CREDIT SUISSE FIRST BOSTON INC
13F-HR, 2000-05-16
SECURITY BROKERS, DEALERS & FLOTATION COMPANIES
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 Washington, D.C. 20549

Form 13F

Form UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2000

Check here if Amendment [   ];  Amendment Number: ____
This Amendment (Check only one.):  [   ]  is a restatement
                                   [    ]  adds new holdings entries
Institutional Investment Manager Filing this Report:

Name:		CREDIT SUISSE FIRST BOSTON, INC.
Address:	11 MADISON AVENUE
		NEW YORK, NY 10010

Form 13F File Number:  28-2205

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 sumbit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:		Frank Preite___________________________________
Title:		Vice President/Equity Counsel__________________
Phone:		212-325-7617___________________________________

Signature, Place, and Date of Signing:

Frank Preite                          New York, New York    May 15, 2000
 [Signature]				[City, State]	       [Date]

Report Type (Check only one.):

[  X ]	13F HOLDINGS REPORT.  (Check here if all holdings of this reporting
manager are reported in this report.)

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

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


List of Other Managers Reporting for this Manager:

	Form 13F File Number	Name
1.	28-________________	______________________________________

2.	Form 13F File Number	Name
	28-2205			CREDIT SUISSE FIRST BOSTON MANAGEMENT
				CORPORATION*

	Form 13F File Number	Name
3	28-2205			CREDIT SUISSE FIRST BOSTON CORPORATION**

	Form 13F File Number	Name
4.	28-________________	______________________________________


* CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned
subsidiary of CREDIT SUISSE FIRST BOSTON, INC.
** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned
subsidiary of CREDIT SUISSE FIRST BOSTON, INC.
<PAGE>
Form 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:		2______________________

Form 13F Information Table Entry Total:		2679___________________

Form 13F Information Table Value Total:		$12,323,349____________
						(thousands)

Information requested to be treated confidentially has been filed separately.


List of Other Included Managers:

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

	Form 13F File Number		Name
1.	28-________________		______________________________________

2.	Form 13F File Number		Name
	28-2205___________		CREDIT SUISSE FIRST BOSTON MANAGEMENT
					CORPORATION*

	Form 13F File Number		Name
3	28-2205____________		CREDIT SUISSE FIRST BOSTON CORPORATION**

	Form 13F File Number		Name
4.	28-________________		______________________________________


* CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary
of CREDIT SUISSE FIRST BOSTON, INC.
** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned subsidiary of
CREDIT SUISSE FIRST BOSTON, INC.
<PAGE>

<TABLE>
<S>                            <C>              <C>       <C>      <C>      <C> <C>  <C>     <C>          <C>      <C>      <C>
                                                              FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER          VOTING AUTHORITY
        NAME OF ISSUER         TITLE OF CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS     SOLE    SHARED    NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
A D C TELECOMMUNICATIONS       COM              000886101     6752   125319 SH       DEFINED 03             125319        0        0
A D C TELECOMMUNICATIONS       COM              000886101     1859    34500 SH       DEFINED 03                  0        0    34500
AAR CORP                       COM              000361105      471    28200 SH       DEFINED 03              28200        0        0
ABBOTT LABS                    COM              002824100    22766   647010 SH       DEFINED 03             647010        0        0
ABERCROMBIE & FITCH CO         CL A             002896207     2402   150100 SH       DEFINED 03             150100        0        0
ABGENIX INC                    COM              00339B107      400     2900 SH       DEFINED 03               2900        0        0
ABITIBI-CONSOLIDATED INC       COM              003924107      355    37100 SH       DEFINED 03              37100        0        0
ACADIA RLTY TR                 COM SH BEN INT   004239109     2200   419000 SH       DEFINED 03             419000        0        0
ACCLAIM ENTMT INC              COM PAR $0.02    004325205      118    35700 SH       DEFINED 03              35700        0        0
ACNIELSEN CORP                 COM              004833109      446    19800 SH       DEFINED 03              19800        0        0
ACTEL CORP                     COM              004934105      428    11730 SH       DEFINED 03              11730        0        0
ACTUATE CORP                   COM              00508B102      409     7600 SH       DEFINED 03               7600        0        0
ACTUATE CORP                   COM              00508B102     1883    35000 SH       DEFINED 03                  0        0    35000
ACTV INC                       COM              00088E104      389    11100 SH       DEFINED 03              11100        0        0
ACUSON CORP                    COM              005113105      351    23700 SH       DEFINED 03              23700        0        0
ACXIOM CORP                    COM              005125109     1116    33200 SH       DEFINED 03              33200        0        0
ADAPTEC INC                    SB NT CV 4.75%04 00651FAC2     3026  3254000 SH       DEFINED 03                  0        0  3254000
ADAPTEC INC                    COM              00651F108     1917    49709 SH       DEFINED 03              49709        0        0
ADAPTIVE BROADBAND CORP        COM              00650M104      538    10100 SH       DEFINED 03              10100        0        0
ADELPHIA BUSINESS SOLUTIONS    CL A             006847107      277     4600 SH       DEFINED 03               4600        0        0
ADELPHIA COMMUNICATIONS CORP   CL A             006848105      490    10000 SH       DEFINED 03              10000        0        0
ADOBE SYS INC                  COM              00724F101     5771    51871 SH       DEFINED 03              51871        0        0
ADTRAN INC                     COM              00738A106     2429    40907 SH       DEFINED 03              40907        0        0
ADVANCED DIGITAL INFORMATION   COM              007525108      444    13000 SH       DEFINED 03              13000        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     1619    25850 SH       DEFINED 03              25850        0        0
ADVANCED MICRO DEVICES INC     COM              007903107     3922    68724 SH       DEFINED 03              68724        0        0
ADVANCED RADIO TELECOM CORP    COM              00754U101      255     7700 SH       DEFINED 03               7700        0        0
ADVANTICA RESTAURANT GROUP INC COM              00758B109      492   335179 SH       DEFINED 03             335179        0        0
ADVANTICA RESTAURANT GROUP INC WT EXP  010705   00758B117      427  1182786 SH       DEFINED 03                  0        0        0
ADVENT SOFTWARE INC            COM              007974108      353     7700 SH       DEFINED 03               7700        0        0
AEGON N V                      ORD AMER REG     007924103      532     6600 SH       DEFINED 03               6600        0        0
AERIAL COMMUNICATIONS INC      COM              007655103      295     5100 SH       DEFINED 03               5100        0        0
AEROFLEX INC                   COM              007768104      899    18400 SH       DEFINED 03              18400        0        0
AES CORP                       COM              00130H105     7351    93350 SH       DEFINED 03              93350        0        0
AETNA INC                      COM              008117103     3749    67326 SH       DEFINED 03              67326        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100      625    16450 SH       DEFINED 03              16450        0        0
AFFILIATED MANAGERS GROUP      COM              008252108      352     7400 SH       DEFINED 03               7400        0        0
AFFYMETRIX INC                 COM              00826T108     1839    12250 SH       DEFINED 03              12250        0        0
AFLAC INC                      COM              001055102     5529   121354 SH       DEFINED 03             121354        0        0
AGCO CORP                      COM              001084102      472    41500 SH       DEFINED 03              41500        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101     1466    14100 SH       DEFINED 03              14100        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101     1924    18500 SH       DEFINED 03                  0        0    18500
AGL RES INC                    COM              001204106      777    42300 SH       DEFINED 03              42300        0        0
AHT CORP                       COM              00130R103       34    10000 SH       DEFINED 03              10000        0        0
AIR PRODS & CHEMS INC          COM              009158106     3212   112947 SH       DEFINED 03             112947        0        0
AIRBORNE FGHT CORP             COM              009266107      756    31500 SH       DEFINED 03              31500        0        0
AIRGAS INC                     COM              009363102      385    46300 SH       DEFINED 03              46300        0        0
AIRTRAN HLDGS INC              COM              00949P108       80    18100 SH       DEFINED 03              18100        0        0
AK STL HLDG CORP               COM              001547108     1479   142600 SH       DEFINED 03             142600        0        0
ALASKA AIR GROUP INC           COM              011659109      950    31600 SH       DEFINED 03              31600        0        0
ALBANY INTL CORP               CL A             012348108      239    16129 SH       DEFINED 03              16129        0        0
ALBEMARLE CORP                 COM              012653101      591    28500 SH       DEFINED 03              28500        0        0
ALBERTO CULVER CO              CL B CONV        013068101      591    24830 SH       DEFINED 03              24830        0        0
ALBERTSONS INC                 COM              013104104     5710   184190 SH       DEFINED 03             184190        0        0
ALCAN ALUMINIUM LTD NEW        COM              013716105     3683   108720 SH       DEFINED 03             108720        0        0
ALCATEL                        SPONSORED ADR    013904305     1317    30050 SH       DEFINED 03              30050        0        0
ALCOA INC                      COM              013817101    20837   296614 SH       DEFINED 03             296614        0        0
ALEXANDER & BALDWIN INC        COM              014482103      681    33111 SH       DEFINED 03              33111        0        0
ALFA CORP                      COM              015385107      206    11700 SH       DEFINED 03              11700        0        0
ALGOS PHARMACEUTICAL CORP      COM              015869100       55     3800 SH       DEFINED 03               3800        0        0
ALGOS PHARMACEUTICAL CORP      COM              015869100      208    14500 SH       DEFINED 03                  0        0    14500
ALKERMES INC                   COM              01642T108     1294    14100 SH       DEFINED 03              14100        0        0
ALLAIRE CORP                   COM              016714107      317     4200 SH       DEFINED 03               4200        0        0
ALLAIRE CORP                   COM              016714107       76     1000 SH       DEFINED 03                  0        0     1000
ALLEGHANY CORP DEL             COM              017175100      397     2110 SH       DEFINED 03               2110        0        0
ALLEGHENY ENERGY INC           COM              017361106     1020    37000 SH       DEFINED 03              37000        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      833    41521 SH       DEFINED 03              41521        0        0
ALLEN TELECOM INC              COM              018091108      284    17800 SH       DEFINED 03              17800        0        0
ALLERGAN INC                   COM              018490102     3466    69314 SH       DEFINED 03              69314        0        0
ALLIANT CORP                   COM              018802108     1001    32900 SH       DEFINED 03              32900        0        0
ALLIED CAP CORP NEW            COM              01903Q108      414    23748 SH       DEFINED 03              23748        0        0
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308      646    98445 SH       DEFINED 03              98445        0        0
ALLMERICA FINL CORP            COM              019754100     1046    20500 SH       DEFINED 03              20500        0        0
ALLSTATE CORP                  COM              020002101    10580   444327 SH       DEFINED 03             444327        0        0
ALLTEL CORP                    COM              020039103     9702   153841 SH       DEFINED 03             153841        0        0
ALPHA INDS INC                 COM              020753109      504     5200 SH       DEFINED 03               5200        0        0
ALPHARMA INC                   CL A             020813101     1874    51000 SH       DEFINED 03              51000        0        0
ALTERA CORP                    COM              021441100     6575    73819 SH       DEFINED 03              73819        0        0
ALZA CORP DEL (C)              COM              022615108      188     5000 SH  CALL DEFINED 03                  0        0        0
ALZA CORP DEL                  COM              022615108    10327   274943 SH       DEFINED 03             274943        0        0
AMAZON COM INC                 COM              023135106      209     3120 SH       DEFINED 03               3120        0        0
AMBAC FINL GROUP INC           COM              023139108     1259    25000 SH       DEFINED 03              25000        0        0
AMERADA HESS CORP              COM              023551104     2799    43304 SH       DEFINED 03              43304        0        0
AMEREN CORP                    COM              023608102     1940    62695 SH       DEFINED 03              62695        0        0
AMERICA ONLINE INC DEL (P)     COM              02364J104     3372    50000 SH  PUT  DEFINED 03              50000        0        0
AMERICA ONLINE INC DEL         COM              02364J104   121927  1813037 SH       DEFINED 03            1813037        0        0
AMERICA ONLINE INC DEL         COM              02364J104      168     2500 SH       DEFINED 03                  0        0     2500
AMERICA WEST HLDG CORP         CL B             023657208      871    56200 SH       DEFINED 03              56200        0        0
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      645    17000 SH       DEFINED 03              17000        0        0
AMERICAN ELEC PWR INC          COM              025537101     2664    89364 SH       DEFINED 03              89364        0        0
AMERICAN EXPRESS CO            COM              025816109    48920   328459 SH       DEFINED 03             328459        0        0
AMERICAN FINL GROUP INC OHIO   COM              025932104      673    23500 SH       DEFINED 03              23500        0        0
AMERICAN GENERAL CORP (P)      COM              026351106     2806    50000 SH  PUT  DEFINED 03              50000        0        0
AMERICAN GENERAL CORP          COM              026351106    10042   178915 SH       DEFINED 03             178915        0        0
AMERICAN GREETINGS CORP        CL A             026375105      607    33286 SH       DEFINED 03              33286        0        0
AMERICAN HOME PRODS CORP (C)   COM              026609107      402     7500 SH  CALL DEFINED 03                  0        0        0
AMERICAN HOME PRODS CORP (P)   COM              026609107     1073    20000 SH  PUT  DEFINED 03              20000        0        0
AMERICAN HOME PRODS CORP (P)   COM              026609107     5363   100000 SH  PUT  DEFINED 03             100000        0        0
AMERICAN HOME PRODS CORP       COM              026609107    31914   595132 SH       DEFINED 03             595132        0        0
AMERICAN INTL GROUP INC        COM              026874107    76508   698703 SH       DEFINED 03             698703        0        0
AMERICAN ITALIAN PASTA CO      CL A             027070101      589    23900 SH       DEFINED 03              23900        0        0
AMERICAN MGMT SYS INC          COM              027352103      582    13300 SH       DEFINED 03              13300        0        0
AMERICAN MOBILE SATELLITE CORP COM              02755R103      375    15635 SH       DEFINED 03              15635        0        0
AMERICAN NATL CAN GROUP INC    COM              027714104     1715   176200 SH       DEFINED 03             176200        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107     2958    69100 SH       DEFINED 03              69100        0        0
AMERICAN STD COS INC DEL       COM              029712106     1154    31200 SH       DEFINED 03              31200        0        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      207     4700 SH       DEFINED 03               4700        0        0
AMERICAN TOWER CORP            NT CV    6.25%09 029912AB8   110305 51635000 SH       DEFINED 03                  0        0 51635000
AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6      485   330000 SH       DEFINED 03                  0        0   330000
AMERICAN TOWER CORP            CL A             029912201      518    10500 SH       DEFINED 03              10500        0        0
AMERICAN TOWER CORP            CL A             029912201     1086    22000 SH       DEFINED 03                  0        0    22000
AMERICAN WTR WKS INC           COM              030411102      774    32600 SH       DEFINED 03              32600        0        0
AMERICREDIT CORP               COM              03060R101      494    30300 SH       DEFINED 03              30300        0        0
AMERISOURCE HEALTH CORP        CL A             03071P102      558    37200 SH       DEFINED 03              37200        0        0
AMERITRADE HLDG CORP (P)       COM              03072H109      731    35000 SH  PUT  DEFINED 03              35000        0        0
AMERITRADE HLDG CORP           CL A             03072H109     1537    73616 SH       DEFINED 03              73616        0        0
AMES DEPT STORES INC           COM NEW          030789507      410    16700 SH       DEFINED 03              16700        0        0
AMETEK INC NEW                 COM              031100100      433    22500 SH       DEFINED 03              22500        0        0
AMF BOWLING INC                COM              03113V109       54    25400 SH       DEFINED 03              25400        0        0
AMGEN INC                      COM              031162100    28433   463742 SH       DEFINED 03             463742        0        0
AMKOR TECHNOLOGY INC           COM              031652100     1512    28500 SH       DEFINED 03              28500        0        0
AMPEX CORP DEL                 CL A             032092108       58    18700 SH       DEFINED 03              18700        0        0
AMPHENOL CORP NEW              CL A             032095101      511     5000 SH       DEFINED 03               5000        0        0
AMR CORP                       COM              001765106     2132    66880 SH       DEFINED 03              66880        0        0
AMRESCO INC                    COM              031909104       21    15721 SH       DEFINED 03              15721        0        0
AMSOUTH BANCORPORATION         COM              032165102     3419   228924 SH       DEFINED 03             228924        0        0
ANADARKO PETE CORP             COM              032511107     2148    55528 SH       DEFINED 03              55528        0        0
ANADIGICS INC                  COM              032515108     1595    24350 SH       DEFINED 03              24350        0        0
ANALOG DEVICES INC             COM              032654105    12615   156589 SH       DEFINED 03             156589        0        0
ANALYSTS INTL CORP             COM              032681108      106    10800 SH       DEFINED 03              10800        0        0
ANCOR COMMUNICATIONS INC       COM              03332K108      358     8700 SH       DEFINED 03               8700        0        0
ANDREA ELECTRONICS CORP        COM              034393108      216    19300 SH       DEFINED 03              19300        0        0
ANDREW CORP                    COM              034425108     1584    69643 SH       DEFINED 03              69643        0        0
ANHEUSER BUSCH COS INC         COM              035229103    12613   202621 SH       DEFINED 03             202621        0        0
ANNTAYLOR STORES CORP          COM              036115103      955    41500 SH       DEFINED 03              41500        0        0
ANNTAYLOR STORES CORP          COM              036115103      575    25000 SH       DEFINED 03                  0        0    25000
ANSWERTHINK CONSULTING GROUP   COM              036916104      215     8800 SH       DEFINED 03               8800        0        0
ANSWERTHINK CONSULTING GROUP   COM              036916104       24     1000 SH       DEFINED 03                  0        0     1000
ANTEC CORP                     COM              03664P105      322     7200 SH       DEFINED 03               7200        0        0
AON CORP                       COM              037389103     3636   112746 SH       DEFINED 03             112746        0        0
APACHE CORP                    COM              037411105     2603    52317 SH       DEFINED 03              52317        0        0
APACHE CORP                    ACES C DP 1/50   037411600     1125    25000 SH       DEFINED 03              25000        0        0
APEX INC                       COM              037548104      338     9100 SH       DEFINED 03               9100        0        0
APOLLO GROUP INC               CL A             037604105      773    27600 SH       DEFINED 03              27600        0        0
APPLE COMPUTER INC             COM              037833100    10467    77105 SH       DEFINED 03              77105        0        0
APPLEBEES INTL INC             COM              037899101      271     9649 SH       DEFINED 03               9649        0        0
APPLIED GRAPHICS TECHNOLOGIES  COM              037937109       98    16500 SH       DEFINED 03              16500        0        0
APPLIED MATLS INC              COM              038222105    31604   335316 SH       DEFINED 03             335316        0        0
APPLIED MATLS INC              COM              038222105      943    10000 SH       DEFINED 03                  0        0    10000
APPLIED PWR INC                CL A             038225108      425    14900 SH       DEFINED 03              14900        0        0
APRIA HEALTHCARE GROUP INC     COM              037933108      908    62900 SH       DEFINED 03              62900        0        0
APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105      174    29900 SH       DEFINED 03              29900        0        0
APTARGROUP INC                 COM              038336103      259     9700 SH       DEFINED 03               9700        0        0
ARACRUZ CELULOSE S A           SPON ADR CL B    038496204      252    11900 SH       DEFINED 03              11900        0        0
ARADIGM CORP                   COM              038505103    16320  1073021 SH       DEFINED 03            1073021        0        0
ARCADIA FINL LTD               COM              039101100       62    12400 SH       DEFINED 03              12400        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102     3141   302743 SH       DEFINED 03             302743        0        0
ARMSTRONG WORLD INDS INC       COM              042476101      560    31311 SH       DEFINED 03              31311        0        0
ARNOLD INDS INC                COM              042595108      172    13495 SH       DEFINED 03              13495        0        0
ARROW ELECTRS INC              COM              042735100     1805    51200 SH       DEFINED 03              51200        0        0
ARROW INTL INC                 COM              042764100      388    12475 SH       DEFINED 03              12475        0        0
ARTESYN TECHNOLOGIES INC       COM              043127109      194    10300 SH       DEFINED 03              10300        0        0
ARVIN INDS INC                 COM              043339100      491    21700 SH       DEFINED 03              21700        0        0
ASA LTD                        COM              002050102      474    27400 SH       DEFINED 03              27400        0        0
ASE TEST LTD                   ORD              Y02516105      340    11734 SH       DEFINED 03              11734        0        0
ASHLAND INC                    COM              044204105     1142    34143 SH       DEFINED 03              34143        0        0
ASIA PACIFIC RES INTL HLDG LTD CL A             G05345106      369   281000 SH       DEFINED 03             281000        0        0
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111      656     5870 SH       DEFINED 03               5870        0        0
ASPECT COMMUNICATIONS CORP     COM              04523Q102     1080    29194 SH       DEFINED 03              29194        0        0
ASPECT DEV INC                 COM              045234101     1611    25000 SH       DEFINED 03              25000        0        0
ASPEN TECHNOLOGY INC           COM              045327103      363     9000 SH       DEFINED 03               9000        0        0
ASSOCIATED BANC CORP           COM              045487105      680    22763 SH       DEFINED 03              22763        0        0
ASSOCIATES FIRST CAP CORP      CL A             046008108     7014   327200 SH       DEFINED 03             327200        0        0
ASTORIA FINL CORP              COM              046265104      574    20233 SH       DEFINED 03              20233        0        0
ASYST TECHNOLOGY CORP          COM              04648X107      549     9400 SH       DEFINED 03               9400        0        0
AT HOME CORP                   COM SER A        045919107      436    13222 SH       DEFINED 03              13222        0        0
AT&T CORP                      COM              001957109    88580  1574758 SH       DEFINED 03            1574758        0        0
AT&T CORP                      COM              001957109     2183    38800 SH       DEFINED 03                  0        0    38800
AT&T CORP                      COM LIB GRP A    001957208     1849    31200 SH       DEFINED 03              31200        0        0
AT&T CORP                      COM LIB GRP A    001957208      593    10000 SH       DEFINED 03                  0        0    10000
ATLANTIC RICHFIELD CO          COM              048825103    12000   141178 SH       DEFINED 03             141178        0        0
ATLAS AIR INC                  COM              049164106      569    20800 SH       DEFINED 03              20800        0        0
ATMEL CORP                     COM              049513104     8793   170318 SH       DEFINED 03             170318        0        0
ATMI INC                       COM              00207R101      495    10500 SH       DEFINED 03              10500        0        0
ATWOOD OCEANICS INC            COM              050095108      219     3300 SH       DEFINED 03               3300        0        0
AUDIOVOX CORP                  CL A             050757103      510    11700 SH       DEFINED 03              11700        0        0
AUTODESK INC                   COM              052769106     1646    36371 SH       DEFINED 03              36371        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103    13776   285509 SH       DEFINED 03             285509        0        0
AUTONATION INC                 COM              05329W102       98    12300 SH       DEFINED 03              12300        0        0
AUTOZONE INC                   COM              053332102     1825    65768 SH       DEFINED 03              65768        0        0
AVANT CORP                     COM              053487104      206    16600 SH       DEFINED 03              16600        0        0
AVENTIS                        SPONSORED ADR    053561106      535     9900 SH       DEFINED 03               9900        0        0
AVERY DENNISON CORP            COM              053611109     4080    66825 SH       DEFINED 03              66825        0        0
AVID TECHNOLOGY INC            COM              05367P100      549    30700 SH       DEFINED 03              30700        0        0
AVIRON                         COM              053762100      242     8700 SH       DEFINED 03               8700        0        0
AVISTA CORP                    COM              05379B107      681    16700 SH       DEFINED 03              16700        0        0
AVNET INC                      COM              053807103     1418    22500 SH       DEFINED 03              22500        0        0
AVON PRODS INC                 COM              054303102     4159   143104 SH       DEFINED 03             143104        0        0
AVTEAM INC                     CL A             054527205       36    10808 SH       DEFINED 03              10808        0        0
AWARE INC MASS                 COM              05453N100      209     5200 SH       DEFINED 03               5200        0        0
AZTAR CORP                     COM              054802103      293    30800 SH       DEFINED 03              30800        0        0
BAKER HUGHES INC               COM              057224107     4532   149815 SH       DEFINED 03             149815        0        0
BALDOR ELEC CO                 COM              057741100      518    28700 SH       DEFINED 03              28700        0        0
BALL CORP                      COM              058498106      475    13750 SH       DEFINED 03              13750        0        0
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108      546    22300 SH       DEFINED 03              22300        0        0
BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR    059591107      699    29600 SH       DEFINED 03              29600        0        0
BANCO SANTANDER CENT HISPANO   ADR              05964H105      507    47400 SH       DEFINED 03              47400        0        0
BANCORPSOUTH INC               COM              059692103      265    16200 SH       DEFINED 03              16200        0        0
BANCWEST CORP NEW              COM              059790105      318    16100 SH       DEFINED 03              16100        0        0
BANDAG INC                     COM              059815100      265    11500 SH       DEFINED 03              11500        0        0
BANK NEW YORK INC              COM              064057102    13606   327364 SH       DEFINED 03             327364        0        0
BANK OF AMERICA CORPORATION    COM              060505104    39459   752500 SH       DEFINED 03             752500        0        0
BANK ONE CORP                  COM              06423A103    17691   514655 SH       DEFINED 03             514655        0        0
BANK UTD CORP                  CL A             065412108      321    10200 SH       DEFINED 03              10200        0        0
BANKATLANTIC BANCORP           CL B             065908105       80    13600 SH       DEFINED 03              13600        0        0
BANKNORTH GROUP INC DEL        COM              06646L100      329    12274 SH       DEFINED 03              12274        0        0
BANTA CORP                     COM              066821109      360    19600 SH       DEFINED 03              19600        0        0
BARD C R INC                   COM              067383109     1272    32876 SH       DEFINED 03              32876        0        0
BARNES & NOBLE INC             COM              067774109      899    39100 SH       DEFINED 03              39100        0        0
BARR LABS INC                  COM              068306109      437    10400 SH       DEFINED 03              10400        0        0
BARRETT RES CORP               COM PAR $0.01    068480201      367    12300 SH       DEFINED 03              12300        0        0
BARRICK GOLD CORP              COM              067901108     2844   181307 SH       DEFINED 03             181307        0        0
BATTLE MTN GOLD CO             COM              071593107       78    40100 SH       DEFINED 03              40100        0        0
BAUSCH & LOMB INC              COM              071707103     2156    41320 SH       DEFINED 03              41320        0        0
BAXTER INTL INC                COM              071813109     7984   127366 SH       DEFINED 03             127366        0        0
BB&T CORP                      COM              054937107     5241   186771 SH       DEFINED 03             186771        0        0
BEA SYS INC                    COM              073325102     6648    90760 SH       DEFINED 03              90760        0        0
BEAR STEARNS COS INC           COM              073902108     2986    65442 SH       DEFINED 03              65442        0        0
BECKMAN COULTER INC            COM              075811109      635     9900 SH       DEFINED 03               9900        0        0
BECTON DICKINSON & CO          COM              075887109     3635   138136 SH       DEFINED 03             138136        0        0
BED BATH & BEYOND INC          COM              075896100     2578    65469 SH       DEFINED 03              65469        0        0
BELCO OIL & GAS CORP           PFD CONV         077410207     5307   359800 SH       DEFINED 03             359800        0        0
BELDEN INC                     COM              077459105      319    11600 SH       DEFINED 03              11600        0        0
BELL ATLANTIC CORP (P)         COM              077853109     1834    30000 SH  PUT  DEFINED 03              30000        0        0
BELL ATLANTIC CORP (P)         COM              077853109     9169   150000 SH  PUT  DEFINED 03             150000        0        0
BELL ATLANTIC CORP (P)         COM              077853109    12225   200000 SH  PUT  DEFINED 03             200000        0        0
BELL ATLANTIC CORP             COM              077853109    51005   834433 SH       DEFINED 03             834433        0        0
BELL ATLANTIC CORP             COM              077853109      458     7500 SH       DEFINED 03                  0        0     7500
BELLSOUTH CORP                 COM              079860102    39664   843921 SH       DEFINED 03             843921        0        0
BELO A H CORP DEL              COM SER A        080555105     1058    59200 SH       DEFINED 03              59200        0        0
BEMIS INC                      COM              081437105      861    23360 SH       DEFINED 03              23360        0        0
BENTON OIL & GAS CO            COM              083288100       46    15900 SH       DEFINED 03              15900        0        0
BERGEN BRUNSWIG CORP           CL A             083739102      398    58900 SH       DEFINED 03              58900        0        0
BEST BUY INC                   COM              086516101     7322    85135 SH       DEFINED 03              85135        0        0
BEST BUY INC                   COM              086516101       26      300 SH       DEFINED 03                  0        0      300
BESTFOODS                      COM              08658U101     5520   117924 SH       DEFINED 03             117924        0        0
BETHLEHEM STL CORP             COM              087509105      987   164461 SH       DEFINED 03             164461        0        0
BEVERLY ENTERPRISES INC        COM NEW          087851309      230    62500 SH       DEFINED 03              62500        0        0
BILLING CONCEPTS CORP          COM              090063108      263    37400 SH       DEFINED 03              37400        0        0
BINDLEY WESTN INDS INC         COM              090324104      382    28200 SH       DEFINED 03              28200        0        0
BINDVIEW DEV CORP              COM              090327107      319    10300 SH       DEFINED 03              10300        0        0
BIO TECHNOLOGY GEN CORP        COM              090578105      256    16600 SH       DEFINED 03              16600        0        0
BIOGEN INC                     COM              090597105     5959    85436 SH       DEFINED 03              85436        0        0
BIOMATRIX INC                  COM              09060P102      543    21300 SH       DEFINED 03              21300        0        0
BIOMET INC                     COM              090613100     2044    56692 SH       DEFINED 03              56692        0        0
BJ SVCS CO                     COM              055482103     1913    25900 SH       DEFINED 03              25900        0        0
BJS WHOLESALE CLUB INC         COM              05548J106     1217    31500 SH       DEFINED 03              31500        0        0
BLACK & DECKER CORP            COM              091797100     1759    46820 SH       DEFINED 03              46820        0        0
BLACK BOX CORP DEL             COM              091826107      787    11500 SH       DEFINED 03              11500        0        0
BLACK HILLS CORP               COM              092113109      311    14100 SH       DEFINED 03              14100        0        0
BLACKROCK TARGET TERM TR INC   COM              092476100    54059  5533200 SH       DEFINED 03            5533200        0        0
BLANCH E W HLDGS INC           COM              093210102      394    19700 SH       DEFINED 03              19700        0        0
BLOCK H & R INC                COM              093671105     2267    50650 SH       DEFINED 03              50650        0        0
BLYTH INDS INC                 COM              09643P108      440    16100 SH       DEFINED 03              16100        0        0
BMC SOFTWARE INC               COM              055921100     5327   108028 SH       DEFINED 03             108028        0        0
BMC SOFTWARE INC               COM              055921100       49     1000 SH       DEFINED 03                  0        0     1000
BOB EVANS FARMS INC            COM              096761101      526    42105 SH       DEFINED 03              42105        0        0
BOEING CO (P)                  COM              097023105     3794   100000 SH  PUT  DEFINED 03             100000        0        0
BOEING CO (P)                  COM              097023105     5140   135500 SH  PUT  DEFINED 03             135500        0        0
BOEING CO (P)                  COM              097023105     3794   100000 SH  PUT  DEFINED 03             100000        0        0
BOEING CO                      COM              097023105    34643   913174 SH       DEFINED 03             913174        0        0
BOISE CASCADE CORP             COM              097383103      875    25184 SH       DEFINED 03              25184        0        0
BOISE CASCADE OFFICE PRODS     COM              097403109      591    36100 SH       DEFINED 03              36100        0        0
BOMBAY CO INC                  COM              097924104       36    10800 SH       DEFINED 03              10800        0        0
BORDERS GROUP INC              COM              099709107     1382    80400 SH       DEFINED 03              80400        0        0
BORG-WARNER AUTOMOTIVE INC     COM              099724106      461    11700 SH       DEFINED 03              11700        0        0
BOSTON SCIENTIFIC CORP         COM              101137107     4246   199240 SH       DEFINED 03             199240        0        0
BOWATER INC                    COM              102183100      923    17300 SH       DEFINED 03              17300        0        0
BOWNE & CO INC                 COM              103043105      151    11700 SH       DEFINED 03              11700        0        0
BOYD GAMING CORP               COM              103304101     3538   716500 SH       DEFINED 03             716500        0        0
BOYDS COLLECTION LTD           COM              103354106      102    16800 SH       DEFINED 03              16800        0        0
BP AMOCO P L C                 SPONSORED ADR    055622104      960    18100 SH       DEFINED 03              18100        0        0
BRADY CORP                     CL A             104674106      209     6700 SH       DEFINED 03               6700        0        0
BRANDYWINE RLTY TR             SH BEN INT NEW   105368203      182    10600 SH       DEFINED 03              10600        0        0
BRE PROPERTIES INC             CL A             05564E106      372    14400 SH       DEFINED 03              14400        0        0
BRIGGS & STRATTON CORP         COM              109043109      439    10681 SH       DEFINED 03              10681        0        0
BRIGHTPOINT INC                COM              109473108      535    44350 SH       DEFINED 03              44350        0        0
BRINKER INTL INC               COM              109641100      900    30300 SH       DEFINED 03              30300        0        0
BRIO TECHNOLOGY INC            COM              109704106      204     5400 SH       DEFINED 03               5400        0        0
BRIO TECHNOLOGY INC            COM              109704106      151     4000 SH       DEFINED 03                  0        0     4000
BRISTOL MYERS SQUIBB CO (P)    COM              110122108     2888    50000 SH  PUT  DEFINED 03              50000        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108    67666  1171697 SH       DEFINED 03            1171697        0        0
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107      307    28900 SH       DEFINED 03              28900        0        0
BRITISH AWYS PLC               ADR 2ND INSTAL   110419306      538    10000 SH       DEFINED 03              10000        0        0
BROADVISION INC                COM              111412102     3032    67200 SH       DEFINED 03              67200        0        0
BROADWING INC                  COM              111620100     2689    72300 SH       DEFINED 03              72300        0        0
BROADWING INC                  JR PFD CV 7.25   111620209     8117    24415 SH       DEFINED 03              24415        0        0
BROOKS AUTOMATION INC          COM              11434A100     1581    25344 SH       DEFINED 03              25344        0        0
BROWN FORMAN CORP              CL B             115637209     1660    30489 SH       DEFINED 03              30489        0        0
BROWN TOM INC                  COM NEW          115660201      183    10022 SH       DEFINED 03              10022        0        0
BRUNSWICK CORP                 COM              117043109     1319    69639 SH       DEFINED 03              69639        0        0
BUCKEYE TECHNOLOGIES INC       COM              118255108      437    24800 SH       DEFINED 03              24800        0        0
BUDGET GROUP INC               CL A             119003101       83    16800 SH       DEFINED 03              16800        0        0
BUFFETS INC                    COM              119882108      282    31244 SH       DEFINED 03              31244        0        0
BURLINGTON COAT FACTORY        COM              121579106      302    17600 SH       DEFINED 03              17600        0        0
BURLINGTON INDS INC            COM              121693105      147    33600 SH       DEFINED 03              33600        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104     4467   201906 SH       DEFINED 03             201906        0        0
BURLINGTON RES INC             COM              122014103     3607    97481 SH       DEFINED 03              97481        0        0
BURR BROWN CORP                COM              122574106     1169    21500 SH       DEFINED 03              21500        0        0
C COR NET CORP                 COM              125010108      355     7300 SH       DEFINED 03               7300        0        0
C H ROBINSON WORLDWIDE INC     COM              12541W100     1045    27600 SH       DEFINED 03              27600        0        0
C&D TECHNOLOGIES INC           COM              124661109      242     4100 SH       DEFINED 03               4100        0        0
C-CUBE MICROSYSTEMS INC        COM              125015107      983    13500 SH       DEFINED 03              13500        0        0
CABLE & WIRELESS HKT           SPONSORED ADR    126828102      201     7800 SH       DEFINED 03               7800        0        0
CABLE & WIRELESS PUB LTD CO    SPONSORED ADR    126830207      666    11900 SH       DEFINED 03              11900        0        0
CABLE DESIGN TECHNOLOGIES CORP COM              126924109     1150    33900 SH       DEFINED 03              33900        0        0
CABLETRON SYS INC              COM              126920107     2930    99945 SH       DEFINED 03              99945        0        0
CABOT CORP                     COM              127055101     1092    35800 SH       DEFINED 03              35800        0        0
CABOT INDUSTRIAL TRUST         COM              127072106      237    12700 SH       DEFINED 03              12700        0        0
CABOT OIL & GAS CORP           CL A             127097103      444    24600 SH       DEFINED 03              24600        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108     2936   141500 SH       DEFINED 03             141500        0        0
CADIZ INC                      COM              127537108       92    10900 SH       DEFINED 03              10900        0        0
CALGON CARBON CORP             COM              129603106       71    10800 SH       DEFINED 03              10800        0        0
CALIFORNIA COASTAL CMNTYS INC  COM NEW          129915203     7738  1439551 SH       DEFINED 03            1439551        0        0
CALLAWAY GOLF CO (C)           COM              131193104      803    51800 SH  CALL DEFINED 03              51800        0        0
CALPINE CORP                   COM              131347106     5583    59394 SH       DEFINED 03              59394        0        0
CAMBREX CORP                   COM              132011107      309     7100 SH       DEFINED 03               7100        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109      835    61600 SH       DEFINED 03              61600        0        0
CAMDEN PPTY TR                 SH BEN INT       133131102      333    12300 SH       DEFINED 03              12300        0        0
CAMPBELL SOUP CO               COM              134429109     5683   184801 SH       DEFINED 03             184801        0        0
CANADIAN NATL RY CO            COM              136375102      416    15600 SH       DEFINED 03              15600        0        0
CANANDAIGUA BRANDS INC         CL A             137219200      546    10700 SH       DEFINED 03              10700        0        0
CAPITAL ENVIRONMENTAL RESOUR   COM              14008M104       79    20016 SH       DEFINED 03              20016        0        0
CAPITAL ONE FINL CORP          COM              14040H105     4177    87126 SH       DEFINED 03              87126        0        0
CAPITOL FED FINL               COM              14057C106      251    26700 SH       DEFINED 03              26700        0        0
CAPROCK COMMUNICATIONS CORP    COM              140667106      500    10200 SH       DEFINED 03              10200        0        0
CAPSTEAD MTG CORP              COM              14067E100       65    16800 SH       DEFINED 03              16800        0        0
CARAUSTAR INDS INC             COM              140909102      143    10115 SH       DEFINED 03              10115        0        0
CARDINAL HEALTH INC            COM              14149Y108     8139   177418 SH       DEFINED 03             177418        0        0
CAREERBUILDER INC              COM              141684100        8     1967 SH       DEFINED 03               1967        0        0
CAREERBUILDER INC              COM              141684100       62    15000 SH       DEFINED 03                  0        0    15000
CAREMARK RX INC                COM              141705103      264    63000 SH       DEFINED 03              63000        0        0
CARLISLE COS INC               COM              142339100      520    13000 SH       DEFINED 03              13000        0        0
CARNIVAL CORP                  COM              143658102     6730   271229 SH       DEFINED 03             271229        0        0
CAROLINA PWR & LT CO           COM              144141108     2413    74391 SH       DEFINED 03              74391        0        0
CARPENTER TECHNOLOGY CORP      COM              144285103      422    20300 SH       DEFINED 03              20300        0        0
CARRIER ACCESS CORP            COM              144460102      154     2900 SH       DEFINED 03               2900        0        0
CARRIER ACCESS CORP            COM              144460102      266     5000 SH       DEFINED 03                  0        0     5000
CARTER WALLACE INC             COM              146285101      413    22000 SH       DEFINED 03              22000        0        0
CASEYS GEN STORES INC          COM              147528103      177    16500 SH       DEFINED 03              16500        0        0
CASH AMER INTL INC             COM              14754D100      752    60500 SH       DEFINED 03              60500        0        0
CATALYTICA INC                 COM              148885106      576    39550 SH       DEFINED 03              39550        0        0
CATELLUS DEV CORP              COM              149111106      373    26900 SH       DEFINED 03              26900        0        0
CATERPILLAR INC DEL            COM              149123101    12079   306295 SH       DEFINED 03             306295        0        0
CBRL GROUP INC                 COM              12489V106      398    39927 SH       DEFINED 03              39927        0        0
CBS CORP                       COM              12490K107    19022   335932 SH       DEFINED 03             335932        0        0
CCB FINL CORP                  COM              124875105      624    14100 SH       DEFINED 03              14100        0        0
CDW COMPUTER CTRS INC          COM              125129106     1376    16300 SH       DEFINED 03              16300        0        0
CEC ENTMT INC                  COM              125137109      473    17450 SH       DEFINED 03              17450        0        0
CELGENE CORP                   COM              151020104      537     5400 SH       DEFINED 03               5400        0        0
CELL PATHWAYS INC NEW          COM              15114R101      212     6200 SH       DEFINED 03               6200        0        0
CELLNET DATA SYS INC           COM              15115M101        1    11500 SH       DEFINED 03              11500        0        0
CELLSTAR CORP                  COM              150925105      214    26800 SH       DEFINED 03              26800        0        0
CENDANT CORP                   COM              151313103     6425   347283 SH       DEFINED 03             347283        0        0
CENDANT CORP                   COM              151313103      925    50000 SH       DEFINED 03                  0        0    50000
CENTERPOINT PPTYS TR           SH BEN INT       151895109      233     6400 SH       DEFINED 03               6400        0        0
CENTEX CORP                    COM              152312104      803    33739 SH       DEFINED 03              33739        0        0
CENTRAL & SOUTH WEST CORP      COM              152357109     1641    96151 SH       DEFINED 03              96151        0        0
CENTURY BUSINESS SVCS INC      COM              156490104      143    49700 SH       DEFINED 03              49700        0        0
CENTURYTEL INC                 COM              156700106     2355    63447 SH       DEFINED 03              63447        0        0
CEPHALON INC                   COM              156708109     1644    43915 SH       DEFINED 03              43915        0        0
CERIDIAN CORP                  COM              15677T106     1244    64855 SH       DEFINED 03              64855        0        0
CERNER CORP                    COM              156782104      404    15000 SH       DEFINED 03              15000        0        0
CH ENERGY GROUP INC            COM              12541M102      258     8500 SH       DEFINED 03               8500        0        0
CHAMPION ENTERPRISES INC       COM              158496109       71    12400 SH       DEFINED 03              12400        0        0
CHAMPION INTL CORP             COM              158525105     2549    47868 SH       DEFINED 03              47868        0        0
CHARMING SHOPPES INC           COM              161133103      397    69737 SH       DEFINED 03              69737        0        0
CHARTER ONE FINL INC           COM              160903100     1492    71045 SH       DEFINED 03              71045        0        0
CHASE MANHATTAN CORP NEW       COM              16161A108    33794   387601 SH       DEFINED 03             387601        0        0
CHECKFREE HLDGS CORP           SUB NT CV 144A06 162816AA0     3469  3000000 SH       DEFINED 03                  0        0  3000000
CHECKFREE HLDGS CORP           COM              162816102     2222    31568 SH       DEFINED 03              31568        0        0
CHECKPOINT SYS INC             COM              162825103      391    46700 SH       DEFINED 03              46700        0        0
CHEESECAKE FACTORY INC         COM              163072101      235     5644 SH       DEFINED 03               5644        0        0
CHEMFIRST INC                  COM              16361A106      443    22800 SH       DEFINED 03              22800        0        0
CHESAPEAKE CORP                COM              165159104      370    12500 SH       DEFINED 03              12500        0        0
CHESAPEAKE ENERGY CORP         COM              165167107       75    23100 SH       DEFINED 03              23100        0        0
CHEVRON CORPORATION            COM              166751107    30604   331076 SH       DEFINED 03             331076        0        0
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109      142      800 SH       DEFINED 03                800        0        0
CHIQUITA BRANDS INTL INC       COM              170032106       60    12600 SH       DEFINED 03              12600        0        0
CHIRON CORP                    SB CV ADJ 144A00 170040AB5      756   437000 SH       DEFINED 03                  0        0   437000
CHIRON CORP                    COM              170040109     3243    65100 SH       DEFINED 03              65100        0        0
CHITTENDEN CORP                COM              170228100      252     8492 SH       DEFINED 03               8492        0        0
CHOICE HOTELS INTL INC         COM              169905106      244    16900 SH       DEFINED 03              16900        0        0
CHOICEPOINT INC                COM              170388102     1199    32086 SH       DEFINED 03              32086        0        0
CHRIS CRAFT INDS INC           COM              170520100     1290    20251 SH       DEFINED 03              20251        0        0
CHS ELECTRONICS INC            COM NEW          12542A206       10    15200 SH       DEFINED 03              15200        0        0
CHUBB CORP                     COM              171232101     5478    81074 SH       DEFINED 03              81074        0        0
CHURCH & DWIGHT INC            COM              171340102      433    25200 SH       DEFINED 03              25200        0        0
CIBER INC                      COM              17163B102      517    25200 SH       DEFINED 03              25200        0        0
CIGNA CORP                     COM              125509109     6556    86552 SH       DEFINED 03              86552        0        0
CINCINNATI FINL CORP           COM              172062101     3079    81837 SH       DEFINED 03              81837        0        0
CINERGY CORP                   COM              172474108     1892    88007 SH       DEFINED 03              88007        0        0
CINTAS CORP                    COM              172908105     2337    59742 SH       DEFINED 03              59742        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     5871    96451 SH       DEFINED 03              96451        0        0
CIRRUS LOGIC CORP              COM              172755100     1386    76177 SH       DEFINED 03              76177        0        0
CISCO SYS INC                  COM              17275R102   270320  3496439 SH       DEFINED 03            3496439        0        0
CISCO SYS INC                  COM              17275R102      309     4000 SH       DEFINED 03                  0        0     4000
CITADEL COMMUNICATIONS CORP    COM              172853202      295     7000 SH       DEFINED 03               7000        0        0
CITADEL COMMUNICATIONS CORP    COM              172853202      169     4000 SH       DEFINED 03                  0        0     4000
CITIGROUP INC                  COM              172967101    97599  1645524 SH       DEFINED 03            1645524        0        0
CITIZENS BKG CORP MICH         COM              174420109      231    11900 SH       DEFINED 03              11900        0        0
CITIZENS UTILS CO DEL          CL B             177342201     7528   459700 SH       DEFINED 03             459700        0        0
CITRIX SYS INC                 SB DB CV ZRO  19 177376AB6    48526 51215000 SH       DEFINED 03                  0        0 51215000
CITRIX SYS INC                 COM              177376100     5657    85474 SH       DEFINED 03              85474        0        0
CITY NATL CORP                 COM              178566105     1374    40800 SH       DEFINED 03              40800        0        0
CK WITCO CORP                  COM              12562C108     1039   102000 SH       DEFINED 03             102000        0        0
CKE RESTAURANTS INC            COM              12561E105      108    16900 SH       DEFINED 03              16900        0        0
CLAIRES STORES INC             COM              179584107      786    39200 SH       DEFINED 03              39200        0        0
CLARENT CORP DEL               COM              180461105      105     1164 SH       DEFINED 03               1164        0        0
CLARENT CORP DEL               COM              180461105    10822   120000 SH       DEFINED 03                  0        0   120000
CLAYTON HOMES INC              COM              184190106      681    67300 SH       DEFINED 03              67300        0        0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    10575   153127 SH       DEFINED 03             153127        0        0
CLECO CORP NEW                 COM              12561W105      569    17100 SH       DEFINED 03              17100        0        0
CLEVELAND CLIFFS INC           COM              185896107      264    11100 SH       DEFINED 03              11100        0        0
CLICK2LEARN COM INC            COM              18681S106     9204   648693 SH       DEFINED 03             648693        0        0
CLOROX CO DEL                  COM              189054109     4125   126932 SH       DEFINED 03             126932        0        0
CMGI INC                       COM              125750109      505     4460 SH       DEFINED 03               4460        0        0
CMP GROUP INC                  COM              125887109      559    19200 SH       DEFINED 03              19200        0        0
CMS ENERGY CORP                COM              125896100     1069    58983 SH       DEFINED 03              58983        0        0
CNA FINL CORP                  COM              126117100      262     8100 SH       DEFINED 03               8100        0        0
CNF TRANSN INC                 COM              12612W104     1998    72000 SH       DEFINED 03              72000        0        0
CNF TRANSN INC                 COM              12612W104      555    20000 SH       DEFINED 03                  0        0    20000
CNH GLOBAL N V                 ORD              N20935107      121    12300 SH       DEFINED 03              12300        0        0
COASTAL CORP                   COM              190441105     4583    99632 SH       DEFINED 03              99632        0        0
COCA COLA CO                   COM              191216100    55272  1177581 SH       DEFINED 03            1177581        0        0
COCA COLA ENTERPRISES INC      COM              191219104     4263   197690 SH       DEFINED 03             197690        0        0
COGNEX CORP                    COM              192422103      957    16600 SH       DEFINED 03              16600        0        0
COHERENT INC                   COM              192479103     1290    24900 SH       DEFINED 03              24900        0        0
COHU INC                       COM              192576106      271     6500 SH       DEFINED 03               6500        0        0
COLGATE PALMOLIVE CO           COM              194162103    14643   259734 SH       DEFINED 03             259734        0        0
COLLINS & AIKMAN CORP NEW      COM              194830105      104    18300 SH       DEFINED 03              18300        0        0
COLONIAL BANCGROUP INC         COM              195493309      460    42800 SH       DEFINED 03              42800        0        0
COLUMBIA ENERGY GROUP          COM              197648108     2178    36767 SH       DEFINED 03              36767        0        0
COLUMBIA LABS INC              COM              197779101      847    72100 SH       DEFINED 03              72100        0        0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107     6324   249834 SH       DEFINED 03             249834        0        0
COMCAST CORP                   CL A SPL         200300200    17611   406587 SH       DEFINED 03             406587        0        0
COMDISCO INC                   COM              200336105     3014    68300 SH       DEFINED 03              68300        0        0
COMERICA INC                   COM              200340107     3678    87844 SH       DEFINED 03              87844        0        0
COMMERCE BANCORP INC NJ        COM              200519106      337     9110 SH       DEFINED 03               9110        0        0
COMMERCE BANCSHARES INC        COM              200525103      372    12046 SH       DEFINED 03              12046        0        0
COMMERCE GROUP INC MASS        COM              200641108     1218    41300 SH       DEFINED 03              41300        0        0
COMMSCOPE INC (C)              COM              203372107     2532    55500 SH  CALL DEFINED 03                  0        0        0
COMMSCOPE INC                  COM              203372107      926    20300 SH       DEFINED 03              20300        0        0
COMMUNITY FIRST BANKSHARES INC COM              203902101      226    14200 SH       DEFINED 03              14200        0        0
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201      408    11400 SH       DEFINED 03              11400        0        0
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101      400    13800 SH       DEFINED 03              13800        0        0
COMPAQ COMPUTER CORP (C)       COM              204493100      533    20000 SH  CALL DEFINED 03                  0        0        0
COMPAQ COMPUTER CORP           COM              204493100    20727   778493 SH       DEFINED 03             778493        0        0
COMPASS BANCSHARES INC         COM              20449H109      862    43240 SH       DEFINED 03              43240        0        0
COMPUCOM SYS INC               COM              204780100      204    39400 SH       DEFINED 03              39400        0        0
COMPUTER ASSOC INTL INC        COM              204912109    19781   334213 SH       DEFINED 03             334213        0        0
COMPUTER ASSOC INTL INC        COM              204912109       27      450 SH       DEFINED 03                  0        0      450
COMPUTER HORIZONS CORP         COM              205908106      326    19100 SH       DEFINED 03              19100        0        0
COMPUTER SCIENCES CORP         COM              205363104     5926    74893 SH       DEFINED 03              74893        0        0
COMPUWARE CORP                 COM              205638109     4196   199815 SH       DEFINED 03             199815        0        0
COMSAT CORP                    COM SER 1        20564D107      361    17500 SH       DEFINED 03              17500        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402     6588    34869 SH       DEFINED 03              34869        0        0
COM21 INC                      COM              205937105      251     5342 SH       DEFINED 03               5342        0        0
CONAGRA INC                    COM              205887102     4209   232235 SH       DEFINED 03             232235        0        0
CONCENTRIC NETWORK CORP        COM              20589R107      715    13000 SH       DEFINED 03              13000        0        0
CONCORD COMMUNICATIONS INC     COM              206186108      324     9100 SH       DEFINED 03               9100        0        0
CONCORD EFS INC                COM              206197105     1672    73100 SH       DEFINED 03              73100        0        0
CONCURRENT COMPUTER CORP NEW   COM              206710204      202    16000 SH       DEFINED 03              16000        0        0
CONDUCTUS INC                  COM              206784100      648    20000 SH       DEFINED 03              20000        0        0
CONECTIV INC                   COM              206829103     1691    96600 SH       DEFINED 03              96600        0        0
CONEXANT SYSTEMS INC           SB NT CV 144A 07 207142AD2     1818  2000000 SH       DEFINED 03                  0        0  2000000
CONEXANT SYSTEMS INC           COM              207142100     8145   113222 SH       DEFINED 03             113222        0        0
CONEXANT SYSTEMS INC           COM              207142100       36      500 SH       DEFINED 03                  0        0      500
CONOCO INC                     CL B             208251405     7054   275282 SH       DEFINED 03             275282        0        0
CONSECO INC                    COM              208464107     2170   189722 SH       DEFINED 03             189722        0        0
CONSOLIDATED EDISON INC        COM              209115104     3349   115485 SH       DEFINED 03             115485        0        0
CONSOLIDATED PAPERS INC        COM              209759109     1365    35500 SH       DEFINED 03              35500        0        0
CONSOLIDATED STORES CORP       COM              210149100     1404   123454 SH       DEFINED 03             123454        0        0
CONSTELLATION ENERGY CORP      COM              210371100     2110    66183 SH       DEFINED 03              66183        0        0
CONVERGYS CORP                 COM              212485106     2248    58200 SH       DEFINED 03              58200        0        0
COOPER CAMERON CORP            COM              216640102      856    12800 SH       DEFINED 03              12800        0        0
COOPER COS INC                 COM NEW          216648402      637    19800 SH       DEFINED 03              19800        0        0
COOPER INDS INC                COM              216669101     1466    41879 SH       DEFINED 03              41879        0        0
COOPER TIRE & RUBR CO          COM              216831107      486    38714 SH       DEFINED 03              38714        0        0
COORS ADOLPH CO                CL B             217016104      916    19153 SH       DEFINED 03              19153        0        0
COPART INC                     COM              217204106      194    11200 SH       DEFINED 03              11200        0        0
COR THERAPEUTICS INC           COM              217753102      494     7500 SH       DEFINED 03               7500        0        0
CORDANT TECHNOLOGIES INC       COM              218412104      735    13000 SH       DEFINED 03              13000        0        0
CORN PRODS INTL INC            COM              219023108      279    11600 SH       DEFINED 03              11600        0        0
CORNERSTONE RLTY INCOME TR INC COM              21922V102      134    12400 SH       DEFINED 03              12400        0        0
CORNING INC                    COM              219350105    24932   128514 SH       DEFINED 03             128514        0        0
COST PLUS INC CALIF            COM              221485105      209     6200 SH       DEFINED 03               6200        0        0
COSTCO WHSL CORP NEW           COM              22160K105    12209   232553 SH       DEFINED 03             232553        0        0
COULTER PHARMACEUTICAL INC (P) COM              222116105     3044   100000 SH  PUT  DEFINED 03             100000        0        0
COULTER PHARMACEUTICAL INC     COM              222116105     3205   105300 SH       DEFINED 03             105300        0        0
COUNTRYWIDE CR INDS INC DEL    COM              222372104     2604    95569 SH       DEFINED 03              95569        0        0
COUSINS PPTYS INC              COM              222795106      261     7100 SH       DEFINED 03               7100        0        0
COVANCE INC                    COM              222816100      391    36400 SH       DEFINED 03              36400        0        0
COVENTRY HEALTH CARE INC       COM              222862104      165    19435 SH       DEFINED 03              19435        0        0
COX COMMUNICATIONS INC NEW     CL A             224044107      107     2200 SH       DEFINED 03               2200        0        0
CRANE CO                       COM              224399105      777    32968 SH       DEFINED 03              32968        0        0
CRAWFORD & CO                  CL B             224633107      218    16970 SH       DEFINED 03              16970        0        0
CREATIVE TECHNOLOGY LTD        ORD              Y1775U107      215     6767 SH       DEFINED 03               6767        0        0
CREDENCE SYS CORP              COM              225302108     7625    61023 SH       DEFINED 03              61023        0        0
CREE INC                       COM              225447101     1721    15250 SH       DEFINED 03              15250        0        0
CROSS TIMBERS OIL CO           COM              227573102      503    38500 SH       DEFINED 03              38500        0        0
CROWN CORK & SEAL INC          COM              228255105      926    57892 SH       DEFINED 03              57892        0        0
CSG SYS INTL INC               COM              126349109     1805    36887 SH       DEFINED 03              36887        0        0
CSX CORP                       COM              126408103     2389   101643 SH       DEFINED 03             101643        0        0
CTC COMMUNICATIONS GROUP INC   COM              126419100     5651   132564 SH       DEFINED 03             132564        0        0
CTC COMMUNICATIONS GROUP INC   COM              126419100     3517    82500 SH       DEFINED 03                  0        0    82500
CTS CORP                       COM              126501105      781    13700 SH       DEFINED 03              13700        0        0
CUMMINS ENGINE INC             COM              231021106      898    23902 SH       DEFINED 03              23902        0        0
CVS CORP                       COM              126650100     6413   170743 SH       DEFINED 03             170743        0        0
CVS CORP                       COM              126650100       75     2000 SH       DEFINED 03                  0        0     2000
CYBERONICS INC                 COM              23251P102      243    13070 SH       DEFINED 03              13070        0        0
CYMER INC                      COM              232572107      449     9000 SH       DEFINED 03               9000        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109    33749   684400 SH       DEFINED 03             684400        0        0
CYTEC INDS INC                 COM              232820100      857    28000 SH       DEFINED 03              28000        0        0
CYTYC CORP                     COM              232946103      876    18300 SH       DEFINED 03              18300        0        0
D R HORTON INC                 COM              23331A109      276    21100 SH       DEFINED 03              21100        0        0
DAIN RAUSCHER CORP             COM              233856103      633     9600 SH       DEFINED 03               9600        0        0
DAISYTEK INTL CORP             COM              234053106      969    64044 SH       DEFINED 03              64044        0        0
DAL-TILE INTL INC              COM              23426R108      137    17200 SH       DEFINED 03              17200        0        0
DALLAS SEMICONDUCTOR CORP      COM              235204104     1099    31300 SH       DEFINED 03              31300        0        0
DANA CORP                      COM              235811106     2060    73078 SH       DEFINED 03              73078        0        0
DANAHER CORP DEL               COM              235851102     3148    61733 SH       DEFINED 03              61733        0        0
DARDEN RESTAURANTS INC         COM              237194105     1044    58595 SH       DEFINED 03              58595        0        0
DATA TRANSMISSION NETWORK CORP COM              238017107      143     5000 SH  PUT  DEFINED 03               5000        0        0
DATA TRANSMISSION NETWORK CORP COM              238017107      225     7900 SH       DEFINED 03               7900        0        0
DAVOX CORP                     COM              239208101      670    25400 SH       DEFINED 03              25400        0        0
DE BEERS CONS MINES LTD        ADR DEFD         240253302      297    13000 SH       DEFINED 03              13000        0        0
DEAN FOODS CO                  COM              242361103      522    19500 SH       DEFINED 03              19500        0        0
DEERE & CO                     COM              244199105     3961   104243 SH       DEFINED 03             104243        0        0
DEL MONTE FOODS CO             COM              24522P103      176    16500 SH       DEFINED 03              16500        0        0
DELL COMPUTER CORP (C)         COM              247025109      270     5000 SH  CALL DEFINED 03                  0        0        0
DELL COMPUTER CORP (P)         COM              247025109    10788   200000 SH  PUT  DEFINED 03             200000        0        0
DELL COMPUTER CORP (P)         COM              247025109    10788   200000 SH  PUT  DEFINED 03             200000        0        0
DELL COMPUTER CORP             COM              247025109    72935  1352193 SH       DEFINED 03            1352193        0        0
DELL COMPUTER CORP             COM              247025109      461     8550 SH       DEFINED 03                  0        0     8550
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     7322   457624 SH       DEFINED 03             457624        0        0
DELPHI FINL GROUP INC          CL A             247131105      601    19796 SH       DEFINED 03              19796        0        0
DELTA & PINE LD CO             COM              247357106      241    12200 SH       DEFINED 03              12200        0        0
DELTA AIR LINES INC DEL        COM              247361108     3416    64155 SH       DEFINED 03              64155        0        0
DELUXE CORP                    COM              248019101      935    35295 SH       DEFINED 03              35295        0        0
DENDRITE INTL INC              COM              248239105      238    11350 SH       DEFINED 03              11350        0        0
DENTSPLY INTL INC NEW          COM              249030107      555    19565 SH       DEFINED 03              19565        0        0
DEPARTMENT 56 INC              COM              249509100     1080    72900 SH       DEFINED 03              72900        0        0
DESC S A DE C V                SPON ADR C       250309101      273    18200 SH       DEFINED 03              18200        0        0
DEVELOPERS DIVERSIFIED RLTY CO COM              251591103      250    18000 SH       DEFINED 03              18000        0        0
DEVON ENERGY CORP NEW          COM              25179M103     1379    28400 SH       DEFINED 03              28400        0        0
DEVRY INC DEL                  COM              251893103      778    25500 SH       DEFINED 03              25500        0        0
DEXTER CORP                    COM              252165105      779    14700 SH       DEFINED 03              14700        0        0
DIAGEO P L C                   SPON ADR NEW     25243Q205      988    32800 SH       DEFINED 03              32800        0        0
DIAL CORP NEW                  COM              25247D101      701    51000 SH       DEFINED 03              51000        0        0
DIALOG CORP PLC                SPONSORED ADR    252500103      326    38345 SH       DEFINED 03              38345        0        0
DIAMOND OFFSHORE DRILLING INC  SB NT CV 3.75%07 25271CAA0     3471  3065000 SH       DEFINED 03                  0        0  3065000
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109      263     4000 SH       DEFINED 03               4000        0        0
DIAMONDS TR                    UNIT SER 1       252787106    21614   197500 SH       DEFINED 03                  0        0        0
DIEBOLD INC                    COM              253651103     1040    37800 SH       DEFINED 03              37800        0        0
DIGITAL MICROWAVE CORP         COM              253859102      774    22800 SH       DEFINED 03              22800        0        0
DIGITALTHINK INC               COM              25388M100      261     6617 SH       DEFINED 03               6617        0        0
DIGITAS INC                    COM              25388K104     1955    80000 SH       DEFINED 03              80000        0        0
DII GROUP INC                  COM              232949107     1292    11500 SH       DEFINED 03              11500        0        0
DILLARDS INC                   CL A             254067101     1815   110434 SH       DEFINED 03             110434        0        0
DIME BANCORP INC NEW           COM              25429Q102      690    37300 SH       DEFINED 03              37300        0        0
DIMON INC                      COM              254394109       32    13300 SH       DEFINED 03              13300        0        0
DIONEX CORP                    COM              254546104      224     6900 SH       DEFINED 03               6900        0        0
DISCOUNT AUTO PTS INC          COM              254642101      141    15800 SH       DEFINED 03              15800        0        0
DISNEY WALT CO                 COM DISNEY       254687106    43077  1041137 SH       DEFINED 03            1041137        0        0
DOCUMENTUM INC                 COM              256159104      457     5941 SH       DEFINED 03               5941        0        0
DOLE FOOD INC                  COM              256605106      356    18300 SH       DEFINED 03              18300        0        0
DOLLAR GEN CORP                COM              256669102     3101   115394 SH       DEFINED 03             115394        0        0
DOLLAR TREE STORES INC         COM              256747106     1482    28500 SH       DEFINED 03              28500        0        0
DOMINION RES INC VA NEW        COM              25746U109     4288   111553 SH       DEFINED 03             111553        0        0
DONALDSON INC                  COM              257651109      912    40400 SH       DEFINED 03              40400        0        0
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108     1071    20700 SH       DEFINED 03              20700        0        0
DONNELLEY R R & SONS CO        COM              257867101     1269    60628 SH       DEFINED 03              60628        0        0
DORAL FINL CORP                COM              25811P100      114    10200 SH       DEFINED 03              10200        0        0
DOUBLECLICK INC                COM              258609304      589     6296 SH       DEFINED 03               6296        0        0
DOVER CORP                     COM              260003108     4394    91787 SH       DEFINED 03              91787        0        0
DOW CHEM CO                    COM              260543103    11309    99201 SH       DEFINED 03              99201        0        0
DOW JONES & CO INC             COM              260561105     3191    44439 SH       DEFINED 03              44439        0        0
DPL INC                        COM              233293109      990    44600 SH       DEFINED 03              44600        0        0
DQE INC                        COM              23329J104     1602    35200 SH       DEFINED 03              35200        0        0
DREYERS GRAND ICE CREAM INC    COM              261878102      367    14278 SH       DEFINED 03              14278        0        0
DSP GROUP INC                  COM              23332B106      539     8200 SH       DEFINED 03               8200        0        0
DST SYS INC DEL                COM              233326107     1448    22300 SH       DEFINED 03              22300        0        0
DTE ENERGY CO                  COM              233331107     2170    74824 SH       DEFINED 03              74824        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109    33023   624550 SH       DEFINED 03             624550        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109       79     1500 SH       DEFINED 03                  0        0     1500
DUANE READE INC                COM              263578106      279    12000 SH       DEFINED 03              12000        0        0
DUKE ENERGY CORP               COM              264399106     8484   161591 SH       DEFINED 03             161591        0        0
DUN & BRADSTREET CORP DEL      COM              26483B106     1946    67991 SH       DEFINED 03              67991        0        0
DURA PHARMACEUTICALS INC       COM              26632S109      285    23118 SH       DEFINED 03              23118        0        0
DYCOM INDS INC                 COM              267475101     1275    26150 SH       DEFINED 03              26150        0        0
DYNEGY INC NEW                 CL A             26816Q101     2899    46200 SH       DEFINED 03              46200        0        0
E M C CORP MASS                COM              268648102    54898   439187 SH       DEFINED 03             439187        0        0
E M C CORP MASS                COM              268648102      375     3000 SH       DEFINED 03                  0        0     3000
E SPIRE COMMUNICATIONS INC     COM              269153102      405    57795 SH       DEFINED 03              57795        0        0
E TRADE GROUP INC              COM              269246104     3309   110055 SH       DEFINED 03             110055        0        0
EARTHGRAINS CO                 COM              270319106      205    13800 SH       DEFINED 03              13800        0        0
EASTERN ENTERPRISES            COM              27637F100     1562    26094 SH       DEFINED 03              26094        0        0
EASTMAN CHEM CO                COM              277432100     1669    36673 SH       DEFINED 03              36673        0        0
EASTMAN KODAK CO (P)           COM              277461109     2172    40000 SH  PUT  DEFINED 03              40000        0        0
EASTMAN KODAK CO               COM              277461109    23850   439128 SH       DEFINED 03             439128        0        0
EASTMAN KODAK CO               COM              277461109       54     1000 SH       DEFINED 03                  0        0     1000
EATON CORP                     COM              278058102     2867    36753 SH       DEFINED 03              36753        0        0
EATON VANCE CORP               COM NON VTG      278265103      408     9500 SH       DEFINED 03               9500        0        0
ECHELON CORP                   COM              27874N105      380     5800 SH       DEFINED 03               5800        0        0
ECHELON CORP                   COM              27874N105       33      500 SH       DEFINED 03                  0        0      500
ECLIPSYS CORP                  COM              278856109      207    10900 SH       DEFINED 03              10900        0        0
ECOLAB INC                     COM              278865100     2105    57364 SH       DEFINED 03              57364        0        0
EDISON INTL                    COM              281020107     2555   154292 SH       DEFINED 03             154292        0        0
EDWARDS AG INC                 COM              281760108     1504    37600 SH       DEFINED 03              37600        0        0
EEX CORP                       COM NEW          26842V207      143    42300 SH       DEFINED 03              42300        0        0
EFFICIENT NETWORKS INC         SB NT CV 144A 05 282056AA8    21279 21205000 SH       DEFINED 03                  0        0 21205000
EGGHEAD COM INC NEW            COM              282329101      406    57460 SH       DEFINED 03              57460        0        0
EGL INC                        COM              268484102      390    16750 SH       DEFINED 03              16750        0        0
EL PASO ELEC CO                COM NEW          283677854      198    19100 SH       DEFINED 03              19100        0        0
EL PASO ENERGY CORP DEL        COM              283905107     4254   105352 SH       DEFINED 03             105352        0        0
EL SITIO INC                   ORD              G30177102        2       98 SH       DEFINED 03                 98        0        0
EL SITIO INC                   ORD              G30177102      611    28500 SH       DEFINED 03                  0        0    28500
ELCOR CORP                     COM              284443108      210     6100 SH       DEFINED 03               6100        0        0
ELECTRO SCIENTIFIC INDS        COM              285229100      473     8200 SH       DEFINED 03               8200        0        0
ELECTROGLAS INC                COM              285324109      220     6429 SH       DEFINED 03               6429        0        0
ELECTRONIC ARTS INC            COM              285512109     2486    34948 SH       DEFINED 03              34948        0        0
ELECTRONIC DATA SYS NEW        COM              285661104    13806   215091 SH       DEFINED 03             215091        0        0
ELOT INC                       COM              290143106      113    19400 SH       DEFINED 03              19400        0        0
ELOYALTY CORP                  COM              290151109      310    13021 SH       DEFINED 03              13021        0        0
EMCORE CORP                    COM              290846104      342     3000 SH       DEFINED 03               3000        0        0
EMERSON ELEC CO                COM              291011104    10297   194748 SH       DEFINED 03             194748        0        0
EMMIS COMMUNICATIONS CORP      CL A             291525103      696    15065 SH       DEFINED 03              15065        0        0
EMMIS COMMUNICATIONS CORP      PFD CV SER A     291525202     2795    42185 SH       DEFINED 03              42185        0        0
EMULEX CORP                    COM NEW          292475209     1102    10100 SH       DEFINED 03              10100        0        0
ENCOMPASS SVCS CORP            COM              29255U104      105    18200 SH       DEFINED 03              18200        0        0
ENERGY EAST CORP               COM              29266M109     1074    54200 SH       DEFINED 03              54200        0        0
ENGELHARD CORP                 COM              292845104      984    65066 SH       DEFINED 03              65066        0        0
ENGINEERING ANIMATION INC      COM              292872108      532    41300 SH       DEFINED 03              41300        0        0
ENHANCE FINL SVCS GROUP INC    COM              293310108      311    22000 SH       DEFINED 03              22000        0        0
ENRON CORP (P)                 COM              293561106     7488   100000 SH  PUT  DEFINED 03             100000        0        0
ENRON CORP                     COM              293561106    24121   322156 SH       DEFINED 03             322156        0        0
ENSCO INTL INC                 COM              26874Q100     1922    53200 SH       DEFINED 03              53200        0        0
ENSCO INTL INC                 COM              26874Q100      126     3500 SH       DEFINED 03                  0        0     3500
ENTERCOM COMMUNICATIONS CORP   CL A             293639100      372     7300 SH       DEFINED 03               7300        0        0
ENTERGY CORP NEW               COM              29364G103     2369   117340 SH       DEFINED 03             117340        0        0
ENTREMED INC                   COM              29382F103      260     4400 SH       DEFINED 03               4400        0        0
ENTRUST TECHNOLOGIES INC       COM              293848107      476     5600 SH       DEFINED 03               5600        0        0
ENZO BIOCHEM INC               COM              294100102      479     6800 SH       DEFINED 03               6800        0        0
ENZON INC                      COM              293904108      433    11500 SH       DEFINED 03              11500        0        0
EPICOR SOFTWARE CORP           COM              29426L108      112    13200 SH       DEFINED 03              13200        0        0
EQUIFAX INC                    COM              294429105     1492    59102 SH       DEFINED 03              59102        0        0
EQUITABLE RES INC              COM              294549100      466    10400 SH       DEFINED 03              10400        0        0
EQUITY INNS INC                COM              294703103       78    11400 SH       DEFINED 03              11400        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      347     3700 SH       DEFINED 03               3700        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400     2439    26000 SH       DEFINED 03                  0        0    26000
ETEC SYS INC                   COM              26922C103      810     6500 SH       DEFINED 03               6500        0        0
ETHAN ALLEN INTERIORS INC      COM              297602104      403    16100 SH       DEFINED 03              16100        0        0
ETHYL CORP                     COM              297659104      144    47100 SH       DEFINED 03              47100        0        0
EVEREST RE GROUP LTD           COM              G3223R108      884    27100 SH       DEFINED 03              27100        0        0
EXAR CORP                      COM              300645108      379     5300 SH       DEFINED 03               5300        0        0
EXCHANGE APPLICATIONS          COM              300867108      375     7100 SH       DEFINED 03               7100        0        0
EXIDE CORP                     COM              302051107      493    41700 SH       DEFINED 03              41700        0        0
EXODUS COMMUNICATIONS INC      COM              302088109        5       35 SH       DEFINED 03                 35        0        0
EXPRESS SCRIPTS INC            CL A             302182100      566    13500 SH       DEFINED 03              13500        0        0
EXTENDED STAY AMER INC         COM              30224P101      166    22100 SH       DEFINED 03              22100        0        0
EXXON MOBIL CORP               COM              30231G102   134082  1723147 SH       DEFINED 03            1723147        0        0
F M C CORP                     COM NEW          302491303      834    14766 SH       DEFINED 03              14766        0        0
FAIR ISAAC & CO INC            COM              303250104      859    22100 SH       DEFINED 03              22100        0        0
FAIRCHILD CORP                 CL A             303698104      141    20700 SH       DEFINED 03              20700        0        0
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      620    78100 SH       DEFINED 03              78100        0        0
FAIRMARKET INC                 COM              305158107      834    34200 SH       DEFINED 03              34200        0        0
FAMILY DLR STORES INC          COM              307000109     1782    85600 SH       DEFINED 03              85600        0        0
FASTENAL CO                    COM              311900104      659    13790 SH       DEFINED 03              13790        0        0
FEDERAL HOME LN MTG CORP (C)   COM              313400301     4224    95600 SH  CALL DEFINED 03                  0        0        0
FEDERAL HOME LN MTG CORP (P)   COM              313400301     4224    95600 SH  PUT  DEFINED 03              95600        0        0
FEDERAL HOME LN MTG CORP       COM              313400301    18630   421628 SH       DEFINED 03             421628        0        0
FEDERAL MOGUL CORP             COM              313549107      783    46900 SH       DEFINED 03              46900        0        0
FEDERAL NATL MTG ASSN (P)      COM              313586109      903    16000 SH  PUT  DEFINED 03              16000        0        0
FEDERAL NATL MTG ASSN          COM              313586109    28093   497780 SH       DEFINED 03             497780        0        0
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      245    12700 SH       DEFINED 03              12700        0        0
FEDERAL SIGNAL CORP            COM              313855108      540    29900 SH       DEFINED 03              29900        0        0
FEDERATED DEPT STORES INC DEL  COM              31410H101     4279   102493 SH       DEFINED 03             102493        0        0
FEDERATED DEPT STORES INC DEL  WT D EX 121901   31410H127      599    35500 SH       DEFINED 03                  0        0        0
FEDEX CORP                     COM              31428X106     4953   126996 SH       DEFINED 03             126996        0        0
FERRO CORP                     COM              315405100      533    29900 SH       DEFINED 03              29900        0        0
FIDELITY NATL FINL INC         COM              316326107     1947   140964 SH       DEFINED 03             140964        0        0
FIFTH THIRD BANCORP            COM              316773100     9040   143494 SH       DEFINED 03             143494        0        0
FILENET CORP                   COM              316869106      604    20340 SH       DEFINED 03              20340        0        0
FINET COM INC                  COM PAR $0.01    317922300       23    18200 SH       DEFINED 03              18200        0        0
FINOVA GROUP INC               COM              317928109      380    22600 SH       DEFINED 03              22600        0        0
FIRST AMERN FINL CORP          COM              318522307      480    33800 SH       DEFINED 03              33800        0        0
FIRST DATA CORP                COM              319963104     8480   191634 SH       DEFINED 03             191634        0        0
FIRST HEALTH GROUP CORP        COM              320960107     1040    33206 SH       DEFINED 03              33206        0        0
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      324    11900 SH       DEFINED 03              11900        0        0
FIRST MIDWEST BANCORP DEL      COM              320867104      259    10800 SH       DEFINED 03              10800        0        0
FIRST SEC CORP DEL             COM              336294103      899    74912 SH       DEFINED 03              74912        0        0
FIRST SENTINEL BANCORP INC     COM              33640T103       94    12300 SH       DEFINED 03              12300        0        0
FIRST TENN NATL CORP           COM              337162101      884    43500 SH       DEFINED 03              43500        0        0
FIRST UN CORP                  COM              337358105    16148   433492 SH       DEFINED 03             433492        0        0
FIRST VA BANKS INC             COM              337477103      830    22100 SH       DEFINED 03              22100        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    10491   457373 SH       DEFINED 03             457373        0        0
FIRSTENERGY CORP               COM              337932107     2255   109318 SH       DEFINED 03             109318        0        0
FIRSTMERIT CORP                COM              337915102      582    31700 SH       DEFINED 03              31700        0        0
FISERV INC                     COM              337738108     1615    43500 SH       DEFINED 03              43500        0        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      552    12400 SH       DEFINED 03              12400        0        0
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102     3168   140000 SH       DEFINED 03             140000        0        0
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      453    20000 SH       DEFINED 03                  0        0    20000
FLEETBOSTON FINL CORP          COM              339030108    15307   419364 SH       DEFINED 03             419364        0        0
FLEETWOOD ENTERPRISES INC      COM              339099103      478    32400 SH       DEFINED 03              32400        0        0
FLEMING COS INC                COM              339130106      321    21300 SH       DEFINED 03              21300        0        0
FLORIDA EAST COAST INDS        COM              340632108      585    12057 SH       DEFINED 03              12057        0        0
FLORIDA PROGRESS CORP          COM              341109106     2037    44413 SH       DEFINED 03              44413        0        0
FLOWERS INDS INC               COM              343496105      730    48100 SH       DEFINED 03              48100        0        0
FLOWSERVE CORP                 COM              34354P105      382    29700 SH       DEFINED 03              29700        0        0
FLUOR CORP                     COM              343861100     1185    38233 SH       DEFINED 03              38233        0        0
FOOTSTAR INC                   COM              344912100      291    10300 SH       DEFINED 03              10300        0        0
FORD MTR CO DEL                COM              345370100    26485   576556 SH       DEFINED 03             576556        0        0
FORD MTR CO DEL                COM              345370100      459    10000 SH       DEFINED 03                  0        0    10000
FOREST LABS INC                COM              345838106     2383    28200 SH       DEFINED 03              28200        0        0
FOREST OIL CORP                COM NEW          346091606      106    10000 SH       DEFINED 03              10000        0        0
FORT JAMES CORP                COM              347471104     2102    95561 SH       DEFINED 03              95561        0        0
FORTUNE BRANDS INC             COM              349631101     1873    74907 SH       DEFINED 03              74907        0        0
FOSTER WHEELER CORP            COM              350244109       86    12700 SH       DEFINED 03              12700        0        0
FOUNDATION HEALTH SYS INC      COM              350404109     1311   163900 SH       DEFINED 03             163900        0        0
FOUNDRY NETWORKS INC           COM              35063R100     1758    12600 SH       DEFINED 03              12600        0        0
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104      410     9100 SH       DEFINED 03               9100        0        0
FPL GROUP INC                  COM              302571104     3691    80127 SH       DEFINED 03              80127        0        0
FRANKLIN RES INC               COM              354613101     3663   109553 SH       DEFINED 03             109553        0        0
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     1430   118554 SH       DEFINED 03             118554        0        0
FREMONT GEN CORP               COM              357288109      613   103200 SH       DEFINED 03             103200        0        0
FRESENIUS MED CARE AG          SPONSORED ADR    358029106      211     8700 SH       DEFINED 03               8700        0        0
FRIEDE GOLDMAN HALTER INC      COM              358430106       72    10500 SH       DEFINED 03              10500        0        0
FULLER H B CO                  COM              359694106     1013    25399 SH       DEFINED 03              25399        0        0
FURNITURE BRANDS INTL INC      COM              360921100      598    31800 SH       DEFINED 03              31800        0        0
GADZOOKS INC                   COM              362553109      374    17300 SH       DEFINED 03              17300        0        0
GALLAGHER ARTHUR J & CO        COM              363576109      484    14900 SH       DEFINED 03              14900        0        0
GANNETT INC                    COM              364730101    17778   252616 SH       DEFINED 03             252616        0        0
GAP INC DEL                    COM              364760108    18287   367124 SH       DEFINED 03             367124        0        0
GARTNER GROUP INC NEW          COM              366651107      277    17600 SH       DEFINED 03              17600        0        0
GARTNER GROUP INC NEW          CL B             366651206      390    29300 SH       DEFINED 03              29300        0        0
GATEWAY INC                    COM              367626108     7310   137927 SH       DEFINED 03             137927        0        0
GATX CORP                      COM              361448103      741    19500 SH       DEFINED 03              19500        0        0
GAYLORD CONTAINER CORP         CL A             368145108      129    20200 SH       DEFINED 03              20200        0        0
GELTEX PHARMACEUTICALS INC     COM              368538104      470    28158 SH       DEFINED 03              28158        0        0
GEMSTAR INTL GROUP LTD         ORD              G3788V106       60      700 SH       DEFINED 03                700        0        0
GENCORP INC                    COM              368682100       80    10300 SH       DEFINED 03              10300        0        0
GENENTECH INC                  SUB DEB CV  5%02 368710AA7    10274 10815000 SH       DEFINED 03                  0        0 10815000
GENERAL CABLE CORP DEL NEW     COM              369300108      162    20700 SH       DEFINED 03              20700        0        0
GENERAL COMMUNICATION INC      CL A             369385109       62    11600 SH       DEFINED 03              11600        0        0
GENERAL DATACOMM INDS INC      COM              369487103      620    67000 SH       DEFINED 03              67000        0        0
GENERAL DYNAMICS CORP          COM              369550108     4501    90473 SH       DEFINED 03              90473        0        0
GENERAL ELEC CO                COM              369604103   232787  1500044 SH       DEFINED 03            1500044        0        0
GENERAL MAGIC INC              COM              370253106      969   108450 SH       DEFINED 03             108450        0        0
GENERAL MLS INC                COM              370334104    11645   321801 SH       DEFINED 03             321801        0        0
GENERAL MTRS CORP              COM              370442105    35501   428695 SH       DEFINED 03             428695        0        0
GENERAL MTRS CORP              CL H NEW         370442832      212     1700 SH       DEFINED 03               1700        0        0
GENESCO INC                    COM              371532102      386    29400 SH       DEFINED 03              29400        0        0
GENESIS MICROCHIP INC (P)      COM              371933102      865    40000 SH  PUT  DEFINED 03              40000        0        0
GENESIS MICROCHIP INC          COM              371933102     2271   105000 SH       DEFINED 03             105000        0        0
GENEVA STL CO                  WT EXP  031600   372252122        0    59500 SH       DEFINED 03                  0        0        0
GENRAD INC                     COM              372447102      283    22900 SH       DEFINED 03              22900        0        0
GENUINE PARTS CO               COM              372460105     1854    77640 SH       DEFINED 03              77640        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1    30465 21181000 SH       DEFINED 03                  0        0 21181000
GENZYME CORP                   COM GENL DIV     372917104     1737    34700 SH       DEFINED 03              34700        0        0
GEON CO                        COM              37246W105      323    15000 SH       DEFINED 03              15000        0        0
GEORGIA GULF CORP              COM PAR $0.01    373200203     1113    42800 SH       DEFINED 03              42800        0        0
GEORGIA PAC CORP               COM GA PAC GRP   373298108     3890    98320 SH       DEFINED 03              98320        0        0
GEORGIA PAC CORP               COM-TIMBER GRP   373298702      807    31500 SH       DEFINED 03              31500        0        0
GETTY IMAGES INC               COM              374276103      503    14000 SH       DEFINED 03              14000        0        0
GILEAD SCIENCES INC            COM              375558103     1889    29800 SH       DEFINED 03              29800        0        0
GILLETTE CO                    COM              375766102    16987   450727 SH       DEFINED 03             450727        0        0
GLATFELTER P H CO              COM              377316104      273    25700 SH       DEFINED 03              25700        0        0
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105      642    11200 SH       DEFINED 03              11200        0        0
GLENAYRE TECHNOLOGIES INC      COM              377899109     1362    78100 SH       DEFINED 03              78100        0        0
GLOBAL CROSSING LTD            COM              G3921A100    14634   357464 SH       DEFINED 03             357464        0        0
GLOBAL CROSSING LTD            COM              G3921A100      737    18000 SH       DEFINED 03                  0        0    18000
GLOBAL INDS LTD                COM              379336100      287    19658 SH       DEFINED 03              19658        0        0
GLOBAL MARINE INC              COM              379352404     1700    67000 SH       DEFINED 03              67000        0        0
GLOBAL TELESYSTEMS GROUP       COM              37936U104     1833    89400 SH       DEFINED 03              89400        0        0
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      750    54067 SH       DEFINED 03              54067        0        0
GOLDEN WEST FINL CORP DEL      COM              381317106     2493    79951 SH       DEFINED 03              79951        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104     1051    10000 SH       DEFINED 03              10000        0        0
GOODRICH B F CO                COM              382388106     1831    63818 SH       DEFINED 03              63818        0        0
GOODYEAR TIRE & RUBR CO        COM              382550101     1717    73662 SH       DEFINED 03              73662        0        0
GO2NET INC                     COM              383486107      588     7300 SH       DEFINED 03               7300        0        0
GPU INC                        COM              36225X100     1478    53977 SH       DEFINED 03              53977        0        0
GRACE W R & CO DEL NEW         COM              38388F108      651    51331 SH       DEFINED 03              51331        0        0
GRAINGER W W INC               COM              384802104     2269    41818 SH       DEFINED 03              41818        0        0
GRANITE CONSTR INC             COM              387328107     1061    39300 SH       DEFINED 03              39300        0        0
GREAT ATLANTIC & PAC TEA INC   COM              390064103     1393    71435 SH       DEFINED 03              71435        0        0
GREAT LAKES CHEM CORP          COM              390568103      867    25514 SH       DEFINED 03              25514        0        0
GREENPOINT FINL CORP           COM              395384100      911    46400 SH       DEFINED 03              46400        0        0
GREY ADVERTISING INC           COM              397838103      331      834 SH       DEFINED 03                834        0        0
GREY WOLF INC                  COM              397888108      918   233100 SH       DEFINED 03             233100        0        0
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     2088    30700 SH       DEFINED 03              30700        0        0
GST TELECOMMUNICATIONS I       COM              361942105      205    33745 SH       DEFINED 03              33745        0        0
GT INTERACTIVE SOFTWARE CORP   COM              36236E109       34    11100 SH       DEFINED 03              11100        0        0
GTE CORP                       COM              362320103    30939   435761 SH       DEFINED 03             435761        0        0
GTECH HLDGS CORP               COM              400518106      976    52600 SH       DEFINED 03              52600        0        0
GUCCI GROUP N V                COM NY REG       401566104       71      800 SH       DEFINED 03                800        0        0
GUIDANT CORP                   COM              401698105     8944   152080 SH       DEFINED 03             152080        0        0
GULF CDA RES LTD               ORD              40218L305      444   120400 SH       DEFINED 03             120400        0        0
HA-LO INDS INC                 COM              404429102      555    70500 SH       DEFINED 03              70500        0        0
HADCO CORP                     COM              404681108      278     4300 SH       DEFINED 03               4300        0        0
HAIN FOOD GROUP INC            COM              405219106      445    15750 SH       DEFINED 03              15750        0        0
HALLIBURTON CO                 COM              406216101     8491   207091 SH       DEFINED 03             207091        0        0
HANDLEMAN CO DEL               COM              410252100       96    10800 SH       DEFINED 03              10800        0        0
HANNA M A CO                   COM              410522106      432    38200 SH       DEFINED 03              38200        0        0
HANNAFORD BROS CO              COM              410550107     1077    14600 SH       DEFINED 03              14600        0        0
HANOVER COMPRESSOR CO          COM              410768105     1069    18800 SH       DEFINED 03              18800        0        0
HANOVER DIRECT INC             COM              410783104       85    35800 SH       DEFINED 03              35800        0        0
HARBINGER CORP                 COM              41145C103      355    12300 SH       DEFINED 03              12300        0        0
HARCOURT GEN INC               COM              41163G101     1939    52065 SH       DEFINED 03              52065        0        0
HARKEN ENERGY CORP             COM              412552101       40    40100 SH       DEFINED 03              40100        0        0
HARLEY DAVIDSON INC            COM              412822108     5561    70062 SH       DEFINED 03              70062        0        0
HARMAN INTL INDS INC           COM              413086109      582     9700 SH       DEFINED 03               9700        0        0
HARMONIC INC                   COM              413160102      699     8400 SH       DEFINED 03               8400        0        0
HARRAHS ENTMT INC              COM              413619107     1248    67223 SH       DEFINED 03              67223        0        0
HARRIS CORP DEL                COM              413875105     1144    33100 SH       DEFINED 03              33100        0        0
HARSCO CORP                    COM              415864107     1227    42400 SH       DEFINED 03              42400        0        0
HARTE-HANKS INC                COM              416196103      606    26700 SH       DEFINED 03              26700        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104     5058    95890 SH       DEFINED 03              95890        0        0
HASBRO INC                     COM              418056107     1337    81000 SH       DEFINED 03              81000        0        0
HAWAIIAN ELEC INDUSTRIES       COM              419870100      659    20700 SH       DEFINED 03              20700        0        0
HCC INS HLDGS INC              COM              404132102      876    66100 SH       DEFINED 03              66100        0        0
HEALTH CARE PPTY INVS INC      COM              421915109      394    15500 SH       DEFINED 03              15500        0        0
HEALTH MGMT ASSOC INC NEW      CL A             421933102     1452   101900 SH       DEFINED 03             101900        0        0
HEALTHCARE RLTY TR             COM              421946104      213    12700 SH       DEFINED 03              12700        0        0
HEALTHSOUTH CORP               COM              421924101      974   175190 SH       DEFINED 03             175190        0        0
HEILIG MEYERS CO               COM              422893107      536   136200 SH       DEFINED 03             136200        0        0
HEINZ H J CO                   COM              423074103     5462   156624 SH       DEFINED 03             156624        0        0
HELIX TECHNOLOGY CORP          COM              423319102      420     7000 SH       DEFINED 03               7000        0        0
HELMERICH & PAYNE INC          COM              423452101     1556    50200 SH       DEFINED 03              50200        0        0
HENRY JACK & ASSOC INC         COM              426281101      299     8100 SH       DEFINED 03               8100        0        0
HERCULES INC                   COM              427056106     1090    67587 SH       DEFINED 03              67587        0        0
HERSHEY FOODS CORP             COM              427866108     3449    70744 SH       DEFINED 03              70744        0        0
HEWLETT PACKARD CO (P)         COM              428236103     1326    10000 SH  PUT  DEFINED 03              10000        0        0
HEWLETT PACKARD CO (P)         COM              428236103     2651    20000 SH  PUT  DEFINED 03              20000        0        0
HEWLETT PACKARD CO (P)         COM              428236103     2651    20000 SH  PUT  DEFINED 03              20000        0        0
HEWLETT PACKARD CO             COM              428236103    84330   636158 SH       DEFINED 03             636158        0        0
HIBERNIA CORP                  CL A             428656102     1134   108000 SH       DEFINED 03             108000        0        0
HIBERNIA FOODS PLC             SPONSORED ADR    428660104      714    95238 SH       DEFINED 03              95238        0        0
HILLENBRAND INDS INC           COM              431573104      877    25800 SH       DEFINED 03              25800        0        0
HILTON HOTELS CORP             COM              432848109     1422   183518 SH       DEFINED 03             183518        0        0
HISPANIC BROADCASTING CORP     CL A             43357B104     2139    18900 SH       DEFINED 03              18900        0        0
HMT TECHNOLOGY CORP            COM              403917107       43    13300 SH       DEFINED 03              13300        0        0
HNC SOFTWARE INC               COM              40425P107     1468    20422 SH       DEFINED 03              20422        0        0
HNC SOFTWARE INC               COM              40425P107       18      250 SH       DEFINED 03                  0        0      250
HOLLINGER INTL INC             CL A             435569108      792    73700 SH       DEFINED 03              73700        0        0
HOME DEPOT INC                 COM              437076102    69064  1070758 SH       DEFINED 03            1070758        0        0
HOMEBASE INC                   COM              43738E108       22    11100 SH       DEFINED 03              11100        0        0
HOMESTAKE MNG CO               SBNTCV144A5.5%00 437614AA8     9184  9371000 SH       DEFINED 03                  0        0  9371000
HOMESTAKE MNG CO               COM              437614100     1450   241599 SH       DEFINED 03             241599        0        0
HON INDS INC                   COM              438092108      523    20300 SH       DEFINED 03              20300        0        0
HONEYWELL INTL INC             COM              438516106    26476   502511 SH       DEFINED 03             502511        0        0
HOOPER HOLMES INC              COM              439104100      312     9100 SH       DEFINED 03               9100        0        0
HORACE MANN EDUCATORS CORP NEW COM              440327104      944    51200 SH       DEFINED 03              51200        0        0
HORMEL FOODS CORP              COM              440452100     1106    67300 SH       DEFINED 03              67300        0        0
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      326    16100 SH       DEFINED 03              16100        0        0
HOST MARRIOTT CORP NEW         COM              44107P104      461    51900 SH       DEFINED 03              51900        0        0
HOUGHTON MIFFLIN CO            COM              441560109      530    12500 SH       DEFINED 03              12500        0        0
HOUSEHOLD INTL INC             COM              441815107     9613   257635 SH       DEFINED 03             257635        0        0
HOWMET INTERNATIONAL           COM              443208103      402    19900 SH       DEFINED 03              19900        0        0
HSB GROUP INC                  COM              40428N109      758    26200 SH       DEFINED 03              26200        0        0
HUANENG PWR INTL INC           SPON ADR N       443304100      448    56000 SH       DEFINED 03              56000        0        0
HUBBELL INC                    CL B             443510201      939    34300 SH       DEFINED 03              34300        0        0
HUDSON UNITED BANCORP          COM              444165104     1329    61275 SH       DEFINED 03              61275        0        0
HUGHES SUPPLY INC              COM              444482103      169    10900 SH       DEFINED 03              10900        0        0
HUMAN GENOME SCIENCES INC      COM              444903108     3137    37800 SH       DEFINED 03              37800        0        0
HUMANA INC                     COM              444859102      554    75728 SH       DEFINED 03              75728        0        0
HUNT J B TRANS SVCS INC        COM              445658107      622    45637 SH       DEFINED 03              45637        0        0
HUNTINGTON BANCSHARES INC      COM              446150104     2745   122692 SH       DEFINED 03             122692        0        0
HUSSMANN INTL INC              COM              448110106      551    43400 SH       DEFINED 03              43400        0        0
HYPERION SOLUTIONS CORP        COM              44914M104     1532    47125 SH       DEFINED 03              47125        0        0
IBP INC                        COM              449223106      644    40900 SH       DEFINED 03              40900        0        0
ICG COMMUNICATIONS INC         COM              449246107      814    22703 SH       DEFINED 03              22703        0        0
ICICI LTD                      SPONSORED ADR    44926P103      450    20000 SH       DEFINED 03              20000        0        0
ICN PHARMACEUTICALS INC NEW    COM              448924100      722    26500 SH       DEFINED 03              26500        0        0
IDACORP INC                    COM              451107106      844    24300 SH       DEFINED 03              24300        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105     1492    15200 SH       DEFINED 03              15200        0        0
IDENTIX INC                    COM              451906101      691    24800 SH       DEFINED 03              24800        0        0
IDEX CORP                      COM              45167R104      447    16400 SH       DEFINED 03              16400        0        0
IDEXX LABS INC                 COM              45168D104      263    11300 SH       DEFINED 03              11300        0        0
IDT CORP                       COM              448947101      275     6600 SH       DEFINED 03               6600        0        0
IDX SYS CORP                   COM              449491109      435    15959 SH       DEFINED 03              15959        0        0
IGATE CAPITAL CORP             COM              45169U105      832    18469 SH       DEFINED 03              18469        0        0
IGATE CAPITAL CORP             COM              45169U105     1760    39000 SH       DEFINED 03                  0        0    39000
IGEN INC                       COM              449536101      351    14120 SH       DEFINED 03              14120        0        0
IKON OFFICE SOLUTIONS INC      COM              451713101      492    79442 SH       DEFINED 03              79442        0        0
ILLINOIS TOOL WKS INC          COM              452308109     8855   160270 SH       DEFINED 03             160270        0        0
IMATION CORP                   COM              45245A107     1126    42200 SH       DEFINED 03              42200        0        0
IMC GLOBAL INC                 COM              449669100      825    56200 SH       DEFINED 03              56200        0        0
IMCLONE SYS INC                COM              45245W109      690     9000 SH       DEFINED 03               9000        0        0
IMMUNE RESPONSE CORP DEL       COM              45252T106      328    28500 SH       DEFINED 03              28500        0        0
IMPERIAL BANCORP               COM              452556103     1136    36644 SH       DEFINED 03              36644        0        0
IMPERIAL OIL LTD               COM NEW          453038408      459    21900 SH       DEFINED 03              21900        0        0
IMPROVENET INC                 COM              45321E106      361    48933 SH       DEFINED 03              48933        0        0
IMPROVENET INC                 COM              45321E106      151    20530 SH       DEFINED 03                  0        0    20530
IMRGLOBAL CORPORATION          COM              45321W106      525    36500 SH       DEFINED 03              36500        0        0
IMS HEALTH INC                 COM              449934108     3551   209688 SH       DEFINED 03             209688        0        0
IN FOCUS SYS INC               COM              452919103      350     9800 SH       DEFINED 03               9800        0        0
INACOM CORP                    COM              45323G109       37    13600 SH       DEFINED 03              13600        0        0
INCO LTD                       COM              453258402     1746    95369 SH       DEFINED 03              95369        0        0
INCOME OPPORTUNITIES FD 2000   COM              45333Q105    12297  1229700 SH       DEFINED 03            1229700        0        0
INCYTE PHARMACEUTICALS INC     COM              45337C102     2945    33705 SH       DEFINED 03              33705        0        0
INDEPENDENCE CMNTY BK CORP     COM              453414104      229    20700 SH       DEFINED 03              20700        0        0
INDIANA ENERGY INC             COM              454707100      628    32200 SH       DEFINED 03              32200        0        0
INDUSTRIE NATUZZI SPA          ADR              456478106      347    30000 SH       DEFINED 03              30000        0        0
INDYMAC MTG HLDGS INC          COM              456607100      330    22100 SH       DEFINED 03              22100        0        0
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103     2642    46000 SH       DEFINED 03              46000        0        0
INFOCURE CORP                  COM              45665A108      175    10076 SH       DEFINED 03              10076        0        0
INFORMATICA CORP               COM              45666Q102     1078    14039 SH       DEFINED 03              14039        0        0
INFORMIX CORP                  COM              456779107     3086   182850 SH       DEFINED 03             182850        0        0
INFOSYS TECHNOLOGIES LTD       SPONSORED ADR    456788108      578     3000 SH       DEFINED 03               3000        0        0
ING GROEP N V                  SPONSORED ADR    456837103     1220    22190 SH       DEFINED 03              22190        0        0
INGERSOLL-RAND CO              COM              456866102     3229    72965 SH       DEFINED 03              72965        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104     1311    17600 SH       DEFINED 03              17600        0        0
INNKEEPERS USA TR              COM              4576J0104       87    10700 SH       DEFINED 03              10700        0        0
INPUT/OUTPUT INC               COM              457652105      527    86100 SH       DEFINED 03              86100        0        0
INSIGHT ENTERPRISES INC        COM              45765U103      244     6700 SH       DEFINED 03               6700        0        0
INSO CORP                      COM              457674109      135    10100 SH       DEFINED 03              10100        0        0
INTEGRATED DEVICE TECHNOLOGY   COM              458118106     2714    68601 SH       DEFINED 03              68601        0        0
INTEL CORP (P)                 COM              458140100   105450   800000 SH  PUT  DEFINED 03             800000        0        0
INTEL CORP                     COM              458140100   383114  2905220 SH       DEFINED 03            2905220        0        0
INTEL CORP                     COM              458140100      831     6300 SH       DEFINED 03                  0        0     6300
INTELLIGROUP INC               COM              45816A106      379    12760 SH       DEFINED 03              12760        0        0
INTER TEL INC                  COM              458372109      904    33400 SH       DEFINED 03              33400        0        0
INTERDIGITAL COMMUNICATIONS CP COM              45866A105      874    34600 SH       DEFINED 03              34600        0        0
INTERDIGITAL COMMUNICATIONS CP COM              45866A105       51     2000 SH       DEFINED 03                  0        0     2000
INTERFACE INC                  CL A             458665106       56    13300 SH       DEFINED 03              13300        0        0
INTERGRAPH CORP                COM              458683109      121    13700 SH       DEFINED 03              13700        0        0
INTERIM SVCS INC               COM              45868P100     3308   178210 SH       DEFINED 03             178210        0        0
INTERMEDIA COMMUNICATIONS INC  COM              458801107     1803    37358 SH       DEFINED 03              37358        0        0
INTERNAP NETWORK SVCS CORP     COM              45885A102      278     6032 SH       DEFINED 03               6032        0        0
INTERNATIONAL BUSINESS MACHS ( COM              459200101     2950    25000 SH  CALL DEFINED 03                  0        0        0
INTERNATIONAL BUSINESS MACHS ( COM              459200101     4130    35000 SH  CALL DEFINED 03                  0        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   105890   897369 SH       DEFINED 03             897369        0        0
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     1635    46625 SH       DEFINED 03              46625        0        0
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      607    28000 SH       DEFINED 03              28000        0        0
INTERNATIONAL HOME FOODS INC   COM              459655106     1056    66000 SH       DEFINED 03              66000        0        0
INTERNATIONAL MULTIFOODS CORP  COM              460043102      163    12200 SH       DEFINED 03              12200        0        0
INTERNATIONAL RECTIFIER CORP   COM              460254105      755    19800 SH       DEFINED 03              19800        0        0
INTERNATIONAL SPEEDWAY CORP    CL A             460335201      893    19900 SH       DEFINED 03              19900        0        0
INTERNEURON PHARMACEUTICALS    COM              460573108      313   106400 SH       DEFINED 03             106400        0        0
INTERPUBLIC GROUP COS INC      SB NT CV  1.8%04 460690AF7    11386  8805000 SH       DEFINED 03                  0        0  8805000
INTERPUBLIC GROUP COS INC      SUBNT CV 1.87%06 460690AJ9     3935  3930000 SH       DEFINED 03                  0        0  3930000
INTERPUBLIC GROUP COS INC      COM              460690100     5506   116525 SH       DEFINED 03             116525        0        0
INTERSIL HLDG CORP             CL A             46069S109       10      200 SH       DEFINED 03                200        0        0
INTERSIL HLDG CORP             CL A             46069S109     1835    35500 SH       DEFINED 03                  0        0    35500
INTERSTATE BAKERIES CORP DEL   COM              46072H108      371    26000 SH       DEFINED 03              26000        0        0
INTERVOICE-BRITE INC           COM              461142101      745    25900 SH       DEFINED 03              25900        0        0
INTERVU INC                    COM              46114R106      252     2800 SH       DEFINED 03               2800        0        0
INTIMATE BRANDS INC            CL A             461156101      426    10400 SH       DEFINED 03              10400        0        0
INTL PAPER CO                  COM              460146103    14497   339113 SH       DEFINED 03             339113        0        0
INTRAWARE INC                  COM              46118M103      210     5089 SH       DEFINED 03               5089        0        0
INTUIT                         COM              461202103     3932    72394 SH       DEFINED 03              72394        0        0
INTUIT                         COM              461202103      598    11000 SH       DEFINED 03                  0        0    11000
INVACARE CORP                  COM              461203101      299    10900 SH       DEFINED 03              10900        0        0
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105      367    10400 SH       DEFINED 03              10400        0        0
INVESTORS FINL SERVICES CORP   COM              461915100      264     4500 SH       DEFINED 03               4500        0        0
IOMEGA CORP                    COM              462030107      598   156800 SH       DEFINED 03             156800        0        0
IONICS INC                     COM              462218108      225     8800 SH       DEFINED 03               8800        0        0
IPALCO ENTERPRISES INC         COM              462613100      554    28400 SH       DEFINED 03              28400        0        0
IPC COMMUNICATIONS INC         COM NEW          44980K206      968     4700 SH       DEFINED 03               4700        0        0
IPRINT COM INC                 COM              462628108      497    26500 SH       DEFINED 03              26500        0        0
IPRINT COM INC                 COM              462628108       48     2500 SH       DEFINED 03                  0        0     2500
IRON MTN INC PA                COM              462846106      347    10200 SH       DEFINED 03              10200        0        0
IRT PPTY CO                    COM              450058102       82    10300 SH       DEFINED 03              10300        0        0
ISIS PHARMACEUTICALS INC       COM              464330109     1260    89600 SH       DEFINED 03              89600        0        0
ISS GROUP INC                  COM              450306105      912     7900 SH       DEFINED 03               7900        0        0
ITC DELTACOM INC               COM              45031T104      560    15736 SH       DEFINED 03              15736        0        0
ITT INDS INC IND               COM              450911102     3699   119099 SH       DEFINED 03             119099        0        0
ITXC CORP                      COM              45069F109      743    15800 SH       DEFINED 03              15800        0        0
IVAX CORP                      COM              465823102     1901    69750 SH       DEFINED 03              69750        0        0
IVEX PACKAGING CORP DEL        COM              465855104      385    50900 SH       DEFINED 03              50900        0        0
I2 TECHNOLOGIES INC            COM              465754109      769     6300 SH       DEFINED 03               6300        0        0
J D EDWARDS & CO               COM              281667105      368    11300 SH       DEFINED 03              11300        0        0
JABIL CIRCUIT INC              COM              466313103     3140    72600 SH       DEFINED 03              72600        0        0
JACK IN THE BOX INC            COM              466367109      976    45800 SH       DEFINED 03              45800        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107      671    20800 SH       DEFINED 03              20800        0        0
JAZZTEL P L C                  SPONSORED ADR    47214R152      971    12000 SH       DEFINED 03                  0        0    12000
JDA SOFTWARE GROUP INC         COM              46612K108      515    35180 SH       DEFINED 03              35180        0        0
JDN RLTY CORP                  COM              465917102      108    10400 SH       DEFINED 03              10400        0        0
JDS UNIPHASE CORP              COM              46612J101      519     4310 SH       DEFINED 03               4310        0        0
JDS UNIPHASE CORP              COM              46612J101       60      500 SH       DEFINED 03                  0        0      500
JEFFERSON PILOT CORP           COM              475070108     3100    46579 SH       DEFINED 03              46579        0        0
JLG INDS INC                   COM              466210101      127    13900 SH       DEFINED 03              13900        0        0
JOHN NUVEEN CO                 CL A             478035108      299     7809 SH       DEFINED 03               7809        0        0
JOHNSON & JOHNSON (C)          COM              478160104     2557    36500 SH  CALL DEFINED 03                  0        0        0
JOHNSON & JOHNSON              COM              478160104    61413   876554 SH       DEFINED 03             876554        0        0
JOHNSON & JOHNSON              COM              478160104      203     2900 SH       DEFINED 03                  0        0     2900
JOHNSON CTLS INC               COM              478366107     2329    43086 SH       DEFINED 03              43086        0        0
JONES APPAREL GROUP INC        COM              480074103     1291    40500 SH       DEFINED 03              40500        0        0
JONES PHARMA INC               COM              480236108      569    18777 SH       DEFINED 03              18777        0        0
JOSTENS INC                    COM              481088102      694    28479 SH       DEFINED 03              28479        0        0
JOURNAL REGISTER CO            COM              481138105      211    14300 SH       DEFINED 03              14300        0        0
K MART CORP                    COM              482584109     2568   265121 SH       DEFINED 03             265121        0        0
KAMAN CORP                     SUB DEB CV  6%12 483548AC7     1137  1263000 SH       DEFINED 03                  0        0  1263000
KANSAS CITY PWR & LT CO        COM              485134100     1769    61000 SH       DEFINED 03              61000        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104     4736    55112 SH       DEFINED 03              55112        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104      645     7500 SH       DEFINED 03                  0        0     7500
KAUFMAN & BROAD HOME CORP      COM              486168107      794    37050 SH       DEFINED 03              37050        0        0
KAYDON CORP                    COM              486587108      598    21900 SH       DEFINED 03              21900        0        0
KEANE INC                      COM              486665102      601    23800 SH       DEFINED 03              23800        0        0
KELLOGG CO                     COM              487836108     4758   185676 SH       DEFINED 03             185676        0        0
KELLWOOD CO                    COM              488044108      307    17500 SH       DEFINED 03              17500        0        0
KELLY SVCS INC                 CL A             488152208      435    18223 SH       DEFINED 03              18223        0        0
KEMET CORP                     COM              488360108     1183    18700 SH       DEFINED 03              18700        0        0
KENNAMETAL INC                 COM              489170100      583    19400 SH       DEFINED 03              19400        0        0
KENT ELECTRS CORP              COM              490553104      511    17500 SH       DEFINED 03              17500        0        0
KERAVISION INC (P)             COM              492061106      150    25000 SH  PUT  DEFINED 03              25000        0        0
KERAVISION INC                 COM              492061106      150    25000 SH       DEFINED 03              25000        0        0
KERR MCGEE CORP                SUB DB CV 7.5%14 492386AL1     2683  2824000 SH       DEFINED 03                  0        0  2824000
KERR MCGEE CORP                COM              492386107     4400    76193 SH       DEFINED 03              76193        0        0
KEY ENERGY SVCS INC            COM              492914106      670    57600 SH       DEFINED 03              57600        0        0
KEYCORP NEW                    COM              493267108     4189   220484 SH       DEFINED 03             220484        0        0
KEYSPAN CORP                   COM              49337W100     1238    44800 SH       DEFINED 03              44800        0        0
KEYSTONE FINANCIAL INC         COM              493482103      320    17460 SH       DEFINED 03              17460        0        0
KIMBALL INTL INC               CL B             494274103      119    10900 SH       DEFINED 03              10900        0        0
KIMBERLY CLARK CORP            COM              494368103    13142   234672 SH       DEFINED 03             234672        0        0
KINDER MORGAN ENERGY PARTNERS  UT LTD PARTNER   494550106     1407    35800 SH       DEFINED 03              35800        0        0
KINDER MORGAN INC KANS         COM              49455P101     1308    37900 SH       DEFINED 03              37900        0        0
KING PHARMACEUTICALS INC       COM              495582108      275     8400 SH       DEFINED 03               8400        0        0
KLA-TENCOR CORP                COM              482480100     7344    87239 SH       DEFINED 03              87239        0        0
KMART FING I                   PFD TRCV 7.75%   498778208     2183    50800 SH       DEFINED 03              50800        0        0
KNIGHT RIDDER INC              COM              499040103     1940    38094 SH       DEFINED 03              38094        0        0
KNOT INC                       COM              499184109      125    17511 SH       DEFINED 03              17511        0        0
KNOT INC                       COM              499184109       94    13000 SH       DEFINED 03                  0        0    13000
KOHLS CORP                     COM              500255104     7257    70801 SH       DEFINED 03              70801        0        0
KOMAG INC                      COM              500453105      286    76200 SH       DEFINED 03              76200        0        0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204      908     5300 SH       DEFINED 03               5300        0        0
KOPIN CORP                     COM              500600101      662     9642 SH       DEFINED 03               9642        0        0
KOREA ELECTRIC PWR             SPONSORED ADR    500631106      408    25800 SH       DEFINED 03              25800        0        0
KOREA FD                       COM              500634100      580    40000 SH       DEFINED 03              40000        0        0
KOREA TELECOM                  SPONSORED ADR    50063P103     1273    29100 SH       DEFINED 03              29100        0        0
KORN FERRY INTL                COM NEW          500643200      205     6900 SH       DEFINED 03               6900        0        0
KROGER CO (C)                  COM              501044101      702    40000 SH  CALL DEFINED 03                  0        0        0
KROGER CO (C)                  COM              501044101     1756   100000 SH  CALL DEFINED 03                  0        0        0
KROGER CO                      COM              501044101     9105   518441 SH       DEFINED 03             518441        0        0
KULICKE & SOFFA INDS INC       SUB NT CV 144A06 501242AC5      910   595000 SH       DEFINED 03                  0        0   595000
KULICKE & SOFFA INDS INC       COM              501242101     1268    19800 SH       DEFINED 03              19800        0        0
L-3 COMMUNICATIONS HLDGS INC ( COM              502424104     1201    23100 SH  CALL DEFINED 03                  0        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      572    11000 SH       DEFINED 03              11000        0        0
LA Z BOY INC                   COM              505336107      506    32900 SH       DEFINED 03              32900        0        0
LABOR READY INC                COM NEW          505401208      110    11100 SH       DEFINED 03              11100        0        0
LABORATORY CORP AMER HLDGS     COM              50540R102       87    20100 SH       DEFINED 03              20100        0        0
LABORATORY CORP AMER HLDGS     PFD CV EXCH% A   50540R201     6188    78800 SH       DEFINED 03              78800        0        0
LABORATORY CORP AMER HLDGS     PFD CV B PAYIN   50540R300     5469    69649 SH       DEFINED 03              69649        0        0
LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A    511557100      428    12500 SH       DEFINED 03              12500        0        0
LAM RESEARCH CORP              COM              512807108     2168    48100 SH       DEFINED 03              48100        0        0
LAMAR ADVERTISING CO           NT CV    5.25%06 512815AF8     1159  1000000 SH       DEFINED 03                  0        0  1000000
LAMAR ADVERTISING CO           CL A             512815101      876    19300 SH       DEFINED 03              19300        0        0
LANCASTER COLONY CORP          COM              513847103      598    19615 SH       DEFINED 03              19615        0        0
LANCE INC                      COM              514606102      194    18432 SH       DEFINED 03              18432        0        0
LANDS END INC                  COM              515086106      886    14400 SH       DEFINED 03              14400        0        0
LANDSTAR SYS INC               COM              515098101      159     2900 SH       DEFINED 03               2900        0        0
LANDSTAR SYS INC               COM              515098101      192     3500 SH       DEFINED 03                  0        0     3500
LANIER WORLDWIDE INC           COM              51589L105       21    10000 SH       DEFINED 03                  0        0    10000
LATTICE SEMICONDUCTOR CORP     COM              518415104     1008    14900 SH       DEFINED 03              14900        0        0
LAUDER ESTEE COS INC           CL A             518439104      110     2200 SH       DEFINED 03               2200        0        0
LEAP WIRELESS INTL INC         COM              521863100      621     6300 SH       DEFINED 03               6300        0        0
LEAR CORP                      COM              521865105      931    33100 SH       DEFINED 03              33100        0        0
LEARN2 COM INC                 COM              522002104       57    13800 SH       DEFINED 03              13800        0        0
LEE ENTERPRISES INC            COM              523768109      747    28600 SH       DEFINED 03              28600        0        0
LEGATO SYS INC                 COM              524651106     1348    30200 SH       DEFINED 03              30200        0        0
LEGG MASON INC                 COM              524901105      960    22200 SH       DEFINED 03              22200        0        0
LEGGETT & PLATT INC            COM              524660107     1879    87414 SH       DEFINED 03              87414        0        0
LEHMAN BROS HLDGS INC          COM              524908100     5136    52945 SH       DEFINED 03              52945        0        0
LENNAR CORP                    COM              526057104      312    14400 SH       DEFINED 03              14400        0        0
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     2020    20000 SH  PUT  DEFINED 03              20000        0        0
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     2298    20800 SH       DEFINED 03              20800        0        0
LEUCADIA NATL CORP             COM              527288104     1052    44300 SH       DEFINED 03              44300        0        0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100      465     4400 SH       DEFINED 03               4400        0        0
LEXMARK INTL GROUP INC         CL A             529771107     7257    68625 SH       DEFINED 03              68625        0        0
LG&E ENERGY CORP               COM              501917108      997    43600 SH       DEFINED 03              43600        0        0
LIBERATE TECHNOLOGIES          COM              530129105       63     1000 SH       DEFINED 03                  0        0     1000
LIBERTY CORP S C               COM              530370105      743    19800 SH       DEFINED 03              19800        0        0
LIFEPOINT HOSPITALS INC        COM              53219L109      207    12549 SH       DEFINED 03              12549        0        0
LIGAND PHARMACEUTICALS INC     CL B             53220K207      245    13900 SH       DEFINED 03              13900        0        0
LIGHTSPAN PARTNERSHIP INC      COM              532262102      515    29000 SH       DEFINED 03                  0        0    29000
LILLY ELI & CO (C)             COM              532457108      630    10000 SH  CALL DEFINED 03                  0        0        0
LILLY ELI & CO                 COM              532457108    29526   468670 SH       DEFINED 03             468670        0        0
LIMITED INC                    COM              532716107     4493   106663 SH       DEFINED 03             106663        0        0
LIMITED INC                    COM              532716107      105     2500 SH       DEFINED 03                  0        0     2500
LINCARE HLDGS INC              COM              532791100      572    20200 SH       DEFINED 03              20200        0        0
LINCOLN ELEC HLDGS INC         COM              533900106      283    11700 SH       DEFINED 03              11700        0        0
LINCOLN NATL CORP IND          COM              534187109     2985    89119 SH       DEFINED 03              89119        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     9283   169160 SH       DEFINED 03             169160        0        0
LIPOSOME CO INC                COM              536310105      211    12300 SH       DEFINED 03              12300        0        0
LITTELFUSE INC                 COM              537008104      223     6100 SH       DEFINED 03               6100        0        0
LITTON INDS INC                COM              538021106      809    18300 SH       DEFINED 03              18300        0        0
LIZ CLAIBORNE INC              COM              539320101     1297    28312 SH       DEFINED 03              28312        0        0
LML PMT SYS INC                COM              50208P109      254    10000 SH       DEFINED 03                  0        0    10000
LOCKHEED MARTIN CORP           COM              539830109     3811   186478 SH       DEFINED 03             186478        0        0
LOEWS CORP                     COM              540424108     3390    67802 SH       DEFINED 03              67802        0        0
LONE STAR STEAKHOUSE SALOON    COM              542307103      233    22859 SH       DEFINED 03              22859        0        0
LONE STAR TECHNOLOGIES INC     COM              542312103      480    10300 SH       DEFINED 03              10300        0        0
LONGS DRUG STORES CORP         COM              543162101      635    27906 SH       DEFINED 03              27906        0        0
LONGVIEW FIBRE CO              COM              543213102      627    42500 SH       DEFINED 03              42500        0        0
LORAL SPACE & COMMUNICATIONS ( COM              G56462107      201    20000 SH  PUT  DEFINED 03              20000        0        0
LORAL SPACE & COMMUNICATIONS   COM              G56462107     1495   146800 SH       DEFINED 03             146800        0        0
LOUIS DREYFUS NAT GAS CORP     COM              546011107      214     6300 SH       DEFINED 03               6300        0        0
LOUISIANA PAC CORP             COM              546347105      682    49131 SH       DEFINED 03              49131        0        0
LOWES COS INC                  COM              548661107    13656   233936 SH       DEFINED 03             233936        0        0
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4     4673  1000000 SH       DEFINED 03                  0        0  1000000
LSI LOGIC CORP (C)             COM              502161102     1453    20000 SH  CALL DEFINED 03                  0        0        0
LSI LOGIC CORP                 COM              502161102     9743   134156 SH       DEFINED 03             134156        0        0
LTV CORP NEW                   COM              501921100      452   126800 SH       DEFINED 03             126800        0        0
LTX CORP                       COM              502392103      600    13300 SH       DEFINED 03              13300        0        0
LUBRIZOL CORP                  COM              549271104      579    20100 SH       DEFINED 03              20100        0        0
LUCENT TECHNOLOGIES INC        COM              549463107    81356  1339199 SH       DEFINED 03            1339199        0        0
LUCENT TECHNOLOGIES INC        COM              549463107       61     1000 SH       DEFINED 03                  0        0     1000
LYONDELL CHEMICAL CO           COM              552078107      581    39400 SH       DEFINED 03              39400        0        0
MACDERMID INC                  COM              554273102      387    14600 SH       DEFINED 03              14600        0        0
MACROMEDIA INC                 COM              556100105     1671    18500 SH       DEFINED 03              18500        0        0
MACRONIX INTL LTD              SPONSORED ADR    556103109     2066    71551 SH       DEFINED 03              71551        0        0
MACROVISION CORP               COM              555904101      810     9400 SH       DEFINED 03               9400        0        0
MAGELLAN HEALTH SVCS INC       COM              559079108       55    11500 SH       DEFINED 03              11500        0        0
MAGNA INTL INC                 SUB DEB CV 5%02  559222AE4      960  1000000 SH       DEFINED 03                  0        0  1000000
MAGNA INTL INC                 CL A             559222401     1784    44600 SH       DEFINED 03              44600        0        0
MAGNETEK INC                   COM              559424106      137    15000 SH       DEFINED 03              15000        0        0
MAIL-WELL INC                  COM              560321200      418    48100 SH       DEFINED 03              48100        0        0
MALLINCKRODT INC NEW           COM              561232109      868    30175 SH       DEFINED 03              30175        0        0
MANDALAY RESORT GROUP          MANDALAY         562567107      503    29800 SH       DEFINED 03              29800        0        0
MANITOWOC INC                  COM              563571108      336    12400 SH       DEFINED 03              12400        0        0
MANOR CARE INC NEW             COM              564055101      620    45956 SH       DEFINED 03              45956        0        0
MANPOWER INC                   COM              56418H100      919    25900 SH       DEFINED 03              25900        0        0
MANUGISTICS GROUP INC          COM              565011103      744    14615 SH       DEFINED 03              14615        0        0
MARINE DRILLING COS INC        COM PAR $0.01    568240204      711    25900 SH       DEFINED 03              25900        0        0
MARK IV INDS INC               COM              570387100     1008    45700 SH       DEFINED 03              45700        0        0
MARKEL CORP                    COM              570535104      203     1398 SH       DEFINED 03               1398        0        0
MARRIOTT INTL INC NEW          CL A             571903202     3495   110943 SH       DEFINED 03             110943        0        0
MARSH & MCLENNAN COS INC       COM              571748102    13309   120652 SH       DEFINED 03             120652        0        0
MARSHALL & ILSLEY CORP         COM              571834100     2212    38300 SH       DEFINED 03              38300        0        0
MARTIN MARIETTA MATLS INC      COM              573284106     1017    21400 SH       DEFINED 03              21400        0        0
MASCO CORP                     COM              574599106     4414   215340 SH       DEFINED 03             215340        0        0
MASCOTECH INC                  COM              574670105      577    49100 SH       DEFINED 03              49100        0        0
MASTEC INC                     COM              576323109      774     8700 SH       DEFINED 03               8700        0        0
MATRIA HEALTHCARE INC          COM              576817100       59    11200 SH       DEFINED 03              11200        0        0
MATRIXONE INC                  COM              57685P304     2169    54300 SH       DEFINED 03              54300        0        0
MATTEL INC                     COM              577081102     2312   221566 SH       DEFINED 03             221566        0        0
MAXIM INTEGRATED PRODS INC     COM              57772K101     7739   108902 SH       DEFINED 03             108902        0        0
MAXTOR CORP                    COM NEW          577729205      276    21400 SH       DEFINED 03              21400        0        0
MAXYGEN INC                    COM              577776107      297     3873 SH       DEFINED 03               3873        0        0
MAY DEPT STORES CO             COM              577778103     4985   174905 SH       DEFINED 03             174905        0        0
MAYTAG CORP                    COM              578592107     1311    39577 SH       DEFINED 03              39577        0        0
MBIA INC                       COM              55262C100     2589    49725 SH       DEFINED 03              49725        0        0
MBNA CORP                      COM              55262L100     8808   345398 SH       DEFINED 03             345398        0        0
MBNA CORP                      COM              55262L100      312    12250 SH       DEFINED 03                  0        0    12250
MCCLATCHY CO                   CL A             579489105      285     8700 SH       DEFINED 03               8700        0        0
MCCORMICK & CO INC             COM NON VTG      579780206      906    28100 SH       DEFINED 03              28100        0        0
MCDERMOTT INTL INC             COM              580037109      886    96480 SH       DEFINED 03              96480        0        0
MCDONALDS CORP (P)             COM              580135101     3756   100000 SH  PUT  DEFINED 03             100000        0        0
MCDONALDS CORP                 COM              580135101    31918   849736 SH       DEFINED 03             849736        0        0
MCGRAW HILL COS INC            COM              580645109     4595   100989 SH       DEFINED 03             100989        0        0
MCI WORLDCOM INC               COM              55268B106    79165  1745202 SH       DEFINED 03            1745202        0        0
MCI WORLDCOM INC               COM              55268B106      113     2500 SH       DEFINED 03                  0        0     2500
MCKESSON HBOC INC              COM              58155Q103     2744   130650 SH       DEFINED 03             130650        0        0
MCLEODUSA INC                  COM              582266102      517     6100 SH       DEFINED 03               6100        0        0
MCN ENERGY GROUP INC           COM              55267J100      798    31900 SH       DEFINED 03              31900        0        0
MDU RES GROUP INC              COM              552690109      369    17800 SH       DEFINED 03              17800        0        0
MEAD CORP                      COM              582834107     1679    48045 SH       DEFINED 03              48045        0        0
MEDIA GEN INC                  CL A             584404107      780    14900 SH       DEFINED 03              14900        0        0
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105      161    11590 SH       DEFINED 03              11590        0        0
MEDIAONE GROUP INC             COM              58440J104    22165   273645 SH       DEFINED 03             273645        0        0
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      780    19500 SH       DEFINED 03              19500        0        0
MEDIMMUNE INC                  COM              584699102     4442    25500 SH       DEFINED 03              25500        0        0
MEDQUIST INC                   COM              584949101      881    32469 SH       DEFINED 03              32469        0        0
MEDSCAPE INC                   COM              585046105       94    17700 SH       DEFINED 03              17700        0        0
MEDTRONIC INC                  COM              585055106    26914   523243 SH       DEFINED 03             523243        0        0
MELLON FINL CORP               COM              58551A108     8551   289876 SH       DEFINED 03             289876        0        0
MEMC ELECTR MATLS INC          COM              552715104      209    10400 SH       DEFINED 03              10400        0        0
MENS WEARHOUSE INC             COM              587118100      421    14200 SH       DEFINED 03              14200        0        0
MENTOR CORP MINN               COM              587188103      311    11500 SH       DEFINED 03              11500        0        0
MENTOR GRAPHICS CORP           COM              587200106      665    44364 SH       DEFINED 03              44364        0        0
MERCANTILE BANKSHARES CORP     COM              587405101      940    30831 SH       DEFINED 03              30831        0        0
MERCK & CO INC                 COM              589331107    69650  1121123 SH       DEFINED 03            1121123        0        0
MERCK & CO INC                 COM              589331107       93     1500 SH       DEFINED 03                  0        0     1500
MERCURY COMPUTER SYS           COM              589378108      323     6600 SH       DEFINED 03               6600        0        0
MERCURY GENL CORP NEW          COM              589400100      209     7100 SH       DEFINED 03               7100        0        0
MERCURY INTERACTIVE CORP       COM              589405109     2920    36900 SH       DEFINED 03              36900        0        0
MEREDITH CORP                  COM              589433101      670    24208 SH       DEFINED 03              24208        0        0
MERISEL INC                    COM              589849108       43    25400 SH       DEFINED 03              25400        0        0
MERISTAR HOSPITALITY CORP      COM              58984Y103      267    15300 SH       DEFINED 03              15300        0        0
MERITOR AUTOMOTIVE INC         COM              59000G100      430    27200 SH       DEFINED 03              27200        0        0
MERRILL LYNCH & CO INC         COM              590188108    20118   191601 SH       DEFINED 03             191601        0        0
MERRILL LYNCH & CO INC         COM              590188108       53      500 SH       DEFINED 03                  0        0      500
METAMOR WORLDWIDE INC          COM              59133P100      576    20400 SH       DEFINED 03              20400        0        0
METHODE ELECTRS INC            CL A             591520200      566    11200 SH       DEFINED 03              11200        0        0
METRICOM INC                   COM              591596101      206     4500 SH       DEFINED 03               4500        0        0
METRIS COS INC                 COM              591598107      474    12200 SH       DEFINED 03              12200        0        0
METROMEDIA INTL GROUP INC      COM              591695101     1341   238400 SH       DEFINED 03             238400        0        0
METTLER TOLEDO INTERNATIONAL   COM              592688105      491    12000 SH       DEFINED 03              12000        0        0
MGC COMMUNICATIONS INC         COM              552763302      369     5200 SH       DEFINED 03               5200        0        0
MGIC INVT CORP WIS             COM              552848103     2042    46813 SH       DEFINED 03              46813        0        0
MGM GRAND INC                  COM              552953101      227     9446 SH       DEFINED 03               9446        0        0
MICHAELS STORES INC            COM              594087108      537    13200 SH       DEFINED 03              13200        0        0
MICREL INC                     COM              594793101      944     9900 SH       DEFINED 03               9900        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104     2003    30500 SH       DEFINED 03              30500        0        0
MICROMUSE INC                  COM              595094103     1301     9374 SH       DEFINED 03               9374        0        0
MICROMUSE INC                  COM              595094103       69      500 SH       DEFINED 03                  0        0      500
MICRON ELECTRONICS INC         COM              595100108      881    63482 SH       DEFINED 03              63482        0        0
MICRON TECHNOLOGY INC          SUB NT CONV 7%04 595112AB9     6464  3500000 SH       DEFINED 03                  0        0  3500000
MICRON TECHNOLOGY INC (P)      COM              595112103     1260    10000 SH  PUT  DEFINED 03              10000        0        0
MICRON TECHNOLOGY INC (P)      COM              595112103     3150    25000 SH  PUT  DEFINED 03              25000        0        0
MICRON TECHNOLOGY INC (P)      COM              595112103     3780    30000 SH  PUT  DEFINED 03              30000        0        0
MICRON TECHNOLOGY INC          COM              595112103    18984   150665 SH       DEFINED 03             150665        0        0
MICROS SYS INC                 COM              594901100      327     5200 SH       DEFINED 03               5200        0        0
MICROSOFT CORP (P)             COM              594918104    14928   140000 SH  PUT  DEFINED 03             140000        0        0
MICROSOFT CORP (P)             COM              594918104    42650   400000 SH  PUT  DEFINED 03             400000        0        0
MICROSOFT CORP (P)             COM              594918104    31988   300000 SH  PUT  DEFINED 03             300000        0        0
MICROSOFT CORP (P)             COM              594918104    10663   100000 SH  PUT  DEFINED 03             100000        0        0
MICROSOFT CORP (P)             COM              594918104     3199    30000 SH  PUT  DEFINED 03              30000        0        0
MICROSOFT CORP (P)             COM              594918104    10663   100000 SH  PUT  DEFINED 03             100000        0        0
MICROSOFT CORP (P)             COM              594918104    38385   360000 SH  PUT  DEFINED 03             360000        0        0
MICROSOFT CORP (P)             COM              594918104    29322   275000 SH  PUT  DEFINED 03             275000        0        0
MICROSOFT CORP                 COM              594918104   604622  5682023 SH       DEFINED 03            5682023        0        0
MICROSOFT CORP                 COM              594918104      956     9000 SH       DEFINED 03                  0        0     9000
MICROSTRATEGY INC              CL A             594972101     2097    24100 SH       DEFINED 03              24100        0        0
MID ATLANTIC MED SVCS INC      COM              59523C107      221    23900 SH       DEFINED 03              23900        0        0
MIDCAP SPDR TR                 UNIT SER 1       595635103      338     3700 SH       DEFINED 03                  0        0        0
MIDWAY GAMES INC               COM              598148104      705    53200 SH       DEFINED 03              53200        0        0
MIDWEST EXPRESS HLDGS INC      COM              597911106      984    38400 SH       DEFINED 03              38400        0        0
MILACRON INC                   COM              598709103      452    31332 SH       DEFINED 03              31332        0        0
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1     3906  4150000 SH       DEFINED 03                  0        0  4150000
MILLENNIUM PHARMACEUTICALS INC COM              599902103     4947    37492 SH       DEFINED 03              37492        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103      117      900 SH       DEFINED 03                  0        0      900
MILLER HERMAN INC              COM              600544100      799    28600 SH       DEFINED 03              28600        0        0
MILLER INDS INC TENN           COM              600551105       47    12200 SH       DEFINED 03              12200        0        0
MILLIPORE CORP                 COM              601073109     1244    22045 SH       DEFINED 03              22045        0        0
MINERALS TECHNOLOGIES INC      COM              603158106      570    12800 SH       DEFINED 03              12800        0        0
MINIMED INC                    COM              60365K108     1443    11200 SH       DEFINED 03              11200        0        0
MINNESOTA MNG & MFG CO         COM              604059105    28372   320362 SH       DEFINED 03             320362        0        0
MINNESOTA PWR INC              COM              604110106      402    24200 SH       DEFINED 03              24200        0        0
MIPS TECHNOLOGIES INC          CL A             604567107      206     3700 SH       DEFINED 03               3700        0        0
MIRAGE RESORTS INC             COM              60462E104     1631    84196 SH       DEFINED 03              84196        0        0
MIRAVANT MED TECHNOLOGIES      COM              604690107      588    38900 SH       DEFINED 03              38900        0        0
MITEL CORP                     COM              606711109      567    23100 SH       DEFINED 03              23100        0        0
MMC NETWORKS INC               COM              55308N102      586    17902 SH       DEFINED 03              17902        0        0
MODINE MFG CO                  COM              607828100      436    17367 SH       DEFINED 03              17367        0        0
MODIS PROFESSIONAL SVCS INC    COM              607830106      877    70900 SH       DEFINED 03              70900        0        0
MOHAWK INDS INC                COM              608190104      991    44300 SH       DEFINED 03              44300        0        0
MOLECULAR DEVICES CORP         COM              60851C107      222     2900 SH       DEFINED 03               2900        0        0
MOLEX INC                      COM              608554101     5942   101142 SH       DEFINED 03             101142        0        0
MONSANTO CO                    COM              611662107    19621   380981 SH       DEFINED 03             380981        0        0
MONTANA POWER CO               COM              612085100     2368    37000 SH       DEFINED 03              37000        0        0
MONY GROUP INC                 COM              615337102      481    14900 SH       DEFINED 03              14900        0        0
MORGAN J P & CO INC            COM              616880100    27589   209402 SH       DEFINED 03             209402        0        0
MORGAN STANLEY D WITTER INDIA  COM              61745C105     1451   111600 SH       DEFINED 03             111600        0        0
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    44845   549831 SH       DEFINED 03             549831        0        0
MORRISON KNUDSEN CORP NEW      COM              61844A109      830   112500 SH       DEFINED 03             112500        0        0
MOTOROLA INC                   COM              620076109    49672   348885 SH       DEFINED 03             348885        0        0
MRV COMMUNICATIONS INC         COM              553477100     3193    34800 SH       DEFINED 03              34800        0        0
MSC INDL DIRECT INC            CL A             553530106      378    21000 SH       DEFINED 03              21000        0        0
MTI TECHNOLOGY CORP            COM              553903105      273    10378 SH       DEFINED 03              10378        0        0
MUELLER INDS INC               COM              624756102      762    25100 SH       DEFINED 03              25100        0        0
MULTEX COM INC                 COM              625367107      156     4200 SH       DEFINED 03               4200        0        0
MULTEX COM INC                 COM              625367107     1114    30000 SH       DEFINED 03                  0        0    30000
MURPHY OIL CORP                COM              626717102     1544    26800 SH       DEFINED 03              26800        0        0
MUSICLAND STORES CORP          COM              62758B109      144    22600 SH       DEFINED 03              22600        0        0
MUTUAL RISK MGMT LTD           COM              628351108       74     3700 SH       DEFINED 03               3700        0        0
MYLAN LABS INC                 COM              628530107     1667    60600 SH       DEFINED 03              60600        0        0
NABISCO GROUP HLDG CORP        COM              62952P102     1864   155321 SH       DEFINED 03             155321        0        0
NABISCO HLDGS CORP             CL A             629526104      827    25700 SH       DEFINED 03              25700        0        0
NABORS INDS INC                COM              629568106     2139    55100 SH       DEFINED 03              55100        0        0
NABORS INDS INC                COM              629568106      388    10000 SH       DEFINED 03                  0        0    10000
NACCO INDS INC                 CL A             629579103      356     7427 SH       DEFINED 03               7427        0        0
NASDAQ 100 TR                  UNIT SER 1       631100104    22681   206900 SH       DEFINED 03                  0        0        0
NATIONAL CITY CORP             COM              635405103     5928   287420 SH       DEFINED 03             287420        0        0
NATIONAL COMM BANCORP          COM              635449101      758    41100 SH       DEFINED 03              41100        0        0
NATIONAL COMPUTER SYS INC      COM              635519101      930    18600 SH       DEFINED 03              18600        0        0
NATIONAL DATA CORP             COM              635621105      484    18600 SH       DEFINED 03              18600        0        0
NATIONAL DATA CORP             COM              635621105       91     3500 SH       DEFINED 03                  0        0     3500
NATIONAL DISC BROKERS GROUP    COM              635646102      158     3200 SH       DEFINED 03               3200        0        0
NATIONAL DISC BROKERS GROUP    COM              635646102      148     3000 SH       DEFINED 03                  0        0     3000
NATIONAL FUEL GAS CO N J       COM              636180101      744    16700 SH       DEFINED 03              16700        0        0
NATIONAL INSTRS CORP           COM              636518102      351     7500 SH       DEFINED 03               7500        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103     5960    98308 SH       DEFINED 03              98308        0        0
NATIONAL SVC INDS INC          COM              637657107      486    23056 SH       DEFINED 03              23056        0        0
NATIONAL-OILWELL INC           COM              637071101      584    18900 SH       DEFINED 03              18900        0        0
NATIONSRENT INC                COM              638588103       66    12500 SH       DEFINED 03              12500        0        0
NATIONWIDE FINL SVCS INC       CL A             638612101      547    18700 SH       DEFINED 03              18700        0        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104      151    14500 SH       DEFINED 03              14500        0        0
NATURAL MICROSYSTEMS CORP      COM              638882100      300     3503 SH       DEFINED 03               3503        0        0
NAUTICA ENTERPRISES INC        COM              639089101      119    10140 SH       DEFINED 03              10140        0        0
NAVIGANT CONSULTING INC        COM              63935N107      298    27100 SH       DEFINED 03              27100        0        0
NAVISTAR INTL CORP NEW         COM              63934E108     1438    35840 SH       DEFINED 03              35840        0        0
NAVISTAR INTL CORP NEW         COM              63934E108      401    10000 SH       DEFINED 03                  0        0    10000
NBTY INC                       COM              628782104      503    36900 SH       DEFINED 03              36900        0        0
NCO GROUP INC                  COM              628858102      422    13245 SH       DEFINED 03              13245        0        0
NCR CORP NEW                   COM              62886E108     1696    42268 SH       DEFINED 03              42268        0        0
NEIMAN MARCUS GROUP INC        CL A             640204202      456    16400 SH       DEFINED 03              16400        0        0
NETIA HLDGS S A                SPONSORED ADR    64114B104        0        8 SH       DEFINED 03                  8        0        0
NETIA HLDGS S A                SPONSORED ADR    64114B104      875    25000 SH       DEFINED 03                  0        0    25000
NETWORK APPLIANCE INC          COM              64120L104    12232   147932 SH       DEFINED 03             147932        0        0
NETWORK EQUIP TECHNOLOGIES     COM              641208103      335    33500 SH       DEFINED 03              33500        0        0
NETWORK SOLUTIONS INC DEL      COM              64121Q102      538     3500 SH       DEFINED 03               3500        0        0
NETWORKS ASSOCS INC            COM              640938106     1593    49500 SH       DEFINED 03              49500        0        0
NEW CENTURY ENERGIES INC       COM              64352U103     1523    50676 SH       DEFINED 03              50676        0        0
NEW JERSEY RES                 COM              646025106      675    15793 SH       DEFINED 03              15793        0        0
NEW YORK TIMES CO              CL A             650111107     3941    91782 SH       DEFINED 03              91782        0        0
NEWBRIDGE NETWORKS CORP        COM              650901101        6      200 SH       DEFINED 03                200        0        0
NEWELL RUBBERMAID INC          COM              651229106     3156   127188 SH       DEFINED 03             127188        0        0
NEWFIELD EXPL CO               COM              651290108     1139    32300 SH       DEFINED 03              32300        0        0
NEWMONT MINING CORP            COM              651639106     1684    75065 SH       DEFINED 03              75065        0        0
NEWPARK RES INC                COM PAR $.01NEW  651718504      174    21800 SH       DEFINED 03              21800        0        0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107      711    23500 SH       DEFINED 03              23500        0        0
NEWS CORP LTD                  ADR NEW          652487703      653    11600 SH       DEFINED 03              11600        0        0
NEWS CORP LTD                  SP ADR PFD       652487802    11955   250311 SH       DEFINED 03             250311        0        0
NEWS CORP LTD                  SP ADR PFD       652487802     3581    75000 SH       DEFINED 03                  0        0    75000
NEXT LEVEL COMM INC            COM              65333U104     1103    10162 SH       DEFINED 03              10162        0        0
NEXT LEVEL COMM INC            COM              65333U104      217     2000 SH       DEFINED 03                  0        0     2000
NEXTEL COMMUNICATIONS INC      CL A             65332V103    24366   164426 SH       DEFINED 03             164426        0        0
NEXTEL COMMUNICATIONS INC      CL A             65332V103      741     5000 SH       DEFINED 03                  0        0     5000
NIAGARA MOHAWK HLDGS INC       COM              653520106     1125    83321 SH       DEFINED 03              83321        0        0
NICOR INC                      COM              654086107      742    22531 SH       DEFINED 03              22531        0        0
NIKE INC                       CL B             654106103     4937   124605 SH       DEFINED 03             124605        0        0
NISOURCE INC                   COM              65473P105      808    47900 SH       DEFINED 03              47900        0        0
NOBLE AFFILIATES INC           COM              654894104     1145    34900 SH       DEFINED 03              34900        0        0
NOBLE DRILLING CORP            COM              655042109     2258    54500 SH       DEFINED 03              54500        0        0
NOKIA CORP                     SPONSORED ADR    654902204    14534    66900 SH       DEFINED 03              66900        0        0
NOKIA CORP                     SPONSORED ADR    654902204     2205    10150 SH       DEFINED 03                  0        0    10150
NORDSON CORP                   COM              655663102      378     8210 SH       DEFINED 03               8210        0        0
NORDSTROM INC                  COM              655664100     1925    65238 SH       DEFINED 03              65238        0        0
NORFOLK SOUTHERN CORP          COM              655844108     2672   185898 SH       DEFINED 03             185898        0        0
NORSK HYDRO A S                SPONSORED ADR    656531605      244     6400 SH       DEFINED 03               6400        0        0
NORTEL NETWORKS CORP           COM              656569100    76287   605453 SH       DEFINED 03             605453        0        0
NORTEL NETWORKS CORP           COM              656569100      126     1000 SH       DEFINED 03                  0        0     1000
NORTH FORK BANCORPORATION NY   COM              659424105     1743    97500 SH       DEFINED 03              97500        0        0
NORTHEAST OPTIC NETWORK INC    COM              664334109      135     1600 SH       DEFINED 03               1600        0        0
NORTHEAST OPTIC NETWORK INC    COM              664334109      994    11750 SH       DEFINED 03                  0        0    11750
NORTHEAST UTILS                COM              664397106     1032    48000 SH       DEFINED 03              48000        0        0
NORTHERN TR CORP               COM              665859104     7346   108725 SH       DEFINED 03             108725        0        0
NORTHN STS PWR CO MINN         COM              665772109     3298   165945 SH       DEFINED 03             165945        0        0
NORTHPOINT COMMUNICATIONS HLDG COM              666610100      392    17000 SH       DEFINED 03                  0        0    17000
NORTHROP GRUMMAN CORP          COM              666807102     2315    43727 SH       DEFINED 03              43727        0        0
NORTHWESTERN CORP              COM              668074107      401    19434 SH       DEFINED 03              19434        0        0
NOVA CORP GA                   COM              669784100      845    29000 SH       DEFINED 03              29000        0        0
NOVELL INC                     COM              670006105     4958   173591 SH       DEFINED 03             173591        0        0
NOVELL INC                     COM              670006105      143     5000 SH       DEFINED 03                  0        0     5000
NOVELLUS SYS INC               COM              670008101     3104    55300 SH       DEFINED 03              55300        0        0
NSTAR                          COM              67019E107      853    20300 SH       DEFINED 03              20300        0        0
NTL INC                        COM              629407107      596     6418 SH       DEFINED 03               6418        0        0
NUCOR CORP                     COM              670346105     2453    49063 SH       DEFINED 03              49063        0        0
NUEVO ENERGY CO                COM              670509108      404    18800 SH       DEFINED 03              18800        0        0
NVIDIA CORP                    COM              67066G104     1385    16400 SH       DEFINED 03              16400        0        0
O REILLY AUTOMOTIVE INC        COM              686091109      152    10700 SH       DEFINED 03              10700        0        0
OAKWOOD HOMES CORP             COM              674098108       54    14200 SH       DEFINED 03              14200        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105     3314   159706 SH       DEFINED 03             159706        0        0
OCEAN ENERGY INC TEX           COM              67481E106      937    65200 SH       DEFINED 03              65200        0        0
OCEANEERING INTL INC           COM              675232102      799    42600 SH       DEFINED 03              42600        0        0
OCWEN FINL CORP                COM              675746101      352    45400 SH       DEFINED 03              45400        0        0
OEA INC                        COM              670826106      192    19900 SH       DEFINED 03              19900        0        0
OFFICE DEPOT INC               COM              676220106     2276   196832 SH       DEFINED 03             196832        0        0
OFFICEMAX INC                  COM              67622M108     1210   186200 SH       DEFINED 03             186200        0        0
OGDEN CORP                     COM              676346109      400    33500 SH       DEFINED 03              33500        0        0
OGE ENERGY CORP                COM              670837103      578    30100 SH       DEFINED 03              30100        0        0
OHIO CAS CORP                  COM              677240103      832    47543 SH       DEFINED 03              47543        0        0
OLD KENT FINL CORP             COM              679833103     1780    55088 SH       DEFINED 03              55088        0        0
OLD REP INTL CORP              COM              680223104      890    64700 SH       DEFINED 03              64700        0        0
OLIN CORP                      COM PAR $1       680665205      765    43100 SH       DEFINED 03              43100        0        0
OM GROUP INC                   COM              670872100      328     7200 SH       DEFINED 03               7200        0        0
OMI CORP NEW                   COM              Y6476W104      323    84700 SH       DEFINED 03              84700        0        0
OMNICARE INC                   COM              681904108      452    37500 SH       DEFINED 03              37500        0        0
OMNICOM GROUP INC              COM              681919106     7198    77032 SH       DEFINED 03              77032        0        0
OMNOVA SOLUTIONS INC           COM              682129101       58    10300 SH       DEFINED 03              10300        0        0
ON COMMAND CORP                COM              682160106    33862  2257440 SH       DEFINED 03            2257440        0        0
ON COMMAND CORP                WT B EX 100703   682160122     2890   642259 SH       DEFINED 03                  0        0        0
ONE VALLEY BANCORP INC         COM              682419106      523    15100 SH       DEFINED 03              15100        0        0
ONEOK INC NEW                  COM              682680103      642    25675 SH       DEFINED 03              25675        0        0
ONVIA COM INC                  COM              68338T106     1962    92883 SH       DEFINED 03              92883        0        0
ONVIA COM INC                  COM              68338T106      672    31820 SH       DEFINED 03                  0        0    31820
OPEN MKT INC                   COM              68370M100      989    38600 SH       DEFINED 03              38600        0        0
ORACLE CORP                    COM              68389X105    99466  1275211 SH       DEFINED 03            1275211        0        0
ORACLE CORP                    COM              68389X105     3435    44000 SH       DEFINED 03                  0        0    44000
ORAPHARMA INC                  COM              68554E106      258    14000 SH       DEFINED 03              14000        0        0
ORBITAL SCIENCES CORP          COM              685564106      567    37800 SH       DEFINED 03              37800        0        0
OREGON STL MLS INC             COM              686079104       69    17800 SH       DEFINED 03              17800        0        0
ORGANOGENESIS INC              COM              685906109      131    10900 SH       DEFINED 03              10900        0        0
ORTEL CORP                     COM              68749W102      169      900 SH       DEFINED 03                900        0        0
ORTHODONTIC CTRS AMER INC      COM              68750P103      246    13100 SH       DEFINED 03              13100        0        0
ORTHOLOGIC CORP                COM              68750J107       66    10898 SH       DEFINED 03              10898        0        0
OUTBACK STEAKHOUSE INC         COM              689899102     1283    40000 SH       DEFINED 03              40000        0        0
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     1080    47100 SH       DEFINED 03              47100        0        0
OWENS & MINOR INC NEW          COM              690732102      345    32475 SH       DEFINED 03              32475        0        0
OWENS CORNING                  COM              69073F103      463    23908 SH       DEFINED 03              23908        0        0
OWENS ILL INC                  COM NEW          690768403     1328    78682 SH       DEFINED 03              78682        0        0
OXFORD HEALTH PLANS INC        COM              691471106     1031    67900 SH       DEFINED 03              67900        0        0
P T TELEKOMUNIKASI INDONESIA   SPONSORED ADR    715684106      155    16300 SH       DEFINED 03              16300        0        0
P-COM INC                      COM              693262107      405    21900 SH       DEFINED 03              21900        0        0
PACCAR INC                     COM              693718108     1853    37149 SH       DEFINED 03              37149        0        0
PACIFIC CENTY FINL CORP        COM              694058108      593    29200 SH       DEFINED 03              29200        0        0
PACIFIC GATEWAY EXCHANGE INC   COM              694327107      383    26100 SH       DEFINED 03              26100        0        0
PACIFIC SUNWEAR CALIF INC      COM              694873100      373     9701 SH       DEFINED 03               9701        0        0
PACIFICARE HEALTH SYS DEL      COM              695112102     1805    36198 SH       DEFINED 03              36198        0        0
PACTIV CORP                    COM              695257105      665    75995 SH       DEFINED 03              75995        0        0
PAGING NETWORK INC             COM              695542100    11109  4341600 SH       DEFINED 03            4341600        0        0
PAINE WEBBER GROUP INC         COM              695629105     3282    74602 SH       DEFINED 03              74602        0        0
PAIRGAIN TECHNOLOGIES INC      COM              695934109      395    21200 SH       DEFINED 03              21200        0        0
PALL CORP                      COM              696429307     1268    56518 SH       DEFINED 03              56518        0        0
PAPA JOHNS INTL INC            COM              698813102      607    18400 SH       DEFINED 03              18400        0        0
PARAMETRIC TECHNOLOGY CORP     COM              699173100     3047   144641 SH       DEFINED 03             144641        0        0
PARK ELECTROCHEMICAL CORP      COM              700416209      201     8200 SH       DEFINED 03               8200        0        0
PARK NATL CORP                 COM              700658107      304     3451 SH       DEFINED 03               3451        0        0
PARK PL ENTMT CORP             COM              700690100     1170   101200 SH       DEFINED 03             101200        0        0
PARKER DRILLING CO             COM              701081101      112    22400 SH       DEFINED 03              22400        0        0
PARKER HANNIFIN CORP           COM              701094104     2241    54249 SH       DEFINED 03              54249        0        0
PARTNERRE LTD                  COM              G6852T105      670    18200 SH       DEFINED 03              18200        0        0
PATTERSON DENTAL CO            COM              703412106      347     9069 SH       DEFINED 03               9069        0        0
PATTERSON ENERGY INC           COM              703414102      326    10300 SH       DEFINED 03              10300        0        0
PAXAR CORP                     COM              704227107      130    13500 SH       DEFINED 03              13500        0        0
PAXSON COMMUNICATIONS CORP     COM              704231109       98    12700 SH       DEFINED 03              12700        0        0
PAYCHEX INC                    COM              704326107     5782   110524 SH       DEFINED 03             110524        0        0
PAYLESS SHOESOURCE INC         COM              704379106     1158    22300 SH       DEFINED 03              22300        0        0
PE CORP                        COM PE BIO GRP   69332S102     8967    92926 SH       DEFINED 03              92926        0        0
PE CORP                        CELERA GEN GRP   69332S201     7380    80600 SH       DEFINED 03              80600        0        0
PECO ENERGY CO                 COM              693304107     3982   107978 SH       DEFINED 03             107978        0        0
PEDIATRIX MED GROUP            COM              705324101      141    19400 SH       DEFINED 03              19400        0        0
PEGASUS COMMUNICATIONS CORP    CL A             705904100      469     3333 SH       DEFINED 03               3333        0        0
PENNEY J C INC                 COM              708160106     2514   169018 SH       DEFINED 03             169018        0        0
PENNZOIL-QUAKER STATE COMPANY  COM              709323109      544    52100 SH       DEFINED 03              52100        0        0
PENTAIR INC                    COM              709631105     1431    38600 SH       DEFINED 03              38600        0        0
PEOPLES ENERGY CORP            COM              711030106      605    22059 SH       DEFINED 03              22059        0        0
PEOPLES HERITAGE FINL GROUP    COM              711147108      450    30000 SH       DEFINED 03              30000        0        0
PEOPLESOFT INC                 COM              712713106     2605   130235 SH       DEFINED 03             130235        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109      847   142600 SH       DEFINED 03             142600        0        0
PEPSICO INC                    COM              713448108    21194   613222 SH       DEFINED 03             613222        0        0
PEREGRINE SYSTEMS INC          COM              71366Q101     1100    16400 SH       DEFINED 03              16400        0        0
PERKINELMER INC                COM              714046109     2400    36089 SH       DEFINED 03              36089        0        0
PERRIGO CO                     COM              714290103      338    44466 SH       DEFINED 03              44466        0        0
PERSONNEL GROUP AMER INC       COM              715338109      268    43800 SH       DEFINED 03              43800        0        0
PETROLEUM GEO-SVCS A/S         SPONSORED ADR    716597109      833    48100 SH       DEFINED 03              48100        0        0
PETSMART INC                   COM              716768106      570   190004 SH       DEFINED 03             190004        0        0
PFIZER INC                     COM              717081103    59454  1626101 SH       DEFINED 03            1626101        0        0
PG&E CORP                      COM              69331C108     4376   208375 SH       DEFINED 03             208375        0        0
PHARMACEUTICAL PROD DEV INC    COM              717124101      300    17700 SH       DEFINED 03              17700        0        0
PHARMACIA & UPJOHN INC         COM              716941109    13730   231723 SH       DEFINED 03             231723        0        0
PHARMACYCLICS INC              COM              716933106      261     4700 SH       DEFINED 03               4700        0        0
PHELPS DODGE CORP              COM              717265102     6049   127340 SH       DEFINED 03             127340        0        0
PHELPS DODGE CORP              COM              717265102       95     2000 SH       DEFINED 03                  0        0     2000
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608      205    11300 SH       DEFINED 03              11300        0        0
PHILIP MORRIS COS INC (C)      COM              718154107     2113   100000 SH  CALL DEFINED 03                  0        0        0
PHILIP MORRIS COS INC (P)      COM              718154107     2641   125000 SH  PUT  DEFINED 03             125000        0        0
PHILIP MORRIS COS INC          COM              718154107    32600  1543175 SH       DEFINED 03            1543175        0        0
PHILIP MORRIS COS INC          COM              718154107       42     2000 SH       DEFINED 03                  0        0     2000
PHILLIPS PETE CO               COM              718507106     5242   113343 SH       DEFINED 03             113343        0        0
PHOENIX INVT PARTNERS LTD      COM              719085102      101    13000 SH       DEFINED 03              13000        0        0
PHOTRONICS INC                 COM              719405102      403    11547 SH       DEFINED 03              11547        0        0
PHYCOR INC                     COM              71940F100       35    34374 SH       DEFINED 03              34374        0        0
PICTURETEL CORP                COM NEW          720035302      273    31200 SH       DEFINED 03              31200        0        0
PIEDMONT NAT GAS INC           COM              720186105      308    11800 SH       DEFINED 03              11800        0        0
PIER 1 IMPORTS INC             COM              720279108      876    85500 SH       DEFINED 03              85500        0        0
PIMCO ADVISORS HLDGS L P       UT LTD PART INT  69338P102      536    14000 SH       DEFINED 03              14000        0        0
PINNACLE HLDGS INC             COM              72346N101      475     8800 SH       DEFINED 03               8800        0        0
PINNACLE SYS INC               COM              723481107      396    11900 SH       DEFINED 03              11900        0        0
PINNACLE WEST CAP CORP         COM              723484101     1638    58110 SH       DEFINED 03              58110        0        0
PIONEER GROUP INC              COM              723684106      242    10400 SH       DEFINED 03              10400        0        0
PIONEER NAT RES CO             COM              723787107     1007    94800 SH       DEFINED 03              94800        0        0
PITNEY BOWES INC               COM              724479100     5771   129134 SH       DEFINED 03             129134        0        0
PITTSTON CO                    COM BRINKS GRP   725701106     7716   453900 SH       DEFINED 03             453900        0        0
PIXAR                          COM              725811103      257     7200 SH       DEFINED 03               7200        0        0
PLACER DOME INC                COM              725906101     1513   186177 SH       DEFINED 03             186177        0        0
PLAINS RES INC                 COM PAR $0.10    726540503     1750   139988 SH       DEFINED 03             139988        0        0
PLANTRONICS INC NEW            COM              727493108      475     5100 SH       DEFINED 03               5100        0        0
PLAYTEX PRODS INC              COM              72813P100      668    51400 SH       DEFINED 03              51400        0        0
PLC SYS INC                    COM              69341D104       36    14800 SH       DEFINED 03              14800        0        0
PLEXUS CORP                    COM              729132100      378     5721 SH       DEFINED 03               5721        0        0
PLUM CREEK TIMBER CO INC       COM              729251108      564    22900 SH       DEFINED 03              22900        0        0
PMC-SIERRA INC                 COM              69344F106      274     1345 SH       DEFINED 03               1345        0        0
PMC-SIERRA INC                 COM              69344F106       51      250 SH       DEFINED 03                  0        0      250
PMI GROUP INC                  COM              69344M101     1613    34000 SH       DEFINED 03              34000        0        0
PNC BK CORP                    COM              693475105     6904   153213 SH       DEFINED 03             153213        0        0
POGO PRODUCING CO              COM              730448107      646    22600 SH       DEFINED 03              22600        0        0
POHANG IRON & STL LTD          SPONSORED ADR    730450103     1488    54100 SH       DEFINED 03              54100        0        0
POLARIS INDS INC               COM              731068102      443    14700 SH       DEFINED 03              14700        0        0
POLAROID CORP                  COM              731095105     1088    45811 SH       DEFINED 03              45811        0        0
POLICY MGMT SYS CORP           COM              731108106      293    24400 SH       DEFINED 03              24400        0        0
POLYCOM INC                    COM              73172K104     1853    23400 SH       DEFINED 03              23400        0        0
POPE & TALBOT INC              COM              732827100      435    23700 SH       DEFINED 03              23700        0        0
PORTAL SOFTWARE INC            COM              736126103      211     3700 SH       DEFINED 03                  0        0     3700
POTASH CORP SASK INC           COM              73755L107      445     8900 SH       DEFINED 03               8900        0        0
POTLATCH CORP                  COM              737628107      987    22964 SH       DEFINED 03              22964        0        0
POTOMAC ELEC PWR CO            COM              737679100      891    39400 SH       DEFINED 03              39400        0        0
POWER INTEGRATIONS INC         COM              739276103     1599    64300 SH       DEFINED 03              64300        0        0
POWER-ONE INC                  COM              739308104      266     4400 SH       DEFINED 03               4400        0        0
POWERTEL INC                   COM              73936C109      539     7800 SH       DEFINED 03               7800        0        0
POWERWAVE TECHNOLOGIES INC     COM              739363109     1848    14900 SH       DEFINED 03              14900        0        0
PPG INDS INC                   COM              693506107     4471    85473 SH       DEFINED 03              85473        0        0
PPL CORP                       COM              69351T106     1342    64081 SH       DEFINED 03              64081        0        0
PRAXAIR INC                    COM              74005P104     2974    71451 SH       DEFINED 03              71451        0        0
PRE PAID LEGAL SVCS INC        COM              740065107      273     9200 SH       DEFINED 03               9200        0        0
PRECISION CASTPARTS CORP       COM              740189105      610    16700 SH       DEFINED 03              16700        0        0
PRECISION DRILLING CORP        COM              74022D100      200     6000 SH       DEFINED 03               6000        0        0
PREMIER PKS INC                COM NEW          740540208      643    30600 SH       DEFINED 03              30600        0        0
PRENTISS PPTYS TR              SH BEN INT       740706106      268    12000 SH       DEFINED 03              12000        0        0
PRESSTEK INC                   COM              741113104      314    13300 SH       DEFINED 03              13300        0        0
PRI AUTOMATION INC             COM              69357H106      920    15100 SH       DEFINED 03              15100        0        0
PRICE COMMUNICATIONS CORP      COM NEW          741437305      315    13700 SH       DEFINED 03              13700        0        0
PRICE T ROWE & ASSOCIATES      COM              741477103     2468    62473 SH       DEFINED 03              62473        0        0
PRIDE INTL INC                 COM              741932107      433    19000 SH       DEFINED 03              19000        0        0
PRIME HOSPITALITY CORP         COM              741917108      112    15500 SH       DEFINED 03              15500        0        0
PRIME RETAIL INC               COM              741570105       30    13700 SH       DEFINED 03              13700        0        0
PRIMUS TELECOMMUNICATIONS G    COM              741929103      455     8800 SH       DEFINED 03               8800        0        0
PROCTER & GAMBLE CO            COM              742718109    39345   699471 SH       DEFINED 03             699471        0        0
PROCTER & GAMBLE CO            COM              742718109      141     2500 SH       DEFINED 03                  0        0     2500
PROFIT RECOVERY GROUP INTL INC COM              743168106      221    12000 SH       DEFINED 03              12000        0        0
PROGRESS SOFTWARE CORP         COM              743312100      230     9800 SH       DEFINED 03               9800        0        0
PROGRESSIVE CORP OHIO          COM              743315103     2670    35101 SH       DEFINED 03              35101        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101      220     3900 SH       DEFINED 03               3900        0        0
PROTECTIVE LIFE CORP           COM              743674103      800    25200 SH       DEFINED 03              25200        0        0
PROTEIN DESIGN LABS INC        COM              74369L103     3626    45900 SH       DEFINED 03              45900        0        0
PROVIDENT FINL GROUP INC       COM              743866105      876    25716 SH       DEFINED 03              25716        0        0
PROVIDIAN FINL CORP            COM              74406A102     6127    70725 SH       DEFINED 03              70725        0        0
PROXICOM INC                   COM              744282104      297     6700 SH       DEFINED 03               6700        0        0
PROXIM INC                     COM              744284100      470     3700 SH       DEFINED 03               3700        0        0
PSINET INC                     COM              74437C101      259     7600 SH       DEFINED 03               7600        0        0
PSS WORLD MED INC              COM              69366A100      320    47191 SH       DEFINED 03              47191        0        0
PTEK HLDGS INC                 COM              69366M104      963   145289 SH       DEFINED 03             145289        0        0
PUBLIC SVC CO N MEX            COM              744499104      710    45100 SH       DEFINED 03              45100        0        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     2978   100530 SH       DEFINED 03             100530        0        0
PUGET SOUND ENERGY INC         COM              745332106      628    28300 SH       DEFINED 03              28300        0        0
PULTE CORP                     COM              745867101      608    29125 SH       DEFINED 03              29125        0        0
QLOGIC CORP                    COM              747277101     4291    31684 SH       DEFINED 03              31684        0        0
QRS CORP                       COM              74726X105      255     3400 SH       DEFINED 03               3400        0        0
QUAKER OATS CO                 COM              747402105     3586    59157 SH       DEFINED 03              59157        0        0
QUALCOMM INC                   COM              747525103    51699   346534 SH       DEFINED 03             346534        0        0
QUALCOMM INC                   COM              747525103       37      250 SH       DEFINED 03                  0        0      250
QUANTA SVCS INC                COM              74762E102      637    10500 SH       DEFINED 03              10500        0        0
QUANTUM CORP                   COM DSSG         747906204      643    53900 SH       DEFINED 03              53900        0        0
QUEST DIAGNOSTICS INC          COM              74834L100      549    13800 SH       DEFINED 03              13800        0        0
QUESTAR CORP                   COM              748356102      510    27500 SH       DEFINED 03              27500        0        0
QUINTILES TRANSNATIONAL CORP   COM              748767100     1798   105362 SH       DEFINED 03             105362        0        0
QUORUM HEALTH GROUP INC        COM              749084109      580    57678 SH       DEFINED 03              57678        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109      606    12500 SH       DEFINED 03                  0        0    12500
R G S ENERGY GROUP INC         COM              74956K104      514    24200 SH       DEFINED 03              24200        0        0
R H DONNELLEY CORP             COM NEW          74955W307      179    10500 SH       DEFINED 03              10500        0        0
RADIAN GROUP INC               COM              750236101      633    13300 SH       DEFINED 03              13300        0        0
RADIANT SYSTEMS INC            COM              75025N102      272     4333 SH       DEFINED 03               4333        0        0
RADIO ONE INC                  CL A             75040P108     4830    77700 SH       DEFINED 03              77700        0        0
RADWARE LTD                    ORD              M81873107      399    10300 SH       DEFINED 03              10300        0        0
RALCORP HLDGS INC NEW          COM              751028101      363    25000 SH       DEFINED 03              25000        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302     3769   137674 SH       DEFINED 03             137674        0        0
RARE MEDIUM GROUP INC          COM              75382N109      546    12400 SH       DEFINED 03              12400        0        0
RARE MEDIUM GROUP INC          COM              75382N109       88     2000 SH       DEFINED 03                  0        0     2000
RATIONAL SOFTWARE CORP         COM NEW          75409P202     2425    31730 SH       DEFINED 03              31730        0        0
RAVISENT TECHNOLOGIES INC      COM              754440105      345    25000 SH       DEFINED 03              25000        0        0
RAYMOND JAMES FINANCIAL INC    COM              754730109     1170    56400 SH       DEFINED 03              56400        0        0
RAYONIER INC                   COM              754907103      873    17900 SH       DEFINED 03              17900        0        0
RAYOVAC CORP                   COM              755081106      202     8700 SH       DEFINED 03               8700        0        0
RAYTHEON CO                    CL A             755111309      752    40000 SH       DEFINED 03              40000        0        0
RAYTHEON CO                    CL B             755111408     5420   305326 SH       DEFINED 03             305326        0        0
RAZORFISH INC                  CL A             755236106      124     4600 SH       DEFINED 03               4600        0        0
RAZORFISH INC                  CL A             755236106       98     3550 SH       DEFINED 03                  0        0     3550
RCN CORP                       COM              749361101      240     4453 SH       DEFINED 03               4453        0        0
READ-RITE CORP                 COM              755246105      111    23700 SH       DEFINED 03              23700        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101     1245    35200 SH       DEFINED 03              35200        0        0
READERS DIGEST ASSN INC        CL A NON VTG     755267101      442    12500 SH       DEFINED 03                  0        0    12500
REALNETWORKS INC               COM              75605L104      266     4660 SH       DEFINED 03               4660        0        0
RECKSON ASSOCS RLTY CORP       COM              75621K106      234    12500 SH       DEFINED 03              12500        0        0
REEBOK INTL LTD                COM              758110100      786    85008 SH       DEFINED 03              85008        0        0
REGENCY RLTY CORP              COM              758939102      219    11100 SH       DEFINED 03              11100        0        0
REGIONS FINL CORP              COM              758940100     2449   107356 SH       DEFINED 03             107356        0        0
REINSURANCE GROUP AMER INC     COM              759351109      595    25000 SH       DEFINED 03              25000        0        0
RELIANCE GROUP HOLDINGS INC    COM              759464100     1291   368900 SH       DEFINED 03             368900        0        0
RELIANT ENERGY INC             COM              75952J108     3201   136562 SH       DEFINED 03             136562        0        0
RELIASTAR FINL CORP            COM              75952U103     1745    51500 SH       DEFINED 03              51500        0        0
REMEC INC                      COM              759543101      359     7100 SH       DEFINED 03               7100        0        0
REMEDY CORP                    COM              759548100      636    15200 SH       DEFINED 03              15200        0        0
RENAISSANCE RE HLDGS LTD       COM              G7496G103     1402    34300 SH       DEFINED 03              34300        0        0
RENAISSANCE WORLDWIDE INC      COM              75968A109       61    11700 SH       DEFINED 03              11700        0        0
RENAL CARE GROUP INC           COM              759930100      309    14245 SH       DEFINED 03              14245        0        0
REPSOL S A                     SPONSORED ADR    76026T205      245    11500 SH       DEFINED 03              11500        0        0
REPUBLIC BANCORP INC           COM              760282103      135    14500 SH       DEFINED 03              14500        0        0
REPUBLIC SECURITY FINL CORP    COM              760758102      101    15400 SH       DEFINED 03              15400        0        0
RESMED INC                     COM              761152107      335     4700 SH       DEFINED 03               4700        0        0
RESPIRONICS INC                COM              761230101      375    26100 SH       DEFINED 03              26100        0        0
REUTERS GROUP PLC              SPONSORED ADR    76132M102      742     6201 SH       DEFINED 03               6201        0        0
REVLON INC                     CL A             761525500      416    47200 SH       DEFINED 03              47200        0        0
REVLON INC                     CL A             761525500      176    20000 SH       DEFINED 03                  0        0    20000
REXALL SUNDOWN INC             COM              761648104      367    26200 SH       DEFINED 03              26200        0        0
REYNOLDS & REYNOLDS CO         CL A             761695105      799    29600 SH       DEFINED 03              29600        0        0
REYNOLDS METALS CO             COM              761763101     1873    28013 SH       DEFINED 03              28013        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105      626    36800 SH       DEFINED 03              36800        0        0
RF MICRODEVICES INC            COM              749941100      161     1200 SH       DEFINED 03               1200        0        0
RF MICRODEVICES INC            COM              749941100      645     4800 SH       DEFINED 03                  0        0     4800
RICHMOND CNTY FINL CORP        COM              764556106      443    27600 SH       DEFINED 03              27600        0        0
RITE AID CORP                  COM              767754104      888   161517 SH       DEFINED 03             161517        0        0
RIVERDEEP GROUP PLC            ADR              76870Q109     2078    51944 SH       DEFINED 03              51944        0        0
RIVERDEEP GROUP PLC            ADR              76870Q109      319     7925 SH       DEFINED 03                  0        0     7925
ROBERT HALF INTL INC           COM              770323103     1769    37300 SH       DEFINED 03              37300        0        0
ROCKWELL INTL CORP NEW         COM              773903109     4483   107212 SH       DEFINED 03             107212        0        0
ROGERS COMMUNICATIONS INC      CL B             775109200      346    11600 SH       DEFINED 03              11600        0        0
ROHM & HAAS CO                 COM              775371107     4459    99914 SH       DEFINED 03              99914        0        0
ROLLINS INC                    COM              775711104      238    16000 SH       DEFINED 03              16000        0        0
ROLLINS TRUCK LEASING CORP     COM              775741101      120    14200 SH       DEFINED 03              14200        0        0
ROMAC INTL INC                 COM              775835101      516    56500 SH       DEFINED 03              56500        0        0
ROPER INDS INC NEW             COM              776696106      458    13500 SH       DEFINED 03              13500        0        0
ROSS STORES INC                COM              778296103      879    36526 SH       DEFINED 03              36526        0        0
ROWAN COS INC                  COM              779382100     1174    39896 SH       DEFINED 03              39896        0        0
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103      767    27400 SH       DEFINED 03              27400        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    55525   964617 SH       DEFINED 03             964617        0        0
ROYAL PTT NEDERLAND N V        SPONSORED ADR    780641205      679     5900 SH       DEFINED 03               5900        0        0
RPM INC OHIO                   COM              749685103      426    38700 SH       DEFINED 03              38700        0        0
RSA SEC INC                    COM              749719100     1082    20900 SH       DEFINED 03              20900        0        0
RUBY TUESDAY INC               COM              781182100      634    36200 SH       DEFINED 03              36200        0        0
RUDDICK CORP                   COM              781258108      495    45300 SH       DEFINED 03              45300        0        0
RUSSELL CORP                   COM              782352108      347    24245 SH       DEFINED 03              24245        0        0
RYANS FAMILY STEAK HOUSE INC   COM              783519101      323    33600 SH       DEFINED 03              33600        0        0
RYDER SYS INC                  COM              783549108     1420    62597 SH       DEFINED 03              62597        0        0
RYDER SYS INC                  COM              783549108      737    32500 SH       DEFINED 03                  0        0    32500
RYERSON TULL INC NEW           COM              78375P107      202    13000 SH       DEFINED 03              13000        0        0
SABRE HLDGS CORP               CL A             785905100     2994    81056 SH       DEFINED 03              81056        0        0
SAFECO CORP                    COM              786429100     1737    65386 SH       DEFINED 03              65386        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0      744   250000 SH       DEFINED 03                  0        0   250000
SAFEGUARD SCIENTIFICS INC      COM              786449108       84     1200 SH       DEFINED 03               1200        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108       42      600 SH       DEFINED 03                  0        0      600
SAFEWAY INC                    COM NEW          786514208    10192   225244 SH       DEFINED 03             225244        0        0
SAGA SYS INC                   COM              786610105      336     9401 SH       DEFINED 03               9401        0        0
SAKS INC                       COM              79377W108      902    62200 SH       DEFINED 03              62200        0        0
SANDISK CORP                   COM              80004C101     2315    18900 SH       DEFINED 03              18900        0        0
SANMINA CORP                   SUB NTCV 4.25%04 800907AB3     1493   900000 SH       DEFINED 03                  0        0   900000
SANMINA CORP                   COM              800907107     3691    54630 SH       DEFINED 03              54630        0        0
SANTA FE INTL CORP             ORD              G7805C108      363     9800 SH       DEFINED 03               9800        0        0
SANTA FE SNYDER CORP           COM              80218K105     1183   122900 SH       DEFINED 03             122900        0        0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204   101809  1703908 SH       DEFINED 03            1703908        0        0
SAPIENT CORP                   COM              803062108      302     3600 SH       DEFINED 03               3600        0        0
SARA LEE CORP                  COM              803111103     6797   377629 SH       DEFINED 03             377629        0        0
SATYAM INFOWAY LTD             SPONSORED ADR    804099109     1400    26144 SH       DEFINED 03              26144        0        0
SATYAM INFOWAY LTD             SPONSORED ADR    804099109       54     1000 SH       DEFINED 03                  0        0     1000
SAUER INC                      COM              804137107       50     5200 SH       DEFINED 03               5200        0        0
SAWTEK INC                     COM              805468105     1206    23200 SH       DEFINED 03              23200        0        0
SBC COMMUNICATIONS INC         COM              78387G103    64575  1537501 SH       DEFINED 03            1537501        0        0
SBC COMMUNICATIONS INC         COM              78387G103      105     2500 SH       DEFINED 03                  0        0     2500
SCANA CORP NEW                 COM              80589M102     1037    42200 SH       DEFINED 03              42200        0        0
SCHEIN HENRY INC               COM              806407102      474    29600 SH       DEFINED 03              29600        0        0
SCHERING PLOUGH CORP           COM              806605101    22269   605967 SH       DEFINED 03             605967        0        0
SCHLUMBERGER LTD               COM              806857108    19498   254871 SH       DEFINED 03             254871        0        0
SCHOLASTIC CORP                COM              807066105      556    10309 SH       DEFINED 03              10309        0        0
SCHULMAN A INC                 COM              808194104      283    21670 SH       DEFINED 03              21670        0        0
SCHWAB CHARLES CORP NEW        COM              808513105    19449   342336 SH       DEFINED 03             342336        0        0
SCI SYS INC                    COM              783890106     3729    69300 SH       DEFINED 03              69300        0        0
SCIENTIFIC ATLANTA INC         COM              808655104     4717    74355 SH       DEFINED 03              74355        0        0
SCM MICROSYSTEMS INC           COM              784018103      388     4000 SH       DEFINED 03               4000        0        0
SCOTTS CO                      CL A             810186106      239     5700 SH       DEFINED 03               5700        0        0
SEACOR SMIT INC                SUBNTCV 5.375%06 811904AE1     1023  1000000 SH       DEFINED 03                  0        0  1000000
SEACOR SMIT INC                COM              811904101      278     4600 SH       DEFINED 03               4600        0        0
SEAGATE TECHNOLOGY             COM              811804103     6232   103438 SH       DEFINED 03             103438        0        0
SEAGRAM LTD                    COM              811850106    12046   202447 SH       DEFINED 03             202447        0        0
SEAGRAM LTD                    COM              811850106     1190    20000 SH       DEFINED 03                  0        0    20000
SEALED AIR CORP NEW            COM              81211K100     1879    34589 SH       DEFINED 03              34589        0        0
SEALED AIR CORP NEW            PFD CV A $2      81211K209    21477   415815 SH       DEFINED 03             415815        0        0
SEARS ROEBUCK & CO             COM              812387108     5802   187905 SH       DEFINED 03             187905        0        0
SECURE COMPUTING CORP          COM              813705100      645    38100 SH       DEFINED 03              38100        0        0
SECURITY CAP GROUP INC         CL B             81413P204      189    13100 SH       DEFINED 03              13100        0        0
SEGUE SOFTWARE INC             COM              815807102      159    12644 SH       DEFINED 03              12644        0        0
SEITEL INC                     COM NEW          816074306      279    35100 SH       DEFINED 03              35100        0        0
SELECTICA INC                  COM              816288104     2460    27900 SH       DEFINED 03              27900        0        0
SELFCARE INC                   COM              81631R107      120    80231 SH       DEFINED 03              80231        0        0
SEMPRA ENERGY                  COM              816851109     2604   155435 SH       DEFINED 03             155435        0        0
SEMTECH CORP                   SB NT CV 144A 07 816850AB7      471   500000 SH       DEFINED 03                  0        0   500000
SEMTECH CORP                   COM              816850101      639    10000 SH       DEFINED 03              10000        0        0
SENSORMATIC ELECTRS CORP       COM              817265101     2645   117900 SH       DEFINED 03             117900        0        0
SEPRACOR INC (P)               COM              817315104      728    10000 SH  PUT  DEFINED 03              10000        0        0
SEPRACOR INC                   COM              817315104     3367    46239 SH       DEFINED 03              46239        0        0
SEQUA CORPORATION              CL A             817320104      346     8741 SH       DEFINED 03               8741        0        0
SERVICE CORP INTL              COM              817565104      135    44980 SH       DEFINED 03              44980        0        0
SERVICEMASTER CO               COM              81760N109      151    13400 SH       DEFINED 03              13400        0        0
SHARED MED SYS CORP            COM              819486101     1874    36127 SH       DEFINED 03              36127        0        0
SHAW INDS INC                  COM              820286102      775    51000 SH       DEFINED 03              51000        0        0
SHERWIN WILLIAMS CO            COM              824348106     1837    83719 SH       DEFINED 03              83719        0        0
SHOPKO STORES INC              COM              824911101      832    46900 SH       DEFINED 03              46900        0        0
SHOPNOW COM INC                COM              82508R105      528    36100 SH       DEFINED 03              36100        0        0
SHURGARD STORAGE CTRS INC      COM              82567D104      235     9000 SH       DEFINED 03               9000        0        0
SICOR INC                      COM              825846108      288    27900 SH       DEFINED 03              27900        0        0
SIEBEL SYS INC                 COM              826170102     8834    74000 SH       DEFINED 03              74000        0        0
SIERRA PAC RES NEW             COM              826428104     1100    88000 SH       DEFINED 03              88000        0        0
SIGCORP INC                    COM              826912107      408    16307 SH       DEFINED 03              16307        0        0
SIGMA ALDRICH CORP             COM              826552101     1318    49055 SH       DEFINED 03              49055        0        0
SILICON GRAPHICS INC           COM              827056102     1558   147500 SH       DEFINED 03             147500        0        0
SILICON IMAGE INC              COM              82705T102     2471    34500 SH       DEFINED 03                  0        0    34500
SILICON VY BANCSHARES          COM              827064106      863    12200 SH       DEFINED 03              12200        0        0
SILICON VY GROUP INC           COM              827066101      550    20201 SH       DEFINED 03              20201        0        0
SINCLAIR BROADCAST GROUP INC   PFD CV EXCH D    829226505     2877    99211 SH       DEFINED 03              99211        0        0
SIPEX CORP                     COM              829909100      208     5900 SH       DEFINED 03               5900        0        0
SIRIUS SATELLITE RADIO INC     COM              82966U103      894    15700 SH       DEFINED 03              15700        0        0
SITEL CORP                     COM              82980K107      388    56500 SH       DEFINED 03              56500        0        0
SKY FINL GROUP INC             COM              83080P103      389    24100 SH       DEFINED 03              24100        0        0
SKYWEST INC                    COM              830879102      974    24900 SH       DEFINED 03              24900        0        0
SLI INC                        COM              78442T108      213    12500 SH       DEFINED 03              12500        0        0
SLM HLDG CORP                  COM              78442A109     2152    64592 SH       DEFINED 03              64592        0        0
SMITH CHARLES E RESDNTL RLTY   COM              832197107      225     6237 SH       DEFINED 03               6237        0        0
SMITH INTL INC                 COM              832110100     1356    17500 SH       DEFINED 03              17500        0        0
SMITHFIELD FOODS INC           COM              832248108      286    14300 SH       DEFINED 03              14300        0        0
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      423     6400 SH       DEFINED 03               6400        0        0
SMUCKER J M CO                 CL A             832696108      383    20849 SH       DEFINED 03              20849        0        0
SNAP ON INC                    COM              833034101      688    26266 SH       DEFINED 03              26266        0        0
SNYDER COMMUNICATIONS INC      COM SNC          832914105      504    22400 SH       DEFINED 03              22400        0        0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105      608    22300 SH       DEFINED 03              22300        0        0
SOFTWARE COM INC               COM              83402P104        8       60 SH       DEFINED 03                 60        0        0
SOFTWARE COM INC               COM              83402P104      644     5000 SH       DEFINED 03                  0        0     5000
SOLA INTL INC                  COM              834092108       90    14700 SH       DEFINED 03              14700        0        0
SOLECTRON CORP                 COM              834182107    10853   270908 SH       DEFINED 03             270908        0        0
SOLUTIA INC                    COM              834376105     1226    91700 SH       DEFINED 03              91700        0        0
SONOCO PRODS CO                COM              835495102     1238    52700 SH       DEFINED 03              52700        0        0
SOTHEBYS HLDGS INC             CL A             835898107      603    32700 SH       DEFINED 03              32700        0        0
SOURCE MEDIA INC               COM NEW          836153304      311    22600 SH       DEFINED 03              22600        0        0
SOUTHDOWN INC                  COM              841297104     1396    23660 SH       DEFINED 03              23660        0        0
SOUTHERN CO                    COM              842587107     7664   352376 SH       DEFINED 03             352376        0        0
SOUTHERN UN CO NEW             COM              844030106      202    11200 SH       DEFINED 03              11200        0        0
SOUTHTRUST CORP                COM              844730101     2076    81815 SH       DEFINED 03              81815        0        0
SOUTHWEST AIRLS CO             COM              844741108     4964   238538 SH       DEFINED 03             238538        0        0
SOVEREIGN BANCORP INC          COM              845905108     1013   134559 SH       DEFINED 03             134559        0        0
SPACEHAB INC                   COM              846243103      136    28629 SH       DEFINED 03              28629        0        0
SPDR TR                        UNIT SER 1       78462F103    71035   471800 SH       DEFINED 03                  0        0        0
SPECTRASITE HLDGS INC          COM              84760T100      706    25000 SH       DEFINED 03              25000        0        0
SPEEDFAM-IPEC INC              COM              847705100      987    49819 SH       DEFINED 03              49819        0        0
SPORTSLINE COM INC             COM              848934105      477    16200 SH       DEFINED 03              16200        0        0
SPRINGS INDS INC               CL A             851783100      830    21853 SH       DEFINED 03              21853        0        0
SPRINT CORP                    COM FON GROUP    852061100    24649   391251 SH       DEFINED 03             391251        0        0
SPRINT CORP                    COM FON GROUP    852061100       28      450 SH       DEFINED 03                  0        0      450
SPRINT CORP                    PCS COM SER 1    852061506    23946   366646 SH       DEFINED 03             366646        0        0
SPX CORP                       COM              784635104     1881    16507 SH       DEFINED 03              16507        0        0
SPYGLASS INC                   COM              852192103      395     5100 SH       DEFINED 03               5100        0        0
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      402     8350 SH       DEFINED 03               8350        0        0
ST JUDE MED INC                COM              790849103     1461    56602 SH       DEFINED 03              56602        0        0
ST PAUL COS INC                COM              792860108     3491   102289 SH       DEFINED 03             102289        0        0
STAFFMARK INC                  COM              852389105      395    50200 SH       DEFINED 03              50200        0        0
STAGE STORES INC               COM              85254C107     1670  2056900 SH       DEFINED 03            2056900        0        0
STANDARD REGISTER CO           COM              853887107      179    13879 SH       DEFINED 03              13879        0        0
STANLEY WKS                    COM              854616109     1164    44150 SH       DEFINED 03              44150        0        0
STAPLES INC                    COM              855030102     6043   302152 SH       DEFINED 03             302152        0        0
STAR TELECOMMUNICATIONS I      COM              854923109      270    45500 SH       DEFINED 03              45500        0        0
STARBUCKS CORP                 COM              855244109     3212    71770 SH       DEFINED 03              71770        0        0
STATE STR CORP                 COM              857477103     7043    72700 SH       DEFINED 03              72700        0        0
STATEN IS BANCORP INC          COM              857550107      988    57700 SH       DEFINED 03              57700        0        0
STATION CASINOS INC            COM              857689103      818    37500 SH       DEFINED 03              37500        0        0
STEEL DYNAMICS INC             COM              858119100      146    12800 SH       DEFINED 03              12800        0        0
STERIS CORP                    COM              859152100      445    43400 SH       DEFINED 03              43400        0        0
STERLING SOFTWARE INC          COM              859547101     7183   235500 SH       DEFINED 03             235500        0        0
STEWART & STEVENSON SVCS INC   COM              860342104      215    19088 SH       DEFINED 03              19088        0        0
STEWART ENTERPRISES INC        CL A             860370105      183    37639 SH       DEFINED 03              37639        0        0
STILLWATER MNG CO              COM              86074Q102      556    13900 SH       DEFINED 03              13900        0        0
STMICROELECTRONICS N V         COM              861012102     7123    38054 SH       DEFINED 03              38054        0        0
STOLT COMEX SEAWAY SA          COM              L8873E103      680    48550 SH       DEFINED 03              48550        0        0
STONE ENERGY CORP              COM              861642106      433     8800 SH       DEFINED 03               8800        0        0
STORAGE TECHNOLOGY CORP        COM PAR $0.10    862111200      661    41500 SH       DEFINED 03              41500        0        0
STORAGE USA INC                COM              861907103      273     8900 SH       DEFINED 03               8900        0        0
STRIDE RITE CORP               COM              863314100      117    14500 SH       DEFINED 03              14500        0        0
STRUCTURAL DYNAMICS RESH CORP  COM              863555108      317    23574 SH       DEFINED 03              23574        0        0
STRYKER CORP                   COM              863667101     2281    32700 SH       DEFINED 03              32700        0        0
STUDENT LN CORP                COM              863902102      255     6217 SH       DEFINED 03               6217        0        0
SUIZA FOODS CORP               COM              865077101     1827    45400 SH       DEFINED 03              45400        0        0
SUMMIT BANCORP                 COM              866005101     3024   115181 SH       DEFINED 03             115181        0        0
SUMMIT TECHNOLOGY INC          COM              86627E101      135    14700 SH       DEFINED 03              14700        0        0
SUN INC                        SB DB CV 6.75%12 866762AG2      302   315000 SH       DEFINED 03                  0        0   315000
SUN MICROSYSTEMS INC           COM              866810104    67469   720145 SH       DEFINED 03             720145        0        0
SUN MICROSYSTEMS INC           COM              866810104      796     8500 SH       DEFINED 03                  0        0     8500
SUNBEAM CORP                   COM              867071102      163    39000 SH       DEFINED 03              39000        0        0
SUNDAY COMMUNICATION LTD       SPONSORED ADR    867270100      935    91750 SH       DEFINED 03              91750        0        0
SUNGARD DATA SYS INC           COM              867363103     1623    43000 SH       DEFINED 03              43000        0        0
SUNGLASS HUT INTL INC          COM              86736F106      319    40768 SH       DEFINED 03              40768        0        0
SUNOCO INC                     COM              86764P109     1481    54112 SH       DEFINED 03              54112        0        0
SUNRISE ASSISTED LIVING INC    COM              86768K106      289    21783 SH       DEFINED 03              21783        0        0
SUNRISE TECHNOLOGIES INTL INC  COM              86769L103      102    14500 SH       DEFINED 03              14500        0        0
SUNTERRA CORP                  COM              86787D109       22    11100 SH       DEFINED 03              11100        0        0
SUNTRUST BKS INC (C)           COM              867914103     1444    25000 SH  CALL DEFINED 03                  0        0        0
SUNTRUST BKS INC (P)           COM              867914103     1444    25000 SH  PUT  DEFINED 03              25000        0        0
SUNTRUST BKS INC               COM              867914103     9634   166829 SH       DEFINED 03             166829        0        0
SUPERGEN INC                   COM              868059106      287     6000 SH       DEFINED 03               6000        0        0
SUPERIOR INDS INTL INC         COM              868168105      485    15300 SH       DEFINED 03              15300        0        0
SUPERIOR TELECOM INC           COM              868365107      508    39494 SH       DEFINED 03              39494        0        0
SUPERVALU INC                  COM              868536103     1544    81511 SH       DEFINED 03              81511        0        0
SUSQUEHANNA BANCSHARES INC PA  COM              869099101      151    11200 SH       DEFINED 03              11200        0        0
SWIFT TRANSN CO                COM              870756103      722    35308 SH       DEFINED 03              35308        0        0
SWISSCOM AG                    SPONSORED ADR    871013108      426    11150 SH       DEFINED 03                  0        0    11150
SYBASE INC                     COM              871130100     1330    65655 SH       DEFINED 03              65655        0        0
SYBRON INTL CORP               COM              87114F106     1148    39600 SH       DEFINED 03              39600        0        0
SYCAMORE NETWORKS INC          COM              871206108   153756  1060516 SH       DEFINED 03            1060516        0        0
SYKES ENTERPRISES INC          COM              871237103      431    22700 SH       DEFINED 03              22700        0        0
SYLVAN LEARNING SYS INC        COM              871399101      291    18300 SH       DEFINED 03              18300        0        0
SYMANTEC CORP                  COM              871503108     1695    22577 SH       DEFINED 03              22577        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107     4301    52250 SH       DEFINED 03              52250        0        0
SYNOPSYS INC                   COM              871607107     1199    24617 SH       DEFINED 03              24617        0        0
SYNOVUS FINL CORP              COM              87161C105     2520   133533 SH       DEFINED 03             133533        0        0
SYSCO CORP                     COM              871829107     5278   147887 SH       DEFINED 03             147887        0        0
SYSTEMAX INC                   COM              871851101      115    12600 SH       DEFINED 03              12600        0        0
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      296    12700 SH       DEFINED 03              12700        0        0
S1 CORPORATION                 COM              78463B101     1003    11700 SH       DEFINED 03              11700        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5     9696  8359000 SH       DEFINED 03                  0        0  8359000
S3 INC                         COM              784849101      532    25400 SH       DEFINED 03              25400        0        0
TALBOTS INC                    COM              874161102      212     3600 SH       DEFINED 03               3600        0        0
TALK COM INC                   COM              874264104      226    14100 SH       DEFINED 03              14100        0        0
TANDY CORP                     COM              875382103     4137    81508 SH       DEFINED 03              81508        0        0
TANNING TECHNOLOGY CORP        COM              87588P101       10      223 SH       DEFINED 03                223        0        0
TANNING TECHNOLOGY CORP        COM              87588P101      560    13000 SH       DEFINED 03                  0        0    13000
TARGET CORP                    COM              87612E106    14657   196079 SH       DEFINED 03             196079        0        0
TAUBMAN CTRS INC               COM              876664103      119    10700 SH       DEFINED 03              10700        0        0
TCF FINL CORP                  COM              872275102      664    27900 SH       DEFINED 03              27900        0        0
TCW/DW TERM TR 2000            SH BEN INT       87234V106    44762  4567500 SH       DEFINED 03            4567500        0        0
TECH DATA CORP                 COM              878237106      653    19900 SH       DEFINED 03              19900        0        0
TECHNE CORP                    COM              878377100      449     6500 SH       DEFINED 03               6500        0        0
TECHNITROL INC                 COM              878555101      431     7400 SH       DEFINED 03               7400        0        0
TECHNOLOGY SOLUTIONS CO        COM              87872T108      247    27968 SH       DEFINED 03              27968        0        0
TECO ENERGY INC                COM              872375100     1001    51500 SH       DEFINED 03              51500        0        0
TECUMSEH PRODS CO              CL A             878895200      350     7958 SH       DEFINED 03               7958        0        0
TEKELEC                        COM              879101103      334     9000 SH       DEFINED 03               9000        0        0
TEKTRONIX INC                  COM              879131100     3179    56776 SH       DEFINED 03              56776        0        0
TELAXIS COMMUNICATIONS CORP    COM              879202109     1863    31000 SH       DEFINED 03                  0        0    31000
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      483    13900 SH       DEFINED 03              13900        0        0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308     2762    18450 SH       DEFINED 03              18450        0        0
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102     1243    41882 SH       DEFINED 03              41882        0        0
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102       15      500 SH       DEFINED 03                  0        0      500
TELEFLEX INC                   COM              879369106      721    20300 SH       DEFINED 03              20300        0        0
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206     1197    30500 SH       DEFINED 03              30500        0        0
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105      413    24300 SH       DEFINED 03              24300        0        0
TELEFONICA S A                 SPONSORED ADR    879382208      982    13155 SH       DEFINED 03              13155        0        0
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5     4568  3000000 SH       DEFINED 03                  0        0  3000000
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      194     2900 SH       DEFINED 03               2900        0        0
TELEPHONE & DATA SYS INC       COM              879433100     3186    28700 SH       DEFINED 03              28700        0        0
TELETECH HOLDINGS INC          COM              879939106      476    13900 SH       DEFINED 03              13900        0        0
TELIGENT INC                   CL A             87959Y103        5       78 SH       DEFINED 03                 78        0        0
TELIGENT INC                   CL A             87959Y103      334     5000 SH       DEFINED 03                  0        0     5000
TELLABS INC                    COM              879664100    11321   179869 SH       DEFINED 03             179869        0        0
TEMPLE INLAND INC              COM              879868107     1951    39167 SH       DEFINED 03              39167        0        0
TENET HEALTHCARE CORP          COM              88033G100     3343   145365 SH       DEFINED 03             145365        0        0
TERADYNE INC                   COM              880770102     6431    78186 SH       DEFINED 03              78186        0        0
TERAYON COMMUNICATION SYS      COM              880775101     1520     7416 SH       DEFINED 03               7416        0        0
TERRA INDS INC                 COM              880915103       24    10200 SH       DEFINED 03              10200        0        0
TERRA NETWORKS S A             SPONSORED ADR    88100W103      558     7114 SH       DEFINED 03               7114        0        0
TESORO PETE CORP               COM              881609101      115    10000 SH       DEFINED 03              10000        0        0
TETRA TECH INC NEW             COM              88162G103      211     8938 SH       DEFINED 03               8938        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209      302     8100 SH       DEFINED 03               8100        0        0
TEXACO INC (P)                 COM              881694103    10725   200000 SH  PUT  DEFINED 03             200000        0        0
TEXACO INC (P)                 COM              881694103     5363   100000 SH  PUT  DEFINED 03             100000        0        0
TEXACO INC (P)                 COM              881694103      536    10000 SH  PUT  DEFINED 03              10000        0        0
TEXACO INC (P)                 COM              881694103    11798   220000 SH  PUT  DEFINED 03             220000        0        0
TEXACO INC (P)                 COM              881694103     5363   100000 SH  PUT  DEFINED 03             100000        0        0
TEXACO INC                     COM              881694103    29611   552185 SH       DEFINED 03             552185        0        0
TEXAS INDS INC                 COM              882491103      286     9200 SH       DEFINED 03               9200        0        0
TEXAS INSTRS INC               COM              882508104    54985   343659 SH       DEFINED 03             343659        0        0
TEXAS INSTRS INC               COM              882508104       72      450 SH       DEFINED 03                  0        0      450
TEXAS UTILS CO                 COM              882848104     3962   133471 SH       DEFINED 03             133471        0        0
TEXTRON INC                    COM              883203101     4472    73462 SH       DEFINED 03              73462        0        0
THERAGENICS CORP               COM              883375107      282    21100 SH       DEFINED 03              21100        0        0
THERMO ELECTRON CORP           SUBDB CV 144A 03 883556AF9      362   390000 SH       DEFINED 03                  0        0   390000
THERMO ELECTRON CORP           COM              883556102     3544   173926 SH       DEFINED 03             173926        0        0
THERMO FIBERGEN INC            COM              88355U109     7858   658200 SH       DEFINED 03             658200        0        0
THERMO FIBERGEN INC            RT               88355U117      822   939800 SH       DEFINED 03             939800        0        0
THOMAS & BETTS CORP            COM              884315102      775    27440 SH       DEFINED 03              27440        0        0
TIDEWATER INC                  COM              886423102     1155    36300 SH       DEFINED 03              36300        0        0
TIDEWATER INC                  COM              886423102       32     1000 SH       DEFINED 03                  0        0     1000
TIFFANY & CO NEW               COM              886547108     2199    26300 SH       DEFINED 03              26300        0        0
TIMBERLAND CO                  CL A             887100105      689    13500 SH       DEFINED 03              13500        0        0
TIME WARNER INC                COM              887315109    73071   730713 SH       DEFINED 03             730713        0        0
TIME WARNER TELECOM INC        CL A             887319101      714     9000 SH       DEFINED 03               9000        0        0
TIMES MIRROR CO NEW            COM SER A        887364107     2452    26384 SH       DEFINED 03              26384        0        0
TIMKEN CO                      COM              887389104      899    55341 SH       DEFINED 03              55341        0        0
TITAN CORP                     COM              888266103      796    15600 SH       DEFINED 03              15600        0        0
TIVO INC                       COM              888706108      493    14178 SH       DEFINED 03              14178        0        0
TJX COS INC NEW                COM              872540109     3470   156408 SH       DEFINED 03             156408        0        0
TOOTSIE ROLL INDS INC          COM              890516107      419    13292 SH       DEFINED 03              13292        0        0
TOPPS INC                      COM              890786106      115    13800 SH       DEFINED 03              13800        0        0
TORCHMARK CORP                 COM              891027104     1532    66236 SH       DEFINED 03              66236        0        0
TORO CO                        COM              891092108      689    23000 SH       DEFINED 03              23000        0        0
TOSCO CORP                     COM NEW          891490302     2126    69839 SH       DEFINED 03              69839        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107      158    50700 SH       DEFINED 03              50700        0        0
TOWER AUTOMOTIVE INC           COM              891707101      205    12500 SH       DEFINED 03              12500        0        0
TOYS R US INC                  COM              892335100     1587   107142 SH       DEFINED 03             107142        0        0
TRANS WORLD AIRLS INC          COM PAR$.01NEW   893349837       43    18500 SH       DEFINED 03              18500        0        0
TRANS WORLD ENTMT CORP         COM              89336Q100      482    48800 SH       DEFINED 03              48800        0        0
TRANSACTION SYS ARCHITECTS     CL A             893416107     1063    36830 SH       DEFINED 03              36830        0        0
TRANSACTION SYS ARCHITECTS     CL A             893416107      193     6700 SH       DEFINED 03                  0        0     6700
TRANSKARYOTIC THERAPIES INC    COM              893735100      337     6100 SH       DEFINED 03               6100        0        0
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     4859    94698 SH       DEFINED 03              94698        0        0
TRANSWITCH CORP                COM              894065101     3391    35300 SH       DEFINED 03              35300        0        0
TRAVELERS PPTY CAS CORP        CL A             893939108      837    20300 SH       DEFINED 03              20300        0        0
TRIAD HOSPITALS INC            COM              89579K109      750    45600 SH       DEFINED 03              45600        0        0
TRIANGLE PHARMACEUTICALS INC   COM              89589H104      160    10200 SH       DEFINED 03              10200        0        0
TRIARC COS INC                 CL A             895927101      446    22300 SH       DEFINED 03              22300        0        0
TRIBUNE CO NEW                 COM              896047107     4875   133333 SH       DEFINED 03             133333        0        0
TRICON GLOBAL RESTAURANTS      COM              895953107     3009    96863 SH       DEFINED 03              96863        0        0
TRIGON HEALTHCARE INC          COM              89618L100      472    13200 SH       DEFINED 03              13200        0        0
TRINITY INDS INC               COM              896522109      801    33800 SH       DEFINED 03              33800        0        0
TRIQUINT SEMICONDUCTOR INC     COM              89674K103     2370    32278 SH       DEFINED 03              32278        0        0
TRITON ENERGY LTD              ORD              G90751101      684    19500 SH       DEFINED 03              19500        0        0
TRIZEC HAHN CORP               SUB VTG          896938107      269    17900 SH       DEFINED 03              17900        0        0
TRUE NORTH COMMUNICATIONS INC  COM              897844106      892    22700 SH       DEFINED 03              22700        0        0
TRUSTCO BK CORP N Y            COM              898349105      193    16600 SH       DEFINED 03              16600        0        0
TRW INC                        COM              872649108     4304    73572 SH       DEFINED 03              73572        0        0
TSI INTERNATIONAL SOFTWARE LTD COM              872879101      390     4700 SH       DEFINED 03               4700        0        0
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506      260    15900 SH       DEFINED 03              15900        0        0
TUBOSCOPE INC                  COM              898600101     1059    62300 SH       DEFINED 03              62300        0        0
TUPPERWARE CORP                COM              899896104     1007    63666 SH       DEFINED 03              63666        0        0
TUT SYSTEMS                    COM              901103101      214     3600 SH       DEFINED 03               3600        0        0
TV GUIDE INC                   CL A             87307Q109      721    15000 SH       DEFINED 03              15000        0        0
TYCO INTL LTD NEW              COM              902124106    35984   721483 SH       DEFINED 03             721483        0        0
TYLER TECHNOLOGIES INC         COM              902252105       78    13200 SH       DEFINED 03              13200        0        0
TYSON FOODS INC                CL A             902494103     1006    90400 SH       DEFINED 03              90400        0        0
U S FOODSERVICE                COM              90331R101     1143    44400 SH       DEFINED 03              44400        0        0
U S G CORP (P)                 COM              903293405      839    20000 SH  PUT  DEFINED 03              20000        0        0
U S G CORP                     COM NEW          903293405      700    16700 SH       DEFINED 03              16700        0        0
U S HOME CORP NEW              COM              911920106      627    16500 SH       DEFINED 03              16500        0        0
U S OFFICE PRODS CO            COM NEW          912325305       29    11400 SH       DEFINED 03              11400        0        0
U S TR CORP NEW                COM              91288L105      302     1600 SH       DEFINED 03               1600        0        0
U S WEST INC NEW (C)           COM              91273H101     1816    25000 SH  CALL DEFINED 03                  0        0        0
U S WEST INC NEW               COM              91273H101    15071   207522 SH       DEFINED 03             207522        0        0
U S WEST INC NEW               COM              91273H101       33      450 SH       DEFINED 03                  0        0      450
UCAR INTL INC                  COM              90262K109     1969   149300 SH       DEFINED 03             149300        0        0
UGI CORP NEW                   COM              902681105      216    10000 SH       DEFINED 03              10000        0        0
UICI                           COM              902737105      489    73800 SH       DEFINED 03              73800        0        0
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     1495    58900 SH       DEFINED 03              58900        0        0
UNICAPITAL CORP NEW            COM              90459D108       40    16900 SH       DEFINED 03              16900        0        0
UNICOM CORP                    COM              904911104     3594    98453 SH       DEFINED 03              98453        0        0
UNIFI INC                      COM              904677101      450    50400 SH       DEFINED 03              50400        0        0
UNILEVER N V                   N Y SHS NEW      904784709    11790   244981 SH       DEFINED 03             244981        0        0
UNION CARBIDE CORP             COM              905581104     3406    58406 SH       DEFINED 03              58406        0        0
UNION PAC CORP                 COM              907818108     4605   117696 SH       DEFINED 03             117696        0        0
UNION PAC RES GROUP INC        COM              907834105     2397   165304 SH       DEFINED 03             165304        0        0
UNION PLANTERS CORP            COM              908068109     2296    74508 SH       DEFINED 03              74508        0        0
UNISOURCE ENERGY CORP          COM              909205106      369    25100 SH       DEFINED 03              25100        0        0
UNISYS CORP                    COM              909214108     3885   152345 SH       DEFINED 03             152345        0        0
UNITED ASSET MGMT CORP         COM              909420101     1598    92300 SH       DEFINED 03              92300        0        0
UNITED BANKSHARES INC WEST VA  COM              909907107      294    13500 SH       DEFINED 03              13500        0        0
UNITED CMNTY FINL CORP OHIO    COM              909839102       74    10700 SH       DEFINED 03              10700        0        0
UNITED DOMINION REALTY TR INC  COM              910197102      309    30700 SH       DEFINED 03              30700        0        0
UNITED HEALTHCARE CORP         COM              910581107     4555    76399 SH       DEFINED 03              76399        0        0
UNITED ILLUM CO                COM              910637107      805    20500 SH       DEFINED 03              20500        0        0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200     2495    51057 SH       DEFINED 03              51057        0        0
UNITED STATIONERS INC          COM              913004107      374    10471 SH       DEFINED 03              10471        0        0
UNITED TECHNOLOGIES CORP       COM              913017109    37848   598985 SH       DEFINED 03             598985        0        0
UNITED WTR RES INC             COM              913190104      292     8400 SH       DEFINED 03               8400        0        0
UNITEDGLOBALCOM                CL A             913247508      203     2700 SH       DEFINED 03               2700        0        0
UNITRIN INC                    COM              913275103      999    25200 SH       DEFINED 03              25200        0        0
UNIVERSAL CORP VA              COM              913456109      822    54600 SH       DEFINED 03              54600        0        0
UNIVERSAL FOODS CORP           COM              913538104      859    40200 SH       DEFINED 03              40200        0        0
UNIVERSAL HLTH SVCS INC        CL B             913903100      270     5500 SH       DEFINED 03               5500        0        0
UNIVISION COMMUNICATIONS INC   CL A             914906102     3808    33700 SH       DEFINED 03              33700        0        0
UNOCAL CORP                    COM              915289102     3684   123819 SH       DEFINED 03             123819        0        0
UNOVA INC                      COM              91529B106      271    20100 SH       DEFINED 03              20100        0        0
UNUMPROVIDENT CORP             COM              91529Y106     2154   126679 SH       DEFINED 03             126679        0        0
US AIRWAYS GROUP INC           COM              911905107      930    33456 SH       DEFINED 03              33456        0        0
US BANCORP DEL                 COM              902973106     7579   346449 SH       DEFINED 03             346449        0        0
US ONCOLOGY INC                COM              90338W103       81    17900 SH       DEFINED 03              17900        0        0
USA NETWORKS INC               COM              902984103      517    22995 SH       DEFINED 03              22995        0        0
USEC INC                       COM              90333E108      131    28400 SH       DEFINED 03              28400        0        0
USFREIGHTWAYS CORP             COM              916906100      352     9409 SH       DEFINED 03               9409        0        0
USINTERNETWORKING INC          COM              917311805      260     6715 SH       DEFINED 03               6715        0        0
USINTERNETWORKING INC          COM              917311805      174     4500 SH       DEFINED 03                  0        0     4500
UST INC                        COM              902911106     2505   160336 SH       DEFINED 03             160336        0        0
USX MARATHON GROUP             PFD CONV 6.50%   902905819    10939   266800 SH       DEFINED 03             266800        0        0
USX MARATHON GROUP             COM NEW          902905827     4344   166667 SH       DEFINED 03             166667        0        0
USX-U S STL                    COM              90337T101     1148    45931 SH       DEFINED 03              45931        0        0
UTI ENERGY CORP                COM              903387108      313     8300 SH       DEFINED 03               8300        0        0
UTILICORP UTD INC              COM              918005109      744    41200 SH       DEFINED 03              41200        0        0
UTSTARCOM INC                  COM              918076100     3320    42500 SH       DEFINED 03              42500        0        0
V F CORP                       COM              918204108     2272    94435 SH       DEFINED 03              94435        0        0
V F CORP                       COM              918204108       24     1000 SH       DEFINED 03                  0        0     1000
VA LINUX SYSTEMS INC           COM              91819B105     1235    20450 SH       DEFINED 03                  0        0    20450
VAIL RESORTS INC               COM              91879Q109      235    14600 SH       DEFINED 03              14600        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104      700    21000 SH       DEFINED 03              21000        0        0
VALERO ENERGY CORP NEW         COM              91913Y100     1249    40800 SH       DEFINED 03              40800        0        0
VALERO ENERGY CORP NEW         COM              91913Y100       64     2100 SH       DEFINED 03                  0        0     2100
VALLEY NATL BANCORP            COM              919794107      314    11700 SH       DEFINED 03              11700        0        0
VALSPAR CORP                   COM              920355104     1199    31300 SH       DEFINED 03              31300        0        0
VALUEVISION INTL INC           CL A             92047K107      476    11500 SH       DEFINED 03              11500        0        0
VARCO INTL INC                 COM              922126107     2245   177800 SH       DEFINED 03             177800        0        0
VARIAN INC                     COM              922206107      376     9800 SH       DEFINED 03               9800        0        0
VARIAN MED SYS INC             COM              92220P105      438     9600 SH       DEFINED 03               9600        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105      626     9832 SH       DEFINED 03               9832        0        0
VEECO INSTRS INC DEL           COM              922417100      746    10100 SH       DEFINED 03              10100        0        0
VENATOR GROUP INC              COM              922944103      548    61300 SH       DEFINED 03              61300        0        0
VENTAS INC                     COM              92276F100       56    16800 SH       DEFINED 03              16800        0        0
VERISIGN INC                   COM              92343E102      616     4123 SH       DEFINED 03               4123        0        0
VERISIGN INC                   COM              92343E102       75      500 SH       DEFINED 03                  0        0      500
VERITAS DGC INC                COM              92343P107      363    12900 SH       DEFINED 03              12900        0        0
VERITAS SOFTWARE CO            COM              923436109    23013   175672 SH       DEFINED 03             175672        0        0
VERITY INC                     COM              92343C106      399     9800 SH       DEFINED 03               9800        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100     2022    43200 SH       DEFINED 03              43200        0        0
VERTICALNET INC                COM              92532L107     1531    11300 SH       DEFINED 03              11300        0        0
VIACOM INC                     CL A             925524100    10206   191000 SH       DEFINED 03             191000        0        0
VIACOM INC                     CL B             925524308    16437   311610 SH       DEFINED 03             311610        0        0
VIAD CORP                      COM              92552R109      926    40500 SH       DEFINED 03              40500        0        0
VIATEL INC                     COM              925529208     1387    27850 SH       DEFINED 03              27850        0        0
VICOR CORP                     COM              925815102      265    14700 SH       DEFINED 03              14700        0        0
VINTAGE PETE INC               COM              927460105     1059    52600 SH       DEFINED 03              52600        0        0
VISHAY INTERTECHNOLOGY INC     COM              928298108     2648    47600 SH       DEFINED 03              47600        0        0
VISUAL NETWORKS INC            COM              928444108      442     7795 SH       DEFINED 03               7795        0        0
VISX INC DEL                   COM              92844S105      420    23100 SH       DEFINED 03              23100        0        0
VITESSE SEMICONDUCTOR CORP     COM              928497106     5527    57456 SH       DEFINED 03              57456        0        0
VITRIA TECHNOLOGY              COM              92849Q104      228     2259 SH       DEFINED 03               2259        0        0
VIVUS INC                      COM              928551100      290    35100 SH       DEFINED 03              35100        0        0
VIXEL CORP DEL                 COM              928552108      265    16500 SH       DEFINED 03              16500        0        0
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     6693   120455 SH       DEFINED 03             120455        0        0
VORNADO RLTY TR                PFD CONV SER A   929042208     4216    90000 SH       DEFINED 03              90000        0        0
VOYAGER NET INC                COM              92906W101      293    21400 SH       DEFINED 03              21400        0        0
VULCAN MATLS CO                COM              929160109     2004    43736 SH       DEFINED 03              43736        0        0
W HLDG CO INC                  COM              929251106      114    12300 SH       DEFINED 03              12300        0        0
WABASH NATL CORP               COM              929566107      340    24400 SH       DEFINED 03              24400        0        0
WACHOVIA CORP                  COM              929771103     6438    95294 SH       DEFINED 03              95294        0        0
WAL MART STORES INC            COM              931142103   110841  1997137 SH       DEFINED 03            1997137        0        0
WALGREEN CO                    COM              931422109    11411   443135 SH       DEFINED 03             443135        0        0
WALLACE COMPUTER SERVICES INC  COM              932270101      340    28800 SH       DEFINED 03              28800        0        0
WALTER INDS INC                COM              93317Q105      113    14600 SH       DEFINED 03              14600        0        0
WARNACO GROUP INC              CL A             934390105      589    49900 SH       DEFINED 03              49900        0        0
WARNER LAMBERT CO (P)          COM              934488107     3900    40000 SH  PUT  DEFINED 03              40000        0        0
WARNER LAMBERT CO              COM              934488107    38030   390055 SH       DEFINED 03             390055        0        0
WASHINGTON FED INC             COM              938824109      426    22328 SH       DEFINED 03              22328        0        0
WASHINGTON GAS LT CO           COM              938837101      949    34900 SH       DEFINED 03              34900        0        0
WASHINGTON MUT INC             COM              939322103     6998   264091 SH       DEFINED 03             264091        0        0
WASHINGTON POST CO             CL B             939640108     2386     4411 SH       DEFINED 03               4411        0        0
WASHINGTON REAL ESTATE INVT TR SH BEN INT       939653101      171    11400 SH       DEFINED 03              11400        0        0
WASTE MGMT INC DEL             COM              94106L109     3763   274928 SH       DEFINED 03             274928        0        0
WATER PIK TECHNOLOGIES INC     COM              94113U100      731   100795 SH       DEFINED 03             100795        0        0
WATERS CORP                    COM              941848103     2005    21046 SH       DEFINED 03              21046        0        0
WATSON PHARMACEUTICALS INC     COM              942683103     1678    42291 SH       DEFINED 03              42291        0        0
WAUSAU-MOSINEE PAPER CORP      COM              943315101      973    75200 SH       DEFINED 03              75200        0        0
WAVE SYSTEMS CORP              CL A             943526103      495    12400 SH       DEFINED 03              12400        0        0
WEATHERFORD INTL INC           COM              947074100     3006    51000 SH       DEFINED 03              51000        0        0
WEBLINK WIRELESS INC           CL A             94769A101      154    11500 SH       DEFINED 03              11500        0        0
WEBSTER FINL CORP CONN         COM              947890109      647    28215 SH       DEFINED 03              28215        0        0
WEBTRENDS CORP                 COM              94844D104      316     4400 SH       DEFINED 03               4400        0        0
WEINGARTEN RLTY INVS           SH BEN INT       948741103      301     8200 SH       DEFINED 03               8200        0        0
WELLMAN INC                    COM              949702104      618    31200 SH       DEFINED 03              31200        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     2176    31145 SH       DEFINED 03              31145        0        0
WELLS FARGO & CO NEW (C)       COM              949746101     3070    75000 SH  CALL DEFINED 03                  0        0        0
WELLS FARGO & CO NEW           COM              949746101    29643   724116 SH       DEFINED 03             724116        0        0
WENDYS INTL INC                COM              950590109     1057    52355 SH       DEFINED 03              52355        0        0
WERNER ENTERPRISES INC         COM              950755108      173    10276 SH       DEFINED 03              10276        0        0
WESTAMERICA BANCORPORATION     COM              957090103      390    14100 SH       DEFINED 03              14100        0        0
WESTELL TECHNOLOGIES INC       CL A             957541105      297     9400 SH       DEFINED 03               9400        0        0
WESTERN DIGITAL CORP           COM              958102105      489    65800 SH       DEFINED 03              65800        0        0
WESTERN RES INC                COM              959425109      965    61000 SH       DEFINED 03              61000        0        0
WESTERN WIRELESS CORP          CL A             95988E204       12      262 SH       DEFINED 03                262        0        0
WESTINGHOUSE AIR BRAKE CO NEW  COM              960386100    19493  1937095 SH       DEFINED 03            1937095        0        0
WESTPOINT STEVENS INC          COM              961238102      456    24000 SH       DEFINED 03              24000        0        0
WESTVACO CORP                  COM              961548104     1493    44728 SH       DEFINED 03              44728        0        0
WESTWOOD ONE INC               COM              961815107     2223    61328 SH       DEFINED 03              61328        0        0
WEYERHAEUSER CO                COM              962166104     6087   106790 SH       DEFINED 03             106790        0        0
WHIRLPOOL CORP                 COM              963320106     1969    33582 SH       DEFINED 03              33582        0        0
WHITMAN CORP NEW               COM              96647R107      768    55100 SH       DEFINED 03              55100        0        0
WHITNEY HLDG CORP              COM              966612103      251     7800 SH       DEFINED 03               7800        0        0
WHOLE FOODS MKT INC            COM              966837106      666    16100 SH       DEFINED 03              16100        0        0
WICOR INC                      COM              929253102      347    11200 SH       DEFINED 03              11200        0        0
WILLAMETTE INDS INC            COM              969133107     2066    51494 SH       DEFINED 03              51494        0        0
WILLIAMS COS INC DEL           COM              969457100     9021   205315 SH       DEFINED 03             205315        0        0
WILLIAMS SONOMA INC            COM              969904101      564    18200 SH       DEFINED 03              18200        0        0
WILMINGTON TRUST CORP          COM              971807102     1527    31398 SH       DEFINED 03              31398        0        0
WIND RIVER SYSTEMS INC         SUB NT CONV 5%02 973149AC1     2176  1739000 SH       DEFINED 03                  0        0  1739000
WIND RIVER SYSTEMS INC         COM              973149107      588    16216 SH       DEFINED 03              16216        0        0
WINDMERE-DURABLE HLDGS INC     COM              973411101      226    15300 SH       DEFINED 03              15300        0        0
WINN DIXIE STORES INC          COM              974280109     1286    66177 SH       DEFINED 03              66177        0        0
WIRELESS FACILITIES INC        COM              97653A103       37      355 SH       DEFINED 03                355        0        0
WIRELESS FACILITIES INC        COM              97653A103      274     2600 SH       DEFINED 03                  0        0     2600
WIRELESS TELECOM GROUP INC     COM              976524108      534   112400 SH       DEFINED 03             112400        0        0
WISCONSIN CENT TRANSN CORP     COM              976592105      421    34556 SH       DEFINED 03              34556        0        0
WISCONSIN ENERGY CORP          COM              976657106      873    43800 SH       DEFINED 03              43800        0        0
WOLVERINE WORLD WIDE INC       COM              978097103      794    72200 SH       DEFINED 03              72200        0        0
WORLD ACCESS INC               COM              98141A101      697    36579 SH       DEFINED 03              36579        0        0
WORTHINGTON INDS INC           COM              981811102      905    73094 SH       DEFINED 03              73094        0        0
WPS RESOURCES CORP             COM              92931B106      215     8300 SH       DEFINED 03               8300        0        0
WRIGLEY WM JR CO               COM              982526105     3720    48433 SH       DEFINED 03              48433        0        0
WYNDHAM INTL INC               CL A             983101106       85    45200 SH       DEFINED 03              45200        0        0
XEROX CORP                     COM              984121103     7991   307347 SH       DEFINED 03             307347        0        0
XILINX INC                     COM              983919101    12080   145983 SH       DEFINED 03             145983        0        0
XIRCOM INC                     COM              983922105      305     8242 SH       DEFINED 03               8242        0        0
YAHOO INC                      COM              984332106    89687   523528 SH       DEFINED 03             523528        0        0
YELLOW CORP                    COM              985509108      583    31600 SH       DEFINED 03              31600        0        0
YORK INTL CORP NEW             COM              986670107      374    16000 SH       DEFINED 03              16000        0        0
YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     5213  5575000 SH       DEFINED 03                  0        0  5575000
YOUNG & RUBICAM INC            COM              987425105     1354    28798 SH       DEFINED 03              28798        0        0
ZALE CORP NEW                  COM              988858106      632    13400 SH       DEFINED 03              13400        0        0
ZEBRA TECHNOLOGIES CORP        CL A             989207105      380     7600 SH       DEFINED 03               7600        0        0
ZIONS BANCORPORATION           COM              989701107     2078    50000 SH       DEFINED 03              50000        0        0
ZITEL CORP                     COM              989913108      333    55200 SH       DEFINED 03              55200        0        0
ZIXIT CORP                     COM              98974P100      342     4700 SH       DEFINED 03               4700        0        0
ZONAGEN INC                    COM              98975L108      133    15700 SH       DEFINED 03              15700        0        0
3COM CORP                      COM              885535104    10179   183192 SH       DEFINED 03             183192        0        0
7-ELEVEN INC                   COM              817826100      161    43200 SH       DEFINED 03              43200        0        0
724 SOLUTIONS INC              COM              81788Q100      213     1735 SH       DEFINED 03               1735        0        0
724 SOLUTIONS INC              COM              81788Q100      685     5500 SH       DEFINED 03                  0        0     5500
99 CENTS ONLY STORES           COM              65440K106      860    21899 SH       DEFINED 03              21899        0        0
A D C TELECOMMUNICATIONS       COM              000886101     3764    69859 SH       DEFINED                 69859        0        0
ABBOTT LABS                    COM              002824100      826    23465 SH       DEFINED                 23465        0        0
ADAPTEC INC                    COM              00651F108       32      839 SH       DEFINED                   839        0        0
ADVANCED MICRO DEVICES INC     COM              007903107      490     8580 SH       DEFINED                  8580        0        0
AES CORP                       COM              00130H105      104     1318 SH       DEFINED                  1318        0        0
AETNA INC                      COM              008117103     1172    21109 SH       DEFINED                 21109        0        0
AFFYMETRIX INC                 COM              00826T108    12360    83269 SH       DEFINED                 83269        0        0
AFLAC INC                      COM              001055102       83     1815 SH       DEFINED                  1815        0        0
AIR PRODS & CHEMS INC          COM              009158106       49     1706 SH       DEFINED                  1706        0        0
ALBERTO CULVER CO              CL B CONV        013068101       13      531 SH       DEFINED                     0        0      531
ALBERTSONS INC                 COM              013104104       96     3124 SH       DEFINED                  3124        0        0
ALCAN ALUMINIUM LTD NEW        COM              013716105      727    21351 SH       DEFINED                 21351        0        0
ALCOA INC                      COM              013817101      183     2611 SH       DEFINED                  2611        0        0
ALLERGAN INC                   COM              018490102       43      850 SH       DEFINED                   850        0        0
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       10     1562 SH       DEFINED                  1562        0        0
ALLSTATE CORP                  COM              020002101      139     5836 SH       DEFINED                  5836        0        0
ALLTEL CORP                    COM              020039103      135     2141 SH       DEFINED                  2141        0        0
ALTERA CORP                    COM              021441100     3805    42636 SH       DEFINED                 42636        0        0
ALZA CORP DEL                  COM              022615108       28      750 SH       DEFINED                   750        0        0
AMAZON COM INC                 COM              023135106     1774    26483 SH       DEFINED                 26483        0        0
AMDOCS LTD                     ORD              G02602103     4925    66558 SH       DEFINED                     0        0    66558
AMERADA HESS CORP              COM              023551104       40      615 SH       DEFINED                   615        0        0
AMERICA ONLINE INC DEL         COM              02364J104    10675   158303 SH       DEFINED                158303        0        0
AMERICAN ELEC PWR INC          COM              025537101       45     1493 SH       DEFINED                  1493        0        0
AMERICAN EXPRESS CO            COM              025816109     1247     8373 SH       DEFINED                  8373        0        0
AMERICAN GENERAL CORP          COM              026351106      103     1828 SH       DEFINED                  1828        0        0
AMERICAN HOME PRODS CORP       COM              026609107      464     8632 SH       DEFINED                  8632        0        0
AMERICAN INTL GROUP INC        COM              026874107     1819    16615 SH       DEFINED                 16615        0        0
AMGEN INC                      COM              031162100     7470   121710 SH       DEFINED                121710        0        0
AMR CORP                       COM              001765106       34     1082 SH       DEFINED                  1082        0        0
AMSOUTH BANCORPORATION         COM              032165102       43     2885 SH       DEFINED                  2885        0        0
ANALOG DEVICES INC             COM              032654105      343     4259 SH       DEFINED                  4259        0        0
ANCOR COMMUNICATIONS INC       COM              03332K108     7187   174760 SH       DEFINED                174760        0        0
ANDREW CORP                    COM              034425108       20      868 SH       DEFINED                   868        0        0
ANHEUSER BUSCH COS INC         COM              035229103     9339   150032 SH       DEFINED                150032        0        0
AO TATNEFT                     SPON ADR REG S   03737P306     1186    90373 SH       DEFINED                 90373        0        0
AON CORP                       COM              037389103     2093    64884 SH       DEFINED                 64884        0        0
APP FIN VI MAURITIUS LTD       LYONS NT ZERO 12 00202NAA3   150000  7500000 SH       DEFINED               7500000        0        0
APPLE COMPUTER INC             COM              037833100     3593    26454 SH       DEFINED                 26454        0        0
APPLIED MATLS INC              COM              038222105     2699    28634 SH       DEFINED                 28634        0        0
ARADIGM CORP                   COM              038505103     3414   163532 SH       DEFINED                163532        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102       47     4571 SH       DEFINED                  4571        0        0
ARMSTRONG WORLD INDS INC       COM              042476101        2      134 SH       DEFINED                   134        0        0
ASHLAND INC                    COM              044204105       19      565 SH       DEFINED                   565        0        0
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     4077    36480 SH       DEFINED                     0        0    36480
AT HOME CORP                   COM SER A        045919107     2063    62644 SH       DEFINED                 62644        0        0
AT&T CORP                      COM              001957109     3876    68824 SH       DEFINED                 68824        0        0
ATLANTIC RICHFIELD CO          COM              048825103     5463    64274 SH       DEFINED                 64274        0        0
AUTODESK INC                   COM              052769106       19      420 SH       DEFINED                   420        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103      213     4411 SH       DEFINED                  4411        0        0
AVERY DENNISON CORP            COM              053611109       48      783 SH       DEFINED                   783        0        0
AVON PRODS INC                 COM              054303102       57     1936 SH       DEFINED                  1936        0        0
BAKER HUGHES INC               COM              057224107      775    25610 SH       DEFINED                 25610        0        0
BALL CORP                      COM              058498106        0        2 SH       DEFINED                     2        0        0
BANK NEW YORK INC              COM              064057102      221     5326 SH       DEFINED                  5326        0        0
BANK OF AMERICA CORPORATION    COM              060505104    26219   500000 SH       DEFINED                500000        0        0
BANK ONE CORP                  COM              06423A103    22718   658480 SH       DEFINED                658480        0        0
BARD C R INC                   COM              067383109       16      407 SH       DEFINED                   407        0        0
BARRICK GOLD CORP              COM              067901108      326    20800 SH       DEFINED                 20800        0        0
BAUSCH & LOMB INC              COM              071707103       21      411 SH       DEFINED                   411        0        0
BAXTER INTL INC                COM              071813109      124     1982 SH       DEFINED                  1982        0        0
BB&T CORP                      COM              054937107       62     2204 SH       DEFINED                  2204        0        0
BEA SYS INC                    COM              073325102      257     3500 SH       DEFINED                  3500        0        0
BEAR STEARNS COS INC           COM              073902108       41      907 SH       DEFINED                   907        0        0
BECTON DICKINSON & CO          COM              075887109       48     1811 SH       DEFINED                  1811        0        0
BED BATH & BEYOND INC          COM              075896100       39      983 SH       DEFINED                   983        0        0
BELL ATLANTIC CORP             COM              077853109      664    10859 SH       DEFINED                 10859        0        0
BELLSOUTH CORP                 COM              079860102      628    13390 SH       DEFINED                 13390        0        0
BEMIS INC                      COM              081437105       19      514 SH       DEFINED                   514        0        0
BENETTON GROUP SPA             ADR NEW          081795403     7714   187000 SH       DEFINED                187000        0        0
BEST BUY INC                   COM              086516101      133     1552 SH       DEFINED                  1552        0        0
BETHLEHEM STL CORP             COM              087509105        8     1330 SH       DEFINED                  1330        0        0
BIO TECHNOLOGY GEN CORP        COM              090578105      202    13018 SH       DEFINED                 13018        0        0
BIOCHEM PHARMA INC             COM              09058T108    13539   611951 SH       DEFINED                611951        0        0
BIOGEN INC                     COM              090597105     5684    81340 SH       DEFINED                 81340        0        0
BIOMET INC                     COM              090613100       28      771 SH       DEFINED                   771        0        0
BJ SVCS CO                     COM              055482103      644     8716 SH       DEFINED                  8716        0        0
BLACK & DECKER CORP            COM              091797100       16      423 SH       DEFINED                   423        0        0
BLOCK H & R INC                COM              093671105       35      793 SH       DEFINED                   793        0        0
BMC SOFTWARE INC               COM              055921100     2602    52701 SH       DEFINED                 52701        0        0
BOEING CO                      COM              097023105     1224    32372 SH       DEFINED                 32372        0        0
BOISE CASCADE CORP             COM              097383103        3       80 SH       DEFINED                    80        0        0
BOSTON SCIENTIFIC CORP         COM              101137107     3171   148787 SH       DEFINED                148787        0        0
BRIGGS & STRATTON CORP         COM              109043109        7      175 SH       DEFINED                   175        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108     8301   143120 SH       DEFINED                143120        0        0
BROADCOM CORP                  CL A             111320107     4182    17217 SH       DEFINED                     0        0    17217
BROADVISION INC                COM              111412102     8882   197935 SH       DEFINED                197935        0        0
BROWN FORMAN CORP              CL B             115637209       28      511 SH       DEFINED                     0        0      511
BRUNSWICK CORP                 COM              117043109       12      649 SH       DEFINED                   649        0        0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104       71     3139 SH       DEFINED                  3139        0        0
BURLINGTON RES INC             COM              122014103      405    10958 SH       DEFINED                 10958        0        0
CABLE & WIRELESS COMMUNICATION SPONSORED ADR    12682P104     1544    18170 SH       DEFINED                 18170        0        0
CABLE & WIRELESS HKT           SPONSORED ADR    126828102     1049    40722 SH       DEFINED                     0        0    40722
CABLETRON SYS INC              COM              126920107       36     1236 SH       DEFINED                  1236        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108     2355   114205 SH       DEFINED                114205        0        0
CAMPBELL SOUP CO               COM              134429109     1628    52953 SH       DEFINED                 52953        0        0
CAPITAL ONE FINL CORP          COM              14040H105       77     1612 SH       DEFINED                  1612        0        0
CARNIVAL CORP                  COM              143658102      110     4420 SH       DEFINED                  4420        0        0
CAROLINA PWR & LT CO           COM              144141108       28      864 SH       DEFINED                   864        0        0
CATERPILLAR INC DEL            COM              149123101      106     2688 SH       DEFINED                  2688        0        0
CEMEX S A                      SPON ADR 5 ORD   151290889    82923  3665085 SH       DEFINED                     0        0  3665085
CENTEX CORP                    COM              152312104       10      439 SH       DEFINED                   439        0        0
CENTRAL & SOUTH WEST CORP      COM              152357109       18     1023 SH       DEFINED                  1023        0        0
CENTURYTEL INC                 COM              156700106       33      899 SH       DEFINED                   899        0        0
CEPHALON INC                   COM              156708109       75     2000 SH       DEFINED                  2000        0        0
CERIDIAN CORP                  COM              15677T106       19     1001 SH       DEFINED                  1001        0        0
CHAMPION INTL CORP             COM              158525105       38      715 SH       DEFINED                   715        0        0
CHASE MANHATTAN CORP NEW       COM              16161A108      509     5836 SH       DEFINED                  5836        0        0
CHEVRON CORPORATION            COM              166751107     1637    17707 SH       DEFINED                 17707        0        0
CHINA TELECOM HONG KONG LTD    SPONSORED ADR    169428109      177     1000 SH       DEFINED                     0        0     1000
CHIRON CORP                    COM              170040109    28715   575747 SH       DEFINED                575747        0        0
CHUBB CORP                     COM              171232101     1192    17643 SH       DEFINED                 17643        0        0
CIGNA CORP                     COM              125509109      102     1340 SH       DEFINED                  1340        0        0
CINCINNATI FINL CORP           COM              172062101       44     1157 SH       DEFINED                  1157        0        0
CINERGY CORP                   COM              172474108       25     1148 SH       DEFINED                  1148        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108       90     1477 SH       DEFINED                     0        0     1477
CISCO SYS INC                  COM              17275R102    32875   425226 SH       DEFINED                425226        0        0
CITIGROUP INC                  COM              172967101     1416    23650 SH       DEFINED                 23650        0        0
CITRIX SYS INC                 COM              177376100     9019   136138 SH       DEFINED                136138        0        0
CLOROX CO DEL                  COM              189054109       47     1424 SH       DEFINED                  1424        0        0
CMGI INC                       COM              125750109    11014    97200 SH       DEFINED                 97200        0        0
CMS ENERGY CORP                COM              125896100       10      573 SH       DEFINED                   573        0        0
COAST FEDERAL LITIGATION TR    RT               19034Q110      825   600000 SH       DEFINED                600000        0        0
COASTAL CORP                   COM              190441105       73     1580 SH       DEFINED                  1580        0        0
COCA COLA CO                   COM              191216100     3480    74137 SH       DEFINED                 74137        0        0
COLGATE PALMOLIVE CO           COM              194162103     1638    29048 SH       DEFINED                 29048        0        0
COLUMBIA ENERGY GROUP          COM              197648108       35      584 SH       DEFINED                   584        0        0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107      106     4171 SH       DEFINED                  4171        0        0
COMCAST CORP                   CL A SPL         200300200      266     6141 SH       DEFINED                     0        0     6141
COMCAST CORP                   ZONES CV2% PCS   200300507    31914   253031 SH       DEFINED                253031        0        0
COMERICA INC                   COM              200340107       49     1182 SH       DEFINED                  1182        0        0
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     1675    58000 SH       DEFINED                     0        0    58000
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300      774    34000 SH       DEFINED                     0        0    34000
COMPUTER ASSOC INTL INC        COM              204912109    11332   191454 SH       DEFINED                191454        0        0
COMPUTER SCIENCES CORP         COM              205363104     2245    28378 SH       DEFINED                 28378        0        0
COMPUWARE CORP                 COM              205638109     2089    99202 SH       DEFINED                 99202        0        0
COMSAT CORP                    COM SER 1        20564D107       14      700 SH       DEFINED                   700        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402      365     1930 SH       DEFINED                  1930        0        0
CONAGRA INC                    COM              205887102      909    50153 SH       DEFINED                 50153        0        0
CONEXANT SYSTEMS INC           SB NT CV 4.25%06 207142AB6    90088   282850 SH       DEFINED                282850        0        0
CONEXANT SYSTEMS INC           SB NT CV 144A 07 207142AD2    23219   255500 SH       DEFINED                255500        0        0
CONEXANT SYSTEMS INC           COM              207142100     2539    35765 SH       DEFINED                 35765        0        0
CONOCO INC                     CL B             208251405      115     4497 SH       DEFINED                     0        0     4497
CONSECO INC                    COM              208464107      252    22061 SH       DEFINED                 22061        0        0
CONSOLIDATED EDISON INC        COM              209115104       54     1849 SH       DEFINED                  1849        0        0
CONSOLIDATED STORES CORP       COM              210149100        8      726 SH       DEFINED                   726        0        0
CONSTELLATION ENERGY CORP      COM              210371100       43     1336 SH       DEFINED                  1336        0        0
COOPER CAMERON CORP            COM              216640102      385     5751 SH       DEFINED                  5751        0        0
COOPER INDS INC                COM              216669101       26      755 SH       DEFINED                   755        0        0
COOPER TIRE & RUBR CO          COM              216831107        7      586 SH       DEFINED                   586        0        0
COORS ADOLPH CO                CL B             217016104       14      294 SH       DEFINED                     0        0      294
COR THERAPEUTICS INC           COM              217753102      378     5732 SH       DEFINED                  5732        0        0
CORNING INC                    COM              219350105     7104    36616 SH       DEFINED                 36616        0        0
COSTCO WHSL CORP NEW           COM              22160K105      173     3288 SH       DEFINED                  3288        0        0
COX COMMUNICATIONS INC NEW     CL A             224044107      582    12000 SH       DEFINED                     0        0    12000
CRANE CO                       COM              224399105       12      509 SH       DEFINED                   509        0        0
CROWN CORK & SEAL INC          COM              228255105      100     6274 SH       DEFINED                  6274        0        0
CSX CORP                       COM              126408103       34     1442 SH       DEFINED                  1442        0        0
CUMMINS ENGINE INC             COM              231021106       10      278 SH       DEFINED                   278        0        0
CVS CORP                       COM              126650100      112     2989 SH       DEFINED                  2989        0        0
CYLINK CORP                    COM              232565101      757    52222 SH       DEFINED                 52222        0        0
DAIMLERCHRYSLER AG             ORD              D1668R123    10385   158703 SH       DEFINED                     0        0   158703
DANA CORP                      COM              235811106       37     1300 SH       DEFINED                  1300        0        0
DANAHER CORP DEL               COM              235851102       50      987 SH       DEFINED                   987        0        0
DARDEN RESTAURANTS INC         COM              237194105       19     1062 SH       DEFINED                  1062        0        0
DEERE & CO                     COM              244199105       66     1734 SH       DEFINED                  1734        0        0
DELL COMPUTER CORP             COM              247025109   184389  3418601 SH       DEFINED               3418601        0        0
DELPHI AUTOMOTIVE SYS CORP     COM              247126105       65     4083 SH       DEFINED                  4083        0        0
DELTA AIR LINES INC DEL        COM              247361108       46      858 SH       DEFINED                   858        0        0
DELUXE CORP                    COM              248019101       20      766 SH       DEFINED                   766        0        0
DIAMOND OFFSHORE DRILLING INC  COM              25271C102      249     6246 SH       DEFINED                  6246        0        0
DILLARDS INC                   CL A             254067101       13      814 SH       DEFINED                     0        0      814
DOLLAR GEN CORP                COM              256669102       41     1534 SH       DEFINED                  1534        0        0
DOMINION RES INC VA NEW        COM              25746U109       53     1389 SH       DEFINED                  1389        0        0
DONNELLEY R R & SONS CO        COM              257867101       23     1093 SH       DEFINED                  1093        0        0
DOVER CORP                     COM              260003108       81     1692 SH       DEFINED                  1692        0        0
DOW CHEM CO                    COM              260543103      755     6626 SH       DEFINED                  6626        0        0
DOW JONES & CO INC             COM              260561105       48      665 SH       DEFINED                   665        0        0
DTE ENERGY CO                  COM              233331107       42     1436 SH       DEFINED                  1436        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109     1163    21973 SH       DEFINED                 21973        0        0
DUKE ENERGY CORP               COM              264399106      134     2556 SH       DEFINED                  2556        0        0
DUN & BRADSTREET CORP DEL      COM              26483B106       44     1527 SH       DEFINED                  1527        0        0
E M C CORP MASS                COM              268648102     7201    57148 SH       DEFINED                 57148        0        0
E TRADE GROUP INC              COM              269246104     7855   260732 SH       DEFINED                260732        0        0
E-TEK DYNAMICS INC             COM              269240107     4352    18500 SH       DEFINED                 18500        0        0
EASTERN ENTERPRISES            COM              27637F100       16      266 SH       DEFINED                   266        0        0
EASTMAN CHEM CO                COM              277432100       22      487 SH       DEFINED                   487        0        0
EASTMAN KODAK CO               COM              277461109     3444    63403 SH       DEFINED                 63403        0        0
EATON CORP                     COM              278058102       37      480 SH       DEFINED                   480        0        0
EBAY INC                       COM              278642103     3351    19038 SH       DEFINED                 19038        0        0
ECOLAB INC                     COM              278865100       30      820 SH       DEFINED                   820        0        0
EDISON INTL                    COM              281020107       45     2711 SH       DEFINED                  2711        0        0
EL PASO ENERGY CORP DEL        COM              283905107       69     1701 SH       DEFINED                  1701        0        0
ELECTRONIC ARTS INC            COM              285512109     3040    42702 SH       DEFINED                 42702        0        0
ELECTRONIC DATA SYS NEW        COM              285661104     7594   118317 SH       DEFINED                118317        0        0
EMERSON ELEC CO                COM              291011104      165     3099 SH       DEFINED                  3099        0        0
EMULEX CORP                    COM NEW          292475209     8230    75420 SH       DEFINED                 75420        0        0
ENGELHARD CORP                 COM              292845104       13      879 SH       DEFINED                   879        0        0
ENRON CORP                     COM              293561106      839    11200 SH       DEFINED                 11200        0        0
ENTERGY CORP NEW               COM              29364G103       36     1794 SH       DEFINED                  1794        0        0
ENTREMED INC                   COM              29382F103     1111    18743 SH       DEFINED                 18743        0        0
ENTRUST TECHNOLOGIES INC       COM              293848107      388     4560 SH       DEFINED                  4560        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400     6768    72142 SH       DEFINED                     0        0    72142
ESAT TELECOM GROUP PLC         SPONSORED ADR    26883Y102       21      210 SH       DEFINED                   210        0        0
EXODUS COMMUNICATIONS INC      COM              302088109     3372    24002 SH       DEFINED                 24002        0        0
EXXON MOBIL CORP               COM              30231G102     5698    73107 SH       DEFINED                 73107        0        0
F M C CORP                     COM NEW          302491303       11      196 SH       DEFINED                   196        0        0
FEDERAL HOME LN MTG CORP       COM              313400301      219     4962 SH       DEFINED                  4962        0        0
FINANCIAL SEC ASSURN HLDGS LTD COM              31769P100    36719   500000 SH       DEFINED                500000        0        0
FIRST DATA CORP                COM              319963104     2614    58911 SH       DEFINED                 58911        0        0
FIRST UN CORP                  COM              337358105    73773  1980475 SH       DEFINED               1980475        0        0
FIRSTAR CORP NEW WIS           COM              33763V109      162     7062 SH       DEFINED                  7062        0        0
FLEETBOSTON FINL CORP          COM              339030108      238     6528 SH       DEFINED                  6528        0        0
FLORIDA PROGRESS CORP          COM              341109106       33      723 SH       DEFINED                   723        0        0
FLUOR CORP                     COM              343861100       19      626 SH       DEFINED                   626        0        0
FORD MTR CO DEL                COM              345370100      397     8638 SH       DEFINED                  8638        0        0
FPL GROUP INC                  COM              302571104       64     1388 SH       DEFINED                  1388        0        0
FRANKLIN RES INC               COM              354613101       68     2021 SH       DEFINED                  2021        0        0
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857       14     1145 SH       DEFINED                     0        0     1145
GANNETT INC                    COM              364730101      148     2101 SH       DEFINED                  2101        0        0
GAP INC DEL                    COM              364760108      302     6062 SH       DEFINED                  6062        0        0
GATEWAY INC                    COM              367626108     2387    45002 SH       DEFINED                 45002        0        0
GELTEX PHARMACEUTICALS INC     COM              368538104      451    26941 SH       DEFINED                 26941        0        0
GEMSTAR INTL GROUP LTD         ORD              G3788V106      971    11287 SH       DEFINED                     0        0    11287
GENERAL DYNAMICS CORP          COM              369550108       74     1493 SH       DEFINED                  1493        0        0
GENERAL ELEC CO                COM              369604103     7090    45556 SH       DEFINED                 45556        0        0
GENERAL MLS INC                COM              370334104    24112   666308 SH       DEFINED                666308        0        0
GENERAL MTRS CORP              COM              370442105     3861    46629 SH       DEFINED                 46629        0        0
GENSET SA                      SPONSORED ADR    37244T104        0       10 SH       DEFINED                    10        0        0
GENUINE PARTS CO               COM              372460105       30     1264 SH       DEFINED                  1264        0        0
GENZYME CORP                   COM GENL DIV     372917104     1242    24780 SH       DEFINED                 24780        0        0
GEORGIA PAC CORP               COM GA PAC GRP   373298108       49     1242 SH       DEFINED                  1242        0        0
GILEAD SCIENCES INC            COM              375558103     3915    61779 SH       DEFINED                 61779        0        0
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105     1232    21500 SH       DEFINED                     0        0    21500
GLOBAL CROSSING LTD            COM              G3921A100      218     5328 SH       DEFINED                  5328        0        0
GLOBAL MARINE INC              COM              379352404      415    16346 SH       DEFINED                 16346        0        0
GLOBAL TELESYSTEMS GROUP       COM              37936U104      615    30000 SH       DEFINED                 30000        0        0
GOLDEN WEST FINL CORP DEL      COM              381317106       37     1176 SH       DEFINED                  1176        0        0
GOODRICH B F CO                COM              382388106       25      885 SH       DEFINED                   885        0        0
GOODYEAR TIRE & RUBR CO        COM              382550101       28     1215 SH       DEFINED                  1215        0        0
GPU INC                        COM              36225X100       32     1171 SH       DEFINED                  1171        0        0
GRAINGER W W INC               COM              384802104       27      495 SH       DEFINED                   495        0        0
GREAT ATLANTIC & PAC TEA INC   COM              390064103        0        9 SH       DEFINED                     9        0        0
GREAT LAKES CHEM CORP          COM              390568103       26      766 SH       DEFINED                   766        0        0
GTE CORP                       COM              362320103     4576    64450 SH       DEFINED                 64450        0        0
GUCCI GROUP N V                COM NY REG       401566104     1764    19838 SH       DEFINED                 19838        0        0
GUIDANT CORP                   COM              401698105     2238    38016 SH       DEFINED                 38016        0        0
HALLIBURTON CO                 COM              406216101      134     3264 SH       DEFINED                  3264        0        0
HARCOURT GEN INC               COM              41163G101       18      479 SH       DEFINED                   479        0        0
HARLEY DAVIDSON INC            COM              412822108       85     1066 SH       DEFINED                  1066        0        0
HARRAHS ENTMT INC              COM              413619107       30     1603 SH       DEFINED                  1603        0        0
HARRIS & HARRIS GROUP INC      COM              413833104     3561   215000 SH       DEFINED                215000        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104     2807    53217 SH       DEFINED                 53217        0        0
HASBRO INC                     COM              418056107       30     1782 SH       DEFINED                  1782        0        0
HEINZ H J CO                   COM              423074103     1868    53574 SH       DEFINED                 53574        0        0
HERCULES INC                   COM              427056106       20     1210 SH       DEFINED                  1210        0        0
HERSHEY FOODS CORP             COM              427866108      932    19113 SH       DEFINED                 19113        0        0
HEWLETT PACKARD CO             COM              428236103      913     6870 SH       DEFINED                  6870        0        0
HILFIGER TOMMY CORP            ORD              G8915Z102      557    38448 SH       DEFINED                     0        0    38448
HILTON HOTELS CORP             COM              432848109      183    23641 SH       DEFINED                 23641        0        0
HOME DEPOT INC                 COM              437076102     1046    16212 SH       DEFINED                 16212        0        0
HOMESTAKE MNG CO               COM              437614100       12     1918 SH       DEFINED                  1918        0        0
HONEYWELL INTL INC             COM              438516106      297     5629 SH       DEFINED                  5629        0        0
HOUSEHOLD INTL INC             COM              441815107      124     3311 SH       DEFINED                  3311        0        0
HUANENG PWR INTL INC           SPON ADR N       443304100      120    15000 SH       DEFINED                 15000        0        0
HUMAN GENOME SCIENCES INC      COM              444903108     3244    39054 SH       DEFINED                 39054        0        0
HUMANA INC                     COM              444859102       10     1380 SH       DEFINED                  1380        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105     3997    40678 SH       DEFINED                 40678        0        0
ILLINOIS TOOL WKS INC          COM              452308109      116     2107 SH       DEFINED                  2107        0        0
IMMUNEX CORP NEW               COM              452528102    51290   808517 SH       DEFINED                808517        0        0
IMS HEALTH INC                 COM              449934108       40     2373 SH       DEFINED                  2373        0        0
INCO LTD                       COM              453258402       19     1013 SH       DEFINED                  1013        0        0
INGERSOLL-RAND CO              COM              456866102       54     1215 SH       DEFINED                  1215        0        0
INKTOMI CORP                   COM              457277101     5241    26879 SH       DEFINED                 26879        0        0
INTEL CORP                     COM              458140100   255073  1933296 SH       DEFINED               1933296        0        0
INTERIM SVCS INC               COM              45868P100      186    10000 SH       DEFINED                 10000        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101    21323   180706 SH       DEFINED                180706        0        0
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101       28      803 SH       DEFINED                   803        0        0
INTERPUBLIC GROUP COS INC      COM              460690100       99     2090 SH       DEFINED                  2090        0        0
INTIMATE BRANDS INC            CL A             461156101     1023    24832 SH       DEFINED                     0        0    24832
INTL PAPER CO                  COM              460146103     1645    38486 SH       DEFINED                 38486        0        0
INTUIT                         COM              461202103     4854    89272 SH       DEFINED                 89272        0        0
ITT INDS INC IND               COM              450911102       23      733 SH       DEFINED                   733        0        0
I2 TECHNOLOGIES INC            COM              465754109    13292   108838 SH       DEFINED                108838        0        0
JEFFERSON PILOT CORP           COM              475070108     2091    31416 SH       DEFINED                 31416        0        0
JOHNSON & JOHNSON              COM              478160104     2642    37603 SH       DEFINED                 37603        0        0
JOHNSON CTLS INC               COM              478366107       35      643 SH       DEFINED                   643        0        0
JONES APPAREL GROUP INC        COM              480074103      941    29770 SH       DEFINED                 29770        0        0
JUNIPER NETWORKS INC           COM              48203R104     5919    22459 SH       DEFINED                 22459        0        0
K MART CORP                    COM              482584109       99    10231 SH       DEFINED                 10231        0        0
KANSAS CITY SOUTHN INDS INC    COM              485170104       76      888 SH       DEFINED                   888        0        0
KAUFMAN & BROAD HOME CORP      COM              486168107        7      306 SH       DEFINED                   306        0        0
KELLOGG CO                     COM              487836108     1460    56716 SH       DEFINED                 56716        0        0
KERR MCGEE CORP                COM              492386107     4649    80495 SH       DEFINED                 80495        0        0
KEYCORP NEW                    COM              493267108       66     3479 SH       DEFINED                  3479        0        0
KIMBERLY CLARK CORP            COM              494368103      214     3809 SH       DEFINED                  3809        0        0
KLA-TENCOR CORP                COM              482480100     3216    38178 SH       DEFINED                 38178        0        0
KNIGHT RIDDER INC              COM              499040103       32      615 SH       DEFINED                   615        0        0
KOHLS CORP                     COM              500255104      128     1247 SH       DEFINED                  1247        0        0
KONINKLIJKE AHOLD N V          SB NT CV    3%03 500467AA3   323831  3030000 SH       DEFINED               3030000        0        0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW     500472204     6647    38800 SH       DEFINED                     0        0    38800
KOPIN CORP                     COM              500600101     3578    52048 SH       DEFINED                 52048        0        0
KOREA ELECTRIC PWR             US$ SRDB CV 5%01 500631AF3     2275    25000 SH       DEFINED                     0        0    25000
KOREA FD                       COM              500634100    20785  1391500 SH       DEFINED               1391500        0        0
KOREA TELECOM                  SPONSORED ADR    50063P103     3417    78000 SH       DEFINED                     0        0    78000
KROGER CO                      COM              501044101      718    40885 SH       DEFINED                 40885        0        0
LAM RESEARCH CORP              COM              512807108     9346   207400 SH       DEFINED                207400        0        0
LAUDER ESTEE COS INC           CL A             518439104     1148    22938 SH       DEFINED                     0        0    22938
LEGGETT & PLATT INC            COM              524660107       29     1350 SH       DEFINED                  1350        0        0
LEHMAN BROS HLDGS INC          COM              524908100       82      848 SH       DEFINED                   848        0        0
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     6565    59414 SH       DEFINED                 59414        0        0
LEXMARK INTL GROUP INC         CL A             529771107     3070    29030 SH       DEFINED                     0        0    29030
LHS GROUP INC                  COM              501938104      450    10000 SH       DEFINED                 10000        0        0
LIBERATE TECHNOLOGIES          COM              530129105    99773  1590000 SH       DEFINED               1590000        0        0
LILLY ELI & CO                 COM              532457108     1754    28013 SH       DEFINED                 28013        0        0
LIMITED INC                    COM              532716107       67     1602 SH       DEFINED                  1602        0        0
LINCOLN NATL CORP IND          COM              534187109     1788    53366 SH       DEFINED                 53366        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     5601   101842 SH       DEFINED                101842        0        0
LIZ CLAIBORNE INC              COM              539320101       20      427 SH       DEFINED                   427        0        0
LOCKHEED MARTIN CORP           COM              539830109       56     2739 SH       DEFINED                  2739        0        0
LOEWS CORP                     COM              540424108       48      955 SH       DEFINED                   955        0        0
LOUISIANA PAC CORP             COM              546347105       12      838 SH       DEFINED                   838        0        0
LOWES COS INC                  COM              548661107      162     2775 SH       DEFINED                  2775        0        0
LSI LOGIC CORP                 COM              502161102     3085    42479 SH       DEFINED                 42479        0        0
LUCENT TECHNOLOGIES INC        COM              549463107    17055   278452 SH       DEFINED                278452        0        0
LYCOS INC                      COM              550818108     2247    31990 SH       DEFINED                 31990        0        0
MALLINCKRODT INC NEW           COM              561232109       15      517 SH       DEFINED                   517        0        0
MANOR CARE INC NEW             COM              564055101       13      956 SH       DEFINED                   956        0        0
MARSH & MCLENNAN COS INC       COM              571748102      206     1869 SH       DEFINED                  1869        0        0
MASCO CORP                     COM              574599106       65     3155 SH       DEFINED                  3155        0        0
MATTEL INC                     COM              577081102       31     2908 SH       DEFINED                  2908        0        0
MAXIM INTEGRATED PRODS INC     COM              57772K101     6354    89412 SH       DEFINED                 89412        0        0
MAY DEPT STORES CO             COM              577778103       70     2470 SH       DEFINED                  2470        0        0
MAYTAG CORP                    COM              578592107       25      764 SH       DEFINED                   764        0        0
MBNA CORP                      COM              55262L100      136     5314 SH       DEFINED                  5314        0        0
MCDERMOTT INTL INC             COM              580037109        1      159 SH       DEFINED                   159        0        0
MCDONALDS CORP                 COM              580135101     3437    91972 SH       DEFINED                 91972        0        0
MCGRAW HILL COS INC            COM              580645109       71     1559 SH       DEFINED                  1559        0        0
MCI WORLDCOM INC               COM              55268B106     4133    91217 SH       DEFINED                 91217        0        0
MCKESSON HBOC INC              COM              58155Q103       42     2014 SH       DEFINED                  2014        0        0
MEAD CORP                      COM              582834107       23      670 SH       DEFINED                   670        0        0
MEDIAONE GROUP INC             COM              58440J104      346     4270 SH       DEFINED                  4270        0        0
MEDIMMUNE INC                  COM              584699102     3267    18764 SH       DEFINED                 18764        0        0
MEDTRONIC INC                  COM              585055106     3281    63785 SH       DEFINED                 63785        0        0
MELLON FINL CORP               COM              58551A108      108     3642 SH       DEFINED                  3642        0        0
MERCK & CO INC                 COM              589331107     1869    30086 SH       DEFINED                 30086        0        0
MEREDITH CORP                  COM              589433101        8      289 SH       DEFINED                   289        0        0
MERRILL LYNCH & CO INC         COM              590188108      285     2719 SH       DEFINED                  2719        0        0
MGIC INVT CORP WIS             COM              552848103       37      841 SH       DEFINED                   841        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104     8216   124953 SH       DEFINED                124953        0        0
MICRON TECHNOLOGY INC          COM              595112103     3736    29654 SH       DEFINED                 29654        0        0
MICROSOFT CORP                 COM              594918104   193130  1817696 SH       DEFINED               1817696        0        0
MILACRON INC                   COM              598709103        3      211 SH       DEFINED                   211        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103      123      949 SH       DEFINED                   949        0        0
MILLIPORE CORP                 COM              601073109       12      209 SH       DEFINED                   209        0        0
MINNESOTA MNG & MFG CO         COM              604059105     1363    15385 SH       DEFINED                 15385        0        0
MIRAGE RESORTS INC             COM              60462E104       26     1341 SH       DEFINED                  1341        0        0
MOLEX INC                      COM              608554101       81     1375 SH       DEFINED                  1375        0        0
MONSANTO CO                    COM              611662107     4243    82394 SH       DEFINED                 82394        0        0
MONTANA POWER CO               COM              612085100     2720    42500 SH       DEFINED                 42500        0        0
MOTOROLA INC                   COM              620076109     5033    34476 SH       DEFINED                 34476        0        0
MUTUAL RISK MGMT LTD           COM              628351108     1858    92900 SH       DEFINED                 92900        0        0
NABISCO GROUP HLDG CORP        COM              62952P102     1530   126819 SH       DEFINED                126819        0        0
NABISCO HLDGS CORP             CL A             629526104      833    25830 SH       DEFINED                     0        0    25830
NACCO INDS INC                 CL A             629579103        5       97 SH       DEFINED                     0        0       97
NATIONAL CITY CORP             COM              635405103       94     4560 SH       DEFINED                  4560        0        0
NATIONAL DATA CORP             COM              635621105      130     5000 SH       DEFINED                  5000        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103       94     1555 SH       DEFINED                  1555        0        0
NATIONAL SVC INDS INC          COM              637657107        3      151 SH       DEFINED                   151        0        0
NAVISTAR INTL CORP NEW         COM              63934E108       20      489 SH       DEFINED                   489        0        0
NETWORK APPLIANCE INC          COM              64120L104     4185    50575 SH       DEFINED                 50575        0        0
NEW CENTURY ENERGIES INC       COM              64352U103       24      804 SH       DEFINED                   804        0        0
NEW YORK TIMES CO              CL A             650111107      658    15329 SH       DEFINED                     0        0    15329
NEWBRIDGE NETWORKS CORP        COM              650901101     3218    99202 SH       DEFINED                 99202        0        0
NEWELL RUBBERMAID INC          COM              651229106       58     2353 SH       DEFINED                  2353        0        0
NEWMONT MINING CORP            COM              651639106       20      883 SH       DEFINED                   883        0        0
NEWS CORP LTD                  ADR NEW          652487703      788    14000 SH       DEFINED                     0        0    14000
NEXTEL COMMUNICATIONS INC      CL A             65332V103     2840    19159 SH       DEFINED                     0        0    19159
NIAGARA MOHAWK HLDGS INC       COM              653520106       17     1259 SH       DEFINED                  1259        0        0
NICOR INC                      COM              654086107        6      188 SH       DEFINED                   188        0        0
NIKE INC                       CL B             654106103      825    20831 SH       DEFINED                     0        0    20831
NOKIA CORP                     SPONSORED ADR    654902204    22676   102145 SH       DEFINED                     0        0   102145
NORDSTROM INC                  COM              655664100       34     1164 SH       DEFINED                  1164        0        0
NORFOLK SOUTHERN CORP          COM              655844108       39     2760 SH       DEFINED                  2760        0        0
NORTHEAST UTILS                COM              664397106   100514  4675051 SH       DEFINED               4675051        0        0
NORTHERN TR CORP               COM              665859104      109     1610 SH       DEFINED                  1610        0        0
NORTHN STS PWR CO MINN         COM              665772109       23     1152 SH       DEFINED                  1152        0        0
NORTHROP GRUMMAN CORP          COM              666807102       24      451 SH       DEFINED                   451        0        0
NOVELL INC                     COM              670006105     2241    78291 SH       DEFINED                 78291        0        0
NUCOR CORP                     COM              670346105       31      625 SH       DEFINED                   625        0        0
OAKWOOD HOMES CORP             COM              674098108      425   111600 SH       DEFINED                111600        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105       48     2302 SH       DEFINED                  2302        0        0
OFFICE DEPOT INC               COM              676220106       53     4605 SH       DEFINED                  4605        0        0
OLD KENT FINL CORP             COM              679833103       32     1000 SH       DEFINED                  1000        0        0
OMNICOM GROUP INC              COM              681919106      120     1280 SH       DEFINED                  1280        0        0
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR    68370R109      258     6100 SH       DEFINED                  6100        0        0
ORACLE CORP                    COM              68389X105    11064   141729 SH       DEFINED                141729        0        0
ORGANOGENESIS INC              COM              685906109       89     7400 SH       DEFINED                  7400        0        0
OWENS CORNING                  COM              69073F103        5      237 SH       DEFINED                   237        0        0
OWENS ILL INC                  COM NEW          690768403       18     1080 SH       DEFINED                  1080        0        0
PACCAR INC                     COM              693718108       24      489 SH       DEFINED                   489        0        0
PACTIV CORP                    COM              695257105       14     1606 SH       DEFINED                  1606        0        0
PAINE WEBBER GROUP INC         COM              695629105       45     1023 SH       DEFINED                  1023        0        0
PALL CORP                      COM              696429307       18      804 SH       DEFINED                   804        0        0
PARKER HANNIFIN CORP           COM              701094104       32      774 SH       DEFINED                   774        0        0
PARTNER COMMUNICATIONS CO LT   ADR              70211M109        1       85 SH       DEFINED                    85        0        0
PAYCHEX INC                    COM              704326107      102     1955 SH       DEFINED                  1955        0        0
PE CORP                        COM PE BIO GRP   69332S102      141     1462 SH       DEFINED                  1462        0        0
PECO ENERGY CO                 COM              693304107       52     1409 SH       DEFINED                  1409        0        0
PENNEY J C INC                 COM              708160106       28     1868 SH       DEFINED                  1868        0        0
PEOPLES ENERGY CORP            COM              711030106        6      213 SH       DEFINED                   213        0        0
PEOPLESOFT INC                 COM              712713106     1986    99322 SH       DEFINED                 99322        0        0
PEP BOYS MANNY MOE & JACK      COM              713278109        4      590 SH       DEFINED                   590        0        0
PEPSICO INC                    COM              713448108     1175    33680 SH       DEFINED                 33680        0        0
PERKINELMER INC                COM              714046109       13      198 SH       DEFINED                   198        0        0
PETRO-CDA                      COM/VARIBL VTG   71644E102     1283    76600 SH       DEFINED                 76600        0        0
PG&E CORP                      COM              69331C108       56     2685 SH       DEFINED                  2685        0        0
PHARMACIA & UPJOHN INC         COM              716941109      220     3704 SH       DEFINED                  3704        0        0
PHELPS DODGE CORP              COM              717265102       34      716 SH       DEFINED                   716        0        0
PHILIP MORRIS COS INC          COM              718154107    20066   949861 SH       DEFINED                949861        0        0
PHILLIPS PETE CO               COM              718507106       82     1780 SH       DEFINED                  1780        0        0
PITNEY BOWES INC               COM              724479100       92     2055 SH       DEFINED                  2055        0        0
PITTSTON CO                    COM BRINKS GRP   725701106        0        1 SH       DEFINED                     1        0        0
PLACER DOME INC                COM              725906101       20     2420 SH       DEFINED                  2420        0        0
PNC BK CORP                    COM              693475105       99     2193 SH       DEFINED                  2193        0        0
POLAROID CORP                  COM              731095105        5      210 SH       DEFINED                   210        0        0
POTLATCH CORP                  COM              737628107        0        9 SH       DEFINED                     9        0        0
PPG INDS INC                   COM              693506107       70     1339 SH       DEFINED                  1339        0        0
PRAXAIR INC                    COM              74005P104       48     1155 SH       DEFINED                  1155        0        0
PRICE T ROWE & ASSOCIATES      COM              741477103       38      953 SH       DEFINED                   953        0        0
PROCTER & GAMBLE CO            COM              742718109    11238   198907 SH       DEFINED                198907        0        0
PROGRESSIVE CORP OHIO          COM              743315103       43      559 SH       DEFINED                   559        0        0
PROTEIN DESIGN LABS INC        COM              74369L103     2288    28780 SH       DEFINED                 28780        0        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106       53     1784 SH       DEFINED                  1784        0        0
PULTE CORP                     COM              745867101        7      326 SH       DEFINED                   326        0        0
QLOGIC CORP                    COM              747277101    16640   122801 SH       DEFINED                122801        0        0
QLT PHOTOTHERAPEUTICS IN       COM              746927102     2155    39002 SH       DEFINED                 39002        0        0
QUAKER OATS CO                 COM              747402105       64     1050 SH       DEFINED                  1050        0        0
QUALCOMM INC                   COM              747525103     7439    49825 SH       DEFINED                 49825        0        0
QUINTILES TRANSNATIONAL CORP   COM              748767100       17     1000 SH       DEFINED                  1000        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302       60     2185 SH       DEFINED                  2185        0        0
RAYTHEON CO                    CL B             755111408       42     2361 SH       DEFINED                     0        0     2361
REEBOK INTL LTD                COM              758110100        4      427 SH       DEFINED                   427        0        0
REGIONS FINL CORP              COM              758940100       28     1243 SH       DEFINED                  1243        0        0
RELIANT ENERGY INC             COM              75952J108       48     2030 SH       DEFINED                  2030        0        0
REYNOLDS METALS CO             COM              761763101       34      503 SH       DEFINED                   503        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105      666    39166 SH       DEFINED                 39166        0        0
RITE AID CORP                  COM              767754104       10     1726 SH       DEFINED                  1726        0        0
ROCKWELL INTL CORP NEW         COM              773903109       58     1387 SH       DEFINED                  1387        0        0
ROHM & HAAS CO                 COM              775371107       61     1372 SH       DEFINED                  1372        0        0
ROWAN COS INC                  COM              779382100       25      841 SH       DEFINED                   841        0        0
RSA SEC INC                    COM              749719100      224     4330 SH       DEFINED                  4330        0        0
RUSSELL CORP                   COM              782352108        5      362 SH       DEFINED                   362        0        0
RYDER SYS INC                  COM              783549108       10      439 SH       DEFINED                   439        0        0
SABRE HLDGS CORP               CL A             785905100       29      781 SH       DEFINED                     0        0      781
SAFECO CORP                    COM              786429100     2514    94655 SH       DEFINED                 94655        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108     2484    36000 SH       DEFINED                 36000        0        0
SAFEWAY INC                    COM NEW          786514208      157     3462 SH       DEFINED                  3462        0        0
SANMINA CORP                   COM              800907107     3527    52206 SH       DEFINED                 52206        0        0
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     2431    40692 SH       DEFINED                     0        0    40692
SAPIENT CORP                   COM              803062108     4018    47908 SH       DEFINED                 47908        0        0
SARA LEE CORP                  COM              803111103     1073    59606 SH       DEFINED                 59606        0        0
SAUER INC                      COM              804137107     1362   140600 SH       DEFINED                140600        0        0
SBC COMMUNICATIONS INC         COM              78387G103     4871   115628 SH       DEFINED                115628        0        0
SCHERING PLOUGH CORP           COM              806605101     1344    36189 SH       DEFINED                 36189        0        0
SCHLUMBERGER LTD               COM              806857108      870    11378 SH       DEFINED                 11378        0        0
SCHWAB CHARLES CORP NEW        COM              808513105     2678    47135 SH       DEFINED                 47135        0        0
SCI SYS INC                    COM              783890106     1162    21610 SH       DEFINED                 21610        0        0
SCICLONE PHARMACEUTICALS INC   COM              80862K104     4665   303429 SH       DEFINED                303429        0        0
SCIENTIFIC ATLANTA INC         COM              808655104     1077    17026 SH       DEFINED                 17026        0        0
SEAGRAM LTD                    COM              811850106     1036    17416 SH       DEFINED                 17416        0        0
SEALED AIR CORP NEW            COM              81211K100       38      699 SH       DEFINED                   699        0        0
SEARS ROEBUCK & CO             COM              812387108       90     2948 SH       DEFINED                  2948        0        0
SECURE COMPUTING CORP          COM              813705100      838    49266 SH       DEFINED                 49266        0        0
SEMPRA ENERGY                  COM              816851109       31     1853 SH       DEFINED                  1853        0        0
SHARED MED SYS CORP            COM              819486101       14      273 SH       DEFINED                   273        0        0
SHERWIN WILLIAMS CO            COM              824348106       26     1159 SH       DEFINED                  1159        0        0
SIGMA ALDRICH CORP             COM              826552101       24      908 SH       DEFINED                   908        0        0
SILICON GRAPHICS INC           COM              827056102       14     1355 SH       DEFINED                  1355        0        0
SLM HLDG CORP                  COM              78442A109    17426   523118 SH       DEFINED                523118        0        0
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206       11      250 SH       DEFINED                   250        0        0
SNAP ON INC                    COM              833034101        7      267 SH       DEFINED                   267        0        0
SNYDER COMMUNICATIONS INC      COM SNC          832914105    14139   628400 SH       DEFINED                628400        0        0
SONY CORP                      ADR NEW          835699307    14006    50000 SH       DEFINED                     0        0    50000
SOUTHERN CO                    COM              842587107      686    31518 SH       DEFINED                 31518        0        0
SOUTHTRUST CORP                COM              844730101       30     1167 SH       DEFINED                  1167        0        0
SOUTHWEST AIRLS CO             COM              844741108       76     3631 SH       DEFINED                  3631        0        0
SPRINT CORP                    COM FON GROUP    852061100     2550    40319 SH       DEFINED                 40319        0        0
SPRINT CORP                    PCS COM SER 1    852061506      399     6088 SH       DEFINED                     0        0     6088
ST JUDE MED INC                COM              790849103     2621   101532 SH       DEFINED                101532        0        0
ST PAUL COS INC                COM              792860108     2485    72815 SH       DEFINED                 72815        0        0
STANLEY WKS                    COM              854616109       16      620 SH       DEFINED                   620        0        0
STAPLES INC                    COM              855030102       65     3273 SH       DEFINED                  3273        0        0
STET HELLAS COMMUNICATIONS S A ADR              859823106       46     1600 SH       DEFINED                  1600        0        0
STMICROELECTRONICS N V         COM              861012102     1561     8341 SH       DEFINED                  8341        0        0
SUMMIT BANCORP                 COM              866005101       42     1584 SH       DEFINED                  1584        0        0
SUN MICROSYSTEMS INC           COM              866810104     2426    25894 SH       DEFINED                 25894        0        0
SUNOCO INC                     COM              86764P109       14      519 SH       DEFINED                   519        0        0
SUNTRUST BKS INC               COM              867914103      134     2317 SH       DEFINED                  2317        0        0
SUPERVALU INC                  COM              868536103       26     1368 SH       DEFINED                  1368        0        0
SYMANTEC CORP                  COM              871503108     2670    35539 SH       DEFINED                 35539        0        0
SYNOVUS FINL CORP              COM              87161C105       40     2118 SH       DEFINED                  2118        0        0
SYSCO CORP                     COM              871829107       90     2505 SH       DEFINED                  2505        0        0
TANDY CORP                     COM              875382103       70     1386 SH       DEFINED                  1386        0        0
TARGET CORP                    COM              87612E106      244     3259 SH       DEFINED                  3259        0        0
TEKTRONIX INC                  COM              879131100       19      341 SH       DEFINED                   341        0        0
TELE SUDESTE CELULAR PART S A  SPON ADR PFD     879252104     2142    42900 SH       DEFINED                 42900        0        0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209     1703    49000 SH       DEFINED                     0        0    49000
TELECOMUNICACOES DE SAO PAULO  SPON ADR PFD     87929A102     7169   241500 SH       DEFINED                241500        0        0
TELEFONICA DE ARGENTINA S A    SPON ADR CL B    879378206    17533   446700 SH       DEFINED                446700        0        0
TELEFONICA DEL PERU S A        SPON ADR CL B    879384105     4600   270600 SH       DEFINED                270600        0        0
TELEFONICA S A                 SPONSORED ADR    879382208      231     3100 SH       DEFINED                     0        0     3100
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     5863    88000 SH       DEFINED                     0        0    88000
TELLABS INC                    COM              879664100     5445    86444 SH       DEFINED                 86444        0        0
TEMPLE INLAND INC              COM              879868107       20      405 SH       DEFINED                   405        0        0
TENET HEALTHCARE CORP          COM              88033G100       58     2487 SH       DEFINED                  2487        0        0
TERADYNE INC                   COM              880770102     3144    38344 SH       DEFINED                 38344        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209        1       20 SH       DEFINED                    20        0        0
TEXACO INC                     COM              881694103     5151    95839 SH       DEFINED                 95839        0        0
TEXAS INSTRS INC               COM              882508104     6920    43248 SH       DEFINED                 43248        0        0
TEXAS UTILS CO                 COM              882848104       65     2186 SH       DEFINED                  2186        0        0
TEXTRON INC                    COM              883203101       62     1021 SH       DEFINED                  1021        0        0
THOMAS & BETTS CORP            COM              884315102        4      130 SH       DEFINED                   130        0        0
TIFFANY & CO NEW               COM              886547108     1114    13316 SH       DEFINED                 13316        0        0
TIME WARNER INC                COM              887315109      909     9093 SH       DEFINED                  9093        0        0
TIMES MIRROR CO NEW            COM SER A        887364107       44      478 SH       DEFINED                   478        0        0
TIMKEN CO                      COM              887389104        0        9 SH       DEFINED                     9        0        0
TJX COS INC NEW                COM              872540109       40     1825 SH       DEFINED                  1825        0        0
TORCHMARK CORP                 COM              891027104       26     1139 SH       DEFINED                  1139        0        0
TOSCO CORP                     COM NEW          891490302       33     1084 SH       DEFINED                  1084        0        0
TOYS R US INC                  COM              892335100       26     1763 SH       DEFINED                  1763        0        0
TRIBUNE CO NEW                 COM              896047107       66     1805 SH       DEFINED                  1805        0        0
TRW INC                        COM              872649108       52      882 SH       DEFINED                   882        0        0
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506      164    10000 SH       DEFINED                     0        0    10000
TYCO INTL LTD NEW              COM              902124106      597    11908 SH       DEFINED                 11908        0        0
U S WEST INC NEW               COM              91273H101      261     3600 SH       DEFINED                  3600        0        0
UNICOM CORP                    COM              904911104       57     1562 SH       DEFINED                  1562        0        0
UNILEVER N V                   N Y SHS NEW      904784709     3013    62618 SH       DEFINED                     0        0    62618
UNION CARBIDE CORP             COM              905581104       57      980 SH       DEFINED                   980        0        0
UNION PAC CORP                 COM              907818108       71     1810 SH       DEFINED                  1810        0        0
UNION PLANTERS CORP            COM              908068109       34     1098 SH       DEFINED                  1098        0        0
UNISYS CORP                    COM              909214108     2176    84717 SH       DEFINED                 84717        0        0
UNITED HEALTHCARE CORP         COM              910581107       78     1308 SH       DEFINED                  1308        0        0
UNITED TECHNOLOGIES CORP       COM              913017109      219     3468 SH       DEFINED                  3468        0        0
UNOCAL CORP                    COM              915289102       48     1620 SH       DEFINED                  1620        0        0
UNUMPROVIDENT CORP             COM              91529Y106       34     2028 SH       DEFINED                  2028        0        0
US AIRWAYS GROUP INC           COM              911905107       22      780 SH       DEFINED                   780        0        0
US BANCORP DEL                 COM              902973106      118     5407 SH       DEFINED                  5407        0        0
UST INC                        COM              902911106       23     1494 SH       DEFINED                  1494        0        0
USX MARATHON GROUP             COM NEW          902905827       67     2575 SH       DEFINED                  2575        0        0
USX-U S STL                    COM              90337T101       27     1063 SH       DEFINED                  1063        0        0
V F CORP                       COM              918204108       21      876 SH       DEFINED                   876        0        0
VA LINUX SYSTEMS INC           COM              91819B105      851    14100 SH       DEFINED                 14100        0        0
VERISIGN INC                   COM              92343E102     2337    15631 SH       DEFINED                 15631        0        0
VERITAS SOFTWARE CO            COM              923436109     8237    62879 SH       DEFINED                 62879        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100      179     3825 SH       DEFINED                  3825        0        0
VIACOM INC                     CL B             925524308      841    15936 SH       DEFINED                     0        0    15936
VITESSE SEMICONDUCTOR CORP     COM              928497106    17147   178153 SH       DEFINED                178153        0        0
VODAFONE AIRTOUCH PLC          SPONSORED ADR    92857T107     5158    92840 SH       DEFINED                     0        0    92840
VULCAN MATLS CO                COM              929160109       32      709 SH       DEFINED                   709        0        0
WACHOVIA CORP                  COM              929771103      771    11408 SH       DEFINED                 11408        0        0
WAL MART STORES INC            COM              931142103     4195    74254 SH       DEFINED                 74254        0        0
WALGREEN CO                    COM              931422109        6      230 SH       DEFINED                   230        0        0
WARNER LAMBERT CO              COM              934488107     1290    13204 SH       DEFINED                 13204        0        0
WASTE MGMT INC DEL             COM              94106L109     2507   183139 SH       DEFINED                183139        0        0
WATSON PHARMACEUTICALS INC     COM              942683103       29      730 SH       DEFINED                   730        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108       33      472 SH       DEFINED                   472        0        0
WELLS FARGO & CO NEW           COM              949746101       40      992 SH       DEFINED                   992        0        0
WENDYS INTL INC                COM              950590109       19      917 SH       DEFINED                   917        0        0
WESTERN WIRELESS CORP          CL A             95988E204      560    12222 SH       DEFINED                     0        0    12222
WESTFIELD AMER INC             COM              959910100     2976   219400 SH       DEFINED                219400        0        0
WESTVACO CORP                  COM              961548104       28      834 SH       DEFINED                   834        0        0
WEYERHAEUSER CO                COM              962166104       97     1698 SH       DEFINED                  1698        0        0
WHIRLPOOL CORP                 COM              963320106       25      428 SH       DEFINED                   428        0        0
WILLAMETTE INDS INC            COM              969133107       34      840 SH       DEFINED                   840        0        0
WILLIAMS COS INC DEL           COM              969457100      142     3242 SH       DEFINED                  3242        0        0
WINN DIXIE STORES INC          COM              974280109       25     1291 SH       DEFINED                  1291        0        0
WORTHINGTON INDS INC           COM              981811102       10      832 SH       DEFINED                   832        0        0
WRIGLEY WM JR CO               COM              982526105       63      823 SH       DEFINED                   823        0        0
XEROX CORP                     COM              984121103     1861    71582 SH       DEFINED                 71582        0        0
XILINX INC                     COM              983919101    12187   147160 SH       DEFINED                147160        0        0
XL CAP LTD                     CL A             G98255105     1185    21400 SH       DEFINED                     0        0    21400
YAHOO INC                      COM              984332106     5674    33111 SH       DEFINED                 33111        0        0
YOUNG & RUBICAM INC            COM              987425105       24      500 SH       DEFINED                   500        0        0
YPF SOCIEDAD ANONIMA           SPON ADR CL D    984245100      628    17700 SH       DEFINED                     0        0    17700
3COM CORP                      COM              885535104     2067    37152 SH       DEFINED                 37152        0        0
BANK TOKYO-MITSUBISHI LTD      SPONSORED ADR    065379109     1440   101500 SH       DEFINED 04 02               0        0   101500
HITACHI LIMITED                ADR 10 COM       433578507      658     5400 SH       DEFINED 04 02               0        0     5400
HUANENG PWR INTL INC           NT CONV  1.75%04 443304AA8      276     2700 SH       DEFINED 04 02               0        0     2700
HUANENG PWR INTL INC           SPON ADR N       443304100      120    15000 SH       DEFINED 04 02               0        0    15000
KOREA ELECTRIC PWR             US$ SRDB CV 5%01 500631AF3       77      850 SH       DEFINED 04 02               0        0      850
SONY CORP                      ADR NEW          835699307     1821     6500 SH       DEFINED 04 02               0        0     6500
</TABLE>


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