMON STOCKS 12501510 10,523,418.75 332,100.00 (a) N/A (c)
CDnow Inc COMMON STOCKS 12508610 1,110,375.00 63,000.00 (a) N/A (c)
Celestica Inc COMMON STOCKS 15101Q10 86,625.00 2,000.00 (a) N/A (b)
Celestica Inc COMMON STOCKS 15101Q10 1,311,632.44 30,283.00 (a) N/A (a)
Celgene Corp COMMON STOCKS 15102010 8,781.25 500.00 (c) N/A (b)
Cell Genesys Inc COMMON STOCKS 15092110 45,793.75 10,775.00 (a) N/A (b)
CellStar Corp COMMON STOCKS 15092510 236.25 30.00 (a) N/A (b)
Cendant Corp COMMON STOCKS 15131310 4,100.00 200.00 (c) N/A (b)
Cendant Corp COMMON STOCKS 15131310 1,389,510.50 67,781.00 (a) N/A (b)
Centennial HealthCare Corp COMMON STOCKS 15093710 13,203.13 2,500.00 (c) N/A (b)
Centennial HealthCare Corp COMMON STOCKS 15093710 531,135.31 100,570.00 (a) N/A (a)
CenterTrust Retail Properties Inc COMMON STOCKS 15203810 47,000.00 4,000.00 (c) N/A (b)
CenterTrust Retail Properties Inc COMMON STOCKS 15203810 135,125.00 11,500.00 (a) N/A (a)
CenterTrust Retail Properties Inc COMMON STOCKS 15203810 270,250.00 23,000.00 (a) N/A (b)
Centex Corp COMMON STOCKS 15231210 3,756.25 100.00 (c) N/A (b)
Central & South West Corp COMMON STOCKS 15235710 23,375.00 1,000.00 (a) N/A (a)
Central European Equity Fund Inc EQUITY FUNDS 15343610 65,390.88 5,006.00 (a) N/A (b)
Central European Media Enterprises Ltd COMMON STOCKS G2004510 13,000.00 2,000.00 (c) N/A (b)
Central European Media Enterprises Ltd COMMON STOCKS G2004510 112,450.00 17,300.00 (a) N/A (b)
Central European Media Enterprises Ltd COMMON STOCKS G2004510 1,617,200.00 248,800.00 (a) N/A (a)
Central European Media Enterprises Ltd COMMON STOCKS G2004510 12,722,450.00 1,957,300.00 (a) N/A (c)
Central European Value Fund Inc EQUITY FUNDS 15345510 1,162.50 100.00 (a) N/A (b)
Central Garden & Pet Co COMMON STOCKS 15352710 138,375.00 13,500.00 (a) N/A (b)
Central Garden & Pet Co COMMON STOCKS 15352710 3,744,325.00 365,300.00 (a) N/A (a)
Central Garden & Pet Co COMMON STOCKS 15352710 7,637,275.00 745,100.00 (a) N/A (c)
Central Newspapers Inc Cl A COMMON STOCKS 15464710 37,500.00 1,000.00 (c) N/A (b)
Central Newspapers Inc Cl A COMMON STOCKS 15464710 112,500.00 3,000.00 (a) N/A (b)
Central Newspapers Inc Cl A COMMON STOCKS 15464710 2,572,500.00 68,600.00 (a) N/A (c)
Central Securities Corp EQUITY FUNDS 15512310 356,422.50 13,020.00 (c) N/A (b)
Century Bancorp Inc Cl A COMMON STOCKS 15643210 5,007,074.06 260,955.00 (a) N/A (c)
Cephalon Inc COMMON STOCKS 15670810 172,012.50 9,900.00 (a) N/A (c)
Cephalon Inc COMMON STOCKS 15670810 1,297,912.50 74,700.00 (a) N/A (a)
Ceridian Corp COMMON STOCKS 15677T10 621,062.50 19,000.00 (a) N/A (b)
Cerprobe Corp COMMON STOCKS 15678710 5,000.00 500.00 (a) N/A (c)
Cerprobe Corp COMMON STOCKS 15678710 158,000.00 15,800.00 (a) N/A (b)
Cerprobe Corp COMMON STOCKS 15678710 2,359,000.00 235,900.00 (a) N/A (a)
Championship Auto Racing COMMON STOCKS 15871110 272,431.25 9,100.00 (a) N/A (b)
Championship Auto Racing COMMON STOCKS 15871110 3,867,925.00 129,200.00 (a) N/A (a)
Championship Auto Racing COMMON STOCKS 15871110 3,942,768.75 131,700.00 (a) N/A (c)
Chancellor Media Corp COMMON STOCKS 15891510 143,325.00 2,600.00 (c) N/A (a)
Chancellor Media Corp COMMON STOCKS 15891510 308,700.00 5,600.00 (c) N/A (b)
Chancellor Media Corp COMMON STOCKS 15891510 4,544,835.75 82,446.00 (a) N/A (b)
Chancellor Media Corp COMMON STOCKS 15891510 6,058,237.50 109,900.00 (a) N/A (c)
Chancellor Media Corp COMMON STOCKS 15891510 10,276,292.25 186,418.00 (a) N/A (a)
Chaparral Resources Inc COMMON STOCKS 15942030 1,343.00 34.00 (c) N/A (b)
Charter One Financial Inc COMMON STOCKS 16090310 119,955.31 4,313.00 (a) N/A (b)
Chase Manhattan Corp COMMON STOCKS 16161A10 468,830.00 5,420.00 (a) N/A (b)
Chase Manhattan Corp COMMON STOCKS 16161A10 625,827.50 7,235.00 (c) N/A (b)
Chase Manhattan Corp COMMON STOCKS 16161A10 818,203.50 9,459.00 (a) N/A (a)
Cheap Tickets Inc COMMON STOCKS 16267210 171,550.00 4,700.00 (a) N/A (b)
Cheap Tickets Inc COMMON STOCKS 16267210 1,204,500.00 33,000.00 (a) N/A (a)
CheckFree Holdings Corp COMMON STOCKS 16281610 5,293,791.56 192,065.00 (a) N/A (a)
Cheesecake Factory Inc COMMON STOCKS 16307210 2,287.50 75.00 (c) N/A (b)
Chelsea GCA Realty Inc COMMON STOCKS 16326210 163,350.00 4,400.00 (c) N/A (b)
Chelsea GCA Realty Inc COMMON STOCKS 16326210 653,400.00 17,600.00 (c) N/A (a)
Chesapeake Corp COMMON STOCKS 16515910 33,693.75 900.00 (a) N/A (a)
Chesapeake Corp COMMON STOCKS 16515910 89,850.00 2,400.00 (a) N/A (b)
Chevron Corp COMMON STOCKS 16675110 378,538.88 3,982.00 (c) N/A (a)
Chevron Corp COMMON STOCKS 16675110 666,958.50 7,016.00 (c) N/A (b)
Chevron Corp COMMON STOCKS 16675110 873,814.50 9,192.00 (a) N/A (b)
Chevron Corp COMMON STOCKS 16675110 925,718.63 9,738.00 (a) N/A (a)
Chicago Title Corp COMMON STOCKS 16822810 103,493.75 2,900.00 (c) N/A (a)
Chicago Title Corp COMMON STOCKS 16822810 645,943.75 18,100.00 (a) N/A (c)
Chicago Title Corp COMMON STOCKS 16822810 690,624.50 19,352.00 (a) N/A (b)
Chicago Title Corp COMMON STOCKS 16822810 882,409.13 24,726.00 (a) N/A (a)
Chieftain International Inc COMMON STOCKS 16867C10 353,500.00 20,200.00 (a) N/A (b)
Chieftain International Inc COMMON STOCKS 16867C10 3,391,500.00 193,800.00 (a) N/A (a)
China Fund Inc EQUITY FUNDS 16937310 369.38 30.00 (c) N/A (b)
ChiRex Inc COMMON STOCKS 17003810 1,252,875.00 39,000.00 (a) N/A (b)
ChiRex Inc COMMON STOCKS 17003810 10,437,412.50 324,900.00 (a) N/A (a)
ChiRex Inc COMMON STOCKS 17003810 12,528,750.00 390,000.00 (a) N/A (c)
Chiron Corp COMMON STOCKS 17004010 2,573.00 124.00 (c) N/A (b)
Chiron Corp COMMON STOCKS 17004010 10,707.00 516.00 (a) N/A (b)
Chiron Corp COMMON STOCKS 17004010 20,750.00 1,000.00 (c) N/A (a)
ChoicePoint Inc COMMON STOCKS 17038810 7,652.25 114.00 (c) N/A (b)
Chris-Craft Industries Inc COMMON STOCKS 17052010 72,431.13 1,537.00 (a) N/A (b)
ChromaVision Medical Systems Inc COMMON STOCKS 17111P10 1,975.00 200.00 (c) N/A (b)
Chubb Corp COMMON STOCKS 17123210 65,052.00 936.00 (a) N/A (a)
CIENA Corp COMMON STOCKS 17177910 102,577.13 3,398.00 (c) N/A (b)
CIENA Corp COMMON STOCKS 17177910 10,654,134.75 352,932.00 (a) N/A (a)
CIGNA Corp COMMON STOCKS 12550910 707,550.00 7,950.00 (a) N/A (b)
CIGNA Corp COMMON STOCKS 12550910 2,403,000.00 27,000.00 (a) N/A (a)
CIGNA Corp COMMON STOCKS 12550910 7,235,700.00 81,300.00 (a) N/A (c)
Cincinnati Gas & Electric Co 8.28% Jr PREFERRED STOCKS 17207083 12,468.75 500.00 (a) N/A (b)
Circuit City Stores Inc - CarMax Group COMMON STOCKS 17273730 2,687.50 500.00 (c) N/A (b)
Cisco Systems Inc COMMON STOCKS 17275R10 2,960,163.00 45,894.00 (c) N/A (a)
Cisco Systems Inc COMMON STOCKS 17275R10 4,588,917.00 71,146.00 (c) N/A (b)
Cisco Systems Inc COMMON STOCKS 17275R10 30,689,100.00 475,800.00 (a) N/A (c)
Cisco Systems Inc COMMON STOCKS 17275R10 40,269,865.50 624,339.00 (a) N/A (b)
Cisco Systems Inc COMMON STOCKS 17275R10 145,027,347.00 2,248,486.00 (a) N/A (a)
CIT Group Inc COMMON STOCKS 12557710 28,875.00 1,000.00 (a) N/A (a)
Citadel Communications Corp COMMON STOCKS 17285320 10,856.25 300.00 (c) N/A (b)
Citigroup Inc COMMON STOCKS 17296710 3,655,980.00 76,968.00 (c) N/A (b)
Citigroup Inc COMMON STOCKS 17296710 4,036,645.00 84,982.00 (c) N/A (a)
Citigroup Inc COMMON STOCKS 17296710 5,214,455.00 109,778.00 (a) N/A (c)
Citigroup Inc COMMON STOCKS 17296710 23,744,727.50 499,889.00 (a) N/A (b)
Citigroup Inc COMMON STOCKS 17296710 32,006,307.50 673,817.00 (a) N/A (a)
Citrix Systems Inc COMMON STOCKS 17737610 81,925.00 1,450.00 (c) N/A (b)
Citrix Systems Inc COMMON STOCKS 17737610 1,531,150.00 27,100.00 (a) N/A (b)
Citrix Systems Inc COMMON STOCKS 17737610 129,250,756.00 2,287,624.00 (a) N/A (a)
Citrix Systems Inc COMMON STOCKS 17737610 133,481,250.00 2,362,500.00 (a) N/A (c)
City Investing Liquidating Trust UBI COMMON STOCKS 17790010 13,588.94 10,606.00 (a) N/A (b)
City National Corp COMMON STOCKS 17856610 127,287.50 3,400.00 (a) N/A (a)
City National Corp COMMON STOCKS 17856610 434,275.00 11,600.00 (a) N/A (b)
Clarify Inc COMMON STOCKS 18049210 49,252.50 1,194.00 (a) N/A (b)
Clarify Inc COMMON STOCKS 18049210 61,875.00 1,500.00 (c) N/A (b)
Clarify Inc COMMON STOCKS 18049210 1,840,781.25 44,625.00 (a) N/A (a)
Clear Channel Communications Inc COMMON STOCKS 18450210 1,138,502.78 16,515.00 (c) N/A (b)
Clear Channel Communications Inc COMMON STOCKS 18450210 4,825,625.00 70,000.00 (a) N/A (c)
Clear Channel Communications Inc COMMON STOCKS 18450210 6,145,778.13 89,150.00 (c) N/A (a)
Clear Channel Communications Inc COMMON STOCKS 18450210 16,781,662.44 243,433.00 (a) N/A (b)
Clear Channel Communications Inc COMMON STOCKS 18450210 25,009,167.57 362,780.31 (a) N/A (a)
Cleco Corp COMMON STOCKS 12561M10 91,125.00 3,000.00 (a) N/A (b)
Clorox Co COMMON STOCKS 18905410 10,681.25 100.00 (a) N/A (c)
Clorox Co COMMON STOCKS 18905410 106,812.50 1,000.00 (c) N/A (a)
Clorox Co COMMON STOCKS 18905410 192,262.50 1,800.00 (c) N/A (b)
Clorox Co COMMON STOCKS 18905410 3,364,593.75 31,500.00 (a) N/A (a)
Clorox Co COMMON STOCKS 18905410 6,369,229.38 59,630.00 (a) N/A (b)
CMS Energy Corp COMMON STOCKS 12589610 335,000.00 8,000.00 (a) N/A (b)
CNA Financial Corp COMMON STOCKS 12611710 24,187.50 600.00 (a) N/A (b)
Coach USA Inc COMMON STOCKS 18975L10 1,572,656.25 37,500.00 (a) N/A (b)
Coach USA Inc COMMON STOCKS 18975L10 16,905,006.25 403,100.00 (a) N/A (a)
Coach USA Inc COMMON STOCKS 18975L10 30,075,478.13 717,150.00 (a) N/A (c)
Coastal Corp COMMON STOCKS 19044110 525,343.00 13,052.00 (a) N/A (b)
Coca-Cola Co COMMON STOCKS 19121610 2,514,224.00 40,552.00 (c) N/A (b)
Coca-Cola Co COMMON STOCKS 19121610 5,766,000.00 93,000.00 (c) N/A (a)
Coca-Cola Co COMMON STOCKS 19121610 7,970,782.00 128,561.00 (a) N/A (b)
Coca-Cola Co COMMON STOCKS 19121610 18,864,492.00 304,266.00 (a) N/A (a)
Coca-Cola Enterprises Inc COMMON STOCKS 19121910 17,850.00 600.00 (a) N/A (b)
Coca-Cola Enterprises Inc COMMON STOCKS 19121910 267,750.00 9,000.00 (c) N/A (a)
Coeur d`Alene Mines Corp COMMON STOCKS 19210810 1,387.50 300.00 (c) N/A (a)
Coeur d`Alene Mines Corp COMMON STOCKS 19210810 23,125.00 5,000.00 (a) N/A (b)
Coeur d'Alene Mines Corp Mandatory CONVERTIBLES 19210820 3,600.00 600.00 (c) N/A (b)
Coflexip Sponsored ADR COMMON STOCKS 19238410 121,800.00 2,800.00 (c) N/A (b)
Cognex Corp COMMON STOCKS 19242210 4,137,843.75 131,100.00 (a) N/A (a)
Cognex Corp COMMON STOCKS 19242210 21,348,875.00 676,400.00 (a) N/A (c)
Coinstar Inc COMMON STOCKS 19259P30 1,052,687.81 36,695.00 (a) N/A (b)
Coinstar Inc COMMON STOCKS 19259P30 7,987,862.25 278,444.00 (a) N/A (a)
Coinstar Inc COMMON STOCKS 19259P30 10,242,154.69 357,025.00 (a) N/A (c)
Colgate-Palmolive Co COMMON STOCKS 19416210 2,692,005.00 27,330.00 (a) N/A (c)
Colgate-Palmolive Co COMMON STOCKS 19416210 3,641,545.00 36,970.00 (c) N/A (b)
Colgate-Palmolive Co COMMON STOCKS 19416210 5,290,927.50 53,715.00 (c) N/A (a)
Colgate-Palmolive Co COMMON STOCKS 19416210 15,154,619.00 153,854.00 (a) N/A (a)
Colgate-Palmolive Co COMMON STOCKS 19416210 15,432,783.00 156,678.00 (a) N/A (b)
Collins & Aikman Corp COMMON STOCKS 19483010 762.50 100.00 (c) N/A (b)
COLT Telecom Group plc Spon ADR COMMON STOCKS 19687710 5,182.50 60.00 (a) N/A (b)
Columbia Sportswear Co COMMON STOCKS 19851610 1,537.50 100.00 (c) N/A (b)
Columbia/HCA Healthcare Corp COMMON STOCKS 19767710 184,690.00 8,096.00 (c) N/A (b)
Comair Holdings Inc COMMON STOCKS 19978910 35,110.69 1,687.00 (c) N/A (b)
Comcast Corp Cl A COMMON STOCKS 20030010 21,487.50 600.00 (c) N/A (b)
Comcast Corp Cl A COMMON STOCKS 20030010 949,031.25 26,500.00 (a) N/A (b)
Comcast Corp Cl A COMMON STOCKS 20030010 1,711,837.50 47,800.00 (a) N/A (a)
Comcast Corp Cl A COMMON STOCKS 20030010 2,843,512.50 79,400.00 (a) N/A (c)
Comcast Corp Cl A Special COMMON STOCKS 20030020 254,456.25 6,620.00 (c) N/A (b)
Comcast Corp Cl A Special COMMON STOCKS 20030020 1,060,875.00 27,600.00 (c) N/A (a)
Comcast Corp Cl A Special COMMON STOCKS 20030020 6,357,562.50 165,400.00 (a) N/A (c)
Comcast Corp Cl A Special COMMON STOCKS 20030020 14,089,650.00 366,560.00 (a) N/A (a)
Comcast Corp Cl A Special COMMON STOCKS 20030020 14,637,768.75 380,820.00 (a) N/A (b)
Comdisco Inc COMMON STOCKS 20033610 256,250.00 10,000.00 (c) N/A (b)
Comdisco Inc COMMON STOCKS 20033610 7,615,750.00 297,200.00 (a) N/A (a)
Comdisco Inc COMMON STOCKS 20033610 21,727,437.50 847,900.00 (a) N/A (c)
Comerica Inc COMMON STOCKS 20034010 398,350.13 6,702.00 (a) N/A (b)
Comerica Inc COMMON STOCKS 20034010 7,370,250.00 124,000.00 (a) N/A (a)
Comerica Inc COMMON STOCKS 20034010 27,727,593.75 466,500.00 (a) N/A (c)
Comfort Systems USA Inc COMMON STOCKS 19990810 90.00 5.00 (a) N/A (b)
Commercial Federal Corp COMMON STOCKS 20164710 15,651.56 675.00 (a) N/A (a)
Commonwealth Bancorp Inc COMMON STOCKS 20268X10 5,144,475.00 286,800.00 (a) N/A (c)
Commonwealth Energy System Co COMMON STOCKS 20280010 51,282.00 1,221.00 (a) N/A (b)
Commonwealth Energy System Co COMMON STOCKS 20280010 3,311,700.00 78,850.00 (a) N/A (c)
Commonwealth Telephone Enterprises COMMON STOCKS 20334910 2,151,275.00 53,200.00 (a) N/A (a)
CommScope Inc COMMON STOCKS 20337210 282,900.00 9,200.00 (a) N/A (c)
CommScope Inc COMMON STOCKS 20337210 5,076,825.00 165,100.00 (a) N/A (a)
COMPAQ Computer Corp COMMON STOCKS 20449310 23,687.50 1,000.00 (c) N/A (a)
COMPAQ Computer Corp COMMON STOCKS 20449310 45,740.56 1,931.00 (c) N/A (b)
COMPAQ Computer Corp COMMON STOCKS 20449310 82,906.25 3,500.00 (a) N/A (a)
COMPAQ Computer Corp COMMON STOCKS 20449310 135,018.75 5,700.00 (a) N/A (c)
COMPAQ Computer Corp COMMON STOCKS 20449310 227,873.75 9,620.00 (a) N/A (b)
Compass Bancshares Inc COMMON STOCKS 20449H10 272,500.00 10,000.00 (a) N/A (a)
Compass Bancshares Inc COMMON STOCKS 20449H10 4,225,112.50 155,050.00 (a) N/A (c)
Competitive Technologies Inc COMMON STOCKS 20451210 1,325.00 200.00 (c) N/A (b)
Computer Associates Intl Inc COMMON STOCKS 20491210 18,450.75 337.00 (c) N/A (b)
Computer Associates Intl Inc COMMON STOCKS 20491210 40,350.75 737.00 (a) N/A (b)
Computer Network Technology Corp COMMON STOCKS 20492510 84,337.50 3,900.00 (a) N/A (c)
Computer Network Technology Corp COMMON STOCKS 20492510 259,500.00 12,000.00 (a) N/A (b)
Computer Network Technology Corp COMMON STOCKS 20492510 5,957,687.50 275,500.00 (a) N/A (a)
Computer Sciences Corp COMMON STOCKS 20536310 109,316.25 1,580.00 (c) N/A (b)
Computer Sciences Corp COMMON STOCKS 20536310 186,806.25 2,700.00 (a) N/A (a)
Computer Sciences Corp COMMON STOCKS 20536310 443,491.88 6,410.00 (a) N/A (b)
Compuware Corp COMMON STOCKS 20563810 6,362.50 200.00 (c) N/A (b)
COMSAT Corp Series 1 COMMON STOCKS 20564D10 32,500.00 1,000.00 (a) N/A (b)
Concentra Managed Care Inc COMMON STOCKS 20589T10 7,985,937.19 539,135.00 (a) N/A (a)
Concentra Managed Care Inc COMMON STOCKS 20589T10 21,223,350.00 1,432,800.00 (a) N/A (c)
Concentric Network Corp COMMON STOCKS 20589R10 477,000.00 12,000.00 (a) N/A (b)
Concentric Network Corp COMMON STOCKS 20589R10 25,801,168.50 649,086.00 (a) N/A (a)
Concentric Network Corp COMMON STOCKS 20589R10 43,410,975.00 1,092,100.00 (a) N/A (c)
Concord Communications Inc COMMON STOCKS 20618610 931,500.00 20,700.00 (a) N/A (b)
Concord Communications Inc COMMON STOCKS 20618610 3,145,500.00 69,900.00 (a) N/A (c)
Concord Communications Inc COMMON STOCKS 20618610 23,247,765.00 516,617.00 (a) N/A (a)
Concord EFS Inc COMMON STOCKS 20619710 850,481.25 20,100.00 (a) N/A (a)
Concord EFS Inc COMMON STOCKS 20619710 4,358,187.50 103,000.00 (a) N/A (c)
Conexant Systems Inc COMMON STOCKS 20714210 24,560.44 423.00 (a) N/A (b)
Conexant Systems Inc COMMON STOCKS 20714210 47,379.00 816.00 (c) N/A (b)
Conexant Systems Inc COMMON STOCKS 20714210 20,612,187.50 355,000.00 (a) N/A (c)
Conseco Inc COMMON STOCKS 20846410 29,554.81 971.00 (a) N/A (b)
Consolidated Edison Inc COMMON STOCKS 20911510 64,345.50 1,422.00 (a) N/A (a)
Consolidated Edison Inc COMMON STOCKS 20911510 92,581.50 2,046.00 (a) N/A (b)
Consolidated Natural Gas Co COMMON STOCKS 20961510 10,631.25 175.00 (a) N/A (b)
Consolidated Natural Gas Co COMMON STOCKS 20961510 15,248.25 251.00 (c) N/A (b)
Consolidated Stores Corp COMMON STOCKS 21014910 64,800.00 2,400.00 (a) N/A (a)
Consolidated Stores Corp COMMON STOCKS 21014910 4,563,000.00 169,000.00 (a) N/A (c)
Constellation Energy Group Inc COMMON STOCKS 21037110 44,437.50 1,500.00 (c) N/A (a)
Continental Airlines Inc Cl B COMMON STOCKS 21079530 15,050.00 400.00 (c) N/A (b)
Convergys Corp COMMON STOCKS 21248510 195,629.38 10,097.00 (c) N/A (b)
Cooper Cameron Corp COMMON STOCKS 21664010 641,181.25 17,300.00 (a) N/A (b)
Cooper Cameron Corp COMMON STOCKS 21664010 6,741,668.75 181,900.00 (a) N/A (a)
Cooper Cameron Corp COMMON STOCKS 21664010 14,888,006.25 401,700.00 (a) N/A (c)
COR Therapeutics Inc COMMON STOCKS 21775310 29,500.00 2,000.00 (c) N/A (b)
Cordant Technologies Inc COMMON STOCKS 21841210 2,616,356.25 57,900.00 (a) N/A (a)
Cordant Technologies Inc COMMON STOCKS 21841210 11,233,612.50 248,600.00 (a) N/A (c)
Core Inc COMMON STOCKS 21867P10 210,437.50 25,900.00 (a) N/A (b)
Core Inc COMMON STOCKS 21867P10 3,142,750.00 386,800.00 (a) N/A (a)
Core Inc COMMON STOCKS 21867P10 8,515,000.00 1,048,000.00 (a) N/A (c)
CoreComm Ltd COMMON STOCKS G2422R10 60,312.50 1,250.00 (a) N/A (b)
CoreComm Ltd COMMON STOCKS G2422R10 2,291,875.00 47,500.00 (a) N/A (a)
CoreComm Ltd COMMON STOCKS G2422R10 8,294,175.00 171,900.00 (a) N/A (c)
Corixa Corp COMMON STOCKS 21887F10 669,286.88 37,574.00 (a) N/A (a)
Corn Products International Inc COMMON STOCKS 21902310 23,589.06 775.00 (a) N/A (b)
Corn Products International Inc COMMON STOCKS 21902310 63,918.75 2,100.00 (a) N/A (a)
Corn Products International Inc COMMON STOCKS 21902310 5,980,968.75 196,500.00 (a) N/A (c)
Cornell Corrections Inc COMMON STOCKS 21914110 420,800.00 25,600.00 (a) N/A (a)
Cornell Corrections Inc COMMON STOCKS 21914110 1,011,070.63 61,510.00 (a) N/A (b)
Corsair Communications Inc COMMON STOCKS 22040610 4,250.00 1,000.00 (c) N/A (b)
Cortech Inc COMMON STOCKS 22051J30 625.00 100.00 (c) N/A (b)
Cost Plus Inc COMMON STOCKS 22148510 268,450.00 5,900.00 (a) N/A (b)
Cost Plus Inc COMMON STOCKS 22148510 828,100.00 18,200.00 (a) N/A (c)
Cost Plus Inc COMMON STOCKS 22148510 2,011,100.00 44,200.00 (a) N/A (a)
CostCo Companies Inc COMMON STOCKS 22160Q10 448,350.00 5,600.00 (c) N/A (a)
CostCo Companies Inc COMMON STOCKS 22160Q10 1,230,560.63 15,370.00 (c) N/A (b)
CostCo Companies Inc COMMON STOCKS 22160Q10 6,212,049.38 77,590.00 (a) N/A (b)
CostCo Companies Inc COMMON STOCKS 22160Q10 8,501,036.25 106,180.00 (a) N/A (a)
CostCo Companies Inc COMMON STOCKS 22160Q10 8,606,718.75 107,500.00 (a) N/A (c)
Countrywide Credit Industries Inc COMMON STOCKS 22237210 773,775.00 18,100.00 (a) N/A (a)
Countrywide Credit Industries Inc COMMON STOCKS 22237210 12,863,475.00 300,900.00 (a) N/A (c)
Covance Inc COMMON STOCKS 22281610 67,025.00 2,800.00 (a) N/A (b)
Covance Inc COMMON STOCKS 22281610 74,206.25 3,100.00 (a) N/A (a)
Coventry Health Care Inc COMMON STOCKS 22286210 54,687.50 5,000.00 (c) N/A (b)
Cox Communications Inc Cl A COMMON STOCKS 22404410 758,337.50 20,600.00 (a) N/A (a)
Cox Communications Inc Cl A COMMON STOCKS 22404410 1,263,994.00 34,336.00 (a) N/A (b)
Cox Radio Inc Cl A COMMON STOCKS 22405110 1,160,950.00 21,400.00 (a) N/A (c)
Cox Radio Inc Cl A COMMON STOCKS 22405110 1,833,650.00 33,800.00 (a) N/A (a)
Coyote Network Systems Inc COMMON STOCKS 22406P10 1,935.44 358.00 (c) N/A (b)
CPI Corp COMMON STOCKS 12590210 42,900.00 1,300.00 (a) N/A (a)
CPI Corp COMMON STOCKS 12590210 115,500.00 3,500.00 (a) N/A (b)
Crescent Real Estate Equities Inc COMMON STOCKS 22575610 33,250.00 1,400.00 (c) N/A (b)
Crescent Real Estate Equities Inc COMMON STOCKS 22575610 285,000.00 12,000.00 (c) N/A (a)
Crescent Real Estate Equities Inc COMMON STOCKS 22575610 385,937.50 16,250.00 (a) N/A (b)
Crescent Real Estate Equities Inc COMMON STOCKS 22575610 997,500.00 42,000.00 (a) N/A (a)
Cross Timbers Oil Co COMMON STOCKS 22757310 334,687.50 22,500.00 (a) N/A (b)
CSG Systems International Inc COMMON STOCKS 12634910 3,801,010.88 145,146.00 (a) N/A (b)
CSG Systems International Inc COMMON STOCKS 12634910 26,039,828.69 994,361.00 (a) N/A (a)
CSX Corp COMMON STOCKS 12640810 83,308.50 1,836.00 (a) N/A (b)
CSX Corp COMMON STOCKS 12640810 417,450.00 9,200.00 (a) N/A (a)
Cubist Pharmaceuticals Inc COMMON STOCKS 22967810 141,588.56 35,959.00 (c) N/A (b)
Cubist Pharmaceuticals Inc COMMON STOCKS 22967810 145,384.31 36,923.00 (a) N/A (a)
Cullen Frost Bankers Inc COMMON STOCKS 22989910 496,125.00 18,000.00 (c) N/A (a)
Cullen Frost Bankers Inc COMMON STOCKS 22989910 650,475.00 23,600.00 (c) N/A (b)
Cullen Frost Bankers Inc COMMON STOCKS 22989910 1,334,025.00 48,400.00 (a) N/A (a)
Cullen Frost Bankers Inc COMMON STOCKS 22989910 1,984,500.00 72,000.00 (a) N/A (b)
Cummins Engine Co Inc COMMON STOCKS 23102110 140,299.00 2,456.00 (c) N/A (b)
CVS Corp COMMON STOCKS 12665010 375,550.00 7,400.00 (c) N/A (b)
CVS Corp COMMON STOCKS 12665010 1,655,465.00 32,620.00 (a) N/A (b)
CVS Corp COMMON STOCKS 12665010 2,481,675.00 48,900.00 (a) N/A (a)
CyberCash Inc COMMON STOCKS 23246210 1,281.25 100.00 (c) N/A (b)
Cymer Inc COMMON STOCKS 23257210 7,500.00 300.00 (c) N/A (b)
Cymer Inc COMMON STOCKS 23257210 2,324,400.00 92,976.00 (a) N/A (a)
Cypress Bioscience Inc COMMON STOCKS 23267410 6,312.50 2,000.00 (a) N/A (b)
Cyprus Amax Minerals Co COMMON STOCKS 23280910 1,616.50 106.00 (c) N/A (b)
Cyprus Amax Minerals Co COMMON STOCKS 23280910 11,117.25 729.00 (a) N/A (a)
Cytec Industries Inc COMMON STOCKS 23282010 81,837.00 2,598.00 (c) N/A (a)
D Wts-Federated Department Stores WARRANTS 31410H12 13,829.75 517.00 (a) N/A (a)
DaimlerChrysler AG COMMON STOCKS D1668R12 17.80 0.20 (a) N/A (c)
DaimlerChrysler AG COMMON STOCKS D1668R12 17,444.00 196.00 (c) N/A (b)
DaimlerChrysler AG COMMON STOCKS D1668R12 1,178,182.00 13,238.00 (a) N/A (b)
Daisy System Corp Conv Sub Deb CONVERTIBLES 234050AA 0.00 189,000.00 (a) N/A (a)
Dana Corp COMMON STOCKS 23581110 280,981.25 6,100.00 (a) N/A (a)
Dana Corp COMMON STOCKS 23581110 4,527,943.75 98,300.00 (a) N/A (c)
Danaher Corp COMMON STOCKS 23585110 2,325,000.00 40,000.00 (a) N/A (b)
Danielson Holding Corp COMMON STOCKS 23627410 5,750.00 1,000.00 (a) N/A (a)
Data Broadcasting Corp COMMON STOCKS 23759610 264.06 25.00 (c) N/A (b)
Dayton Hudson Corp COMMON STOCKS 23975310 286,000.00 4,400.00 (a) N/A (a)
Dayton Hudson Corp COMMON STOCKS 23975310 417,950.00 6,430.00 (a) N/A (b)
Dell Computer Corp COMMON STOCKS 24702510 1,461,500.00 39,500.00 (c) N/A (a)
Dell Computer Corp COMMON STOCKS 24702510 3,589,148.00 97,004.00 (c) N/A (b)
Dell Computer Corp COMMON STOCKS 24702510 9,576,340.00 258,820.00 (a) N/A (b)
Dell Computer Corp COMMON STOCKS 24702510 13,322,220.00 360,060.00 (a) N/A (a)
Delphi Automotive Systems Corp COMMON STOCKS 24712610 2,627.00 142.00 (a) N/A (b)
Delphi Automotive Systems Corp COMMON STOCKS 24712610 14,031.60 758.47 (c) N/A (b)
Delphi Automotive Systems Corp COMMON STOCKS 24712610 42,217.00 2,282.00 (a) N/A (a)
Deltic Timber Corp COMMON STOCKS 24785010 36,230.94 1,345.00 (a) N/A (b)
Deluxe Corp COMMON STOCKS 24801910 38,812.50 1,000.00 (a) N/A (a)
Department 56 Inc COMMON STOCKS 24950910 2,687.50 100.00 (c) N/A (b)
Developers Diversified Realty Corp COMMON STOCKS 25159110 23,625.00 1,400.00 (a) N/A (b)
Devon Energy Corp COMMON STOCKS 25179910 354,543.75 9,900.00 (a) N/A (a)
Devon Energy Corp COMMON STOCKS 25179910 537,187.50 15,000.00 (a) N/A (c)
DeVry Inc-Del COMMON STOCKS 25189310 758,512.50 33,900.00 (a) N/A (b)
DeVry Inc-Del COMMON STOCKS 25189310 13,328,250.50 595,676.00 (a) N/A (a)
DeVry Inc-Del COMMON STOCKS 25189310 42,874,975.00 1,916,200.00 (a) N/A (c)
Diageo Plc Sponsored ADR COMMON STOCKS 25243Q20 195,048.00 4,536.00 (a) N/A (a)
Dial Corp COMMON STOCKS 25247D10 158,046.88 4,250.00 (c) N/A (a)
Dial Corp COMMON STOCKS 25247D10 167,343.75 4,500.00 (c) N/A (b)
Dial Corp COMMON STOCKS 25247D10 1,658,562.50 44,600.00 (a) N/A (c)
Dial Corp COMMON STOCKS 25247D10 2,774,187.50 74,600.00 (a) N/A (a)
Dial Corp COMMON STOCKS 25247D10 3,732,695.31 100,375.00 (a) N/A (b)
Diamond Technology Partners Inc Cl A COMMON STOCKS 25276210 2,237.50 100.00 (c) N/A (b)
Digital Origin Inc COMMON STOCKS 25385X10 65.63 20.00 (c) N/A (b)
DII Group Inc COMMON STOCKS 23294910 279,843.75 7,500.00 (a) N/A (a)
DII Group Inc COMMON STOCKS 23294910 809,681.25 21,700.00 (a) N/A (b)
Dillards Inc Cl A COMMON STOCKS 25406710 1,580.63 45.00 (a) N/A (b)
Dillards Inc Cl A COMMON STOCKS 25406710 52,687.50 1,500.00 (a) N/A (a)
Dime Bancorp Inc New COMMON STOCKS 25429Q10 4,025.00 200.00 (c) N/A (b)
Dime Bancorp Inc New COMMON STOCKS 25429Q10 49,708.75 2,470.00 (a) N/A (b)
Diplomat Direct Marketing Corp COMMON STOCKS 25455110 3,007.81 3,850.00 (c) N/A (b)
Disney [Walt] Holding Co COMMON STOCKS 25468710 3,089,014.75 100,252.00 (a) N/A (c)
Disney [Walt] Holding Co COMMON STOCKS 25468710 6,400,243.40 207,715.81 (c) N/A (b)
Disney [Walt] Holding Co COMMON STOCKS 25468710 10,434,499.06 338,645.00 (c) N/A (a)
Disney [Walt] Holding Co COMMON STOCKS 25468710 35,885,624.06 1,164,645.00 (a) N/A (a)
Disney [Walt] Holding Co COMMON STOCKS 25468710 39,913,002.69 1,295,351.00 (a) N/A (b)
DLJdirect COMMON STOCKS 25766150 590.00 20.00 (c) N/A (b)
Documentum Inc COMMON STOCKS 25615910 226,556.00 17,344.00 (a) N/A (b)
Documentum Inc COMMON STOCKS 25615910 5,695,459.00 436,016.00 (a) N/A (a)
Dollar General Corp COMMON STOCKS 25666910 221,183.00 7,627.00 (a) N/A (b)
Dollar Tree Stores Inc COMMON STOCKS 25674710 74,800.00 1,700.00 (a) N/A (b)
Dominion Resources Inc-VA COMMON STOCKS 25747010 433.13 10.00 (a) N/A (b)
Dominion Resources Inc-VA COMMON STOCKS 25747010 19,577.25 452.00 (c) N/A (b)
Dominion Resources Inc-VA COMMON STOCKS 25747010 86,581.69 1,999.00 (a) N/A (a)
Donaldson Lufkin & Jenrette Inc COMMON STOCKS 25766110 24,100.00 400.00 (c) N/A (b)
Donnelley [RR] & Sons Co COMMON STOCKS 25786710 39,842.19 1,075.00 (a) N/A (a)
Donnelley [RR] & Sons Co COMMON STOCKS 25786710 375,220.75 10,124.00 (a) N/A (b)
Doral Financial Corp COMMON STOCKS 25811P10 86,250.00 5,000.00 (a) N/A (b)
DoubleClick Inc COMMON STOCKS 25860930 36,700.00 400.00 (c) N/A (b)
DoubleClick Inc COMMON STOCKS 25860930 2,638,730.00 28,760.00 (a) N/A (a)
DoubleClick Inc COMMON STOCKS 25860930 3,741,014.50 40,774.00 (a) N/A (b)
Dover Corp COMMON STOCKS 26000310 945.00 27.00 (c) N/A (b)
Dow Chemical Co COMMON STOCKS 26054310 38,062.50 300.00 (c) N/A (b)
Dow Chemical Co COMMON STOCKS 26054310 292,827.50 2,308.00 (c) N/A (a)
Dow Chemical Co COMMON STOCKS 26054310 1,444,979.38 11,389.00 (a) N/A (a)
Dow Jones & Co Inc COMMON STOCKS 26056110 5,306.25 100.00 (a) N/A (b)
DPL Inc COMMON STOCKS 23329310 70,392.50 3,805.00 (a) N/A (b)
DPL Inc COMMON STOCKS 23329310 120,694.00 6,524.00 (c) N/A (a)
DPL Inc COMMON STOCKS 23329310 137,362.50 7,425.00 (c) N/A (b)
DPL Inc COMMON STOCKS 23329310 149,831.50 8,099.00 (a) N/A (a)
Draxis Health Inc COMMON STOCKS 26150J10 4,000.00 2,000.00 (a) N/A (b)
Drew Industries Inc COMMON STOCKS 26168L20 2,462.50 200.00 (c) N/A (b)
Dreyer's Grand Ice Cream Inc COMMON STOCKS 26187810 6,050.00 400.00 (a) N/A (b)
drkoop.com Inc COMMON STOCKS 26209810 685.31 43.00 (c) N/A (b)
DSG International Ltd Ord COMMON STOCKS G2847110 1,162.00 166.00 (c) N/A (b)
DST Systems Inc COMMON STOCKS 23332610 62,875.00 1,000.00 (a) N/A (b)
DST Systems Inc COMMON STOCKS 23332610 81,737.50 1,300.00 (a) N/A (a)
DTE Energy Co COMMON STOCKS 23333110 142,625.00 3,500.00 (a) N/A (b)
Duff & Phelps Utilities Inc FIXED INCOME FUNDS 26432410 5,312.50 500.00 (c) N/A (b)
Duke Energy Corp COMMON STOCKS 26439910 116,714.00 2,144.00 (a) N/A (b)
Duke Energy Corp COMMON STOCKS 26439910 188,353.75 3,460.00 (a) N/A (a)
Duke Energy Corp COMMON STOCKS 26439910 250,412.50 4,600.00 (c) N/A (b)
Duke Realty Investments Inc COMMON STOCKS 26441150 9,115.25 404.00 (c) N/A (b)
Dun & Bradstreet Corp COMMON STOCKS 26483B10 14,175.00 400.00 (c) N/A (b)
Dun & Bradstreet Corp COMMON STOCKS 26483B10 53,156.25 1,500.00 (a) N/A (a)
Dun & Bradstreet Corp COMMON STOCKS 26483B10 63,787.50 1,800.00 (a) N/A (b)
DuPont [E.I.] De Nemours & Co COMMON STOCKS 26353410 245,925.00 3,600.00 (c) N/A (a)
DuPont [E.I.] De Nemours & Co COMMON STOCKS 26353410 288,415.38 4,222.00 (c) N/A (b)
DuPont [E.I.] De Nemours & Co COMMON STOCKS 26353410 2,211,617.19 32,375.00 (a) N/A (a)
DuPont [E.I.] De Nemours & Co COMMON STOCKS 26353410 2,957,931.25 43,300.00 (a) N/A (b)
Duramed Pharmaceuticals Inc COMMON STOCKS 26635410 1,562.50 100.00 (c) N/A (b)
Duramed Pharmaceuticals Inc COMMON STOCKS 26635410 634,375.00 40,600.00 (a) N/A (c)
E*Trade Group Inc COMMON STOCKS 26924610 63,900.00 1,600.00 (c) N/A (b)
E*Trade Group Inc COMMON STOCKS 26924610 139,781.25 3,500.00 (a) N/A (b)
E*Trade Group Inc COMMON STOCKS 26924610 1,653,412.50 41,400.00 (a) N/A (c)
E*Trade Group Inc COMMON STOCKS 26924610 3,686,231.25 92,300.00 (a) N/A (a)
E.Spire Communications Inc COMMON STOCKS 26915310 3,696.88 350.00 (c) N/A (b)
E.Spire Communications Inc COMMON STOCKS 26915310 403,096.69 38,163.00 (a) N/A (a)
e4L Inc COMMON STOCKS 26845210 29,000.00 4,000.00 (c) N/A (a)
Eagle USA Airfreight Inc COMMON STOCKS 27001810 1,048,206.25 24,700.00 (a) N/A (c)
Eagle USA Airfreight Inc COMMON STOCKS 27001810 1,731,450.00 40,800.00 (a) N/A (a)
Earthgrains Co COMMON STOCKS 27031910 8,260.00 320.00 (c) N/A (a)
EarthLink Network Inc COMMON STOCKS 27032210 3,071.88 50.00 (c) N/A (b)
East West Bancorp Inc COMMON STOCKS 27579R10 3,521.88 350.00 (c) N/A (b)
Eastern Enterprises COMMON STOCKS 27637F10 5,962.50 150.00 (a) N/A (b)
Eastman Chemical Co COMMON STOCKS 27743210 34,879.50 674.00 (c) N/A (a)
Eastman Chemical Co COMMON STOCKS 27743210 121,302.00 2,344.00 (c) N/A (b)
Eastman Kodak Co COMMON STOCKS 27746110 18,021.50 266.00 (a) N/A (a)
Eastman Kodak Co COMMON STOCKS 27746110 55,690.50 822.00 (a) N/A (b)
Eastman Kodak Co COMMON STOCKS 27746110 182,925.00 2,700.00 (c) N/A (a)
Eastman Kodak Co COMMON STOCKS 27746110 705,209.75 10,409.00 (c) N/A (b)
Easyriders Inc COMMON STOCKS 27784810 450.00 300.00 (a) N/A (b)
Eaton Corp COMMON STOCKS 27805810 487,600.00 5,300.00 (a) N/A (a)
Eaton Corp COMMON STOCKS 27805810 7,709,600.00 83,800.00 (a) N/A (c)
eBay Inc COMMON STOCKS 27864210 15,137.50 100.00 (c) N/A (b)
eBay Inc COMMON STOCKS 27864210 68,118.75 450.00 (a) N/A (a)
ECC International Corp COMMON STOCKS 26825510 157.50 40.00 (a) N/A (a)
EchoStar Communications Corp Cl A COMMON STOCKS 27876210 84,390.63 550.00 (a) N/A (b)
EchoStar Communications Corp Cl A COMMON STOCKS 27876210 207,907.81 1,355.00 (c) N/A (b)
EchoStar Communications Corp Cl A COMMON STOCKS 27876210 629,093.75 4,100.00 (a) N/A (a)
ECI Telecom Ltd COMMON STOCKS 26825810 4,646.25 140.00 (a) N/A (b)
Edison International COMMON STOCKS 28102010 26,750.00 1,000.00 (c) N/A (a)
Edison International COMMON STOCKS 28102010 78,859.00 2,948.00 (a) N/A (b)
Edwards [JD] & Co COMMON STOCKS 28166710 57,350.00 3,100.00 (c) N/A (b)
EEX Corp COMMON STOCKS 26842V20 228.94 33.00 (c) N/A (b)
EEX Corp COMMON STOCKS 26842V20 46,710.19 6,733.00 (a) N/A (a)
Elan Corp plc Sponsored ADR COMMON STOCKS 28413120 9,768.00 352.00 (c) N/A (b)
Elan Corp plc Sponsored ADR COMMON STOCKS 28413120 138,750.00 5,000.00 (a) N/A (a)
Elantec Semiconductor Inc COMMON STOCKS 28415510 1,040,850.00 77,100.00 (a) N/A (c)
Elantec Semiconductor Inc COMMON STOCKS 28415510 1,776,600.00 131,600.00 (a) N/A (a)
Elcor Corp COMMON STOCKS 28444310 3,977,746.88 91,050.00 (a) N/A (c)
Eldertrust-SBI COMMON STOCKS 28456010 254,687.50 25,000.00 (c) N/A (b)
Electrolux AB Spon ADR COMMON STOCKS 01019820 12,600.00 300.00 (a) N/A (b)
Electronic Arts COMMON STOCKS 28551210 16,275.00 300.00 (a) N/A (b)
Electronic Data Systems Corp COMMON STOCKS 28566110 6,795.00 120.00 (a) N/A (a)
Electronics For Imaging Inc COMMON STOCKS 28608210 30,825.00 600.00 (a) N/A (b)
Electronics For Imaging Inc COMMON STOCKS 28608210 6,838,012.50 133,100.00 (a) N/A (a)
Electronics For Imaging Inc COMMON STOCKS 28608210 35,119,950.00 683,600.00 (a) N/A (c)
Elf Aquitaine Spon ADR Repstg 1/2 Ord COMMON STOCKS 28626910 9,563.13 130.00 (a) N/A (b)
EMC Corp-Mass COMMON STOCKS 26864810 3,502,510.00 63,682.00 (c) N/A (b)
EMC Corp-Mass COMMON STOCKS 26864810 9,072,800.00 164,960.00 (c) N/A (a)
EMC Corp-Mass COMMON STOCKS 26864810 16,761,250.00 304,750.00 (a) N/A (c)
EMC Corp-Mass COMMON STOCKS 26864810 29,993,370.00 545,334.00 (a) N/A (b)
EMC Corp-Mass COMMON STOCKS 26864810 41,588,910.00 756,162.00 (a) N/A (a)
Emerson Electric Co COMMON STOCKS 29101110 75,525.00 1,200.00 (c) N/A (b)
Emerson Electric Co COMMON STOCKS 29101110 144,756.25 2,300.00 (a) N/A (a)
Emerson Electric Co COMMON STOCKS 29101110 1,259,882.88 20,018.00 (a) N/A (b)
Emerson Electric Co COMMON STOCKS 29101110 4,569,262.50 72,600.00 (a) N/A (c)
Emmis Broadcasting Corp Cl A COMMON STOCKS 29152510 49,375.00 1,000.00 (a) N/A (b)
Emulex Corp COMMON STOCKS 29247520 489,225.00 4,400.00 (a) N/A (b)
Emulex Corp COMMON STOCKS 29247520 4,636,518.75 41,700.00 (a) N/A (c)
Emulex Corp COMMON STOCKS 29247520 6,337,687.50 57,000.00 (a) N/A (a)
Enamelon Inc COMMON STOCKS 29249910 250.00 200.00 (c) N/A (b)
Endocare Inc COMMON STOCKS 29264P10 600.00 100.00 (c) N/A (b)
Energen Corp COMMON STOCKS 29265N10 43,359.00 2,328.00 (a) N/A (b)
Energy Conversion Devices Inc COMMON STOCKS 29265910 99.38 10.00 (a) N/A (b)
Engineering Measurements Co COMMON STOCKS 29288010 1,562.50 250.00 (c) N/A (b)
Enhance Financial Services Group Inc COMMON STOCKS 29331010 171,825.00 8,700.00 (a) N/A (b)
Enhance Financial Services Group Inc COMMON STOCKS 29331010 6,920,400.00 350,400.00 (a) N/A (a)
Enhance Financial Services Group Inc COMMON STOCKS 29331010 23,103,550.00 1,169,800.00 (a) N/A (c)
ENI Spa Spon ADR COMMON STOCKS 26874R10 7,200.00 120.00 (a) N/A (b)
Enron Corp COMMON STOCKS 29356110 16,350.00 200.00 (c) N/A (b)
Enron Corp COMMON STOCKS 29356110 408,750.00 5,000.00 (a) N/A (b)
Enron Corp COMMON STOCKS 29356110 967,511.25 11,835.00 (a) N/A (a)
Enron Oil & Gas Co COMMON STOCKS 29356210 147,825.00 7,300.00 (a) N/A (c)
Enron Oil & Gas Co COMMON STOCKS 29356210 693,927.00 34,268.00 (a) N/A (b)
Enron Oil & Gas Co COMMON STOCKS 29356210 2,470,500.00 122,000.00 (a) N/A (a)
Ensco International Inc COMMON STOCKS 26874Q10 3,987.50 200.00 (c) N/A (b)
Entercom Communications Corp COMMON STOCKS 29363910 269,325.00 6,300.00 (a) N/A (b)
Entercom Communications Corp COMMON STOCKS 29363910 1,017,450.00 23,800.00 (a) N/A (c)
Entercom Communications Corp COMMON STOCKS 29363910 4,484,475.00 104,900.00 (a) N/A (a)
Entrust Technologies Inc COMMON STOCKS 29384810 1,128,970.50 33,954.00 (a) N/A (a)
EPIX Medical Inc COMMON STOCKS 26881Q10 6,182.00 1,124.00 (c) N/A (b)
Equifax Inc COMMON STOCKS 29442910 40,826.50 1,144.00 (c) N/A (b)
Equifax Inc COMMON STOCKS 29442910 145,212.44 4,069.00 (a) N/A (b)
Equitable Companies Inc COMMON STOCKS 29444G10 3,953.00 59.00 (a) N/A (a)
Equity Residential Properties 7.25% Conv CONVERTIBLES 29476L85 4,126,706.25 173,300.00 (a) N/A (c)
Equity Residential Properties Trust COMMON STOCKS 29476L10 33,796.88 750.00 (c) N/A (b)
Equity Residential Properties Trust COMMON STOCKS 29476L10 94,631.25 2,100.00 (a) N/A (a)
Equity Residential Properties Trust COMMON STOCKS 29476L10 112,656.25 2,500.00 (a) N/A (b)
Equity Residential Properties Trust COMMON STOCKS 29476L10 2,546,031.25 56,500.00 (a) N/A (c)
Ericsson [LM] Telephone Co ADR Repstg COMMON STOCKS 29482140 43,477.50 1,320.00 (c) N/A (b)
Ericsson [LM] Telephone Co ADR Repstg COMMON STOCKS 29482140 480,887.50 14,600.00 (a) N/A (b)
Escalade Inc COMMON STOCKS 29605610 1,725.00 100.00 (a) N/A (b)
Espirito Santo Financial Group ADR COMMON STOCKS 29665F20 9,369.38 570.00 (a) N/A (b)
Estee Lauder Companies Inc Cl A COMMON STOCKS 51843910 95,237.50 1,900.00 (c) N/A (b)
Estee Lauder Companies Inc Cl A COMMON STOCKS 51843910 370,925.00 7,400.00 (a) N/A (a)
Estee Lauder Companies Inc Cl A COMMON STOCKS 51843910 661,650.00 13,200.00 (a) N/A (b)
Etec Systems Inc COMMON STOCKS 26922C10 166,250.00 5,000.00 (a) N/A (b)
Etec Systems Inc COMMON STOCKS 26922C10 3,105,550.00 93,400.00 (a) N/A (a)
Etec Systems Inc COMMON STOCKS 26922C10 8,229,375.00 247,500.00 (a) N/A (c)
E-Tek Dynamics Inc COMMON STOCKS 26924010 435,339.56 9,153.00 (a) N/A (b)
E-Tek Dynamics Inc COMMON STOCKS 26924010 13,176,952.81 277,045.00 (a) N/A (a)
eToys Inc COMMON STOCKS 29786210 5,093.75 125.00 (c) N/A (a)
eToys Inc COMMON STOCKS 29786210 74,368.75 1,825.00 (a) N/A (b)
eToys Inc COMMON STOCKS 29786210 3,496,350.00 85,800.00 (a) N/A (a)
eToys Inc COMMON STOCKS 29786210 15,627,625.00 383,500.00 (a) N/A (c)
European Warrant Fund Inc EQUITY FUNDS 29879210 55,880.00 3,520.00 (a) N/A (b)
Everest Reinsurance Holdings Inc COMMON STOCKS 29980810 29,362.50 900.00 (a) N/A (b)
Evergreen Resources Inc COMMON STOCKS 29990030 3,629,518.75 144,100.00 (a) N/A (c)
Excalibur Technologies Inc COMMON STOCKS 30065120 1,519,050.00 106,600.00 (a) N/A (c)
Excalibur Technologies Inc COMMON STOCKS 30065120 1,704,300.00 119,600.00 (a) N/A (a)
Excel Switching Corp COMMON STOCKS 30067V10 83,825.00 2,800.00 (a) N/A (c)
Excel Switching Corp COMMON STOCKS 30067V10 230,518.75 7,700.00 (a) N/A (b)
Excel Switching Corp COMMON STOCKS 30067V10 622,700.00 20,800.00 (a) N/A (a)
Executone Information Systems Inc COMMON STOCKS 30160710 299.69 70.00 (c) N/A (b)
Executone Information Systems Inc COMMON STOCKS 30160710 8,562.50 2,000.00 (c) N/A (a)
Exodus Communications Inc COMMON STOCKS 30208810 7,196.25 60.00 (c) N/A (b)
Exodus Communications Inc COMMON STOCKS 30208810 3,214,325.00 26,800.00 (a) N/A (c)
Exodus Communications Inc COMMON STOCKS 30208810 6,914,157.00 57,648.00 (a) N/A (b)
Exodus Communications Inc COMMON STOCKS 30208810 50,018,974.88 417,042.00 (a) N/A (a)
Expeditors International Of Washington COMMON STOCKS 30213010 1,084,550.00 39,800.00 (a) N/A (c)
Expeditors International Of Washington COMMON STOCKS 30213010 1,754,900.00 64,400.00 (a) N/A (a)
Extended Stay America Inc COMMON STOCKS 30224P10 6,555,600.00 546,300.00 (a) N/A (a)
Extended Stay America Inc COMMON STOCKS 30224P10 16,299,600.00 1,358,300.00 (a) N/A (c)
EXX Inc Cl A COMMON STOCKS 26928210 729.00 243.00 (a) N/A (b)
EXX Inc Cl B COMMON STOCKS 26928220 253.13 81.00 (a) N/A (b)
Exxon Corp COMMON STOCKS 30229010 231,375.00 3,000.00 (a) N/A (c)
Exxon Corp COMMON STOCKS 30229010 7,159,513.75 92,830.00 (c) N/A (a)
Exxon Corp COMMON STOCKS 30229010 9,457,684.50 122,628.00 (c) N/A (b)
Exxon Corp COMMON STOCKS 30229010 12,982,605.50 168,332.00 (a) N/A (b)
Exxon Corp COMMON STOCKS 30229010 24,312,885.00 315,240.00 (a) N/A (a)
F.Y.I. Inc COMMON STOCKS 30271210 15,687.50 500.00 (a) N/A (c)
F.Y.I. Inc COMMON STOCKS 30271210 564,750.00 18,000.00 (a) N/A (b)
F.Y.I. Inc COMMON STOCKS 30271210 3,232,911.38 103,041.00 (a) N/A (a)
Factory Card Outlet Corp COMMON STOCKS 30305310 425.44 373.00 (c) N/A (b)
Fairfield Communities Inc COMMON STOCKS 30423130 509,550.00 31,600.00 (a) N/A (b)
Fairfield Communities Inc COMMON STOCKS 30423130 15,230,062.50 944,500.00 (a) N/A (a)
Fairfield Communities Inc COMMON STOCKS 30423130 45,746,625.00 2,837,000.00 (a) N/A (c)
Family Golf Centers Inc COMMON STOCKS 30701A10 27,675.00 3,600.00 (a) N/A (a)
Fannie Mae COMMON STOCKS 31358610 81,900.00 1,200.00 (c) N/A (b)
Fannie Mae COMMON STOCKS 31358610 300,300.00 4,400.00 (c) N/A (a)
Fannie Mae COMMON STOCKS 31358610 1,922,807.25 28,173.00 (a) N/A (a)
Fannie Mae COMMON STOCKS 31358610 2,091,384.75 30,643.00 (a) N/A (b)
Farmstead Telephone Group Inc COMMON STOCKS 31156530 175.00 100.00 (c) N/A (b)
Fastenal Co COMMON STOCKS 31190010 56,632.50 1,080.00 (c) N/A (b)
FCNB Corp COMMON STOCKS 30292010 350.00 16.00 (c) N/A (b)
FDX Corp COMMON STOCKS 31304N10 1,377,950.00 25,400.00 (a) N/A (b)
FDX Corp COMMON STOCKS 31304N10 5,690,825.00 104,900.00 (a) N/A (a)
FDX Corp COMMON STOCKS 31304N10 9,651,075.00 177,900.00 (a) N/A (c)
Federal Agricultural Mortgage Corp COMMON STOCKS 31314830 185,287.50 2,700.00 (a) N/A (c)
Federal Agricultural Mortgage Corp COMMON STOCKS 31314830 2,113,650.00 30,800.00 (a) N/A (a)
Federal Realty Invt Trust SBI COMMON STOCKS 31374720 45,875.00 2,000.00 (c) N/A (b)
Federal-Mogul Corp COMMON STOCKS 31354910 2,974,400.00 57,200.00 (a) N/A (a)
Federal-Mogul Corp COMMON STOCKS 31354910 18,361,200.00 353,100.00 (a) N/A (c)
Federated Department Stores Inc-Del COMMON STOCKS 31410H10 25,145.31 475.00 (c) N/A (b)
Federated Department Stores Inc-Del COMMON STOCKS 31410H10 26,468.75 500.00 (a) N/A (b)
Federated Department Stores Inc-Del COMMON STOCKS 31410H10 317,625.00 6,000.00 (a) N/A (a)
Federated Department Stores Inc-Del COMMON STOCKS 31410H10 11,863,293.75 224,100.00 (a) N/A (c)
FelCor Lodging Trust Inc COMMON STOCKS 31430F10 72,625.00 3,500.00 (c) N/A (b)
FelCor Lodging Trust Inc COMMON STOCKS 31430F10 155,625.00 7,500.00 (c) N/A (a)
Ferro Corp COMMON STOCKS 31540510 27.50 1.00 (c) N/A (a)
Ferro Corp COMMON STOCKS 31540510 594,000.00 21,600.00 (a) N/A (a)
Ferro Corp COMMON STOCKS 31540510 10,774,500.00 391,800.00 (a) N/A (c)
Fidelity Advisor Korea Fund Inc EQUITY FUNDS 31580410 5,000.00 500.00 (c) N/A (b)
Fifth Third Bancorp COMMON STOCKS 31677310 99,843.75 1,500.00 (a) N/A (b)
Fifth Third Bancorp COMMON STOCKS 31677310 169,734.38 2,550.00 (a) N/A (a)
Financial Security Assurance Holdings COMMON STOCKS 31769P10 301,600.00 5,800.00 (a) N/A (b)
Financial Security Assurance Holdings COMMON STOCKS 31769P10 364,000.00 7,000.00 (a) N/A (a)
Finish Line Inc Cl A COMMON STOCKS 31792310 147,375.00 13,100.00 (a) N/A (c)
FINOVA Group Inc COMMON STOCKS 31792810 51,519.88 979.00 (c) N/A (b)
FINOVA Group Inc COMMON STOCKS 31792810 68,412.50 1,300.00 (c) N/A (a)
FINOVA Group Inc COMMON STOCKS 31792810 569,139.38 10,815.00 (a) N/A (b)
FINOVA Group Inc COMMON STOCKS 31792810 2,263,401.25 43,010.00 (a) N/A (a)
FINOVA Group Inc COMMON STOCKS 31792810 7,783,237.50 147,900.00 (a) N/A (c)
Firearms Training Systems Inc COMMON STOCKS 31812010 906.25 1,000.00 (a) N/A (b)
First Australia Fund Inc EQUITY FUNDS 31865210 6,992.94 881.00 (c) N/A (b)
First Australia Prime Income Fund FIXED INCOME FUNDS 31865310 2,600.00 400.00 (c) N/A (b)
First Australia Prime Income Fund FIXED INCOME FUNDS 31865310 6,747.00 1,038.00 (a) N/A (b)
First Citizens BancShares Inc Cl A COMMON STOCKS 31946M10 267,686.25 3,315.00 (a) N/A (a)
First Colonial Group Inc COMMON STOCKS 31973410 6,316.80 268.80 (c) N/A (b)
First Consulting Group Inc COMMON STOCKS 31986R10 1,423.75 134.00 (c) N/A (b)
First Data Corp COMMON STOCKS 31996310 351,371.25 7,180.00 (a) N/A (b)
First Data Corp COMMON STOCKS 31996310 685,712.25 14,012.00 (c) N/A (a)
First Data Corp COMMON STOCKS 31996310 3,366,117.00 68,784.00 (a) N/A (a)
First Industrial Realty Trust Inc COMMON STOCKS 32054K10 10,975.00 400.00 (a) N/A (b)
First Philippine Fund Inc EQUITY FUNDS 33610010 5,175.00 600.00 (a) N/A (b)
First Security Corp-Del COMMON STOCKS 33629410 413,845.75 15,187.00 (a) N/A (a)
First Union Corp COMMON STOCKS 33735810 375,303.50 7,964.00 (c) N/A (b)
First Union Corp COMMON STOCKS 33735810 1,152,206.25 24,450.00 (a) N/A (c)
First Union Corp COMMON STOCKS 33735810 1,813,087.25 38,474.00 (c) N/A (a)
First Union Corp COMMON STOCKS 33735810 4,263,021.75 90,462.00 (a) N/A (b)
First Union Corp COMMON STOCKS 33735810 4,825,317.25 102,394.00 (a) N/A (a)
Firstar Corp COMMON STOCKS 33763V10 44,100.00 1,575.00 (c) N/A (b)
Firstar Corp COMMON STOCKS 33763V10 88,704.00 3,168.00 (a) N/A (b)
Fiserv Inc COMMON STOCKS 33773810 6,478,556.25 206,900.00 (a) N/A (a)
Fiserv Inc COMMON STOCKS 33773810 12,488,990.63 398,850.00 (a) N/A (c)
FlashNet Communications Inc COMMON STOCKS 33852710 1,471.88 50.00 (c) N/A (b)
Fleet Financial Group Inc COMMON STOCKS 33891510 18,992.50 428.00 (c) N/A (b)
Fleet Financial Group Inc COMMON STOCKS 33891510 124,250.00 2,800.00 (a) N/A (b)
Fleet Financial Group Inc COMMON STOCKS 33891510 549,717.50 12,388.00 (a) N/A (a)
Fleming Companies Inc COMMON STOCKS 33913010 15,449.63 1,329.00 (c) N/A (b)
Flextronics International Ltd COMMON STOCKS Y2573F10 2,253,300.00 40,600.00 (a) N/A (b)
Flextronics International Ltd COMMON STOCKS Y2573F10 38,572,555.50 695,001.00 (a) N/A (a)
Florida Banks Inc COMMON STOCKS 34056010 7,812.50 1,000.00 (a) N/A (b)
Florsheim Group Inc COMMON STOCKS 34330210 5,625.00 1,000.00 (a) N/A (b)
FMC Corp COMMON STOCKS 30249130 13,662.50 200.00 (a) N/A (b)
FNB Corp COMMON STOCKS 30251910 41,500.00 2,000.00 (a) N/A (a)
Focal Inc COMMON STOCKS 34390910 98,250.00 13,100.00 (a) N/A (a)
Focal Inc COMMON STOCKS 34390910 7,097,767.50 946,369.00 (a) N/A (c)
Fonix Corp COMMON STOCKS 34459U10 281.25 1,000.00 (c) N/A (b)
Foodmaker Inc COMMON STOCKS 34483920 11,350.00 400.00 (a) N/A (c)
Foodmaker Inc COMMON STOCKS 34483920 385,900.00 13,600.00 (a) N/A (b)
Foodmaker Inc COMMON STOCKS 34483920 7,246,975.00 255,400.00 (a) N/A (a)
Ford Motor Co COMMON STOCKS 34537010 8,014.13 142.00 (c) N/A (b)
Ford Motor Co COMMON STOCKS 34537010 1,117,462.50 19,800.00 (a) N/A (a)
Ford Motor Co COMMON STOCKS 34537010 2,838,354.75 50,292.00 (a) N/A (b)
Ford Motor Co COMMON STOCKS 34537010 18,912,206.25 335,100.00 (a) N/A (c)
Fort James Corp COMMON STOCKS 34747110 49,179,589.13 1,298,471.00 (a) N/A (a)
Forte Software Inc COMMON STOCKS 34954610 1,937.50 200.00 (c) N/A (b)
Foundation Health Systems Inc Cl A COMMON STOCKS 35040410 16,500.00 1,100.00 (a) N/A (b)
Foundation Health Systems Inc Cl A COMMON STOCKS 35040410 6,520,500.00 434,700.00 (a) N/A (a)
Foundation Health Systems Inc Cl A COMMON STOCKS 35040410 25,347,750.00 1,689,850.00 (a) N/A (c)
Fox Entertainment Group Inc Cl A COMMON STOCKS 35138T10 2,693.75 100.00 (c) N/A (b)
Fox Entertainment Group Inc Cl A COMMON STOCKS 35138T10 26,937.50 1,000.00 (a) N/A (b)
Fox Entertainment Group Inc Cl A COMMON STOCKS 35138T10 64,650.00 2,400.00 (a) N/A (a)
Fox Entertainment Group Inc Cl A COMMON STOCKS 35138T10 134,687.50 5,000.00 (a) N/A (c)
FPL Group Inc COMMON STOCKS 30257110 98,325.00 1,800.00 (a) N/A (b)
FPL Group Inc COMMON STOCKS 30257110 109,250.00 2,000.00 (c) N/A (b)
Franklin Resources Inc COMMON STOCKS 35461310 109,687.50 2,700.00 (c) N/A (b)
Franklin Resources Inc COMMON STOCKS 35461310 142,187.50 3,500.00 (a) N/A (b)
Franklin Resources Inc COMMON STOCKS 35461310 174,687.50 4,300.00 (a) N/A (a)
Freddie Mac COMMON STOCKS 31340030 858,400.00 14,800.00 (c) N/A (a)
Freddie Mac COMMON STOCKS 31340030 1,031,240.00 17,780.00 (c) N/A (b)
Freddie Mac COMMON STOCKS 31340030 3,365,160.00 58,020.00 (a) N/A (c)
Freddie Mac COMMON STOCKS 31340030 14,646,450.00 252,525.00 (a) N/A (a)
Freddie Mac COMMON STOCKS 31340030 17,569,476.00 302,922.00 (a) N/A (b)
Freeport-McMoRan Copper & Gold Inc COMMON STOCKS 35671D85 8,968.75 500.00 (c) N/A (b)
Freeport-McMoRan Copper & Gold Inc COMMON STOCKS 35671D85 47,821.38 2,666.00 (a) N/A (a)
Freeport-McMoRan Copper & Gold Inc COMMON STOCKS 35671D85 3,160,587.50 176,200.00 (a) N/A (c)
Freeport-McMoRan Copper & Gold Inc Cl A COMMON STOCKS 35671D10 3,149.00 188.00 (a) N/A (a)
Fresenius Medical Care AG Sponsored ADR COMMON STOCKS 35802910 12,639.38 630.00 (a) N/A (b)
Frontier Corp COMMON STOCKS 35906P10 416,296.13 7,101.00 (a) N/A (b)
Frontier Corp COMMON STOCKS 35906P10 6,807,417.75 116,118.00 (a) N/A (a)
Fruit Of The Loom Ltd Cl A Holding Co COMMON STOCKS G3682L10 341.25 35.00 (c) N/A (b)
Fuller [H.B.] Co COMMON STOCKS 35969410 34,187.50 500.00 (a) N/A (b)
Furniture Brands International Inc COMMON STOCKS 36092110 1,167,962.50 41,900.00 (a) N/A (b)
Furniture Brands International Inc COMMON STOCKS 36092110 9,427,325.00 338,200.00 (a) N/A (a)
Galileo Technology Ltd COMMON STOCKS M4729810 267,343.75 5,900.00 (a) N/A (b)
Galileo Technology Ltd COMMON STOCKS M4729810 2,623,593.75 57,900.00 (a) N/A (a)
Galileo Technology Ltd COMMON STOCKS M4729810 9,932,500.00 219,200.00 (a) N/A (c)
Gallagher [Arthur J.] & Co COMMON STOCKS 36357610 227,700.00 4,600.00 (a) N/A (c)
Gallagher [Arthur J.] & Co COMMON STOCKS 36357610 4,380,750.00 88,500.00 (a) N/A (a)
Gannett Co Inc COMMON STOCKS 36473010 835,087.50 11,700.00 (c) N/A (a)
Gannett Co Inc COMMON STOCKS 36473010 1,919,987.50 26,900.00 (c) N/A (b)
Gannett Co Inc COMMON STOCKS 36473010 2,951,356.25 41,350.00 (a) N/A (b)
Gannett Co Inc COMMON STOCKS 36473010 4,625,100.00 64,800.00 (a) N/A (a)
Gap Inc COMMON STOCKS 36476010 22,668.75 450.00 (a) N/A (c)
Gap Inc COMMON STOCKS 36476010 750,587.50 14,900.00 (c) N/A (a)
Gap Inc COMMON STOCKS 36476010 1,432,614.63 28,439.00 (c) N/A (b)
Gap Inc COMMON STOCKS 36476010 9,951,329.38 197,545.00 (a) N/A (b)
Gap Inc COMMON STOCKS 36476010 13,820,381.25 274,350.00 (a) N/A (a)
Garden Fresh Restaurant Corp COMMON STOCKS 36523510 564,375.00 30,100.00 (a) N/A (b)
Garden Fresh Restaurant Corp COMMON STOCKS 36523510 708,750.00 37,800.00 (a) N/A (a)
Gaylord Container Corp COMMON STOCKS 36814510 5,484,645.81 690,979.00 (a) N/A (c)
GC Companies Inc COMMON STOCKS 36155Q10 199,127.50 5,570.00 (c) N/A (a)
GC Companies Inc COMMON STOCKS 36155Q10 255,398.00 7,144.00 (c) N/A (b)
GC Companies Inc COMMON STOCKS 36155Q10 567,817.25 15,883.00 (a) N/A (a)
GC Companies Inc COMMON STOCKS 36155Q10 1,210,101.75 33,849.00 (a) N/A (b)
GelTex Pharmaceuticals Inc COMMON STOCKS 36853810 163,800.00 9,100.00 (a) N/A (b)
GelTex Pharmaceuticals Inc COMMON STOCKS 36853810 2,453,400.00 136,300.00 (a) N/A (c)
GelTex Pharmaceuticals Inc COMMON STOCKS 36853810 3,428,658.00 190,481.00 (a) N/A (a)
Genelabs Technologies Inc COMMON STOCKS 36870610 1,012.50 600.00 (c) N/A (b)
General American Investors Inc COMMON STOCKS 36880210 114,428.50 3,494.00 (c) N/A (b)
General American Investors Inc COMMON STOCKS 36880210 1,970,403.75 60,165.00 (a) N/A (b)
General American Investors Inc COMMON STOCKS 36880210 11,582,397.75 353,661.00 (a) N/A (a)
General Electric Co COMMON STOCKS 36960410 4,169,700.00 36,900.00 (c) N/A (a)
General Electric Co COMMON STOCKS 36960410 10,431,030.00 92,310.00 (c) N/A (b)
General Electric Co COMMON STOCKS 36960410 28,137,000.00 249,000.00 (a) N/A (c)
General Electric Co COMMON STOCKS 36960410 32,408,739.00 286,803.00 (a) N/A (b)
General Electric Co COMMON STOCKS 36960410 53,435,666.00 472,882.00 (a) N/A (a)
General Growth Properties Inc COMMON STOCKS 37002110 71,000.00 2,000.00 (c) N/A (b)
General Growth Properties Inc COMMON STOCKS 37002110 127,800.00 3,600.00 (a) N/A (a)
General Growth Properties Inc COMMON STOCKS 37002110 301,750.00 8,500.00 (c) N/A (a)
General Growth Properties Inc COMMON STOCKS 37002110 355,000.00 10,000.00 (a) N/A (b)
General Instrument Corp-Del COMMON STOCKS 37012010 1,292,000.00 30,400.00 (a) N/A (b)
General Instrument Corp-Del COMMON STOCKS 37012010 4,313,750.00 101,500.00 (a) N/A (a)
General Instrument Corp-Del COMMON STOCKS 37012010 27,076,750.00 637,100.00 (a) N/A (c)
General Mills Inc COMMON STOCKS 37033410 20,093.75 250.00 (a) N/A (c)
General Mills Inc COMMON STOCKS 37033410 56,262.50 700.00 (a) N/A (a)
General Mills Inc COMMON STOCKS 37033410 64,300.00 800.00 (a) N/A (b)
General Motors Corp COMMON STOCKS 37044210 71,742.00 1,087.00 (c) N/A (b)
General Motors Corp COMMON STOCKS 37044210 227,634.00 3,449.00 (a) N/A (a)
General Motors Corp COMMON STOCKS 37044210 330,330.00 5,005.00 (a) N/A (b)
General Motors Corp Cl H COMMON STOCKS 37044283 6,982.75 124.00 (a) N/A (a)
Genesco Inc COMMON STOCKS 37153210 1,456.25 100.00 (c) N/A (b)
Genesis Energy LP COMMON STOCKS 37192710 476,000.00 32,000.00 (a) N/A (a)
Genesis Health Ventures Inc COMMON STOCKS 37191210 240,900.00 80,300.00 (c) N/A (b)
Genesys Telecommunications COMMON STOCKS 37193110 1,390,700.00 55,628.00 (a) N/A (a)
Genesys Telecommunications COMMON STOCKS 37193110 1,564,400.00 62,576.00 (a) N/A (b)
Genome Therapeutics Corp COMMON STOCKS 37243010 300.00 100.00 (c) N/A (b)
Gentex Corp COMMON STOCKS 37190110 784,000.00 28,000.00 (a) N/A (b)
Gentex Corp COMMON STOCKS 37190110 5,672,800.00 202,600.00 (a) N/A (c)
Gentex Corp COMMON STOCKS 37190110 6,997,200.00 249,900.00 (a) N/A (a)
Genzyme Corp-General Division COMMON STOCKS 37291710 97,000.00 2,000.00 (c) N/A (b)
Genzyme Corp-General Division COMMON STOCKS 37291710 111,065.00 2,290.00 (a) N/A (b)
Genzyme Corp-General Division COMMON STOCKS 37291710 504,400.00 10,400.00 (a) N/A (c)
Genzyme Corp-Tissue Repair Division COMMON STOCKS 37291740 60.94 30.00 (a) N/A (b)
Genzyme Molecular Oncology Division COMMON STOCKS 37291750 382.25 139.00 (a) N/A (b)
Genzyme Molecular Oncology Division COMMON STOCKS 37291750 591.25 215.00 (c) N/A (b)
Georgia-Pacific Corp COMMON STOCKS 37329810 161,075.00 3,400.00 (c) N/A (b)
Georgia-Pacific Corp [Timber Group] COMMON STOCKS 37329870 2,525.00 100.00 (c) N/A (b)
Germany Fund Inc EQUITY FUNDS 37414310 367.25 26.00 (c) N/A (b)
Getty Images Inc COMMON STOCKS 37427610 245,375.00 13,000.00 (a) N/A (b)
Getty Images Inc COMMON STOCKS 37427610 5,073,600.00 268,800.00 (a) N/A (a)
Getty Images Inc COMMON STOCKS 37427610 12,159,275.00 644,200.00 (a) N/A (c)
Getty Realty Corp New Part Conv Red CONVERTIBLES 37429720 23,000.50 1,172.00 (a) N/A (b)
Gibson Greetings Inc COMMON STOCKS 37482710 3,171.88 500.00 (a) N/A (b)
Gibson Greetings Inc COMMON STOCKS 37482710 53,604.69 8,450.00 (c) N/A (b)
Gilat Satellite Networks Ltd Ord COMMON STOCKS M5147410 136,500.00 2,600.00 (c) N/A (b)
Gilat Satellite Networks Ltd Ord COMMON STOCKS M5147410 1,832,250.00 34,900.00 (a) N/A (b)
Gilat Satellite Networks Ltd Ord COMMON STOCKS M5147410 16,973,250.00 323,300.00 (a) N/A (a)
Gilat Satellite Networks Ltd Ord COMMON STOCKS M5147410 19,729,500.00 375,800.00 (a) N/A (c)
Gilead Sciences Inc COMMON STOCKS 37555810 418,000.00 8,000.00 (a) N/A (c)
Gillette Co COMMON STOCKS 37576610 482,406.00 11,766.00 (c) N/A (a)
Gillette Co COMMON STOCKS 37576610 695,360.00 16,960.00 (c) N/A (b)
Gillette Co COMMON STOCKS 37576610 6,305,595.00 153,795.00 (a) N/A (b)
Gillette Co COMMON STOCKS 37576610 7,639,530.00 186,330.00 (a) N/A (a)
Glaxo Wellcome PLC Spons ADR COMMON STOCKS 37733W10 8,493.75 150.00 (c) N/A (b)
Glaxo Wellcome PLC Spons ADR COMMON STOCKS 37733W10 93,997.50 1,660.00 (a) N/A (a)
Glaxo Wellcome PLC Spons ADR COMMON STOCKS 37733W10 116,647.50 2,060.00 (a) N/A (b)
Glenayre Technologies Inc COMMON STOCKS 37789910 9,879.22 2,749.00 (a) N/A (a)
Global Crossing Ltd COMMON STOCKS G3921A10 7,843.00 184.00 (c) N/A (b)
Global Crossing Ltd COMMON STOCKS G3921A10 16,069.63 377.00 (a) N/A (b)
Global Industries Ltd COMMON STOCKS 37933610 2,634,250.00 205,600.00 (a) N/A (c)
Global Marine Inc COMMON STOCKS 37935240 40,300.00 2,600.00 (a) N/A (b)
Global Telesystems Group Inc COMMON STOCKS 37936U10 106,353.00 1,313.00 (c) N/A (b)
Global Telesystems Group Inc COMMON STOCKS 37936U10 113,724.00 1,404.00 (a) N/A (b)
Globalstar Telecommunications Ltd Ord COMMON STOCKS G3930H10 972,066.38 41,922.00 (c) N/A (b)
Globalstar Telecommunications Ltd Ord COMMON STOCKS G3930H10 1,168,047.13 50,374.00 (a) N/A (c)
Globalstar Telecommunications Ltd Ord COMMON STOCKS G3930H10 1,923,635.00 82,960.00 (a) N/A (a)
Globalstar Telecommunications Ltd Ord COMMON STOCKS G3930H10 2,597,742.00 112,032.00 (a) N/A (b)
Globalstar Telecommunications Ltd Ord COMMON STOCKS G3930H10 4,785,065.25 206,364.00 (c) N/A (a)
Go2Net Inc COMMON STOCKS 38348610 2,186,625.00 23,800.00 (a) N/A (a)
Go2Net Inc COMMON STOCKS 38348610 7,294,875.00 79,400.00 (a) N/A (c)
Gold Fields Ltd Sponsored ADR COMMON STOCKS 38059T10 12,890.63 3,750.00 (a) N/A (a)
Golden Star Resources Ltd COMMON STOCKS 38119T10 1,489.71 2,200.00 (a) N/A (b)
Golden West Financial Corp COMMON STOCKS 38131710 80,360.00 820.00 (a) N/A (b)
Golden West Financial Corp COMMON STOCKS 38131710 950,012.00 9,694.00 (a) N/A (a)
Golden West Financial Corp COMMON STOCKS 38131710 8,859,200.00 90,400.00 (a) N/A (c)
Goldman Sachs Group Inc COMMON STOCKS 38141G10 420,495.00 5,820.00 (c) N/A (b)
Goldman Sachs Group Inc COMMON STOCKS 38141G10 570,775.00 7,900.00 (c) N/A (a)
Goldman Sachs Group Inc COMMON STOCKS 38141G10 4,172,437.50 57,750.00 (a) N/A (a)
Goldman Sachs Group Inc COMMON STOCKS 38141G10 5,247,517.50 72,630.00 (a) N/A (b)
Golf Entertainment Inc COMMON STOCKS 38163Q10 25.00 25.00 (c) N/A (b)
Goodrich [B.F.] Co COMMON STOCKS 38238810 21,250.00 500.00 (c) N/A (b)
Goodyear Tire & Rubber Co COMMON STOCKS 38255010 29,406.25 500.00 (a) N/A (b)
GPU Inc COMMON STOCKS 36225X10 42,187.50 1,000.00 (a) N/A (b)
Graco Inc COMMON STOCKS 38410910 2,642,134.38 89,945.00 (a) N/A (c)
Gradco Systems Inc COMMON STOCKS 38411110 1,837.50 700.00 (a) N/A (a)
Graham Field Health Products Inc COMMON STOCKS 38463210 450.00 300.00 (c) N/A (b)
Grainger [W.W.] Inc COMMON STOCKS 38480210 86,100.00 1,600.00 (a) N/A (a)
Grand Union Co COMMON STOCKS 38653240 6,541.56 605.00 (a) N/A (b)
Granite Broadcasting Corp COMMON STOCKS 38724110 3,906.25 500.00 (c) N/A (b)
Granite Broadcasting Corp COMMON STOCKS 38724110 151,562.50 19,400.00 (a) N/A (b)
Granite Broadcasting Corp COMMON STOCKS 38724110 2,973,437.50 380,600.00 (a) N/A (a)
Granite Broadcasting Corp COMMON STOCKS 38724110 4,794,531.25 613,700.00 (a) N/A (c)
GRC International Inc COMMON STOCKS 36192210 1,700.00 200.00 (c) N/A (a)
GRC International Inc COMMON STOCKS 36192210 19,550.00 2,300.00 (c) N/A (b)
Great Lakes Chemical Corp COMMON STOCKS 39056810 23,031.25 500.00 (a) N/A (b)
Greenpoint Financial Corp COMMON STOCKS 39538410 13,125.00 400.00 (c) N/A (b)
Greka Energy Corp COMMON STOCKS 39763710 664.00 83.00 (c) N/A (b)
Grey Advertising Inc COMMON STOCKS 39783810 42,957.00 129.00 (a) N/A (a)
Grey Advertising Inc COMMON STOCKS 39783810 266,400.00 800.00 (c) N/A (a)
Grey Wolf Inc COMMON STOCKS 39788810 250.00 100.00 (a) N/A (b)
Griffin Land & Nurseries Inc COMMON STOCKS 39823110 87,500.00 7,000.00 (a) N/A (b)
Griffon Corp COMMON STOCKS 39843310 226.56 29.00 (c) N/A (b)
Group Maintenance American Corp COMMON STOCKS 39943E10 194.06 15.00 (a) N/A (b)
Groupe Danone Spon ADR COMMON STOCKS 39944910 130,781.25 2,500.00 (a) N/A (a)
Grubb & Ellis Co COMMON STOCKS 40009520 35,437.50 7,000.00 (c) N/A (b)
Grupo Tribasa SA CV Sponsored ADR COMMON STOCKS 40049F10 39.38 30.00 (c) N/A (b)
GST Telecommunications Inc COMMON STOCKS 36194210 2,637.50 200.00 (c) N/A (b)
GST Telecommunications Inc COMMON STOCKS 36194210 145,062.50 11,000.00 (a) N/A (c)
GST Telecommunications Inc COMMON STOCKS 36194210 4,864,868.75 368,900.00 (a) N/A (a)
GTE Corp COMMON STOCKS 36232010 67,950.00 900.00 (c) N/A (a)
GTE Corp COMMON STOCKS 36232010 211,853.00 2,806.00 (c) N/A (b)
GTE Corp COMMON STOCKS 36232010 383,691.00 5,082.00 (a) N/A (a)
GTE Corp COMMON STOCKS 36232010 2,072,928.00 27,456.00 (a) N/A (b)
Gucci Group NV - NY Reg Shares COMMON STOCKS 40156610 105,000.00 1,500.00 (c) N/A (b)
Guidant Corp COMMON STOCKS 40169810 276,075.00 5,400.00 (a) N/A (b)
Guidant Corp COMMON STOCKS 40169810 1,201,437.50 23,500.00 (a) N/A (c)
Guidant Corp COMMON STOCKS 40169810 5,189,903.25 101,514.00 (a) N/A (a)
Gulfstream Aerospace Corp COMMON STOCKS 40273410 33,781.25 500.00 (c) N/A (b)
Gulfstream Aerospace Corp COMMON STOCKS 40273410 351,325.00 5,200.00 (c) N/A (a)
Gulfstream Aerospace Corp COMMON STOCKS 40273410 1,996,471.88 29,550.00 (a) N/A (b)
Gulfstream Aerospace Corp COMMON STOCKS 40273410 3,286,915.63 48,650.00 (a) N/A (a)
Gulfstream Aerospace Corp COMMON STOCKS 40273410 6,979,206.25 103,300.00 (a) N/A (c)
Haagen Alexander Properties Inc Sub Deb CONVERTIBLES 40443EAA 47,500.00 50,000.00 (a) N/A (b)
Halliburton Co COMMON STOCKS 40621610 253,400.00 5,600.00 (c) N/A (a)
Halliburton Co COMMON STOCKS 40621610 4,045,350.00 89,400.00 (a) N/A (b)
Halliburton Co COMMON STOCKS 40621610 11,923,375.00 263,500.00 (a) N/A (a)
Halliburton Co COMMON STOCKS 40621610 23,670,275.00 523,100.00 (a) N/A (c)
Hallmark Capital Corp COMMON STOCKS 40624110 6,975.00 600.00 (c) N/A (b)
Hallmark Capital Corp COMMON STOCKS 40624110 34,875.00 3,000.00 (c) N/A (a)
Hanger Orthopedic Group Inc COMMON STOCKS 41043F20 8,512.50 600.00 (c) N/A (b)
Hanger Orthopedic Group Inc COMMON STOCKS 41043F20 232,675.00 16,400.00 (a) N/A (b)
Hanger Orthopedic Group Inc COMMON STOCKS 41043F20 2,908,437.50 205,000.00 (a) N/A (c)
Hanger Orthopedic Group Inc COMMON STOCKS 41043F20 3,542,618.75 249,700.00 (a) N/A (a)
Hanover Direct Inc COMMON STOCKS 41078310 34,820,749.38 12,111,565.00 (a) N/A (a)
Harcourt General Inc COMMON STOCKS 41163G10 1,515,937.50 29,400.00 (a) N/A (c)
Harcourt General Inc COMMON STOCKS 41163G10 1,872,801.56 36,321.00 (c) N/A (b)
Harcourt General Inc COMMON STOCKS 41163G10 6,271,031.25 121,620.00 (c) N/A (a)
Harcourt General Inc COMMON STOCKS 41163G10 12,725,521.88 246,798.00 (a) N/A (a)
Harcourt General Inc COMMON STOCKS 41163G10 13,991,742.19 271,355.00 (a) N/A (b)
Harley-Davidson Inc COMMON STOCKS 41282210 16,312.50 300.00 (a) N/A (c)
Harley-Davidson Inc COMMON STOCKS 41282210 76,125.00 1,400.00 (a) N/A (b)
Harley-Davidson Inc COMMON STOCKS 41282210 108,750.00 2,000.00 (a) N/A (a)
Harman International Industries Inc COMMON STOCKS 41308610 5,629,800.00 127,950.00 (a) N/A (c)
Harmonic Lightwaves Inc COMMON STOCKS 41316010 17,231.25 300.00 (a) N/A (b)
Harmonic Lightwaves Inc COMMON STOCKS 41316010 367,600.00 6,400.00 (a) N/A (a)
Harmonic Lightwaves Inc COMMON STOCKS 41316010 1,051,106.25 18,300.00 (a) N/A (c)
Harmony Gold Mining Co Ltd COMMON STOCKS 41321630 2,203.91 455.00 (a) N/A (a)
Harris Corp-Del COMMON STOCKS 41387510 7,837.50 200.00 (a) N/A (b)
Harsco Corp COMMON STOCKS 41586410 83,200.00 2,600.00 (c) N/A (b)
Harsco Corp COMMON STOCKS 41586410 540,800.00 16,900.00 (a) N/A (a)
Harsco Corp COMMON STOCKS 41586410 9,924,800.00 310,150.00 (a) N/A (c)
Harte-Hanks Inc COMMON STOCKS 41619610 225,680.00 8,320.00 (c) N/A (b)
Harte-Hanks Inc COMMON STOCKS 41619610 612,482.50 22,580.00 (a) N/A (c)
Harte-Hanks Inc COMMON STOCKS 41619610 718,812.50 26,500.00 (c) N/A (a)
Harte-Hanks Inc COMMON STOCKS 41619610 3,642,887.50 134,300.00 (a) N/A (b)
Harte-Hanks Inc COMMON STOCKS 41619610 5,253,732.75 193,686.00 (a) N/A (a)
Hartford Financial Services Group Inc COMMON STOCKS 41651510 5,831.25 100.00 (c) N/A (b)
Hartford Financial Services Group Inc COMMON STOCKS 41651510 139,950.00 2,400.00 (a) N/A (b)
Hartford Financial Services Group Inc COMMON STOCKS 41651510 146,481.00 2,512.00 (a) N/A (a)
Hartford Life Cl A COMMON STOCKS 41659210 352,587.50 6,700.00 (a) N/A (a)
Hartford Life Cl A COMMON STOCKS 41659210 699,912.50 13,300.00 (a) N/A (b)
Hawaiian Electric Inds Inc COMMON STOCKS 41987010 9,301.00 262.00 (a) N/A (a)
Hayes Lemmerz International Inc COMMON STOCKS 42078110 7,343.75 250.00 (c) N/A (b)
HCC Insurance Holdings Inc COMMON STOCKS 40413210 4,530,194.63 199,678.00 (a) N/A (c)
HCR Manor Care Inc COMMON STOCKS 40413410 221,073.75 9,140.00 (a) N/A (b)
Health Care Property Investors Inc COMMON STOCKS 42191510 86,625.00 3,000.00 (a) N/A (b)
Health Management Associates Inc Cl A COMMON STOCKS 42193310 59,062.50 5,250.00 (a) N/A (b)
Health Management Associates Inc Cl A COMMON STOCKS 42193310 632,250.00 56,200.00 (a) N/A (c)
Healthcare Realty Trust COMMON STOCKS 42194610 40,137.50 1,900.00 (c) N/A (b)
Healthcare Realty Trust COMMON STOCKS 42194610 54,925.00 2,600.00 (a) N/A (b)
Healthcare Realty Trust COMMON STOCKS 42194610 209,137.50 9,900.00 (a) N/A (c)
Healthcare Recoveries Inc COMMON STOCKS 42220K10 346,750.00 73,000.00 (c) N/A (a)
Healthcare Recoveries Inc COMMON STOCKS 42220K10 1,389,850.00 292,600.00 (c) N/A (b)
Healtheon Corp COMMON STOCKS 42220910 7,700.00 100.00 (c) N/A (a)
Healtheon Corp COMMON STOCKS 42220910 477,400.00 6,200.00 (a) N/A (c)
HEALTHSOUTH Corp COMMON STOCKS 42192410 37,187.50 2,500.00 (a) N/A (b)
Healthy Planet Products Inc COMMON STOCKS 42221N10 24.75 44.00 (a) N/A (b)
Hearst-Argyle Television Inc COMMON STOCKS 42231710 4,800.00 200.00 (c) N/A (b)
Hearst-Argyle Television Inc COMMON STOCKS 42231710 39,312.00 1,638.00 (a) N/A (a)
Hearst-Argyle Television Inc COMMON STOCKS 42231710 229,368.00 9,557.00 (a) N/A (b)
Heilig Meyers Co COMMON STOCKS 42289310 34,062.50 5,000.00 (a) N/A (b)
Heilig Meyers Co COMMON STOCKS 42289310 3,993,623.75 586,220.00 (a) N/A (c)
Heinz [H.J.] Co COMMON STOCKS 42307410 15,789.38 315.00 (c) N/A (b)
Heinz [H.J.] Co COMMON STOCKS 42307410 45,112.50 900.00 (a) N/A (b)
Heinz [H.J.] Co COMMON STOCKS 42307410 228,269.25 4,554.00 (a) N/A (a)
Heinz [H.J.] Co COMMON STOCKS 42307410 4,601,475.00 91,800.00 (a) N/A (c)
Helmerich & Payne Inc COMMON STOCKS 42345210 47,250.00 2,000.00 (a) N/A (a)
Henry [Jack] & Associates Inc COMMON STOCKS 42628110 49,376.50 1,258.00 (a) N/A (a)
Hershey Foods Corp COMMON STOCKS 42786610 124,093.75 2,090.00 (c) N/A (b)
Hershey Foods Corp COMMON STOCKS 42786610 168,150.00 2,832.00 (a) N/A (b)
Hershey Foods Corp COMMON STOCKS 42786610 560,025.00 9,432.00 (a) N/A (a)
Hertz Corp Cl A COMMON STOCKS 42804010 24,800.00 400.00 (a) N/A (b)
Hewlett-Packard Co COMMON STOCKS 42823610 829,125.00 8,250.00 (c) N/A (b)
Hewlett-Packard Co COMMON STOCKS 42823610 1,296,450.00 12,900.00 (c) N/A (a)
Hewlett-Packard Co COMMON STOCKS 42823610 5,698,350.00 56,700.00 (a) N/A (a)
Hewlett-Packard Co COMMON STOCKS 42823610 12,438,885.00 123,770.00 (a) N/A (c)
Hewlett-Packard Co COMMON STOCKS 42823610 12,875,859.00 128,118.00 (a) N/A (b)
High Plains Corp COMMON STOCKS 42970110 762.50 400.00 (c) N/A (b)
High Speed Access Corp COMMON STOCKS 42979U10 76,875.00 3,000.00 (a) N/A (a)
Highlands Insurance Group Inc COMMON STOCKS 43103210 630.00 60.00 (a) N/A (a)
Hilton Hotels Corp COMMON STOCKS 43284810 14,187.50 1,000.00 (a) N/A (a)
Hispanic Broadcasting Corp COMMON STOCKS 43357B10 1,160,887.50 15,300.00 (a) N/A (b)
Hispanic Broadcasting Corp COMMON STOCKS 43357B10 25,055,518.38 330,221.00 (a) N/A (a)
Hispanic Broadcasting Corp COMMON STOCKS 43357B10 50,693,073.88 668,113.00 (a) N/A (c)
Hitachi Ltd Sponsored ADR COMMON STOCKS 43357850 14,165.63 150.00 (a) N/A (b)
Home Depot Inc COMMON STOCKS 43707610 3,452,239.06 53,575.00 (c) N/A (a)
Home Depot Inc COMMON STOCKS 43707610 4,201,840.50 65,208.00 (c) N/A (b)
Home Depot Inc COMMON STOCKS 43707610 13,607,266.88 211,170.00 (a) N/A (c)
Home Depot Inc COMMON STOCKS 43707610 32,275,261.69 500,877.00 (a) N/A (b)
Home Depot Inc COMMON STOCKS 43707610 36,425,101.13 565,278.00 (a) N/A (a)
Home Products International Inc COMMON STOCKS 43730510 1,790,023.50 210,591.00 (a) N/A (c)
Honeywell Inc COMMON STOCKS 43850610 69,525.00 600.00 (a) N/A (b)
Honeywell Inc COMMON STOCKS 43850610 326,419.88 2,817.00 (a) N/A (a)
Hooper Holmes Inc COMMON STOCKS 43910410 2,752,662.50 135,100.00 (a) N/A (c)
Hormel [Geo A] & Co COMMON STOCKS 44045210 805.00 20.00 (c) N/A (b)
Host Marriott Corp REIT COMMON STOCKS 44107P10 39,781.25 3,350.00 (c) N/A (b)
Host Marriott Corp REIT COMMON STOCKS 44107P10 178,125.00 15,000.00 (c) N/A (a)
Host Marriott Corp REIT COMMON STOCKS 44107P10 214,937.50 18,100.00 (a) N/A (c)
Host Marriott Corp REIT COMMON STOCKS 44107P10 660,843.75 55,650.00 (a) N/A (a)
Host Marriott Corp REIT COMMON STOCKS 44107P10 679,250.00 57,200.00 (a) N/A (b)
Houghton Mifflin Co COMMON STOCKS 44156010 23,531.25 500.00 (c) N/A (b)
Houghton Mifflin Co COMMON STOCKS 44156010 141,187.50 3,000.00 (a) N/A (a)
Houghton Mifflin Co COMMON STOCKS 44156010 828,300.00 17,600.00 (a) N/A (b)
Household International Inc COMMON STOCKS 44181510 279,512.50 5,900.00 (c) N/A (a)
Household International Inc COMMON STOCKS 44181510 551,918.75 11,650.00 (c) N/A (b)
Household International Inc COMMON STOCKS 44181510 6,452,475.00 136,200.00 (a) N/A (b)
Household International Inc COMMON STOCKS 44181510 6,459,154.88 136,341.00 (a) N/A (a)
Household International Inc COMMON STOCKS 44181510 14,560,706.25 307,350.00 (a) N/A (c)
Houston Exploration Co COMMON STOCKS 44212010 1,118,713.88 59,074.00 (a) N/A (a)
HRPT Properties Trust COMMON STOCKS 40426W10 9,999.06 653.00 (a) N/A (b)
HRPT Properties Trust COMMON STOCKS 40426W10 12,250.00 800.00 (a) N/A (a)
HRPT Properties Trust COMMON STOCKS 40426W10 52,062.50 3,400.00 (c) N/A (b)
HSB Group Inc COMMON STOCKS 40428N10 90,612.50 2,200.00 (a) N/A (b)
HSB Group Inc COMMON STOCKS 40428N10 407,756.25 9,900.00 (a) N/A (a)
Hubbell Inc Cl A COMMON STOCKS 44351010 159,500.00 4,000.00 (a) N/A (b)
Hubbell Inc Cl B COMMON STOCKS 44351020 115,434.00 2,544.00 (c) N/A (b)
Hubbell Inc Cl B COMMON STOCKS 44351020 136,125.00 3,000.00 (c) N/A (a)
Hubbell Inc Cl B COMMON STOCKS 44351020 730,083.75 16,090.00 (a) N/A (b)
Hubbell Inc Cl B COMMON STOCKS 44351020 752,226.75 16,578.00 (a) N/A (a)
Humana Inc COMMON STOCKS 44485910 34,167.94 2,641.00 (a) N/A (a)
Humana Inc COMMON STOCKS 44485910 133,256.25 10,300.00 (c) N/A (b)
Huntingdon International Holdings plc COMMON STOCKS 44589120 3,575.00 2,200.00 (c) N/A (b)
Hurricane Hydrocarbons Ltd Cl A COMMON STOCKS 44779E10 345.31 850.00 (c) N/A (b)
HUSSMANN INTERNATIONAL INC COMMON STOCKS 44811010 24,843.75 1,500.00 (a) N/A (b)
Hypercom Corp COMMON STOCKS 44913M10 5,737.50 600.00 (c) N/A (b)
Hypercom Corp COMMON STOCKS 44913M10 180,731.25 18,900.00 (a) N/A (c)
Hypercom Corp COMMON STOCKS 44913M10 575,662.50 60,200.00 (a) N/A (a)
Hyperion Solutions Corp COMMON STOCKS 44914M10 372,459.38 20,910.00 (c) N/A (b)
Hyperion Solutions Corp COMMON STOCKS 44914M10 937,026.56 52,605.00 (a) N/A (b)
Hyperion Solutions Corp COMMON STOCKS 44914M10 6,898,781.25 387,300.00 (a) N/A (a)
i2 Technologies Inc COMMON STOCKS 46575410 197,800.00 4,600.00 (a) N/A (b)
i2 Technologies Inc COMMON STOCKS 46575410 7,052,000.00 164,000.00 (a) N/A (c)
IA Corp I COMMON STOCKS 44919410 6,000.00 3,000.00 (c) N/A (b)
Ibis Technology Corp COMMON STOCKS 45090910 391,648.50 11,691.00 (a) N/A (a)
ICG Communications Inc-Del COMMON STOCKS 44924610 12,825.00 600.00 (c) N/A (b)
ICN Pharmaceuticals Inc COMMON STOCKS 44892410 13,229.06 411.00 (c) N/A (b)
ICO Inc COMMON STOCKS 44929310 125.00 100.00 (a) N/A (b)
Idacorp Inc COMMON STOCKS 45110710 157,500.00 5,000.00 (a) N/A (b)
Idacorp Inc COMMON STOCKS 45110710 3,712,023.00 117,842.00 (a) N/A (c)
IDEC Pharmaceuticals Corp COMMON STOCKS 44937010 770,625.00 10,000.00 (a) N/A (c)
IDT Corp COMMON STOCKS 44894710 2,225.00 100.00 (c) N/A (b)
IDX Systems Corp COMMON STOCKS 44949110 112,812.50 5,000.00 (a) N/A (a)
IHOP Corp COMMON STOCKS 44962310 4,812.50 200.00 (c) N/A (b)
Illinois Tool Works Inc COMMON STOCKS 45230810 114,450.00 1,400.00 (a) N/A (a)
Illinois Tool Works Inc COMMON STOCKS 45230810 469,572.00 5,744.00 (a) N/A (b)
Illinova Corp COMMON STOCKS 45231710 24,525.00 900.00 (a) N/A (b)
Illinova Corp COMMON STOCKS 45231710 59,950.00 2,200.00 (a) N/A (a)
Illinova Corp COMMON STOCKS 45231710 3,894,025.00 142,900.00 (a) N/A (c)
iMALL Inc COMMON STOCKS 45244X30 7,650.00 400.00 (c) N/A (b)
Imation Corp COMMON STOCKS 45245A10 1,240.63 50.00 (a) N/A (b)
Imax Corp COMMON STOCKS 45245E10 1,095,750.00 48,700.00 (a) N/A (b)
Imax Corp COMMON STOCKS 45245E10 9,216,000.00 409,600.00 (a) N/A (a)
IMC Global Inc COMMON STOCKS 44966910 16,124.00 928.00 (a) N/A (a)
Imco Recycling Inc COMMON STOCKS 44968110 51,375.00 3,000.00 (c) N/A (b)
ImmuLogic Pharmaceutical Corp COMMON STOCKS 45252R10 5,625.00 3,000.00 (c) N/A (b)
Immunex Corp COMMON STOCKS 45252810 29,310.63 230.00 (c) N/A (b)
Immunex Corp COMMON STOCKS 45252810 254,875.00 2,000.00 (a) N/A (b)
Immunex Corp COMMON STOCKS 45252810 280,362.50 2,200.00 (a) N/A (a)
Immunex Corp COMMON STOCKS 45252810 3,207,601.88 25,170.00 (a) N/A (c)
IMP Inc COMMON STOCKS 44969320 39.00 13.00 (c) N/A (b)
Imperial Bancorp COMMON STOCKS 45255610 2,480,525.00 125,200.00 (a) N/A (c)
Imperial Tobacco Group plc Spon ADR COMMON STOCKS 45314210 2,209.38 101.00 (a) N/A (b)
IMS Health Inc COMMON STOCKS 44993410 25,000.00 800.00 (c) N/A (b)
IMS Health Inc COMMON STOCKS 44993410 565,625.00 18,100.00 (a) N/A (a)
IMS Health Inc COMMON STOCKS 44993410 775,000.00 24,800.00 (a) N/A (b)
Independence Community Bank Corp COMMON STOCKS 45341410 4,468.50 331.00 (c) N/A (a)
India Fund Inc EQUITY FUNDS 45408910 3,975.00 400.00 (c) N/A (b)
India Fund Inc EQUITY FUNDS 45408910 9,937.50 1,000.00 (c) N/A (a)
Industri-Matematik International Corp COMMON STOCKS 45579210 42,960.94 17,625.00 (a) N/A (b)
Industri-Matematik International Corp COMMON STOCKS 45579210 43,875.00 18,000.00 (c) N/A (c)
Industri-Matematik International Corp COMMON STOCKS 45579210 112,634.44 46,209.00 (c) N/A (b)
Industri-Matematik International Corp COMMON STOCKS 45579210 146,250.00 60,000.00 (c) N/A (a)
Industri-Matematik International Corp COMMON STOCKS 45579210 192,038.44 78,785.00 (a) N/A (a)
IndyMac Mortgage Holdings Inc COMMON STOCKS 45660710 6,696,000.00 418,500.00 (a) N/A (a)
IndyMac Mortgage Holdings Inc COMMON STOCKS 45660710 21,156,800.00 1,322,300.00 (a) N/A (c)
Inet Technologies Inc COMMON STOCKS 45662V10 45,600.00 1,900.00 (a) N/A (c)
Inet Technologies Inc COMMON STOCKS 45662V10 139,200.00 5,800.00 (a) N/A (b)
Inet Technologies Inc COMMON STOCKS 45662V10 1,819,200.00 75,800.00 (a) N/A (a)
Infinity Broadcasting Corp Cl A COMMON STOCKS 45662S10 35,475.00 1,200.00 (c) N/A (b)
Infinity Broadcasting Corp Cl A COMMON STOCKS 45662S10 2,027,987.50 68,600.00 (c) N/A (a)
Infinity Broadcasting Corp Cl A COMMON STOCKS 45662S10 4,305,482.50 145,640.00 (a) N/A (c)
Infinity Broadcasting Corp Cl A COMMON STOCKS 45662S10 7,219,162.50 244,200.00 (a) N/A (b)
Infinity Broadcasting Corp Cl A COMMON STOCKS 45662S10 7,293,068.75 246,700.00 (a) N/A (a)
Informix Corp COMMON STOCKS 45677910 2,559.38 300.00 (a) N/A (b)
Informix Corp COMMON STOCKS 45677910 50,334.38 5,900.00 (c) N/A (b)
Infoseek Corp COMMON STOCKS 45678M10 23,968.75 500.00 (c) N/A (b)
Infoseek Corp COMMON STOCKS 45678M10 1,251,168.75 26,100.00 (a) N/A (b)
Infoseek Corp COMMON STOCKS 45678M10 7,363,200.00 153,600.00 (a) N/A (c)
Infoseek Corp COMMON STOCKS 45678M10 27,508,934.38 573,850.00 (a) N/A (a)
InfoSpace.com Inc COMMON STOCKS 45678T10 6,608,200.00 140,600.00 (a) N/A (a)
InfoSpace.com Inc COMMON STOCKS 45678T10 13,084,800.00 278,400.00 (a) N/A (c)
ING Groep NV Spon ADR COMMON STOCKS 45683710 32,450.00 590.00 (a) N/A (a)
ING Groep NV Spon ADR COMMON STOCKS 45683710 415,525.00 7,555.00 (a) N/A (b)
Ingersoll-Rand Co COMMON STOCKS 45686610 1,938.75 30.00 (c) N/A (b)
Ingersoll-Rand Co COMMON STOCKS 45686610 1,040,462.50 16,100.00 (a) N/A (a)
Ingersoll-Rand Co COMMON STOCKS 45686610 15,183,643.75 234,950.00 (a) N/A (c)
Inhale Therapeutic Systems COMMON STOCKS 45719110 2,143.13 90.00 (c) N/A (b)
Inktomi Corp COMMON STOCKS 45727710 1,342,089.00 10,206.00 (a) N/A (b)
Inktomi Corp COMMON STOCKS 45727710 11,609,477.50 88,285.00 (a) N/A (a)
Inprise Corp COMMON STOCKS 45766C10 4,875.00 1,000.00 (c) N/A (a)
Input/Output Inc COMMON STOCKS 45765210 7,562.50 1,000.00 (c) N/A (a)
INSpire Insurance Solutions Inc COMMON STOCKS 45773210 256,650.00 17,700.00 (a) N/A (b)
INSpire Insurance Solutions Inc COMMON STOCKS 45773210 5,314,250.00 366,500.00 (a) N/A (a)
INSpire Insurance Solutions Inc COMMON STOCKS 45773210 11,291,150.00 778,700.00 (a) N/A (c)
Instrumentarium Corp ADR COMMON STOCKS 45780520 70,200.00 3,600.00 (a) N/A (a)
Integrated Device Technology Inc COMMON STOCKS 45811810 5,437.50 500.00 (c) N/A (b)
Integrated Electrical Services Inc COMMON STOCKS 45811E10 80.63 5.00 (a) N/A (b)
Intel Corp COMMON STOCKS 45814010 6,129,868.50 103,023.00 (c) N/A (b)
Intel Corp COMMON STOCKS 45814010 20,145,510.00 338,580.00 (c) N/A (a)
Intel Corp COMMON STOCKS 45814010 47,177,550.00 792,900.00 (a) N/A (c)
Intel Corp COMMON STOCKS 45814010 52,164,304.50 876,711.00 (a) N/A (b)
Intel Corp COMMON STOCKS 45814010 66,321,318.00 1,114,644.00 (a) N/A (a)
Intergroup Corp COMMON STOCKS 45868510 33,744.00 2,812.00 (a) N/A (a)
Interim Services Inc COMMON STOCKS 45868P10 2,008,875.00 97,400.00 (a) N/A (c)
Intermagnetics General Corp COMMON STOCKS 45877110 7.75 1.00 (c) N/A (b)
Intermedia Communications Of Florida Inc COMMON STOCKS 45880110 9,000.00 300.00 (c) N/A (b)
International Business Machines COMMON STOCKS 45920010 4,822,446.75 37,311.00 (c) N/A (b)
International Business Machines COMMON STOCKS 45920010 7,412,487.50 57,350.00 (c) N/A (a)
International Business Machines COMMON STOCKS 45920010 34,403,248.00 266,176.00 (a) N/A (b)
International Business Machines COMMON STOCKS 45920010 46,510,612.50 359,850.00 (a) N/A (c)
International Business Machines COMMON STOCKS 45920010 48,272,031.50 373,478.00 (a) N/A (a)
International Flavors & Fragrances Inc COMMON STOCKS 45950610 66,000.00 1,500.00 (a) N/A (a)
International Home of Foods Inc COMMON STOCKS 45965510 11,062.50 600.00 (c) N/A (b)
International Network Services COMMON STOCKS 46005310 859,987.50 21,300.00 (a) N/A (b)
International Network Services COMMON STOCKS 46005310 59,145,499.00 1,464,904.00 (a) N/A (a)
International Paper Co COMMON STOCKS 46014610 2,512.50 50.00 (c) N/A (b)
International Paper Co COMMON STOCKS 46014610 40,200.00 800.00 (a) N/A (a)
International Paper Co COMMON STOCKS 46014610 274,113.75 5,455.00 (a) N/A (b)
Internet Commerce Group Cl A COMMON STOCKS 46059F10 13,000.00 1,000.00 (c) N/A (b)
Interpublic Group Of Cos Inc COMMON STOCKS 46069010 17,325.00 200.00 (c) N/A (b)
Interpublic Group Of Cos Inc COMMON STOCKS 46069010 251,212.50 2,900.00 (a) N/A (a)
Interpublic Group Of Cos Inc COMMON STOCKS 46069010 892,237.50 10,300.00 (a) N/A (b)
Interstate National Dealer Services Inc COMMON STOCKS 46102P10 35,775.00 5,300.00 (c) N/A (b)
Inter-Tel Inc COMMON STOCKS 45837210 9,125.00 500.00 (a) N/A (a)
Inter-Tel Inc COMMON STOCKS 45837210 49,275.00 2,700.00 (a) N/A (b)
Intuit Inc COMMON STOCKS 46120210 390,241.25 4,330.00 (c) N/A (a)
Intuit Inc COMMON STOCKS 46120210 1,557,540.25 17,282.00 (a) N/A (b)
Intuit Inc COMMON STOCKS 46120210 2,172,012.50 24,100.00 (a) N/A (c)
Intuit Inc COMMON STOCKS 46120210 2,653,550.38 29,443.00 (c) N/A (b)
Intuit Inc COMMON STOCKS 46120210 25,281,955.13 280,521.00 (a) N/A (a)
Investment Technology Group COMMON STOCKS 46145F10 32,125.00 1,000.00 (c) N/A (b)
Investors Financial Services Corp COMMON STOCKS 46191510 64,000.00 1,600.00 (a) N/A (b)
Investors Financial Services Corp COMMON STOCKS 46191510 104,000.00 2,600.00 (a) N/A (a)
IPC Information Systems Inc COMMON STOCKS 44980K20 6,825.00 100.00 (c) N/A (b)
Iridium World Communications Ltd Cl A COMMON STOCKS G4939810 16,031.25 1,500.00 (a) N/A (b)
Iron Mountain Inc COMMON STOCKS 46284P10 303,425.00 10,600.00 (a) N/A (b)
Iron Mountain Inc COMMON STOCKS 46284P10 3,184,531.25 111,250.00 (a) N/A (c)
Iron Mountain Inc COMMON STOCKS 46284P10 5,477,393.75 191,350.00 (a) N/A (a)
IRT Property Co COMMON STOCKS 45005810 9,786.13 991.00 (a) N/A (b)
Isis Pharmaceuticals Inc COMMON STOCKS 46433010 753.88 74.00 (c) N/A (b)
Isis Pharmaceuticals Inc COMMON STOCKS 46433010 4,075.00 400.00 (a) N/A (a)
Isocor COMMON STOCKS 46490210 12,500.00 2,000.00 (a) N/A (a)
ISS Group Inc COMMON STOCKS 45030610 15,100.00 400.00 (c) N/A (b)
ISS Group Inc COMMON STOCKS 45030610 2,745,935.00 72,740.00 (a) N/A (b)
ISS Group Inc COMMON STOCKS 45030610 5,683,149.25 150,547.00 (a) N/A (a)
Italy Fund Inc EQUITY FUNDS 46539510 73,125.00 5,000.00 (c) N/A (a)
Italy Fund Inc EQUITY FUNDS 46539510 138,937.50 9,500.00 (c) N/A (b)
ITC DeltaCom Inc COMMON STOCKS 45031T10 5,600.00 200.00 (c) N/A (b)
ITEQ Inc COMMON STOCKS 45043010 291.03 139.00 (c) N/A (b)
ITT Educational Services Inc COMMON STOCKS 45068B10 83,400.00 3,200.00 (a) N/A (b)
ITT Educational Services Inc COMMON STOCKS 45068B10 3,135,318.75 120,300.00 (a) N/A (a)
ITT Educational Services Inc COMMON STOCKS 45068B10 19,578,150.00 751,200.00 (a) N/A (c)
ITT Industries Inc COMMON STOCKS 45091110 7,625.00 200.00 (a) N/A (b)
ITT Industries Inc COMMON STOCKS 45091110 391,010.00 10,256.00 (a) N/A (a)
ITT Industries Inc COMMON STOCKS 45091110 4,872,375.00 127,800.00 (a) N/A (c)
iXL Enterprises Inc COMMON STOCKS 45071810 13,437.50 500.00 (c) N/A (b)
Ixos Software AG Sponsored ADR COMMON STOCKS 46600V10 132,225.00 4,100.00 (a) N/A (c)
IXYS Corp Del COMMON STOCKS 46600W10 7,204.00 1,801.00 (a) N/A (b)
IXYS Corp Del COMMON STOCKS 46600W10 11,408.00 2,852.00 (a) N/A (a)
Japan Equity Fund Inc EQUITY FUNDS 47105710 5,031.25 500.00 (c) N/A (b)
Jardine Fleming India Fund Inc EQUITY FUNDS 47111210 2,800.00 400.00 (c) N/A (b)
JB Oxford Holdings Inc COMMON STOCKS 46610710 1,059.38 75.00 (c) N/A (b)
JBL Circuit Inc COMMON STOCKS 46631310 27,075.00 600.00 (a) N/A (a)
JDA Software Group Inc COMMON STOCKS 46612K10 431,168.75 46,300.00 (a) N/A (b)
JDA Software Group Inc COMMON STOCKS 46612K10 2,753,045.06 295,629.00 (a) N/A (a)
Jefferies Group Inc COMMON STOCKS 47231910 29,000.00 1,000.00 (c) N/A (b)
Jefferson-Pilot Corp COMMON STOCKS 47507010 99,281.25 1,500.00 (c) N/A (b)
Jefferson-Pilot Corp COMMON STOCKS 47507010 299,498.44 4,525.00 (a) N/A (b)
Jefferson-Pilot Corp COMMON STOCKS 47507010 1,032,525.00 15,600.00 (a) N/A (a)
Johns Manville Corp COMMON STOCKS 47812910 1,387.50 100.00 (c) N/A (b)
Johnson & Johnson COMMON STOCKS 47816010 2,381,400.00 24,300.00 (a) N/A (c)
Johnson & Johnson COMMON STOCKS 47816010 5,446,350.00 55,575.00 (c) N/A (b)
Johnson & Johnson COMMON STOCKS 47816010 6,839,420.00 69,790.00 (c) N/A (a)
Johnson & Johnson COMMON STOCKS 47816010 34,881,728.00 355,936.00 (a) N/A (b)
Johnson & Johnson COMMON STOCKS 47816010 44,345,196.00 452,502.00 (a) N/A (a)
Jones Apparel Group Inc COMMON STOCKS 48007410 6,862.50 200.00 (c) N/A (b)
Jones Apparel Group Inc COMMON STOCKS 48007410 748,012.50 21,800.00 (a) N/A (b)
Jones Apparel Group Inc COMMON STOCKS 48007410 5,006,159.44 145,899.00 (a) N/A (a)
Jones Apparel Group Inc COMMON STOCKS 48007410 7,091,655.35 206,678.48 (a) N/A (c)
Jones Lang LaSalle Inc COMMON STOCKS 48020Q10 196,762.50 6,600.00 (a) N/A (b)
Jones Lang LaSalle Inc COMMON STOCKS 48020Q10 3,204,843.75 107,500.00 (a) N/A (c)
Jones Lang LaSalle Inc COMMON STOCKS 48020Q10 6,120,506.25 205,300.00 (a) N/A (a)
Juno Lighting Inc COMMON STOCKS 48204710 3,152,096.50 128,657.00 (a) N/A (c)
Juno Online Services Inc COMMON STOCKS 48204810 460.00 20.00 (c) N/A (b)
Kaiser Aluminum Corp COMMON STOCKS 48300710 3,110,687.50 350,500.00 (a) N/A (c)
Kaneb Pipeline Partners LP COMMON STOCKS 48416910 31,750.00 1,000.00 (c) N/A (a)
Kansas City Southern Industries Inc COMMON STOCKS 48517010 391,170.63 6,130.00 (c) N/A (a)
Kansas City Southern Industries Inc COMMON STOCKS 48517010 2,450,272.38 38,398.00 (c) N/A (b)
Kansas City Southern Industries Inc COMMON STOCKS 48517010 2,837,550.44 44,467.00 (a) N/A (a)
Kansas City Southern Industries Inc COMMON STOCKS 48517010 2,991,466.19 46,879.00 (a) N/A (b)
Keane Inc COMMON STOCKS 48666510 2,262.50 100.00 (c) N/A (b)
Keebler Foods Co COMMON STOCKS 48725610 1,525.00 50.00 (c) N/A (b)
Keebler Foods Co COMMON STOCKS 48725610 1,345,050.00 44,100.00 (a) N/A (a)
Keebler Foods Co COMMON STOCKS 48725610 13,833,275.00 453,550.00 (a) N/A (c)
Kellogg Co COMMON STOCKS 48783610 6,600.00 200.00 (c) N/A (b)
Kennametal Inc COMMON STOCKS 48917010 49,600.00 1,600.00 (c) N/A (b)
Kennametal Inc COMMON STOCKS 48917010 102,300.00 3,300.00 (a) N/A (a)
Kennametal Inc COMMON STOCKS 48917010 1,658,500.00 53,500.00 (a) N/A (c)
Kennedy-Wilson Inc COMMON STOCKS 48939920 17,875.00 2,000.00 (a) N/A (b)
Kerr-McGee Corp COMMON STOCKS 49238610 18,519.19 369.00 (a) N/A (a)
Kerr-McGee Corp COMMON STOCKS 49238610 661,069.75 13,172.00 (c) N/A (b)
KeySpan Energy Corp COMMON STOCKS 49337K10 1,318.75 50.00 (c) N/A (b)
KeySpan Energy Corp COMMON STOCKS 49337K10 11,895.13 451.00 (a) N/A (b)
Kimberly-Clark Corp COMMON STOCKS 49436810 45,144.00 792.00 (c) N/A (b)
Kimberly-Clark Corp COMMON STOCKS 49436810 62,586.00 1,098.00 (a) N/A (b)
Kimberly-Clark Corp COMMON STOCKS 49436810 1,196,544.00 20,992.00 (c) N/A (a)
Kimberly-Clark Corp COMMON STOCKS 49436810 5,170,299.00 90,707.00 (a) N/A (a)
Kimco Realty Corp COMMON STOCKS 49446R10 155,025.00 3,900.00 (a) N/A (b)
Kinross Gold Corp COMMON STOCKS 49690210 480.94 285.00 (a) N/A (a)
KLA-Tencor Corp COMMON STOCKS 48248010 3,431,887.50 52,900.00 (a) N/A (a)
KLA-Tencor Corp COMMON STOCKS 48248010 30,731,287.50 473,700.00 (a) N/A (c)
Kmart Corp COMMON STOCKS 48258410 8,250.00 500.00 (c) N/A (b)
KN Energy Inc COMMON STOCKS 48262010 26,616.25 1,990.00 (a) N/A (b)
Knight/Trimark Group Inc Cl A COMMON STOCKS 49906710 12,200.00 200.00 (c) N/A (a)
Knight/Trimark Group Inc Cl A COMMON STOCKS 49906710 30,500.00 500.00 (c) N/A (b)
Knight-Ridder Inc COMMON STOCKS 49904010 275,312.50 5,000.00 (a) N/A (a)
Knoll Inc COMMON STOCKS 49890410 1,062,683.63 39,913.00 (a) N/A (b)
Knoll Inc COMMON STOCKS 49890410 3,893,613.38 146,239.00 (c) N/A (b)
Knoll Inc COMMON STOCKS 49890410 5,903,268.38 221,719.00 (c) N/A (a)
Knoll Inc COMMON STOCKS 49890410 7,242,905.25 272,034.00 (a) N/A (c)
Knoll Inc COMMON STOCKS 49890410 17,652,774.38 663,015.00 (a) N/A (a)
Kohl's Corp COMMON STOCKS 50025510 123,000.00 1,600.00 (c) N/A (b)
Kohl's Corp COMMON STOCKS 50025510 461,250.00 6,000.00 (a) N/A (b)
Kohl's Corp COMMON STOCKS 50025510 1,007,062.50 13,100.00 (a) N/A (a)
Koninklijke Philips Electronics NV - W/I COMMON STOCKS 50047220 12,912.00 128.00 (a) N/A (b)
Korea Electric Power Corp Sponsored ADR COMMON STOCKS 50063110 10,250.00 500.00 (c) N/A (b)
Korea Fund Inc EQUITY FUNDS 50063410 13,313.13 895.00 (c) N/A (b)
Korea Telecom Corp Sponsored ADR COMMON STOCKS 50063P10 15,160.00 379.00 (a) N/A (b)
Kroger Co COMMON STOCKS 50104410 11,175.00 400.00 (a) N/A (b)
Kroger Co COMMON STOCKS 50104410 13,968.75 500.00 (a) N/A (c)
Kroll-O'Gara Co COMMON STOCKS 50105010 185,325.00 8,400.00 (a) N/A (b)
Kroll-O'Gara Co COMMON STOCKS 50105010 1,959,150.00 88,800.00 (a) N/A (c)
Kroll-O'Gara Co COMMON STOCKS 50105010 5,083,200.00 230,400.00 (a) N/A (a)
La Jolla Pharmaceutical Co COMMON STOCKS 50345910 812.50 1,000.00 (c) N/A (b)
Laboratory Corp Of America Holdings COMMON STOCKS 50540R10 5,750.00 2,000.00 (c) N/A (b)
Laboratory Corp Of America Holdings CONVERTIBLES 50540R30 10,660.50 184.00 (c) N/A (b)
Lamar Advertising Co COMMON STOCKS 51281510 28,656.25 700.00 (c) N/A (b)
Landstar Systems Inc COMMON STOCKS 51509810 4,231,920.00 117,248.00 (a) N/A (c)
Lason Inc COMMON STOCKS 51808R10 823,775.00 16,600.00 (a) N/A (b)
Lason Inc COMMON STOCKS 51808R10 10,455,987.50 210,700.00 (a) N/A (c)
Lason Inc COMMON STOCKS 51808R10 19,436,226.75 391,662.00 (a) N/A (a)
La-Z-Boy Inc COMMON STOCKS 50533610 2,101,625.00 91,375.00 (a) N/A (c)
Leap Wireless International Inc COMMON STOCKS 52186310 5,062.50 250.00 (a) N/A (b)
Lear Corp COMMON STOCKS 52186510 39,800.00 800.00 (a) N/A (b)
Learning Tree International Inc COMMON STOCKS 52201510 6,562.50 600.00 (c) N/A (b)
Lee Enterprises Inc COMMON STOCKS 52376810 7,625.00 250.00 (c) N/A (b)
Lee Enterprises Inc COMMON STOCKS 52376810 427,000.00 14,000.00 (c) N/A (a)
Lee Enterprises Inc COMMON STOCKS 52376810 552,050.00 18,100.00 (a) N/A (c)
Lee Enterprises Inc COMMON STOCKS 52376810 939,888.00 30,816.00 (a) N/A (a)
Lee Enterprises Inc COMMON STOCKS 52376810 1,741,367.00 57,094.00 (a) N/A (b)
Legato Systems Inc COMMON STOCKS 52465110 1,126,125.00 19,500.00 (a) N/A (b)
Legato Systems Inc COMMON STOCKS 52465110 12,231,450.00 211,800.00 (a) N/A (c)
Legato Systems Inc COMMON STOCKS 52465110 16,456,209.00 284,956.00 (a) N/A (a)
Legg Mason Inc COMMON STOCKS 52490110 308,000.00 8,000.00 (a) N/A (b)
Lehman Brothers Holdings Inc COMMON STOCKS 52490810 12,425.00 200.00 (a) N/A (b)
Lehman Brothers Holdings Inc COMMON STOCKS 52490810 1,195,285.00 19,240.00 (a) N/A (a)
Lehman Brothers Holdings Inc COMMON STOCKS 52490810 19,100,331.25 307,450.00 (a) N/A (c)
Lennar Corp COMMON STOCKS 52605710 540,000.00 22,500.00 (c) N/A (c)
Lennar Corp COMMON STOCKS 52605710 1,021,320.00 42,555.00 (a) N/A (b)
Lennar Corp COMMON STOCKS 52605710 1,022,400.00 42,600.00 (c) N/A (a)
Lennar Corp COMMON STOCKS 52605710 2,433,288.00 101,387.00 (a) N/A (a)
Lennar Corp COMMON STOCKS 52605710 2,520,432.00 105,018.00 (a) N/A (c)
Lennar Corp COMMON STOCKS 52605710 4,648,776.00 193,699.00 (c) N/A (b)
Level 3 Communications Inc COMMON STOCKS 52729N10 11,668,762.31 194,277.00 (a) N/A (a)
Level One Communications Inc COMMON STOCKS 52729510 620,674.31 12,683.00 (a) N/A (a)
Level One Communications Inc COMMON STOCKS 52729510 1,714,035.94 35,025.00 (a) N/A (b)
Level One Communications Inc COMMON STOCKS 52729510 4,223,404.13 86,302.00 (c) N/A (a)
Level One Communications Inc COMMON STOCKS 52729510 9,848,818.69 201,253.00 (c) N/A (b)
Lexmark International Group Inc Cl A COMMON STOCKS 52977110 877,700.00 13,400.00 (a) N/A (b)
Lexmark International Group Inc Cl A COMMON STOCKS 52977110 2,724,800.00 41,600.00 (a) N/A (a)
Lexmark International Group Inc Cl A COMMON STOCKS 52977110 5,851,770.00 89,340.00 (a) N/A (c)
LG&E Energy Corp COMMON STOCKS 50191710 12,600.00 600.00 (c) N/A (a)
LifePoint Hospitals Inc COMMON STOCKS 53219L10 5,710.94 425.00 (c) N/A (b)
Lilly [Eli] & Co COMMON STOCKS 53245710 8,953.13 125.00 (a) N/A (c)
Lilly [Eli] & Co COMMON STOCKS 53245710 515,700.00 7,200.00 (c) N/A (b)
Lilly [Eli] & Co COMMON STOCKS 53245710 2,832,768.75 39,550.00 (c) N/A (a)
Lilly [Eli] & Co COMMON STOCKS 53245710 5,360,988.00 74,848.00 (a) N/A (b)
Lilly [Eli] & Co COMMON STOCKS 53245710 7,443,341.63 103,921.00 (a) N/A (a)
Limited Inc COMMON STOCKS 53271610 2,949.38 65.00 (c) N/A (b)
Limited Inc COMMON STOCKS 53271610 226,875.00 5,000.00 (a) N/A (b)
Lincoln National Convertible Securities EQUITY FUNDS 53418310 23,296.00 1,664.00 (a) N/A (b)
Lincoln National Corp Indiana COMMON STOCKS 53418710 5,231.25 100.00 (a) N/A (b)
Linear Technology Corp COMMON STOCKS 53567810 134,500.00 2,000.00 (a) N/A (a)
Linear Technology Corp COMMON STOCKS 53567810 524,550.00 7,800.00 (a) N/A (b)
Linear Technology Corp COMMON STOCKS 53567810 914,600.00 13,600.00 (c) N/A (a)
Liposome Co Inc COMMON STOCKS 53631010 1,912.50 100.00 (c) N/A (b)
Litton Industries Inc COMMON STOCKS 53802110 108,281.25 1,500.00 (a) N/A (a)
Litton Industries Inc COMMON STOCKS 53802110 7,341,468.75 101,700.00 (a) N/A (c)
Liz Claiborne Inc COMMON STOCKS 53932010 6,241.50 171.00 (c) N/A (b)
Liz Claiborne Inc COMMON STOCKS 53932010 19,710.00 540.00 (a) N/A (b)
Liz Claiborne Inc COMMON STOCKS 53932010 3,438,300.00 94,200.00 (a) N/A (c)
Lockheed Martin Corp COMMON STOCKS 53983010 1,862.50 50.00 (c) N/A (b)
Lockheed Martin Corp COMMON STOCKS 53983010 855,632.50 22,970.00 (a) N/A (b)
Loews Corp COMMON STOCKS 54042410 39,562.50 500.00 (a) N/A (a)
Loews Corp COMMON STOCKS 54042410 350,128.13 4,425.00 (a) N/A (b)
Lone Star Industries Inc COMMON STOCKS 54229040 7,512.50 200.00 (c) N/A (b)
Longview Fibre Co COMMON STOCKS 54321310 18,750.00 1,200.00 (a) N/A (a)
Loral Space & Communications Ltd COMMON STOCKS G5646210 585,900.00 32,550.00 (a) N/A (c)
Loral Space & Communications Ltd COMMON STOCKS G5646210 1,044,774.00 58,043.00 (c) N/A (b)
Loral Space & Communications Ltd COMMON STOCKS G5646210 5,641,200.00 313,400.00 (c) N/A (a)
Loral Space & Communications Ltd COMMON STOCKS G5646210 7,871,994.00 437,333.00 (a) N/A (b)
Loral Space & Communications Ltd COMMON STOCKS G5646210 10,578,636.00 587,702.00 (a) N/A (a)
Louisiana Pacific Corp COMMON STOCKS 54634710 11,937.50 500.00 (a) N/A (b)
Lowe's Companies Inc COMMON STOCKS 54866110 17,006.25 300.00 (a) N/A (c)
Lowe's Companies Inc COMMON STOCKS 54866110 497,036.00 8,768.00 (a) N/A (b)
LSI Logic Corp COMMON STOCKS 50216110 23,062.50 500.00 (c) N/A (b)
LSI Logic Corp COMMON STOCKS 50216110 1,010,137.50 21,900.00 (a) N/A (b)
LSI Logic Corp COMMON STOCKS 50216110 3,874,500.00 84,000.00 (a) N/A (a)
LSI Logic Corp COMMON STOCKS 50216110 32,329,012.50 700,900.00 (a) N/A (c)
LTC Properties Inc COMMON STOCKS 50217510 15,600.00 1,200.00 (a) N/A (b)
Lucent Technologies Inc COMMON STOCKS 54946310 1,979,998.72 29,360.50 (c) N/A (b)
Lucent Technologies Inc COMMON STOCKS 54946310 4,358,215.88 64,626.00 (c) N/A (a)
Lucent Technologies Inc COMMON STOCKS 54946310 14,011,084.75 207,764.00 (a) N/A (c)
Lucent Technologies Inc COMMON STOCKS 54946310 18,732,046.94 277,769.00 (a) N/A (b)
Lucent Technologies Inc COMMON STOCKS 54946310 27,942,323.50 414,344.00 (a) N/A (a)
Lumisys Corp COMMON STOCKS 55027410 623.44 190.00 (c) N/A (b)
Luxottica Group SPA Sponsored ADR COMMON STOCKS 55068R20 23,343.75 1,500.00 (a) N/A (a)
Luxottica Group SPA Sponsored ADR COMMON STOCKS 55068R20 132,281.25 8,500.00 (c) N/A (b)
Luxottica Group SPA Sponsored ADR COMMON STOCKS 55068R20 249,000.00 16,000.00 (c) N/A (a)
LVMH Moet Hennessy Louis COMMON STOCKS 50244120 238,581.75 3,993.00 (a) N/A (a)
Lycos Inc COMMON STOCKS 55081810 1,837.50 20.00 (c) N/A (b)
Lycos Inc COMMON STOCKS 55081810 27,562.50 300.00 (a) N/A (c)
Lycos Inc COMMON STOCKS 55081810 165,375.00 1,800.00 (a) N/A (a)
Lycos Inc COMMON STOCKS 55081810 220,500.00 2,400.00 (c) N/A (a)
Lycos Inc COMMON STOCKS 55081810 3,278,008.13 35,679.00 (a) N/A (b)
M & T Corp COMMON STOCKS 55261F10 27,500.00 50.00 (a) N/A (a)
M.S. Carriers Inc COMMON STOCKS 55353310 2,122,319.88 71,564.00 (a) N/A (c)
M/A/R/C Inc COMMON STOCKS 55291410 2,900.00 200.00 (c) N/A (b)
MacDermid Inc COMMON STOCKS 55427310 2,548,200.00 54,800.00 (a) N/A (a)
MacDermid Inc COMMON STOCKS 55427310 12,657,300.00 272,200.00 (a) N/A (c)
Macromedia Inc COMMON STOCKS 55610010 17,625.00 500.00 (c) N/A (b)
Magainin Pharmaceuticals Inc COMMON STOCKS 55903610 128.13 50.00 (c) N/A (b)
Magyar Tavkozlesi Rt Sponsored ADR COMMON STOCKS 55977610 4,812.50 175.00 (a) N/A (b)
Mallinckrodt Inc COMMON STOCKS 56123210 88,209.38 2,425.00 (a) N/A (a)
Manpower Inc-Wis COMMON STOCKS 56418H10 667,890.00 29,520.00 (c) N/A (b)
Manpower Inc-Wis COMMON STOCKS 56418H10 1,025,591.25 45,330.00 (a) N/A (c)
Manpower Inc-Wis COMMON STOCKS 56418H10 1,643,706.25 72,650.00 (c) N/A (a)
Manpower Inc-Wis COMMON STOCKS 56418H10 4,991,708.50 220,628.00 (a) N/A (b)
Manpower Inc-Wis COMMON STOCKS 56418H10 5,984,199.38 264,495.00 (a) N/A (a)
Manugistics Group Inc COMMON STOCKS 56501110 253,750.00 17,500.00 (a) N/A (b)
Manugistics Group Inc COMMON STOCKS 56501110 387,150.00 26,700.00 (a) N/A (a)
Manugistics Group Inc COMMON STOCKS 56501110 746,750.00 51,500.00 (a) N/A (c)
Marimba Inc COMMON STOCKS 56781Q10 52,687.50 1,000.00 (a) N/A (b)
Marine Transport Corp COMMON STOCKS 56791210 1,745.63 490.00 (c) N/A (b)
Maritrans Inc COMMON STOCKS 57036310 2,812.50 500.00 (c) N/A (a)
Mark VII Inc COMMON STOCKS 57041410 254,362.50 15,300.00 (a) N/A (b)
Mark VII Inc COMMON STOCKS 57041410 5,758,900.00 346,400.00 (a) N/A (a)
Mark VII Inc COMMON STOCKS 57041410 28,867,650.00 1,736,400.00 (a) N/A (c)
Market Guide Inc COMMON STOCKS 57056520 195,500.00 9,200.00 (a) N/A (b)
Market Guide Inc COMMON STOCKS 57056520 665,125.00 31,300.00 (a) N/A (c)
Market Guide Inc COMMON STOCKS 57056520 1,935,875.00 91,100.00 (a) N/A (a)
Marsh & McLennan Co Inc COMMON STOCKS 57174810 484,778.44 6,405.00 (a) N/A (b)
Marsh & McLennan Co Inc COMMON STOCKS 57174810 877,142.44 11,589.00 (a) N/A (a)
Marvel Enterprises Inc COMMON STOCKS 57383M10 147.50 20.00 (c) N/A (b)
Masco Corp COMMON STOCKS 57459910 462,000.00 16,000.00 (a) N/A (b)
Mascotech Inc Conv Sub Deb CONVERTIBLES 574670AB 20,000.00 25,000.00 (a) N/A (b)
MasTec Inc COMMON STOCKS 57632310 141.25 5.00 (a) N/A (b)
Mattel Inc COMMON STOCKS 57708110 6,481,899.88 248,111.00 (a) N/A (b)
Mattel Inc COMMON STOCKS 57708110 7,974,133.75 305,230.00 (c) N/A (b)
Mattel Inc COMMON STOCKS 57708110 17,814,533.00 681,896.00 (a) N/A (a)
Mattel Inc COMMON STOCKS 57708110 18,015,800.00 689,600.00 (c) N/A (a)
Matthews Studio Equipment Group COMMON STOCKS 57714010 7,750.00 1,000.00 (a) N/A (b)
Maxicare Health Plans Inc COMMON STOCKS 57790420 9.50 2.00 (a) N/A (a)
Maxim Integrated Products Inc COMMON STOCKS 57772K10 558,600.00 8,400.00 (a) N/A (b)
Maxim Integrated Products Inc COMMON STOCKS 57772K10 47,800,200.00 718,800.00 (a) N/A (c)
Maxim Integrated Products Inc COMMON STOCKS 57772K10 80,872,246.00 1,216,124.00 (a) N/A (a)
May Department Stores Co COMMON STOCKS 57777810 1,962.00 48.00 (c) N/A (b)
May Department Stores Co COMMON STOCKS 57777810 91,968.75 2,250.00 (a) N/A (b)
May Department Stores Co COMMON STOCKS 57777810 1,306,692.00 31,968.00 (a) N/A (a)
May Department Stores Co COMMON STOCKS 57777810 14,148,472.50 346,140.00 (a) N/A (c)
MBIA Inc COMMON STOCKS 55262C10 971,250.00 15,000.00 (a) N/A (a)
MBIA Inc COMMON STOCKS 55262C10 15,129,485.00 233,660.00 (a) N/A (c)
MBNA Corp COMMON STOCKS 55262L10 12,862.50 420.00 (c) N/A (b)
MBNA Corp COMMON STOCKS 55262L10 103,359.38 3,375.00 (a) N/A (b)
MBNA Corp COMMON STOCKS 55262L10 166,508.13 5,437.00 (a) N/A (a)
McDonald's Corp COMMON STOCKS 58013510 1,858,850.00 45,200.00 (c) N/A (b)
McDonald's Corp COMMON STOCKS 58013510 2,385,250.00 58,000.00 (a) N/A (c)
McDonald's Corp COMMON STOCKS 58013510 3,738,262.50 90,900.00 (c) N/A (a)
McDonald's Corp COMMON STOCKS 58013510 10,729,512.50 260,900.00 (a) N/A (b)
McDonald's Corp COMMON STOCKS 58013510 13,400,334.50 325,844.00 (a) N/A (a)
McGraw-Hill Companies Inc COMMON STOCKS 58064510 16,181.25 300.00 (c) N/A (b)
McGraw-Hill Companies Inc COMMON STOCKS 58064510 253,506.25 4,700.00 (a) N/A (a)
McGraw-Hill Companies Inc COMMON STOCKS 58064510 345,200.00 6,400.00 (a) N/A (b)
MCI WorldCom Inc COMMON STOCKS 55268B10 1,226,390.63 14,250.00 (c) N/A (a)
MCI WorldCom Inc COMMON STOCKS 55268B10 2,499,513.19 29,043.00 (c) N/A (b)
MCI WorldCom Inc COMMON STOCKS 55268B10 18,784,001.25 218,260.00 (a) N/A (b)
MCI WorldCom Inc COMMON STOCKS 55268B10 19,342,546.88 224,750.00 (a) N/A (c)
MCI WorldCom Inc COMMON STOCKS 55268B10 110,016,964.13 1,278,338.00 (a) N/A (a)
McKesson HBOC Inc COMMON STOCKS 58155Q10 125,531.25 3,900.00 (a) N/A (a)
McKesson HBOC Inc COMMON STOCKS 58155Q10 228,531.25 7,100.00 (a) N/A (b)
McKesson HBOC Inc COMMON STOCKS 58155Q10 550,406.25 17,100.00 (a) N/A (c)
McLeodUSA Inc Cl A COMMON STOCKS 58226610 1,221,000.00 22,200.00 (a) N/A (b)
McLeodUSA Inc Cl A COMMON STOCKS 58226610 18,546,000.00 337,200.00 (a) N/A (c)
McLeodUSA Inc Cl A COMMON STOCKS 58226610 48,677,970.00 885,054.00 (a) N/A (a)
McMoRan Exploration Co COMMON STOCKS 58241110 2,485.00 112.00 (c) N/A (b)
McMoRan Exploration Co COMMON STOCKS 58241110 6,900.31 311.00 (a) N/A (a)
MCN Corp COMMON STOCKS 55267J10 272,655.00 13,140.00 (a) N/A (b)
Meadowbrook Insurance Group Inc COMMON STOCKS 58319P10 10,218.75 750.00 (a) N/A (b)
MECH Financial Inc COMMON STOCKS 58349210 18,750.00 500.00 (c) N/A (b)
Medallion Financial Corp COMMON STOCKS 58392810 3,812.50 200.00 (c) N/A (b)
Medaphis Corp COMMON STOCKS 58402810 4,025.00 700.00 (a) N/A (b)
Medaphis Corp COMMON STOCKS 58402810 6,037.50 1,050.00 (c) N/A (a)
Medaphis Corp COMMON STOCKS 58402810 23,575.00 4,100.00 (c) N/A (b)
MediaOne Group Inc COMMON STOCKS 58440J10 1,767,521.88 23,765.00 (c) N/A (b)
MediaOne Group Inc COMMON STOCKS 58440J10 2,121,175.00 28,520.00 (c) N/A (a)
MediaOne Group Inc COMMON STOCKS 58440J10 19,141,075.63 257,359.00 (a) N/A (b)
MediaOne Group Inc COMMON STOCKS 58440J10 23,004,187.50 309,300.00 (a) N/A (c)
MediaOne Group Inc COMMON STOCKS 58440J10 32,717,934.38 439,905.00 (a) N/A (a)
Medicis Pharmaceutical Corp Cl A COMMON STOCKS 58469030 837.38 33.00 (c) N/A (b)
MedImmune Inc COMMON STOCKS 58469910 8,468.75 125.00 (c) N/A (b)
MedImmune Inc COMMON STOCKS 58469910 149,050.00 2,200.00 (a) N/A (b)
MedImmune Inc COMMON STOCKS 58469910 2,100,250.00 31,000.00 (a) N/A (c)
MedImmune Inc COMMON STOCKS 58469910 39,412,614.00 581,736.00 (a) N/A (a)
Meditrust Corp - Paired Stock COMMON STOCKS 58501T30 317,013.81 24,269.00 (a) N/A (a)
Meditrust Corp - Paired Stock COMMON STOCKS 58501T30 986,440.81 75,517.00 (a) N/A (b)
MedPartners Inc COMMON STOCKS 58503X10 3,750.00 500.00 (a) N/A (b)
MedPartners Inc COMMON STOCKS 58503X10 5,490.00 732.00 (c) N/A (b)
MedPartners Inc COMMON STOCKS 58503X10 3,694,500.00 492,600.00 (a) N/A (a)
MedPartners Inc COMMON STOCKS 58503X10 17,364,750.00 2,315,300.00 (a) N/A (c)
MedQuist Inc COMMON STOCKS 58494910 21,875.00 500.00 (a) N/A (b)
MedQuist Inc COMMON STOCKS 58494910 3,014,375.00 68,900.00 (a) N/A (c)
MedQuist Inc COMMON STOCKS 58494910 4,068,750.00 93,000.00 (a) N/A (a)
Medtronic Inc COMMON STOCKS 58505510 506,187.50 6,500.00 (c) N/A (a)
Medtronic Inc COMMON STOCKS 58505510 2,538,725.00 32,600.00 (a) N/A (c)
Medtronic Inc COMMON STOCKS 58505510 2,869,070.75 36,842.00 (c) N/A (b)
Medtronic Inc COMMON STOCKS 58505510 7,564,388.13 97,135.00 (a) N/A (b)
Medtronic Inc COMMON STOCKS 58505510 16,423,603.88 210,897.00 (a) N/A (a)
Mego Financial Corp COMMON STOCKS 58516210 156.25 200.00 (a) N/A (b)
Mellon Bank Corp COMMON STOCKS 58550910 3,637,500.00 100,000.00 (c) N/A (c)
Mellon Bank Corp COMMON STOCKS 58550910 7,229,895.00 198,760.00 (a) N/A (b)
Mellon Bank Corp COMMON STOCKS 58550910 21,607,950.38 594,033.00 (c) N/A (b)
Mellon Bank Corp COMMON STOCKS 58550910 42,061,649.25 1,156,334.00 (c) N/A (a)
Mellon Bank Corp COMMON STOCKS 58550910 74,652,849.00 2,052,312.00 (a) N/A (a)
Mercantile Bancorp COMMON STOCKS 58734210 68,550.00 1,200.00 (a) N/A (a)
Mercantile Bankshares Corp COMMON STOCKS 58740510 31,837.50 900.00 (c) N/A (b)
Merchants New York Bancorp Inc COMMON STOCKS 58916710 5,963.00 178.00 (a) N/A (a)
Merck & Co Inc COMMON STOCKS 58933110 4,810,068.50 65,332.00 (c) N/A (b)
Merck & Co Inc COMMON STOCKS 58933110 11,336,188.50 153,972.00 (a) N/A (c)
Merck & Co Inc COMMON STOCKS 58933110 12,326,297.50 167,420.00 (c) N/A (a)
Merck & Co Inc COMMON STOCKS 58933110 18,814,942.38 255,551.00 (a) N/A (b)
Merck & Co Inc COMMON STOCKS 58933110 27,222,991.00 369,752.00 (a) N/A (a)
Mercury Interactive Corp COMMON STOCKS 58940510 311,300.00 8,800.00 (a) N/A (b)
Mercury Interactive Corp COMMON STOCKS 58940510 3,972,612.50 112,300.00 (a) N/A (a)
Mercury Interactive Corp COMMON STOCKS 58940510 10,718,625.00 303,000.00 (a) N/A (c)
Meredith Corp COMMON STOCKS 58943310 17,312.50 500.00 (c) N/A (b)
Merisel Inc COMMON STOCKS 58984910 182.50 80.00 (c) N/A (b)
MeriStar Hospitality Corp COMMON STOCKS 58984Y10 2,243.75 100.00 (c) N/A (b)
Meritor Automotive Inc COMMON STOCKS 59000G10 13,846.50 543.00 (c) N/A (b)
Meritor Automotive Inc COMMON STOCKS 59000G10 367,200.00 14,400.00 (a) N/A (a)
Meritor Automotive Inc COMMON STOCKS 59000G10 4,964,850.00 194,700.00 (a) N/A (c)
Merrill Lynch & Co Inc COMMON STOCKS 59018810 87,450.00 1,100.00 (a) N/A (c)
Merrill Lynch & Co Inc COMMON STOCKS 59018810 294,150.00 3,700.00 (c) N/A (b)
Merrill Lynch & Co Inc COMMON STOCKS 59018810 2,933,550.00 36,900.00 (a) N/A (b)
Merrill Lynch & Co Inc COMMON STOCKS 59018810 4,658,700.00 58,600.00 (a) N/A (a)
Merrill Lynch & Co Inc COMMON STOCKS 59018810 7,258,350.00 91,300.00 (c) N/A (a)
META Group Inc COMMON STOCKS 59100210 7,687.50 500.00 (a) N/A (b)
Metals USA Inc COMMON STOCKS 59132410 167,025.00 13,100.00 (a) N/A (b)
Metals USA Inc COMMON STOCKS 59132410 470,475.00 36,900.00 (a) N/A (a)
Metals USA Inc COMMON STOCKS 59132410 4,683,075.00 367,300.00 (a) N/A (c)
MET-PRO CORP COMMON STOCKS 59087630 3,275.00 262.00 (c) N/A (b)
Metro Networks Inc COMMON STOCKS 59191810 112,087.50 2,100.00 (c) N/A (a)
Metro Networks Inc COMMON STOCKS 59191810 837,987.50 15,700.00 (a) N/A (b)
Metro Networks Inc COMMON STOCKS 59191810 6,719,912.50 125,900.00 (a) N/A (a)
Metro Networks Inc COMMON STOCKS 59191810 18,627,875.00 349,000.00 (a) N/A (c)
Metromedia Fiber Network Inc Cl A COMMON STOCKS 59168910 28,750.00 800.00 (a) N/A (b)
Metromedia Fiber Network Inc Cl A COMMON STOCKS 59168910 35,937.50 1,000.00 (c) N/A (b)
Metzler Group Inc COMMON STOCKS 59290310 447,525.00 16,200.00 (a) N/A (c)
Metzler Group Inc COMMON STOCKS 59290310 737,587.50 26,700.00 (a) N/A (a)
Mexico Equity & Income Fund EQUITY FUNDS 59283410 9,225.00 1,200.00 (a) N/A (b)
Mexico Fund Inc EQUITY FUNDS 59283510 27,700.00 1,600.00 (a) N/A (b)
MFS Intermediate Income Trust SBI COMMON STOCKS 55273C10 3,218.75 500.00 (a) N/A (b)
MGIC Investment Corp COMMON STOCKS 55284810 155,600.00 3,200.00 (c) N/A (b)
MGIC Investment Corp COMMON STOCKS 55284810 802,312.50 16,500.00 (a) N/A (a)
MGIC Investment Corp COMMON STOCKS 55284810 11,652,008.75 239,630.00 (a) N/A (c)
Micrel Inc COMMON STOCKS 59479310 1,620,600.00 21,900.00 (a) N/A (c)
Micrel Inc COMMON STOCKS 59479310 2,634,400.00 35,600.00 (a) N/A (a)
Micro Therapeutics Inc COMMON STOCKS 59500W10 8,750.00 1,000.00 (c) N/A (b)
MicroAge Inc COMMON STOCKS 59492810 15,250.00 4,000.00 (a) N/A (b)
Micrografx Inc COMMON STOCKS 59507710 21,218.75 3,500.00 (a) N/A (b)
Micrografx Inc COMMON STOCKS 59507710 94,575.00 15,600.00 (a) N/A (c)
Micrografx Inc COMMON STOCKS 59507710 247,956.25 40,900.00 (a) N/A (a)
Micromuse Inc COMMON STOCKS 59509410 6,188,440.13 124,079.00 (a) N/A (a)
Micron Technology Inc COMMON STOCKS 59511210 261,306.00 6,452.00 (a) N/A (a)
Microsoft Corp COMMON STOCKS 59491810 11,768,206.13 130,486.00 (c) N/A (b)
Microsoft Corp COMMON STOCKS 59491810 23,009,536.88 255,130.00 (c) N/A (a)
Microsoft Corp COMMON STOCKS 59491810 30,925,293.75 342,900.00 (a) N/A (c)
Microsoft Corp COMMON STOCKS 59491810 76,644,403.88 849,834.00 (a) N/A (b)
Microsoft Corp COMMON STOCKS 59491810 94,840,994.63 1,051,598.00 (a) N/A (a)
Microvision Inc COMMON STOCKS 59496010 13,575.00 600.00 (c) N/A (b)
Mid Atlantic Medical Services Inc COMMON STOCKS 59523C10 228,112.50 23,100.00 (a) N/A (b)
Mid Atlantic Medical Services Inc COMMON STOCKS 59523C10 653,725.00 66,200.00 (a) N/A (a)
Mid Atlantic Medical Services Inc COMMON STOCKS 59523C10 2,501,337.50 253,300.00 (a) N/A (c)
Mid-America Apartment Communities Inc COMMON STOCKS 59522J10 34,687.50 1,500.00 (c) N/A (b)
Mid-America Apartment Communities Inc COMMON STOCKS 59522J10 74,000.00 3,200.00 (a) N/A (b)
Mid-America Apartment Communities Inc COMMON STOCKS 59522J10 228,937.50 9,900.00 (c) N/A (a)
Midas Inc COMMON STOCKS 59562610 18,897.75 666.00 (a) N/A (b)
Milestone Scientific Inc COMMON STOCKS 59935P10 1,062.50 1,000.00 (c) N/A (b)
Millennium Pharmaceuticals Inc COMMON STOCKS 59990210 1,687,428.00 46,873.00 (a) N/A (a)
Mindspring Enterprises Inc COMMON STOCKS 60268310 4,067,887.50 91,800.00 (a) N/A (c)
Minerals Technologies Inc COMMON STOCKS 60315810 16,743.75 300.00 (a) N/A (b)
MiniMed Inc COMMON STOCKS 60365K10 800,150.00 10,400.00 (a) N/A (b)
MiniMed Inc COMMON STOCKS 60365K10 14,791,080.50 192,248.00 (a) N/A (a)
MiniMed Inc COMMON STOCKS 60365K10 26,404,950.00 343,200.00 (a) N/A (c)
Minnesota Mining & Mfg Co COMMON STOCKS 60405910 17,387.50 200.00 (c) N/A (b)
Minnesota Mining & Mfg Co COMMON STOCKS 60405910 260,812.50 3,000.00 (a) N/A (b)
Minnesota Mining & Mfg Co COMMON STOCKS 60405910 1,034,556.25 11,900.00 (a) N/A (a)
Minnesota Mining & Mfg Co COMMON STOCKS 60405910 9,589,206.25 110,300.00 (a) N/A (c)
Miravant Medical Technologies COMMON STOCKS 60469010 285.00 40.00 (c) N/A (b)
Mission West Properties Inc COMMON STOCKS 60520310 1,901,625.00 230,500.00 (a) N/A (c)
MMC Networks Inc COMMON STOCKS 55308N10 5,959,402.25 133,171.00 (a) N/A (a)
Mobil Corp COMMON STOCKS 60705910 1,255,211.25 12,711.00 (c) N/A (a)
Mobil Corp COMMON STOCKS 60705910 1,452,612.50 14,710.00 (c) N/A (b)
Mobil Corp COMMON STOCKS 60705910 5,514,595.00 55,844.00 (a) N/A (a)
Mobil Corp COMMON STOCKS 60705910 6,008,147.50 60,842.00 (a) N/A (b)
Mobius Management Systems Inc COMMON STOCKS 60692510 45,069.75 5,463.00 (a) N/A (b)
Mobius Management Systems Inc COMMON STOCKS 60692510 300,448.50 36,418.00 (a) N/A (a)
Modern Times Group Spon ADR COMMON STOCKS 60769810 10,215.00 90.00 (a) N/A (b)
Molecular Biosystems Inc COMMON STOCKS 60851310 243.75 100.00 (c) N/A (b)
Molex Inc COMMON STOCKS 60855410 111,000.00 3,000.00 (a) N/A (a)
Molex Inc COMMON STOCKS 60855410 124,875.00 3,375.00 (a) N/A (b)
Molex Inc Cl A COMMON STOCKS 60855420 65,268.00 2,072.00 (a) N/A (a)
Monsanto Co COMMON STOCKS 61166210 716,081.25 18,100.00 (a) N/A (c)
Monsanto Co COMMON STOCKS 61166210 2,756,556.75 69,676.00 (c) N/A (b)
Monsanto Co COMMON STOCKS 61166210 5,767,223.44 145,775.00 (c) N/A (a)
Monsanto Co COMMON STOCKS 61166210 11,835,557.06 299,161.00 (a) N/A (b)
Monsanto Co COMMON STOCKS 61166210 14,268,809.06 360,665.00 (a) N/A (a)
Montana Power Co COMMON STOCKS 61208510 141,000.00 2,000.00 (a) N/A (b)
Mony Group Inc COMMON STOCKS 61533710 163,125.00 5,000.00 (a) N/A (a)
Morgan [J.P.] & Co Inc COMMON STOCKS 61688010 168,600.00 1,200.00 (c) N/A (a)
Morgan [J.P.] & Co Inc COMMON STOCKS 61688010 339,729.00 2,418.00 (c) N/A (b)
Morgan [J.P.] & Co Inc COMMON STOCKS 61688010 3,702,596.50 26,353.00 (a) N/A (b)
Morgan [J.P.] & Co Inc COMMON STOCKS 61688010 5,838,899.00 41,558.00 (a) N/A (a)
Morgan [J.P.] & Co Inc COMMON STOCKS 61688010 9,694,500.00 69,000.00 (a) N/A (c)
Morgan Stanley Dean Witter & Co COMMON STOCKS 61744644 16,625.25 162.00 (c) N/A (b)
Morgan Stanley Dean Witter & Co COMMON STOCKS 61744644 80,047.50 780.00 (c) N/A (a)
Morgan Stanley Dean Witter & Co COMMON STOCKS 61744644 1,853,304.88 18,059.00 (a) N/A (b)
Morgan Stanley Dean Witter & Co COMMON STOCKS 61744644 5,603,325.00 54,600.00 (a) N/A (a)
Morgan Stanley Dean Witter & Co COMMON STOCKS 61744644 10,395,912.50 101,300.00 (a) N/A (c)
Morgan Stanley Dean Witter Eastern EQUITY FUNDS 61698810 3,478.75 230.00 (c) N/A (b)
Morgan Stanley Dean Witter High Income EQUITY FUNDS 61745P20 10,500.00 2,000.00 (a) N/A (b)
Morgan Stanley Emerging Markets Fund Inc EQUITY FUNDS 61744G10 15,427.50 1,320.00 (c) N/A (b)
Morrison Health Care Inc COMMON STOCKS 61841L10 3,915,000.00 156,600.00 (a) N/A (c)
Morton International Inc-Ind COMMON STOCKS 61933510 8,475.00 200.00 (a) N/A (b)
Morton International Inc-Ind COMMON STOCKS 61933510 263,699.63 6,223.00 (a) N/A (a)
Morton's Restaurant Group Inc COMMON STOCKS 61942910 343,125.00 18,000.00 (a) N/A (a)
Morton's Restaurant Group Inc COMMON STOCKS 61942910 724,375.00 38,000.00 (a) N/A (b)
Motorola Inc COMMON STOCKS 62007610 18,950.00 200.00 (a) N/A (c)
Motorola Inc COMMON STOCKS 62007610 63,482.50 670.00 (c) N/A (b)
Motorola Inc COMMON STOCKS 62007610 739,334.25 7,803.00 (a) N/A (b)
Mpath Interactive Inc COMMON STOCKS 62473C10 68,200.00 3,100.00 (a) N/A (c)
Mpath Interactive Inc COMMON STOCKS 62473C10 167,200.00 7,600.00 (a) N/A (b)
Mpath Interactive Inc COMMON STOCKS 62473C10 1,029,600.00 46,800.00 (a) N/A (a)
MTI Technology Corp COMMON STOCKS 55390310 32,656.25 2,500.00 (c) N/A (b)
Murphy Oil Corp COMMON STOCKS 62671710 303,076.81 6,209.00 (a) N/A (b)
Mutual Risk Management Ltd COMMON STOCKS 62835110 6,675.00 200.00 (a) N/A (a)
Mylan Laboratories Inc COMMON STOCKS 62853010 31,800.00 1,200.00 (a) N/A (b)
Nabisco Group Holdings Corp COMMON STOCKS 62952P10 56,183.50 2,872.00 (c) N/A (b)
Nabors Industries Inc COMMON STOCKS 62956810 170,625.00 7,000.00 (a) N/A (b)
Nabors Industries Inc COMMON STOCKS 62956810 5,445,375.00 223,400.00 (a) N/A (a)
Nabors Industries Inc COMMON STOCKS 62956810 30,151,875.00 1,237,000.00 (a) N/A (c)
Namibian Minerals Corp COMMON STOCKS 62991310 3,486.46 1,000.00 (c) N/A (b)
NASDAQ 100 Shares Unit Ser 1 ALL OTHER ASSETS 63110010 2,881.25 25.00 (c) N/A (b)
National Discount Brokers Group Inc COMMON STOCKS 63564610 176,137.50 3,050.00 (c) N/A (b)
National Discount Brokers Group Inc COMMON STOCKS 63564610 259,875.00 4,500.00 (a) N/A (b)
National Discount Brokers Group Inc COMMON STOCKS 63564610 2,714,250.00 47,000.00 (a) N/A (a)
National Discount Brokers Group Inc COMMON STOCKS 63564610 3,632,475.00 62,900.00 (a) N/A (c)
National Instruments Corp COMMON STOCKS 63651810 163,518.75 4,050.00 (a) N/A (b)
National Instruments Corp COMMON STOCKS 63651810 8,208,237.50 203,300.00 (a) N/A (a)
National Instruments Corp COMMON STOCKS 63651810 30,769,747.13 762,099.00 (a) N/A (c)
National Oilwell Inc COMMON STOCKS 63707110 7,000.00 500.00 (c) N/A (b)
National Semiconductor Corp COMMON STOCKS 63764010 12,656.25 500.00 (c) N/A (b)
National Semiconductor Sub Deb CORPORATE BONDS 637640AB 191,000.00 200,000.00 (a) N/A (a)
National Semiconductor Sub Deb CORPORATE BONDS 637640AB 5,061,500.00 5,300,000.00 (a) N/A (c)
National Western Life Insurance Co Cl A COMMON STOCKS 63852210 3,065,562.50 31,850.00 (a) N/A (c)
Nationwide Financial Services Inc COMMON STOCKS 63861210 425,350.00 9,400.00 (a) N/A (b)
Nationwide Financial Services Inc COMMON STOCKS 63861210 524,900.00 11,600.00 (a) N/A (a)
Natural Wonders Inc COMMON STOCKS 63901410 12,860.00 3,215.00 (a) N/A (a)
Nature's Sunshine Products Inc COMMON STOCKS 63902710 38,986.50 3,713.00 (c) N/A (b)
Nautica Enterprises Inc COMMON STOCKS 63908910 3,322,687.50 196,900.00 (a) N/A (a)
Nautica Enterprises Inc COMMON STOCKS 63908910 4,752,000.00 281,600.00 (a) N/A (c)
Navarre Corp COMMON STOCKS 63920810 984.38 100.00 (c) N/A (b)
Navistar International Corp COMMON STOCKS 63934E10 100.00 2.00 (c) N/A (b)
Navistar International Corp COMMON STOCKS 63934E10 1,270,000.00 25,400.00 (a) N/A (b)
Navistar International Corp COMMON STOCKS 63934E10 5,380,000.00 107,600.00 (a) N/A (a)
Navistar International Corp COMMON STOCKS 63934E10 17,505,000.00 350,100.00 (a) N/A (c)
NBTY Inc COMMON STOCKS 62878210 975.00 150.00 (c) N/A (b)
NCR Corp COMMON STOCKS 62886E10 5,906.31 121.00 (c) N/A (b)
NCR Corp COMMON STOCKS 62886E10 16,401.00 336.00 (c) N/A (a)
NCR Corp COMMON STOCKS 62886E10 16,791.50 344.00 (a) N/A (a)
NCR Corp COMMON STOCKS 62886E10 21,916.81 449.00 (a) N/A (b)
Neiman-Marcus Group Inc COMMON STOCKS 64020410 125,868.75 4,900.00 (c) N/A (b)
Neiman-Marcus Group Inc COMMON STOCKS 64020410 154,125.00 6,000.00 (a) N/A (a)
Neiman-Marcus Group Inc COMMON STOCKS 64020410 590,812.50 23,000.00 (a) N/A (b)
NeoPath Inc COMMON STOCKS 64051710 190,429.13 49,143.00 (a) N/A (a)
Neoware Systems Inc COMMON STOCKS 64065P10 2,750.00 2,000.00 (c) N/A (b)
Net.B@nk Inc COMMON STOCKS 64093310 2,660.00 70.00 (c) N/A (b)
Netegrity Inc COMMON STOCKS 64110P10 1,402.50 85.00 (a) N/A (b)
NetGravity Inc COMMON STOCKS 64111410 4,550.00 200.00 (a) N/A (b)
NetGravity Inc COMMON STOCKS 64111410 18,200.00 800.00 (a) N/A (a)
NetManage Inc COMMON STOCKS 64114410 215.63 100.00 (c) N/A (b)
NetManage Inc COMMON STOCKS 64114410 31,379.91 14,553.00 (a) N/A (b)
Netopia Inc COMMON STOCKS 64114K10 49,039.25 2,054.00 (a) N/A (b)
Netopia Inc COMMON STOCKS 64114K10 4,892,632.13 204,927.00 (a) N/A (a)
NetSpeak Corp COMMON STOCKS 64115D10 186,000.00 15,500.00 (a) N/A (c)
Network Access Solutions Corp COMMON STOCKS 64120S10 6,656.25 500.00 (a) N/A (a)
Network Appliance Inc COMMON STOCKS 64120L10 1,313,062.50 23,500.00 (a) N/A (c)
Network Appliance Inc COMMON STOCKS 64120L10 3,932,706.00 70,384.00 (a) N/A (b)
Network Appliance Inc COMMON STOCKS 64120L10 63,802,377.38 1,141,877.00 (a) N/A (a)
Network Associates Inc COMMON STOCKS 64093810 31,181.56 2,123.00 (c) N/A (b)
Network Associates Inc COMMON STOCKS 64093810 3,904,701.25 265,852.00 (a) N/A (a)
Network Event Theater Inc COMMON STOCKS 64092410 268,000.00 16,000.00 (a) N/A (b)
Network Event Theater Inc COMMON STOCKS 64092410 4,490,675.00 268,100.00 (a) N/A (a)
Network Event Theater Inc COMMON STOCKS 64092410 18,543,472.75 1,107,073.00 (a) N/A (c)
Network Solutions Inc Cl A COMMON STOCKS 64121Q10 23,737.50 300.00 (c) N/A (b)
New Century Energies Inc COMMON STOCKS 64352U10 5,162.06 133.00 (c) N/A (b)
New Century Financial Corp COMMON STOCKS 64352D10 126,875.00 7,000.00 (a) N/A (b)
New Era Of Networks Inc COMMON STOCKS 64431210 7,293.63 166.00 (c) N/A (b)
New Era Of Networks Inc COMMON STOCKS 64431210 114,237.50 2,600.00 (a) N/A (b)
New Germany Fund Inc EQUITY FUNDS 64446510 292.50 24.00 (c) N/A (b)
New Plan Excel Realty Trust COMMON STOCKS 64805310 1,800.00 100.00 (c) N/A (b)
New Plan Excel Realty Trust COMMON STOCKS 64805310 20,732.62 1,151.81 (a) N/A (b)
New York Times Cl A COMMON STOCKS 65011110 722,997.50 19,640.00 (c) N/A (b)
New York Times Cl A COMMON STOCKS 65011110 1,993,028.75 54,140.00 (c) N/A (a)
New York Times Cl A COMMON STOCKS 65011110 5,531,078.13 150,250.00 (a) N/A (c)
New York Times Cl A COMMON STOCKS 65011110 6,765,769.38 183,790.00 (a) N/A (b)
New York Times Cl A COMMON STOCKS 65011110 8,317,416.25 225,940.00 (a) N/A (a)
Newfield Exploration Co COMMON STOCKS 65129010 1,340,060.31 47,123.00 (a) N/A (b)
Newfield Exploration Co COMMON STOCKS 65129010 2,039,452.19 71,717.00 (a) N/A (c)
Newfield Exploration Co COMMON STOCKS 65129010 5,460,995.31 192,035.00 (c) N/A (a)
Newfield Exploration Co COMMON STOCKS 65129010 8,365,829.06 294,183.00 (c) N/A (b)
Newfield Exploration Co COMMON STOCKS 65129010 24,929,478.44 876,641.00 (a) N/A (a)
Newgen Results Co COMMON STOCKS 65135910 570,000.00 47,500.00 (a) N/A (b)
Newgen Results Co COMMON STOCKS 65135910 1,530,000.00 127,500.00 (a) N/A (a)
Newmont Mining Corp COMMON STOCKS 65163910 7,950.00 400.00 (a) N/A (b)
Newmont Mining Corp COMMON STOCKS 65163910 7,950.00 400.00 (c) N/A (b)
Newmont Mining Corp COMMON STOCKS 65163910 29,892.00 1,504.00 (a) N/A (a)
Newpark Resources Inc COMMON STOCKS 65171850 74,550.00 8,400.00 (c) N/A (b)
Newport News Shipbuilding Inc COMMON STOCKS 65222810 1,770.00 60.00 (a) N/A (a)
News Corp Ltd ADR Repstg 4 Ord COMMON STOCKS 65248770 748,625.00 21,200.00 (a) N/A (b)
News Corp Ltd ADR Repstg 4 Ord COMMON STOCKS 65248770 2,849,718.75 80,700.00 (a) N/A (a)
News Corp Ltd ADR Repstg 4 Ord COMMON STOCKS 65248770 4,880,187.50 138,200.00 (a) N/A (c)
Nexell Therapeutics Inc COMMON STOCKS 65332H10 1,062.50 500.00 (a) N/A (a)
Nexell Therapeutics Inc COMMON STOCKS 65332H10 21,250.00 10,000.00 (a) N/A (b)
NeXstar Pharmaceuticals Inc COMMON STOCKS 65333B10 219,711.25 11,020.00 (c) N/A (b)
NeXstar Pharmaceuticals Inc COMMON STOCKS 65333B10 595,473.31 29,867.00 (a) N/A (b)
Nextel Communications Inc Cl A COMMON STOCKS 65332V10 189,708.75 3,780.00 (c) N/A (b)
Nextel Communications Inc Cl A COMMON STOCKS 65332V10 205,768.75 4,100.00 (c) N/A (a)
Nextel Communications Inc Cl A COMMON STOCKS 65332V10 9,762,221.56 194,515.00 (a) N/A (b)
Nextel Communications Inc Cl A COMMON STOCKS 65332V10 12,471,593.75 248,500.00 (a) N/A (c)
Nextel Communications Inc Cl A COMMON STOCKS 65332V10 13,121,020.00 261,440.00 (a) N/A (a)
Nexthealth Inc COMMON STOCKS 65333G10 2,250.00 2,000.00 (a) N/A (b)
NEXTLINK Communications Inc - Cl A COMMON STOCKS 65333H70 22,312.50 300.00 (a) N/A (b)
Nielsen Media Research COMMON STOCKS 65392930 3,919.50 134.00 (c) N/A (b)
Nielsen Media Research COMMON STOCKS 65392930 17,550.00 600.00 (a) N/A (b)
Nielsen Media Research COMMON STOCKS 65392930 6,249,730.51 213,666.00 (a) N/A (a)
Nielsen Media Research COMMON STOCKS 65392930 18,535,725.00 633,700.00 (a) N/A (c)
NIKE Inc Cl B COMMON STOCKS 65410610 41,827.50 660.00 (c) N/A (b)
NIKE Inc Cl B COMMON STOCKS 65410610 52,918.13 835.00 (a) N/A (b)
99 Cents Only Stores COMMON STOCKS 65440K10 213,482.81 4,275.00 (a) N/A (b)
99 Cents Only Stores COMMON STOCKS 65440K10 3,023,715.63 60,550.00 (a) N/A (a)
99 Cents Only Stores COMMON STOCKS 65440K10 8,238,439.06 164,975.00 (a) N/A (c)
Noble Drilling Corp COMMON STOCKS 65504210 98,437.50 5,000.00 (c) N/A (b)
Nokia Corp Spon ADR Repstg 1 Ser A COMMON STOCKS 65490220 44,865.63 490.00 (c) N/A (b)
Nokia Corp Spon ADR Repstg 1 Ser A COMMON STOCKS 65490220 2,133,406.25 23,300.00 (a) N/A (b)
Nokia Corp Spon ADR Repstg 1 Ser A COMMON STOCKS 65490220 6,706,953.13 73,250.00 (a) N/A (a)
Nokia Corp Spon ADR Repstg 1 Ser A COMMON STOCKS 65490220 10,410,656.25 113,700.00 (a) N/A (c)
Nordstrom Inc COMMON STOCKS 65566410 11,725.00 350.00 (a) N/A (b)
Norfolk Southern Corp COMMON STOCKS 65584410 903.75 30.00 (c) N/A (b)
Norfolk Southern Corp COMMON STOCKS 65584410 45,187.50 1,500.00 (a) N/A (a)
Norfolk Southern Corp COMMON STOCKS 65584410 855,881.38 28,411.00 (a) N/A (b)
Norsk Hydro AS ADR COMMON STOCKS 65653160 183,600.00 4,800.00 (c) N/A (a)
Nortel Networks Corp COMMON STOCKS 65656910 4,540,293.75 52,300.00 (a) N/A (c)
Nortel Networks Corp COMMON STOCKS 65656910 5,054,310.56 58,221.00 (a) N/A (b)
Nortel Networks Corp COMMON STOCKS 65656910 9,009,140.81 103,777.00 (a) N/A (a)
North American Scientific Inc COMMON STOCKS 65715D10 2,722.50 330.00 (c) N/A (b)
North American Vaccine Inc COMMON STOCKS 65720110 195,000.00 40,000.00 (c) N/A (b)
North European Oil Royalty Trust CBI COMMON STOCKS 65931010 157,500.00 12,000.00 (c) N/A (a)
North Fork Bancorp Inc NY COMMON STOCKS 65942410 4,275.00 200.00 (a) N/A (a)
Northeast Utilities COMMON STOCKS 66439710 2,681.25 150.00 (a) N/A (b)
Northeast Utilities COMMON STOCKS 66439710 8,043.75 450.00 (c) N/A (b)
Northern States Power Co Minn COMMON STOCKS 66577210 38,700.00 1,600.00 (a) N/A (a)
Northern Trust Corp COMMON STOCKS 66585910 1,013,650.00 10,450.00 (c) N/A (b)
Northern Trust Corp COMMON STOCKS 66585910 4,539,600.00 46,800.00 (c) N/A (a)
Northern Trust Corp COMMON STOCKS 66585910 12,513,000.00 129,000.00 (a) N/A (c)
Northern Trust Corp COMMON STOCKS 66585910 13,792,430.00 142,190.00 (a) N/A (b)
Northern Trust Corp COMMON STOCKS 66585910 16,800,497.00 173,201.00 (a) N/A (a)
Northrop Corp COMMON STOCKS 66680710 19,893.75 300.00 (a) N/A (b)
Northwest Pipe Co COMMON STOCKS 66774610 910,534.63 54,769.00 (a) N/A (a)
NOVA Chemicals Corp COMMON STOCKS 66977W10 349.69 15.00 (a) N/A (b)
NOVA Corp COMMON STOCKS 66978410 1,141,350.00 45,654.00 (a) N/A (b)
NOVA Corp COMMON STOCKS 66978410 7,843,650.00 313,746.00 (c) N/A (a)
NOVA Corp COMMON STOCKS 66978410 7,849,475.00 313,979.00 (c) N/A (b)
NOVA Corp COMMON STOCKS 66978410 8,475,250.00 339,010.00 (a) N/A (c)
NOVA Corp COMMON STOCKS 66978410 44,365,600.00 1,774,624.00 (a) N/A (a)
Novell Inc COMMON STOCKS 67000610 2,650.00 100.00 (c) N/A (b)
Novell Inc COMMON STOCKS 67000610 908,950.00 34,300.00 (a) N/A (b)
Novell Inc COMMON STOCKS 67000610 3,545,700.00 133,800.00 (a) N/A (a)
Novell Inc COMMON STOCKS 67000610 8,013,600.00 302,400.00 (a) N/A (c)
Novellus Systems Inc COMMON STOCKS 67000810 54,600.00 800.00 (a) N/A (b)
Novellus Systems Inc COMMON STOCKS 67000810 15,717,975.00 230,300.00 (a) N/A (a)
Novellus Systems Inc COMMON STOCKS 67000810 46,727,362.50 684,650.00 (a) N/A (c)
Novoste Corp COMMON STOCKS 67010C10 929,271.00 44,251.00 (a) N/A (a)
NPC International Inc COMMON STOCKS 62936030 44,587.50 2,900.00 (a) N/A (b)
NPC International Inc COMMON STOCKS 62936030 1,000,912.50 65,100.00 (a) N/A (c)
NPC International Inc COMMON STOCKS 62936030 1,751,212.50 113,900.00 (a) N/A (a)
NTL Inc COMMON STOCKS 62940710 828,434.25 9,612.00 (c) N/A (b)
NTL Inc COMMON STOCKS 62940710 1,559,993.75 18,100.00 (a) N/A (c)
NTL Inc COMMON STOCKS 62940710 3,533,687.50 41,000.00 (c) N/A (a)
NTL Inc COMMON STOCKS 62940710 4,227,152.13 49,046.00 (a) N/A (b)
NTL Inc COMMON STOCKS 62940710 6,683,840.63 77,550.00 (a) N/A (a)
Nu Horizons Electronics Inc COMMON STOCKS 66990810 35,312.50 5,000.00 (a) N/A (b)
Nucor Corp COMMON STOCKS 67034610 56,925.00 1,200.00 (a) N/A (b)
Nuveen New York Municipal Value Fund FIXED INCOME FUNDS 67062M10 4,593.75 500.00 (a) N/A (b)
Nycomed Amersham plc-Sponsored ADR COMMON STOCKS 67066H10 17,812.50 500.00 (a) N/A (a)
Object Design Inc COMMON STOCKS 67441610 21,312.50 5,500.00 (c) N/A (b)
Occidental Petroleum Corp COMMON STOCKS 67459910 528.13 25.00 (c) N/A (b)
Occidental Petroleum Corp COMMON STOCKS 67459910 3,844.75 182.00 (a) N/A (a)
Ocular Sciences Inc COMMON STOCKS 67574410 6,096,765.88 350,893.00 (a) N/A (a)
Ocwen Financial Corp COMMON STOCKS 67574610 1,775.00 200.00 (c) N/A (b)
Office Depot Inc COMMON STOCKS 67622010 15,443.75 700.00 (a) N/A (c)
Office Depot Inc COMMON STOCKS 67622010 60,980.75 2,764.00 (c) N/A (b)
Office Depot Inc COMMON STOCKS 67622010 165,468.75 7,500.00 (a) N/A (b)
Officemax Inc COMMON STOCKS 67622M10 68,400.00 5,700.00 (a) N/A (a)
Officemax Inc COMMON STOCKS 67622M10 4,705,200.00 392,100.00 (a) N/A (c)
OGE Energy Corp COMMON STOCKS 67083710 227,477.50 9,578.00 (a) N/A (b)
Ohio Casualty Corp COMMON STOCKS 67724010 231,200.00 6,400.00 (a) N/A (b)
Olin Corp COMMON STOCKS 68066520 18,462.50 1,400.00 (a) N/A (a)
Omega Research Inc COMMON STOCKS 68211E10 4,400.00 400.00 (c) N/A (b)
OMI Corp COMMON STOCKS Y6476W10 10,106.25 4,900.00 (c) N/A (b)
Omnicare Inc COMMON STOCKS 68190410 25,250.00 2,000.00 (a) N/A (a)
Omnicom Group Inc COMMON STOCKS 68191910 861,600.00 10,770.00 (c) N/A (b)
Omnicom Group Inc COMMON STOCKS 68191910 2,216,000.00 27,700.00 (c) N/A (a)
Omnicom Group Inc COMMON STOCKS 68191910 14,560,400.00 182,005.00 (a) N/A (c)
Omnicom Group Inc COMMON STOCKS 68191910 25,915,600.00 323,945.00 (a) N/A (b)
Omnicom Group Inc COMMON STOCKS 68191910 30,356,400.00 379,455.00 (a) N/A (a)
Omnipoint Corp COMMON STOCKS 68212D10 289,375.00 10,000.00 (a) N/A (b)
Omnipoint Corp COMMON STOCKS 68212D10 3,255,468.75 112,500.00 (a) N/A (a)
Omnipoint Corp COMMON STOCKS 68212D10 8,669,675.00 299,600.00 (a) N/A (c)
On Assignment Inc COMMON STOCKS 68215910 41,800.00 1,600.00 (a) N/A (b)
On Assignment Inc COMMON STOCKS 68215910 8,017,762.50 306,900.00 (a) N/A (a)
On Assignment Inc COMMON STOCKS 68215910 29,487,287.50 1,128,700.00 (a) N/A (c)
Onhealth Network Co COMMON STOCKS 68272W10 2,125.00 200.00 (c) N/A (b)
ONSALE Inc COMMON STOCKS 68283810 473.44 25.00 (c) N/A (b)
ONSALE Inc COMMON STOCKS 68283810 87,112.50 4,600.00 (a) N/A (b)
ONSALE Inc COMMON STOCKS 68283810 1,558,556.25 82,300.00 (a) N/A (a)
ONSALE Inc COMMON STOCKS 68283810 4,162,462.50 219,800.00 (a) N/A (c)
Open Market Inc COMMON STOCKS 68370M10 7,093.75 500.00 (a) N/A (b)
Oppenheimer Multi-Sector Income Trust FIXED INCOME FUNDS 68393310 13,125.00 1,500.00 (c) N/A (a)
Optimal Robotics Corp COMMON STOCKS 68388R20 249,431.25 25,100.00 (a) N/A (b)
Optimal Robotics Corp COMMON STOCKS 68388R20 822,825.00 82,800.00 (a) N/A (c)
Oracle Systems Corp COMMON STOCKS 68389X10 84,236.63 2,269.00 (c) N/A (b)
Oracle Systems Corp COMMON STOCKS 68389X10 304,425.00 8,200.00 (a) N/A (a)
Oracle Systems Corp COMMON STOCKS 68389X10 667,507.50 17,980.00 (a) N/A (b)
Orange plc ADR COMMON STOCKS 68521110 10,570.00 140.00 (a) N/A (b)
Orbital Sciences Corp COMMON STOCKS 68556410 5,197.50 220.00 (c) N/A (b)
Orbital Sciences Corp COMMON STOCKS 68556410 843,412.50 35,700.00 (a) N/A (b)
Orbital Sciences Corp COMMON STOCKS 68556410 1,500,187.50 63,500.00 (a) N/A (c)
Orbital Sciences Corp COMMON STOCKS 68556410 7,536,375.00 319,000.00 (a) N/A (a)
Orbotech Ltd Ord COMMON STOCKS M7525310 9,382.50 180.00 (a) N/A (b)
Orbotech Ltd Ord COMMON STOCKS M7525310 4,701,675.00 90,200.00 (a) N/A (a)
Orix Corp Sponsored ADR COMMON STOCKS 68633010 19,995.00 430.00 (a) N/A (b)
Oshap Technologies Limited COMMON STOCKS 67103910 14,025.00 1,100.00 (c) N/A (b)
Outback Steakhouse Inc COMMON STOCKS 68989910 5,896.88 150.00 (c) N/A (b)
Outdoor Systems Inc COMMON STOCKS 69005710 14,600.00 400.00 (c) N/A (b)
Outdoor Systems Inc COMMON STOCKS 69005710 324,850.00 8,900.00 (a) N/A (b)
Outdoor Systems Inc COMMON STOCKS 69005710 17,949,641.50 491,771.00 (a) N/A (a)
Outdoor Systems Inc COMMON STOCKS 69005710 33,347,057.00 913,618.00 (a) N/A (c)
Overseas Shipholding Group Inc COMMON STOCKS 69036810 65,000.00 5,000.00 (a) N/A (a)
Owens Corning COMMON STOCKS 69073F10 4,778.13 139.00 (a) N/A (b)
Oxford Health Plans Inc COMMON STOCKS 69147110 4,688,981.25 301,300.00 (a) N/A (a)
Oxford Health Plans Inc COMMON STOCKS 69147110 20,528,493.75 1,319,100.00 (a) N/A (c)
P C Quote Inc COMMON STOCKS 69323620 7,375.00 1,000.00 (a) N/A (b)
P.F. Chang`s China Bistro Inc COMMON STOCKS 69333Y10 221,591.38 10,247.00 (a) N/A (b)
P.F. Chang`s China Bistro Inc COMMON STOCKS 69333Y10 295,440.75 13,662.00 (a) N/A (a)
PACCAR Inc-Del COMMON STOCKS 69371810 16,012.50 300.00 (a) N/A (c)
Pacific Century Financial Corp COMMON STOCKS 69405810 3,749,718.75 173,900.00 (a) N/A (a)
Pacific Sunwear Of California Inc COMMON STOCKS 69487310 21,937.50 900.00 (a) N/A (a)
Pacific Sunwear Of California Inc COMMON STOCKS 69487310 21,937.50 900.00 (a) N/A (b)
Pacificare Health Systems Inc Cl A COMMON STOCKS 69511210 2,373.94 33.00 (c) N/A (b)
PacifiCorp COMMON STOCKS 69511410 37,007.25 2,014.00 (a) N/A (b)
Pacificorp 8.55% Quarterly Income Debt PREFERRED STOCKS 69511461 2,500.00 100.00 (c) N/A (b)
Packaged Ice Inc COMMON STOCKS 69514810 1,418,468.75 238,900.00 (a) N/A (c)
Paging Network Inc COMMON STOCKS 69554210 25,987.50 5,400.00 (c) N/A (b)
Paging Network Inc COMMON STOCKS 69554210 3,571,365.88 742,102.00 (a) N/A (a)
PairGain Technologies Inc COMMON STOCKS 69593410 565,800.00 49,200.00 (a) N/A (b)
PairGain Technologies Inc COMMON STOCKS 69593410 2,794,500.00 243,000.00 (a) N/A (a)
PairGain Technologies Inc COMMON STOCKS 69593410 7,443,950.00 647,300.00 (a) N/A (c)
PalEx Inc COMMON STOCKS 69636810 30,312.50 5,000.00 (c) N/A (b)
Panamerican Beverages Inc Cl A COMMON STOCKS P7482310 4,762.50 200.00 (c) N/A (b)
PanAmSat Corp COMMON STOCKS 69793310 19,468.75 500.00 (a) N/A (b)
Paper Warehouse Inc COMMON STOCKS 69894110 8,500.00 4,000.00 (c) N/A (a)
Paradise Music & Entertainment Inc COMMON STOCKS 69907110 4,950.00 880.00 (a) N/A (a)
Parametric Technology Corp COMMON STOCKS 69917310 314,019.00 22,632.00 (a) N/A (b)
Parametric Technology Corp COMMON STOCKS 69917310 819,110.63 59,035.00 (a) N/A (a)
Park Place Entertainment Corp COMMON STOCKS 70069010 9,558.59 1,000.00 (a) N/A (a)
Park Place Entertainment Corp COMMON STOCKS 70069010 48,940.00 5,120.00 (a) N/A (b)
Parker-Hannifin Corp COMMON STOCKS 70109410 33,397.50 730.00 (a) N/A (b)
PartnerRe Ltd COMMON STOCKS G6852T10 2,803.13 75.00 (a) N/A (b)
Paychex Inc COMMON STOCKS 70432610 492,277.50 15,444.00 (a) N/A (b)
Payless ShoeSource Inc COMMON STOCKS 70437910 8,217,332.50 153,595.00 (a) N/A (a)
Payless ShoeSource Inc COMMON STOCKS 70437910 32,077,209.00 599,574.00 (a) N/A (c)
P-Com Inc COMMON STOCKS 69326210 13,672.19 2,612.00 (c) N/A (b)
pcOrder.com Inc COMMON STOCKS 70453H10 8,312.50 200.00 (c) N/A (b)
pcOrder.com Inc COMMON STOCKS 70453H10 41,562.50 1,000.00 (a) N/A (a)
PE Corp-Celera Genomics Group COMMON STOCKS 69332S20 194.25 12.00 (c) N/A (b)
PE Corp-Celera Genomics Group COMMON STOCKS 69332S20 809.38 50.00 (a) N/A (a)
PE Corp-Celera Genomics Group COMMON STOCKS 69332S20 8,093.75 500.00 (c) N/A (a)
PE Corp-Celera Genomics Group COMMON STOCKS 69332S20 16,187.50 1,000.00 (a) N/A (b)
PE Corp-Celera Genomics Group COMMON STOCKS 69332S20 132,737.50 8,200.00 (a) N/A (c)
PE Corp-PE Biosystems Group COMMON STOCKS 69332S10 2,754.00 24.00 (c) N/A (b)
PE Corp-PE Biosystems Group COMMON STOCKS 69332S10 11,475.00 100.00 (a) N/A (a)
PE Corp-PE Biosystems Group COMMON STOCKS 69332S10 229,500.00 2,000.00 (a) N/A (b)
PE Corp-PE Biosystems Group COMMON STOCKS 69332S10 1,881,900.00 16,400.00 (a) N/A (c)
Pechiney S.A. Sponsored ADR A COMMON STOCKS 70515120 10,473.75 490.00 (a) N/A (b)
PECO Energy Co COMMON STOCKS 69330410 20,937.50 500.00 (c) N/A (b)
PECO Energy Co COMMON STOCKS 69330410 281,860.63 6,731.00 (a) N/A (b)
Pediatrix Medical Group Inc COMMON STOCKS 70532410 21,250.00 1,000.00 (a) N/A (b)
Peerless Systems Corp COMMON STOCKS 70553610 5,250.00 500.00 (c) N/A (b)
Penney [J.C.] Inc COMMON STOCKS 70816010 38,850.00 800.00 (a) N/A (b)
Pennichuck Corp COMMON STOCKS 70825420 2,160.00 96.00 (c) N/A (b)
Pennsylvania Real Estate Invt Trust COMMON STOCKS 70910210 37,310.63 1,782.00 (a) N/A (b)
PennzEnergy Co COMMON STOCKS 70931Q10 6,650.00 400.00 (c) N/A (b)
PennzEnergy Co COMMON STOCKS 70931Q10 7,763.88 467.00 (a) N/A (b)
Pennzoil-Quaker State Co COMMON STOCKS 70932310 6,000.00 400.00 (c) N/A (b)
Pennzoil-Quaker State Co COMMON STOCKS 70932310 7,005.00 467.00 (a) N/A (b)
Penton Media Inc COMMON STOCKS 70966810 240,075.00 9,900.00 (a) N/A (b)
Penton Media Inc COMMON STOCKS 70966810 402,550.00 16,600.00 (a) N/A (a)
Penton Media Inc COMMON STOCKS 70966810 9,375,050.00 386,600.00 (a) N/A (c)
Peoples Energy Corp COMMON STOCKS 71103010 10,024.88 266.00 (a) N/A (b)
Peoples Energy Corp COMMON STOCKS 71103010 182,106.00 4,832.00 (a) N/A (a)
Peoples Heritage Financial Group Inc COMMON STOCKS 71114710 150,500.00 8,000.00 (a) N/A (c)
Peoples Heritage Financial Group Inc COMMON STOCKS 71114710 502,670.00 26,720.00 (a) N/A (a)
PeopleSoft Inc COMMON STOCKS 71271310 43,125.00 2,500.00 (c) N/A (b)
PeopleSoft Inc COMMON STOCKS 71271310 4,666,401.00 270,516.00 (a) N/A (a)
PepsiCo Inc COMMON STOCKS 71344810 116,062.50 3,000.00 (c) N/A (a)
PepsiCo Inc COMMON STOCKS 71344810 132,582.06 3,427.00 (c) N/A (b)
PepsiCo Inc COMMON STOCKS 71344810 732,547.81 18,935.00 (a) N/A (a)
PepsiCo Inc COMMON STOCKS 71344810 2,652,066.81 68,551.00 (a) N/A (b)
Peregrine Systems Inc COMMON STOCKS 71366Q10 1,310,062.50 51,000.00 (a) N/A (b)
Peregrine Systems Inc COMMON STOCKS 71366Q10 6,296,006.25 245,100.00 (a) N/A (c)
Peregrine Systems Inc COMMON STOCKS 71366Q10 14,424,147.75 561,524.00 (a) N/A (a)
Perma-Fix Environmental Services COMMON STOCKS 71415710 7,812.50 5,000.00 (c) N/A (b)
Perpetual Savings Bank FSB Alexandria CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
Pervasive Software Inc COMMON STOCKS 71571010 878,560.13 35,319.00 (a) N/A (a)
Petroleum & Resources Corp EQUITY FUNDS 71654910 278.00 8.00 (c) N/A (b)
Petroleum Geo Services ADR COMMON STOCKS 71659710 29,750.00 2,000.00 (c) N/A (b)
Petroleum Geo Services ADR COMMON STOCKS 71659710 417,987.50 28,100.00 (a) N/A (b)
Petroleum Geo Services ADR COMMON STOCKS 71659710 12,203,450.00 820,400.00 (a) N/A (a)
Petroleum Geo Services ADR COMMON STOCKS 71659710 43,527,225.00 2,926,200.00 (a) N/A (c)
PETsMart Inc COMMON STOCKS 71676810 10,250.00 1,000.00 (a) N/A (b)
PETsMart Inc COMMON STOCKS 71676810 8,425,500.00 822,000.00 (a) N/A (a)
PETsMart Inc COMMON STOCKS 71676810 31,009,325.00 3,025,300.00 (a) N/A (c)
Pfizer Inc COMMON STOCKS 71708110 1,927,229.00 17,681.00 (c) N/A (b)
Pfizer Inc COMMON STOCKS 71708110 6,428,929.00 58,981.00 (c) N/A (a)
Pfizer Inc COMMON STOCKS 71708110 6,441,900.00 59,100.00 (a) N/A (c)
Pfizer Inc COMMON STOCKS 71708110 20,794,332.54 190,773.69 (a) N/A (a)
Pfizer Inc COMMON STOCKS 71708110 24,163,556.00 221,684.00 (a) N/A (b)
PG&E Corp COMMON STOCKS 69331C10 32,437.50 1,000.00 (a) N/A (a)
PG&E Corp COMMON STOCKS 69331C10 40,417.13 1,246.00 (c) N/A (b)
PG&E Corp COMMON STOCKS 69331C10 149,504.44 4,609.00 (a) N/A (b)
Pharmaceutical Product Development Inc COMMON STOCKS 71712410 1,122,375.00 41,000.00 (a) N/A (b)
Pharmaceutical Product Development Inc COMMON STOCKS 71712410 1,379,700.00 50,400.00 (a) N/A (c)
Pharmaceutical Product Development Inc COMMON STOCKS 71712410 8,587,537.50 313,700.00 (a) N/A (a)
Pharmacia & Upjohn Inc COMMON STOCKS 71694110 28,633.50 504.00 (a) N/A (b)
Pharmacia & Upjohn Inc COMMON STOCKS 71694110 48,290.63 850.00 (c) N/A (b)
Pharmacia & Upjohn Inc COMMON STOCKS 71694110 136,350.00 2,400.00 (a) N/A (a)
Pharmacia & Upjohn Inc COMMON STOCKS 71694110 1,858,905.00 32,720.00 (a) N/A (c)
Pharmacopeia Inc COMMON STOCKS 71713B10 61,143.75 5,435.00 (a) N/A (a)
Philip Morris Companies Inc COMMON STOCKS 71815410 1,085,062.50 27,000.00 (c) N/A (a)
Philip Morris Companies Inc COMMON STOCKS 71815410 1,270,728.75 31,620.00 (c) N/A (b)
Philip Morris Companies Inc COMMON STOCKS 71815410 2,703,332.75 67,268.00 (a) N/A (a)
Philip Morris Companies Inc COMMON STOCKS 71815410 7,024,292.75 174,788.00 (a) N/A (b)
Philip Morris Companies Inc COMMON STOCKS 71815410 20,294,285.63 504,990.00 (a) N/A (c)
Philips International Realty Corp COMMON STOCKS 71833310 42,187.50 2,500.00 (c) N/A (b)
Philips International Realty Corp COMMON STOCKS 71833310 126,562.50 7,500.00 (c) N/A (a)
Philips-Van Heusen Corp COMMON STOCKS 71859210 48,400.00 4,840.00 (a) N/A (a)
Phillips Petroleum Co COMMON STOCKS 71850710 50,312.50 1,000.00 (c) N/A (b)
Phillips Petroleum Co COMMON STOCKS 71850710 60,375.00 1,200.00 (a) N/A (a)
Phillips Petroleum Co COMMON STOCKS 71850710 176,093.75 3,500.00 (a) N/A (b)
Phoenix International Life Sciences Inc COMMON STOCKS 71891910 1,836.00 306.00 (c) N/A (b)
Phosphate Resources Partners LP COMMON STOCKS 71921710 10,750.00 1,000.00 (a) N/A (b)
Photronics Inc COMMON STOCKS 71940510 259,700.00 10,600.00 (a) N/A (b)
Photronics Inc COMMON STOCKS 71940510 3,096,800.00 126,400.00 (a) N/A (a)
Photronics Inc COMMON STOCKS 71940510 9,528,050.00 388,900.00 (a) N/A (c)
PhyCor Inc COMMON STOCKS 71940F10 226,483.13 30,580.00 (a) N/A (a)
Pier 1 Imports Inc-Del COMMON STOCKS 72027910 2,768,625.00 246,100.00 (a) N/A (a)
Pier 1 Imports Inc-Del COMMON STOCKS 72027910 10,737,000.00 954,400.00 (a) N/A (c)
Pillowtex Corp COMMON STOCKS 72150110 32.63 2.00 (c) N/A (b)
Pilot Network Services Inc COMMON STOCKS 72159610 981.25 100.00 (c) N/A (b)
PIMCO Advisors Holdings LP COMMON STOCKS 69338P10 9,222.50 310.00 (a) N/A (a)
PIMCO Advisors Holdings LP COMMON STOCKS 69338P10 89,250.00 3,000.00 (c) N/A (b)
Pinnacle Holdings Inc COMMON STOCKS 72346N10 732,550.00 29,900.00 (a) N/A (b)
Pinnacle Holdings Inc COMMON STOCKS 72346N10 2,089,850.00 85,300.00 (a) N/A (c)
Pinnacle Holdings Inc COMMON STOCKS 72346N10 6,791,400.00 277,200.00 (a) N/A (a)
Pinnacle West Capital Corp COMMON STOCKS 72348410 362,250.00 9,000.00 (a) N/A (b)
Pitney Bowes Inc COMMON STOCKS 72447910 889,862.50 13,850.00 (c) N/A (a)
Pitney Bowes Inc COMMON STOCKS 72447910 954,112.50 14,850.00 (c) N/A (b)
Pitney Bowes Inc COMMON STOCKS 72447910 11,230,386.00 174,792.00 (a) N/A (b)
Pitney Bowes Inc COMMON STOCKS 72447910 16,615,050.00 258,600.00 (a) N/A (c)
Pitney Bowes Inc COMMON STOCKS 72447910 18,185,512.75 283,043.00 (a) N/A (a)
Pittway Corp Cl A COMMON STOCKS 72579020 1,268,356.25 37,100.00 (a) N/A (c)
Pittway Corp Cl A COMMON STOCKS 72579020 5,784,525.00 169,200.00 (a) N/A (a)
Pittway Corp-Del COMMON STOCKS 72579010 126,587.50 3,800.00 (a) N/A (a)
Planar Systems Inc COMMON STOCKS 72690010 39,525.00 5,100.00 (c) N/A (b)
PLATINUM technology Inc COMMON STOCKS 72764T10 1,660.13 57.00 (c) N/A (b)
Playboy Enterprises Inc COMMON STOCKS 72811730 7,968.75 300.00 (a) N/A (c)
Playboy Enterprises Inc COMMON STOCKS 72811730 2,905,937.50 109,400.00 (a) N/A (a)
PLC Systems Inc COMMON STOCKS 69341D10 350.00 100.00 (c) N/A (b)
PMC-Sierra Inc COMMON STOCKS 69344F10 384,508.25 6,524.00 (a) N/A (a)
PMI Group Inc COMMON STOCKS 69344M10 188,437.50 3,000.00 (a) N/A (b)
PMI Group Inc COMMON STOCKS 69344M10 1,005,000.00 16,000.00 (a) N/A (a)
PMI Group Inc COMMON STOCKS 69344M10 18,055,641.56 287,453.00 (a) N/A (c)
PNC Bank Corp COMMON STOCKS 69347510 258,736.25 4,490.00 (c) N/A (b)
PNC Bank Corp COMMON STOCKS 69347510 782,835.63 13,585.00 (a) N/A (c)
PNC Bank Corp COMMON STOCKS 69347510 968,100.00 16,800.00 (c) N/A (a)
PNC Bank Corp COMMON STOCKS 69347510 1,473,413.63 25,569.00 (a) N/A (b)
PNC Bank Corp COMMON STOCKS 69347510 2,268,984.38 39,375.00 (a) N/A (a)
Polaroid Corp COMMON STOCKS 73109510 16,582.50 603.00 (a) N/A (c)
Polycom Inc COMMON STOCKS 73172K10 1,535,352.00 39,368.00 (a) N/A (a)
Portugal Telecom SA Spon ADR COMMON STOCKS 73727310 12,356.25 300.00 (a) N/A (b)
Post Properties Inc COMMON STOCKS 73746410 41,000.00 1,000.00 (a) N/A (b)
Potash Corp Of Saskatchewan Inc COMMON STOCKS 73755L10 2,535.75 49.00 (a) N/A (b)
Potash Corp Of Saskatchewan Inc COMMON STOCKS 73755L10 3,674.25 71.00 (c) N/A (b)
Potomac Electric Power Co COMMON STOCKS 73767910 5,887.50 200.00 (a) N/A (b)
Potomac Electric Power Co COMMON STOCKS 73767910 5,887.50 200.00 (c) N/A (b)
Powertel Inc COMMON STOCKS 73936C10 227,050.00 7,600.00 (a) N/A (b)
Powertel Inc COMMON STOCKS 73936C10 3,626,825.00 121,400.00 (a) N/A (a)
Powertel Inc COMMON STOCKS 73936C10 9,571,950.00 320,400.00 (a) N/A (c)
Powerwave Technologies Inc COMMON STOCKS 73936310 322,500.00 10,000.00 (a) N/A (b)
Powerwave Technologies Inc COMMON STOCKS 73936310 851,400.00 26,400.00 (a) N/A (c)
Powerwave Technologies Inc COMMON STOCKS 73936310 3,154,050.00 97,800.00 (a) N/A (a)
PPG Industries Inc COMMON STOCKS 69350610 47,250.00 800.00 (a) N/A (b)
Praxair Inc COMMON STOCKS 74005P10 24,468.75 500.00 (c) N/A (b)
Precept Business Services Cl A COMMON STOCKS 74016520 19.00 4.00 (c) N/A (b)
Precision Castparts Corp COMMON STOCKS 74018910 4,279,750.00 100,700.00 (a) N/A (a)
Precision Castparts Corp COMMON STOCKS 74018910 16,048,000.00 377,600.00 (a) N/A (c)
Premark International Inc COMMON STOCKS 74045910 50,850.00 1,356.00 (a) N/A (b)
Premark International Inc COMMON STOCKS 74045910 450,000.00 12,000.00 (a) N/A (a)
Premark International Inc COMMON STOCKS 74045910 6,270,000.00 167,200.00 (a) N/A (c)
Premier Farnell plc Spon ADR Repstg 1 CONVERTIBLES 74050U20 14,907.27 782.00 (c) N/A (a)
Premier Farnell plc Spon ADR Repstg 1 CONVERTIBLES 74050U20 138,492.70 7,265.00 (a) N/A (b)
Premier Farnell plc Spon ADR Repstg 1 CONVERTIBLES 74050U20 261,773.12 13,732.00 (a) N/A (a)
Premier Farnell PLC Spon ADR Repstg 2 COMMON STOCKS 74050U10 7,221.81 971.00 (c) N/A (a)
Premier Farnell PLC Spon ADR Repstg 2 COMMON STOCKS 74050U10 78,071.44 10,497.00 (a) N/A (a)
Premier Parks Inc COMMON STOCKS 74054020 183,750.00 5,000.00 (c) N/A (b)
Premier Parks Inc COMMON STOCKS 74054020 764,400.00 20,800.00 (c) N/A (a)
Premier Parks Inc COMMON STOCKS 74054020 4,325,475.00 117,700.00 (a) N/A (b)
Premier Parks Inc COMMON STOCKS 74054020 37,429,507.50 1,018,490.00 (a) N/A (a)
Premier Parks Inc COMMON STOCKS 74054020 58,913,925.00 1,603,100.00 (a) N/A (c)
Preview Travel Inc COMMON STOCKS 74137R10 3,882,323.25 176,972.00 (a) N/A (a)
Price Communications Corp COMMON STOCKS 74143730 15.00 1.00 (a) N/A (a)
Price Communications Corp COMMON STOCKS 74143730 56,250.00 3,750.00 (a) N/A (b)
Prime Hospitality Corp COMMON STOCKS 74191710 6,000.00 500.00 (c) N/A (b)
Primex Technologies Inc COMMON STOCKS 74159710 6,037.50 280.00 (a) N/A (a)
Primix Solutions Inc COMMON STOCKS 74162010 5,750.00 2,000.00 (a) N/A (b)
Procter & Gamble Co COMMON STOCKS 74271810 161,364.00 1,808.00 (c) N/A (b)
Procter & Gamble Co COMMON STOCKS 74271810 321,300.00 3,600.00 (a) N/A (c)
Procter & Gamble Co COMMON STOCKS 74271810 727,387.50 8,150.00 (c) N/A (a)
Procter & Gamble Co COMMON STOCKS 74271810 1,545,453.00 17,316.00 (a) N/A (a)
Procter & Gamble Co COMMON STOCKS 74271810 5,794,288.50 64,922.00 (a) N/A (b)
Prodigy Communications Corp COMMON STOCKS 74283P10 745,200.00 28,800.00 (a) N/A (c)
Prodigy Communications Corp COMMON STOCKS 74283P10 1,205,775.00 46,600.00 (a) N/A (a)
Progressive Corp Ohio COMMON STOCKS 74331510 36,250.00 250.00 (a) N/A (a)
Progressive Corp Ohio COMMON STOCKS 74331510 43,500.00 300.00 (c) N/A (b)
Progressive Corp Ohio COMMON STOCKS 74331510 87,000.00 600.00 (a) N/A (b)
Prologis Trust SBI COMMON STOCKS 74341010 6,075.00 300.00 (c) N/A (b)
Promus Hotel Corp COMMON STOCKS 74342P10 201,500.00 6,500.00 (a) N/A (c)
Prosperity Bancshares Inc COMMON STOCKS 74360610 2,885,556.38 197,303.00 (a) N/A (c)
Provident American Corp COMMON STOCKS 74383210 39,861.25 1,430.00 (c) N/A (b)
Provident Companies Inc COMMON STOCKS 74386210 24,000.00 600.00 (a) N/A (b)
Providian Financial Corp COMMON STOCKS 74406A10 205,150.00 2,200.00 (a) N/A (c)
Province Healthcare Co COMMON STOCKS 74397710 2,151,181.50 110,317.00 (a) N/A (a)
Proxim Inc COMMON STOCKS 74428410 307,400.00 5,300.00 (a) N/A (c)
PSINet Inc COMMON STOCKS 74437C10 42,918.75 981.00 (c) N/A (b)
Public Service Enterprises Group COMMON STOCKS 74457310 27,670.88 678.00 (c) N/A (b)
Public Service Enterprises Group COMMON STOCKS 74457310 77,707.00 1,904.00 (a) N/A (b)
Public Storage Inc COMMON STOCKS 74460D10 22,428.00 801.00 (a) N/A (b)
Puget Sound Power & Light Co COMMON STOCKS 74533210 12,000.00 500.00 (a) N/A (a)
Pulitzer Inc COMMON STOCKS 74576910 48,562.50 1,000.00 (a) N/A (a)
Pulitzer Inc COMMON STOCKS 74576910 283,216.50 5,832.00 (a) N/A (b)
Putnam Premier Income Fund SBI EQUITY FUNDS 74685310 15,500.00 2,000.00 (c) N/A (a)
QLogic Corp COMMON STOCKS 74727710 3,735,600.00 28,300.00 (a) N/A (a)
QLogic Corp COMMON STOCKS 74727710 9,319,200.00 70,600.00 (a) N/A (c)
QRS Corp COMMON STOCKS 74726X10 608,400.00 7,800.00 (a) N/A (b)
QRS Corp COMMON STOCKS 74726X10 19,110,000.00 245,000.00 (a) N/A (a)
QRS Corp COMMON STOCKS 74726X10 68,523,000.00 878,500.00 (a) N/A (c)
Quad Systems Corp COMMON STOCKS 74730Q10 21,909.38 12,300.00 (c) N/A (b)
Quaker Oats Co COMMON STOCKS 74740210 464,625.00 7,000.00 (c) N/A (b)
QUALCOMM Inc COMMON STOCKS 74752510 57,400.00 400.00 (c) N/A (b)
QUALCOMM Inc COMMON STOCKS 74752510 143,500.00 1,000.00 (a) N/A (b)
QUALCOMM Inc COMMON STOCKS 74752510 287,000.00 2,000.00 (a) N/A (c)
Quanta Services Inc COMMON STOCKS 74762E10 220.00 5.00 (a) N/A (b)
Quigley Corp COMMON STOCKS 74838L30 7,850.00 1,600.00 (c) N/A (b)
Qwest Communications International Inc COMMON STOCKS 74912110 1,142,507.75 34,556.00 (c) N/A (a)
Qwest Communications International Inc COMMON STOCKS 74912110 6,888,836.38 208,358.00 (c) N/A (b)
Qwest Communications International Inc COMMON STOCKS 74912110 7,156,113.63 216,442.00 (a) N/A (b)
Qwest Communications International Inc COMMON STOCKS 74912110 20,881,679.88 631,582.00 (a) N/A (a)
R&B Falcon Corp COMMON STOCKS 74912E10 140,625.00 15,000.00 (a) N/A (c)
R. H. Donnelley Corp COMMON STOCKS 74955W30 1,565.00 80.00 (c) N/A (b)
R. H. Donnelley Corp COMMON STOCKS 74955W30 5,086.25 260.00 (a) N/A (b)
R. H. Donnelley Corp COMMON STOCKS 74955W30 5,868.75 300.00 (a) N/A (a)
R.J. Reynolds Tobacco Holdings Inc COMMON STOCKS 76182K10 30,797.50 970.00 (c) N/A (b)
Radian Group Inc COMMON STOCKS 75023610 244,062.50 5,000.00 (a) N/A (b)
Radian Group Inc COMMON STOCKS 75023610 2,064,470.50 42,293.89 (a) N/A (a)
Radian Group Inc COMMON STOCKS 75023610 3,583,493.54 73,413.44 (a) N/A (c)
Radiant Systems Inc COMMON STOCKS 75025N10 427,500.00 30,000.00 (a) N/A (b)
Radiant Systems Inc COMMON STOCKS 75025N10 11,536,800.00 809,600.00 (a) N/A (a)
Radiant Systems Inc COMMON STOCKS 75025N10 14,163,075.00 993,900.00 (a) N/A (c)
Radio One Inc COMMON STOCKS 75040P10 246,450.00 5,300.00 (a) N/A (b)
Radio One Inc COMMON STOCKS 75040P10 1,604,250.00 34,500.00 (a) N/A (a)
Radio One Inc COMMON STOCKS 75040P10 2,799,300.00 60,200.00 (a) N/A (c)
RailWorks Corp COMMON STOCKS 75078910 138.75 15.00 (a) N/A (b)
Rainforest Cafe Inc COMMON STOCKS 75086K10 5,062.50 1,000.00 (c) N/A (b)
Ralston Purina Group COMMON STOCKS 75127730 113,531.88 3,730.00 (c) N/A (b)
Ralston Purina Group COMMON STOCKS 75127730 322,637.50 10,600.00 (a) N/A (b)
Ralston Purina Group COMMON STOCKS 75127730 1,035,788.13 34,030.00 (a) N/A (a)
Ralston Purina Group COMMON STOCKS 75127730 1,656,408.75 54,420.00 (a) N/A (c)
Rambus Inc COMMON STOCKS 75091710 226,135.94 2,453.00 (a) N/A (b)
Rambus Inc COMMON STOCKS 75091710 33,883,792.19 367,553.00 (a) N/A (a)
Ranger Oil Ltd COMMON STOCKS 75280510 493.75 100.00 (c) N/A (b)
Rare Medium Group Inc COMMON STOCKS 75382N10 7,462.50 600.00 (c) N/A (b)
Rayonier Inc COMMON STOCKS 75490710 15,641.13 314.00 (a) N/A (a)
Raytheon Co Cl A COMMON STOCKS 75511130 826.50 12.00 (a) N/A (b)
Raytheon Co Cl A COMMON STOCKS 75511130 2,272.88 33.00 (c) N/A (b)
Raytheon Co Cl A COMMON STOCKS 75511130 840,963.75 12,210.00 (a) N/A (a)
Raytheon Co Cl A COMMON STOCKS 75511130 9,364,107.25 135,958.00 (a) N/A (c)
RCN Corporation COMMON STOCKS 74936110 8,325.00 200.00 (c) N/A (b)
RCN Corporation COMMON STOCKS 74936110 2,947,050.00 70,800.00 (a) N/A (a)
RCN Corporation COMMON STOCKS 74936110 12,354,300.00 296,800.00 (a) N/A (c)
Reader's Digest Association Inc Cl A COMMON STOCKS 75526710 107,325.00 2,700.00 (c) N/A (b)
Reader's Digest Association Inc Cl A COMMON STOCKS 75526710 1,252,125.00 31,500.00 (c) N/A (a)
Reader's Digest Association Inc Cl A COMMON STOCKS 75526710 5,014,462.50 126,150.00 (a) N/A (b)
Reader's Digest Association Inc Cl A COMMON STOCKS 75526710 12,191,325.00 306,700.00 (a) N/A (a)
Reader's Digest Association Inc Cl A COMMON STOCKS 75526710 33,231,000.00 836,000.00 (a) N/A (c)
Reader's Digest Association Inc Cl B Vtg COMMON STOCKS 75526720 450,000.00 12,000.00 (a) N/A (c)
RealNetworks Inc COMMON STOCKS 75605L10 20,662.50 300.00 (c) N/A (b)
RealNetworks Inc COMMON STOCKS 75605L10 7,139,444.75 103,658.00 (a) N/A (a)
RealNetworks Inc COMMON STOCKS 75605L10 10,090,187.50 146,500.00 (a) N/A (c)
Reed Intl Sponsored ADR COMMON STOCKS 75821287 7,577.50 280.00 (a) N/A (b)
Regions Financial Corp COMMON STOCKS 75894010 381,146.25 9,916.00 (a) N/A (b)
Regions Financial Corp COMMON STOCKS 75894010 600,855.00 15,632.00 (a) N/A (a)
Reinsurance Group Of America Inc COMMON STOCKS 75935110 375,412.50 10,650.00 (a) N/A (a)
Reinsurance Group Of America Inc COMMON STOCKS 75935120 9,349,850.00 279,100.00 (a) N/A (a)
Reinsurance Group Of America Inc COMMON STOCKS 75935120 38,320,650.00 1,143,900.00 (a) N/A (c)
Reliant Energy Inc COMMON STOCKS 75952J10 41,437.50 1,500.00 (c) N/A (a)
Reliant Energy Inc COMMON STOCKS 75952J10 46,962.50 1,700.00 (c) N/A (b)
Reliant Energy Inc COMMON STOCKS 75952J10 69,062.50 2,500.00 (a) N/A (a)
Reliant Energy Inc COMMON STOCKS 75952J10 342,550.00 12,400.00 (a) N/A (b)
ReliaStar Financial Corp COMMON STOCKS 75952U10 107,012.50 2,446.00 (c) N/A (b)
ReliaStar Financial Corp COMMON STOCKS 75952U10 727,475.00 16,628.00 (c) N/A (a)
ReliaStar Financial Corp COMMON STOCKS 75952U10 867,562.50 19,830.00 (a) N/A (c)
ReliaStar Financial Corp COMMON STOCKS 75952U10 2,456,387.50 56,146.00 (a) N/A (b)
ReliaStar Financial Corp COMMON STOCKS 75952U10 3,519,381.25 80,443.00 (a) N/A (a)
REMEC Inc COMMON STOCKS 75954310 1,764,881.25 109,450.00 (a) N/A (c)
Remedy Corp COMMON STOCKS 75954810 276,812.50 10,300.00 (a) N/A (b)
Remedy Corp COMMON STOCKS 75954810 4,867,062.50 181,100.00 (a) N/A (a)
Remedy Corp COMMON STOCKS 75954810 12,959,125.00 482,200.00 (a) N/A (c)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 222,000.00 6,000.00 (c) N/A (a)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 333,000.00 9,000.00 (c) N/A (c)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 382,950.00 10,350.00 (a) N/A (b)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 1,072,075.00 28,975.00 (c) N/A (b)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 1,929,994.00 52,162.00 (a) N/A (c)
RenaissanceRe Holdings Ltd COMMON STOCKS G7496G10 3,761,309.00 101,657.00 (a) N/A (a)
Renal Care Group Inc COMMON STOCKS 75993010 336,375.00 13,000.00 (a) N/A (b)
Renal Care Group Inc COMMON STOCKS 75993010 4,344,412.50 167,900.00 (a) N/A (a)
Renal Care Group Inc COMMON STOCKS 75993010 12,194,887.50 471,300.00 (a) N/A (c)
Repsol SA Sponsored ADR COMMON STOCKS 76026T20 121,875.00 6,000.00 (c) N/A (a)
Republic New York Corp COMMON STOCKS 76071910 98,735.50 1,448.00 (a) N/A (a)
Republic New York Corp COMMON STOCKS 76071910 345,437.88 5,066.00 (a) N/A (b)
Research In Motion Ltd COMMON STOCKS 76097510 89,847.97 4,500.00 (a) N/A (c)
Respironics Inc COMMON STOCKS 76123010 1,391.50 92.00 (c) N/A (b)
Reuters Group plc Spon ADR COMMON STOCKS 76132M10 28,047.61 346.00 (a) N/A (b)
Reynolds Metals Co COMMON STOCKS 76176310 47,200.00 800.00 (a) N/A (b)
Rhone Poulenc SA Spon ADR Repstg 1 Share COMMON STOCKS 76242660 125,043.75 2,700.00 (a) N/A (a)
Rhone Poulenc SA Spon ADR Repstg 1 Share COMMON STOCKS 76242660 9,405,420.38 203,086.00 (a) N/A (c)
Rite Aid Corp COMMON STOCKS 76775410 24,625.00 1,000.00 (a) N/A (b)
Rite Aid Corp COMMON STOCKS 76775410 168,435.00 6,840.00 (a) N/A (a)
Robert Half International Inc COMMON STOCKS 77032310 28,187.25 1,092.00 (a) N/A (b)
Robert Mondavi Corp Cl A COMMON STOCKS 60920010 14,550.00 400.00 (c) N/A (b)
Rochester Gas & Electric Corp COMMON STOCKS 77136710 2,178.13 82.00 (c) N/A (b)
Rockwell International Corp COMMON STOCKS 77390310 51,455.25 847.00 (a) N/A (b)
Rockwell International Corp COMMON STOCKS 77390310 99,144.00 1,632.00 (c) N/A (b)
Rocky Mountain Internet Inc COMMON STOCKS 77472010 9,600.00 800.00 (c) N/A (b)
Rogers Communications Inc Cl B Non-Vtg COMMON STOCKS 77510920 4,856.25 300.00 (c) N/A (b)
Rollins Truck Leasing Corp COMMON STOCKS 77574110 18,767.88 1,687.00 (c) N/A (b)
Romac International Inc COMMON STOCKS 77583510 2,964.25 334.00 (a) N/A (b)
Ronson Corp COMMON STOCKS 77633820 4,956.00 1,652.00 (a) N/A (b)
Ross Stores Inc COMMON STOCKS 77829610 795,925.00 15,800.00 (a) N/A (b)
Ross Stores Inc COMMON STOCKS 77829610 7,833,312.50 155,500.00 (a) N/A (a)
Ross Stores Inc COMMON STOCKS 77829610 42,990,025.00 853,400.00 (a) N/A (c)
Rouse Co COMMON STOCKS 77927310 507.50 20.00 (a) N/A (b)
Rowan Companies Inc COMMON STOCKS 77938210 9,125.00 500.00 (a) N/A (b)
Royal Caribbean Cruises Ltd COMMON STOCKS V7780T10 17,062.50 390.00 (a) N/A (c)
Royal Caribbean Cruises Ltd COMMON STOCKS V7780T10 516,250.00 11,800.00 (a) N/A (a)
Royal Caribbean Cruises Ltd COMMON STOCKS V7780T10 581,875.00 13,300.00 (a) N/A (b)
Royal Dutch Petroleum Co NY Registry COMMON STOCKS 78025780 852,537.50 14,150.00 (c) N/A (a)
Royal Dutch Petroleum Co NY Registry COMMON STOCKS 78025780 2,934,898.00 48,712.00 (c) N/A (b)
Royal Dutch Petroleum Co NY Registry COMMON STOCKS 78025780 16,210,142.00 269,048.00 (a) N/A (b)
Royal Dutch Petroleum Co NY Registry COMMON STOCKS 78025780 22,751,605.00 377,620.00 (a) N/A (a)
Royal Dutch Petroleum Co NY Registry COMMON STOCKS 78025780 45,483,930.00 754,920.00 (a) N/A (c)
Russell Corp COMMON STOCKS 78235210 15,600.00 800.00 (a) N/A (b)
Ryerson Tull Inc COMMON STOCKS 78375P10 2,967,149.25 131,508.00 (a) N/A (c)
S & P Mid Cap 400 Depository Receipts COMMON STOCKS 59563510 47,062.50 600.00 (a) N/A (b)
Saatchi & Saatchi plc Sponsored ADR COMMON STOCKS 78514420 1,453,481.25 87,100.00 (a) N/A (c)
Sabre Group Holdings Inc Cl A COMMON STOCKS 78590510 103,125.00 1,500.00 (a) N/A (b)
SAFECO Corp COMMON STOCKS 78642910 211,800.00 4,800.00 (a) N/A (b)
Safeguard Scientifics Inc COMMON STOCKS 78644910 749,700.00 11,900.00 (a) N/A (a)
Safeguard Scientifics Inc COMMON STOCKS 78644910 1,467,900.00 23,300.00 (a) N/A (c)
Safety-Kleen Corp COMMON STOCKS 78648R20 51,674.38 2,851.00 (a) N/A (b)
Safeway Inc COMMON STOCKS 78651420 103,950.00 2,100.00 (a) N/A (c)
Safeway Inc COMMON STOCKS 78651420 103,950.00 2,100.00 (c) N/A (a)
Safeway Inc COMMON STOCKS 78651420 697,950.00 14,100.00 (c) N/A (b)
Safeway Inc COMMON STOCKS 78651420 2,376,000.00 48,000.00 (a) N/A (a)
Safeway Inc COMMON STOCKS 78651420 5,400,202.50 109,095.00 (a) N/A (b)
Saga Communications Inc CL A COMMON STOCKS 78659810 14,900.00 800.00 (c) N/A (b)
Saks Inc COMMON STOCKS 79377W10 251,212.50 8,700.00 (a) N/A (a)
Saks Inc COMMON STOCKS 79377W10 4,176,768.75 144,650.00 (a) N/A (c)
Salomon Brothers High Income Fund Inc EQUITY FUNDS 79547Q10 4,878.13 350.00 (a) N/A (b)
Sanchez Computer Associates Inc COMMON STOCKS 79970210 14,542.50 420.00 (c) N/A (b)
Sanchez Computer Associates Inc COMMON STOCKS 79970210 1,164,785.00 33,640.00 (a) N/A (a)
SangStat Medical Corp COMMON STOCKS 80100310 381,225.00 22,100.00 (a) N/A (c)
SangStat Medical Corp COMMON STOCKS 80100310 702,075.00 40,700.00 (a) N/A (b)
SangStat Medical Corp COMMON STOCKS 80100310 8,296,249.50 480,942.00 (a) N/A (a)
Santa Fe Snyder Corp COMMON STOCKS 80218K10 960.00 120.00 (a) N/A (a)
Santa Fe Snyder Corp COMMON STOCKS 80218K10 2,840.00 355.00 (a) N/A (b)
SAP AG Sponsored ADR COMMON STOCKS 80305420 7,271.25 210.00 (c) N/A (b)
Sara Lee Corp COMMON STOCKS 80311110 4,537.50 200.00 (c) N/A (b)
Sara Lee Corp COMMON STOCKS 80311110 181,908.38 8,018.00 (a) N/A (b)
Sara Lee Corp COMMON STOCKS 80311110 326,291.63 14,382.00 (a) N/A (a)
Saucony Inc Cl B COMMON STOCKS 80412020 565,625.00 25,000.00 (a) N/A (c)
Sawako Corp Spon ADR COMMON STOCKS 80544420 4,438.00 1,000.00 (c) N/A (b)
SBA Communications Corp COMMON STOCKS 78388J10 87,187.50 9,000.00 (a) N/A (b)
SBA Communications Corp COMMON STOCKS 78388J10 1,750,531.25 180,700.00 (a) N/A (a)
SBC Communications Inc COMMON STOCKS 78387G10 262,276.00 4,522.00 (c) N/A (a)
SBC Communications Inc COMMON STOCKS 78387G10 265,524.00 4,578.00 (c) N/A (b)
SBC Communications Inc COMMON STOCKS 78387G10 983,622.00 16,959.00 (a) N/A (a)
SBC Communications Inc COMMON STOCKS 78387G10 2,437,276.00 42,022.00 (a) N/A (b)
SBC Communications Inc COMMON STOCKS 78387G10 11,124,400.00 191,800.00 (a) N/A (c)
SCANA Corp COMMON STOCKS 80589810 42,075.00 1,800.00 (a) N/A (b)
Schein [Henry] Inc COMMON STOCKS 80640710 9,750,243.75 307,700.00 (a) N/A (a)
Schein [Henry] Inc COMMON STOCKS 80640710 26,497,087.50 836,200.00 (a) N/A (c)
Schering-Plough Corp COMMON STOCKS 80660510 5,721,450.00 108,980.00 (c) N/A (b)
Schering-Plough Corp COMMON STOCKS 80660510 9,170,700.00 174,680.00 (a) N/A (c)
Schering-Plough Corp COMMON STOCKS 80660510 16,947,000.00 322,800.00 (c) N/A (a)
Schering-Plough Corp COMMON STOCKS 80660510 44,547,405.00 848,522.00 (a) N/A (b)
Schering-Plough Corp COMMON STOCKS 80660510 62,593,807.50 1,192,263.00 (a) N/A (a)
Schlumberger Ltd COMMON STOCKS 80685710 1,273.75 20.00 (c) N/A (b)
Schlumberger Ltd COMMON STOCKS 80685710 227,364.38 3,570.00 (c) N/A (a)
Schlumberger Ltd COMMON STOCKS 80685710 2,325,230.63 36,510.00 (a) N/A (b)
Schlumberger Ltd COMMON STOCKS 80685710 5,521,706.25 86,700.00 (a) N/A (a)
Schlumberger Ltd COMMON STOCKS 80685710 9,056,362.50 142,200.00 (a) N/A (c)
Scholastic Corp COMMON STOCKS 80706610 15,187.50 300.00 (a) N/A (b)
Scholastic Corp COMMON STOCKS 80706610 3,629,812.50 71,700.00 (a) N/A (a)
Scholastic Corp COMMON STOCKS 80706610 20,882,812.50 412,500.00 (a) N/A (c)
Schwab [Charles] Corp COMMON STOCKS 80851310 1,090.00 10.00 (c) N/A (a)
Schwab [Charles] Corp COMMON STOCKS 80851310 10,900.00 100.00 (c) N/A (b)
Schwab [Charles] Corp COMMON STOCKS 80851310 784,800.00 7,200.00 (a) N/A (b)
Schwab [Charles] Corp COMMON STOCKS 80851310 3,002,950.00 27,550.00 (a) N/A (a)
Schwab [Charles] Corp COMMON STOCKS 80851310 5,351,900.00 49,100.00 (a) N/A (c)
Schweitzer-Mauduit International Inc COMMON STOCKS 80854110 191,040.00 12,736.00 (a) N/A (a)
Scientific-Atlanta Inc COMMON STOCKS 80865510 10,800.00 300.00 (a) N/A (b)
Scientific-Atlanta Inc COMMON STOCKS 80865510 8,200,800.00 227,800.00 (a) N/A (a)
Scientific-Atlanta Inc COMMON STOCKS 80865510 32,626,800.00 906,300.00 (a) N/A (c)
Scios Inc COMMON STOCKS 80890510 1,300.00 400.00 (c) N/A (b)
Scor Spon ADR COMMON STOCKS 80917Q10 9,067.50 180.00 (a) N/A (b)
Scotts Co Cl A COMMON STOCKS 81018610 52,387.50 1,100.00 (a) N/A (b)
Scotts Co Cl A COMMON STOCKS 81018610 52,387.50 1,100.00 (c) N/A (b)
Scotts Co Cl A COMMON STOCKS 81018610 300,037.50 6,300.00 (c) N/A (a)
SCP Pool Corp COMMON STOCKS 78402810 344,525.63 13,315.00 (a) N/A (a)
SCP Pool Corp COMMON STOCKS 78402810 6,184,461.38 239,013.00 (a) N/A (c)
Scripps Co [E.W.] Cl a COMMON STOCKS 81105420 76,100.00 1,600.00 (a) N/A (b)
Scudder Global High Income Fund Inc FIXED INCOME FUNDS 81115E10 8,561.25 1,522.00 (c) N/A (b)
Sea Containers Ltd Cl A COMMON STOCKS 81137170 101,694.38 3,030.00 (c) N/A (b)
Seagate Technology Inc COMMON STOCKS 81180410 1,409.38 55.00 (c) N/A (b)
Seagram Co Ltd COMMON STOCKS 81185010 372,775.00 7,400.00 (c) N/A (b)
Seagram Co Ltd COMMON STOCKS 81185010 803,481.25 15,950.00 (c) N/A (a)
Seagram Co Ltd COMMON STOCKS 81185010 5,145,806.25 102,150.00 (a) N/A (b)
Seagram Co Ltd COMMON STOCKS 81185010 9,183,362.50 182,300.00 (a) N/A (a)
Seagram Co Ltd COMMON STOCKS 81185010 10,734,912.50 213,100.00 (a) N/A (c)
Sealed Air Corp COMMON STOCKS 81211K10 32,437.50 500.00 (a) N/A (b)
Sears Roebuck & Co COMMON STOCKS 81238710 44,562.50 1,000.00 (c) N/A (a)
Sears Roebuck & Co COMMON STOCKS 81238710 62,387.50 1,400.00 (a) N/A (b)
Sears Roebuck & Co COMMON STOCKS 81238710 253,828.00 5,696.00 (a) N/A (a)
Sears Roebuck & Co COMMON STOCKS 81238710 4,625,587.50 103,800.00 (a) N/A (c)
Security Capital Group Inc Cl B COMMON STOCKS 81413P20 1,456.25 100.00 (a) N/A (b)
SEDONA Corp COMMON STOCKS 81567710 2,109.38 1,250.00 (c) N/A (b)
Semtech Corp COMMON STOCKS 81685010 2,126,700.00 40,800.00 (a) N/A (a)
Semtech Corp COMMON STOCKS 81685010 2,835,600.00 54,400.00 (a) N/A (c)
Senetek plc Sponsored ADR COMMON STOCKS 81720930 431.25 300.00 (c) N/A (b)
Sensar Corp COMMON STOCKS 81725310 2,257.50 420.00 (c) N/A (b)
Sepracor Inc COMMON STOCKS 81731510 154,375.00 1,900.00 (a) N/A (b)
Sepracor Inc COMMON STOCKS 81731510 4,696,250.00 57,800.00 (a) N/A (a)
Sepracor Inc COMMON STOCKS 81731510 13,528,125.00 166,500.00 (a) N/A (c)
SERENA Software Inc COMMON STOCKS 81749210 185,437.50 13,800.00 (a) N/A (c)
SERENA Software Inc COMMON STOCKS 81749210 821,031.25 61,100.00 (a) N/A (a)
Serologicals Corp COMMON STOCKS 81752310 814,628.75 100,262.00 (a) N/A (b)
Serologicals Corp COMMON STOCKS 81752310 3,711,906.25 456,850.00 (a) N/A (a)
Serologicals Corp COMMON STOCKS 81752310 4,437,875.00 546,200.00 (a) N/A (c)
Service Corp International COMMON STOCKS 81756510 46,392.50 2,410.00 (a) N/A (a)
Service Corp International COMMON STOCKS 81756510 96,250.00 5,000.00 (a) N/A (b)
Service Experts Inc COMMON STOCKS 81756710 109.38 5.00 (a) N/A (b)
ServiceMaster Co COMMON STOCKS 81760N10 669,731.25 35,719.00 (a) N/A (b)
Seven Seas Petroleum Inc COMMON STOCKS 81791710 11,000.00 4,000.00 (c) N/A (a)
7th Level Inc COMMON STOCKS 81791610 593.13 130.00 (c) N/A (b)
SFX Entertainment Cl A COMMON STOCKS 78417810 44,800.00 700.00 (c) N/A (b)
Shared Medical Systems Corp COMMON STOCKS 81948610 97,875.00 1,500.00 (a) N/A (b)
Shaw Communications Inc Cl B COMMON STOCKS 82028K20 1,423,050.00 35,800.00 (c) N/A (b)
Shaw Communications Inc Cl B COMMON STOCKS 82028K20 6,413,662.50 161,350.00 (c) N/A (a)
Shaw Communications Inc Cl B COMMON STOCKS 82028K20 14,046,457.50 353,370.00 (a) N/A (b)
Shaw Communications Inc Cl B COMMON STOCKS 82028K20 20,839,732.50 524,270.00 (a) N/A (c)
Shaw Communications Inc Cl B COMMON STOCKS 82028K20 21,091,350.00 530,600.00 (a) N/A (a)
Shell Transport & Trading PLC NY Shs New COMMON STOCKS 82270360 46,375.00 1,000.00 (c) N/A (b)
Shell Transport & Trading PLC NY Shs New COMMON STOCKS 82270360 185,500.00 4,000.00 (a) N/A (a)
Sherwin-Williams Co COMMON STOCKS 82434810 11,100.00 400.00 (c) N/A (b)
SI Handling Systems Inc COMMON STOCKS 78425510 106,764.00 10,168.00 (c) N/A (b)
Siebel Systems Inc COMMON STOCKS 82617010 5,855,393.75 88,300.00 (a) N/A (a)
Siebel Systems Inc COMMON STOCKS 82617010 31,684,112.50 477,800.00 (a) N/A (c)
Silicon Graphics Inc COMMON STOCKS 82705610 982.50 60.00 (c) N/A (b)
Silicon Valley Bancshares COMMON STOCKS 82706410 81,675.00 3,300.00 (a) N/A (b)
Simon Property Group Inc COMMON STOCKS 82880610 76.13 3.00 (c) N/A (b)
Simon Property Group Inc COMMON STOCKS 82880610 17,255.00 680.00 (a) N/A (a)
Simon Property Group Inc COMMON STOCKS 82880610 27,608.00 1,088.00 (a) N/A (b)
Sinclair Broadcast Group Inc COMMON STOCKS 82922610 6,550.00 400.00 (c) N/A (b)
Sinclair Broadcast Group Inc COMMON STOCKS 82922610 522,362.50 31,900.00 (a) N/A (c)
Sinclair Broadcast Group Inc COMMON STOCKS 82922610 1,648,258.38 100,657.00 (a) N/A (a)
Singer Co NV COMMON STOCKS 82930F10 1,406.25 300.00 (c) N/A (b)
SK Telecom Co Ltd Sponsored ADR COMMON STOCKS 78440P10 13,464.00 792.00 (c) N/A (b)
Sky Network Television Ltd ADR COMMON STOCKS 83080U10 11,302.50 660.00 (a) N/A (b)
SkyePharma Plc Sponsored ADR COMMON STOCKS 83080810 8,479.31 1,103.00 (c) N/A (b)
Skymall Inc COMMON STOCKS 83085910 234.38 25.00 (c) N/A (b)
SkyTel Communications Inc COMMON STOCKS 83087Q10 41,875.00 2,000.00 (c) N/A (a)
SkyTel Communications Inc COMMON STOCKS 83087Q10 104,687.50 5,000.00 (a) N/A (b)
SL Industries Inc COMMON STOCKS 78441310 3,331.25 260.00 (c) N/A (b)
Smith International Inc COMMON STOCKS 83211010 26,062.50 600.00 (a) N/A (b)
Smith International Inc COMMON STOCKS 83211010 2,719,187.50 62,600.00 (a) N/A (a)
Smith International Inc COMMON STOCKS 83211010 12,831,437.50 295,400.00 (a) N/A (c)
SmithKline Beecham plc ADR COMMON STOCKS 83237830 4,241,212.50 64,200.00 (a) N/A (c)
SmithKline Beecham plc ADR COMMON STOCKS 83237830 4,498,856.25 68,100.00 (c) N/A (b)
SmithKline Beecham plc ADR COMMON STOCKS 83237830 7,993,562.50 121,000.00 (c) N/A (a)
SmithKline Beecham plc ADR COMMON STOCKS 83237830 12,298,261.06 186,161.00 (a) N/A (b)
SmithKline Beecham plc ADR COMMON STOCKS 83237830 13,167,907.81 199,325.00 (a) N/A (a)
Smurfit-Stone Container Corp COMMON STOCKS 83272710 1,130,937.50 55,000.00 (a) N/A (b)
Smurfit-Stone Container Corp COMMON STOCKS 83272710 4,281,112.50 208,200.00 (a) N/A (a)
Smurfit-Stone Container Corp COMMON STOCKS 83272710 7,838,425.00 381,200.00 (a) N/A (c)
Snap-On Inc COMMON STOCKS 83303410 32,568.75 900.00 (a) N/A (a)
Solectron Corp COMMON STOCKS 83418210 720,225.00 10,800.00 (a) N/A (b)
Solectron Corp COMMON STOCKS 83418210 1,580,493.75 23,700.00 (a) N/A (c)
Solectron Corp COMMON STOCKS 83418210 53,552,730.00 803,040.00 (a) N/A (a)
Solutia Inc COMMON STOCKS 83437610 426.25 20.00 (c) N/A (b)
Sonat Inc COMMON STOCKS 83541510 108,120.00 3,264.00 (a) N/A (a)
Sonat Inc COMMON STOCKS 83541510 331,250.00 10,000.00 (c) N/A (a)
Sonoco Products Co COMMON STOCKS 83549510 212,945.44 7,113.00 (a) N/A (b)
Sony Corp ADR COMMON STOCKS 83569930 16,556.25 150.00 (c) N/A (b)
Sotheby's Holdings Inc Cl A Ltd-Voting COMMON STOCKS 83589810 571.88 15.00 (c) N/A (b)
South Jersey Financial Corp COMMON STOCKS 83849310 7,000.00 500.00 (c) N/A (a)
Southdown Inc COMMON STOCKS 84129710 91,749.00 1,428.00 (c) N/A (b)
Southern Co COMMON STOCKS 84258710 53,000.00 2,000.00 (c) N/A (b)
Southern Co COMMON STOCKS 84258710 154,124.00 5,816.00 (a) N/A (b)
Southern Co COMMON STOCKS 84258710 503,500.00 19,000.00 (a) N/A (a)
Southern Mineral Corp COMMON STOCKS 84336720 80,953.13 235,500.00 (a) N/A (c)
SouthTrust Corp COMMON STOCKS 84473010 129,515.63 3,375.00 (a) N/A (b)
Sovereign Bancorp Inc COMMON STOCKS 84590510 71,670.88 5,911.00 (a) N/A (a)
Spartech Corp COMMON STOCKS 84722020 3,795.00 120.00 (c) N/A (b)
Spectralink Corp COMMON STOCKS 84758010 646,350.63 121,666.00 (a) N/A (a)
SpecTran Corp COMMON STOCKS 84759810 11,250.00 1,000.00 (c) N/A (b)
Splash Technology Holdings Inc COMMON STOCKS 84862310 3,515.63 500.00 (c) N/A (b)
SportsLine USA Inc COMMON STOCKS 84893410 8,506,357.13 237,111.00 (a) N/A (a)
Sprint Corp COMMON STOCKS 85206110 10,600.00 200.00 (c) N/A (b)
Sprint Corp COMMON STOCKS 85206110 196,842.00 3,714.00 (a) N/A (b)
Sprint Corp COMMON STOCKS 85206110 398,560.00 7,520.00 (a) N/A (a)
Sprint Corp Conv Pfd 2nd Ser CONVERTIBLES 85206130 420,000.00 1,000.00 (a) N/A (a)
Sprint Corp PCS Ser 1 COMMON STOCKS 85206150 14,763.00 259.00 (c) N/A (b)
Sprint Corp PCS Ser 1 COMMON STOCKS 85206150 52,896.00 928.00 (a) N/A (b)
Sprint Corp PCS Ser 1 COMMON STOCKS 85206150 104,595.01 1,835.00 (a) N/A (a)
SPX Corp COMMON STOCKS 78463510 2,755.50 33.00 (c) N/A (b)
SPX Corp COMMON STOCKS 78463510 217,100.00 2,600.00 (a) N/A (c)
Spyglass Inc COMMON STOCKS 85219210 20,125.00 1,000.00 (a) N/A (b)
Spyglass Inc COMMON STOCKS 85219210 44,275.00 2,200.00 (c) N/A (b)
St Francis Capital Corp COMMON STOCKS 78937410 21,500.00 1,000.00 (c) N/A (b)
St Mary Land & Exploration Co COMMON STOCKS 79222810 10,281.25 500.00 (c) N/A (a)
StanCorp Financial Group Inc COMMON STOCKS 85289110 2,304,000.00 76,800.00 (a) N/A (c)
Stanford Communications Inc COMMON STOCKS 85440210 346,612.50 11,700.00 (a) N/A (b)
Stanford Communications Inc COMMON STOCKS 85440210 6,861,150.00 231,600.00 (a) N/A (c)
Stanford Communications Inc COMMON STOCKS 85440210 13,177,200.00 444,800.00 (a) N/A (a)
Stanley Works COMMON STOCKS 85461610 45,062.50 1,400.00 (c) N/A (b)
Stanley Works COMMON STOCKS 85461610 48,281.25 1,500.00 (a) N/A (a)
Staples Inc COMMON STOCKS 85503010 6,032.81 195.00 (c) N/A (b)
Staples Inc COMMON STOCKS 85503010 1,757,250.00 56,800.00 (a) N/A (b)
Staples Inc COMMON STOCKS 85503010 11,092,640.63 358,550.00 (a) N/A (c)
Staples Inc COMMON STOCKS 85503010 16,515,210.94 533,825.00 (a) N/A (a)
Star Multi Care Services Inc COMMON STOCKS 85515610 146.25 117.00 (c) N/A (b)
Starbucks Corp COMMON STOCKS 85524410 16,377.25 436.00 (c) N/A (b)
Starbucks Corp COMMON STOCKS 85524410 21,410.63 570.00 (a) N/A (c)
Starbucks Corp COMMON STOCKS 85524410 75,125.00 2,000.00 (c) N/A (a)
Starter Corp COMMON STOCKS 85568410 1,253.00 1,000.00 (c) N/A (b)
Starwood Hotels & Resorts Worldwide COMMON STOCKS 85590A20 27,567.38 902.00 (a) N/A (b)
Starwood Hotels & Resorts Worldwide COMMON STOCKS 85590A20 35,269.13 1,154.00 (a) N/A (a)
State Street Corp COMMON STOCKS 85747710 153,675.00 1,800.00 (a) N/A (b)
State Street Corp COMMON STOCKS 85747710 307,350.00 3,600.00 (a) N/A (a)
State Street Corp COMMON STOCKS 85747710 809,184.25 9,478.00 (c) N/A (b)
Staten Island Bancorp COMMON STOCKS 85755010 4,500.00 250.00 (c) N/A (b)
Sterling Commerce Inc COMMON STOCKS 85920510 22,050.00 600.00 (a) N/A (b)
Stolt-Nielsen SA COMMON STOCKS L8874210 762.50 50.00 (c) N/A (b)
Stone Energy Corp COMMON STOCKS 86164210 707,662.50 16,700.00 (a) N/A (b)
Stone Energy Corp COMMON STOCKS 86164210 6,843,562.50 161,500.00 (a) N/A (a)
Stone Energy Corp COMMON STOCKS 86164210 14,869,387.50 350,900.00 (a) N/A (c)
Strategic Distribution Inc COMMON STOCKS 86270120 9,250.00 4,000.00 (c) N/A (b)
Strayer Education Inc COMMON STOCKS 86323610 211,743.75 6,900.00 (a) N/A (b)
Strayer Education Inc COMMON STOCKS 86323610 3,044,200.00 99,200.00 (a) N/A (a)
Strayer Education Inc COMMON STOCKS 86323610 11,510,881.25 375,100.00 (a) N/A (c)
Sturm, Ruger & Co COMMON STOCKS 86415910 2,898,450.00 271,200.00 (a) N/A (c)
Sugen Inc COMMON STOCKS 86504110 73,750.00 2,500.00 (c) N/A (b)
Sugen Inc COMMON STOCKS 86504110 147,500.00 5,000.00 (a) N/A (b)
Summit Bancorp COMMON STOCKS 86600510 4,181.25 100.00 (c) N/A (b)
Summit Bancorp COMMON STOCKS 86600510 62,049.75 1,484.00 (a) N/A (a)
Sun International Hotels Ltd Ord COMMON STOCKS P8797T13 3,848.50 86.00 (c) N/A (b)
Sun Microsystems Inc COMMON STOCKS 86681010 60,334.50 876.00 (c) N/A (b)
Sun Microsystems Inc COMMON STOCKS 86681010 117,087.50 1,700.00 (c) N/A (a)
Sun Microsystems Inc COMMON STOCKS 86681010 8,288,761.88 120,345.00 (a) N/A (b)
Sun Microsystems Inc COMMON STOCKS 86681010 21,106,055.00 306,440.00 (a) N/A (c)
Sun Microsystems Inc COMMON STOCKS 86681010 24,990,605.00 362,840.00 (a) N/A (a)
Sunbeam Corp-Del COMMON STOCKS 86707110 10,318.75 1,300.00 (a) N/A (b)
SunGard Data Systems Inc COMMON STOCKS 86736310 2,052,750.00 59,500.00 (a) N/A (c)
SunGard Data Systems Inc COMMON STOCKS 86736310 11,191,455.00 324,390.00 (a) N/A (a)
Sunrise Assisted Living Inc COMMON STOCKS 86768K10 181,350.00 5,200.00 (a) N/A (b)
Sunrise Assisted Living Inc COMMON STOCKS 86768K10 6,950,587.50 199,300.00 (a) N/A (a)
Sunrise Assisted Living Inc COMMON STOCKS 86768K10 28,485,900.00 816,800.00 (a) N/A (c)
Sunterra Corp COMMON STOCKS 86787D10 274,568.75 19,700.00 (a) N/A (b)
Sunterra Corp COMMON STOCKS 86787D10 13,123,550.00 941,600.00 (a) N/A (a)
Sunterra Corp COMMON STOCKS 86787D10 42,360,243.75 3,039,300.00 (a) N/A (c)
SunTrust Banks Inc COMMON STOCKS 86791410 29,510.94 425.00 (a) N/A (b)
Superior Industries International Inc COMMON STOCKS 86816810 4,684,694.63 171,522.00 (a) N/A (c)
Supertex Inc COMMON STOCKS 86853210 805.00 70.00 (c) N/A (b)
Surgical Laser Technologies Inc COMMON STOCKS 86881920 1,387.50 600.00 (c) N/A (b)
Surgical Laser Technologies Inc Sub Note CONVERTIBLES 868819AA 19.41 77.64 (a) N/A (a)
Swift Transportation Co Inc COMMON STOCKS 87075610 113,850.00 5,175.00 (a) N/A (b)
Swift Transportation Co Inc COMMON STOCKS 87075610 9,705,850.00 441,175.00 (a) N/A (a)
Swift Transportation Co Inc COMMON STOCKS 87075610 12,323,300.00 560,150.00 (a) N/A (c)
Sybase Inc COMMON STOCKS 87113010 17,600.00 1,600.00 (c) N/A (b)
Symbol Technologies Inc COMMON STOCKS 87150810 872,536.25 23,662.00 (a) N/A (a)
Symphonix Devices Inc COMMON STOCKS 87195110 256.25 100.00 (c) N/A (b)
Synaptic Pharmaceutical Corp COMMON STOCKS 87156R10 475.00 100.00 (c) N/A (b)
Synopsys Inc COMMON STOCKS 87160710 27,593.75 500.00 (a) N/A (b)
Synovus Financial Corp COMMON STOCKS 87161C10 44,718.75 2,250.00 (a) N/A (b)
Sysco Corp COMMON STOCKS 87182910 77,512.50 2,600.00 (c) N/A (b)
Sysco Corp COMMON STOCKS 87182910 149,062.50 5,000.00 (c) N/A (a)
Sysco Corp COMMON STOCKS 87182910 304,087.50 10,200.00 (a) N/A (b)
Sysco Corp COMMON STOCKS 87182910 1,401,187.50 47,000.00 (a) N/A (a)
T. Rowe Price Associates Inc COMMON STOCKS 74147710 76,750.00 2,000.00 (c) N/A (b)
T. Rowe Price Associates Inc COMMON STOCKS 74147710 237,925.00 6,200.00 (a) N/A (b)
T. Rowe Price Associates Inc COMMON STOCKS 74147710 1,193,462.50 31,100.00 (a) N/A (c)
Tag Heuer Intl SA Spon ADR COMMON STOCKS 87377310 16,496.25 1,590.00 (a) N/A (b)
Taiwan Semiconductor Manufacturing COMMON STOCKS 87403910 15,130.00 445.00 (a) N/A (b)
Talisman Energy Inc COMMON STOCKS 87425E10 1,328.13 50.00 (c) N/A (b)
Tandy Corp COMMON STOCKS 87538210 3,910.00 80.00 (c) N/A (b)
Targeted Genetics Corp COMMON STOCKS 87612M10 468.75 300.00 (c) N/A (b)
Taubman Centers Inc COMMON STOCKS 87666410 13,187.50 1,000.00 (c) N/A (b)
TCA Cable TV Inc COMMON STOCKS 87224110 471,750.00 8,500.00 (c) N/A (a)
TCA Cable TV Inc COMMON STOCKS 87224110 482,850.00 8,700.00 (c) N/A (b)
TCA Cable TV Inc COMMON STOCKS 87224110 4,412,250.00 79,500.00 (a) N/A (b)
TCA Cable TV Inc COMMON STOCKS 87224110 15,813,615.00 284,930.00 (a) N/A (a)
TCA Cable TV Inc COMMON STOCKS 87224110 19,945,035.00 359,370.00 (a) N/A (c)
TCI Music Inc Cl A COMMON STOCKS 87229N10 70,573.13 1,995.00 (c) N/A (b)
TCI Music Inc Cl A COMMON STOCKS 87229N10 551,850.00 15,600.00 (a) N/A (b)
TDK Corp Sponsored ADR COMMON STOCKS 87235140 16,571.25 180.00 (a) N/A (b)
Techniclone Corp COMMON STOCKS 87851730 625.00 500.00 (c) N/A (b)
Tecnomatix Technologies Ltd Ord COMMON STOCKS M8743P10 805.00 46.00 (c) N/A (b)
Tecumseh Products Co Cl A COMMON STOCKS 87889520 90,843.75 1,500.00 (a) N/A (b)
Tekelec COMMON STOCKS 87910110 283,968.75 23,300.00 (a) N/A (c)
Tekelec COMMON STOCKS 87910110 697,125.00 57,200.00 (a) N/A (a)
Telcom Semiconductor Inc COMMON STOCKS 87921P10 77,962.50 8,100.00 (a) N/A (b)
Telcom Semiconductor Inc COMMON STOCKS 87921P10 1,301,300.00 135,200.00 (a) N/A (a)
Telcom Semiconductor Inc COMMON STOCKS 87921P10 1,427,387.50 148,300.00 (a) N/A (c)
Tele Danmark A/S Sponsored ADR Repstg COMMON STOCKS 87924210 8,240.00 320.00 (a) N/A (b)
TeleBanc Financial Corp COMMON STOCKS 87925R10 5,580,000.00 144,000.00 (a) N/A (c)
Telecom Argentina SA ADR COMMON STOCKS 87927320 5,350.00 200.00 (c) N/A (b)
Telecom Italia SpA Sponsored ADR COMMON STOCKS 87927W10 5,259.38 50.00 (a) N/A (b)
Telecominicaoes Brasileiras SA ADR COMMON STOCKS 87928730 9,000.00 100.00 (c) N/A (b)
Tele-Communications Inc 6% Cum Redeem PREFERRED STOCKS 87924V30 1,600.00 16.00 (a) N/A (b)
Telecomunicacoes Brasileiras SA Spon ADR COMMON STOCKS 87928710 6.25 100.00 (c) N/A (b)
Telecomunicacoes Brasileiras SA Spon ADR COMMON STOCKS 87928710 15.63 250.00 (a) N/A (b)
Telefonica de Argentina SA Spon ADR COMMON STOCKS 87937820 6,275.00 200.00 (c) N/A (b)
Telefonica de Espana SA Spon ADR COMMON STOCKS 87938220 282,276.97 1,918.62 (a) N/A (a)
Telefonica del Peru SA Spon ADR COMMON STOCKS 87938410 12,100.00 800.00 (c) N/A (b)
Telefonos de Mexico SA de CV Spon ADR COMMON STOCKS 87940378 80,812.50 1,000.00 (a) N/A (a)
Telephone & Data Systems Inc COMMON STOCKS 87943310 343,687.50 4,700.00 (a) N/A (b)
Teligent Inc Cl A COMMON STOCKS 87959Y10 179,437.50 3,000.00 (a) N/A (b)
Tellabs Inc COMMON STOCKS 87966410 540,500.00 8,000.00 (c) N/A (b)
Tellabs Inc COMMON STOCKS 87966410 1,567,450.00 23,200.00 (c) N/A (a)
Tellabs Inc COMMON STOCKS 87966410 1,999,850.00 29,600.00 (a) N/A (a)
Tellabs Inc COMMON STOCKS 87966410 3,763,231.25 55,700.00 (a) N/A (b)
Templeton China World Fund Inc EQUITY FUNDS 88018X10 8,812.50 1,000.00 (c) N/A (a)
Templeton Russia Fund Inc EQUITY FUNDS 88022F10 7,050.00 400.00 (c) N/A (b)
TenFold Corp COMMON STOCKS 88033A10 31,750.00 1,000.00 (a) N/A (a)
Tenneco Inc COMMON STOCKS 88037E10 7,162.50 300.00 (a) N/A (a)
Teppco Partners LP Units Ltd Partnership COMMON STOCKS 87238410 124,062.50 5,000.00 (c) N/A (a)
Terayon Communication Systems Inc COMMON STOCKS 88077510 1,955.63 35.00 (c) N/A (b)
Terra Nova Bermuda Holdings Ltd Ord COMMON STOCKS G8761510 83,506.25 3,100.00 (c) N/A (a)
Terra Nova Bermuda Holdings Ltd Ord COMMON STOCKS G8761510 953,587.50 35,400.00 (a) N/A (a)
Terra Nova Bermuda Holdings Ltd Ord COMMON STOCKS G8761510 9,791,781.25 363,500.00 (a) N/A (c)
Teva Pharmaceutical Industries Ltd ADR COMMON STOCKS 88162420 3,410,400.00 69,600.00 (a) N/A (a)
Teva Pharmaceutical Industries Ltd ADR COMMON STOCKS 88162420 17,865,400.00 364,600.00 (a) N/A (c)
Texaco Inc COMMON STOCKS 88169410 49,900.00 800.00 (c) N/A (b)
Texaco Inc COMMON STOCKS 88169410 143,462.50 2,300.00 (c) N/A (a)
Texaco Inc COMMON STOCKS 88169410 1,446,601.00 23,192.00 (a) N/A (a)
Texaco Inc COMMON STOCKS 88169410 2,173,644.00 34,848.00 (a) N/A (b)
Texas Biotechnology Corp COMMON STOCKS 88221T10 7,125.00 1,500.00 (a) N/A (b)
Texas Instruments Inc COMMON STOCKS 88250810 518,400.00 3,600.00 (c) N/A (b)
Texas Instruments Inc COMMON STOCKS 88250810 561,600.00 3,900.00 (c) N/A (a)
Texas Instruments Inc COMMON STOCKS 88250810 7,373,520.00 51,205.00 (a) N/A (b)
Texas Instruments Inc COMMON STOCKS 88250810 11,584,800.00 80,450.00 (a) N/A (a)
Texas Instruments Inc COMMON STOCKS 88250810 19,245,600.00 133,650.00 (a) N/A (c)
Texas Regional Bancshares Inc COMMON STOCKS 88267310 498,890.63 18,350.00 (a) N/A (a)
Texas Regional Bancshares Inc COMMON STOCKS 88267310 6,545,200.31 240,743.00 (a) N/A (c)
Texas Utilities Co COMMON STOCKS 88284810 452,166.00 10,912.00 (a) N/A (b)
Textron Inc COMMON STOCKS 88320310 21,401.25 260.00 (a) N/A (b)
Thermedics Inc COMMON STOCKS 88390110 4,656.25 500.00 (a) N/A (b)
Thermo Electron Corp COMMON STOCKS 88355610 39,121.88 1,950.00 (a) N/A (b)
Thermo Electron Corp COMMON STOCKS 88355610 87,773.44 4,375.00 (c) N/A (b)
Thermo Electron Corp COMMON STOCKS 88355610 89,498.81 4,461.00 (a) N/A (a)
Thermo Electron Corp COMMON STOCKS 88355610 200,625.00 10,000.00 (c) N/A (a)
Thermo Instrument Systems Inc COMMON STOCKS 88355910 8,416.00 526.00 (c) N/A (b)
ThermoLase Corp COMMON STOCKS 88362410 834.75 636.00 (c) N/A (b)
ThermoTrex Corp COMMON STOCKS 88366610 13,847.00 1,816.00 (c) N/A (b)
TheStreet.com Inc COMMON STOCKS 88368Q10 1,800.00 50.00 (c) N/A (b)
TheStreet.com Inc COMMON STOCKS 88368Q10 3,600.00 100.00 (a) N/A (a)
THQ Inc COMMON STOCKS 87244340 224,250.00 7,800.00 (a) N/A (c)
THQ Inc COMMON STOCKS 87244340 1,380,000.00 48,000.00 (a) N/A (a)
3Com Corp COMMON STOCKS 88553510 43,180.38 1,618.00 (a) N/A (b)
3Com Corp COMMON STOCKS 88553510 113,421.88 4,250.00 (c) N/A (b)
3Com Corp COMMON STOCKS 88553510 1,364,505.19 51,129.00 (a) N/A (a)
Ticketmaster Online-CitySearch Inc Cl B COMMON STOCKS 88633P20 15,125.00 500.00 (c) N/A (b)
Tidewater Inc COMMON STOCKS 88642310 41,175.00 1,350.00 (a) N/A (b)
Timberland Co Cl A COMMON STOCKS 88710010 3,164,906.25 46,500.00 (a) N/A (c)
Time Warner Inc COMMON STOCKS 88731510 1,481,550.00 20,400.00 (c) N/A (a)
Time Warner Inc COMMON STOCKS 88731510 4,068,815.63 56,025.00 (c) N/A (b)
Time Warner Inc COMMON STOCKS 88731510 19,252,887.50 265,100.00 (a) N/A (c)
Time Warner Inc COMMON STOCKS 88731510 33,576,716.25 462,330.00 (a) N/A (b)
Time Warner Inc COMMON STOCKS 88731510 41,321,809.38 568,975.00 (a) N/A (a)
Time Warner Telecom Inc Cl A COMMON STOCKS 88731910 290,000.00 10,000.00 (a) N/A (c)
Times Mirror Co Ser A COMMON STOCKS 88736410 14,220.00 240.00 (a) N/A (c)
Times Mirror Co Ser A COMMON STOCKS 88736410 35,550.00 600.00 (a) N/A (b)
TJX Companies Inc COMMON STOCKS 87254010 13,325.00 400.00 (a) N/A (b)
TJX Companies Inc COMMON STOCKS 87254010 1,109,306.25 33,300.00 (a) N/A (a)
TJX Companies Inc COMMON STOCKS 87254010 14,716,463.13 441,770.00 (a) N/A (c)
TLC The Laser Center Inc COMMON STOCKS 87293410 24,000.00 500.00 (a) N/A (a)
TMP Worldwide Inc COMMON STOCKS 87294110 25,400.00 400.00 (c) N/A (b)
TMP Worldwide Inc COMMON STOCKS 87294110 1,885,950.00 29,700.00 (a) N/A (a)
TMP Worldwide Inc COMMON STOCKS 87294110 8,997,950.00 141,700.00 (a) N/A (c)
T-Netix Inc COMMON STOCKS 87259710 233.44 45.00 (c) N/A (b)
TNP Enterprises Inc COMMON STOCKS 87259410 29,000.00 800.00 (c) N/A (a)
Todd-AO Corp Cl A COMMON STOCKS 88889610 792.00 72.00 (a) N/A (b)
Toll Brothers Inc COMMON STOCKS 88947810 213,303.13 9,950.00 (c) N/A (b)
Tommy Hilfiger Corp COMMON STOCKS G8915Z10 7,325.00 100.00 (a) N/A (b)
Tootsie Roll Industries Inc COMMON STOCKS 89051610 16,840.50 436.00 (a) N/A (a)
Tootsie Roll Industries Inc COMMON STOCKS 89051610 47,161.13 1,221.00 (c) N/A (b)
Tops Appliance City Inc COMMON STOCKS 89091010 1,187.50 1,000.00 (c) N/A (b)
Tosco Corp COMMON STOCKS 89149030 77,812.50 3,000.00 (a) N/A (b)
Toys R Us COMMON STOCKS 89233510 10,343.75 500.00 (c) N/A (b)
Transaction Network Services Inc COMMON STOCKS 89341410 2,925.00 100.00 (c) N/A (b)
Transaction Systems Architects Inc COMMON STOCKS 89341610 327,600.00 8,400.00 (a) N/A (b)
Transaction Systems Architects Inc COMMON STOCKS 89341610 13,763,100.00 352,900.00 (a) N/A (a)
Transaction Systems Architects Inc COMMON STOCKS 89341610 41,020,200.00 1,051,800.00 (a) N/A (c)
Transatlantic Holdings Inc COMMON STOCKS 89352110 67,443.75 900.00 (c) N/A (b)
Transatlantic Holdings Inc COMMON STOCKS 89352110 160,366.25 2,140.00 (a) N/A (b)
TransCanada Pipelines Ltd COMMON STOCKS 89352610 504.00 36.00 (c) N/A (b)
TransCanada Pipelines Ltd COMMON STOCKS 89352610 1,064.00 76.00 (a) N/A (b)
Transkaryotic Therapies Inc COMMON STOCKS 89373510 338,250.00 10,250.00 (c) N/A (c)
Transkaryotic Therapies Inc COMMON STOCKS 89373510 457,875.00 13,875.00 (a) N/A (b)
Transkaryotic Therapies Inc COMMON STOCKS 89373510 1,295,316.00 39,252.00 (c) N/A (a)
Transkaryotic Therapies Inc COMMON STOCKS 89373510 1,516,614.00 45,958.00 (c) N/A (b)
Transkaryotic Therapies Inc COMMON STOCKS 89373510 5,609,505.00 169,985.00 (a) N/A (a)
Transmontaigne Oil Co COMMON STOCKS 89393410 839,087.06 66,793.00 (a) N/A (a)
Transocean Offshore Inc Cayman Ord COMMON STOCKS G9007610 621,862.50 23,690.00 (a) N/A (b)
Transocean Offshore Inc Cayman Ord COMMON STOCKS G9007610 2,499,000.00 95,200.00 (a) N/A (a)
Transocean Offshore Inc Cayman Ord COMMON STOCKS G9007610 4,357,500.00 166,000.00 (a) N/A (c)
TranSwitch Corp COMMON STOCKS 89406510 234,506.25 4,950.00 (a) N/A (b)
TranSwitch Corp COMMON STOCKS 89406510 268,474.13 5,667.00 (c) N/A (b)
TranSwitch Corp COMMON STOCKS 89406510 376,631.25 7,950.00 (a) N/A (c)
TranSwitch Corp COMMON STOCKS 89406510 5,298,893.75 111,850.00 (a) N/A (a)
Trex Medical Corp COMMON STOCKS 89531R10 1,272.00 212.00 (c) N/A (b)
Trex Medical Corp COMMON STOCKS 89531R10 1,620.00 270.00 (a) N/A (b)
Triad Hospitals Inc COMMON STOCKS 89579K10 5,737.51 425.00 (c) N/A (b)
Triarc Companies Inc Cl A COMMON STOCKS 89592710 27,625.00 1,300.00 (a) N/A (b)
Triarc Companies Inc Cl A COMMON STOCKS 89592710 138,125.00 6,500.00 (a) N/A (a)
Tribune Co COMMON STOCKS 89604710 418,200.00 4,800.00 (c) N/A (a)
Tribune Co COMMON STOCKS 89604710 1,167,475.00 13,400.00 (a) N/A (a)
Tribune Co COMMON STOCKS 89604710 1,175,751.88 13,495.00 (a) N/A (b)
Tricon Global Restaurants Inc COMMON STOCKS 89595310 11,528.63 213.00 (c) N/A (b)
Tricon Global Restaurants Inc COMMON STOCKS 89595310 23,815.00 440.00 (a) N/A (a)
Tricon Global Restaurants Inc COMMON STOCKS 89595310 95,801.25 1,770.00 (a) N/A (b)
Tricon Global Restaurants Inc COMMON STOCKS 89595310 1,012,137.50 18,700.00 (a) N/A (c)
Trigon Healthcare Inc COMMON STOCKS 89618L10 792,975.00 21,800.00 (a) N/A (a)
Trigon Healthcare Inc COMMON STOCKS 89618L10 11,494,645.50 316,004.00 (a) N/A (c)
Trimeris Inc COMMON STOCKS 89626310 773,154.50 53,321.00 (a) N/A (a)
Trinet Corporate Realty Trust Inc COMMON STOCKS 89628710 171,662.50 6,200.00 (c) N/A (b)
Trinet Corporate Realty Trust Inc COMMON STOCKS 89628710 346,093.75 12,500.00 (c) N/A (a)
Trinity Industries Inc COMMON STOCKS 89652210 2,680.00 80.00 (c) N/A (b)
TriQuint Semiconductor Inc COMMON STOCKS 89674K10 176,118.75 3,100.00 (a) N/A (b)
TriStar Aerospace Co COMMON STOCKS 89674L10 412.50 50.00 (c) N/A (b)
TriStar Aerospace Co COMMON STOCKS 89674L10 24,750.00 3,000.00 (c) N/A (a)
TriStar Aerospace Co COMMON STOCKS 89674L10 249,150.00 30,200.00 (a) N/A (b)
TriStar Aerospace Co COMMON STOCKS 89674L10 10,644,150.00 1,290,200.00 (a) N/A (a)
TriStar Aerospace Co COMMON STOCKS 89674L10 19,212,600.00 2,328,800.00 (a) N/A (c)
True North Communications Inc COMMON STOCKS 89784410 29,750.00 1,000.00 (a) N/A (b)
TTI Team Telecom International Ltd COMMON STOCKS M8825810 69,000.00 6,900.00 (a) N/A (c)
Tupperware Corp COMMON STOCKS 89989610 34,578.00 1,356.00 (a) N/A (b)
TV Guide Inc COMMON STOCKS 87307Q10 1,611,500.00 44,000.00 (c) N/A (a)
Tweeter Home Entertainment Group Inc COMMON STOCKS 90116710 614,576.50 15,658.00 (a) N/A (a)
Tyco International Ltd COMMON STOCKS 90212410 3,003,647.07 31,700.76 (c) N/A (b)
Tyco International Ltd COMMON STOCKS 90212410 5,033,593.75 53,125.00 (c) N/A (a)
Tyco International Ltd COMMON STOCKS 90212410 23,479,050.00 247,800.00 (a) N/A (c)
Tyco International Ltd COMMON STOCKS 90212410 25,140,396.50 265,334.00 (a) N/A (b)
Tyco International Ltd COMMON STOCKS 90212410 40,054,425.50 422,738.00 (a) N/A (a)
U S Bancorp-Del COMMON STOCKS 90297310 400,600.13 12,003.00 (c) N/A (a)
U S Bancorp-Del COMMON STOCKS 90297310 684,187.50 20,500.00 (a) N/A (c)
U S Bancorp-Del COMMON STOCKS 90297310 825,397.13 24,731.00 (a) N/A (a)
U S Bancorp-Del COMMON STOCKS 90297310 1,657,669.50 49,668.00 (c) N/A (b)
U S Bancorp-Del COMMON STOCKS 90297310 1,775,583.38 53,201.00 (a) N/A (b)
U S Bioscience Inc COMMON STOCKS 91164620 243.75 25.00 (c) N/A (b)
U S Bioscience Inc COMMON STOCKS 91164620 975.00 100.00 (a) N/A (b)
U S Liquids Inc COMMON STOCKS 90297410 104,375.00 5,000.00 (c) N/A (b)
U S Restaurant Properties Inc COMMON STOCKS 90297110 82,875.00 3,900.00 (a) N/A (a)
U S Restaurant Properties Inc COMMON STOCKS 90297110 5,810,812.50 273,450.00 (a) N/A (c)
U.S. Foodservice COMMON STOCKS 90331R10 822,662.50 19,300.00 (a) N/A (c)
U.S. Foodservice COMMON STOCKS 90331R10 1,321,375.00 31,000.00 (a) N/A (a)
U.S. Industries Inc COMMON STOCKS 91208010 544.00 32.00 (c) N/A (b)
U.S.Trust Corp COMMON STOCKS 91288L10 79,550.00 860.00 (c) N/A (b)
Unicom Corp COMMON STOCKS 90491110 5,398.75 140.00 (c) N/A (b)
Unidigital Inc COMMON STOCKS 90466910 1,650.00 300.00 (a) N/A (a)
Unilever NV - NY Shares COMMON STOCKS 90478470 27,969.75 401.00 (a) N/A (b)
Unilever NV - NY Shares COMMON STOCKS 90478470 510,500.24 7,319.00 (a) N/A (a)
Unilever plc COMMON STOCKS 90476770 9,812.25 267.00 (a) N/A (b)
Union Carbide Corp COMMON STOCKS 90558110 24,375.00 500.00 (c) N/A (b)
Union Pacific Corp COMMON STOCKS 90781810 17,493.75 300.00 (a) N/A (a)
Union Pacific Corp COMMON STOCKS 90781810 116,625.00 2,000.00 (c) N/A (a)
Union Pacific Corp COMMON STOCKS 90781810 177,853.13 3,050.00 (a) N/A (b)
Union Pacific Resources Group Inc COMMON STOCKS 90783410 3,262.50 200.00 (c) N/A (b)
Union Pacific Resources Group Inc COMMON STOCKS 90783410 626,400.00 38,400.00 (a) N/A (a)
Union Pacific Resources Group Inc COMMON STOCKS 90783410 5,896,968.75 361,500.00 (a) N/A (c)
UnionBanCal Corp COMMON STOCKS 90890610 72,250.00 2,000.00 (a) N/A (a)
UnionBanCal Corp COMMON STOCKS 90890610 5,309,652.50 146,980.00 (a) N/A (c)
Uniphase Corp COMMON STOCKS 90914910 2,058,400.00 12,400.00 (a) N/A (b)
Uniphase Corp COMMON STOCKS 90914910 19,870,200.00 119,700.00 (a) N/A (a)
Uniphase Corp COMMON STOCKS 90914910 72,525,400.00 436,900.00 (a) N/A (c)
UniSource Energy Corp COMMON STOCKS 90920510 1,978,043.75 165,700.00 (a) N/A (c)
Unisys Corp COMMON STOCKS 90921410 1,797,355.00 46,160.00 (a) N/A (b)
Unisys Corp COMMON STOCKS 90921410 8,391,031.25 215,500.00 (a) N/A (a)
Unisys Corp COMMON STOCKS 90921410 30,285,198.13 777,790.00 (a) N/A (c)
United Asset Management COMMON STOCKS 90942010 20,475.00 900.00 (c) N/A (b)
United Dominion Realty Trust Inc COMMON STOCKS 91019710 58,750.00 5,000.00 (c) N/A (b)
United Healthcare Corp COMMON STOCKS 91058110 313,125.00 5,000.00 (a) N/A (b)
United Healthcare Corp COMMON STOCKS 91058110 501,000.00 8,000.00 (a) N/A (a)
United Healthcare Corp COMMON STOCKS 91058110 705,783.75 11,270.00 (c) N/A (b)
United Illuminating Co COMMON STOCKS 91063710 63,656.25 1,500.00 (c) N/A (b)
United Pan-Europe Communications NV COMMON STOCKS 91130020 14,365.00 260.00 (a) N/A (b)
United Payors & United Providers COMMON STOCKS 91131910 1,224,300.00 52,800.00 (a) N/A (c)
United Payors & United Providers COMMON STOCKS 91131910 1,984,850.00 85,600.00 (a) N/A (a)
United Technologies Corp COMMON STOCKS 91301710 187,200.00 2,600.00 (a) N/A (c)
United Technologies Corp COMMON STOCKS 91301710 331,200.00 4,600.00 (c) N/A (a)
United Technologies Corp COMMON STOCKS 91301710 734,400.00 10,200.00 (a) N/A (a)
United Technologies Corp COMMON STOCKS 91301710 936,000.00 13,000.00 (a) N/A (b)
United Television Inc COMMON STOCKS 91306610 31,462.50 300.00 (a) N/A (b)
United Water Resources Inc COMMON STOCKS 91319010 38,568.75 1,700.00 (a) N/A (b)
Unitrin Inc COMMON STOCKS 91327510 115,620.00 2,820.00 (a) N/A (a)
Units-Equity Income Fund 1st Exch Ser EQUITY FUNDS 29470070 62,137.50 300.00 (c) N/A (b)
Units-Equity Income Fund 1st Exch Ser EQUITY FUNDS 29470070 104,183.88 503.00 (a) N/A (b)
Universal Health Realty Income Trust SBI COMMON STOCKS 91359E10 3,937.50 200.00 (a) N/A (b)
Univision Communications Inc COMMON STOCKS 91490610 195,000.00 3,000.00 (a) N/A (b)
Unocal Corp COMMON STOCKS 91528910 79,250.00 2,000.00 (c) N/A (a)
Unocal Corp COMMON STOCKS 91528910 164,919.25 4,162.00 (a) N/A (a)
Unocal Corp COMMON STOCKS 91528910 258,434.25 6,522.00 (a) N/A (b)
UNOVA Inc COMMON STOCKS 91529B10 1,587.50 100.00 (c) N/A (b)
UNOVA Inc COMMON STOCKS 91529B10 12,700.00 800.00 (a) N/A (b)
UNOVA Inc COMMON STOCKS 91529B10 803,275.00 50,600.00 (a) N/A (a)
UNOVA Inc COMMON STOCKS 91529B10 12,474,575.00 785,800.00 (a) N/A (c)
UNUM Corp COMMON STOCKS 90319210 27,375.00 500.00 (c) N/A (a)
UNUM Corp COMMON STOCKS 90319210 224,475.00 4,100.00 (a) N/A (a)
UNUM Corp COMMON STOCKS 90319210 476,325.00 8,700.00 (a) N/A (b)
Urban Outfitters Inc COMMON STOCKS 91704710 502.50 20.00 (a) N/A (b)
UroMed Corp COMMON STOCKS 91727430 456.50 332.00 (c) N/A (b)
US Airways Group Inc COMMON STOCKS 91190510 566.31 13.00 (c) N/A (b)
US West Inc COMMON STOCKS 91273H10 7,226.25 123.00 (c) N/A (a)
US West Inc COMMON STOCKS 91273H10 14,863.75 253.00 (c) N/A (b)
US West Inc COMMON STOCKS 91273H10 40,713.75 693.00 (a) N/A (b)
US West Inc COMMON STOCKS 91273H10 41,125.00 700.00 (a) N/A (c)
US West Inc COMMON STOCKS 91273H10 138,708.75 2,361.00 (a) N/A (a)
USA Networks Inc COMMON STOCKS 90298410 60,187.50 1,500.00 (c) N/A (b)
USA Networks Inc COMMON STOCKS 90298410 80,250.00 2,000.00 (c) N/A (a)
USA Networks Inc COMMON STOCKS 90298410 1,396,350.00 34,800.00 (a) N/A (b)
USA Networks Inc COMMON STOCKS 90298410 4,562,132.25 113,698.00 (a) N/A (a)
USA Networks Inc COMMON STOCKS 90298410 9,152,512.50 228,100.00 (a) N/A (c)
USABancShares Inc COMMON STOCKS 91728910 25,194.00 3,536.00 (a) N/A (b)
USG Corp COMMON STOCKS 90329340 784,000.00 14,000.00 (a) N/A (a)
USG Corp COMMON STOCKS 90329340 13,543,600.00 241,850.00 (a) N/A (c)
USinternetworking Inc COMMON STOCKS 91731180 4,200.00 100.00 (c) N/A (b)
UST Inc COMMON STOCKS 90291110 8,793.75 300.00 (a) N/A (b)
USWeb Corp COMMON STOCKS 91732710 1,109.38 50.00 (a) N/A (b)
USWeb Corp COMMON STOCKS 91732710 2,218.75 100.00 (c) N/A (b)
USWeb Corp COMMON STOCKS 91732710 5,781,929.38 260,594.00 (a) N/A (a)
USX-Marathon Group COMMON STOCKS 90290582 19,472.38 598.00 (a) N/A (a)
USX-U.S. Steel Group COMMON STOCKS 90337T10 3,213.00 119.00 (a) N/A (a)
Utah Medical Products Inc COMMON STOCKS 91748810 13,950.00 1,800.00 (c) N/A (b)
Vail Resorts Inc COMMON STOCKS 91879Q10 36,000.00 2,000.00 (c) N/A (a)
Valero Energy Corp COMMON STOCKS 91913Y10 8,575.00 400.00 (c) N/A (b)
Valero Energy Corp COMMON STOCKS 91913Y10 23,581.25 1,100.00 (a) N/A (b)
Value America Inc COMMON STOCKS 92038N10 19,000.00 1,000.00 (c) N/A (a)
Value America Inc COMMON STOCKS 92038N10 89,300.00 4,700.00 (a) N/A (b)
Value America Inc COMMON STOCKS 92038N10 1,932,300.00 101,700.00 (a) N/A (c)
Value America Inc COMMON STOCKS 92038N10 2,209,700.00 116,300.00 (a) N/A (a)
Van Kampen American Capital Bond Fund COMMON STOCKS 92095510 2,145.00 120.00 (c) N/A (b)
Vantive Corp COMMON STOCKS 92209110 45,750.00 4,000.00 (c) N/A (b)
Varco International Inc COMMON STOCKS 92212610 2,169,257.81 200,625.00 (a) N/A (c)
Varian Inc COMMON STOCKS 92220610 6,750.00 500.00 (c) N/A (b)
Varian Inc COMMON STOCKS 92220610 16,200.00 1,200.00 (a) N/A (b)
Varian Medical Systems Inc COMMON STOCKS 92220P10 12,625.00 500.00 (c) N/A (b)
Varian Medical Systems Inc COMMON STOCKS 92220P10 30,300.00 1,200.00 (a) N/A (b)
Varian Semiconductor Equipment COMMON STOCKS 92220710 8,500.00 500.00 (c) N/A (b)
Varian Semiconductor Equipment COMMON STOCKS 92220710 20,400.00 1,200.00 (a) N/A (b)
Varian Semiconductor Equipment COMMON STOCKS 92220710 170,000.00 10,000.00 (a) N/A (c)
Varlen Corp COMMON STOCKS 92224810 214,650.00 5,300.00 (a) N/A (b)
Varlen Corp COMMON STOCKS 92224810 1,486,350.00 36,700.00 (a) N/A (a)
VeriSign Inc COMMON STOCKS 92343E10 465,577.50 5,398.00 (c) N/A (b)
VeriSign Inc COMMON STOCKS 92343E10 849,562.50 9,850.00 (a) N/A (b)
VeriSign Inc COMMON STOCKS 92343E10 19,038,048.75 220,731.00 (a) N/A (a)
VeriSign Inc COMMON STOCKS 92343E10 29,963,250.00 347,400.00 (a) N/A (c)
Veritas DGC Inc COMMON STOCKS 92343P10 27,468.75 1,500.00 (c) N/A (b)
VERITAS Software Corp COMMON STOCKS 92343610 1,281,656.25 13,500.00 (c) N/A (c)
VERITAS Software Corp COMMON STOCKS 92343610 2,417,488.50 25,464.00 (a) N/A (b)
VERITAS Software Corp COMMON STOCKS 92343610 8,996,372.44 94,761.00 (a) N/A (c)
VERITAS Software Corp COMMON STOCKS 92343610 15,326,710.00 161,440.00 (c) N/A (b)
VERITAS Software Corp COMMON STOCKS 92343610 23,998,301.25 252,780.00 (c) N/A (a)
VERITAS Software Corp COMMON STOCKS 92343610 85,422,911.22 899,780.50 (a) N/A (a)
VerticalNet Inc COMMON STOCKS 92532L10 210,000.00 2,000.00 (a) N/A (b)
VerticalNet Inc COMMON STOCKS 92532L10 3,066,000.00 29,200.00 (a) N/A (c)
VerticalNet Inc COMMON STOCKS 92532L10 3,706,500.00 35,300.00 (a) N/A (a)
Viacom Inc Cl A COMMON STOCKS 92552410 11,207.75 254.00 (c) N/A (b)
Viacom Inc Cl A COMMON STOCKS 92552410 89,309.00 2,024.00 (a) N/A (a)
Viacom Inc Cl A COMMON STOCKS 92552410 280,282.00 6,352.00 (a) N/A (b)
Viacom Inc Cl B COMMON STOCKS 92552430 52,800.00 1,200.00 (c) N/A (b)
Viacom Inc Cl B COMMON STOCKS 92552430 644,336.00 14,644.00 (a) N/A (b)
Viacom Inc Cl B COMMON STOCKS 92552430 1,971,200.00 44,800.00 (a) N/A (a)
Viatel Inc COMMON STOCKS 92552920 460,225.00 8,200.00 (a) N/A (b)
Viatel Inc COMMON STOCKS 92552920 11,062,237.50 197,100.00 (a) N/A (a)
Viatel Inc COMMON STOCKS 92552920 22,623,987.50 403,100.00 (a) N/A (c)
Vical Inc COMMON STOCKS 92560210 1,212.50 100.00 (c) N/A (b)
ViewCast.com Inc COMMON STOCKS 92671310 671.88 100.00 (c) N/A (b)
Vignette Corp COMMON STOCKS 92673410 1,071,150.00 14,282.00 (a) N/A (a)
Vimpel-Communications Sponsored ADR COMMON STOCKS 68370R10 23,187.50 1,000.00 (a) N/A (b)
Vintage Petroleum Inc COMMON STOCKS 92746010 2,150.00 200.00 (c) N/A (b)
Vishay Intertechnology Inc COMMON STOCKS 92829810 3,555,825.00 169,325.00 (a) N/A (a)
Vishay Intertechnology Inc COMMON STOCKS 92829810 12,438,300.00 592,300.00 (a) N/A (c)
Visible Genetics Inc COMMON STOCKS 92829S10 322,500.00 20,000.00 (c) N/A (a)
Vistana Inc COMMON STOCKS 92839P10 330,750.00 21,000.00 (a) N/A (b)
Vistana Inc COMMON STOCKS 92839P10 12,480,300.00 792,400.00 (a) N/A (a)
Vistana Inc COMMON STOCKS 92839P10 41,879,250.00 2,659,000.00 (a) N/A (c)
Visual Data Corp COMMON STOCKS 92842820 5,475.00 300.00 (c) N/A (b)
Visual Data Corp COMMON STOCKS 92842820 36,500.00 2,000.00 (c) N/A (a)
Visual Networks Inc COMMON STOCKS 92844410 32,000.00 1,000.00 (a) N/A (a)
Visual Networks Inc COMMON STOCKS 92844410 725,184.00 22,662.00 (a) N/A (b)
VISX Inc COMMON STOCKS 92844S10 31,675.00 400.00 (c) N/A (b)
VISX Inc COMMON STOCKS 92844S10 166,293.75 2,100.00 (a) N/A (b)
VISX Inc COMMON STOCKS 92844S10 1,354,106.25 17,100.00 (a) N/A (a)
VISX Inc COMMON STOCKS 92844S10 19,218,806.25 242,700.00 (a) N/A (c)
Vitesse Semiconductor Corp COMMON STOCKS 92849710 5,867.06 87.00 (c) N/A (b)
Vitesse Semiconductor Corp COMMON STOCKS 92849710 3,477,617.00 51,568.00 (a) N/A (b)
Vitesse Semiconductor Corp COMMON STOCKS 92849710 24,870,950.00 368,800.00 (a) N/A (a)
Vitesse Semiconductor Corp COMMON STOCKS 92849710 40,051,131.25 593,900.00 (a) N/A (c)
Vlasic Foods International Inc COMMON STOCKS 92855910 2,778.75 380.00 (a) N/A (b)
Vlasic Foods International Inc COMMON STOCKS 92855910 7,312.50 1,000.00 (c) N/A (a)
Vlasic Foods International Inc COMMON STOCKS 92855910 59,962.50 8,200.00 (c) N/A (b)
Vodafone AirTouch PLC Sponsored ADR COMMON STOCKS 92857T10 1,429,944.69 7,258.60 (c) N/A (b)
Vodafone AirTouch PLC Sponsored ADR COMMON STOCKS 92857T10 2,548,293.50 12,935.50 (c) N/A (a)
Vodafone AirTouch PLC Sponsored ADR COMMON STOCKS 92857T10 9,505,250.00 48,250.00 (a) N/A (c)
Vodafone AirTouch PLC Sponsored ADR COMMON STOCKS 92857T10 19,157,767.35 97,247.55 (a) N/A (b)
Vodafone AirTouch PLC Sponsored ADR COMMON STOCKS 92857T10 24,423,439.45 123,976.85 (a) N/A (a)
VoiceStream Wireless Corp COMMON STOCKS 92861510 19,906.25 700.00 (c) N/A (b)
VoiceStream Wireless Corp COMMON STOCKS 92861510 343,354.38 12,074.00 (a) N/A (b)
VoiceStream Wireless Corp COMMON STOCKS 92861510 21,121,953.13 742,750.00 (a) N/A (a)
VoiceStream Wireless Corp COMMON STOCKS 92861510 21,245,656.25 747,100.00 (a) N/A (c)
Wachovia Corp COMMON STOCKS 92977110 319,062.56 3,729.00 (a) N/A (b)
Wachovia Corp COMMON STOCKS 92977110 397,951.19 4,651.00 (a) N/A (a)
Wachovia Corp COMMON STOCKS 92977110 12,958,440.63 151,450.00 (a) N/A (c)
Waddell & Reed Financial Inc Cl A COMMON STOCKS 93005910 68,906.25 2,500.00 (a) N/A (b)
Waddell & Reed Financial Inc Cl A COMMON STOCKS 93005910 267,356.25 9,700.00 (a) N/A (a)
Waddell & Reed Financial Inc Cl A COMMON STOCKS 93005910 3,056,681.25 110,900.00 (a) N/A (c)
Walden Residential Properties Inc COMMON STOCKS 93121010 8,600.00 400.00 (a) N/A (b)
Walden Residential Properties Inc CONVERTIBLES 93121030 9,900.00 400.00 (c) N/A (b)
Walgreen Co COMMON STOCKS 93142210 49,937.50 1,700.00 (c) N/A (b)
Walgreen Co COMMON STOCKS 93142210 889,768.75 30,290.00 (a) N/A (a)
Walgreen Co COMMON STOCKS 93142210 1,518,100.00 51,680.00 (a) N/A (b)
Wal-Mart Stores Inc COMMON STOCKS 93114210 1,466,414.00 30,392.00 (c) N/A (b)
Wal-Mart Stores Inc COMMON STOCKS 93114210 2,635,511.50 54,622.00 (a) N/A (a)
Wal-Mart Stores Inc COMMON STOCKS 93114210 4,032,252.50 83,570.00 (a) N/A (b)
Wal-Mart Stores Inc COMMON STOCKS 93114210 7,431,465.00 154,020.00 (c) N/A (a)
Walter Industries Inc COMMON STOCKS 93317Q10 2,902,528.13 224,350.00 (a) N/A (c)
Warnaco Group Inc COMMON STOCKS 93439010 26,750.00 1,000.00 (a) N/A (b)
Warnaco Group Inc COMMON STOCKS 93439010 50,825.00 1,900.00 (a) N/A (a)
Warner Chilcott Labs Sponsored ADR COMMON STOCKS 93443520 3,250.00 400.00 (c) N/A (b)
Warner-Lambert Co COMMON STOCKS 93448810 2,706,243.75 39,150.00 (c) N/A (a)
Warner-Lambert Co COMMON STOCKS 93448810 3,444,498.75 49,830.00 (c) N/A (b)
Warner-Lambert Co COMMON STOCKS 93448810 22,536,132.50 326,020.00 (a) N/A (c)
Warner-Lambert Co COMMON STOCKS 93448810 25,224,818.50 364,916.00 (a) N/A (b)
Warner-Lambert Co COMMON STOCKS 93448810 39,082,376.38 565,387.00 (a) N/A (a)
Washington Mutual Inc COMMON STOCKS 93932210 684,222.50 19,240.00 (c) N/A (b)
Washington Mutual Inc COMMON STOCKS 93932210 2,149,753.13 60,450.00 (c) N/A (a)
Washington Mutual Inc COMMON STOCKS 93932210 4,716,476.56 132,625.00 (a) N/A (c)
Washington Mutual Inc COMMON STOCKS 93932210 7,306,422.31 205,453.00 (a) N/A (b)
Washington Mutual Inc COMMON STOCKS 93932210 8,041,890.38 226,134.00 (a) N/A (a)
Washington Post Co Cl B COMMON STOCKS 93964010 107,550.00 200.00 (a) N/A (a)
Washington Post Co Cl B COMMON STOCKS 93964010 322,650.00 600.00 (a) N/A (b)
Waste Management Inc COMMON STOCKS 94106L10 19,457.50 362.00 (c) N/A (b)
Waste Management Inc COMMON STOCKS 94106L10 364,425.00 6,780.00 (a) N/A (b)
Waste Management Inc COMMON STOCKS 94106L10 1,338,375.00 24,900.00 (a) N/A (a)
Waste Management Inc COMMON STOCKS 94106L10 17,404,250.00 323,800.00 (a) N/A (c)
Watts Industries Inc Cl A COMMON STOCKS 94274910 3,247,791.38 169,266.00 (a) N/A (c)
Wausau-Mosinee Paper Corp COMMON STOCKS 94331510 5,628,456.00 312,692.00 (a) N/A (c)
Wave Systems Corp Cl A COMMON STOCKS 94352610 2,470.00 130.00 (c) N/A (b)
WEBS-Australia Index Series EQUITY FUNDS 92923H10 15,215.00 1,360.00 (a) N/A (b)
WEBS-Germany Index Series EQUITY FUNDS 92923H60 22,466.88 1,030.00 (a) N/A (b)
Webster Financial Corp COMMON STOCKS 94789010 2,585,012.50 95,300.00 (a) N/A (c)
WEBS-United Kingdom Index Series EQUITY FUNDS 92923H79 21,346.88 990.00 (a) N/A (b)
Weingarten Realty Investors SBI COMMON STOCKS 94874110 33,400.00 800.00 (c) N/A (b)
Weingarten Realty Investors SBI COMMON STOCKS 94874110 62,625.00 1,500.00 (a) N/A (b)
Weirton Steel Corp COMMON STOCKS 94877410 161.88 70.00 (c) N/A (b)
Wellpoint Health Networks Inc COMMON STOCKS 94973H10 1,052,450.00 12,400.00 (a) N/A (c)
Wells Fargo & Co COMMON STOCKS 94974610 600,637.50 14,050.00 (c) N/A (b)
Wells Fargo & Co COMMON STOCKS 94974610 3,801,971.25 88,935.00 (c) N/A (a)
Wells Fargo & Co COMMON STOCKS 94974610 10,080,279.00 235,796.00 (a) N/A (b)
Wells Fargo & Co COMMON STOCKS 94974610 12,595,731.75 294,637.00 (a) N/A (a)
Wendy's International Inc COMMON STOCKS 95059010 14,250.00 500.00 (a) N/A (c)
Wesco International Inc COMMON STOCKS 95082P10 385,400.00 18,800.00 (a) N/A (b)
Wesco International Inc COMMON STOCKS 95082P10 508,400.00 24,800.00 (a) N/A (c)
Wesco International Inc COMMON STOCKS 95082P10 2,605,550.00 127,100.00 (a) N/A (a)
West Marine Inc COMMON STOCKS 95423510 34,018.00 2,336.00 (a) N/A (a)
Western Investment Real Estate Trust COMMON STOCKS 95846810 212,737.50 18,300.00 (a) N/A (b)
Western Water Co COMMON STOCKS 95988110 7,465.50 2,133.00 (c) N/A (b)
Western Water Co COMMON STOCKS 95988110 38,500.00 11,000.00 (c) N/A (a)
Western Water Co COMMON STOCKS 95988110 3,092,075.00 883,450.00 (a) N/A (c)
Western Wireless Corp Cl A COMMON STOCKS 95988E20 18,900.00 700.00 (c) N/A (b)
Western Wireless Corp Cl A COMMON STOCKS 95988E20 789,615.00 29,245.00 (a) N/A (b)
Western Wireless Corp Cl A COMMON STOCKS 95988E20 23,225,211.00 860,193.00 (a) N/A (a)
Western Wireless Corp Cl A COMMON STOCKS 95988E20 31,792,500.00 1,177,500.00 (a) N/A (c)
Westpoint Stevens Inc COMMON STOCKS 96123810 5,142,656.25 172,500.00 (a) N/A (c)
Westvaco Corp COMMON STOCKS 96154810 43,500.00 1,500.00 (a) N/A (a)
Westvaco Corp COMMON STOCKS 96154810 133,197.00 4,593.00 (a) N/A (b)
Westwood One Inc COMMON STOCKS 96181510 1,320.44 37.00 (c) N/A (b)
Westwood One Inc COMMON STOCKS 96181510 4,264,656.25 119,500.00 (a) N/A (c)
Weyerhaeuser Co COMMON STOCKS 96216610 30,937.50 450.00 (c) N/A (b)
Weyerhaeuser Co COMMON STOCKS 96216610 195,937.50 2,850.00 (a) N/A (b)
WHG Bancshares Corp COMMON STOCKS 92894910 8,687.50 1,000.00 (a) N/A (b)
Whirlpool Corp COMMON STOCKS 96332010 25,900.00 350.00 (c) N/A (b)
White Mountains Insurance Group Inc COMMON STOCKS 96412610 1,001,100.00 7,100.00 (c) N/A (b)
White Mountains Insurance Group Inc COMMON STOCKS 96412610 1,910,550.00 13,550.00 (a) N/A (c)
White Mountains Insurance Group Inc COMMON STOCKS 96412610 5,280,450.00 37,450.00 (c) N/A (a)
White Mountains Insurance Group Inc COMMON STOCKS 96412610 7,419,138.00 52,618.00 (a) N/A (b)
White Mountains Insurance Group Inc COMMON STOCKS 96412610 10,954,008.00 77,688.00 (a) N/A (a)
White Pine Software Inc COMMON STOCKS 96434710 4,375.00 1,000.00 (c) N/A (b)
Whole Foods Market Inc COMMON STOCKS 96683710 24,031.25 500.00 (c) N/A (b)
Whole Foods Market Inc COMMON STOCKS 96683710 28,837.50 600.00 (a) N/A (b)
Whole Foods Market Inc COMMON STOCKS 96683710 2,523,281.25 52,500.00 (a) N/A (a)
Wild Oats Markets Inc COMMON STOCKS 96808B10 1,453,222.88 47,892.00 (a) N/A (b)
Wild Oats Markets Inc COMMON STOCKS 96808B10 5,248,255.00 172,960.00 (a) N/A (a)
Wiley [John] & Sons Inc Cl A COMMON STOCKS 96822320 3,058,818.75 173,550.00 (c) N/A (b)
Wiley [John] & Sons Inc Cl A COMMON STOCKS 96822320 10,026,862.50 568,900.00 (c) N/A (a)
Wiley [John] & Sons Inc Cl A COMMON STOCKS 96822320 17,778,161.25 1,008,690.00 (a) N/A (b)
Wiley [John] & Sons Inc Cl A COMMON STOCKS 96822320 28,688,917.50 1,627,740.00 (a) N/A (a)
Wiley [John] & Sons Inc Cl A COMMON STOCKS 96822320 34,757,557.50 1,972,060.00 (a) N/A (c)
Wiley [John] & Sons Inc Cl B COMMON STOCKS 96822330 51,405.00 2,760.00 (a) N/A (a)
Wiley [John] & Sons Inc Cl B COMMON STOCKS 96822330 417,200.00 22,400.00 (a) N/A (b)
Willbros Group Inc COMMON STOCKS 96919910 39,907.50 4,695.00 (a) N/A (b)
Williamette Industries Inc COMMON STOCKS 96913310 3,454.69 75.00 (a) N/A (a)
Williams Companies Inc COMMON STOCKS 96945710 453,546.00 10,656.00 (a) N/A (b)
Williams-Sonoma Inc COMMON STOCKS 96990410 3,481.25 100.00 (c) N/A (b)
Williams-Sonoma Inc COMMON STOCKS 96990410 208,875.00 6,000.00 (a) N/A (b)
Williams-Sonoma Inc COMMON STOCKS 96990410 215,837.50 6,200.00 (a) N/A (a)
Wilmington Trust Corp COMMON STOCKS 97180710 11,475.00 200.00 (c) N/A (b)
Wind River Systems Inc COMMON STOCKS 97314910 16,062.50 1,000.00 (c) N/A (a)
Winfield Capital Corp COMMON STOCKS 97385910 2,300.00 100.00 (a) N/A (a)
WinStar Communications Inc COMMON STOCKS 97551510 24,375.00 500.00 (a) N/A (a)
Wisconsin Energy Corp COMMON STOCKS 97665710 62,656.25 2,500.00 (a) N/A (a)
Wisconsin Energy Corp COMMON STOCKS 97665710 5,431,043.75 216,700.00 (a) N/A (c)
WorldGate Communications Inc COMMON STOCKS 98156L30 46,125.00 900.00 (c) N/A (b)
Worldtalk Communications Corp COMMON STOCKS 98155G10 2,133.25 742.00 (c) N/A (b)
Worthington Inds Inc COMMON STOCKS 98181110 7,396.88 450.00 (c) N/A (b)
WPP Group plc ADR COMMON STOCKS 92930930 548,800.00 6,400.00 (a) N/A (a)
WPP Group plc ADR COMMON STOCKS 92930930 720,300.00 8,400.00 (a) N/A (c)
Wrigley [Wm] Jr Co COMMON STOCKS 98252610 40,134.38 450.00 (a) N/A (b)
Wrigley [Wm] Jr Co COMMON STOCKS 98252610 80,268.75 900.00 (a) N/A (a)
Wrigley [Wm] Jr Co COMMON STOCKS 98252610 103,903.44 1,165.00 (c) N/A (b)
Wrigley [Wm] Jr Co COMMON STOCKS 98252610 133,781.25 1,500.00 (c) N/A (a)
Wts-AES Corp Exp 7-31-00 WARRANTS 00130H11 448,624.00 5,098.00 (a) N/A (a)
Wts-AES Corp Exp 7-31-00 WARRANTS 00130H11 874,896.00 9,942.00 (a) N/A (b)
Wts-ALZA Corp Exp 12-31-99 WARRANTS 02261515 312.50 2,500.00 (a) N/A (b)
Wts-Golden State Bancorp Inc WARRANTS 38119713 262.50 200.00 (c) N/A (b)
Wts-Golden State Bancorp Inc WARRANTS 38119713 6,562.50 5,000.00 (a) N/A (b)
Wts-Grand Union Co @ $19.82 WARRANTS 38653213 7.00 4.00 (a) N/A (b)
Wts-IMC Global Inc Exp 12-22-00 WARRANTS 44966911 93.38 166.00 (c) N/A (a)
Wts-IMC Global Inc Exp 12-22-00 WARRANTS 44966911 192.94 343.00 (a) N/A (a)
Xerox Corp COMMON STOCKS 98412110 70,875.00 1,200.00 (c) N/A (a)
Xerox Corp COMMON STOCKS 98412110 70,875.00 1,200.00 (c) N/A (b)
Xerox Corp COMMON STOCKS 98412110 2,705,653.13 45,810.00 (a) N/A (b)
Xerox Corp COMMON STOCKS 98412110 5,398,903.13 91,410.00 (a) N/A (a)
Xerox Corp COMMON STOCKS 98412110 8,605,406.25 145,700.00 (a) N/A (c)
Xilinx Inc COMMON STOCKS 98391910 21,411.50 374.00 (c) N/A (b)
Xilinx Inc COMMON STOCKS 98391910 755,700.00 13,200.00 (a) N/A (b)
Xilinx Inc COMMON STOCKS 98391910 7,087,550.00 123,800.00 (a) N/A (c)
Xilinx Inc COMMON STOCKS 98391910 18,913,911.50 330,374.00 (a) N/A (a)
XL Capital Ltd Cl A COMMON STOCKS G9825510 289,110.50 5,117.00 (a) N/A (b)
XL Capital Ltd Cl A COMMON STOCKS G9825510 377,363.50 6,679.00 (a) N/A (a)
Xoma Ltd [Bermuda] COMMON STOCKS G9825R10 606.25 100.00 (c) N/A (b)
Xomed Surgical Products Inc COMMON STOCKS 98412V10 459,463.94 9,437.00 (c) N/A (a)
Xomed Surgical Products Inc COMMON STOCKS 98412V10 495,200.56 10,171.00 (a) N/A (b)
Xomed Surgical Products Inc COMMON STOCKS 98412V10 1,646,854.69 33,825.00 (c) N/A (b)
Xomed Surgical Products Inc COMMON STOCKS 98412V10 3,282,511.25 67,420.00 (a) N/A (a)
Xoom.Com Inc COMMON STOCKS 98413F10 178,860.63 3,415.00 (a) N/A (b)
Xoom.Com Inc COMMON STOCKS 98413F10 2,253,015.38 43,017.00 (a) N/A (a)
Xoom.Com Inc COMMON STOCKS 98413F10 6,005,736.50 114,668.00 (a) N/A (c)
Yahoo! Inc COMMON STOCKS 98433210 44,785.00 260.00 (c) N/A (b)
Yahoo! Inc COMMON STOCKS 98433210 1,279,128.50 7,426.00 (a) N/A (b)
Yahoo! Inc COMMON STOCKS 98433210 3,281,362.50 19,050.00 (a) N/A (c)
Yahoo! Inc COMMON STOCKS 98433210 212,423,867.50 1,233,230.00 (a) N/A (a)
Youbet.com Inc COMMON STOCKS 98741310 11,437.50 1,000.00 (c) N/A (a)
Young & Rubicam Inc COMMON STOCKS 98742510 45,437.50 1,000.00 (c) N/A (b)
Young & Rubicam Inc COMMON STOCKS 98742510 104,506.25 2,300.00 (c) N/A (a)
Young & Rubicam Inc COMMON STOCKS 98742510 2,978,428.13 65,550.00 (a) N/A (b)
Young & Rubicam Inc COMMON STOCKS 98742510 5,179,647.81 113,995.00 (a) N/A (a)
Young & Rubicam Inc COMMON STOCKS 98742510 6,597,525.00 145,200.00 (a) N/A (c)
Young Broadcasting Inc Cl A COMMON STOCKS 98743410 4,256.25 100.00 (c) N/A (b)
Zale Corp COMMON STOCKS 98885810 16,000.00 400.00 (a) N/A (b)
Zenith National Insurance Corp COMMON STOCKS 98939010 36,937.50 1,500.00 (a) N/A (b)
Zions Bancorporation COMMON STOCKS 98970110 625,284.50 9,847.00 (a) N/A (a)
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