Washington, D.C. 20549
Form 13F
Form UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment ( ); Amendment Number: _____
This Amendment (Check only one.): ( ) is a restatement
( ) adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schdeules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Eugene Rosati
Title: Vice President
Phone: 212-325-4492
Signature, Place, and Date of Signing:
Eugene Rosati New York, New York November 15, 2000
(Signature) (City, State) (Date)
Report Type (Check only one.):
( X ) 13F HOLDING 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-
Form 13F File Number Name
2. 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: 2953
Form 13F Information Table Value Total: $ 15,608,056
(thousands)
Information requested to be treated confidentially has been filed separately.
List of Other Included Managers:
Provided 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-
Form 13F File Number Name
2. 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 16999 632516 SH DEFINED 03 632516 0 0
A D C TELECOMMUNICATIONS COM 000886101 471 17500 SH DEFINED 03 0 0 17500
AAR CORP COM 000361105 148 12915 SH DEFINED 03 12915 0 0
ABBOTT LABS COM 002824100 43227 908848 SH DEFINED 03 908848 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4462 234083 SH DEFINED 03 234083 0 0
ABGENIX INC COM 00339B107 768 9517 SH DEFINED 03 9517 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2436 419000 SH DEFINED 03 419000 0 0
ACCREDO HEALTH INC COM 00437V104 231 4734 SH DEFINED 03 4734 0 0
ACCRUE SOFTWARE INC COM 00437W102 152 12734 SH DEFINED 03 12734 0 0
ACE LTD ORD G0070K103 589 15000 SH DEFINED 03 15000 0 0
ACKERLEY GROUP INC COM 004527107 1253 125305 SH DEFINED 03 125305 0 0
ACM GOVT SECS FD INC COM 000914101 335 46200 SH DEFINED 03 46200 0 0
ACNIELSEN CORP COM 004833109 1029 43210 SH DEFINED 03 43210 0 0
ACT MFG INC COM 000973107 3192 60506 SH DEFINED 03 60506 0 0
ACTEL CORP COM 004934105 320 8882 SH DEFINED 03 8882 0 0
ACTIVISION INC NEW SB NT CV 6.75%05 004930AC7 4626 4970000 SH DEFINED 03 0 0 4970000
ACTIVISION INC NEW COM NEW 004930202 227 15100 SH DEFINED 03 15100 0 0
ACTUANT CORP CL A 00508X104 60 15135 SH DEFINED 03 15135 0 0
ACTUATE CORP COM 00508B102 714 20692 SH DEFINED 03 20692 0 0
ACTV INC COM 00088E104 196 14288 SH DEFINED 03 14288 0 0
ACUSON CORP COM 005113105 758 33335 SH DEFINED 03 33335 0 0
ACUSON CORP COM 005113105 1410 62000 SH DEFINED 03 0 0 62000
ACXIOM CORP COM 005125109 1306 41297 SH DEFINED 03 41297 0 0
ADAPTEC INC COM 00651F108 1573 78631 SH DEFINED 03 78631 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 923 47329 SH DEFINED 03 47329 0 0
ADECCO SA SPONSORED ADR 006754105 205 2500 SH DEFINED 03 2500 0 0
ADELPHIA BUSINESS SOLUTIONS CL A 006847107 502 42308 SH DEFINED 03 42308 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 1660 60216 SH DEFINED 03 60216 0 0
ADMINISTAFF INC COM 007094105 493 6508 SH DEFINED 03 6508 0 0
ADOBE SYS INC COM 00724F101 14488 93318 SH DEFINED 03 93318 0 0
ADTRAN INC COM 00738A106 1766 41548 SH DEFINED 03 41548 0 0
ADVANCE PARADIGM INC COM 007491103 282 6699 SH DEFINED 03 6699 0 0
ADVANCED DIGITAL INFORMATION COM 007525108 266 17515 SH DEFINED 03 17515 0 0
ADVANCED ENERGY INDS COM 007973100 2453 74468 SH DEFINED 03 74468 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 516 13600 SH DEFINED 03 13600 0 0
ADVANCED LTG TECHNOLOGIES COM 00753C102 133 10879 SH DEFINED 03 10879 0 0
ADVANCED MICRO DEVICES INC COM 007903107 6264 265145 SH DEFINED 03 265145 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 247 29063 SH DEFINED 03 29063 0 0
ADVANCED TISSUE SCIENCES INC COM 00755F103 225 30385 SH DEFINED 03 30385 0 0
ADVANTICA RESTAURANT GROUP INC COM 00758B109 173 325079 SH DEFINED 03 325079 0 0
ADVANTICA RESTAURANT GROUP INC WT EXP 010705 00758B117 52 1170186 SH DEFINED 03 0 0 0
ADVENT SOFTWARE INC COM 007974108 872 12487 SH DEFINED 03 12487 0 0
ADVO INC COM 007585102 1152 34894 SH DEFINED 03 34894 0 0
AEGON N V ORD AMER REG 007924103 587 15800 SH DEFINED 03 15800 0 0
AEROFLEX INC COM 007768104 532 10941 SH DEFINED 03 10941 0 0
AES CORP COM 00130H105 18262 266604 SH DEFINED 03 266604 0 0
AETNA INC COM 008117103 7175 123581 SH DEFINED 03 123581 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1139 22840 SH DEFINED 03 22840 0 0
AFFILIATED MANAGERS GROUP COM 008252108 521 9144 SH DEFINED 03 9144 0 0
AFFYMETRIX INC SB NT CV 5%06 00826TAB4 7246 7273000 SH DEFINED 03 0 0 7273000
AFFYMETRIX INC COM 00826T108 2453 49192 SH DEFINED 03 49192 0 0
AFLAC INC COM 001055102 10165 158678 SH DEFINED 03 158678 0 0
AGCO CORP COM 001084102 553 46572 SH DEFINED 03 46572 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 12518 255801 SH DEFINED 03 255801 0 0
AGL RES INC COM 001204106 858 42778 SH DEFINED 03 42778 0 0
AIR PRODS & CHEMS INC COM 009158106 4906 136280 SH DEFINED 03 136280 0 0
AIRBORNE FGHT CORP COM 009266107 712 69849 SH DEFINED 03 69849 0 0
AIRGAS INC COM 009363102 344 50559 SH DEFINED 03 50559 0 0
AIRGATE PCS INC COM 009367103 183 4076 SH DEFINED 03 4076 0 0
AIRGATE PCS INC COM 009367103 45 1000 SH DEFINED 03 0 0 1000
AIRSPAN NETWORKS INC COM 00950H102 349 30346 SH DEFINED 03 30346 0 0
AIRSPAN NETWORKS INC COM 00950H102 687 59700 SH DEFINED 03 0 0 59700
AIRTRAN HLDGS INC COM 00949P108 95 21429 SH DEFINED 03 21429 0 0
AK STL HLDG CORP COM 001547108 853 90966 SH DEFINED 03 90966 0 0
ALASKA AIR GROUP INC COM 011659109 491 20460 SH DEFINED 03 20460 0 0
ALBANY INTL CORP CL A 012348108 255 21248 SH DEFINED 03 21248 0 0
ALBANY MOLECULAR RESH INC COM 012423109 343 6102 SH DEFINED 03 6102 0 0
ALBEMARLE CORP COM 012653101 773 38272 SH DEFINED 03 38272 0 0
ALBERTO CULVER CO CL B CONV 013068101 1456 50540 SH DEFINED 03 50540 0 0
ALBERTSONS INC COM 013104104 5195 247394 SH DEFINED 03 247394 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 3643 125889 SH DEFINED 03 125889 0 0
ALCATEL SPONSORED ADR 013904305 3339 53100 SH DEFINED 03 53100 0 0
ALCATEL SPONSORED ADR 013904305 4087 65000 SH DEFINED 03 0 0 65000
ALCOA INC COM 013817101 17879 706343 SH DEFINED 03 706343 0 0
ALEXANDER & BALDWIN INC COM 014482103 846 32619 SH DEFINED 03 32619 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2306 20235 SH DEFINED 03 20235 0 0
ALFA CORP COM 015385107 232 13438 SH DEFINED 03 13438 0 0
ALKERMES INC COM 01642T108 512 13268 SH DEFINED 03 13268 0 0
ALLAIRE CORP COM 016714107 932 110107 SH DEFINED 03 110107 0 0
ALLEGHENY ENERGY INC COM 017361106 2259 59158 SH DEFINED 03 59158 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1023 56435 SH DEFINED 03 56435 0 0
ALLEGIANCE TELECOM INC COM 01747T102 200 5400 SH DEFINED 03 5400 0 0
ALLERGAN INC COM 018490102 6498 76961 SH DEFINED 03 76961 0 0
ALLETE COM 018522102 2381 107620 SH DEFINED 03 107620 0 0
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A101 1407 28060 SH DEFINED 03 0 0 0
ALLIANCE PHARMACEUTICAL CORP COM 018773101 299 19591 SH DEFINED 03 19591 0 0
ALLIANT CORP COM 018802108 1314 44720 SH DEFINED 03 44720 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 301 3664 SH DEFINED 03 3664 0 0
ALLIED CAP CORP NEW COM 01903Q108 789 38039 SH DEFINED 03 38039 0 0
ALLIED RISER COMMUNICATIONS CP COM 019496108 164 24461 SH DEFINED 03 24461 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1072 116649 SH DEFINED 03 116649 0 0
ALLMERICA FINL CORP COM 019754100 1655 25881 SH DEFINED 03 25881 0 0
ALLSCRIPTS INC COM 019886100 169 11948 SH DEFINED 03 11948 0 0
ALLSTATE CORP COM 020002101 17024 489908 SH DEFINED 03 489908 0 0
ALLTEL CORP COM 020039103 10648 204035 SH DEFINED 03 204035 0 0
ALPHARMA INC CL A 020813101 1172 19169 SH DEFINED 03 19169 0 0
ALTERA CORP COM 021441100 14556 304843 SH DEFINED 03 304843 0 0
ALZA CORP DEL SUB LYON ZERO 14 022615AC2 4379 3869000 SH DEFINED 03 0 0 3869000
ALZA CORP DEL COM 022615108 5669 65537 SH DEFINED 03 65537 0 0
AMAZON COM INC COM 023135106 1088 28307 SH DEFINED 03 28307 0 0
AMBAC FINL GROUP INC COM 023139108 2409 32885 SH DEFINED 03 32885 0 0
AMCOL INTL CORP COM 02341W103 58 11814 SH DEFINED 03 11814 0 0
AMCORE FINL INC COM 023912108 210 10717 SH DEFINED 03 10717 0 0
AMDOCS LTD ORD G02602103 2439 39100 SH DEFINED 03 39100 0 0
AMERADA HESS CORP COM 023551104 4178 62422 SH DEFINED 03 62422 0 0
AMEREN CORP COM 023608102 4429 105777 SH DEFINED 03 105777 0 0
AMERICA ONLINE INC DEL COM 02364J104 96995 1804559 SH DEFINED 03 1804559 0 0
AMERICA WEST HLDG CORP CL B 023657208 210 17232 SH DEFINED 03 17232 0 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 2485 78880 SH DEFINED 03 78880 0 0
AMERICAN ELEC PWR INC COM 025537101 8716 222765 SH DEFINED 03 222765 0 0
AMERICAN EXPRESS CO COM 025816109 53326 877798 SH DEFINED 03 877798 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 959 41361 SH DEFINED 03 41361 0 0
AMERICAN FINL HLDGS INC COM 026075101 188 10665 SH DEFINED 03 10665 0 0
AMERICAN GENERAL CORP COM 026351106 13847 177526 SH DEFINED 03 177526 0 0
AMERICAN GREETINGS CORP CL A 026375105 1396 79750 SH DEFINED 03 79750 0 0
AMERICAN HOME PRODS CORP (C) COM 026609107 424 7500 SH CALL DEFINED 03 0 0 0
AMERICAN HOME PRODS CORP COM 026609107 42710 755103 SH DEFINED 03 755103 0 0
AMERICAN INTL GROUP INC COM 026874107 147872 1545368 SH DEFINED 03 1545368 0 0
AMERICAN MGMT SYS INC COM 027352103 183 10700 SH DEFINED 03 10700 0 0
AMERICAN NATL INS CO COM 028591105 246 3844 SH DEFINED 03 3844 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 3087 161911 SH DEFINED 03 161911 0 0
AMERICAN STD COS INC DEL COM 029712106 1478 33262 SH DEFINED 03 33262 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 656 13311 SH DEFINED 03 13311 0 0
AMERICAN TELESOURCE INTL INC COM 03018P108 52 22376 SH DEFINED 03 22376 0 0
AMERICAN TOWER CORP NT CV 6.25%09 029912AB8 12108 7125000 SH DEFINED 03 0 0 7125000
AMERICAN TOWER CORP NT CV 144A 5%10 029912AE2 3321 3500000 SH DEFINED 03 0 0 3500000
AMERICAN TOWER CORP NT CV ACRD 5%10 029912AF9 18926 19948000 SH DEFINED 03 0 0 19948000
AMERICAN TOWER CORP CL A 029912201 3912 103800 SH DEFINED 03 103800 0 0
AMERICAN TOWER CORP CL A 029912201 188 5000 SH DEFINED 03 0 0 5000
AMERICAN WTR WKS INC COM 030411102 1248 45289 SH DEFINED 03 45289 0 0
AMERICREDIT CORP COM 03060R101 1351 46905 SH DEFINED 03 46905 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 1798 38248 SH DEFINED 03 38248 0 0
AMERITRADE HLDG CORP CL A 03072H109 923 52156 SH DEFINED 03 52156 0 0
AMES DEPT STORES INC COM NEW 030789507 67 11679 SH DEFINED 03 11679 0 0
AMETEK INC NEW COM 031100100 562 26546 SH DEFINED 03 26546 0 0
AMGEN INC COM 031162100 62118 891367 SH DEFINED 03 891367 0 0
AMGEN INC COM 031162100 4539 65000 SH DEFINED 03 0 0 65000
AMPHENOL CORP NEW CL A 032095101 1233 21656 SH DEFINED 03 21656 0 0
AMR CORP COM 001765106 2930 89628 SH DEFINED 03 89628 0 0
AMSOUTH BANCORPORATION COM 032165102 4753 380276 SH DEFINED 03 380276 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 243 23112 SH DEFINED 03 23112 0 0
ANADARKO PETE CORP COM 032511107 10921 164325 SH DEFINED 03 164325 0 0
ANADIGICS INC COM 032515108 1057 48337 SH DEFINED 03 48337 0 0
ANALOG DEVICES INC COM 032654105 18809 227811 SH DEFINED 03 227811 0 0
ANAREN MICROWAVE INC COM 032744104 527 3889 SH DEFINED 03 3889 0 0
ANCHOR GAMING COM 033037102 506 6386 SH DEFINED 03 6386 0 0
ANDREW CORP COM 034425108 1554 59356 SH DEFINED 03 59356 0 0
ANDRX CORP DEL COM ANDRX GRP 034553107 1507 16134 SH DEFINED 03 16134 0 0
ANGLOGOLD LTD SPONSORED ADR 035128206 233 12700 SH DEFINED 03 12700 0 0
ANHEUSER BUSCH COS INC COM 035229103 24760 585168 SH DEFINED 03 585168 0 0
ANIXTER INTL INC COM 035290105 258 8872 SH DEFINED 03 8872 0 0
ANNTAYLOR STORES CORP COM 036115103 862 22434 SH DEFINED 03 22434 0 0
ANSWERTHINK INC COM 036916104 207 12780 SH DEFINED 03 12780 0 0
ANSWERTHINK INC COM 036916104 16 1000 SH DEFINED 03 0 0 1000
ANTEC CORP SUB NT CV 4.5%03 03664PAB1 333 250000 SH DEFINED 03 0 0 250000
ANTEC CORP COM 03664P105 505 17183 SH DEFINED 03 17183 0 0
AON CORP COM 037389103 7331 186789 SH DEFINED 03 186789 0 0
APAC CUSTOMER SERVICES INC COM 00185E106 123 23428 SH DEFINED 03 23428 0 0
APACHE CORP COM 037411105 5619 95042 SH DEFINED 03 95042 0 0
APOLLO GROUP INC CL A 037604105 1723 43220 SH DEFINED 03 43220 0 0
APPLE COMPUTER INC COM 037833100 12606 490748 SH DEFINED 03 490748 0 0
APPLE COMPUTER INC COM 037833100 1030 40000 SH DEFINED 03 0 0 40000
APPLEBEES INTL INC COM 037899101 211 9032 SH DEFINED 03 9032 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 188 10838 SH DEFINED 03 10838 0 0
APPLIED MATLS INC COM 038222105 36201 610990 SH DEFINED 03 610990 0 0
APPLIED MATLS INC COM 038222105 297 5000 SH DEFINED 03 0 0 5000
APPLIED MICRO CIRCUITS CORP COM 03822W109 3655 17656 SH DEFINED 03 17656 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 21 100 SH DEFINED 03 0 0 100
APRIA HEALTHCARE GROUP INC COM 037933108 857 61479 SH DEFINED 03 61479 0 0
APTARGROUP INC COM 038336103 324 13552 SH DEFINED 03 13552 0 0
ARADIGM CORP COM 038505103 370 16176 SH DEFINED 03 16176 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3916 454068 SH DEFINED 03 454068 0 0
ARDEN RLTY INC COM 039793104 576 21475 SH DEFINED 03 21475 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 175 13962 SH DEFINED 03 13962 0 0
ARIBA INC COM 04033V104 774 5400 SH DEFINED 03 5400 0 0
ARMSTRONG HLDGS INC COM 042384107 973 81481 SH DEFINED 03 81481 0 0
ARNOLD INDS INC COM 042595108 344 20515 SH DEFINED 03 20515 0 0
ARROW ELECTRS INC COM 042735100 1620 47568 SH DEFINED 03 47568 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 783 26785 SH DEFINED 03 26785 0 0
ARTHROCARE CORP COM 043136100 1558 80127 SH DEFINED 03 80127 0 0
ARVINMERITOR INC COM 043353101 845 57521 SH DEFINED 03 57521 0 0
ASE TEST LTD ORD Y02516105 277 13184 SH DEFINED 03 13184 0 0
ASHLAND INC COM 044204105 2351 69782 SH DEFINED 03 69782 0 0
ASIA PACIFIC RES INTL HLDG LTD CL A G05345106 351 281000 SH DEFINED 03 281000 0 0
ASM INTL N V COM N07045102 430 24570 SH DEFINED 03 24570 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 130 4017 SH DEFINED 03 4017 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 705 34274 SH DEFINED 03 34274 0 0
ASPEN TECHNOLOGY INC COM 045327103 437 9690 SH DEFINED 03 9690 0 0
ASSOCIATED BANC CORP COM 045487105 1250 47731 SH DEFINED 03 47731 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 27539 724708 SH DEFINED 03 724708 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 4955 130400 SH DEFINED 03 0 0 130400
ASTEC INDS INC COM 046224101 259 23645 SH DEFINED 03 23645 0 0
ASTORIA FINL CORP COM 046265104 1595 41353 SH DEFINED 03 41353 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 3154 60000 SH DEFINED 03 60000 0 0
ASTROPOWER INC COM 04644A101 1984 50058 SH DEFINED 03 50058 0 0
ASYST TECHNOLOGY CORP COM 04648X107 553 27292 SH DEFINED 03 27292 0 0
AT HOME CORP COM SER A 045919107 663 46945 SH DEFINED 03 46945 0 0
AT&T CORP (P) COM 001957109 588 20000 SH PUT DEFINED 03 20000 0 0
AT&T CORP COM 001957109 87727 2986457 SH DEFINED 03 2986457 0 0
AT&T CORP COM 001957109 6285 213957 SH DEFINED 03 0 0 213957
AT&T CORP COM LIB GRP A 001957208 4482 249000 SH DEFINED 03 249000 0 0
AT&T CORP COM LIB GRP A 001957208 360 20000 SH DEFINED 03 0 0 20000
AT&T CORP COM WIRLES GRP 001957406 1044 50000 SH DEFINED 03 50000 0 0
AT&T CORP COM WIRLES GRP 001957406 2262 108356 SH DEFINED 03 0 0 108356
ATLAS AIR INC COM 049164106 944 22352 SH DEFINED 03 22352 0 0
ATMEL CORP COM 049513104 5625 370387 SH DEFINED 03 370387 0 0
ATMI INC COM 00207R101 412 17608 SH DEFINED 03 17608 0 0
ATMI INC COM 00207R101 23 1000 SH DEFINED 03 0 0 1000
ATMOS ENERGY CORP COM 049560105 252 12228 SH DEFINED 03 12228 0 0
ATWOOD OCEANICS INC COM 050095108 201 4818 SH DEFINED 03 4818 0 0
AUDIBLE INC COM 05069A104 106 88861 SH DEFINED 03 88861 0 0
AURORA BIOSCIENCES CORP COM 051920106 564 8299 SH DEFINED 03 8299 0 0
AUTODESK INC COM 052769106 1081 42722 SH DEFINED 03 42722 0 0
AUTOLIV INC COM 052800109 287 14720 SH DEFINED 03 14720 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 25422 380148 SH DEFINED 03 380148 0 0
AUTONATION INC COM 05329W102 411 68500 SH DEFINED 03 68500 0 0
AUTOZONE INC COM 053332102 1747 76994 SH DEFINED 03 76994 0 0
AVANT CORP COM 053487104 261 14333 SH DEFINED 03 14333 0 0
AVANT IMMUNOTHERAPEUTICS I COM 053491106 234 21638 SH DEFINED 03 21638 0 0
AVENTIS SPONSORED ADR 053561106 4168 55346 SH DEFINED 03 55346 0 0
AVERY DENNISON CORP COM 053611109 3584 77286 SH DEFINED 03 77286 0 0
AVIGEN INC COM 053690103 465 11697 SH DEFINED 03 11697 0 0
AVIRON SB NT CV 5.75%05 053762AC4 1932 1000000 SH DEFINED 03 0 0 1000000
AVIRON COM 053762100 1537 26360 SH DEFINED 03 26360 0 0
AVIS GROUP HLDGS INC CL A 053790101 1284 43343 SH DEFINED 03 43343 0 0
AVIS GROUP HLDGS INC CL A 053790101 4988 171983 SH DEFINED 03 0 0 171983
AVISTA CORP COM 05379B107 795 35348 SH DEFINED 03 35348 0 0
AVNET INC COM 053807103 4407 155316 SH DEFINED 03 155316 0 0
AVOCENT CORP COM 053893103 1907 34747 SH DEFINED 03 34747 0 0
AVON PRODS INC COM 054303102 6279 153611 SH DEFINED 03 153611 0 0
AVTEAM INC CL A 054527205 1 557 SH DEFINED 03 557 0 0
AWARE INC MASS COM 05453N100 221 5741 SH DEFINED 03 5741 0 0
AXA SPONSORED ADR 054536107 582 9000 SH DEFINED 03 9000 0 0
AXA FINL INC COM 002451102 892 17509 SH DEFINED 03 17509 0 0
AXENT TECHNOLOGIES INC COM 05459C108 279 12962 SH DEFINED 03 12962 0 0
AXT INC COM 00246W103 406 9735 SH DEFINED 03 9735 0 0
AZTAR CORP COM 054802103 343 22307 SH DEFINED 03 22307 0 0
AZURIX CORP COM 05501M104 52 14625 SH DEFINED 03 14625 0 0
BAKER HUGHES INC COM 057224107 8082 217697 SH DEFINED 03 217697 0 0
BALL CORP COM 058498106 817 25780 SH DEFINED 03 25780 0 0
BALLARD PWR SYS INC COM 05858H104 798 7300 SH DEFINED 03 7300 0 0
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 236 9432 SH DEFINED 03 9432 0 0
BANCO SANTANDER CENT HISPANO ADR 05964H105 199 18200 SH DEFINED 03 18200 0 0
BANCORPSOUTH INC COM 059692103 433 30136 SH DEFINED 03 30136 0 0
BANCWEST CORP NEW COM 059790105 357 18386 SH DEFINED 03 18386 0 0
BANDAG INC COM 059815100 464 12925 SH DEFINED 03 12925 0 0
BANK NEW YORK INC COM 064057102 25854 461168 SH DEFINED 03 461168 0 0
BANK OF AMERICA CORPORATION COM 060505104 58096 1109233 SH DEFINED 03 1109233 0 0
BANK ONE CORP COM 06423A103 29227 756674 SH DEFINED 03 756674 0 0
BANK UTD CORP CL A 065412108 642 12660 SH DEFINED 03 12660 0 0
BANKNORTH GROUP INC NEW COM 06646R107 1247 70033 SH DEFINED 03 70033 0 0
BANTA CORP COM 066821109 488 20015 SH DEFINED 03 20015 0 0
BARD C R INC COM 067383109 4122 97553 SH DEFINED 03 97553 0 0
BARNES & NOBLE INC COM 067774109 975 49531 SH DEFINED 03 49531 0 0
BARR LABS INC COM 068306109 571 8616 SH DEFINED 03 8616 0 0
BARRA INC COM 068313105 235 3797 SH DEFINED 03 3797 0 0
BARRETT RES CORP COM PAR $0.01 068480201 452 11960 SH DEFINED 03 11960 0 0
BARRICK GOLD CORP COM 067901108 3639 238655 SH DEFINED 03 238655 0 0
BASIN EXPL INC COM 070107107 284 14562 SH DEFINED 03 14562 0 0
BATTLE MTN GOLD CO COM 071593107 178 101484 SH DEFINED 03 101484 0 0
BAUSCH & LOMB INC COM 071707103 1217 31255 SH DEFINED 03 31255 0 0
BAXTER INTL INC COM 071813109 19389 242933 SH DEFINED 03 242933 0 0
BAY VIEW CAP CORP DEL COM 07262L101 110 10247 SH DEFINED 03 10247 0 0
BB&T CORP COM 054937107 7046 233886 SH DEFINED 03 233886 0 0
BE AEROSPACE INC COM 073302101 173 10787 SH DEFINED 03 10787 0 0
BEA SYS INC COM 073325102 1107 14221 SH DEFINED 03 14221 0 0
BEAR STEARNS COS INC COM 073902108 9404 149268 SH DEFINED 03 149268 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 191 20352 SH DEFINED 03 20352 0 0
BECKMAN COULTER INC COM 075811109 1246 16158 SH DEFINED 03 16158 0 0
BECTON DICKINSON & CO COM 075887109 6188 234061 SH DEFINED 03 234061 0 0
BED BATH & BEYOND INC COM 075896100 6039 247760 SH DEFINED 03 247760 0 0
BELDEN INC COM 077459105 483 20443 SH DEFINED 03 20443 0 0
BELLSOUTH CORP COM 079860102 45878 1139829 SH DEFINED 03 1139829 0 0
BELO A H CORP DEL COM SER A 080555105 1777 96371 SH DEFINED 03 96371 0 0
BEMIS INC COM 081437105 983 30592 SH DEFINED 03 30592 0 0
BENCHMARK ELECTRS INC COM 08160H101 464 8931 SH DEFINED 03 8931 0 0
BERGEN BRUNSWIG CORP CL A 083739102 1444 123543 SH DEFINED 03 123543 0 0
BERKLEY W R CORP COM 084423102 216 6367 SH DEFINED 03 6367 0 0
BERKSHIRE HATHAWAY INC DEL CL B 084670207 1035 500 SH DEFINED 03 500 0 0
BEST BUY INC COM 086516101 7358 115646 SH DEFINED 03 115646 0 0
BEST BUY INC COM 086516101 19 300 SH DEFINED 03 0 0 300
BESTFOODS COM 08658U101 14582 200437 SH DEFINED 03 200437 0 0
BESTFOODS COM 08658U101 5116 70319 SH DEFINED 03 0 0 70319
BETHLEHEM STL CORP COM 087509105 379 126478 SH DEFINED 03 126478 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 531 89377 SH DEFINED 03 89377 0 0
BIG CITY RADIO INC CL A 089098107 43 10800 SH DEFINED 03 10800 0 0
BILLING CONCEPTS CORP COM 090063108 52 16721 SH DEFINED 03 16721 0 0
BINDLEY WESTN INDS INC COM 090324104 408 12764 SH DEFINED 03 12764 0 0
BINDVIEW DEV CORP COM 090327107 160 21181 SH DEFINED 03 21181 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 577 50406 SH DEFINED 03 50406 0 0
BIOCHEM PHARMA INC COM 09058T108 1526 69748 SH DEFINED 03 69748 0 0
BIOGEN INC COM 090597105 9201 150834 SH DEFINED 03 150834 0 0
BIOMATRIX INC COM 09060P102 719 41091 SH DEFINED 03 41091 0 0
BIOMET INC COM 090613100 5279 150823 SH DEFINED 03 150823 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 216 5428 SH DEFINED 03 5428 0 0
BJ SVCS CO COM 055482103 4341 71025 SH DEFINED 03 71025 0 0
BJS WHOLESALE CLUB INC COM 05548J106 3118 91378 SH DEFINED 03 91378 0 0
BLACK & DECKER CORP COM 091797100 2407 70401 SH DEFINED 03 70401 0 0
BLACK BOX CORP DEL COM 091826107 966 20724 SH DEFINED 03 20724 0 0
BLACK HILLS CORP COM 092113109 493 17564 SH DEFINED 03 17564 0 0
BLACKROCK INC CL A 09247X101 230 7177 SH DEFINED 03 7177 0 0
BLACKROCK INC CL A 09247X101 160 5000 SH DEFINED 03 0 0 5000
BLACKROCK TARGET TERM TR INC COM 092476100 72430 7286700 SH DEFINED 03 7286700 0 0
BLANCH E W HLDGS INC COM 093210102 399 19253 SH DEFINED 03 19253 0 0
BLOCK H & R INC COM 093671105 2220 59893 SH DEFINED 03 59893 0 0
BLYTH INC COM 09643P108 830 35403 SH DEFINED 03 35403 0 0
BMC SOFTWARE INC COM 055921100 4815 252560 SH DEFINED 03 252560 0 0
BOB EVANS FARMS INC COM 096761101 630 34070 SH DEFINED 03 34070 0 0
BOCA RESORTS INC CL A 09688T106 113 10333 SH DEFINED 03 10333 0 0
BOEING CO (C) COM 097023105 14175 225000 SH CALL DEFINED 03 0 0 0
BOEING CO (P) COM 097023105 6300 100000 SH PUT DEFINED 03 100000 0 0
BOEING CO (P) COM 097023105 8537 135500 SH PUT DEFINED 03 135500 0 0
BOEING CO (P) COM 097023105 6300 100000 SH PUT DEFINED 03 100000 0 0
BOEING CO COM 097023105 38802 615902 SH DEFINED 03 615902 0 0
BOISE CASCADE CORP COM 097383103 1011 38049 SH DEFINED 03 38049 0 0
BORDERS GROUP INC COM 099709107 861 61777 SH DEFINED 03 61777 0 0
BORG WARNER INC COM 099724106 674 20352 SH DEFINED 03 20352 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3846 233992 SH DEFINED 03 233992 0 0
BOWATER INC COM 102183100 1824 39280 SH DEFINED 03 39280 0 0
BOWNE & CO INC COM 103043105 136 13934 SH DEFINED 03 13934 0 0
BOYD GAMING CORP COM 103304101 3669 743200 SH DEFINED 03 743200 0 0
BOYDS COLLECTION LTD COM 103354106 174 23567 SH DEFINED 03 23567 0 0
BP AMOCO P L C SPONSORED ADR 055622104 2958 55811 SH DEFINED 03 55811 0 0
BRADY CORP CL A 104674106 214 7069 SH DEFINED 03 7069 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 259 12799 SH DEFINED 03 12799 0 0
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1282 22300 SH DEFINED 03 22300 0 0
BRE PROPERTIES INC CL A 05564E106 608 18986 SH DEFINED 03 18986 0 0
BRIGGS & STRATTON CORP COM 109043109 739 19546 SH DEFINED 03 19546 0 0
BRIGHTPOINT INC COM 109473108 94 18772 SH DEFINED 03 18772 0 0
BRINKER INTL INC COM 109641100 1136 37722 SH DEFINED 03 37722 0 0
BRISTOL MYERS SQUIBB CO (P) COM 110122108 2856 50000 SH PUT DEFINED 03 50000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 95053 1663942 SH DEFINED 03 1663942 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 114 2000 SH DEFINED 03 0 0 2000
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 321 7500 SH DEFINED 03 7500 0 0
BROADBASE SOFTWARE COM 11130R100 200 14744 SH DEFINED 03 14744 0 0
BROADCOM CORP CL A 111320107 29991 123042 SH DEFINED 03 123042 0 0
BROADVISION INC COM 111412102 1304 50751 SH DEFINED 03 50751 0 0
BROADWING INC COM 111620100 4276 167278 SH DEFINED 03 167278 0 0
BROCADE COMMUNICATIONS SYS I COM 111621108 900 3813 SH DEFINED 03 3813 0 0
BROOKS AUTOMATION INC COM 11434A100 1371 41304 SH DEFINED 03 41304 0 0
BROWN & BROWN INC COM 115236101 279 8770 SH DEFINED 03 8770 0 0
BROWN FORMAN CORP CL B 115637209 2253 41146 SH DEFINED 03 41146 0 0
BROWN SHOE INC NEW COM 115736100 179 19484 SH DEFINED 03 19484 0 0
BROWN TOM INC COM NEW 115660201 245 10019 SH DEFINED 03 10019 0 0
BRUNSWICK CORP COM 117043109 1421 77839 SH DEFINED 03 77839 0 0
BRUSH ENGINEERED MATLS INC COM 117421107 273 12633 SH DEFINED 03 12633 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 216 10421 SH DEFINED 03 10421 0 0
BUDGET GROUP INC CL A 119003101 2465 636000 SH DEFINED 03 636000 0 0
BUDGET GROUP INC CL A 119003101 194 50000 SH DEFINED 03 0 0 50000
BUFFETS INC COM 119882108 667 48720 SH DEFINED 03 48720 0 0
BURLINGTON COAT FACTORY COM 121579106 584 40837 SH DEFINED 03 40837 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 6077 281852 SH DEFINED 03 281852 0 0
BURLINGTON RES INC COM 122014103 5949 161593 SH DEFINED 03 161593 0 0
BURNHAM PAC PPTYS INC COM 12232C108 71 11656 SH DEFINED 03 11656 0 0
C COR NET CORP COM 125010108 1861 121526 SH DEFINED 03 121526 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 1122 19911 SH DEFINED 03 19911 0 0
C P & L ENERGY INC COM 12614C106 4319 103612 SH DEFINED 03 103612 0 0
C&D TECHNOLOGIES INC COM 124661109 663 11678 SH DEFINED 03 11678 0 0
C-CUBE MICROSYSTEMS INC NEW COM 12501N108 4684 229174 SH DEFINED 03 229174 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 381 15672 SH DEFINED 03 15672 0 0
CABLETRON SYS INC COM 126920107 3174 108044 SH DEFINED 03 108044 0 0
CABLEVISION SYS CORP CL A 12686C109 243 3661 SH DEFINED 03 3661 0 0
CABOT CORP COM 127055101 1312 41413 SH DEFINED 03 41413 0 0
CABOT INDUSTRIAL TRUST COM 127072106 301 15076 SH DEFINED 03 15076 0 0
CABOT OIL & GAS CORP CL A 127097103 232 11381 SH DEFINED 03 11381 0 0
CADBURY SCHWEPPES PLC ADR 127209302 63 2600 SH DEFINED 03 2600 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3005 116992 SH DEFINED 03 116992 0 0
CADIZ INC COM 127537108 140 14135 SH DEFINED 03 14135 0 0
CAL DIVE INTL INC COM 127914109 247 4351 SH DEFINED 03 4351 0 0
CALGON CARBON CORP COM 129603106 123 18021 SH DEFINED 03 18021 0 0
CALIFORNIA AMPLIFIER INC COM 129900106 1173 51716 SH DEFINED 03 51716 0 0
CALIFORNIA COASTAL CMNTYS INC COM NEW 129915203 7738 1439551 SH DEFINED 03 1439551 0 0
CALLAWAY GOLF CO (C) COM 131193104 2312 150396 SH CALL DEFINED 03 150396 0 0
CALPINE CORP COM 131347106 7043 67480 SH DEFINED 03 67480 0 0
CAMBREX CORP COM 132011107 324 8758 SH DEFINED 03 8758 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 279 63860 SH DEFINED 03 63860 0 0
CAMDEN PPTY TR SH BEN INT 133131102 611 19712 SH DEFINED 03 19712 0 0
CAMPBELL SOUP CO COM 134429109 6785 262232 SH DEFINED 03 262232 0 0
CANADIAN PAC LTD NEW COM 135923100 1266 48700 SH DEFINED 03 48700 0 0
CANTAB PHARMACEUTICALS PLC SPON ADR NEW 138084207 2 200 SH DEFINED 03 200 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 134 10321 SH DEFINED 03 10321 0 0
CAPITAL ONE FINL CORP COM 14040H105 8231 117479 SH DEFINED 03 117479 0 0
CAPITOL FED FINL COM 14057C106 175 11960 SH DEFINED 03 11960 0 0
CAPROCK COMMUNICATIONS CORP COM 140667106 75 14705 SH DEFINED 03 14705 0 0
CARAUSTAR INDS INC COM 140909102 110 10010 SH DEFINED 03 10010 0 0
CARDINAL HEALTH INC COM 14149Y108 18407 208729 SH DEFINED 03 208729 0 0
CARDIODYNAMICS INTL CORP COM 141597104 52 10143 SH DEFINED 03 10143 0 0
CAREER EDUCATION CORP COM 141665109 293 6588 SH DEFINED 03 6588 0 0
CAREMARK RX INC COM 141705103 872 77555 SH DEFINED 03 77555 0 0
CARLISLE COS INC COM 142339100 1006 24233 SH DEFINED 03 24233 0 0
CARNIVAL CORP COM 143658102 8423 342032 SH DEFINED 03 342032 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 642 22049 SH DEFINED 03 22049 0 0
CARRAMERICA RLTY CORP COM 144418100 278 9200 SH DEFINED 03 9200 0 0
CARRIER ACCESS CORP COM 144460102 2057 104835 SH DEFINED 03 104835 0 0
CARTER WALLACE INC COM 146285101 727 29745 SH DEFINED 03 29745 0 0
CASELLA WASTE SYS INC CL A 147448104 109 10789 SH DEFINED 03 10789 0 0
CASEYS GEN STORES INC COM 147528103 223 17255 SH DEFINED 03 17255 0 0
CATALINA MARKETING CORP COM 148867104 379 10065 SH DEFINED 03 10065 0 0
CATALYTICA INC COM 148885106 147 11901 SH DEFINED 03 11901 0 0
CATELLUS DEV CORP COM 149111106 1258 71903 SH DEFINED 03 71903 0 0
CATERPILLAR INC DEL COM 149123101 7793 230894 SH DEFINED 03 230894 0 0
CBL & ASSOC PPTYS INC COM 124830100 242 9674 SH DEFINED 03 9674 0 0
CBRL GROUP INC COM 12489V106 1107 77005 SH DEFINED 03 77005 0 0
CDW COMPUTER CTRS INC COM 125129106 6715 97226 SH DEFINED 03 97226 0 0
CEC ENTMT INC COM 125137109 464 14510 SH DEFINED 03 14510 0 0
CELESTICA INC SUB VTG SHS 15101Q108 4238 61200 SH DEFINED 03 61200 0 0
CELGENE CORP COM 151020104 630 10582 SH DEFINED 03 10582 0 0
CELL GENESYS INC COM 150921104 701 23553 SH DEFINED 03 23553 0 0
CELL THERAPEUTICS INC COM 150934107 674 10092 SH DEFINED 03 10092 0 0
CELSION CORPORATION COM 15117N107 46 18688 SH DEFINED 03 18688 0 0
CENDANT CORP COM 151313103 5393 495937 SH DEFINED 03 495937 0 0
CENDANT CORP COM 151313103 435 40000 SH DEFINED 03 0 0 40000
CENTERPOINT PPTYS TR SH BEN INT 151895109 366 7950 SH DEFINED 03 7950 0 0
CENTEX CORP COM 152312104 1775 55267 SH DEFINED 03 55267 0 0
CENTURY BUSINESS SVCS INC COM 156490104 33 25464 SH DEFINED 03 25464 0 0
CENTURYTEL INC COM 156700106 3546 130142 SH DEFINED 03 130142 0 0
CEPHALON INC COM 156708109 1024 21114 SH DEFINED 03 21114 0 0
CERIDIAN CORP COM 15677T106 3498 124663 SH DEFINED 03 124663 0 0
CERNER CORP COM 156782104 504 10857 SH DEFINED 03 10857 0 0
CH ENERGY GROUP INC COM 12541M102 654 16392 SH DEFINED 03 16392 0 0
CHAMPION ENTERPRISES INC COM 158496109 76 17852 SH DEFINED 03 17852 0 0
CHARMING SHOPPES INC COM 161133103 210 40296 SH DEFINED 03 40296 0 0
CHARTER ONE FINL INC COM 160903100 4201 172366 SH DEFINED 03 172366 0 0
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 304 5001 SH DEFINED 03 5001 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 37297 807521 SH DEFINED 03 807521 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 23 500 SH DEFINED 03 0 0 500
CHATEAU CMNTYS INC COM 161726104 211 7868 SH DEFINED 03 7868 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 142 900 SH DEFINED 03 900 0 0
CHECKFREE CORP NEW COM 162813109 3904 93236 SH DEFINED 03 93236 0 0
CHECKPOINT SYS INC COM 162825103 85 11260 SH DEFINED 03 11260 0 0
CHEESECAKE FACTORY INC COM 163072101 425 9849 SH DEFINED 03 9849 0 0
CHESAPEAKE CORP COM 165159104 222 11527 SH DEFINED 03 11527 0 0
CHESAPEAKE ENERGY CORP COM 165167107 398 55397 SH DEFINED 03 55397 0 0
CHEVRON CORPORATION COM 166751107 36337 426239 SH DEFINED 03 426239 0 0
CHILDRENS PL RETAIL STORES INC COM 168905107 1978 77001 SH DEFINED 03 77001 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 107 3300 SH DEFINED 03 3300 0 0
CHIQUITA BRANDS INTL INC COM 170032106 43 13686 SH DEFINED 03 13686 0 0
CHIRON CORP SB CV ADJ 144A00 170040AB5 35657 22987000 SH DEFINED 03 0 0 22987000
CHIRON CORP COM 170040109 7624 169424 SH DEFINED 03 169424 0 0
CHITTENDEN CORP COM 170228100 289 11244 SH DEFINED 03 11244 0 0
CHOICE HOTELS INTL INC COM 169905106 215 19513 SH DEFINED 03 19513 0 0
CHOICEPOINT INC COM 170388102 318 6928 SH DEFINED 03 6928 0 0
CHRIS CRAFT INDS INC COM 170520100 1309 15890 SH DEFINED 03 15890 0 0
CHUBB CORP COM 171232101 9472 119715 SH DEFINED 03 119715 0 0
CHURCH & DWIGHT INC COM 171340102 566 30778 SH DEFINED 03 30778 0 0
CIBER INC COM 17163B102 299 36218 SH DEFINED 03 36218 0 0
CIENA CORP COM 171779101 6005 48919 SH DEFINED 03 48919 0 0
CIGNA CORP COM 125509109 13093 125412 SH DEFINED 03 125412 0 0
CINCINNATI FINL CORP COM 172062101 4841 136372 SH DEFINED 03 136372 0 0
CINERGY CORP COM 172474108 3335 100867 SH DEFINED 03 100867 0 0
CINTAS CORP COM 172908105 4767 109430 SH DEFINED 03 109430 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2971 129189 SH DEFINED 03 129189 0 0
CIRRUS LOGIC CORP COM 172755100 1998 49491 SH DEFINED 03 49491 0 0
CISCO SYS INC COM 17275R102 324883 5880233 SH DEFINED 03 5880233 0 0
CISCO SYS INC COM 17275R102 5028 91000 SH DEFINED 03 0 0 91000
CIT GROUP INC CL A 125577106 4224 241362 SH DEFINED 03 241362 0 0
CITADEL COMMUNICATIONS CORP COM 172853202 1954 115343 SH DEFINED 03 115343 0 0
CITADEL COMMUNICATIONS CORP COM 172853202 2720 160000 SH DEFINED 03 0 0 160000
CITIGROUP INC COM 172967101 168911 3124393 SH DEFINED 03 3124393 0 0
CITIGROUP INC COM 172967101 54 1000 SH DEFINED 03 0 0 1000
CITIZENS BKG CORP MICH COM 174420109 426 18533 SH DEFINED 03 18533 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 1858 138300 SH DEFINED 03 138300 0 0
CITRIX SYS INC COM 177376100 3311 165055 SH DEFINED 03 165055 0 0
CITY NATL CORP COM 178566105 2848 73735 SH DEFINED 03 73735 0 0
CITY TELECOM H K LTD SPONSORED ADR 178677209 30 14632 SH DEFINED 03 14632 0 0
CLAIRES STORES INC COM 179584107 660 36650 SH DEFINED 03 36650 0 0
CLARENT CORP DEL COM 180461105 312 7930 SH DEFINED 03 7930 0 0
CLARENT CORP DEL COM 180461105 4725 120000 SH DEFINED 03 0 0 120000
CLARUS CORP COM 182707109 2128 93263 SH DEFINED 03 93263 0 0
CLAYTON HOMES INC COM 184190106 1042 104173 SH DEFINED 03 104173 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 24335 430715 SH DEFINED 03 430715 0 0
CLECO CORP NEW COM 12561W105 857 18323 SH DEFINED 03 18323 0 0
CLICK2LEARN COM INC COM 18681S106 5605 381636 SH DEFINED 03 381636 0 0
CLOROX CO DEL COM 189054109 5711 144367 SH DEFINED 03 144367 0 0
CMGI INC COM 125750109 1398 50051 SH DEFINED 03 50051 0 0
CMS ENERGY CORP COM 125896100 2529 93893 SH DEFINED 03 93893 0 0
CMS ENERGY CORP ADJ CV TR8.75% 125896308 437 13700 SH DEFINED 03 13700 0 0
CNA FINL CORP COM 126117100 802 20963 SH DEFINED 03 20963 0 0
CNET NETWORKS INC COM 12613R104 1709 70272 SH DEFINED 03 70272 0 0
CNF TRANSN INC COM 12612W104 1824 81989 SH DEFINED 03 81989 0 0
CNH GLOBAL N V ORD N20935107 100 10000 SH DEFINED 03 10000 0 0
COASTAL CORP COM 190441105 12705 171396 SH DEFINED 03 171396 0 0
COBALT NETWORKS INC COM 19074R101 610 10538 SH DEFINED 03 10538 0 0
COBALT NETWORKS INC COM 19074R101 5324 92000 SH DEFINED 03 0 0 92000
COCA COLA CO COM 191216100 85588 1552609 SH DEFINED 03 1552609 0 0
COCA COLA ENTERPRISES INC COM 191219104 4622 290045 SH DEFINED 03 290045 0 0
COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 230 11500 SH DEFINED 03 11500 0 0
COFLEXIP SPONSORED ADR 192384105 846 13590 SH DEFINED 03 13590 0 0
COGNEX CORP COM 192422103 343 8700 SH DEFINED 03 8700 0 0
COHERENT INC COM 192479103 1336 19652 SH DEFINED 03 19652 0 0
COLGATE PALMOLIVE CO COM 194162103 17822 377593 SH DEFINED 03 377593 0 0
COLLINS & AIKMAN CORP NEW COM 194830105 115 24440 SH DEFINED 03 24440 0 0
COLONIAL BANCGROUP INC COM 195493309 815 78549 SH DEFINED 03 78549 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 210 8179 SH DEFINED 03 8179 0 0
COLT TELECOM GROUP PLC SPONSORED ADR 196877104 76 687 SH DEFINED 03 687 0 0
COLUMBIA ENERGY GROUP COM 197648108 3564 50194 SH DEFINED 03 50194 0 0
COLUMBIA LABS INC COM 197779101 58 10009 SH DEFINED 03 10009 0 0
COMCAST CORP CL A SPL 200300200 28753 702352 SH DEFINED 03 702352 0 0
COMDISCO INC COM 200336105 3265 171289 SH DEFINED 03 171289 0 0
COMERICA INC COM 200340107 6286 107565 SH DEFINED 03 107565 0 0
COMFORT SYS USA INC COM 199908104 58 11268 SH DEFINED 03 11268 0 0
COMMERCE BANCORP INC NJ COM 200519106 634 10893 SH DEFINED 03 10893 0 0
COMMERCE BANCSHARES INC COM 200525103 416 11309 SH DEFINED 03 11309 0 0
COMMERCE GROUP INC MASS COM 200641108 268 9264 SH DEFINED 03 9264 0 0
COMMERCE ONE INC DEL COM 200693109 483 6151 SH DEFINED 03 6151 0 0
COMMERCE ONE INC DEL COM 200693109 1435 18274 SH DEFINED 03 0 0 18274
COMMERCIAL FEDERAL CORPORATION COM 201647104 836 43695 SH DEFINED 03 43695 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 114 11003 SH DEFINED 03 11003 0 0
COMMSCOPE INC COM 203372107 600 24482 SH DEFINED 03 24482 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 522 29736 SH DEFINED 03 29736 0 0
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 428 11500 SH DEFINED 03 11500 0 0
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 2087 120100 SH DEFINED 03 120100 0 0
COMPAQ COMPUTER CORP COM 204493100 40758 1477796 SH DEFINED 03 1477796 0 0
COMPASS BANCSHARES INC COM 20449H109 1139 58419 SH DEFINED 03 58419 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 382 28286 SH DEFINED 03 28286 0 0
COMPUCREDIT CORP COM 20478N100 266 4743 SH DEFINED 03 4743 0 0
COMPUTER ASSOC INTL INC COM 204912109 8928 354451 SH DEFINED 03 354451 0 0
COMPUTER HORIZONS CORP COM 205908106 275 40335 SH DEFINED 03 40335 0 0
COMPUTER NETWORK TECHNOLOGY CP COM 204925101 290 8435 SH DEFINED 03 8435 0 0
COMPUTER SCIENCES CORP COM 205363104 8220 110708 SH DEFINED 03 110708 0 0
COMPUWARE CORP COM 205638109 2491 298562 SH DEFINED 03 298562 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 13077 121082 SH DEFINED 03 121082 0 0
CONAGRA INC COM 205887102 6321 315051 SH DEFINED 03 315051 0 0
CONCORD CAMERA CORP COM 206156101 279 10928 SH DEFINED 03 10928 0 0
CONCORD EFS INC COM 206197105 4392 123498 SH DEFINED 03 123498 0 0
CONCUR TECHNOLOGIES INC COM 206708109 25 10566 SH DEFINED 03 10566 0 0
CONCURRENT COMPUTER CORP NEW COM 206710204 414 21799 SH DEFINED 03 21799 0 0
CONECTIV INC COM 206829103 2066 115580 SH DEFINED 03 115580 0 0
CONEXANT SYSTEMS INC COM 207142100 8375 200285 SH DEFINED 03 200285 0 0
CONNETICS CORP COM 208192104 261 10822 SH DEFINED 03 10822 0 0
CONOCO INC CL A 208251306 2978 114000 SH DEFINED 03 114000 0 0
CONOCO INC CL B 208251405 10117 375569 SH DEFINED 03 375569 0 0
CONSECO INC COM 208464107 2283 299346 SH DEFINED 03 299346 0 0
CONSOLIDATED EDISON INC COM 209115104 4278 125366 SH DEFINED 03 125366 0 0
CONSOLIDATED STORES CORP COM 210149100 1298 96145 SH DEFINED 03 96145 0 0
CONSTELLATION ENERGY CORP COM 210371100 4490 90259 SH DEFINED 03 90259 0 0
CONVERGYS CORP COM 212485106 3186 81966 SH DEFINED 03 81966 0 0
COOPER CAMERON CORP COM 216640102 5986 81232 SH DEFINED 03 81232 0 0
COOPER INDS INC COM 216669101 2030 57588 SH DEFINED 03 57588 0 0
COOPER TIRE & RUBR CO COM 216831107 668 66426 SH DEFINED 03 66426 0 0
COORS ADOLPH CO CL B 217016104 1422 22497 SH DEFINED 03 22497 0 0
COPART INC COM 217204106 288 20785 SH DEFINED 03 20785 0 0
COR THERAPEUTICS INC COM 217753102 112 1800 SH DEFINED 03 1800 0 0
CORECOMM LTD ORD G2422R109 464 58400 SH DEFINED 03 58400 0 0
CORILLIAN CORP COM 218725109 248 25929 SH DEFINED 03 25929 0 0
CORIXA CORP COM 21887F100 934 18611 SH DEFINED 03 18611 0 0
CORN PRODS INTL INC COM 219023108 303 13331 SH DEFINED 03 13331 0 0
CORNERSTONE RLTY INCOME TR INC COM 21922V102 164 15446 SH DEFINED 03 15446 0 0
CORNING INC COM 219350105 54633 183950 SH DEFINED 03 183950 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 254 6306 SH DEFINED 03 6306 0 0
CORUS GROUP PLC SPONSORED ADR 22087M101 398 51345 SH DEFINED 03 51345 0 0
CORVIS CORP COM 221009103 60 980 SH DEFINED 03 980 0 0
CORVIS CORP COM 221009103 1068 17500 SH DEFINED 03 0 0 17500
COST PLUS INC CALIF COM 221485105 263 8743 SH DEFINED 03 8743 0 0
COSTCO WHSL CORP NEW COM 22160K105 13181 377272 SH DEFINED 03 377272 0 0
COULTER PHARMACEUTICAL INC COM 222116105 236 8222 SH DEFINED 03 8222 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 3694 97842 SH DEFINED 03 97842 0 0
COUSINS PPTYS INC COM 222795106 400 9292 SH DEFINED 03 9292 0 0
COVANCE INC COM 222816100 548 66980 SH DEFINED 03 66980 0 0
COVENTRY HEALTH CARE INC COM 222862104 342 22614 SH DEFINED 03 22614 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 3611 94400 SH DEFINED 03 94400 0 0
COX RADIO INC CL A 224051102 45 2571 SH DEFINED 03 2571 0 0
CRANE CO COM 224399105 812 35494 SH DEFINED 03 35494 0 0
CRAWFORD & CO CL B 224633107 160 13136 SH DEFINED 03 13136 0 0
CREDENCE SYS CORP COM 225302108 5293 176443 SH DEFINED 03 176443 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 353 15800 SH DEFINED 03 15800 0 0
CROMPTON CORP COM 227116100 749 95153 SH DEFINED 03 95153 0 0
CROSS TIMBERS OIL CO COM 227573102 885 46131 SH DEFINED 03 46131 0 0
CROWN CORK & SEAL INC COM 228255105 835 78104 SH DEFINED 03 78104 0 0
CSG SYS INTL INC COM 126349109 716 24680 SH DEFINED 03 24680 0 0
CSX CORP COM 126408103 3046 139626 SH DEFINED 03 139626 0 0
CTC COMMUNICATIONS GROUP INC COM 126419100 143 7101 SH DEFINED 03 7101 0 0
CTC COMMUNICATIONS GROUP INC COM 126419100 1671 82500 SH DEFINED 03 0 0 82500
CTS CORP COM 126501105 857 16938 SH DEFINED 03 16938 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 2814 54106 SH DEFINED 03 54106 0 0
CULLEN FROST BANKERS INC COM 229899109 1183 36386 SH DEFINED 03 36386 0 0
CUMMINS ENGINE INC COM 231021106 1161 38779 SH DEFINED 03 38779 0 0
CUMULUS MEDIA INC CL A 231082108 156 25880 SH DEFINED 03 25880 0 0
CURAGEN CORP COM 23126R101 592 11125 SH DEFINED 03 11125 0 0
CV THERAPEUTICS INC COM 126667104 902 11605 SH DEFINED 03 11605 0 0
CVS CORP COM 126650100 10969 236849 SH DEFINED 03 236849 0 0
CYBER-CARE INC COM 23243T105 109 17194 SH DEFINED 03 17194 0 0
CYBERIAN OUTPOST INC COM 231914102 43 11406 SH DEFINED 03 11406 0 0
CYGNUS INC COM 232560102 406 36932 SH DEFINED 03 36932 0 0
CYLINK CORP COM 232565101 84 8078 SH DEFINED 03 8078 0 0
CYMER INC COM 232572107 542 17693 SH DEFINED 03 17693 0 0
CYPRESS SEMICONDUCTOR CORP SUB NT CONV 6%02 232806AD1 9856 5600000 SH DEFINED 03 0 0 5600000
CYPRESS SEMICONDUCTOR CORP SUB NT CV 4%05 232806AE9 8052 7087000 SH DEFINED 03 0 0 7087000
CYPRESS SEMICONDUCTOR CORP COM 232806109 2382 57312 SH DEFINED 03 57312 0 0
CYTEC INDS INC COM 232820100 1075 32143 SH DEFINED 03 32143 0 0
CYTOGEN CORP COM 232824102 172 27100 SH DEFINED 03 27100 0 0
D R HORTON INC COM 23331A109 1280 74503 SH DEFINED 03 74503 0 0
DAIN RAUSCHER CORP COM 233856103 431 4639 SH DEFINED 03 4639 0 0
DAL-TILE INTL INC COM 23426R108 278 22252 SH DEFINED 03 22252 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 394 12000 SH DEFINED 03 12000 0 0
DANA CORP COM 235811106 2174 101106 SH DEFINED 03 101106 0 0
DANAHER CORP DEL COM 235851102 4965 99796 SH DEFINED 03 99796 0 0
DARDEN RESTAURANTS INC COM 237194105 1820 87433 SH DEFINED 03 87433 0 0
DATA BROADCASTING CORP COM 237596101 79 24828 SH DEFINED 03 24828 0 0
DATALINK NET INC COM NEW 23804A206 383 37551 SH DEFINED 03 37551 0 0
DDI CORP COM 233162106 438 9879 SH DEFINED 03 9879 0 0
DEAN FOODS CO COM 242361103 1446 43489 SH DEFINED 03 43489 0 0
DEERE & CO COM 244199105 5075 152642 SH DEFINED 03 152642 0 0
DEL MONTE FOODS CO COM 24522P103 146 23642 SH DEFINED 03 23642 0 0
DELL COMPUTER CORP (P) COM 247025109 6150 200000 SH PUT DEFINED 03 200000 0 0
DELL COMPUTER CORP (P) COM 247025109 6150 200000 SH PUT DEFINED 03 200000 0 0
DELL COMPUTER CORP COM 247025109 120621 3918761 SH DEFINED 03 3918761 0 0
DELL COMPUTER CORP COM 247025109 102 3300 SH DEFINED 03 0 0 3300
DELPHI AUTOMOTIVE SYS CORP COM 247126105 7373 487452 SH DEFINED 03 487452 0 0
DELPHI FINL GROUP INC CL A 247131105 318 7841 SH DEFINED 03 7841 0 0
DELTA & PINE LD CO COM 247357106 383 14908 SH DEFINED 03 14908 0 0
DELTA AIR LINES INC DEL COM 247361108 4205 94751 SH DEFINED 03 94751 0 0
DELUXE CORP COM 248019101 988 48649 SH DEFINED 03 48649 0 0
DENDRITE INTL INC COM 248239105 1063 39754 SH DEFINED 03 39754 0 0
DENTSPLY INTL INC NEW COM 249030107 863 24650 SH DEFINED 03 24650 0 0
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 39267 1146480 SH DEFINED 03 1146480 0 0
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 570 44269 SH DEFINED 03 44269 0 0
DEVON ENERGY CORP NEW COM 25179M103 5580 92763 SH DEFINED 03 92763 0 0
DEVRY INC DEL COM 251893103 1612 42837 SH DEFINED 03 42837 0 0
DEXTER CORP COM 252165105 1626 27444 SH DEFINED 03 27444 0 0
DIAGNOSTIC PRODS CORP COM 252450101 423 7897 SH DEFINED 03 7897 0 0
DIAL CORP NEW COM 25247D101 848 72941 SH DEFINED 03 72941 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1423 34700 SH DEFINED 03 34700 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 31 750 SH DEFINED 03 0 0 750
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 497 6713 SH DEFINED 03 6713 0 0
DIAMONDS TR UNIT SER 1 252787106 11942 112000 SH DEFINED 03 0 0 0
DIEBOLD INC COM 253651103 1091 41067 SH DEFINED 03 41067 0 0
DIGITAL COURIER TECHNOLOGIES COM 253838106 22 12434 SH DEFINED 03 12434 0 0
DIGITAL INSIGHT CORP COM 25385P106 278 7842 SH DEFINED 03 7842 0 0
DIGITAL IS INC DEL COM 25385N101 497 26339 SH DEFINED 03 26339 0 0
DIGITAL LIGHTWAVE INC COM 253855100 1229 16950 SH DEFINED 03 16950 0 0
DIGITALTHINK INC COM 25388M100 387 9214 SH DEFINED 03 9214 0 0
DILLARDS INC CL A 254067101 1409 132597 SH DEFINED 03 132597 0 0
DIME BANCORP INC NEW COM 25429Q102 2442 113274 SH DEFINED 03 113274 0 0
DIONEX CORP COM 254546104 205 7385 SH DEFINED 03 7385 0 0
DISNEY WALT CO COM DISNEY 254687106 53102 1388280 SH DEFINED 03 1388280 0 0
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 420 25720 SH DEFINED 03 25720 0 0
DMC STRATEX NETWORKS INC COM 23322L106 722 45507 SH DEFINED 03 45507 0 0
DOCUMENTUM INC COM 256159104 505 6220 SH DEFINED 03 6220 0 0
DOLE FOOD INC COM 256605106 610 40698 SH DEFINED 03 40698 0 0
DOLLAR GEN CORP COM 256669102 3590 214299 SH DEFINED 03 214299 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 254 12840 SH DEFINED 03 12840 0 0
DOLLAR TREE STORES INC COM 256747106 2496 61634 SH DEFINED 03 61634 0 0
DOMINION RES INC VA NEW COM 25746U109 9296 160102 SH DEFINED 03 160102 0 0
DONALDSON INC COM 257651109 765 34762 SH DEFINED 03 34762 0 0
DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 3926 43900 SH DEFINED 03 43900 0 0
DONCASTERS PLC SPONSORED ADR 257692103 1316 65000 SH DEFINED 03 65000 0 0
DONNELLEY R R & SONS CO COM 257867101 1992 81098 SH DEFINED 03 81098 0 0
DORAL FINL CORP COM 25811P100 230 14206 SH DEFINED 03 14206 0 0
DOUBLECLICK INC SB NT CV 4.75%06 258609AC0 975 1000000 SH DEFINED 03 0 0 1000000
DOVER CORP COM 260003108 5936 126463 SH DEFINED 03 126463 0 0
DOW CHEM CO COM 260543103 11159 447492 SH DEFINED 03 447492 0 0
DOW JONES & CO INC COM 260561105 4404 72800 SH DEFINED 03 72800 0 0
DOWNEY FINL CORP COM 261018105 366 9262 SH DEFINED 03 9262 0 0
DPL INC COM 233293109 1903 63950 SH DEFINED 03 63950 0 0
DQE INC COM 23329J104 1537 38317 SH DEFINED 03 38317 0 0
DREYERS GRAND ICE CREAM INC COM 261878102 393 18590 SH DEFINED 03 18590 0 0
DRIL-QUIP INC COM 262037104 208 5207 SH DEFINED 03 5207 0 0
DRUGSTORE COM INC COM 262241102 85 25332 SH DEFINED 03 25332 0 0
DSL NET INC COM 262506108 31 10026 SH DEFINED 03 10026 0 0
DSP GROUP INC COM 23332B106 783 20940 SH DEFINED 03 20940 0 0
DST SYS INC DEL COM 233326107 3417 29085 SH DEFINED 03 29085 0 0
DTE ENERGY CO COM 233331107 3525 92163 SH DEFINED 03 92163 0 0
DU PONT E I DE NEMOURS & CO (P COM 263534109 2072 50000 SH PUT DEFINED 03 50000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 28231 681303 SH DEFINED 03 681303 0 0
DUANE READE INC COM 263578106 472 19464 SH DEFINED 03 19464 0 0
DUKE ENERGY CORP COM 264399106 18862 219965 SH DEFINED 03 219965 0 0
DUKE WEEKS REALTY CORP COM NEW 264411505 280 11600 SH DEFINED 03 11600 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 3168 92006 SH DEFINED 03 92006 0 0
DURA PHARMACEUTICALS INC COM 26632S109 1972 55737 SH DEFINED 03 55737 0 0
DYCOM INDS INC COM 267475101 2045 49134 SH DEFINED 03 49134 0 0
DYNEGY INC NEW CL A 26816Q101 11682 204942 SH DEFINED 03 204942 0 0
E M C CORP MASS COM 268648102 134305 1354903 SH DEFINED 03 1354903 0 0
E M C CORP MASS COM 268648102 595 6000 SH DEFINED 03 0 0 6000
E MEDSOFT COM COM 26873Q101 40 15407 SH DEFINED 03 15407 0 0
E SPIRE COMMUNICATIONS INC COM 269153102 60 20282 SH DEFINED 03 20282 0 0
E TRADE GROUP INC COM 269246104 3238 197013 SH DEFINED 03 197013 0 0
EARTHGRAINS CO COM 270319106 555 30124 SH DEFINED 03 30124 0 0
EARTHSHELL CORP COM 27032B100 14 11263 SH DEFINED 03 11263 0 0
EAST WEST BANCORP INC COM 27579R104 254 13025 SH DEFINED 03 13025 0 0
EASTERN ENTERPRISES COM 27637F100 1044 16360 SH DEFINED 03 16360 0 0
EASTMAN CHEM CO COM 277432100 4124 111643 SH DEFINED 03 111643 0 0
EASTMAN KODAK CO (C) COM 277461109 8175 200000 SH CALL DEFINED 03 0 0 0
EASTMAN KODAK CO (C) COM 277461109 3066 75000 SH CALL DEFINED 03 0 0 0
EASTMAN KODAK CO (P) COM 277461109 1226 30000 SH PUT DEFINED 03 30000 0 0
EASTMAN KODAK CO (P) COM 277461109 6131 150000 SH PUT DEFINED 03 150000 0 0
EASTMAN KODAK CO (P) COM 277461109 11241 275000 SH PUT DEFINED 03 275000 0 0
EASTMAN KODAK CO COM 277461109 50176 1227542 SH DEFINED 03 1227542 0 0
EATON CORP COM 278058102 2715 44050 SH DEFINED 03 44050 0 0
EATON VANCE CORP COM NON VTG 278265103 525 10287 SH DEFINED 03 10287 0 0
EBAY INC COM 278642103 1734 25223 SH DEFINED 03 25223 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1462 27721 SH DEFINED 03 27721 0 0
ECI TELECOM LTD ORD 268258100 1 35 SH DEFINED 03 35 0 0
ECLIPSYS CORP COM 278856109 190 11872 SH DEFINED 03 11872 0 0
ECOLAB INC COM 278865100 2815 78054 SH DEFINED 03 78054 0 0
EDISON INTL COM 281020107 5270 272904 SH DEFINED 03 272904 0 0
EDUCATION MGMT CORP COM 28139T101 232 8630 SH DEFINED 03 8630 0 0
EDWARDS AG INC COM 281760108 2049 39167 SH DEFINED 03 39167 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1007 46162 SH DEFINED 03 46162 0 0
EEX CORP COM NEW 26842V207 151 31067 SH DEFINED 03 31067 0 0
EGAIN COMMUNICATIONS COM 28225C103 103 10945 SH DEFINED 03 10945 0 0
EGGHEAD COM INC NEW COM 282329101 66 28677 SH DEFINED 03 28677 0 0
EGL INC COM 268484102 1162 38089 SH DEFINED 03 38089 0 0
EGLOBE INC COM 282339100 28 22638 SH DEFINED 03 22638 0 0
EGREETINGS NETWORK INC COM 282343102 11 10599 SH DEFINED 03 10599 0 0
EL PASO ELEC CO COM NEW 283677854 1021 74151 SH DEFINED 03 74151 0 0
EL PASO ENERGY CORP DEL COM 283905107 9208 149428 SH DEFINED 03 149428 0 0
EL SITIO INC ORD G30177102 17 4649 SH DEFINED 03 4649 0 0
EL SITIO INC ORD G30177102 125 33400 SH DEFINED 03 0 0 33400
ELANTEC SEMICONDUCTOR INC COM 284155108 691 6918 SH DEFINED 03 6918 0 0
ELECTRIC FUEL CORP COM 284871100 0 11 SH DEFINED 03 11 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 670 19088 SH DEFINED 03 19088 0 0
ELECTRONIC ARTS INC COM 285512109 3694 74906 SH DEFINED 03 74906 0 0
ELECTRONIC DATA SYS NEW COM 285661104 12196 293876 SH DEFINED 03 293876 0 0
ELOYALTY CORP COM 290151109 236 18544 SH DEFINED 03 18544 0 0
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 757 40900 SH DEFINED 03 40900 0 0
EMCOR GROUP INC COM 29084Q100 211 8110 SH DEFINED 03 8110 0 0
EMCORE CORP COM 290846104 388 9336 SH DEFINED 03 9336 0 0
EMERSON ELEC CO COM 291011104 17969 268187 SH DEFINED 03 268187 0 0
EMERSON ELEC CO COM 291011104 34 500 SH DEFINED 03 0 0 500
EMMIS COMMUNICATIONS CORP CL A 291525103 850 34417 SH DEFINED 03 34417 0 0
EMULEX CORP COM NEW 292475209 146 1200 SH DEFINED 03 1200 0 0
ENCOMPASS SVCS CORP COM 29255U104 189 23268 SH DEFINED 03 23268 0 0
ENDESA S A SPONSORED ADR 29258N107 870 46400 SH DEFINED 03 46400 0 0
ENDO PHARMACEUTICALS HLDGS INC WT EXP 123102 29264F114 5 1800 SH DEFINED 03 0 0 0
ENDO PHARMACEUTICALS HLDGS INC WT EXP 123102 29264F114 36 14500 SH DEFINED 03 0 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 15 1501 SH DEFINED 03 1501 0 0
ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 142 14500 SH DEFINED 03 0 0 14500
ENERGEN CORP COM 29265N108 952 32014 SH DEFINED 03 32014 0 0
ENERGIZER HLDGS INC COM 29266R108 1112 45403 SH DEFINED 03 45403 0 0
ENERGY EAST CORP COM 29266M109 1803 79691 SH DEFINED 03 79691 0 0
ENERSIS S A SPONSORED ADR 29274F104 492 27600 SH DEFINED 03 27600 0 0
ENGAGE INC COM 292827102 109 13577 SH DEFINED 03 13577 0 0
ENGELHARD CORP COM 292845104 1575 96928 SH DEFINED 03 96928 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 659 50655 SH DEFINED 03 50655 0 0
ENRON CORP (P) COM 293561106 8763 100000 SH PUT DEFINED 03 100000 0 0
ENRON CORP COM 293561106 39020 445308 SH DEFINED 03 445308 0 0
ENSCO INTL INC COM 26874Q100 2511 65653 SH DEFINED 03 65653 0 0
ENTERGY CORP NEW COM 29364G103 10295 276375 SH DEFINED 03 276375 0 0
ENTERPRISE OIL PLC SP ADR PREF B 293779203 5470 214500 SH DEFINED 03 214500 0 0
ENTREMED INC COM 29382F103 408 14677 SH DEFINED 03 14677 0 0
ENZO BIOCHEM INC COM 294100102 2226 45891 SH DEFINED 03 45891 0 0
ENZON INC COM 293904108 1721 26072 SH DEFINED 03 26072 0 0
EQUIFAX INC COM 294429105 2393 88841 SH DEFINED 03 88841 0 0
EQUITABLE RES INC COM 294549100 642 10135 SH DEFINED 03 10135 0 0
EQUITY INNS INC COM 294703103 91 13671 SH DEFINED 03 13671 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1284 41323 SH DEFINED 03 41323 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2699 56225 SH DEFINED 03 56225 0 0
ERICSSON L M TEL CO ADR CL B SEK10 294821400 5479 371486 SH DEFINED 03 371486 0 0
ERICSSON L M TEL CO ADR CL B SEK10 294821400 667 45000 SH DEFINED 03 0 0 45000
ESS TECHNOLOGY INC COM 269151106 416 29287 SH DEFINED 03 29287 0 0
ESSEX PPTY TR INC COM 297178105 375 6779 SH DEFINED 03 6779 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 463 16348 SH DEFINED 03 16348 0 0
ETHYL CORP COM 297659104 86 59979 SH DEFINED 03 59979 0 0
ETOYS INC COM 297862104 113 21221 SH DEFINED 03 21221 0 0
EVEREST RE GROUP LTD COM G3223R108 1712 34578 SH DEFINED 03 34578 0 0
EVOLVE SOFTWARE INC COM 30049P104 972 40500 SH DEFINED 03 0 0 40500
EXAR CORP COM 300645108 749 6193 SH DEFINED 03 6193 0 0
EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 262 3890 SH DEFINED 03 3890 0 0
EXCHANGE APPLICATIONS COM 300867108 239 53095 SH DEFINED 03 53095 0 0
EXODUS COMMUNICATIONS INC COM 302088109 4872 98546 SH DEFINED 03 98546 0 0
EXPRESS SCRIPTS INC CL A 302182100 1263 17478 SH DEFINED 03 17478 0 0
EXTENDED STAY AMER INC COM 30224P101 1428 107749 SH DEFINED 03 107749 0 0
EXXON MOBIL CORP COM 30231G102 205881 2310023 SH DEFINED 03 2310023 0 0
F & M NATL CORP COM 302374103 231 9458 SH DEFINED 03 9458 0 0
F M C CORP COM NEW 302491303 1353 20172 SH DEFINED 03 20172 0 0
FACTSET RESH SYS INC COM 303075105 280 7435 SH DEFINED 03 7435 0 0
FAIR ISAAC & CO INC COM 303250104 619 14504 SH DEFINED 03 14504 0 0
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 3637 129316 SH DEFINED 03 129316 0 0
FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 186 18334 SH DEFINED 03 18334 0 0
FAMILY DLR STORES INC COM 307000109 1507 78281 SH DEFINED 03 78281 0 0
FASTENAL CO COM 311900104 1811 31632 SH DEFINED 03 31632 0 0
FEDDERS CORP COM 313135105 40 10205 SH DEFINED 03 10205 0 0
FEDERAL HOME LN MTG CORP COM 313400301 26113 483020 SH DEFINED 03 483020 0 0
FEDERAL MOGUL CORP COM 313549107 303 55819 SH DEFINED 03 55819 0 0
FEDERAL NATL MTG ASSN (C) COM 313586109 2145 30000 SH CALL DEFINED 03 0 0 0
FEDERAL NATL MTG ASSN (P) COM 313586109 1144 16000 SH PUT DEFINED 03 16000 0 0
FEDERAL NATL MTG ASSN COM 313586109 43057 602189 SH DEFINED 03 602189 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 288 15042 SH DEFINED 03 15042 0 0
FEDERAL SIGNAL CORP COM 313855108 1097 55198 SH DEFINED 03 55198 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 3371 129017 SH DEFINED 03 129017 0 0
FEDERATED DEPT STORES INC DEL WT D EX 121901 31410H127 162 35500 SH DEFINED 03 0 0 0
FEDEX CORP COM 31428X106 8553 192907 SH DEFINED 03 192907 0 0
FELCOR LODGING TR INC COM 31430F101 438 18950 SH DEFINED 03 18950 0 0
FERRO CORP COM 315405100 586 30716 SH DEFINED 03 30716 0 0
FIDELITY NATL FINL INC COM 316326107 649 26239 SH DEFINED 03 26239 0 0
FIFTH THIRD BANCORP COM 316773100 18090 336157 SH DEFINED 03 336157 0 0
FILENET CORP COM 316869106 213 11701 SH DEFINED 03 11701 0 0
FINOVA GROUP INC COM 317928109 364 50185 SH DEFINED 03 50185 0 0
FIRST AMERN CORP CALIF COM 318522307 487 23329 SH DEFINED 03 23329 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 205 21143 SH DEFINED 03 21143 0 0
FIRST DATA CORP COM 319963104 12316 315302 SH DEFINED 03 315302 0 0
FIRST FINL BANCORP OH COM 320209109 194 12336 SH DEFINED 03 12336 0 0
FIRST HEALTH GROUP CORP COM 320960107 760 23606 SH DEFINED 03 23606 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 450 14626 SH DEFINED 03 14626 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 387 14690 SH DEFINED 03 14690 0 0
FIRST SEC CORP DEL COM 336294103 1534 94023 SH DEFINED 03 94023 0 0
FIRST SENTINEL BANCORP INC COM 33640T103 116 12255 SH DEFINED 03 12255 0 0
FIRST TENN NATL CORP COM 337162101 2138 104638 SH DEFINED 03 104638 0 0
FIRST UN CORP COM 337358105 19997 621273 SH DEFINED 03 621273 0 0
FIRST VA BANKS INC COM 337477103 1632 38292 SH DEFINED 03 38292 0 0
FIRSTAR CORP NEW WIS COM 33763V109 15402 688377 SH DEFINED 03 688377 0 0
FIRSTENERGY CORP COM 337932107 3754 139351 SH DEFINED 03 139351 0 0
FIRSTFED FINL CORP COM 337907109 314 13656 SH DEFINED 03 13656 0 0
FIRSTMERIT CORP COM 337915102 974 42479 SH DEFINED 03 42479 0 0
FISERV INC COM 337738108 6349 106032 SH DEFINED 03 106032 0 0
FISHER SCIENTIFIC INTL INC COM NEW 338032204 495 14662 SH DEFINED 03 14662 0 0
FLAG TELECOM HOLDINGS LTD ORD G3529L102 278 25230 SH DEFINED 03 25230 0 0
FLEETBOSTON FINL CORP COM 339030108 24906 638616 SH DEFINED 03 638616 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 153 11283 SH DEFINED 03 11283 0 0
FLEMING COS INC COM 339130106 760 58162 SH DEFINED 03 58162 0 0
FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 204 5700 SH DEFINED 03 5700 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 1011 12316 SH DEFINED 03 12316 0 0
FLORIDA PROGRESS CORP COM 341109106 3138 59276 SH DEFINED 03 59276 0 0
FLORIDA ROCK INDS INC COM 341140101 268 6791 SH DEFINED 03 6791 0 0
FLOWERS INDS INC COM 343496105 1089 55844 SH DEFINED 03 55844 0 0
FLOWSERVE CORP COM 34354P105 620 37737 SH DEFINED 03 37737 0 0
FLUOR CORP COM 343861100 1535 51155 SH DEFINED 03 51155 0 0
FOOTSTAR INC COM 344912100 206 6387 SH DEFINED 03 6387 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 32497 1283865 SH DEFINED 03 1283865 0 0
FOREST LABS INC COM 345838106 5133 44760 SH DEFINED 03 44760 0 0
FOREST OIL CORP COM NEW 346091606 213 13187 SH DEFINED 03 13187 0 0
FORRESTER RESH INC COM 346563109 261 4174 SH DEFINED 03 4174 0 0
FORT JAMES CORP COM 347471104 5756 188329 SH DEFINED 03 188329 0 0
FORTUNE BRANDS INC COM 349631101 2479 93546 SH DEFINED 03 93546 0 0
FORWARD AIR CORP COM 349853101 216 6125 SH DEFINED 03 6125 0 0
FOSTER WHEELER CORP COM 350244109 110 15215 SH DEFINED 03 15215 0 0
FOUNDATION HEALTH SYS INC COM 350404109 2195 132047 SH DEFINED 03 132047 0 0
FOX ENTMT GROUP INC CL A 35138T107 6310 238100 SH DEFINED 03 238100 0 0
FPL GROUP INC COM 302571104 7859 119523 SH DEFINED 03 119523 0 0
FRANCHISE FIN CORP AMER COM 351807102 450 19992 SH DEFINED 03 19992 0 0
FRANKLIN RES INC COM 354613101 6280 141353 SH DEFINED 03 141353 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1158 131400 SH DEFINED 03 131400 0 0
FREESERVE P L C SPONSORED ADR 356872101 20 600 SH DEFINED 03 600 0 0
FREMONT GEN CORP COM 357288109 87 25240 SH DEFINED 03 25240 0 0
FRIEDE GOLDMAN HALTER INC COM 358430106 194 27505 SH DEFINED 03 27505 0 0
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 99 10685 SH DEFINED 03 10685 0 0
FRITZ COS INC COM 358846103 122 10240 SH DEFINED 03 10240 0 0
FRONTIER OIL CORP COM 35914P105 81 11029 SH DEFINED 03 11029 0 0
FSI INTL INC COM 302633102 151 10607 SH DEFINED 03 10607 0 0
FUELCELL ENERGY INC COM 35952H106 356 3702 SH DEFINED 03 3702 0 0
FULLER H B CO COM 359694106 386 13490 SH DEFINED 03 13490 0 0
FULTON FINL CORP PA COM 360271100 669 33850 SH DEFINED 03 33850 0 0
FURNITURE BRANDS INTL INC COM 360921100 665 39970 SH DEFINED 03 39970 0 0
FUTURELINK CORP COM NEW 36114Q208 45 14836 SH DEFINED 03 14836 0 0
F5 NETWORKS INC COM 315616102 214 6294 SH DEFINED 03 6294 0 0
G & K SVCS INC CL A 361268105 220 7844 SH DEFINED 03 7844 0 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 249 9145 SH DEFINED 03 9145 0 0
GALILEO INTERNATIONAL INC COM 363547100 1720 110967 SH DEFINED 03 110967 0 0
GALLAGHER ARTHUR J & CO COM 363576109 826 13967 SH DEFINED 03 13967 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 95 4100 SH DEFINED 03 4100 0 0
GANNETT INC COM 364730101 14743 278161 SH DEFINED 03 278161 0 0
GAP INC DEL COM 364760108 11984 595487 SH DEFINED 03 595487 0 0
GARTNER GROUP INC NEW COM 366651107 334 28754 SH DEFINED 03 28754 0 0
GARTNER GROUP INC NEW CL B 366651206 405 37277 SH DEFINED 03 37277 0 0
GATEWAY INC COM 367626108 9073 194073 SH DEFINED 03 194073 0 0
GATEWAY INC COM 367626108 935 20000 SH DEFINED 03 0 0 20000
GATX CORP COM 361448103 970 23173 SH DEFINED 03 23173 0 0
GAYLORD CONTAINER CORP CL A 368145108 34 20062 SH DEFINED 03 20062 0 0
GAYLORD ENTMT CO NEW COM 367905106 214 8968 SH DEFINED 03 8968 0 0
GELTEX PHARMACEUTICALS INC COM 368538104 3018 64467 SH DEFINED 03 64467 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W106 3405 39052 SH DEFINED 03 39052 0 0
GENCORP INC COM 368682100 105 12888 SH DEFINED 03 12888 0 0
GENE LOGIC INC COM 368689105 238 10411 SH DEFINED 03 10411 0 0
GENENTECH INC SUB DEB CV 5%02 368710AA7 12270 12815000 SH DEFINED 03 0 0 12815000
GENENTECH INC COM NEW 368710406 1374 7400 SH DEFINED 03 7400 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 135 17898 SH DEFINED 03 17898 0 0
GENERAL COMMUNICATION INC CL A 369385109 115 16107 SH DEFINED 03 16107 0 0
GENERAL DYNAMICS CORP COM 369550108 9710 154581 SH DEFINED 03 154581 0 0
GENERAL ELEC CO COM 369604103 363155 6295272 SH DEFINED 03 6295272 0 0
GENERAL MLS INC COM 370334104 8703 245148 SH DEFINED 03 245148 0 0
GENERAL MTRS CORP COM 370442105 24261 373239 SH DEFINED 03 373239 0 0
GENERAL MTRS CORP CL H NEW 370442832 877 23600 SH DEFINED 03 23600 0 0
GENERAL MTRS CORP CL H NEW 370442832 37 1000 SH DEFINED 03 0 0 1000
GENERAL SEMICONDUCTOR INC COM 370787103 155 12734 SH DEFINED 03 12734 0 0
GENOME THERAPEUTICS CORP COM 372430108 588 28521 SH DEFINED 03 28521 0 0
GENRAD INC COM 372447102 111 10117 SH DEFINED 03 10117 0 0
GENTEX CORP COM 371901109 233 9341 SH DEFINED 03 9341 0 0
GENUINE PARTS CO COM 372460105 2977 156151 SH DEFINED 03 156151 0 0
GENZYME CORP SB NT CV 5.25%05 372917AF1 27883 14994000 SH DEFINED 03 0 0 14994000
GENZYME CORP COM GENL DIV 372917104 3760 55144 SH DEFINED 03 55144 0 0
GENZYME CORP COM-TISSUE REP 372917401 89 21653 SH DEFINED 03 21653 0 0
GENZYME TRANSGENICS CORP COM 37246E105 399 11474 SH DEFINED 03 11474 0 0
GEORGIA GULF CORP COM PAR $0.01 373200203 462 40352 SH DEFINED 03 40352 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 2701 114926 SH DEFINED 03 114926 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1040 38713 SH DEFINED 03 38713 0 0
GEOWORKS CORP COM 373692102 598 81767 SH DEFINED 03 81767 0 0
GERON CORP COM 374163103 1173 41347 SH DEFINED 03 41347 0 0
GETTY IMAGES INC COM 374276103 838 27585 SH DEFINED 03 27585 0 0
GILEAD SCIENCES INC COM 375558103 2925 26664 SH DEFINED 03 26664 0 0
GILLETTE CO COM 375766102 19000 615392 SH DEFINED 03 615392 0 0
GLATFELTER P H CO COM 377316104 333 27493 SH DEFINED 03 27493 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 329 30264 SH DEFINED 03 30264 0 0
GLENBOROUGH RLTY TR INC COM 37803P105 194 10777 SH DEFINED 03 10777 0 0
GLOBAL CROSSING LTD COM G3921A100 20959 676107 SH DEFINED 03 676107 0 0
GLOBAL CROSSING LTD COM G3921A100 31 1000 SH DEFINED 03 0 0 1000
GLOBAL MARINE INC COM 379352404 8976 290720 SH DEFINED 03 290720 0 0
GLOBAL TELESYSTEMS INC COM 37936U104 343 75271 SH DEFINED 03 75271 0 0
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H104 891 103258 SH DEFINED 03 103258 0 0
GLOBO CABO S A SPONSORED ADR 37957X102 177 13200 SH DEFINED 03 13200 0 0
GOLD BANC CORP INC COM 379907108 63 12282 SH DEFINED 03 12282 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 59 19100 SH DEFINED 03 19100 0 0
GOLDEN ST BANCORP INC COM 381197102 319 13500 SH DEFINED 03 13500 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 5440 101438 SH DEFINED 03 101438 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 698 6127 SH DEFINED 03 6127 0 0
GOODRICH B F CO COM 382388106 2763 70499 SH DEFINED 03 70499 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1918 106577 SH DEFINED 03 106577 0 0
GO2NET INC COM 383486107 555 10223 SH DEFINED 03 10223 0 0
GPU INC COM 36225X100 2353 72549 SH DEFINED 03 72549 0 0
GPU INC COM 36225X100 5044 155513 SH DEFINED 03 0 0 155513
GRACE W R & CO DEL NEW COM 38388F108 608 88443 SH DEFINED 03 88443 0 0
GRACO INC COM 384109104 247 7672 SH DEFINED 03 7672 0 0
GRAINGER W W INC COM 384802104 1476 56093 SH DEFINED 03 56093 0 0
GRANITE CONSTR INC COM 387328107 457 18849 SH DEFINED 03 18849 0 0
GRANT PRIDECO INC COM 38821G101 1127 51392 SH DEFINED 03 51392 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 527 47658 SH DEFINED 03 47658 0 0
GREAT LAKES CHEM CORP COM 390568103 1417 48336 SH DEFINED 03 48336 0 0
GREATER BAY BANCORP COM 391648102 1109 15968 SH DEFINED 03 15968 0 0
GREENPOINT FINL CORP COM 395384100 2238 75561 SH DEFINED 03 75561 0 0
GREY GLOBAL GROUP INC COM 39787M108 1514 2523 SH DEFINED 03 2523 0 0
GREY WOLF INC COM 397888108 732 127230 SH DEFINED 03 127230 0 0
GREY WOLF INC COM 397888108 14 2500 SH DEFINED 03 0 0 2500
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 4851 84100 SH DEFINED 03 84100 0 0
GTECH HLDGS CORP COM 400518106 563 34015 SH DEFINED 03 34015 0 0
GUCCI GROUP N V COM NY REG 401566104 3961 39271 SH DEFINED 03 39271 0 0
GUIDANT CORP COM 401698105 12310 174152 SH DEFINED 03 174152 0 0
GUITAR CTR MGMT INC COM 402040109 208 16835 SH DEFINED 03 16835 0 0
GULF CDA RES LTD ORD 40218L305 278 51700 SH DEFINED 03 51700 0 0
HA-LO INDS INC COM 404429102 99 24871 SH DEFINED 03 24871 0 0
HAEMONETICS CORP COM 405024100 211 8286 SH DEFINED 03 8286 0 0
HAIN CELESTIAL GROUP INC COM 405217100 413 11832 SH DEFINED 03 11832 0 0
HALLIBURTON CO COM 406216101 15716 321147 SH DEFINED 03 321147 0 0
HANCOCK JOHN FINL SVCS INC COM 41014S106 1975 73500 SH DEFINED 03 73500 0 0
HANDLEMAN CO DEL COM 410252100 145 11704 SH DEFINED 03 11704 0 0
HANOVER COMPRESSOR CO COM 410768105 910 27630 SH DEFINED 03 27630 0 0
HANOVER DIRECT INC COM 410783104 33 58935 SH DEFINED 03 58935 0 0
HARCOURT GEN INC COM 41163G101 2646 44845 SH DEFINED 03 44845 0 0
HARLEY DAVIDSON INC COM 412822108 11917 248926 SH DEFINED 03 248926 0 0
HARMAN INTL INDS INC COM 413086109 2088 53392 SH DEFINED 03 53392 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 106 20700 SH DEFINED 03 20700 0 0
HARRAHS ENTMT INC COM 413619107 2182 79343 SH DEFINED 03 79343 0 0
HARRIS CORP DEL COM 413875105 954 33564 SH DEFINED 03 33564 0 0
HARSCO CORP COM 415864107 954 43250 SH DEFINED 03 43250 0 0
HARTE-HANKS INC COM 416196103 826 30319 SH DEFINED 03 30319 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10542 144532 SH DEFINED 03 144532 0 0
HASBRO INC COM 418056107 1206 105464 SH DEFINED 03 105464 0 0
HASBRO INC COM 418056107 217 19000 SH DEFINED 03 0 0 19000
HAWAIIAN ELEC INDUSTRIES COM 419870100 1100 31544 SH DEFINED 03 31544 0 0
HCA-HEALTHCARE CO COM 404119109 15795 425456 SH DEFINED 03 425456 0 0
HCC INS HLDGS INC COM 404132102 424 20888 SH DEFINED 03 20888 0 0
HEALTH CARE PPTY INVS INC COM 421915109 530 17882 SH DEFINED 03 17882 0 0
HEALTH CARE REIT INC COM 42217K106 179 10057 SH DEFINED 03 10057 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 4707 226150 SH DEFINED 03 226150 0 0
HEALTHCARE RLTY TR COM 421946104 293 13863 SH DEFINED 03 13863 0 0
HEALTHSOUTH CORP COM 421924101 1818 223708 SH DEFINED 03 223708 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 391 7617 SH DEFINED 03 7617 0 0
HEINZ H J CO COM 423074103 9300 250934 SH DEFINED 03 250934 0 0
HELIX TECHNOLOGY CORP COM 423319102 279 9412 SH DEFINED 03 9412 0 0
HELLER FINANCIAL INC CL A 423328103 260 9100 SH DEFINED 03 9100 0 0
HELMERICH & PAYNE INC COM 423452101 1816 50264 SH DEFINED 03 50264 0 0
HENRY JACK & ASSOC INC COM 426281101 321 7400 SH DEFINED 03 7400 0 0
HERCULES INC COM 427056106 1122 79438 SH DEFINED 03 79438 0 0
HERSHEY FOODS CORP COM 427866108 5005 92480 SH DEFINED 03 92480 0 0
HERTZ CORP CL A 428040109 2634 82964 SH DEFINED 03 82964 0 0
HEWLETT PACKARD CO COM 428236103 65130 671440 SH DEFINED 03 671440 0 0
HEXCEL CORP NEW SUB NT CV 7%03 428291AA6 367 367000 SH DEFINED 03 0 0 367000
HI / FN INC COM 428358105 251 3681 SH DEFINED 03 3681 0 0
HIBERNIA CORP CL A 428656102 1979 161589 SH DEFINED 03 161589 0 0
HIBERNIA FOODS PLC SPONSORED ADR 428660104 496 95537 SH DEFINED 03 95537 0 0
HIGH SPEED ACCESS CORP COM 42979U102 52 14720 SH DEFINED 03 14720 0 0
HIGHWOODS PPTYS INC COM 431284108 721 30528 SH DEFINED 03 30528 0 0
HILFIGER TOMMY CORP ORD G8915Z102 754 78300 SH DEFINED 03 78300 0 0
HILLENBRAND INDS INC COM 431573104 1677 37484 SH DEFINED 03 37484 0 0
HILTON HOTELS CORP COM 432848109 2963 256257 SH DEFINED 03 256257 0 0
HISPANIC BROADCASTING CORP CL A 43357B104 1759 63112 SH DEFINED 03 63112 0 0
HNC SOFTWARE INC COM 40425P107 802 9804 SH DEFINED 03 9804 0 0
HNC SOFTWARE INC COM 40425P107 20 250 SH DEFINED 03 0 0 250
HOLLINGER INTL INC CL A 435569108 253 15116 SH DEFINED 03 15116 0 0
HOLLYWOOD COM INC COM 436137103 70 11553 SH DEFINED 03 11553 0 0
HOLLYWOOD ENTMT CORP COM 436141105 103 13844 SH DEFINED 03 13844 0 0
HOME DEPOT INC COM 437076102 80192 1511292 SH DEFINED 03 1511292 0 0
HOME PPTYS N Y INC COM 437306103 249 8333 SH DEFINED 03 8333 0 0
HOMESTAKE MNG CO COM 437614100 1203 231850 SH DEFINED 03 231850 0 0
HON INDS INC COM 438092108 1735 70474 SH DEFINED 03 70474 0 0
HONEYWELL INTL INC COM 438516106 19237 539973 SH DEFINED 03 539973 0 0
HOOPER HOLMES INC COM 439104100 231 24241 SH DEFINED 03 24241 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 536 32746 SH DEFINED 03 32746 0 0
HORMEL FOODS CORP COM 440452100 1099 65884 SH DEFINED 03 65884 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 551 23590 SH DEFINED 03 23590 0 0
HOST MARRIOTT CORP NEW COM 44107P104 230 20400 SH DEFINED 03 20400 0 0
HOT TOPIC INC COM 441339108 264 8807 SH DEFINED 03 8807 0 0
HOUGHTON MIFFLIN CO COM 441560109 990 25225 SH DEFINED 03 25225 0 0
HOUSEHOLD INTL INC COM 441815107 16711 295113 SH DEFINED 03 295113 0 0
HOUSTON EXPL CO COM 442120101 392 15529 SH DEFINED 03 15529 0 0
HRPT PPTYS TR COM SH BEN INT 40426W101 402 57495 SH DEFINED 03 57495 0 0
HSB GROUP INC COM 40428N109 990 24674 SH DEFINED 03 24674 0 0
HSBC BK PLC SP ADR UNIT B 44328M609 413 15900 SH DEFINED 03 15900 0 0
HUBBELL INC CL B 443510201 1323 52793 SH DEFINED 03 52793 0 0
HUDSON UNITED BANCORP COM 444165104 573 20744 SH DEFINED 03 20744 0 0
HUGHES SUPPLY INC COM 444482103 373 19025 SH DEFINED 03 19025 0 0
HUMAN GENOME SCIENCES INC SB NT CV 144A 07 444903AG3 241 250000 SH DEFINED 03 0 0 250000
HUMAN GENOME SCIENCES INC SB NT CV 3.75%07 444903AH1 13310 13786000 SH DEFINED 03 0 0 13786000
HUMAN GENOME SCIENCES INC COM 444903108 1890 10922 SH DEFINED 03 10922 0 0
HUMANA INC COM 444859102 1837 170923 SH DEFINED 03 170923 0 0
HUNT J B TRANS SVCS INC COM 445658107 298 23505 SH DEFINED 03 23505 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2784 189554 SH DEFINED 03 189554 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 1240 58864 SH DEFINED 03 58864 0 0
HYPERION SOLUTIONS CORP COM 44914M104 1141 44308 SH DEFINED 03 44308 0 0
IBP INC COM 449223106 869 47458 SH DEFINED 03 47458 0 0
ICG COMMUNICATIONS INC COM 449246107 24 55287 SH DEFINED 03 55287 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 3013 90615 SH DEFINED 03 90615 0 0
ICOS CORP COM 449295104 507 9351 SH DEFINED 03 9351 0 0
IDACORP INC COM 451107106 1754 37927 SH DEFINED 03 37927 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 4493 25631 SH DEFINED 03 25631 0 0
IDEX CORP COM 45167R104 800 28628 SH DEFINED 03 28628 0 0
IDEXX LABS INC COM 45168D104 866 32369 SH DEFINED 03 32369 0 0
IDT CORP COM 448947101 290 7469 SH DEFINED 03 7469 0 0
IGATE CAPITAL CORP COM 45169U105 201 37412 SH DEFINED 03 37412 0 0
IGATE CAPITAL CORP COM 45169U105 59 11000 SH DEFINED 03 0 0 11000
IKON OFFICE SOLUTIONS INC COM 451713101 258 65455 SH DEFINED 03 65455 0 0
ILEX ONCOLOGY INC COM 451923106 222 7385 SH DEFINED 03 7385 0 0
ILLINOIS TOOL WKS INC COM 452308109 10922 195471 SH DEFINED 03 195471 0 0
ILLUMINET HLDGS INC COM 452334105 227 8253 SH DEFINED 03 8253 0 0
IMATION CORP COM 45245A107 868 46604 SH DEFINED 03 46604 0 0
IMATRON INC COM 452906100 79 34305 SH DEFINED 03 34305 0 0
IMC GLOBAL INC COM 449669100 812 56021 SH DEFINED 03 56021 0 0
IMCLONE SYS INC COM 45245W109 1428 12208 SH DEFINED 03 12208 0 0
IMMUNE RESPONSE CORP DEL COM 45252T106 111 16448 SH DEFINED 03 16448 0 0
IMMUNEX CORP NEW COM 452528102 4365 100344 SH DEFINED 03 100344 0 0
IMMUNOGEN INC COM 45253H101 390 11477 SH DEFINED 03 11477 0 0
IMMUNOMEDICS INC COM 452907108 277 13246 SH DEFINED 03 13246 0 0
IMPATH INC COM 45255G101 309 4906 SH DEFINED 03 4906 0 0
IMPERIAL BANCORP COM 452556103 398 20827 SH DEFINED 03 20827 0 0
IMPROVENET INC COM 45321E106 0 46 SH DEFINED 03 46 0 0
IMS HEALTH INC COM 449934108 3429 165261 SH DEFINED 03 165261 0 0
INCO LTD DEB CONV 5.75%04 453258AK1 817 903000 SH DEFINED 03 0 0 903000
INCO LTD COM 453258402 2296 142412 SH DEFINED 03 142412 0 0
INCOME OPPORTUNITIES FD 2000 COM 45333Q105 12297 1229700 SH DEFINED 03 1229700 0 0
INCYTE GENOMICS INC COM 45337C102 1241 30222 SH DEFINED 03 30222 0 0
INDEPENDENCE CMNTY BK CORP COM 453414104 560 39992 SH DEFINED 03 39992 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 249 20400 SH DEFINED 03 20400 0 0
INDYMAC BANCORP INC COM 456607100 494 24004 SH DEFINED 03 24004 0 0
INFINITY BROADCASTING CP NEW CL A 45662S102 447 13533 SH DEFINED 03 13533 0 0
INFOCUS CORP COM 45665B106 3800 71863 SH DEFINED 03 71863 0 0
INFORMATICA CORP COM 45666Q102 23944 294267 SH DEFINED 03 294267 0 0
INFORMATION ARCHITECTS CORP COM 45669R107 81 24980 SH DEFINED 03 24980 0 0
INFORMIX CORP COM 456779107 556 135816 SH DEFINED 03 135816 0 0
INFOSPACE INC COM 45678T102 310 10274 SH DEFINED 03 10274 0 0
INFOUSA INC NEW COM 456818301 54 10830 SH DEFINED 03 10830 0 0
ING GROEP N V SPONSORED ADR 456837103 244 3700 SH DEFINED 03 3700 0 0
INGERSOLL-RAND CO COM 456866102 4734 139758 SH DEFINED 03 139758 0 0
INGRAM MICRO INC CL A 457153104 1950 141841 SH DEFINED 03 141841 0 0
INHALE THERAPEUTIC SYS INC COM 457191104 858 15026 SH DEFINED 03 15026 0 0
INKTOMI CORP COM 457277101 1461 12812 SH DEFINED 03 12812 0 0
INNKEEPERS USA TR COM 4576J0104 134 13119 SH DEFINED 03 13119 0 0
INPRISE CORP COM 45766C102 108 20253 SH DEFINED 03 20253 0 0
INPUT/OUTPUT INC COM 457652105 289 30066 SH DEFINED 03 30066 0 0
INSIGHT COMMUNICATIONS INC CL A 45768V108 234 14939 SH DEFINED 03 14939 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1471 54000 SH DEFINED 03 54000 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 235 6998 SH DEFINED 03 6998 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K208 380 20566 SH DEFINED 03 20566 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4552 50335 SH DEFINED 03 50335 0 0
INTEGRATED ELECTRICAL SVC COM 45811E103 88 12864 SH DEFINED 03 12864 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 874 61857 SH DEFINED 03 61857 0 0
INTEL CORP COM 458140100 335160 8072029 SH DEFINED 03 8072029 0 0
INTEL CORP COM 458140100 6467 155600 SH DEFINED 03 0 0 155600
INTELECT COMMUNICATIONS INC COM 458144102 42 30007 SH DEFINED 03 30007 0 0
INTELIDATA TECHNOLOGIES CORP COM 45814T107 79 15114 SH DEFINED 03 15114 0 0
INTERACTIVE INV INTL PLC SPONSORED ADR 457955102 82 13173 SH DEFINED 03 13173 0 0
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 295 21104 SH DEFINED 03 21104 0 0
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 28 2000 SH DEFINED 03 0 0 2000
INTERFACE INC CL A 458665106 202 25326 SH DEFINED 03 25326 0 0
INTERGRAPH CORP COM 458683109 123 17063 SH DEFINED 03 17063 0 0
INTERLIANT INC COM 458742103 173 21659 SH DEFINED 03 21659 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 710 24126 SH DEFINED 03 24126 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 125958 1119626 SH DEFINED 03 1119626 0 0
INTERNATIONAL FIBERCOM INC COM 45950T101 925 63275 SH DEFINED 03 63275 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1593 87287 SH DEFINED 03 87287 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1173 34885 SH DEFINED 03 34885 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 242 13920 SH DEFINED 03 13920 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 1535 30365 SH DEFINED 03 30365 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 900 23118 SH DEFINED 03 23118 0 0
INTERNET HOLDRS TR DEPOSIT RCPT 46059W102 3885 40000 SH DEFINED 03 0 0 40000
INTERNET PICTURES CORP COM 46059S101 334 61367 SH DEFINED 03 61367 0 0
INTERPUBLIC GROUP COS INC SB NT CV 1.8%04 460690AF7 4191 4233000 SH DEFINED 03 0 0 4233000
INTERPUBLIC GROUP COS INC COM 460690100 7207 211574 SH DEFINED 03 211574 0 0
INTERSIL HLDG CORP CL A 46069S109 138 2914 SH DEFINED 03 2914 0 0
INTERSIL HLDG CORP CL A 46069S109 1133 22710 SH DEFINED 03 0 0 22710
INTERSTATE BAKERIES CORP DEL COM 46072H108 1056 72214 SH DEFINED 03 72214 0 0
INTERTAN INC COM 461120107 154 10667 SH DEFINED 03 10667 0 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 311 25549 SH DEFINED 03 25549 0 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 24 2000 SH DEFINED 03 0 0 2000
INTERVOICE-BRITE INC COM 461142101 153 14560 SH DEFINED 03 14560 0 0
INTERWOVEN INC COM 46114T102 1515 13396 SH DEFINED 03 13396 0 0
INTIMATE BRANDS INC CL A 461156101 56 3000 SH DEFINED 03 3000 0 0
INTL PAPER CO COM 460146103 10314 359528 SH DEFINED 03 359528 0 0
INTRANET SOLUTIONS INC COM NEW 460939309 285 5710 SH DEFINED 03 5710 0 0
INTUIT COM 461202103 7035 123427 SH DEFINED 03 123427 0 0
INVACARE CORP COM 461203101 284 8829 SH DEFINED 03 8829 0 0
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 957 23974 SH DEFINED 03 23974 0 0
INVESTORS FINL SERVICES CORP COM 461915100 745 11819 SH DEFINED 03 11819 0 0
INVITROGEN CORP COM 46185R100 1225 17223 SH DEFINED 03 17223 0 0
IOMEGA CORP COM 462030107 535 106969 SH DEFINED 03 106969 0 0
IPALCO ENTERPRISES INC COM 462613100 2241 97980 SH DEFINED 03 97980 0 0
IRT PPTY CO COM 450058102 112 12744 SH DEFINED 03 12744 0 0
ISIS PHARMACEUTICALS INC COM 464330109 434 37740 SH DEFINED 03 37740 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 156 10074 SH DEFINED 03 10074 0 0
ITC DELTACOM INC COM 45031T104 1844 163005 SH DEFINED 03 163005 0 0
ITT INDS INC IND COM 450911102 1756 54131 SH DEFINED 03 54131 0 0
IVAX CORP COM 465823102 3513 76377 SH DEFINED 03 76377 0 0
IVILLAGE INC COM 46588H105 110 28331 SH DEFINED 03 28331 0 0
IXL ENTERPRISES INC COM 450718101 68 15696 SH DEFINED 03 15696 0 0
I2 TECHNOLOGIES INC COM 465754109 4231 22628 SH DEFINED 03 22628 0 0
J D EDWARDS & CO COM 281667105 577 22311 SH DEFINED 03 22311 0 0
JABIL CIRCUIT INC COM 466313103 4947 87163 SH DEFINED 03 87163 0 0
JACK IN THE BOX INC COM 466367109 995 46426 SH DEFINED 03 46426 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 811 20110 SH DEFINED 03 20110 0 0
JAKKS PAC INC COM 47012E106 661 70468 SH DEFINED 03 70468 0 0
JAZZTEL P L C SPONSORED ADR 47214R152 484 21500 SH DEFINED 03 0 0 21500
JDN RLTY CORP COM 465917102 145 12801 SH DEFINED 03 12801 0 0
JDS UNIPHASE CORP COM 46612J101 63003 665817 SH DEFINED 03 665817 0 0
JEFFERIES GROUP INC NEW COM 472319102 249 9282 SH DEFINED 03 9282 0 0
JEFFERSON PILOT CORP COM 475070108 4175 61514 SH DEFINED 03 61514 0 0
JLG INDS INC COM 466210101 332 27263 SH DEFINED 03 27263 0 0
JNI CORP COM 46622G105 235 2660 SH DEFINED 03 2660 0 0
JOHN NUVEEN CO CL A 478035108 229 4733 SH DEFINED 03 4733 0 0
JOHNSON & JOHNSON COM 478160104 86927 925372 SH DEFINED 03 925372 0 0
JOHNSON & JOHNSON COM 478160104 19 200 SH DEFINED 03 0 0 200
JOHNSON CTLS INC COM 478366107 2711 50973 SH DEFINED 03 50973 0 0
JONES APPAREL GROUP INC COM 480074103 1461 55131 SH DEFINED 03 55131 0 0
JONES LANG LASALLE INC COM 48020Q107 148 11402 SH DEFINED 03 11402 0 0
JOURNAL REGISTER CO COM 481138105 286 17201 SH DEFINED 03 17201 0 0
JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA2 1261 835000 SH DEFINED 03 0 0 835000
JUNIPER NETWORKS INC COM 48203R104 6978 31864 SH DEFINED 03 31864 0 0
JUNO ONLINE SVCS INC COM 482048105 57 14725 SH DEFINED 03 14725 0 0
K MART CORP COM 482584109 2172 361962 SH DEFINED 03 361962 0 0
K V PHARMACEUTICAL CO CL B CONV 482740107 249 7222 SH DEFINED 03 7222 0 0
KAISER ALUMINUM CORP COM 483007100 62 10274 SH DEFINED 03 10274 0 0
KANSAS CITY PWR & LT CO COM 485134100 1322 49544 SH DEFINED 03 49544 0 0
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 35 4000 SH DEFINED 03 4000 0 0
KANSAS CITY SOUTHN INDS INC COM NEW 485170302 174 20000 SH DEFINED 03 0 0 20000
KAUFMAN & BROAD HOME CORP COM 486168107 1237 45904 SH DEFINED 03 45904 0 0
KAYDON CORP COM 486587108 579 25166 SH DEFINED 03 25166 0 0
KEANE INC COM 486665102 648 37263 SH DEFINED 03 37263 0 0
KEEBLER FOODS CO COM 487256109 1296 30855 SH DEFINED 03 30855 0 0
KEEBLER FOODS CO COM 487256109 4660 110950 SH DEFINED 03 0 0 110950
KEITHLEY INSTRS INC COM 487584104 204 2910 SH DEFINED 03 2910 0 0
KELLOGG CO COM 487836108 5420 224077 SH DEFINED 03 224077 0 0
KELLY SVCS INC CL A 488152208 473 20009 SH DEFINED 03 20009 0 0
KEMET CORP COM 488360108 202 7300 SH DEFINED 03 7300 0 0
KENNAMETAL INC COM 489170100 609 23663 SH DEFINED 03 23663 0 0
KENT ELECTRS CORP COM 490553104 534 22380 SH DEFINED 03 22380 0 0
KERR MCGEE CORP SUB DB CV 7.5%14 492386AL1 5970 6046000 SH DEFINED 03 0 0 6046000
KERR MCGEE CORP COM 492386107 4273 64505 SH DEFINED 03 64505 0 0
KEY ENERGY SVCS INC COM 492914106 344 35038 SH DEFINED 03 35038 0 0
KEYCORP NEW COM 493267108 7321 289246 SH DEFINED 03 289246 0 0
KEYSPAN CORP COM 49337W100 4434 110500 SH DEFINED 03 110500 0 0
KEYSTONE FINANCIAL INC COM 493482103 361 16577 SH DEFINED 03 16577 0 0
KFORCE COM INC COM 493732101 60 17054 SH DEFINED 03 17054 0 0
KILROY RLTY CORP COM 49427F108 245 9194 SH DEFINED 03 9194 0 0
KIMBALL INTL INC CL B 494274103 244 13634 SH DEFINED 03 13634 0 0
KIMBERLY CLARK CORP COM 494368103 18085 324037 SH DEFINED 03 324037 0 0
KINDER MORGAN INC KANS COM 49455P101 2499 61054 SH DEFINED 03 61054 0 0
KING PHARMACEUTICALS INC COM 495582108 5556 166174 SH DEFINED 03 166174 0 0
KLA-TENCOR CORP COM 482480100 6733 163481 SH DEFINED 03 163481 0 0
KNIGHT RIDDER INC COM 499040103 2674 52623 SH DEFINED 03 52623 0 0
KNIGHT TRADING GROUP INC COM 499063105 284 7898 SH DEFINED 03 7898 0 0
KOHLS CORP COM 500255104 11210 194318 SH DEFINED 03 194318 0 0
KOMAG INC COM 500453105 93 23457 SH DEFINED 03 23457 0 0
KOPIN CORP COM 500600101 1632 90655 SH DEFINED 03 90655 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1464 112100 SH DEFINED 03 112100 0 0
KOREA FD COM 500634100 480 40000 SH DEFINED 03 40000 0 0
KORN FERRY INTL COM NEW 500643200 494 13076 SH DEFINED 03 13076 0 0
KROGER CO COM 501044101 12779 566416 SH DEFINED 03 566416 0 0
KULICKE & SOFFA INDS INC COM 501242101 238 17978 SH DEFINED 03 17978 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 889 15742 SH DEFINED 03 15742 0 0
LA Z BOY INC COM 505336107 373 25584 SH DEFINED 03 25584 0 0
LABOR READY INC COM NEW 505401208 79 18810 SH DEFINED 03 18810 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 682 5692 SH DEFINED 03 5692 0 0
LABRANCHE & CO INC COM 505447102 416 12479 SH DEFINED 03 12479 0 0
LAFARGE CORP COM 505862102 818 37613 SH DEFINED 03 37613 0 0
LAM RESEARCH CORP COM 512807108 1483 71027 SH DEFINED 03 71027 0 0
LAMAR ADVERTISING CO CL A 512815101 455 12061 SH DEFINED 03 12061 0 0
LANCASTER COLONY CORP COM 513847103 811 33015 SH DEFINED 03 33015 0 0
LANCE INC COM 514606102 206 21280 SH DEFINED 03 21280 0 0
LANDS END INC COM 515086106 486 23121 SH DEFINED 03 23121 0 0
LANDSTAR SYS INC COM 515098101 252 5652 SH DEFINED 03 5652 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2172 40495 SH DEFINED 03 40495 0 0
LAUDER ESTEE COS INC CL A 518439104 1578 43096 SH DEFINED 03 43096 0 0
LAUDER ESTEE COS INC CL A 518439104 27 750 SH DEFINED 03 0 0 750
LEAP WIRELESS INTL INC COM 521863100 876 13994 SH DEFINED 03 13994 0 0
LEAR CORP COM 521865105 1245 60558 SH DEFINED 03 60558 0 0
LEARNING TREE INTL INC COM 522015106 1009 21213 SH DEFINED 03 21213 0 0
LEE ENTERPRISES INC COM 523768109 1024 35474 SH DEFINED 03 35474 0 0
LEGATO SYS INC COM 524651106 1062 79024 SH DEFINED 03 79024 0 0
LEGG MASON INC COM 524901105 1708 29381 SH DEFINED 03 29381 0 0
LEGGETT & PLATT INC COM 524660107 1795 113490 SH DEFINED 03 113490 0 0
LEHMAN BROS HLDGS INC COM 524908100 13704 92753 SH DEFINED 03 92753 0 0
LENNAR CORP COM 526057104 1762 59353 SH DEFINED 03 59353 0 0
LENNOX INTL INC COM 526107107 140 14974 SH DEFINED 03 14974 0 0
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 563 42900 SH DEFINED 03 42900 0 0
LEUCADIA NATL CORP COM 527288104 446 16691 SH DEFINED 03 16691 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 2590 33578 SH DEFINED 03 33578 0 0
LEXMARK INTL NEW CL A 529771107 3935 104927 SH DEFINED 03 104927 0 0
LG&E ENERGY CORP COM 501917108 2752 112597 SH DEFINED 03 112597 0 0
LIBERATE TECHNOLOGIES COM 530129105 44 1540 SH DEFINED 03 1540 0 0
LIBERTY CORP S C COM 530370105 219 6323 SH DEFINED 03 6323 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 419 11794 SH DEFINED 03 11794 0 0
LIGAND PHARMACEUTICALS INC CL B 53220K207 261 20378 SH DEFINED 03 20378 0 0
LIGHTBRIDGE INC COM 532226107 122 10462 SH DEFINED 03 10462 0 0
LIGHTPATH TECHNOLOGIES INC CL A 532257102 200 4214 SH DEFINED 03 4214 0 0
LIGHTSPAN INC COM 53226T103 315 129012 SH DEFINED 03 129012 0 0
LILLY ELI & CO COM 532457108 51141 630392 SH DEFINED 03 630392 0 0
LILLY INDS INC CL A 532491107 251 8502 SH DEFINED 03 8502 0 0
LIMITED INC COM 532716107 6287 284977 SH DEFINED 03 284977 0 0
LINCARE HLDGS INC COM 532791100 1163 40612 SH DEFINED 03 40612 0 0
LINCOLN ELEC HLDGS INC COM 533900106 175 13224 SH DEFINED 03 13224 0 0
LINCOLN NATL CORP IND COM 534187109 9401 195342 SH DEFINED 03 195342 0 0
LINEAR TECHNOLOGY CORP COM 535678106 14426 222795 SH DEFINED 03 222795 0 0
LINENS N THINGS INC COM 535679104 849 33277 SH DEFINED 03 33277 0 0
LITTELFUSE INC COM 537008104 223 7518 SH DEFINED 03 7518 0 0
LITTON INDS INC COM 538021106 938 20989 SH DEFINED 03 20989 0 0
LIZ CLAIBORNE INC COM 539320101 2090 54273 SH DEFINED 03 54273 0 0
LOCKHEED MARTIN CORP COM 539830109 8393 254639 SH DEFINED 03 254639 0 0
LOEWS CORP COM 540424108 5970 71608 SH DEFINED 03 71608 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 237 32723 SH DEFINED 03 32723 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 435 9431 SH DEFINED 03 9431 0 0
LONGS DRUG STORES CORP COM 543162101 774 40476 SH DEFINED 03 40476 0 0
LONGVIEW FIBRE CO COM 543213102 507 42280 SH DEFINED 03 42280 0 0
LOOKSMART LTD COM 543442107 7605 679769 SH DEFINED 03 679769 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 296 7461 SH DEFINED 03 7461 0 0
LOUISIANA PAC CORP COM 546347105 906 98602 SH DEFINED 03 98602 0 0
LOWES COS INC COM 548661107 13915 310083 SH DEFINED 03 310083 0 0
LSI LOGIC CORP COM 502161102 5158 176353 SH DEFINED 03 176353 0 0
LTC PPTYS INC COM 502175102 184 52674 SH DEFINED 03 52674 0 0
LTV CORP NEW COM 501921100 52 39818 SH DEFINED 03 39818 0 0
LTX CORP COM 502392103 582 30716 SH DEFINED 03 30716 0 0
LUBRIZOL CORP COM 549271104 864 43902 SH DEFINED 03 43902 0 0
LUCENT TECHNOLOGIES INC COM 549463107 66197 2165980 SH DEFINED 03 2165980 0 0
LUCENT TECHNOLOGIES INC COM 549463107 31 1000 SH DEFINED 03 0 0 1000
LUMINEX CORP DEL COM 55027E102 236 6222 SH DEFINED 03 6222 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 584 36200 SH DEFINED 03 36200 0 0
LYCOS INC COM 550818108 1067 15519 SH DEFINED 03 15519 0 0
LYONDELL CHEMICAL CO COM 552078107 689 58320 SH DEFINED 03 58320 0 0
M D C HLDGS INC COM 552676108 253 9747 SH DEFINED 03 9747 0 0
M SYS FLASH DISK PIONEERS LTD ORD M7061C100 311 8146 SH DEFINED 03 8146 0 0
MACERICH CO COM 554382101 245 11545 SH DEFINED 03 11545 0 0
MACROMEDIA INC COM 556100105 1959 24254 SH DEFINED 03 24254 0 0
MACRONIX INTL LTD SPONSORED ADR 556103109 272 17835 SH DEFINED 03 17835 0 0
MACROVISION CORP COM 555904101 703 8697 SH DEFINED 03 8697 0 0
MAF BANCORP INC COM 55261R108 202 8114 SH DEFINED 03 8114 0 0
MAGNETEK INC COM 559424106 180 16933 SH DEFINED 03 16933 0 0
MAIL COM INC CL A 560311102 84 16062 SH DEFINED 03 16062 0 0
MAIL-WELL INC COM 560321200 78 17632 SH DEFINED 03 17632 0 0
MALLINCKRODT INC NEW COM 561232109 2520 55227 SH DEFINED 03 55227 0 0
MANDALAY RESORT GROUP COM 562567107 1681 65592 SH DEFINED 03 65592 0 0
MANOR CARE INC NEW COM 564055101 1375 87624 SH DEFINED 03 87624 0 0
MANPOWER INC COM 56418H100 1173 36721 SH DEFINED 03 36721 0 0
MANUGISTICS GROUP INC COM 565011103 844 8606 SH DEFINED 03 8606 0 0
MARCHFIRST INC COM 566244109 2103 134622 SH DEFINED 03 134622 0 0
MARKEL CORP COM 570535104 509 3355 SH DEFINED 03 3355 0 0
MARRIOTT INTL INC NEW CL A 571903202 6489 178090 SH DEFINED 03 178090 0 0
MARSH & MCLENNAN COS INC COM 571748102 22285 167875 SH DEFINED 03 167875 0 0
MARSHALL & ILSLEY CORP COM 571834100 2776 55380 SH DEFINED 03 55380 0 0
MARTIN MARIETTA MATLS INC COM 573284106 805 21031 SH DEFINED 03 21031 0 0
MASCO CORP COM 574599106 5142 276092 SH DEFINED 03 276092 0 0
MASCOTECH INC COM 574670105 293 17674 SH DEFINED 03 17674 0 0
MATRIX PHARMACEUTICAL INC COM 576844104 157 10110 SH DEFINED 03 10110 0 0
MATTEL INC COM 577081102 2884 257830 SH DEFINED 03 257830 0 0
MAVERICK TUBE CORP COM 577914104 221 8207 SH DEFINED 03 8207 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 17601 218811 SH DEFINED 03 218811 0 0
MAXIM PHARMACEUTICALS INC COM 57772M107 901 14831 SH DEFINED 03 14831 0 0
MAXTOR CORP COM NEW 577729205 451 43178 SH DEFINED 03 43178 0 0
MAY DEPT STORES CO COM 577778103 4520 220481 SH DEFINED 03 220481 0 0
MAYTAG CORP COM 578592107 2238 72045 SH DEFINED 03 72045 0 0
MBIA INC COM 55262C100 4474 62900 SH DEFINED 03 62900 0 0
MBNA CORP COM 55262L100 19678 511127 SH DEFINED 03 511127 0 0
MBNA CORP COM 55262L100 164 4250 SH DEFINED 03 0 0 4250
MCCLATCHY CO CL A 579489105 499 14195 SH DEFINED 03 14195 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1438 48325 SH DEFINED 03 48325 0 0
MCDERMOTT INTL INC COM 580037109 374 34041 SH DEFINED 03 34041 0 0
MCDONALDS CORP (P) COM 580135101 4528 150000 SH PUT DEFINED 03 150000 0 0
MCDONALDS CORP (P) COM 580135101 3019 100000 SH PUT DEFINED 03 100000 0 0
MCDONALDS CORP COM 580135101 31674 1049270 SH DEFINED 03 1049270 0 0
MCGRAW HILL COS INC COM 580645109 8671 136411 SH DEFINED 03 136411 0 0
MCKESSON HBOC INC COM 58155Q103 6264 204962 SH DEFINED 03 204962 0 0
MCLEODUSA INC CL A 582266102 833 58164 SH DEFINED 03 58164 0 0
MCN ENERGY GROUP INC COM 55267J100 1068 41683 SH DEFINED 03 41683 0 0
MDU RES GROUP INC COM 552690109 679 22812 SH DEFINED 03 22812 0 0
MEAD CORP COM 582834107 1469 62866 SH DEFINED 03 62866 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 180 16509 SH DEFINED 03 16509 0 0
MEDIA GEN INC CL A 584404107 746 17339 SH DEFINED 03 17339 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1158 18824 SH DEFINED 03 18824 0 0
MEDIMMUNE INC COM 584699102 15572 201575 SH DEFINED 03 201575 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 377 128376 SH DEFINED 03 128376 0 0
MEDQUIST INC COM 584949101 729 36120 SH DEFINED 03 36120 0 0
MEDTRONIC INC COM 585055106 35302 681355 SH DEFINED 03 681355 0 0
MELLON FINL CORP COM 58551A108 13917 300096 SH DEFINED 03 300096 0 0
MELLON FINL CORP COM 58551A108 1855 40000 SH DEFINED 03 0 0 40000
MEMC ELECTR MATLS INC COM 552715104 190 14782 SH DEFINED 03 14782 0 0
MENS WEARHOUSE INC COM 587118100 2103 74425 SH DEFINED 03 74425 0 0
MENTOR CORP MINN COM 587188103 270 17135 SH DEFINED 03 17135 0 0
MENTOR GRAPHICS CORP COM 587200106 1299 55130 SH DEFINED 03 55130 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2290 63178 SH DEFINED 03 63178 0 0
MERCATOR SOFTWARE INC COM 587587106 479 28890 SH DEFINED 03 28890 0 0
MERCER INTL INC SH BEN INT 588056101 272 36000 SH DEFINED 03 36000 0 0
MERCK & CO INC COM 589331107 106853 1435480 SH DEFINED 03 1435480 0 0
MERCK & CO INC COM 589331107 37 500 SH DEFINED 03 0 0 500
MERCURY COMPUTER SYS COM 589378108 224 8042 SH DEFINED 03 8042 0 0
MERCURY GENL CORP NEW COM 589400100 295 10408 SH DEFINED 03 10408 0 0
MERCURY INTERACTIVE CORP SB NT CV 144A 07 589405AA7 313 200000 SH DEFINED 03 0 0 200000
MERCURY INTERACTIVE CORP COM 589405109 8393 53543 SH DEFINED 03 53543 0 0
MEREDITH CORP COM 589433101 1267 42952 SH DEFINED 03 42952 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 402 58508 SH DEFINED 03 58508 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 264 13036 SH DEFINED 03 13036 0 0
MERRILL LYNCH & CO INC COM 590188108 37929 574687 SH DEFINED 03 574687 0 0
MESA AIR GROUP INC COM 590479101 66 11997 SH DEFINED 03 11997 0 0
METHANEX CORP COM 59151K108 1500 301834 SH DEFINED 03 301834 0 0
METHODE ELECTRS INC CL A 591520200 1246 28119 SH DEFINED 03 28119 0 0
METRICOM INC COM 591596101 2528 98169 SH DEFINED 03 98169 0 0
METRIS COS INC COM 591598107 1426 36090 SH DEFINED 03 36090 0 0
METRO GOLDWYN MAYER INC COM 591610100 445 18540 SH DEFINED 03 18540 0 0
METROCALL INC COM 591647102 82 27371 SH DEFINED 03 27371 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 2589 106752 SH DEFINED 03 106752 0 0
METROMEDIA INTL GROUP INC COM 591695101 98 26168 SH DEFINED 03 26168 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 648 14726 SH DEFINED 03 14726 0 0
MGIC INVT CORP WIS COM 552848103 4041 66103 SH DEFINED 03 66103 0 0
MGM MIRAGE COM 552953101 624 16346 SH DEFINED 03 16346 0 0
MICHAELS STORES INC COM 594087108 399 9991 SH DEFINED 03 9991 0 0
MICREL INC COM 594793101 2729 40847 SH DEFINED 03 40847 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7734 234357 SH DEFINED 03 234357 0 0
MICROMUSE INC COM 595094103 238 1183 SH DEFINED 03 1183 0 0
MICRON ELECTRONICS INC COM 595100108 279 30979 SH DEFINED 03 30979 0 0
MICRON TECHNOLOGY INC COM 595112103 23381 508285 SH DEFINED 03 508285 0 0
MICROS SYS INC COM 594901100 447 29807 SH DEFINED 03 29807 0 0
MICROSOFT CORP (P) COM 594918104 8444 140000 SH PUT DEFINED 03 140000 0 0
MICROSOFT CORP (P) COM 594918104 24125 400000 SH PUT DEFINED 03 400000 0 0
MICROSOFT CORP (P) COM 594918104 24125 400000 SH PUT DEFINED 03 400000 0 0
MICROSOFT CORP (P) COM 594918104 18094 300000 SH PUT DEFINED 03 300000 0 0
MICROSOFT CORP (P) COM 594918104 6031 100000 SH PUT DEFINED 03 100000 0 0
MICROSOFT CORP (P) COM 594918104 1809 30000 SH PUT DEFINED 03 30000 0 0
MICROSOFT CORP (P) COM 594918104 6031 100000 SH PUT DEFINED 03 100000 0 0
MICROSOFT CORP COM 594918104 564639 9361808 SH DEFINED 03 9361808 0 0
MICROSOFT CORP COM 594918104 7473 123900 SH DEFINED 03 0 0 123900
MICROSTRATEGY INC CL A 594972101 352 12715 SH DEFINED 03 12715 0 0
MICROVISION INC WASH COM 594960106 438 11482 SH DEFINED 03 11482 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 269 17774 SH DEFINED 03 17774 0 0
MID-ATLANTIC RLTY TR SBDB CV 7.625%03 595232AA7 604 550000 SH DEFINED 03 0 0 550000
MIDCAP SPDR TR UNIT SER 1 595635103 3095 31500 SH DEFINED 03 0 0 0
MIDWAY GAMES INC COM 598148104 71 10076 SH DEFINED 03 10076 0 0
MILACRON INC COM 598709103 178 13347 SH DEFINED 03 13347 0 0
MILLENNIUM CHEMICALS INC COM 599903101 364 24557 SH DEFINED 03 24557 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 6939 47525 SH DEFINED 03 47525 0 0
MILLER HERMAN INC COM 600544100 1475 46004 SH DEFINED 03 46004 0 0
MILLIPORE CORP COM 601073109 1992 41125 SH DEFINED 03 41125 0 0
MINERALS TECHNOLOGIES INC COM 603158106 746 16207 SH DEFINED 03 16207 0 0
MINIMED INC COM 60365K108 2663 29858 SH DEFINED 03 29858 0 0
MINNESOTA MNG & MFG CO COM 604059105 27281 299380 SH DEFINED 03 299380 0 0
MIPS TECHNOLOGIES INC CL A 604567107 1921 41768 SH DEFINED 03 41768 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 366 7841 SH DEFINED 03 7841 0 0
MMC NETWORKS INC COM 55308N102 1907 15127 SH DEFINED 03 15127 0 0
MODEM MEDIA INC CL A 607533106 80 18455 SH DEFINED 03 18455 0 0
MODINE MFG CO COM 607828100 567 20156 SH DEFINED 03 20156 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 391 75285 SH DEFINED 03 75285 0 0
MOHAWK INDS INC COM 608190104 2069 94859 SH DEFINED 03 94859 0 0
MOLECULAR DEVICES CORP COM 60851C107 567 5798 SH DEFINED 03 5798 0 0
MOLEX INC COM 608554101 8215 151081 SH DEFINED 03 151081 0 0
MONTANA POWER CO COM 612085100 2189 65593 SH DEFINED 03 65593 0 0
MONY GROUP INC COM 615337102 910 22829 SH DEFINED 03 22829 0 0
MORGAN J P & CO INC COM 616880100 22714 139030 SH DEFINED 03 139030 0 0
MORGAN KEEGAN INC COM 617410105 180 10309 SH DEFINED 03 10309 0 0
MORGAN STAN D WITTER ASIA PAC COM 61744U106 557 59400 SH DEFINED 03 59400 0 0
MORGAN STANLEY D WITTER INDIA COM 61745C105 1158 111600 SH DEFINED 03 111600 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 68894 753457 SH DEFINED 03 753457 0 0
MOTIENT CORP COM 619908106 188 13385 SH DEFINED 03 13385 0 0
MOTOROLA INC COM 620076109 44514 1575718 SH DEFINED 03 1575718 0 0
MOTOROLA INC COM 620076109 85 3000 SH DEFINED 03 0 0 3000
MPOWER COMMUNICATIONS CORP COM 62473J106 154 17687 SH DEFINED 03 17687 0 0
MP3 COM INC COM 62473M109 795 201786 SH DEFINED 03 201786 0 0
MRV COMMUNICATIONS INC COM 553477100 3166 70352 SH DEFINED 03 70352 0 0
MSC INDL DIRECT INC CL A 553530106 453 29705 SH DEFINED 03 29705 0 0
MTI TECHNOLOGY CORP COM 553903105 54 14185 SH DEFINED 03 14185 0 0
MUELLER INDS INC COM 624756102 1224 54572 SH DEFINED 03 54572 0 0
MURPHY OIL CORP COM 626717102 1923 29664 SH DEFINED 03 29664 0 0
MUSICLAND STORES CORP COM 62758B109 94 13374 SH DEFINED 03 13374 0 0
MYLAN LABS INC COM 628530107 3836 142406 SH DEFINED 03 142406 0 0
MYPOINTS COM INC COM 62855T102 86 16150 SH DEFINED 03 16150 0 0
MYRIAD GENETICS INC COM 62855J104 621 7186 SH DEFINED 03 7186 0 0
NABI INC COM 628716102 92 13092 SH DEFINED 03 13092 0 0
NABISCO GROUP HLDG CORP COM 62952P102 5728 200993 SH DEFINED 03 200993 0 0
NABISCO HLDGS CORP CL A 629526104 1338 24900 SH DEFINED 03 24900 0 0
NABORS INDS INC COM 629568106 3497 66728 SH DEFINED 03 66728 0 0
NABORS INDS INC COM 629568106 524 10000 SH DEFINED 03 0 0 10000
NANOGEN INC COM 630075109 742 38280 SH DEFINED 03 38280 0 0
NASDAQ 100 TR UNIT SER 1 631100104 236557 2667325 SH DEFINED 03 0 0 0
NASDAQ 100 TR UNIT SER 1 631100104 9705 109430 SH DEFINED 03 0 0 0
NATIONAL CITY CORP COM 635405103 8449 381893 SH DEFINED 03 381893 0 0
NATIONAL COMM BANCORP COM 635449101 1997 100487 SH DEFINED 03 100487 0 0
NATIONAL COMPUTER SYS INC COM 635519101 629 8634 SH DEFINED 03 8634 0 0
NATIONAL DATA CORP COM 635621105 606 18468 SH DEFINED 03 18468 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1246 22230 SH DEFINED 03 22230 0 0
NATIONAL INFO CONSORTIUM INC COM 636491102 67 16921 SH DEFINED 03 16921 0 0
NATIONAL PWR PLC SP ADR FINLNEW 637194705 181 2619 SH DEFINED 03 2619 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 4798 119194 SH DEFINED 03 119194 0 0
NATIONAL SVC INDS INC COM 637657107 792 40491 SH DEFINED 03 40491 0 0
NATIONAL-OILWELL INC COM 637071101 672 21516 SH DEFINED 03 21516 0 0
NATIONSRENT INC COM 638588103 51 13077 SH DEFINED 03 13077 0 0
NATIONWIDE FINL SVCS INC CL A 638612101 1186 31720 SH DEFINED 03 31720 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 270 16930 SH DEFINED 03 16930 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 915 17019 SH DEFINED 03 17019 0 0
NAUTICA ENTERPRISES INC COM 639089101 205 15863 SH DEFINED 03 15863 0 0
NAVIGANT CONSULTING INC COM 63935N107 101 29333 SH DEFINED 03 29333 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1440 48113 SH DEFINED 03 48113 0 0
NBC INTERNET INC CL A 62873D105 85 13020 SH DEFINED 03 13020 0 0
NBC INTERNET INC CL A 62873D105 121 18500 SH DEFINED 03 0 0 18500
NBTY INC COM 628782104 146 22346 SH DEFINED 03 22346 0 0
NCO GROUP INC COM 628858102 213 18146 SH DEFINED 03 18146 0 0
NCR CORP NEW COM 62886E108 2222 58768 SH DEFINED 03 58768 0 0
NEIMAN MARCUS GROUP INC CL A 640204202 1666 51363 SH DEFINED 03 51363 0 0
NEON COMMUNICATIONS INC COM 640506101 28 805 SH DEFINED 03 805 0 0
NEON COMMUNICATIONS INC COM 640506101 802 23000 SH DEFINED 03 0 0 23000
NEORX CORP COM PAR $0.02 640520300 219 8967 SH DEFINED 03 8967 0 0
NEOSE TECHNOLOGIES INC COM 640522108 212 4387 SH DEFINED 03 4387 0 0
NETBANK INC COM 640933107 633 53571 SH DEFINED 03 53571 0 0
NETCENTIVES INC COM 64108P101 100 12960 SH DEFINED 03 12960 0 0
NETEGRITY INC COM 64110P107 809 11474 SH DEFINED 03 11474 0 0
NETIQ CORP COM 64115P102 560 8530 SH DEFINED 03 8530 0 0
NETMANAGE INC COM 641144100 43 21001 SH DEFINED 03 21001 0 0
NETOPIA INC COM 64114K104 2876 262980 SH DEFINED 03 262980 0 0
NETRO CORP COM 64114R109 786 13297 SH DEFINED 03 13297 0 0
NETWORK APPLIANCE INC COM 64120L104 34659 272106 SH DEFINED 03 272106 0 0
NETWORK PLUS CORP COM 64122D506 90 10433 SH DEFINED 03 10433 0 0
NETWORKS ASSOCS INC COM 640938106 1891 83823 SH DEFINED 03 83823 0 0
NETZERO INC COM 64122R109 27 12130 SH DEFINED 03 12130 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 335 7434 SH DEFINED 03 7434 0 0
NEUROGEN CORP COM 64124E106 202 6545 SH DEFINED 03 6545 0 0
NEW ERA OF NETWORKS INC COM 644312100 2350 96671 SH DEFINED 03 96671 0 0
NEW FOCUS INC COM 644383101 300 3800 SH DEFINED 03 3800 0 0
NEW FOCUS INC COM 644383101 474 6000 SH DEFINED 03 0 0 6000
NEW JERSEY RES COM 646025106 341 8387 SH DEFINED 03 8387 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 427 31222 SH DEFINED 03 31222 0 0
NEW YORK TIMES CO CL A 650111107 4008 101966 SH DEFINED 03 101966 0 0
NEWELL RUBBERMAID INC COM 651229106 4112 180250 SH DEFINED 03 180250 0 0
NEWMONT MINING CORP COM 651639106 1848 108701 SH DEFINED 03 108701 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 234 25332 SH DEFINED 03 25332 0 0
NEWPORT CORP COM 651824104 259 1624 SH DEFINED 03 1624 0 0
NEWPORT NEWS SHIPBUILDING INC COM 652228107 1634 37679 SH DEFINED 03 37679 0 0
NEXELL THERAPEUTICS INC COM NEW 65332H203 127 13812 SH DEFINED 03 13812 0 0
NEXT LEVEL COMM INC COM 65333U104 33 500 SH DEFINED 03 500 0 0
NEXTCARD INC COM 65332K107 133 14589 SH DEFINED 03 14589 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 30889 660722 SH DEFINED 03 660722 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 468 10000 SH DEFINED 03 0 0 10000
NEXTLINK COMMUNICATIONS INC CL A 65333H707 1512 42966 SH DEFINED 03 42966 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 2582 163932 SH DEFINED 03 163932 0 0
NICE SYS LTD SPONSORED ADR 653656108 73 1020 SH DEFINED 03 1020 0 0
NICOR INC COM 654086107 1456 40227 SH DEFINED 03 40227 0 0
NIKE INC CL B 654106103 6297 157193 SH DEFINED 03 157193 0 0
NISOURCE INC COM 65473P105 1460 59907 SH DEFINED 03 59907 0 0
NL INDS INC COM NEW 629156407 389 18363 SH DEFINED 03 18363 0 0
NOBLE AFFILIATES INC COM 654894104 1953 52619 SH DEFINED 03 52619 0 0
NOBLE DRILLING CORP COM 655042109 3148 62640 SH DEFINED 03 62640 0 0
NOBLE DRILLING CORP COM 655042109 50 1000 SH DEFINED 03 0 0 1000
NOKIA CORP SPONSORED ADR 654902204 2600 65305 SH DEFINED 03 65305 0 0
NOKIA CORP SPONSORED ADR 654902204 1127 28300 SH DEFINED 03 0 0 28300
NORDSON CORP COM 655663102 688 24236 SH DEFINED 03 24236 0 0
NORDSTROM INC COM 655664100 1621 104166 SH DEFINED 03 104166 0 0
NORFOLK SOUTHERN CORP COM 655844108 4001 273547 SH DEFINED 03 273547 0 0
NORTEL NETWORKS CORP NEW COM 656568102 114906 1929180 SH DEFINED 03 1929180 0 0
NORTEL NETWORKS CORP NEW COM 656568102 5742 96400 SH DEFINED 03 0 0 96400
NORTH FORK BANCORPORATION NY COM 659424105 2025 93631 SH DEFINED 03 93631 0 0
NORTHEAST UTILS COM 664397106 2667 122960 SH DEFINED 03 122960 0 0
NORTHERN TR CORP COM 665859104 14632 164641 SH DEFINED 03 164641 0 0
NORTHROP GRUMMAN CORP COM 666807102 5139 56547 SH DEFINED 03 56547 0 0
NORTHWEST AIRLS CORP CL A 667280101 1589 64675 SH DEFINED 03 64675 0 0
NORTHWEST NAT GAS CO COM 667655104 216 9515 SH DEFINED 03 9515 0 0
NORTHWESTERN CORP COM 668074107 290 14862 SH DEFINED 03 14862 0 0
NOVA CORP GA COM 669784100 537 31337 SH DEFINED 03 31337 0 0
NOVELL INC COM 670006105 2741 275817 SH DEFINED 03 275817 0 0
NOVELLUS SYS INC COM 670008101 4439 95336 SH DEFINED 03 95336 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 324 7604 SH DEFINED 03 7604 0 0
NOVO-NORDISK A S ADR 670100205 233 2100 SH DEFINED 03 2100 0 0
NOVOSTE CORP COM 67010C100 427 10141 SH DEFINED 03 10141 0 0
NPS PHARMACEUTICALS INC COM 62936P103 938 16612 SH DEFINED 03 16612 0 0
NS GROUP INC COM 628916108 1220 61443 SH DEFINED 03 61443 0 0
NSTAR COM 67019E107 1059 26305 SH DEFINED 03 26305 0 0
NTL INC COM 629407107 1472 31789 SH DEFINED 03 31789 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 83 12599 SH DEFINED 03 12599 0 0
NUANCE COMMUNICATIONS INC COM 669967101 111945 976329 SH DEFINED 03 976329 0 0
NUCOR CORP COM 670346105 2184 72487 SH DEFINED 03 72487 0 0
NUI CORP COM 629430109 269 8918 SH DEFINED 03 8918 0 0
NUMERICAL TECHNOLOGIES INC COM 67053T101 588 20466 SH DEFINED 03 20466 0 0
NUMERICAL TECHNOLOGIES INC COM 67053T101 29 1000 SH DEFINED 03 0 0 1000
NVIDIA CORP COM 67066G104 2449 29932 SH DEFINED 03 29932 0 0
NVR INC COM 62944T105 214 2644 SH DEFINED 03 2644 0 0
NYFIX INC COM 670712108 321 7157 SH DEFINED 03 7157 0 0
O REILLY AUTOMOTIVE INC COM 686091109 304 20758 SH DEFINED 03 20758 0 0
OAK TECHNOLOGY INC COM 671802106 408 14888 SH DEFINED 03 14888 0 0
OAKLEY INC COM 673662102 1706 97147 SH DEFINED 03 97147 0 0
OBJECTIVE SYS INTEGRATORS INC COM 674424106 254 29085 SH DEFINED 03 29085 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5489 251663 SH DEFINED 03 251663 0 0
OCEAN ENERGY INC TEX COM 67481E106 1941 125756 SH DEFINED 03 125756 0 0
OCWEN FINL CORP COM 675746101 81 13863 SH DEFINED 03 13863 0 0
OFFICE DEPOT INC COM 676220106 1421 181894 SH DEFINED 03 181894 0 0
OFFICEMAX INC COM 67622M108 420 117880 SH DEFINED 03 117880 0 0
OGDEN CORP COM 676346109 1413 104203 SH DEFINED 03 104203 0 0
OGE ENERGY CORP COM 670837103 1992 93479 SH DEFINED 03 93479 0 0
OHIO CAS CORP COM 677240103 516 82556 SH DEFINED 03 82556 0 0
OLD KENT FINL CORP COM 679833103 2865 98999 SH DEFINED 03 98999 0 0
OLD REP INTL CORP COM 680223104 3475 144431 SH DEFINED 03 144431 0 0
OLIN CORP COM PAR $1 680665205 571 35277 SH DEFINED 03 35277 0 0
OM GROUP INC COM 670872100 380 8711 SH DEFINED 03 8711 0 0
OMI CORP NEW COM Y6476W104 187 22300 SH DEFINED 03 22300 0 0
OMNICARE INC COM 681904108 1442 89399 SH DEFINED 03 89399 0 0
OMNICOM GROUP INC COM 681919106 7390 101314 SH DEFINED 03 101314 0 0
OMNOVA SOLUTIONS INC COM 682129101 73 13110 SH DEFINED 03 13110 0 0
ON ASSIGNMENT INC COM 682159108 277 8844 SH DEFINED 03 8844 0 0
ON COMMAND CORP COM 682160106 27363 2256740 SH DEFINED 03 2256740 0 0
ON COMMAND CORP WT B EX 100703 682160122 1686 642259 SH DEFINED 03 0 0 0
ON TECHNOLOGY CORP COM 68219P108 912 383837 SH DEFINED 03 383837 0 0
ONEOK INC NEW COM 682680103 1074 27025 SH DEFINED 03 27025 0 0
ONVIA COM INC COM 68338T106 12 2609 SH DEFINED 03 2609 0 0
ONVIA COM INC COM 68338T106 294 66370 SH DEFINED 03 0 0 66370
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 290 15000 SH DEFINED 03 15000 0 0
OPEN MKT INC COM 68370M100 101 16081 SH DEFINED 03 16081 0 0
OPUS360 CORP COM 68400F109 58 24899 SH DEFINED 03 24899 0 0
ORACLE CORP COM 68389X105 179362 2277618 SH DEFINED 03 2277618 0 0
ORACLE CORP COM 68389X105 2284 29000 SH DEFINED 03 0 0 29000
ORBITAL SCIENCES CORP COM 685564106 746 89091 SH DEFINED 03 89091 0 0
ORBOTECH LTD ORD M75253100 2635 48184 SH DEFINED 03 48184 0 0
ORCHID BIOSCIENCES INC COM 68571P100 79 2320 SH DEFINED 03 2320 0 0
ORCHID BIOSCIENCES INC COM 68571P100 340 10000 SH DEFINED 03 0 0 10000
ORGANOGENESIS INC COM 685906109 600 40797 SH DEFINED 03 40797 0 0
ORIENT-EXPRESS HOTELS LTD CL A G67743107 1788 92900 SH DEFINED 03 92900 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 1022 30667 SH DEFINED 03 30667 0 0
OSHKOSH TRUCK CORP COM 688239201 210 5484 SH DEFINED 03 5484 0 0
OSI PHARMACEUTICALS INC COM 671040103 625 8919 SH DEFINED 03 8919 0 0
OSICOM TECHNOLOGIES INC COM PAR $0.30 688271501 1972 80272 SH DEFINED 03 80272 0 0
OSTEOTECH INC COM 688582105 99 10650 SH DEFINED 03 10650 0 0
OUTBACK STEAKHOUSE INC COM 689899102 981 36170 SH DEFINED 03 36170 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 1177 43001 SH DEFINED 03 43001 0 0
OWENS & MINOR INC NEW COM 690732102 200 12670 SH DEFINED 03 12670 0 0
OWENS CORNING COM 69073F103 74 28174 SH DEFINED 03 28174 0 0
OWENS ILL INC COM NEW 690768403 943 101945 SH DEFINED 03 101945 0 0
OXFORD HEALTH PLANS INC COM 691471106 1464 47913 SH DEFINED 03 47913 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 73 11700 SH DEFINED 03 11700 0 0
P-COM INC COM 693262107 206 31054 SH DEFINED 03 31054 0 0
PAC-WEST TELECOM INC COM 69371Y101 110 11741 SH DEFINED 03 11741 0 0
PACCAR INC COM 693718108 2634 71063 SH DEFINED 03 71063 0 0
PACIFIC CAP BANCORP NEW COM 69404P101 223 8351 SH DEFINED 03 8351 0 0
PACIFIC CENTY FINL CORP COM 694058108 637 37194 SH DEFINED 03 37194 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 3705 198238 SH DEFINED 03 198238 0 0
PACIFICARE HEALTH SYS DEL COM 695112102 3639 104534 SH DEFINED 03 104534 0 0
PACKAGING CORP AMER COM 695156109 185 16733 SH DEFINED 03 16733 0 0
PACKETEER INC COM 695210104 240 6335 SH DEFINED 03 6335 0 0
PACTIV CORP COM 695257105 1747 156198 SH DEFINED 03 156198 0 0
PAINE WEBBER GROUP INC COM 695629105 6236 91537 SH DEFINED 03 91537 0 0
PALL CORP COM 696429307 1614 80940 SH DEFINED 03 80940 0 0
PALM INC COM 696642107 22083 417153 SH DEFINED 03 417153 0 0
PANAMSAT CORP NEW COM 697933109 695 21813 SH DEFINED 03 21813 0 0
PAPA JOHNS INTL INC COM 698813102 439 17546 SH DEFINED 03 17546 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 4853 443658 SH DEFINED 03 443658 0 0
PAREXEL INTL CORP COM 699462107 90 10469 SH DEFINED 03 10469 0 0
PARK NATL CORP COM 700658107 290 3024 SH DEFINED 03 3024 0 0
PARK PL ENTMT CORP COM 700690100 2344 154975 SH DEFINED 03 154975 0 0
PARKER DRILLING CO COM 701081101 804 114897 SH DEFINED 03 114897 0 0
PARKER HANNIFIN CORP COM 701094104 2283 67654 SH DEFINED 03 67654 0 0
PARTNERRE LTD COM G6852T105 977 20594 SH DEFINED 03 20594 0 0
PATHOGENESIS CORP COM 70321E104 1100 28526 SH DEFINED 03 28526 0 0
PATTERSON ENERGY INC COM 703414102 453 13236 SH DEFINED 03 13236 0 0
PAXAR CORP COM 704227107 150 16744 SH DEFINED 03 16744 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 226 19675 SH DEFINED 03 19675 0 0
PAYCHEX INC COM 704326107 15783 298497 SH DEFINED 03 298497 0 0
PAYLESS SHOESOURCE INC COM 704379106 997 17797 SH DEFINED 03 17797 0 0
PE CORP COM PE BIO GRP 69332S102 15552 133492 SH DEFINED 03 133492 0 0
PE CORP CELERA GEN GRP 69332S201 412 4136 SH DEFINED 03 4136 0 0
PECO ENERGY CO COM 693304107 6078 100354 SH DEFINED 03 100354 0 0
PENNEY J C INC COM 708160106 3254 275478 SH DEFINED 03 275478 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 728 69349 SH DEFINED 03 69349 0 0
PENTAIR INC COM 709631105 625 23379 SH DEFINED 03 23379 0 0
PENTON MEDIA INC COM 709668107 7283 254549 SH DEFINED 03 254549 0 0
PEOPLES BK BRIDGEPORT CONN COM 710198102 232 11046 SH DEFINED 03 11046 0 0
PEOPLES ENERGY CORP COM 711030106 1588 47571 SH DEFINED 03 47571 0 0
PEOPLESOFT INC COM 712713106 7181 257020 SH DEFINED 03 257020 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 88 17639 SH DEFINED 03 17639 0 0
PEPSICO INC (C) COM 713448108 2300 50000 SH CALL DEFINED 03 0 0 0
PEPSICO INC COM 713448108 43856 953389 SH DEFINED 03 953389 0 0
PER-SE TECHNOLOGIES INC COM NEW 713569309 139 10991 SH DEFINED 03 10991 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 2734 144854 SH DEFINED 03 144854 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 267 7112 SH DEFINED 03 7112 0 0
PERKINELMER INC COM 714046109 6311 60467 SH DEFINED 03 60467 0 0
PEROT SYS CORP CL A 714265105 226 21026 SH DEFINED 03 21026 0 0
PERRIGO CO COM 714290103 386 56328 SH DEFINED 03 56328 0 0
PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 238 13800 SH DEFINED 03 13800 0 0
PETSMART INC COM 716768106 191 40765 SH DEFINED 03 40765 0 0
PFIZER INC COM 717081103 164953 3670769 SH DEFINED 03 3670769 0 0
PG&E CORP COM 69331C108 6486 268163 SH DEFINED 03 268163 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 229 8624 SH DEFINED 03 8624 0 0
PHARMACIA CORP COM 71713U102 53549 889705 SH DEFINED 03 889705 0 0
PHARMACOPEIA INC COM 71713B104 1374 53886 SH DEFINED 03 53886 0 0
PHARMACYCLICS INC COM 716933106 284 5623 SH DEFINED 03 5623 0 0
PHELPS DODGE CORP COM 717265102 2047 49033 SH DEFINED 03 49033 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 308 13302 SH DEFINED 03 13302 0 0
PHILIP MORRIS COS INC (P) COM 718154107 736 25000 SH PUT DEFINED 03 25000 0 0
PHILIP MORRIS COS INC COM 718154107 42061 1428849 SH DEFINED 03 1428849 0 0
PHILLIPS PETE CO COM 718507106 9716 154841 SH DEFINED 03 154841 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 113 10955 SH DEFINED 03 10955 0 0
PHOENIX INVT PARTNERS LTD COM 719085102 254 16373 SH DEFINED 03 16373 0 0
PHOTON DYNAMICS INC COM 719364101 1520 40209 SH DEFINED 03 40209 0 0
PIEDMONT NAT GAS INC COM 720186105 496 16192 SH DEFINED 03 16192 0 0
PIER 1 IMPORTS INC COM 720279108 631 46517 SH DEFINED 03 46517 0 0
PINNACLE HLDGS INC COM 72346N101 1730 64989 SH DEFINED 03 64989 0 0
PINNACLE SYS INC COM 723481107 175 15644 SH DEFINED 03 15644 0 0
PINNACLE WEST CAP CORP COM 723484101 2743 53916 SH DEFINED 03 53916 0 0
PIONEER GROUP INC COM 723684106 304 6920 SH DEFINED 03 6920 0 0
PIONEER NAT RES CO COM 723787107 1167 82244 SH DEFINED 03 82244 0 0
PIONEER STD ELECTRS INC COM 723877106 273 20235 SH DEFINED 03 20235 0 0
PITNEY BOWES INC COM 724479100 7263 184168 SH DEFINED 03 184168 0 0
PITTSTON CO COM BRINKS GRP 725701106 662 42726 SH DEFINED 03 42726 0 0
PLACER DOME INC COM 725906101 2115 224073 SH DEFINED 03 224073 0 0
PLANTRONICS INC NEW COM 727493108 1288 33902 SH DEFINED 03 33902 0 0
PLEXUS CORP COM 729132100 1239 17764 SH DEFINED 03 17764 0 0
PMC-SIERRA INC COM 69344F106 4762 22125 SH DEFINED 03 22125 0 0
PMI GROUP INC COM 69344M101 3083 45502 SH DEFINED 03 45502 0 0
PNC FINL SVCS GROUP INC COM 693475105 11371 174940 SH DEFINED 03 174940 0 0
POGO PRODUCING CO COM 730448107 398 15679 SH DEFINED 03 15679 0 0
POLARIS INDS INC COM 731068102 457 12973 SH DEFINED 03 12973 0 0
POLAROID CORP COM 731095105 1122 83483 SH DEFINED 03 83483 0 0
POLO RALPH LAUREN CORP CL A 731572103 655 40645 SH DEFINED 03 40645 0 0
POLYCOM INC COM 73172K104 2233 33143 SH DEFINED 03 33143 0 0
POLYMEDICA CORP COM 731738100 247 5761 SH DEFINED 03 5761 0 0
POLYONE CORP COM 73179P106 191 26121 SH DEFINED 03 26121 0 0
POPE & TALBOT INC COM 732827100 168 11739 SH DEFINED 03 11739 0 0
POPULAR INC COM 733174106 248 9200 SH DEFINED 03 9200 0 0
PORTAL SOFTWARE INC COM 736126103 217 5437 SH DEFINED 03 5437 0 0
PORTAL SOFTWARE INC COM 736126103 20 500 SH DEFINED 03 0 0 500
POST PPTYS INC COM 737464107 1106 25382 SH DEFINED 03 25382 0 0
POTASH CORP SASK INC COM 73755L107 711 13600 SH DEFINED 03 13600 0 0
POTLATCH CORP COM 737628107 821 25973 SH DEFINED 03 25973 0 0
POTOMAC ELEC PWR CO COM 737679100 1902 75504 SH DEFINED 03 75504 0 0
POWER INTEGRATIONS INC COM 739276103 246 17621 SH DEFINED 03 17621 0 0
POWER-ONE INC COM 739308104 605 10005 SH DEFINED 03 10005 0 0
POWERTEL INC COM 73936C109 408 5400 SH DEFINED 03 5400 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 1081 28497 SH DEFINED 03 28497 0 0
PPG INDS INC COM 693506107 4054 102160 SH DEFINED 03 102160 0 0
PPL CORP COM 69351T106 3715 88976 SH DEFINED 03 88976 0 0
PRAXAIR INC COM 74005P104 4754 127190 SH DEFINED 03 127190 0 0
PRE PAID LEGAL SVCS INC COM 740065107 269 8311 SH DEFINED 03 8311 0 0
PRECISION CASTPARTS CORP COM 740189105 5726 149201 SH DEFINED 03 149201 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 336 12856 SH DEFINED 03 12856 0 0
PRESSTEK INC COM 741113104 208 10845 SH DEFINED 03 10845 0 0
PRI AUTOMATION INC COM 69357H106 2638 140695 SH DEFINED 03 140695 0 0
PRICE COMMUNICATIONS CORP COM NEW 741437305 321 16406 SH DEFINED 03 16406 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 4230 90110 SH DEFINED 03 90110 0 0
PRICELINE COM INC COM 741503106 671 57068 SH DEFINED 03 57068 0 0
PRIDE INTL INC COM 741932107 705 26600 SH DEFINED 03 26600 0 0
PRIME HOSPITALITY CORP COM 741917108 164 16188 SH DEFINED 03 16188 0 0
PRIMUS TELECOMMUNICATIONS G COM 741929103 303 32115 SH DEFINED 03 32115 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 289 3797 SH DEFINED 03 3797 0 0
PRISON RLTY TR COM 74264N105 53 44437 SH DEFINED 03 44437 0 0
PROCOM TECHNOLOGY INC COM 74270W107 939 31826 SH DEFINED 03 31826 0 0
PROCTER & GAMBLE CO COM 742718109 59029 881037 SH DEFINED 03 881037 0 0
PRODIGY COMMUNICATIONS CORP CL A 74283P206 79 15587 SH DEFINED 03 15587 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 162 16396 SH DEFINED 03 16396 0 0
PROGRESS SOFTWARE CORP COM 743312100 177 12995 SH DEFINED 03 12995 0 0
PROGRESSIVE CORP OHIO COM 743315103 3467 42344 SH DEFINED 03 42344 0 0
PROTECTIVE LIFE CORP COM 743674103 1088 36416 SH DEFINED 03 36416 0 0
PROTEIN DESIGN LABS INC COM 74369L103 1865 15523 SH DEFINED 03 15523 0 0
PROVIDENT FINL GROUP INC COM 743866105 866 29485 SH DEFINED 03 29485 0 0
PROVIDIAN FINL CORP COM 74406A102 13531 106543 SH DEFINED 03 106543 0 0
PROVINCE HEALTHCARE CO COM 743977100 2001 50099 SH DEFINED 03 50099 0 0
PROXIM INC COM 744284100 1211 27251 SH DEFINED 03 27251 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 213 7820 SH DEFINED 03 7820 0 0
PSINET INC COM 74437C101 884 92425 SH DEFINED 03 92425 0 0
PSINET INC PFD C CV 6 3/4 74437C309 1980 82504 SH DEFINED 03 82504 0 0
PSS WORLD MED INC COM 69366A100 554 152833 SH DEFINED 03 152833 0 0
PUBLIC STORAGE INC COM 74460D109 385 16100 SH DEFINED 03 16100 0 0
PUBLIC SVC CO N MEX COM 744499104 803 31040 SH DEFINED 03 31040 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5892 131848 SH DEFINED 03 131848 0 0
PUGET SOUND ENERGY INC COM 745332106 1061 41806 SH DEFINED 03 41806 0 0
PULTE CORP COM 745867101 1294 39223 SH DEFINED 03 39223 0 0
PUMA TECHNOLOGY INC COM 745887109 290 14315 SH DEFINED 03 14315 0 0
PURCHASEPRO COM COM 746144104 397 4519 SH DEFINED 03 4519 0 0
PURE RES INC COM 74622E102 365 17225 SH DEFINED 03 17225 0 0
QLOGIC CORP COM 747277101 4710 53521 SH DEFINED 03 53521 0 0
QLT INC COM 746927102 35 500 SH DEFINED 03 500 0 0
QUAKER OATS CO COM 747402105 6135 77541 SH DEFINED 03 77541 0 0
QUALCOMM INC COM 747525103 43479 610238 SH DEFINED 03 610238 0 0
QUANTA SVCS INC COM 74762E102 3294 119786 SH DEFINED 03 119786 0 0
QUANTUM CORP COM DSSG 747906204 1076 71469 SH DEFINED 03 71469 0 0
QUANTUM CORP COM HDDG 747906303 317 31936 SH DEFINED 03 31936 0 0
QUEENS CNTY BANCORP INC COM 748242104 205 7137 SH DEFINED 03 7137 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4682 40799 SH DEFINED 03 40799 0 0
QUESTAR CORP COM 748356102 1178 42348 SH DEFINED 03 42348 0 0
QUIKSILVER INC COM 74838C106 309 16057 SH DEFINED 03 16057 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1691 106115 SH DEFINED 03 106115 0 0
QUOKKA SPORTS INC COM 749077103 62 15580 SH DEFINED 03 15580 0 0
QUORUM HEALTH GROUP INC COM 749084109 914 69940 SH DEFINED 03 69940 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 48183 1002513 SH DEFINED 03 1002513 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 518 10778 SH DEFINED 03 0 0 10778
R & B FALCON CORP COM 74912E101 1148 41200 SH DEFINED 03 41200 0 0
R G S ENERGY GROUP INC COM 74956K104 577 20468 SH DEFINED 03 20468 0 0
R H DONNELLEY CORP COM NEW 74955W307 255 12051 SH DEFINED 03 12051 0 0
RADIO ONE INC CL A 75040P108 1945 233147 SH DEFINED 03 233147 0 0
RADIOSHACK CORP COM 750438103 8858 137070 SH DEFINED 03 137070 0 0
RADISYS CORP COM 750459109 246 4875 SH DEFINED 03 4875 0 0
RALCORP HLDGS INC NEW COM 751028101 153 10842 SH DEFINED 03 10842 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 4756 200776 SH DEFINED 03 200776 0 0
RAMBUS INC DEL COM 750917106 1736 22008 SH DEFINED 03 22008 0 0
RARE MEDIUM GROUP INC COM 75382N109 1190 159989 SH DEFINED 03 159989 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 8933 128761 SH DEFINED 03 128761 0 0
RAVISENT TECHNOLOGIES INC COM 754440105 63 22720 SH DEFINED 03 22720 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 453 13741 SH DEFINED 03 13741 0 0
RAYONIER INC COM 754907103 772 21471 SH DEFINED 03 21471 0 0
RAYOVAC CORP COM 755081106 185 10829 SH DEFINED 03 10829 0 0
RAYTHEON CO CL A 755111309 36 1300 SH DEFINED 03 1300 0 0
RAYTHEON CO CL B 755111408 7164 251935 SH DEFINED 03 251935 0 0
RAZORFISH INC CL A 755236106 110 10622 SH DEFINED 03 10622 0 0
RAZORFISH INC CL A 755236106 13 1300 SH DEFINED 03 0 0 1300
READ-RITE CORP COM 755246105 263 23900 SH DEFINED 03 23900 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 2202 62354 SH DEFINED 03 62354 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 88 2500 SH DEFINED 03 0 0 2500
REALNETWORKS INC COM 75605L104 848 21332 SH DEFINED 03 21332 0 0
REALTY INCOME CORP COM 756109104 231 9908 SH DEFINED 03 9908 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 737 28891 SH DEFINED 03 28891 0 0
REDBACK NETWORKS INC COM 757209101 593 3600 SH DEFINED 03 3600 0 0
REEBOK INTL LTD COM 758110100 1814 96421 SH DEFINED 03 96421 0 0
REGENCY RLTY CORP COM 758939102 258 11266 SH DEFINED 03 11266 0 0
REGENERON PHARMACEUTICALS COM 75886F107 743 22867 SH DEFINED 03 22867 0 0
REGIONS FINL CORP COM 758940100 4237 184727 SH DEFINED 03 184727 0 0
REGIS CORP MINN COM 758932107 214 14281 SH DEFINED 03 14281 0 0
REINSURANCE GROUP AMER INC COM 759351109 1733 50600 SH DEFINED 03 50600 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 6 29609 SH DEFINED 03 29609 0 0
RELIANT ENERGY INC COM 75952J108 8369 179986 SH DEFINED 03 179986 0 0
REMEC INC COM 759543101 484 16442 SH DEFINED 03 16442 0 0
REMEDY CORP COM 759548100 207 11101 SH DEFINED 03 11101 0 0
RENAL CARE GROUP INC COM 759930100 1035 56492 SH DEFINED 03 56492 0 0
RENT A CTR INC NEW COM 76009N100 626 18157 SH DEFINED 03 18157 0 0
RENT WAY INC COM 76009U104 259 8527 SH DEFINED 03 8527 0 0
REPSOL YPF S A SPONSORED ADR 76026T205 242 13200 SH DEFINED 03 13200 0 0
REPUBLIC BANCORP INC COM 760282103 164 17298 SH DEFINED 03 17298 0 0
REPUBLIC SECURITY FINL CORP COM 760758102 105 21331 SH DEFINED 03 21331 0 0
RESEARCH IN MOTION LTD COM 760975102 455 4612 SH DEFINED 03 4612 0 0
RESMED INC COM 761152107 957 30614 SH DEFINED 03 30614 0 0
RESPIRONICS INC COM 761230101 252 15175 SH DEFINED 03 15175 0 0
RETEK INC COM 76128Q109 947 17872 SH DEFINED 03 17872 0 0
REUTERS GROUP PLC SPONSORED ADR 76132M102 82 734 SH DEFINED 03 734 0 0
REVLON INC CL A 761525500 24 3532 SH DEFINED 03 3532 0 0
REVLON INC CL A 761525500 134 20000 SH DEFINED 03 0 0 20000
REYNOLDS & REYNOLDS CO CL A 761695105 711 35777 SH DEFINED 03 35777 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 2687 83321 SH DEFINED 03 83321 0 0
RF MICRODEVICES INC SB NT CV 144A 05 749941AA8 22405 23988000 SH DEFINED 03 0 0 23988000
RF MICRODEVICES INC COM 749941100 881 27541 SH DEFINED 03 27541 0 0
RF MICRODEVICES INC COM 749941100 362 11300 SH DEFINED 03 0 0 11300
RHYTHMS NETCONNECTIONS INC COM 762430205 180 24485 SH DEFINED 03 24485 0 0
RICHMOND CNTY FINL CORP COM 764556106 322 13349 SH DEFINED 03 13349 0 0
RITE AID CORP COM 767754104 565 141321 SH DEFINED 03 141321 0 0
RIVERDEEP GROUP PLC ADR 76870Q109 2811 130008 SH DEFINED 03 130008 0 0
ROBERT HALF INTL INC COM 770323103 2942 84829 SH DEFINED 03 84829 0 0
ROBOTIC VISION SYS INC COM 771074101 196 33038 SH DEFINED 03 33038 0 0
ROCKWELL INTL CORP NEW COM 773903109 3778 124891 SH DEFINED 03 124891 0 0
ROHM & HAAS CO COM 775371107 3677 126532 SH DEFINED 03 126532 0 0
ROLLINS INC COM 775711104 273 18422 SH DEFINED 03 18422 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 111 17659 SH DEFINED 03 17659 0 0
ROPER INDS INC NEW COM 776696106 431 13000 SH DEFINED 03 13000 0 0
ROSLYN BANCORP INC COM 778162107 1121 50095 SH DEFINED 03 50095 0 0
ROSS STORES INC COM 778296103 844 58984 SH DEFINED 03 58984 0 0
ROSS STORES INC COM 778296103 36 2500 SH DEFINED 03 0 0 2500
ROUSE CO COM 779273101 374 15000 SH DEFINED 03 15000 0 0
ROWAN COS INC COM 779382100 3496 120535 SH DEFINED 03 120535 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 74031 1235147 SH DEFINED 03 1235147 0 0
RPM INC OHIO COM 749685103 1119 123488 SH DEFINED 03 123488 0 0
RSA SEC INC COM 749719100 3632 84351 SH DEFINED 03 84351 0 0
RSL COMMUNICATIONS LTD CL A G7702U102 101 50436 SH DEFINED 03 50436 0 0
RUBY TUESDAY INC COM 781182100 364 32331 SH DEFINED 03 32331 0 0
RUDDICK CORP COM 781258108 424 30567 SH DEFINED 03 30567 0 0
RURAL CELLULAR CORP CL A 781904107 330 4854 SH DEFINED 03 4854 0 0
RUSSELL CORP COM 782352108 623 39217 SH DEFINED 03 39217 0 0
RYANS FAMILY STEAK HOUSE INC COM 783519101 117 15402 SH DEFINED 03 15402 0 0
RYDER SYS INC COM 783549108 1056 57289 SH DEFINED 03 57289 0 0
RYDER SYS INC COM 783549108 415 22500 SH DEFINED 03 0 0 22500
RYERSON TULL INC NEW COM 78375P107 172 18272 SH DEFINED 03 18272 0 0
S & T BANCORP INC COM 783859101 193 10166 SH DEFINED 03 10166 0 0
SABRE HLDGS CORP CL A 785905100 2243 77505 SH DEFINED 03 77505 0 0
SAFECO CORP COM 786429100 2678 98257 SH DEFINED 03 98257 0 0
SAFEGUARD SCIENTIFICS INC SB NT CV 144A 06 786449AD0 255 250000 SH DEFINED 03 0 0 250000
SAFEGUARD SCIENTIFICS INC COM 786449108 105 5254 SH DEFINED 03 5254 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 12 600 SH DEFINED 03 0 0 600
SAFEWAY INC COM NEW 786514208 16849 360890 SH DEFINED 03 360890 0 0
SAGA COMMUNICATIONS CL A 786598102 2054 124469 SH DEFINED 03 124469 0 0
SAGA SYS INC COM 786610105 123 11670 SH DEFINED 03 11670 0 0
SAKS INC COM 79377W108 679 68726 SH DEFINED 03 68726 0 0
SALTON INC COM 795757103 286 8854 SH DEFINED 03 8854 0 0
SANDISK CORP COM 80004C101 2203 33038 SH DEFINED 03 33038 0 0
SANGSTAT MED CORP COM 801003104 387 30215 SH DEFINED 03 30215 0 0
SANMINA CORP SUB NTCV 4.25%04 800907AB3 904 411000 SH DEFINED 03 0 0 411000
SANMINA CORP COM 800907107 11500 122829 SH DEFINED 03 122829 0 0
SANTA FE INTL CORP ORD G7805C108 216 4800 SH DEFINED 03 4800 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 154 2500 SH DEFINED 03 2500 0 0
SAPIENT CORP COM 803062108 3796 93447 SH DEFINED 03 93447 0 0
SARA LEE CORP COM 803111103 11419 562198 SH DEFINED 03 562198 0 0
SATYAM INFOWAY LTD SPONSORED ADR 804099109 339 25000 SH DEFINED 03 25000 0 0
SAUER-DANFOSS INC COM 804137107 83 7526 SH DEFINED 03 7526 0 0
SAWTEK INC COM 805468105 957 24863 SH DEFINED 03 24863 0 0
SBA COMMUNICATIONS CORP COM 78388J106 407 9711 SH DEFINED 03 9711 0 0
SBC COMMUNICATIONS INC COM 78387G103 102353 2047062 SH DEFINED 03 2047062 0 0
SBC COMMUNICATIONS INC COM 78387G103 125 2500 SH DEFINED 03 0 0 2500
SBS TECHNOLOGIES INC COM 78387P103 575 24806 SH DEFINED 03 24806 0 0
SCANA CORP NEW COM 80589M102 2336 75666 SH DEFINED 03 75666 0 0
SCHEIN HENRY INC COM 806407102 419 21002 SH DEFINED 03 21002 0 0
SCHERING PLOUGH CORP COM 806605101 39096 840765 SH DEFINED 03 840765 0 0
SCHLUMBERGER LTD COM 806857108 29378 356906 SH DEFINED 03 356906 0 0
SCHOLASTIC CORP COM 807066105 897 11286 SH DEFINED 03 11286 0 0
SCHULMAN A INC COM 808194104 254 23127 SH DEFINED 03 23127 0 0
SCHWAB CHARLES CORP NEW COM 808513105 27079 762789 SH DEFINED 03 762789 0 0
SCI SYS INC COM 783890106 3610 88059 SH DEFINED 03 88059 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 158 14489 SH DEFINED 03 14489 0 0
SCIENTIFIC ATLANTA INC COM 808655104 5909 92872 SH DEFINED 03 92872 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 12 400 SH DEFINED 03 400 0 0
SCOTTS CO CL A 810186106 215 6409 SH DEFINED 03 6409 0 0
SCREAMINGMEDIA INC COM 810883108 693 99000 SH DEFINED 03 99000 0 0
SCREAMINGMEDIA INC COM 810883108 695 74097 SH DEFINED 03 0 0 74097
SDL INC COM 784076101 4724 15250 SH DEFINED 03 15250 0 0
SEA CONTAINERS LTD CL A 811371707 499 21400 SH DEFINED 03 21400 0 0
SEACHANGE INTL INC COM 811699107 294 8758 SH DEFINED 03 8758 0 0
SEACOAST FINL SVCS CORP COM 81170Q106 126 11463 SH DEFINED 03 11463 0 0
SEACOR SMIT INC COM 811904101 254 5447 SH DEFINED 03 5447 0 0
SEAGATE TECHNOLOGY COM 811804103 9609 139261 SH DEFINED 03 139261 0 0
SEAGRAM LTD COM 811850106 14749 256780 SH DEFINED 03 256780 0 0
SEALED AIR CORP NEW COM 81211K100 2534 56011 SH DEFINED 03 56011 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 10740 242935 SH DEFINED 03 242935 0 0
SEARS ROEBUCK & CO COM 812387108 8662 267175 SH DEFINED 03 267175 0 0
SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1311 40000 SH DEFINED 03 40000 0 0
SECTOR SPDR TR SBI INT-FINL 81369Y605 2494 86000 SH DEFINED 03 86000 0 0
SECURE COMPUTING CORP COM 813705100 664 25521 SH DEFINED 03 25521 0 0
SECURITY CAP GROUP INC CL B 81413P204 243 12808 SH DEFINED 03 12808 0 0
SEI INVESTMENTS CO COM 784117103 1704 24124 SH DEFINED 03 24124 0 0
SEMPRA ENERGY COM 816851109 2800 134530 SH DEFINED 03 134530 0 0
SEMTECH CORP SB NT CV 144A 07 816850AB7 1133 995000 SH DEFINED 03 0 0 995000
SEMTECH CORP SUB NT CV 4.5%07 816850AD3 2789 2450000 SH DEFINED 03 0 0 2450000
SEMTECH CORP COM 816850101 4226 102150 SH DEFINED 03 102150 0 0
SENSORMATIC ELECTRS CORP COM 817265101 1162 77475 SH DEFINED 03 77475 0 0
SEPRACOR INC COM 817315104 4342 35410 SH DEFINED 03 35410 0 0
SEQUA CORPORATION CL A 817320104 266 6269 SH DEFINED 03 6269 0 0
SERENA SOFTWARE INC COM 817492101 275 5971 SH DEFINED 03 5971 0 0
SERVICE CORP INTL COM 817565104 244 100007 SH DEFINED 03 100007 0 0
SERVICEMASTER CO COM 81760N109 102 10300 SH DEFINED 03 10300 0 0
SHAW GROUP INC COM 820280105 427 6053 SH DEFINED 03 6053 0 0
SHAW INDS INC COM 820286102 1126 60875 SH DEFINED 03 60875 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 5246 107201 SH DEFINED 03 107201 0 0
SHERWIN WILLIAMS CO COM 824348106 2074 97022 SH DEFINED 03 97022 0 0
SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 764 14800 SH DEFINED 03 14800 0 0
SHOPKO STORES INC COM 824911101 787 75884 SH DEFINED 03 75884 0 0
SHURGARD STORAGE CTRS INC COM 82567D104 241 10673 SH DEFINED 03 10673 0 0
SICOR INC COM 825846108 207 20190 SH DEFINED 03 20190 0 0
SIEBEL SYS INC COM 826170102 35378 318006 SH DEFINED 03 318006 0 0
SIERRA PAC RES NEW COM 826428104 1226 68131 SH DEFINED 03 68131 0 0
SIGMA ALDRICH CORP COM 826552101 2410 72769 SH DEFINED 03 72769 0 0
SILICON GRAPHICS INC COM 827056102 465 112759 SH DEFINED 03 112759 0 0
SILICON IMAGE INC COM 82705T102 298 12036 SH DEFINED 03 12036 0 0
SILICON IMAGE INC COM 82705T102 4863 196000 SH DEFINED 03 0 0 196000
SILICON VY BANCSHARES COM 827064106 2108 36191 SH DEFINED 03 36191 0 0
SILICON VY GROUP INC COM 827066101 591 22453 SH DEFINED 03 22453 0 0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 864 135680 SH DEFINED 03 135680 0 0
SIMON PPTY GROUP INC NEW COM 828806109 471 20099 SH DEFINED 03 20099 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 225 20801 SH DEFINED 03 20801 0 0
SIPEX CORP COM 829909100 980 23400 SH DEFINED 03 23400 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 698 13175 SH DEFINED 03 13175 0 0
SITEL CORP COM 82980K107 51 17412 SH DEFINED 03 17412 0 0
SIX FLAGS INC COM 83001P109 593 38240 SH DEFINED 03 38240 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 5638 220000 SH DEFINED 03 220000 0 0
SKY FINL GROUP INC COM 83080P103 513 28919 SH DEFINED 03 28919 0 0
SKYWEST INC COM 830879102 417 8146 SH DEFINED 03 8146 0 0
SL GREEN RLTY CORP COM 78440X101 215 7674 SH DEFINED 03 7674 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 221 4649 SH DEFINED 03 4649 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 343 7558 SH DEFINED 03 7558 0 0
SMITH INTL INC COM 832110100 2405 29488 SH DEFINED 03 29488 0 0
SMITHFIELD FOODS INC COM 832248108 946 36033 SH DEFINED 03 36033 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 34 500 SH DEFINED 03 500 0 0
SMUCKER J M CO COM 832696306 547 22481 SH DEFINED 03 22481 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 384 32160 SH DEFINED 03 32160 0 0
SNAP ON INC COM 833034101 1272 53982 SH DEFINED 03 53982 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 202 9700 SH DEFINED 03 9700 0 0
SODEXHO MARRIOTT SVCS INC COM 833793102 197 11961 SH DEFINED 03 11961 0 0
SOFTNET SYS INC COM 833964109 77 12847 SH DEFINED 03 12847 0 0
SOFTWARE COM INC COM 83402P104 816 4500 SH DEFINED 03 4500 0 0
SOHU COM INC COM 83408W103 1101 220203 SH DEFINED 03 220203 0 0
SOLECTRON CORP COM 834182107 17208 373075 SH DEFINED 03 373075 0 0
SOLUTIA INC COM 834376105 1672 146956 SH DEFINED 03 146956 0 0
SOMERA COMMUNICATION COM 834458101 100 10571 SH DEFINED 03 10571 0 0
SONERA GROUP PLC SPONSORED ADR 835433202 415 16450 SH DEFINED 03 16450 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 100 12043 SH DEFINED 03 12043 0 0
SONIC CORP COM 835451105 216 6807 SH DEFINED 03 6807 0 0
SONICWALL INC COM 835470105 228 8002 SH DEFINED 03 8002 0 0
SONOCO PRODS CO COM 835495102 849 46979 SH DEFINED 03 46979 0 0
SONUS NETWORKS INC COM 835916107 25 200 SH DEFINED 03 200 0 0
SONY CORP ADR NEW 835699307 989 9800 SH DEFINED 03 9800 0 0
SOTHEBYS HLDGS INC CL A 835898107 1160 46636 SH DEFINED 03 46636 0 0
SOUTH FINL GROUP INC COM 837841105 212 16761 SH DEFINED 03 16761 0 0
SOUTHDOWN INC COM 841297104 1440 20206 SH DEFINED 03 20206 0 0
SOUTHERN CO COM 842587107 17165 529167 SH DEFINED 03 529167 0 0
SOUTHERN UN CO NEW COM 844030106 235 11861 SH DEFINED 03 11861 0 0
SOUTHTRUST CORP COM 844730101 4032 128264 SH DEFINED 03 128264 0 0
SOUTHWEST AIRLS CO COM 844741108 9048 373097 SH DEFINED 03 373097 0 0
SOUTHWEST BANCORPORATION TEX COM 84476R109 300 9169 SH DEFINED 03 9169 0 0
SOUTHWEST GAS CORP COM 844895102 244 11648 SH DEFINED 03 11648 0 0
SOVEREIGN BANCORP INC COM 845905108 1377 148880 SH DEFINED 03 148880 0 0
SPANISH BROADCASTING SYS INC CL A 846425882 131 11113 SH DEFINED 03 11113 0 0
SPDR TR UNIT SER 1 78462F103 47382 329900 SH DEFINED 03 0 0 0
SPEEDFAM-IPEC INC COM 847705100 243 21215 SH DEFINED 03 21215 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1119 53772 SH DEFINED 03 53772 0 0
SPHERION CORP COM 848420105 250 20948 SH DEFINED 03 20948 0 0
SPIEKER PPTYS INC COM 848497103 898 15602 SH DEFINED 03 15602 0 0
SPRINGS INDS INC CL A 851783100 476 16883 SH DEFINED 03 16883 0 0
SPRINT CORP (C) COM 852061100 2878 98200 SH CALL DEFINED 03 0 0 0
SPRINT CORP (C) COM 852061100 791 27000 SH CALL DEFINED 03 0 0 0
SPRINT CORP COM FON GROUP 852061100 16281 555452 SH DEFINED 03 555452 0 0
SPRINT CORP COM FON GROUP 852061100 72 2450 SH DEFINED 03 0 0 2450
SPRINT CORP PCS COM SER 1 852061506 19677 561214 SH DEFINED 03 561214 0 0
SPS TECHNOLOGIES INC COM 784626103 264 5436 SH DEFINED 03 5436 0 0
SPX CORP COM 784635104 2245 15815 SH DEFINED 03 15815 0 0
ST JUDE MED INC COM 790849103 2644 51835 SH DEFINED 03 51835 0 0
ST MARY LD & EXPL CO COM 792228108 227 9858 SH DEFINED 03 9858 0 0
ST PAUL COS INC COM 792860108 7078 143532 SH DEFINED 03 143532 0 0
STAMPS COM INC COM 852857101 105 27614 SH DEFINED 03 27614 0 0
STANCORP FINL GROUP INC COM 852891100 595 13916 SH DEFINED 03 13916 0 0
STANDARD PAC CORP NEW COM 85375C101 190 10530 SH DEFINED 03 10530 0 0
STANDARD REGISTER CO COM 853887107 258 16114 SH DEFINED 03 16114 0 0
STANLEY WKS COM 854616109 1559 67618 SH DEFINED 03 67618 0 0
STAPLES INC COM 855030102 7108 501011 SH DEFINED 03 501011 0 0
STARBASE CORP COM NEW 854910205 93 16349 SH DEFINED 03 16349 0 0
STARBUCKS CORP COM 855244109 5427 135471 SH DEFINED 03 135471 0 0
STARMEDIA NETWORK INC COM 855546107 201 26870 SH DEFINED 03 26870 0 0
STARTEK INC COM 85569C107 4954 170836 SH DEFINED 03 170836 0 0
STARWOOD HOTELS&RESORTS WRLDW PAIRED CTF 85590A203 1439 46032 SH DEFINED 03 46032 0 0
STATE STR CORP COM 857477103 13020 100154 SH DEFINED 03 100154 0 0
STATEN IS BANCORP INC COM 857550107 282 14075 SH DEFINED 03 14075 0 0
STATION CASINOS INC COM 857689103 332 23310 SH DEFINED 03 23310 0 0
STEEL DYNAMICS INC COM 858119100 141 15389 SH DEFINED 03 15389 0 0
STEELCASE INC CL A 858155203 630 37600 SH DEFINED 03 37600 0 0
STEIN MART INC COM 858375108 287 26574 SH DEFINED 03 26574 0 0
STERIS CORP COM 859152100 698 58152 SH DEFINED 03 58152 0 0
STERLING BANCSHARES INC COM 858907108 519 34031 SH DEFINED 03 34031 0 0
STEWART & STEVENSON SVCS INC COM 860342104 372 21390 SH DEFINED 03 21390 0 0
STEWART ENTERPRISES INC CL A 860370105 169 87288 SH DEFINED 03 87288 0 0
STILLWATER MNG CO COM 86074Q102 2467 91120 SH DEFINED 03 91120 0 0
STILWELL FINL INC COM 860831106 8560 196793 SH DEFINED 03 196793 0 0
STMICROELECTRONICS N V COM 861012102 3231 67847 SH DEFINED 03 67847 0 0
STONE ENERGY CORP COM 861642106 1258 22877 SH DEFINED 03 22877 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1199 88383 SH DEFINED 03 88383 0 0
STORAGE USA INC COM 861907103 315 10325 SH DEFINED 03 10325 0 0
STORAGENETWORKS INC COM 86211E103 450 4407 SH DEFINED 03 4407 0 0
STRIDE RITE CORP COM 863314100 81 16046 SH DEFINED 03 16046 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 492 30275 SH DEFINED 03 30275 0 0
STRYKER CORP COM 863667101 3939 91746 SH DEFINED 03 91746 0 0
SUIZA FOODS CORP COM 865077101 1292 25493 SH DEFINED 03 25493 0 0
SUMMIT BANCORP COM 866005101 5481 158857 SH DEFINED 03 158857 0 0
SUMMIT PPTYS INC COM 866239106 244 10158 SH DEFINED 03 10158 0 0
SUN MICROSYSTEMS INC COM 866810104 141612 1203927 SH DEFINED 03 1203927 0 0
SUN MICROSYSTEMS INC COM 866810104 876 7500 SH DEFINED 03 0 0 7500
SUNBEAM CORP COM 867071102 39 29940 SH DEFINED 03 29940 0 0
SUNGARD DATA SYS INC COM 867363103 2741 64025 SH DEFINED 03 64025 0 0
SUNGLASS HUT INTL INC COM 86736F106 93 14234 SH DEFINED 03 14234 0 0
SUNOCO INC COM 86764P109 1688 62655 SH DEFINED 03 62655 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 336 15476 SH DEFINED 03 15476 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 182 25252 SH DEFINED 03 25252 0 0
SUNTRUST BKS INC COM 867914103 9423 189163 SH DEFINED 03 189163 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 772 42765 SH DEFINED 03 42765 0 0
SUPERGEN INC COM 868059106 454 23680 SH DEFINED 03 23680 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 153 14574 SH DEFINED 03 14574 0 0
SUPERIOR INDS INTL INC COM 868168105 590 19683 SH DEFINED 03 19683 0 0
SUPERVALU INC COM 868536103 1226 81425 SH DEFINED 03 81425 0 0
SUSQUEHANNA BANCSHARES INC PA COM 869099101 213 13941 SH DEFINED 03 13941 0 0
SWIFT ENERGY CO COM 870738101 354 8524 SH DEFINED 03 8524 0 0
SWIFT TRANSN CO COM 870756103 639 49180 SH DEFINED 03 49180 0 0
SYBASE INC COM 871130100 1392 60518 SH DEFINED 03 60518 0 0
SYBRON INTL CORP COM 87114F106 1208 50345 SH DEFINED 03 50345 0 0
SYCAMORE NETWORKS INC COM 871206108 3047 28276 SH DEFINED 03 28276 0 0
SYKES ENTERPRISES INC COM 871237103 217 40634 SH DEFINED 03 40634 0 0
SYLVAN LEARNING SYS INC COM 871399101 424 28779 SH DEFINED 03 28779 0 0
SYMANTEC CORP COM 871503108 1279 29105 SH DEFINED 03 29105 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 2546 70839 SH DEFINED 03 70839 0 0
SYMYX TECHNOLOGIES COM 87155S108 337 7762 SH DEFINED 03 7762 0 0
SYNCOR INTL CORP DEL COM 87157J106 300 8173 SH DEFINED 03 8173 0 0
SYNOPSYS INC COM 871607107 1533 40537 SH DEFINED 03 40537 0 0
SYNOVUS FINL CORP COM 87161C105 4067 191937 SH DEFINED 03 191937 0 0
SYNTROLEUM CORP COM 871630109 255 12563 SH DEFINED 03 12563 0 0
SYSCO CORP COM 871829107 8920 192611 SH DEFINED 03 192611 0 0
SYSCO CORP COM 871829107 46 1000 SH DEFINED 03 0 0 1000
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 199 11461 SH DEFINED 03 11461 0 0
S1 CORPORATION COM 78463B101 1180 98852 SH DEFINED 03 98852 0 0
S3 INC COM 784849101 339 32847 SH DEFINED 03 32847 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4059 199200 SH DEFINED 03 199200 0 0
TALBOTS INC COM 874161102 281 4239 SH DEFINED 03 4239 0 0
TALK CITY INC COM 874263106 12 10527 SH DEFINED 03 10527 0 0
TALK COM INC COM 874264104 169 38558 SH DEFINED 03 38558 0 0
TARGET CORP COM 87612E106 15163 591722 SH DEFINED 03 591722 0 0
TARGETED GENETICS CORP COM 87612M108 165 13932 SH DEFINED 03 13932 0 0
TAUBMAN CTRS INC COM 876664103 141 12189 SH DEFINED 03 12189 0 0
TCF FINL CORP COM 872275102 1654 43962 SH DEFINED 03 43962 0 0
TCW/DW TERM TR 2000 SH BEN INT 87234V106 45675 4567500 SH DEFINED 03 4567500 0 0
TECH DATA CORP COM 878237106 2357 54893 SH DEFINED 03 54893 0 0
TECHNICLONE CORP COM NEW 878517309 74 30540 SH DEFINED 03 30540 0 0
TECHNITROL INC COM 878555101 434 4299 SH DEFINED 03 4299 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 43 17563 SH DEFINED 03 17563 0 0
TECO ENERGY INC COM 872375100 1944 67602 SH DEFINED 03 67602 0 0
TECUMSEH PRODS CO CL A 878895200 603 14394 SH DEFINED 03 14394 0 0
TEKTRONIX INC COM 879131100 2580 33591 SH DEFINED 03 33591 0 0
TELAXIS COMMUNICATIONS CORP COM 879202109 48 7894 SH DEFINED 03 7894 0 0
TELAXIS COMMUNICATIONS CORP COM 879202109 52 8500 SH DEFINED 03 0 0 8500
TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 5876 88700 SH DEFINED 03 0 0 88700
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 17 800 SH DEFINED 03 800 0 0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 949 12000 SH DEFINED 03 12000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 324 11110 SH DEFINED 03 11110 0 0
TELEFLEX INC COM 879369106 1340 38978 SH DEFINED 03 38978 0 0
TELEFONICA DEL PERU S A SPON ADR CL B 879384105 165 21400 SH DEFINED 03 21400 0 0
TELEFONOS DE MEXICO S A SR DB CV 4.25%04 879403AD5 10696 8500000 SH DEFINED 03 0 0 8500000
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 745 14000 SH DEFINED 03 14000 0 0
TELEPHONE & DATA SYS INC COM 879433100 5239 47327 SH DEFINED 03 47327 0 0
TELETECH HOLDINGS INC COM 879939106 1985 80626 SH DEFINED 03 80626 0 0
TELIGENT INC CL A 87959Y103 157 12113 SH DEFINED 03 12113 0 0
TELLABS INC COM 879664100 20379 426793 SH DEFINED 03 426793 0 0
TELOCITY INC COM 87971D103 37 12144 SH DEFINED 03 12144 0 0
TELXON CORP COM 879700102 431 24790 SH DEFINED 03 24790 0 0
TEMPLE INLAND INC COM 879868107 1485 39200 SH DEFINED 03 39200 0 0
TENET HEALTHCARE CORP COM 88033G100 7607 209137 SH DEFINED 03 209137 0 0
TENNECO AUTOMOTIVE INC COM 880349105 67 12900 SH DEFINED 03 12900 0 0
TERADYNE INC COM 880770102 8877 253628 SH DEFINED 03 253628 0 0
TERAYON COMMUNICATION SYS COM 880775101 644 18975 SH DEFINED 03 18975 0 0
TEREX CORP NEW COM 880779103 395 30243 SH DEFINED 03 30243 0 0
TERRA NETWORKS S A SPONSORED ADR 88100W103 9 237 SH DEFINED 03 237 0 0
TERREMARK WORLDWIDE INC COM 881448104 122 47988 SH DEFINED 03 47988 0 0
TESORO PETE CORP COM 881609101 155 15635 SH DEFINED 03 15635 0 0
TETRA TECH INC NEW COM 88162G103 654 22910 SH DEFINED 03 22910 0 0
TEXACO INC (P) COM 881694103 5250 100000 SH PUT DEFINED 03 100000 0 0
TEXACO INC COM 881694103 21269 405121 SH DEFINED 03 405121 0 0
TEXAS BIOTECHNOLOGY CORP COM 88221T104 251 15381 SH DEFINED 03 15381 0 0
TEXAS INDS INC COM 882491103 228 7158 SH DEFINED 03 7158 0 0
TEXAS INSTRS INC COM 882508104 61082 1294464 SH DEFINED 03 1294464 0 0
TEXAS INSTRS INC COM 882508104 42 900 SH DEFINED 03 0 0 900
TEXTRON INC COM 883203101 6474 140361 SH DEFINED 03 140361 0 0
THERMO ELECTRON CORP SUBDB CV 144A 03 883556AF9 2203 2325000 SH DEFINED 03 0 0 2325000
THERMO ELECTRON CORP COM 883556102 2869 110338 SH DEFINED 03 110338 0 0
THERMO FIBERGEN INC RT 88355U117 70 281600 SH DEFINED 03 281600 0 0
THOMAS & BETTS CORP COM 884315102 622 35687 SH DEFINED 03 35687 0 0
THQ INC COM NEW 872443403 353 15207 SH DEFINED 03 15207 0 0
THREE FIVE SYS INC COM 88554L108 215 7360 SH DEFINED 03 7360 0 0
TIBCO SOFTWARE INC COM 88632Q103 447 5300 SH DEFINED 03 5300 0 0
TIDEWATER INC COM 886423102 17071 375177 SH DEFINED 03 375177 0 0
TIFFANY & CO NEW COM 886547108 3493 90573 SH DEFINED 03 90573 0 0
TIMBERLAND CO CL A 887100105 579 14131 SH DEFINED 03 14131 0 0
TIME WARNER INC COM 887315109 75250 961664 SH DEFINED 03 961664 0 0
TIMKEN CO COM 887389104 720 52634 SH DEFINED 03 52634 0 0
TITAN CORP COM 888266103 2447 148328 SH DEFINED 03 148328 0 0
TITAN PHARMACEUTICALS INC COM 888314101 482 7409 SH DEFINED 03 7409 0 0
TJX COS INC NEW COM 872540109 5772 256533 SH DEFINED 03 256533 0 0
TMP WORLDWIDE INC COM 872941109 656 8200 SH DEFINED 03 8200 0 0
TOLL BROTHERS INC COM 889478103 253 7356 SH DEFINED 03 7356 0 0
TOLLGRADE COMMUNICATIONS INC COM 889542106 1569 11307 SH DEFINED 03 11307 0 0
TOO INC COM 890333107 266 11214 SH DEFINED 03 11214 0 0
TOOTSIE ROLL INDS INC COM 890516107 344 8768 SH DEFINED 03 8768 0 0
TOPPS INC COM 890786106 148 16082 SH DEFINED 03 16082 0 0
TORCHMARK CORP COM 891027104 2539 91281 SH DEFINED 03 91281 0 0
TOSCO CORP COM NEW 891490302 3017 96747 SH DEFINED 03 96747 0 0
TOSCO CORP COM NEW 891490302 78 2500 SH DEFINED 03 0 0 2500
TOTAL FINA ELF S A SPONSORED ADR 89151E109 294 4000 SH DEFINED 03 4000 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 276 36786 SH DEFINED 03 36786 0 0
TOWER AUTOMOTIVE INC COM 891707101 349 37174 SH DEFINED 03 37174 0 0
TOYS R US INC COM 892335100 2734 168249 SH DEFINED 03 168249 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 109 10911 SH DEFINED 03 10911 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 841 51778 SH DEFINED 03 51778 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 11 700 SH DEFINED 03 0 0 700
TRANSCANADA PIPELINES LTD COM 893526103 341 36600 SH DEFINED 03 36600 0 0
TRANSKARYOTIC THERAPIES INC COM 893735100 324 7529 SH DEFINED 03 7529 0 0
TRANSOCEAN SEDCO FOREX INC ORD G90078109 16406 279847 SH DEFINED 03 279847 0 0
TRANSWITCH CORP COM 894065101 2482 38978 SH DEFINED 03 38978 0 0
TRIAD HOSPITALS INC COM 89579K109 389 13282 SH DEFINED 03 13282 0 0
TRIANGLE PHARMACEUTICALS INC COM 89589H104 227 27078 SH DEFINED 03 27078 0 0
TRIARC COS INC CL A 895927101 506 20567 SH DEFINED 03 20567 0 0
TRIBUNE CO NEW COM 896047107 7717 176884 SH DEFINED 03 176884 0 0
TRICO MARINE SERVICES INC COM 896106101 179 11293 SH DEFINED 03 11293 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 2841 92765 SH DEFINED 03 92765 0 0
TRIGON HEALTHCARE INC COM 89618L100 909 17285 SH DEFINED 03 17285 0 0
TRIMBLE NAVIGATION LTD COM 896239100 559 24985 SH DEFINED 03 24985 0 0
TRIMERIS INC COM 896263100 770 11015 SH DEFINED 03 11015 0 0
TRINITY INDS INC COM 896522109 733 31367 SH DEFINED 03 31367 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1863 51220 SH DEFINED 03 51220 0 0
TRITON ENERGY LTD ORD G90751101 488 12500 SH DEFINED 03 12500 0 0
TRUSTCO BK CORP N Y COM 898349105 244 19795 SH DEFINED 03 19795 0 0
TRUSTMARK CORP COM 898402102 495 25397 SH DEFINED 03 25397 0 0
TRW INC COM 872649108 3227 79446 SH DEFINED 03 79446 0 0
TUESDAY MORNING CORP COM NEW 899035505 81 10504 SH DEFINED 03 10504 0 0
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 151 2954 SH DEFINED 03 2954 0 0
TUPPERWARE CORP COM 899896104 1103 61291 SH DEFINED 03 61291 0 0
TUT SYSTEMS COM 901103101 471 5461 SH DEFINED 03 5461 0 0
TWEETER HOME ENTMT GROUP INC COM 901167106 211 5851 SH DEFINED 03 5851 0 0
TWINLAB CORP COM 901774109 70 16054 SH DEFINED 03 16054 0 0
TXU CORP COM 873168108 6278 158435 SH DEFINED 03 158435 0 0
TYCO INTL LTD NEW (P) COM 902124106 519 10000 SH PUT DEFINED 03 10000 0 0
TYCO INTL LTD NEW COM 902124106 50095 965691 SH DEFINED 03 965691 0 0
TYSON FOODS INC CL A 902494103 1033 103316 SH DEFINED 03 103316 0 0
U S G CORP COM NEW 903293405 507 20229 SH DEFINED 03 20229 0 0
U S INDS INC NEW COM 912080108 573 57680 SH DEFINED 03 57680 0 0
U S INTERACTIVE INC COM 90334M109 33 13001 SH DEFINED 03 13001 0 0
UCAR INTL INC COM 90262K109 466 36762 SH DEFINED 03 36762 0 0
UGI CORP NEW COM 902681105 291 11982 SH DEFINED 03 11982 0 0
UICI COM 902737105 122 17457 SH DEFINED 03 17457 0 0
UIL HLDG CORP COM 902748102 859 16698 SH DEFINED 03 16698 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2697 106273 SH DEFINED 03 106273 0 0
UMB FINL CORP COM 902788108 234 6325 SH DEFINED 03 6325 0 0
UNICOM CORP COM 904911104 6780 120671 SH DEFINED 03 120671 0 0
UNIFI INC COM 904677101 6354 623771 SH DEFINED 03 623771 0 0
UNIFY CORP COM 904743101 673 127229 SH DEFINED 03 127229 0 0
UNILEVER N V N Y SHS NEW 904784709 15554 322370 SH DEFINED 03 322370 0 0
UNION CARBIDE CORP COM 905581104 3013 79814 SH DEFINED 03 79814 0 0
UNION PAC CORP COM 907818108 5818 149656 SH DEFINED 03 149656 0 0
UNION PLANTERS CORP COM 908068109 2877 87026 SH DEFINED 03 87026 0 0
UNISOURCE ENERGY CORP COM 909205106 319 19492 SH DEFINED 03 19492 0 0
UNISYS CORP COM 909214108 2334 207502 SH DEFINED 03 207502 0 0
UNIT CORP COM 909218109 554 37582 SH DEFINED 03 37582 0 0
UNITED BANKSHARES INC WEST VA COM 909907107 304 15496 SH DEFINED 03 15496 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 87 13445 SH DEFINED 03 13445 0 0
UNITED DOMINION REALTY TR INC COM 910197102 730 67132 SH DEFINED 03 67132 0 0
UNITED PARCEL SERVICE INC CL B 911312106 203 3600 SH DEFINED 03 3600 0 0
UNITED RENTALS INC COM 911363109 1387 57474 SH DEFINED 03 57474 0 0
UNITED STATIONERS INC COM 913004107 458 17025 SH DEFINED 03 17025 0 0
UNITED TECHNOLOGIES CORP COM 913017109 38555 556757 SH DEFINED 03 556757 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 407 4654 SH DEFINED 03 4654 0 0
UNITEDGLOBALCOM CL A 913247508 3610 120589 SH DEFINED 03 120589 0 0
UNITEDGLOBALCOM CL A 913247508 300 10000 SH DEFINED 03 0 0 10000
UNITEDGLOBALCOM PFD D DEP1/20 913247805 2936 90000 SH DEFINED 03 90000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 12636 127962 SH DEFINED 03 127962 0 0
UNITRIN INC COM 913275103 984 31107 SH DEFINED 03 31107 0 0
UNIVERSAL CORP VA COM 913456109 664 22588 SH DEFINED 03 22588 0 0
UNIVERSAL FOODS CORP COM 913538104 801 39308 SH DEFINED 03 39308 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3246 37912 SH DEFINED 03 37912 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 6112 163526 SH DEFINED 03 163526 0 0
UNOCAL CORP COM 915289102 5320 150114 SH DEFINED 03 150114 0 0
UNOVA INC COM 91529B106 70 17836 SH DEFINED 03 17836 0 0
UNUMPROVIDENT CORP COM 91529Y106 4394 161256 SH DEFINED 03 161256 0 0
US AIRWAYS GROUP INC COM 911905107 1264 41514 SH DEFINED 03 41514 0 0
US BANCORP DEL COM 902973106 12380 544163 SH DEFINED 03 544163 0 0
US ONCOLOGY INC COM 90338W103 166 36733 SH DEFINED 03 36733 0 0
USA ED INC COM 90390U102 4242 88038 SH DEFINED 03 88038 0 0
USA NETWORKS INC COM 902984103 2137 97682 SH DEFINED 03 97682 0 0
USEC INC COM 90333E108 141 33277 SH DEFINED 03 33277 0 0
USFREIGHTWAYS CORP COM 916906100 236 10423 SH DEFINED 03 10423 0 0
USINTERNETWORKING INC COM 917311805 203 29469 SH DEFINED 03 29469 0 0
UST INC COM 902911106 2136 93366 SH DEFINED 03 93366 0 0
USX MARATHON GROUP COM NEW 902905827 5387 189846 SH DEFINED 03 189846 0 0
USX-U S STL COM 90337T101 981 64612 SH DEFINED 03 64612 0 0
UTI ENERGY CORP COM 903387108 284 6372 SH DEFINED 03 6372 0 0
UTILICORP UTD INC COM 918005109 1355 52383 SH DEFINED 03 52383 0 0
V F CORP COM 918204108 1688 68362 SH DEFINED 03 68362 0 0
V-ONE CORP COM 918278102 197 85000 SH DEFINED 03 85000 0 0
VA LINUX SYSTEMS INC COM 91819B105 14 300 SH DEFINED 03 300 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 583 26206 SH DEFINED 03 26206 0 0
VALENCE TECHNOLOGY INC COM 918914102 218 12659 SH DEFINED 03 12659 0 0
VALENTIS INC COM 91913E104 92 11269 SH DEFINED 03 11269 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1000 28423 SH DEFINED 03 28423 0 0
VALLEY NATL BANCORP COM 919794107 317 11600 SH DEFINED 03 11600 0 0
VALSPAR CORP COM 920355104 988 42970 SH DEFINED 03 42970 0 0
VALUEVISION INTL INC CL A 92047K107 365 14621 SH DEFINED 03 14621 0 0
VANS INC COM 921930103 450 29282 SH DEFINED 03 29282 0 0
VARCO INTL INC DEL COM 922122106 907 43600 SH DEFINED 03 43600 0 0
VARIAGENICS INC COM 922196100 859 38399 SH DEFINED 03 38399 0 0
VARIAGENICS INC COM 922196100 1119 50000 SH DEFINED 03 0 0 50000
VARIAN INC COM 922206107 555 12915 SH DEFINED 03 12915 0 0
VARIAN MED SYS INC COM 92220P105 512 11327 SH DEFINED 03 11327 0 0
VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 497 13277 SH DEFINED 03 13277 0 0
VASOMEDICAL INC COM 922321104 86 17815 SH DEFINED 03 17815 0 0
VECTOR GROUP LTD COM 92240M108 201 11552 SH DEFINED 03 11552 0 0
VECTREN CORP COM 92240G101 1001 49304 SH DEFINED 03 49304 0 0
VEECO INSTRS INC DEL COM 922417100 1590 14964 SH DEFINED 03 14964 0 0
VENATOR GROUP INC COM 922944103 1301 105102 SH DEFINED 03 105102 0 0
VENTAS INC COM 92276F100 112 22393 SH DEFINED 03 22393 0 0
VERISIGN INC COM 92343E102 6360 31400 SH DEFINED 03 31400 0 0
VERITAS DGC INC COM 92343P107 329 11357 SH DEFINED 03 11357 0 0
VERITAS SOFTWARE CO SB NT CV 5.25%04 923436AB5 744 50000 SH DEFINED 03 0 0 50000
VERITAS SOFTWARE CO COM 923436109 39156 275019 SH DEFINED 03 275019 0 0
VERITY INC COM 92343C106 2238 62810 SH DEFINED 03 62810 0 0
VERIZON COMMUNICATIONS COM 92343V104 105265 2173239 SH DEFINED 03 2173239 0 0
VERIZON COMMUNICATIONS COM 92343V104 363 7500 SH DEFINED 03 0 0 7500
VERTEX PHARMACEUTICALS INC SUB NT CV 5%07 92532FAB6 2178 1000000 SH DEFINED 03 0 0 1000000
VERTEX PHARMACEUTICALS INC COM 92532F100 1666 19595 SH DEFINED 03 19595 0 0
VIACOM INC CL A 925524100 9108 155700 SH DEFINED 03 155700 0 0
VIACOM INC CL B 925524308 54622 933717 SH DEFINED 03 933717 0 0
VIAD CORP COM 92552R109 1348 50732 SH DEFINED 03 50732 0 0
VIANT CORP COM 92553N107 80 13777 SH DEFINED 03 13777 0 0
VIASYSTEMS GROUP INC COM 92553H100 276 16256 SH DEFINED 03 16256 0 0
VIASYSTEMS GROUP INC COM 92553H100 425 25000 SH DEFINED 03 0 0 25000
VIATEL INC COM 925529208 873 85186 SH DEFINED 03 85186 0 0
VICOR CORP COM 925815102 340 6319 SH DEFINED 03 6319 0 0
VIGNETTE CORP COM 926734104 239 8023 SH DEFINED 03 8023 0 0
VINTAGE PETE INC COM 927460105 440 19358 SH DEFINED 03 19358 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3638 118301 SH DEFINED 03 118301 0 0
VISTEON CORP COM 92839U107 1266 83695 SH DEFINED 03 83695 0 0
VISUAL NETWORKS INC COM 928444108 174 27104 SH DEFINED 03 27104 0 0
VISX INC DEL COM 92844S105 3532 131135 SH DEFINED 03 131135 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 9248 104057 SH DEFINED 03 104057 0 0
VIVUS INC COM 928551100 78 18603 SH DEFINED 03 18603 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 285 7700 SH DEFINED 03 7700 0 0
VOICESTREAM WIRELESS CORP COM 928615103 3401 29307 SH DEFINED 03 29307 0 0
VORNADO RLTY TR SH BEN INT 929042109 910 24500 SH DEFINED 03 24500 0 0
VULCAN MATLS CO COM 929160109 2423 60294 SH DEFINED 03 60294 0 0
WABASH NATL CORP COM 929566107 149 16367 SH DEFINED 03 16367 0 0
WABTEC CORP COM 929740108 16837 1771628 SH DEFINED 03 1771628 0 0
WACHOVIA CORP COM 929771103 7780 137249 SH DEFINED 03 137249 0 0
WADDELL & REED FINL INC CL A 930059100 1324 42706 SH DEFINED 03 42706 0 0
WADDELL & REED FINL INC CL A 930059100 310 10000 SH DEFINED 03 0 0 10000
WAL MART STORES INC COM 931142103 133891 2782141 SH DEFINED 03 2782141 0 0
WALGREEN CO COM 931422109 21910 577531 SH DEFINED 03 577531 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 471 30877 SH DEFINED 03 30877 0 0
WALTER INDS INC COM 93317Q105 106 11977 SH DEFINED 03 11977 0 0
WARNACO GROUP INC CL A 934390105 164 41010 SH DEFINED 03 41010 0 0
WASHINGTON FED INC COM 938824109 455 19996 SH DEFINED 03 19996 0 0
WASHINGTON GAS LT CO COM 938837101 1126 41885 SH DEFINED 03 41885 0 0
WASHINGTON MUT INC COM 939322103 13356 335474 SH DEFINED 03 335474 0 0
WASHINGTON POST CO CL B 939640108 2030 3845 SH DEFINED 03 3845 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 246 12246 SH DEFINED 03 12246 0 0
WASTE MGMT INC DEL COM 94106L109 7071 405495 SH DEFINED 03 405495 0 0
WATCHGUARD TECHNOLOGIES INC COM 941105108 1880 40593 SH DEFINED 03 40593 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 976 100795 SH DEFINED 03 100795 0 0
WATERS CORP COM 941848103 5282 59343 SH DEFINED 03 59343 0 0
WATSCO INC COM 942622200 108 10542 SH DEFINED 03 10542 0 0
WATSON PHARMACEUTICALS INC COM 942683103 3944 60793 SH DEFINED 03 60793 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 319 41130 SH DEFINED 03 41130 0 0
WAVE SYSTEMS CORP CL A 943526103 802 47863 SH DEFINED 03 47863 0 0
WEATHERFORD INTL INC COM 947074100 3967 92252 SH DEFINED 03 92252 0 0
WEBB DEL CORP COM 947423109 323 11634 SH DEFINED 03 11634 0 0
WEBLINK WIRELESS INC CL A 94769A101 135 17529 SH DEFINED 03 17529 0 0
WEBMD CORP COM 94769M105 381 25067 SH DEFINED 03 25067 0 0
WEBMETHODS INC COM 94768C108 298 2589 SH DEFINED 03 2589 0 0
WEBSTER FINL CORP CONN COM 947890109 1063 39551 SH DEFINED 03 39551 0 0
WEBVAN GROUP INC COM 94845V103 31 13376 SH DEFINED 03 13376 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 383 9408 SH DEFINED 03 9408 0 0
WEIRTON STL CORP COM 948774104 31 12238 SH DEFINED 03 12238 0 0
WELLMAN INC COM 949702104 386 26750 SH DEFINED 03 26750 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 5527 57568 SH DEFINED 03 57568 0 0
WELLS FARGO & CO NEW COM 949746101 52536 1143654 SH DEFINED 03 1143654 0 0
WENDYS INTL INC COM 950590109 1532 76377 SH DEFINED 03 76377 0 0
WERNER ENTERPRISES INC COM 950755108 138 11740 SH DEFINED 03 11740 0 0
WESLEY JESSEN VISIONCARE INC COM 951018100 382 9941 SH DEFINED 03 9941 0 0
WESTAMERICA BANCORPORATION COM 957090103 1134 33982 SH DEFINED 03 33982 0 0
WESTELL TECHNOLOGIES INC CL A 957541105 808 63027 SH DEFINED 03 63027 0 0
WESTERN DIGITAL CORP COM 958102105 319 54236 SH DEFINED 03 54236 0 0
WESTERN GAS RES INC PFD CONV $2.625 958259301 469 12420 SH DEFINED 03 12420 0 0
WESTERN RES INC COM 959425109 1174 54271 SH DEFINED 03 54271 0 0
WESTERN WIRELESS CORP CL A 95988E204 2500 70295 SH DEFINED 03 70295 0 0
WESTFIELD AMER INC COM 959910100 154 11165 SH DEFINED 03 11165 0 0
WESTPOINT STEVENS INC COM 961238102 450 36745 SH DEFINED 03 36745 0 0
WESTVACO CORP COM 961548104 1758 65859 SH DEFINED 03 65859 0 0
WESTWOOD ONE INC COM 961815107 2199 102572 SH DEFINED 03 102572 0 0
WEYERHAEUSER CO COM 962166104 5922 146678 SH DEFINED 03 146678 0 0
WHIRLPOOL CORP COM 963320106 1684 43312 SH DEFINED 03 43312 0 0
WHITEHALL JEWELLERS INC COM 965063100 1072 135062 SH DEFINED 03 135062 0 0
WHITMAN CORP NEW COM 96647R107 993 85904 SH DEFINED 03 85904 0 0
WHITNEY HLDG CORP COM 966612103 333 9160 SH DEFINED 03 9160 0 0
WHOLE FOODS MKT INC COM 966837106 564 10496 SH DEFINED 03 10496 0 0
WILEY JOHN & SONS INC CL A 968223206 391 17028 SH DEFINED 03 17028 0 0
WILLAMETTE INDS INC COM 969133107 1871 66819 SH DEFINED 03 66819 0 0
WILLIAMS COS INC DEL COM 969457100 14537 344068 SH DEFINED 03 344068 0 0
WILLIAMS SONOMA INC COM 969904101 1175 33803 SH DEFINED 03 33803 0 0
WILMINGTON TRUST CORP COM 971807102 889 16576 SH DEFINED 03 16576 0 0
WIND RIVER SYSTEMS INC COM 973149107 1625 33951 SH DEFINED 03 33951 0 0
WINN DIXIE STORES INC COM 974280109 1165 81048 SH DEFINED 03 81048 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 4589 298440 SH DEFINED 03 298440 0 0
WIRELESS FACILITIES INC COM 97653A103 45 777 SH DEFINED 03 777 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 459 43411 SH DEFINED 03 43411 0 0
WISCONSIN ENERGY CORP COM 976657106 1164 58402 SH DEFINED 03 58402 0 0
WIT SOUNDVIEW GROUP INC COM 977383108 253 28322 SH DEFINED 03 28322 0 0
WMS INDS INC COM 929297109 206 9175 SH DEFINED 03 9175 0 0
WOLVERINE WORLD WIDE INC COM 978097103 161 17302 SH DEFINED 03 17302 0 0
WORLD ACCESS INC COM 98141A101 127 23713 SH DEFINED 03 23713 0 0
WORLDCOM INC GA NEW COM 98157D106 79959 2632407 SH DEFINED 03 2632407 0 0
WORLDCOM INC GA NEW COM 98157D106 46 1500 SH DEFINED 03 0 0 1500
WORLDPAGES COM INC COM 981922107 58 13751 SH DEFINED 03 13751 0 0
WORTHINGTON INDS INC COM 981811102 927 98898 SH DEFINED 03 98898 0 0
WPP GROUP PLC SPON ADR NEW 929309300 33 550 SH DEFINED 03 550 0 0
WPS RESOURCES CORP COM 92931B106 460 14034 SH DEFINED 03 14034 0 0
WRIGLEY WM JR CO COM 982526105 4963 66283 SH DEFINED 03 66283 0 0
WYNDHAM INTL INC CL A 983101106 102 56034 SH DEFINED 03 56034 0 0
XCEED INC COM 98388N105 44 20816 SH DEFINED 03 20816 0 0
XCEL ENERGY INC COM 98389B100 6501 236388 SH DEFINED 03 236388 0 0
XEROX CORP COM 984121103 8326 552756 SH DEFINED 03 552756 0 0
XILINX INC COM 983919101 24259 282694 SH DEFINED 03 282694 0 0
XIRCOM INC COM 983922105 1494 59306 SH DEFINED 03 59306 0 0
XL CAP LTD CL A G98255105 1363 18549 SH DEFINED 03 18549 0 0
XTRA CORP COM 984138107 205 4620 SH DEFINED 03 4620 0 0
XYBERNAUT CORP COM 984149104 63 10720 SH DEFINED 03 10720 0 0
YAHOO INC COM 984332106 61300 672256 SH DEFINED 03 672256 0 0
YELLOW CORP COM 985509108 155 10247 SH DEFINED 03 10247 0 0
YORK INTL CORP NEW COM 986670107 749 30113 SH DEFINED 03 30113 0 0
YOUNG & RUBICAM INC COM 987425105 2900 58592 SH DEFINED 03 58592 0 0
ZALE CORP NEW COM 988858106 2072 63874 SH DEFINED 03 63874 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 528 10977 SH DEFINED 03 10977 0 0
ZIFF-DAVIS INC COM ZD 989511100 144 17737 SH DEFINED 03 17737 0 0
ZIONS BANCORPORATION COM 989701107 2044 39880 SH DEFINED 03 39880 0 0
ZIXIT CORP COM 98974P100 911 29853 SH DEFINED 03 29853 0 0
ZORAN CORP COM 98975F101 501 10272 SH DEFINED 03 10272 0 0
ZYGO CORP COM 989855101 403 4632 SH DEFINED 03 4632 0 0
24 / 7 MEDIA INC COM 901314104 106 10508 SH DEFINED 03 10508 0 0
3COM CORP COM 885535104 3640 189721 SH DEFINED 03 189721 0 0
3DO CO COM 88553W105 94 14327 SH DEFINED 03 14327 0 0
A D C TELECOMMUNICATIONS COM 000886101 1395 51874 SH DEFINED 51874 0 0
ABBOTT LABS COM 002824100 4632 97383 SH DEFINED 97383 0 0
ADAPTEC INC COM 00651F108 125 6231 SH DEFINED 6231 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2093 88588 SH DEFINED 88588 0 0
AES CORP COM 00130H105 1966 28699 SH DEFINED 28699 0 0
AETNA INC COM 008117103 515 8868 SH DEFINED 8868 0 0
AFFYMETRIX INC COM 00826T108 7151 143373 SH DEFINED 143373 0 0
AFLAC INC COM 001055102 1067 16661 SH DEFINED 16661 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2074 42373 SH DEFINED 42373 0 0
AIR PRODS & CHEMS INC COM 009158106 519 14407 SH DEFINED 14407 0 0
ALBERTO CULVER CO CL B CONV 013068101 101 3507 SH DEFINED 0 0 3507
ALBERTSONS INC COM 013104104 558 26589 SH DEFINED 26589 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 998 34501 SH DEFINED 34501 0 0
ALCOA INC COM 013817101 3320 131161 SH DEFINED 131161 0 0
ALEXION PHARMACEUTICALS INC SB NT CV 5.75%07 015351AB5 14760 120000 SH DEFINED 120000 0 0
ALLERGAN INC COM 018490102 697 8254 SH DEFINED 8254 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 114 12364 SH DEFINED 12364 0 0
ALLSTATE CORP COM 020002101 1603 46132 SH DEFINED 46132 0 0
ALLTEL CORP COM 020039103 1035 19824 SH DEFINED 19824 0 0
ALTERA CORP COM 021441100 1424 29831 SH DEFINED 29831 0 0
ALZA CORP DEL COM 022615108 628 7259 SH DEFINED 7259 0 0
AMAZON COM INC COM 023135106 4074 105983 SH DEFINED 105983 0 0
AMDOCS LTD ORD G02602103 5655 90659 SH DEFINED 0 0 90659
AMERADA HESS CORP COM 023551104 379 5660 SH DEFINED 5660 0 0
AMERICA ONLINE INC DEL COM 02364J104 13531 251735 SH DEFINED 251735 0 0
AMERICAN ELEC PWR INC COM 025537101 792 20231 SH DEFINED 20231 0 0
AMERICAN EXPRESS CO COM 025816109 13498 222193 SH DEFINED 222193 0 0
AMERICAN GENERAL CORP COM 026351106 1238 15868 SH DEFINED 15868 0 0
AMERICAN GREETINGS CORP CL A 026375105 71 4047 SH DEFINED 0 0 4047
AMERICAN HOME PRODS CORP COM 026609107 5244 92710 SH DEFINED 92710 0 0
AMERICAN INTL GROUP INC COM 026874107 24955 260801 SH DEFINED 260801 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 235 12223 SH DEFINED 12223 0 0
AMGEN INC COM 031162100 12114 173490 SH DEFINED 173490 0 0
AMR CORP COM 001765106 308 9421 SH DEFINED 9421 0 0
AMSOUTH BANCORPORATION COM 032165102 296 23669 SH DEFINED 23669 0 0
ANADARKO PETE CORP COM 032511107 6628 99730 SH DEFINED 99730 0 0
ANALOG DEVICES INC COM 032654105 3744 45347 SH DEFINED 45347 0 0
ANDREW CORP COM 034425108 134 5099 SH DEFINED 5099 0 0
ANHEUSER BUSCH COS INC COM 035229103 9947 235088 SH DEFINED 235088 0 0
AO TATNEFT SPON ADR REG S 03737P306 373 37500 SH DEFINED 37500 0 0
AON CORP COM 037389103 629 16022 SH DEFINED 16022 0 0
APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 28500 2000000 SH DEFINED 2000000 0 0
APPLE COMPUTER INC COM 037833100 2389 92782 SH DEFINED 92782 0 0
APPLIED MATLS INC COM 038222105 4477 75485 SH DEFINED 75485 0 0
ARADIGM CORP COM 038505103 2561 111659 SH DEFINED 111659 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 343 39726 SH DEFINED 39726 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 949 28818 SH DEFINED 0 0 28818
ARMSTRONG HLDGS INC COM 042384107 30 2545 SH DEFINED 2545 0 0
ASHLAND INC COM 044204105 148 4394 SH DEFINED 4394 0 0
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 3496 108193 SH DEFINED 0 0 108193
ASSOCIATES FIRST CAP CORP CL A 046008108 1064 28000 SH DEFINED 0 0 28000
ASTRAZENECA PLC SPONSORED ADR 046353108 544 10350 SH DEFINED 0 0 10350
AT HOME CORP COM SER A 045919107 1264 89477 SH DEFINED 89477 0 0
AT&T CORP COM 001957109 25446 866244 SH DEFINED 866244 0 0
AUTODESK INC COM 052769106 92 3620 SH DEFINED 3620 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 16116 240983 SH DEFINED 240983 0 0
AVENTIS SPONSORED ADR 053561106 584 7750 SH DEFINED 0 0 7750
AVERY DENNISON CORP COM 053611109 325 7008 SH DEFINED 7008 0 0
AVON PRODS INC COM 054303102 610 14917 SH DEFINED 14917 0 0
BAKER HUGHES INC COM 057224107 1538 41415 SH DEFINED 41415 0 0
BALL CORP COM 058498106 58 1829 SH DEFINED 1829 0 0
BANK NEW YORK INC COM 064057102 2600 46384 SH DEFINED 46384 0 0
BANK OF AMERICA CORPORATION COM 060505104 638 12188 SH DEFINED 12188 0 0
BANK ONE CORP COM 06423A103 2805 72610 SH DEFINED 72610 0 0
BARD C R INC COM 067383109 135 3191 SH DEFINED 3191 0 0
BARRICK GOLD CORP COM 067901108 356 23365 SH DEFINED 23365 0 0
BAUSCH & LOMB INC COM 071707103 130 3350 SH DEFINED 3350 0 0
BAXTER INTL INC COM 071813109 1465 18358 SH DEFINED 18358 0 0
BB&T CORP COM 054937107 757 25126 SH DEFINED 25126 0 0
BCE INC COM 05534B109 245 10500 SH DEFINED 10500 0 0
BEA SYS INC COM 073325102 249 3200 SH DEFINED 3200 0 0
BEAR STEARNS COS INC COM 073902108 426 6762 SH DEFINED 6762 0 0
BECTON DICKINSON & CO COM 075887109 421 15910 SH DEFINED 15910 0 0
BED BATH & BEYOND INC COM 075896100 433 17761 SH DEFINED 17761 0 0
BELLSOUTH CORP COM 079860102 11595 288063 SH DEFINED 288063 0 0
BEMIS INC COM 081437105 107 3338 SH DEFINED 3338 0 0
BEST BUY INC COM 086516101 827 12991 SH DEFINED 12991 0 0
BESTFOODS COM 08658U101 10913 150000 SH DEFINED 150000 0 0
BETHLEHEM STL CORP COM 087509105 25 8313 SH DEFINED 8313 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 437 38208 SH DEFINED 38208 0 0
BIOCHEM PHARMA INC COM 09058T108 10805 492565 SH DEFINED 492565 0 0
BIOGEN INC COM 090597105 5793 94964 SH DEFINED 94964 0 0
BIOMET INC COM 090613100 9316 266162 SH DEFINED 266162 0 0
BLACK & DECKER CORP COM 091797100 179 5233 SH DEFINED 5233 0 0
BLOCK H & R INC COM 093671105 228 6159 SH DEFINED 6159 0 0
BMC SOFTWARE INC COM 055921100 1693 88528 SH DEFINED 88528 0 0
BOEING CO COM 097023105 19302 306376 SH DEFINED 306376 0 0
BOISE CASCADE CORP COM 097383103 96 3602 SH DEFINED 3602 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2193 133440 SH DEFINED 133440 0 0
BP AMOCO P L C SPONSORED ADR 055622104 4291 80967 SH DEFINED 80967 0 0
BRIGGS & STRATTON CORP COM 109043109 51 1357 SH DEFINED 1357 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 16832 294657 SH DEFINED 294657 0 0
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 331 7747 SH DEFINED 0 0 7747
BROADBASE SOFTWARE COM 11130R100 4 300 SH DEFINED 300 0 0
BROADCOM CORP CL A 111320107 9398 38554 SH DEFINED 0 0 38554
BROADVISION INC COM 111412102 4878 189902 SH DEFINED 189902 0 0
BROWN FORMAN CORP CL B 115637209 236 4305 SH DEFINED 0 0 4305
BRUNSWICK CORP COM 117043109 100 5484 SH DEFINED 5484 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 548 25399 SH DEFINED 25399 0 0
BURLINGTON RES INC COM 122014103 498 13541 SH DEFINED 13541 0 0
C P & L ENERGY INC COM 12614C106 418 10027 SH DEFINED 10027 0 0
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 17276 405907 SH DEFINED 405907 0 0
CABLETRON SYS INC COM 126920107 340 11573 SH DEFINED 11573 0 0
CADBURY SCHWEPPES PLC ADR 127209302 217 9020 SH DEFINED 0 0 9020
CADENCE DESIGN SYSTEM INC COM 127387108 4190 163128 SH DEFINED 163128 0 0
CAMPBELL SOUP CO COM 134429109 1146 44290 SH DEFINED 44290 0 0
CANTAB PHARMACEUTICALS PLC SPON ADR NEW 138084207 889 83630 SH DEFINED 0 0 83630
CAPITAL ONE FINL CORP COM 14040H105 86 1233 SH DEFINED 1233 0 0
CARNIVAL CORP COM 143658102 39470 1602832 SH DEFINED 1602832 0 0
CATERPILLAR INC DEL COM 149123101 1167 34591 SH DEFINED 34591 0 0
CEMEX S A SPON ADR 5 ORD 151290889 70673 3522736 SH DEFINED 0 0 3522736
CENDANT CORP COM 151313103 17952 1650773 SH DEFINED 1650773 0 0
CENTEX CORP COM 152312104 119 3697 SH DEFINED 3697 0 0
CENTURYTEL INC COM 156700106 241 8830 SH DEFINED 8830 0 0
CEPHALON INC COM 156708109 24 500 SH DEFINED 500 0 0
CERIDIAN CORP COM 15677T106 256 9123 SH DEFINED 9123 0 0
CHARTER ONE FINL INC COM 160903100 322 13194 SH DEFINED 13194 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 10331 223680 SH DEFINED 223680 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 465 2952 SH DEFINED 0 0 2952
CHEVRON CORPORATION COM 166751107 8491 99607 SH DEFINED 99607 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 2563 79000 SH DEFINED 0 0 79000
CHIRON CORP COM 170040109 20275 450561 SH DEFINED 450561 0 0
CHUBB CORP COM 171232101 885 11179 SH DEFINED 11179 0 0
CIGNA CORP COM 125509109 1034 9901 SH DEFINED 9901 0 0
CINCINNATI FINL CORP COM 172062101 359 10113 SH DEFINED 10113 0 0
CINERGY CORP COM 172474108 330 9985 SH DEFINED 9985 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 297 12899 SH DEFINED 0 0 12899
CISCO SYS INC COM 17275R102 51689 935544 SH DEFINED 935544 0 0
CIT GROUP INC CL A 125577106 289 16488 SH DEFINED 0 0 16488
CITIGROUP INC COM 172967101 36634 677629 SH DEFINED 677629 0 0
CITRIX SYS INC COM 177376100 3025 150793 SH DEFINED 150793 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 565 10000 SH DEFINED 10000 0 0
CLOROX CO DEL COM 189054109 583 14747 SH DEFINED 14747 0 0
CMGI INC COM 125750109 2352 84200 SH DEFINED 84200 0 0
CMS ENERGY CORP COM 125896100 186 6912 SH DEFINED 6912 0 0
COAST FEDERAL LITIGATION TR RT 19034Q110 900 600000 SH DEFINED 600000 0 0
COASTAL CORP COM 190441105 999 13476 SH DEFINED 13476 0 0
COCA COLA CO COM 191216100 12155 220498 SH DEFINED 220498 0 0
COCA COLA ENTERPRISES INC COM 191219104 538 33782 SH DEFINED 33782 0 0
COLGATE PALMOLIVE CO COM 194162103 2270 48088 SH DEFINED 48088 0 0
COLT TELECOM GROUP PLC SPONSORED ADR 196877104 4975 45125 SH DEFINED 0 0 45125
COLUMBIA ENERGY GROUP COM 197648108 3372 47496 SH DEFINED 47496 0 0
COMCAST CORP CL A SPL 200300200 2327 56846 SH DEFINED 0 0 56846
COMERICA INC COM 200340107 57 983 SH DEFINED 983 0 0
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 1344 55000 SH DEFINED 0 0 55000
COMPAQ COMPUTER CORP COM 204493100 63993 2320279 SH DEFINED 2320279 0 0
COMPUTER ASSOC INTL INC COM 204912109 8226 326587 SH DEFINED 326587 0 0
COMPUTER SCIENCES CORP COM 205363104 213 2875 SH DEFINED 2875 0 0
COMPUWARE CORP COM 205638109 1318 157337 SH DEFINED 157337 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 6865 63564 SH DEFINED 63564 0 0
CONAGRA INC COM 205887102 825 41102 SH DEFINED 41102 0 0
CONEXANT SYSTEMS INC COM 207142100 24990 596781 SH DEFINED 596781 0 0
CONOCO INC CL B 208251405 1054 39130 SH DEFINED 0 0 39130
CONSECO INC COM 208464107 156 20438 SH DEFINED 20438 0 0
CONSOLIDATED EDISON INC COM 209115104 454 13318 SH DEFINED 13318 0 0
CONSOLIDATED STORES CORP COM 210149100 94 6997 SH DEFINED 6997 0 0
CONSTELLATION ENERGY CORP COM 210371100 468 9407 SH DEFINED 9407 0 0
CONVERGYS CORP COM 212485106 376 9670 SH DEFINED 9670 0 0
COOPER INDS INC COM 216669101 206 5857 SH DEFINED 5857 0 0
COOPER TIRE & RUBR CO COM 216831107 46 4557 SH DEFINED 4557 0 0
COORS ADOLPH CO CL B 217016104 147 2321 SH DEFINED 0 0 2321
COR THERAPEUTICS INC COM 217753102 111 1786 SH DEFINED 1786 0 0
CORDIANT COMMS GRP PLC SPON ADR NEW 218514206 326 17328 SH DEFINED 0 0 17328
CORNING INC COM 219350105 15759 53060 SH DEFINED 53060 0 0
CORUS GROUP PLC SPONSORED ADR 22087M101 1 175 SH DEFINED 0 0 175
COSTCO WHSL CORP NEW COM 22160K105 981 28084 SH DEFINED 28084 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 354 9247 SH DEFINED 0 0 9247
COX RADIO INC CL A 224051102 492 28200 SH DEFINED 0 0 28200
CRANE CO COM 224399105 87 3817 SH DEFINED 3817 0 0
CROWN CORK & SEAL INC COM 228255105 85 7913 SH DEFINED 7913 0 0
CSX CORP COM 126408103 300 13744 SH DEFINED 13744 0 0
CUMMINS ENGINE INC COM 231021106 78 2607 SH DEFINED 2607 0 0
CVS CORP COM 126650100 8222 177545 SH DEFINED 177545 0 0
CYLINK CORP COM 232565101 499 47843 SH DEFINED 47843 0 0
DAIMLERCHRYSLER AG ORD D1668R123 7308 164633 SH DEFINED 0 0 164633
DANA CORP COM 235811106 202 9379 SH DEFINED 9379 0 0
DANAHER CORP DEL COM 235851102 2433 48906 SH DEFINED 48906 0 0
DARDEN RESTAURANTS INC COM 237194105 160 7677 SH DEFINED 7677 0 0
DATA RACE INC COM 237842109 278 50000 SH DEFINED 50000 0 0
DEERE & CO COM 244199105 490 14739 SH DEFINED 14739 0 0
DELHAIZE AMER INC CL A 246688105 1944 111500 SH DEFINED 111500 0 0
DELHAIZE AMER INC CL B 246688204 4330 258500 SH DEFINED 258500 0 0
DELL COMPUTER CORP COM 247025109 134360 4360652 SH DEFINED 4360652 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 532 35182 SH DEFINED 35182 0 0
DELTA AIR LINES INC DEL COM 247361108 563 12695 SH DEFINED 12695 0 0
DELUXE CORP COM 248019101 92 4544 SH DEFINED 4544 0 0
DEVON ENERGY CORP NEW COM 25179M103 6846 113816 SH DEFINED 113816 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 52527 1487500 SH DEFINED 0 0 1487500
DILLARDS INC CL A 254067101 62 5880 SH DEFINED 0 0 5880
DOLLAR GEN CORP COM 256669102 346 20647 SH DEFINED 20647 0 0
DOMINION RES INC VA NEW COM 25746U109 868 14947 SH DEFINED 14947 0 0
DONNELLEY R R & SONS CO COM 257867101 188 7659 SH DEFINED 7659 0 0
DOVER CORP COM 260003108 599 12759 SH DEFINED 12759 0 0
DOW CHEM CO COM 260543103 1721 69012 SH DEFINED 69012 0 0
DOW JONES & CO INC COM 260561105 332 5490 SH DEFINED 5490 0 0
DSP GROUP INC COM 23332B106 342 9146 SH DEFINED 9146 0 0
DTE ENERGY CO COM 233331107 33 863 SH DEFINED 863 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 297 7163 SH DEFINED 7163 0 0
DUKE ENERGY CORP COM 264399106 1983 23125 SH DEFINED 23125 0 0
E M C CORP MASS COM 268648102 39898 402500 SH DEFINED 402500 0 0
E TRADE GROUP INC COM 269246104 5528 336327 SH DEFINED 336327 0 0
EASTERN ENTERPRISES COM 27637F100 109 1707 SH DEFINED 1707 0 0
EASTMAN CHEM CO COM 277432100 178 4823 SH DEFINED 4823 0 0
EASTMAN KODAK CO COM 277461109 2959 72402 SH DEFINED 72402 0 0
EATON CORP COM 278058102 282 4580 SH DEFINED 4580 0 0
EBAY INC COM 278642103 3732 54340 SH DEFINED 54340 0 0
ECI TELECOM LTD ORD 268258100 526 17178 SH DEFINED 0 0 17178
ECOLAB INC COM 278865100 290 8044 SH DEFINED 8044 0 0
EDISON INTL COM 281020107 395 20470 SH DEFINED 20470 0 0
EIRCOM PLC SPON ADR EURO 28257P105 675 75000 SH DEFINED 0 0 75000
EL PASO ENERGY CORP DEL COM 283905107 899 14592 SH DEFINED 14592 0 0
ELECTRIC FUEL CORP COM 284871100 139 12903 SH DEFINED 12903 0 0
ELECTRONIC ARTS INC COM 285512109 13697 277407 SH DEFINED 277407 0 0
ELECTRONIC DATA SYS NEW COM 285661104 8026 193389 SH DEFINED 193389 0 0
EMERSON ELEC CO COM 291011104 1798 26838 SH DEFINED 26838 0 0
EMULEX CORP COM NEW 292475209 8873 72434 SH DEFINED 72434 0 0
ENGELHARD CORP COM 292845104 7475 460023 SH DEFINED 460023 0 0
ENRON CORP COM 293561106 5742 65528 SH DEFINED 65528 0 0
ENTERGY CORP NEW COM 29364G103 522 14005 SH DEFINED 14005 0 0
ENTREMED INC COM 29382F103 4706 168808 SH DEFINED 168808 0 0
ERICSSON L M TEL CO ADR CL B SEK10 294821400 17423 1176258 SH DEFINED 1176258 0 0
EXODUS COMMUNICATIONS INC COM 302088109 3384 68541 SH DEFINED 68541 0 0
EXXON MOBIL CORP COM 30231G102 29167 327257 SH DEFINED 327257 0 0
F M C CORP COM NEW 302491303 128 1910 SH DEFINED 1910 0 0
FEDERAL HOME LN MTG CORP COM 313400301 2361 43673 SH DEFINED 43673 0 0
FEDERAL NATL MTG ASSN COM 313586109 4318 60394 SH DEFINED 60394 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 341 13064 SH DEFINED 13064 0 0
FEDEX CORP COM 31428X106 794 17899 SH DEFINED 17899 0 0
FIRST DATA CORP COM 319963104 10814 276847 SH DEFINED 276847 0 0
FIRST UN CORP COM 337358105 1992 61883 SH DEFINED 61883 0 0
FIRSTAR CORP NEW WIS COM 33763V109 1347 60205 SH DEFINED 60205 0 0
FLEETBOSTON FINL CORP COM 339030108 222 5699 SH DEFINED 5699 0 0
FLORIDA PROGRESS CORP COM 341109106 328 6196 SH DEFINED 6196 0 0
FLUOR CORP COM 343861100 143 4754 SH DEFINED 4754 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3069 121238 SH DEFINED 121238 0 0
FPL GROUP INC COM 302571104 734 11168 SH DEFINED 11168 0 0
FRANKLIN RES INC COM 354613101 680 15302 SH DEFINED 15302 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 85 9606 SH DEFINED 0 0 9606
FREESERVE P L C SPONSORED ADR 356872101 1534 45530 SH DEFINED 0 0 45530
GALLAHER GROUP PLC SPONSORED ADR 363595109 12705 546450 SH DEFINED 0 0 546450
GANNETT INC COM 364730101 878 16564 SH DEFINED 16564 0 0
GAP INC DEL COM 364760108 1075 53411 SH DEFINED 53411 0 0
GATEWAY INC COM 367626108 3793 81133 SH DEFINED 81133 0 0
GELTEX PHARMACEUTICALS INC COM 368538104 1131 24160 SH DEFINED 24160 0 0
GENERAL DYNAMICS CORP COM 369550108 10126 161218 SH DEFINED 161218 0 0
GENERAL ELEC CO COM 369604103 91044 1578248 SH DEFINED 1578248 0 0
GENERAL MLS INC COM 370334104 15429 434609 SH DEFINED 434609 0 0
GENERAL MTRS CORP COM 370442105 2236 34407 SH DEFINED 34407 0 0
GENUINE PARTS CO COM 372460105 210 10992 SH DEFINED 10992 0 0
GENZYME CORP COM GENL DIV 372917104 1365 20017 SH DEFINED 20017 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 252 10714 SH DEFINED 10714 0 0
GILAT SATELLITE NETWORKS LTD ORD M51474100 411 5343 SH DEFINED 0 0 5343
GILEAD SCIENCES INC COM 375558103 6803 62026 SH DEFINED 62026 0 0
GILLETTE CO COM 375766102 39746 1287314 SH DEFINED 1287314 0 0
GLAXO WELLCOME PLC SPONSORED ADR 37733W105 3148 52085 SH DEFINED 0 0 52085
GLOBAL CROSSING LTD COM G3921A100 1715 55323 SH DEFINED 55323 0 0
GLOBO CABO S A SPONSORED ADR 37957X102 1338 100000 SH DEFINED 0 0 100000
GOLDEN WEST FINL CORP DEL COM 381317106 532 9926 SH DEFINED 9926 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 55 485 SH DEFINED 485 0 0
GOODRICH B F CO COM 382388106 250 6375 SH DEFINED 6375 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 177 9827 SH DEFINED 9827 0 0
GPU INC COM 36225X100 247 7620 SH DEFINED 7620 0 0
GRAINGER W W INC COM 384802104 155 5900 SH DEFINED 5900 0 0
GREAT LAKES CHEM CORP COM 390568103 96 3281 SH DEFINED 3281 0 0
GRUPO ELEKTRA SA DE CV GLOBL DEP RCPT 40050A102 846 89000 SH DEFINED 0 0 89000
GUCCI GROUP N V COM NY REG 401566104 958 9494 SH DEFINED 9494 0 0
GUIDANT CORP COM 401698105 1966 27819 SH DEFINED 27819 0 0
HALLIBURTON CO COM 406216101 1370 27993 SH DEFINED 27993 0 0
HANSON PLC SPON ADR NEW 411352404 712 25600 SH DEFINED 0 0 25600
HARCOURT GEN INC COM 41163G101 271 4594 SH DEFINED 4594 0 0
HARLEY DAVIDSON INC COM 412822108 910 19010 SH DEFINED 19010 0 0
HARRAHS ENTMT INC COM 413619107 202 7330 SH DEFINED 7330 0 0
HARRIS & HARRIS GROUP INC COM 413833104 1425 200900 SH DEFINED 200900 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 103 1410 SH DEFINED 1410 0 0
HASBRO INC COM 418056107 124 10826 SH DEFINED 10826 0 0
HCA-HEALTHCARE CO COM 404119109 1302 35063 SH DEFINED 35063 0 0
HEINZ H J CO COM 423074103 1572 42403 SH DEFINED 42403 0 0
HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 895 96728 SH DEFINED 96728 0 0
HERCULES INC COM 427056106 95 6749 SH DEFINED 6749 0 0
HERSHEY FOODS CORP COM 427866108 621 11475 SH DEFINED 11475 0 0
HEWLETT PACKARD CO COM 428236103 22178 228638 SH DEFINED 228638 0 0
HILFIGER TOMMY CORP ORD G8915Z102 181 18784 SH DEFINED 0 0 18784
HILTON HOTELS CORP COM 432848109 268 23153 SH DEFINED 23153 0 0
HOME DEPOT INC COM 437076102 7721 145510 SH DEFINED 145510 0 0
HOMESTAKE MNG CO COM 437614100 193 37131 SH DEFINED 37131 0 0
HONEYWELL INTL INC COM 438516106 1793 50330 SH DEFINED 50330 0 0
HOUSEHOLD INTL INC COM 441815107 1681 29678 SH DEFINED 29678 0 0
HUMAN GENOME SCIENCES INC COM 444903108 5657 32676 SH DEFINED 32676 0 0
HUMANA INC COM 444859102 112 10428 SH DEFINED 10428 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 9433 283700 SH DEFINED 283700 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 6318 36027 SH DEFINED 36027 0 0
ILLINOIS TOOL WKS INC COM 452308109 1060 18964 SH DEFINED 18964 0 0
IMMUNEX CORP NEW COM 452528102 27045 621713 SH DEFINED 621713 0 0
IMPERIAL CHEM INDS PLC ADR NEW 452704505 6764 291700 SH DEFINED 0 0 291700
IMS HEALTH INC COM 449934108 387 18673 SH DEFINED 18673 0 0
INCO LTD COM 453258402 184 11417 SH DEFINED 11417 0 0
INGERSOLL-RAND CO COM 456866102 343 10122 SH DEFINED 10122 0 0
INKTOMI CORP COM 457277101 1569 13766 SH DEFINED 13766 0 0
INTEL CORP COM 458140100 63186 1520292 SH DEFINED 1520292 0 0
INTERACTIVE INV INTL PLC SPONSORED ADR 457955102 950 152000 SH DEFINED 0 0 152000
INTERNATIONAL BUSINESS MACHS COM 459200101 49160 436979 SH DEFINED 436979 0 0
INTERNATIONAL FIBERCOM INC COM 45950T101 328 22436 SH DEFINED 22436 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 115 6276 SH DEFINED 6276 0 0
INTERPUBLIC GROUP COS INC COM 460690100 659 19338 SH DEFINED 19338 0 0
INTIMATE BRANDS INC CL A 461156101 453 24264 SH DEFINED 0 0 24264
INTL PAPER CO COM 460146103 1664 57989 SH DEFINED 57989 0 0
INTUIT COM 461202103 5333 93553 SH DEFINED 93553 0 0
ITT INDS INC IND COM 450911102 179 5523 SH DEFINED 5523 0 0
I2 TECHNOLOGIES INC COM 465754109 20708 110700 SH DEFINED 110700 0 0
JEFFERSON PILOT CORP COM 475070108 372 5475 SH DEFINED 5475 0 0
JOHNSON & JOHNSON COM 478160104 16527 175938 SH DEFINED 175938 0 0
JOHNSON CTLS INC COM 478366107 287 5395 SH DEFINED 5395 0 0
JONES APPAREL GROUP INC COM 480074103 385 14545 SH DEFINED 14545 0 0
JUNIPER NETWORKS INC COM 48203R104 82049 374760 SH DEFINED 374760 0 0
K MART CORP COM 482584109 221 36893 SH DEFINED 36893 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 82 3026 SH DEFINED 3026 0 0
KELLOGG CO COM 487836108 6210 256741 SH DEFINED 256741 0 0
KERR MCGEE CORP COM 492386107 5692 85920 SH DEFINED 85920 0 0
KEYCORP NEW COM 493267108 685 27049 SH DEFINED 27049 0 0
KEYSPAN CORP COM 49337W100 338 8435 SH DEFINED 8435 0 0
KIMBERLY CLARK CORP COM 494368103 1887 33812 SH DEFINED 33812 0 0
KLA-TENCOR CORP COM 482480100 2648 64303 SH DEFINED 64303 0 0
KNIGHT RIDDER INC COM 499040103 241 4752 SH DEFINED 4752 0 0
KOHLS CORP COM 500255104 1195 20714 SH DEFINED 20714 0 0
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 500472303 6476 152387 SH DEFINED 0 0 152387
KOPIN CORP COM 500600101 1593 88500 SH DEFINED 88500 0 0
KOREA FD COM 500634100 10698 891500 SH DEFINED 891500 0 0
KOREA TELECOM SPONSORED ADR 50063P103 303 9000 SH DEFINED 0 0 9000
KROGER CO COM 501044101 9341 414021 SH DEFINED 414021 0 0
LAM RESEARCH CORP COM 512807108 8873 423810 SH DEFINED 423810 0 0
LAUDER ESTEE COS INC CL A 518439104 813 22207 SH DEFINED 0 0 22207
LEGGETT & PLATT INC COM 524660107 195 12351 SH DEFINED 12351 0 0
LEHMAN BROS HLDGS INC COM 524908100 113 763 SH DEFINED 763 0 0
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 1654 126001 SH DEFINED 126001 0 0
LEXMARK INTL NEW CL A 529771107 360 9610 SH DEFINED 0 0 9610
LIBERATE TECHNOLOGIES COM 530129105 6259 216300 SH DEFINED 216300 0 0
LILLY ELI & CO COM 532457108 38789 478144 SH DEFINED 478144 0 0
LIMITED INC COM 532716107 598 27118 SH DEFINED 27118 0 0
LINCOLN NATL CORP IND COM 534187109 577 11985 SH DEFINED 11985 0 0
LINEAR TECHNOLOGY CORP COM 535678106 9195 142005 SH DEFINED 142005 0 0
LIZ CLAIBORNE INC COM 539320101 129 3346 SH DEFINED 3346 0 0
LOCKHEED MARTIN CORP COM 539830109 1645 49904 SH DEFINED 49904 0 0
LOEWS CORP COM 540424108 517 6196 SH DEFINED 6196 0 0
LONGS DRUG STORES CORP COM 543162101 45 2374 SH DEFINED 2374 0 0
LOUISIANA PAC CORP COM 546347105 60 6546 SH DEFINED 6546 0 0
LOWES COS INC COM 548661107 1079 24044 SH DEFINED 24044 0 0
LSI LOGIC CORP COM 502161102 2007 68621 SH DEFINED 68621 0 0
LUCENT TECHNOLOGIES INC COM 549463107 7400 242115 SH DEFINED 242115 0 0
LYCOS INC COM 550818108 1602 23302 SH DEFINED 23302 0 0
M SYS FLASH DISK PIONEERS LTD ORD M7061C100 396 10363 SH DEFINED 0 0 10363
MACROMEDIA INC COM 556100105 526 6515 SH DEFINED 6515 0 0
MALLINCKRODT INC NEW COM 561232109 193 4223 SH DEFINED 4223 0 0
MANOR CARE INC NEW COM 564055101 101 6424 SH DEFINED 6424 0 0
MARSH & MCLENNAN COS INC COM 571748102 12236 92174 SH DEFINED 92174 0 0
MASCO CORP COM 574599106 535 28720 SH DEFINED 28720 0 0
MATTEL INC COM 577081102 300 26789 SH DEFINED 26789 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4677 58140 SH DEFINED 58140 0 0
MAY DEPT STORES CO COM 577778103 409 19973 SH DEFINED 19973 0 0
MAYTAG CORP COM 578592107 151 4872 SH DEFINED 4872 0 0
MBNA CORP COM 55262L100 2060 53518 SH DEFINED 53518 0 0
MCDERMOTT INTL INC COM 580037109 42 3787 SH DEFINED 3787 0 0
MCDONALDS CORP COM 580135101 10031 332280 SH DEFINED 332280 0 0
MCGRAW HILL COS INC COM 580645109 778 12233 SH DEFINED 12233 0 0
MCKESSON HBOC INC COM 58155Q103 546 17851 SH DEFINED 17851 0 0
MEAD CORP COM 582834107 151 6444 SH DEFINED 6444 0 0
MEDIMMUNE INC COM 584699102 3828 49555 SH DEFINED 49555 0 0
MEDTRONIC INC COM 585055106 5448 105150 SH DEFINED 105150 0 0
MELLON FINL CORP COM 58551A108 9267 199822 SH DEFINED 199822 0 0
MERANT PLC SPONSORED ADR 587336108 1057 145852 SH DEFINED 0 0 145852
MERCK & CO INC COM 589331107 38810 521387 SH DEFINED 521387 0 0
MERCURY INTERACTIVE CORP COM 589405109 787 5019 SH DEFINED 5019 0 0
MEREDITH CORP COM 589433101 94 3182 SH DEFINED 3182 0 0
MERRILL LYNCH & CO INC COM 590188108 3331 50473 SH DEFINED 50473 0 0
MGIC INVT CORP WIS COM 552848103 408 6681 SH DEFINED 6681 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5336 161397 SH DEFINED 161397 0 0
MICRON TECHNOLOGY INC COM 595112103 11929 259334 SH DEFINED 259334 0 0
MICROSOFT CORP COM 594918104 84567 1402161 SH DEFINED 1402161 0 0
MICROSTRATEGY INC CL A 594972101 137 5000 SH DEFINED 0 0 5000
MILLENNIUM PHARMACEUTICALS INC COM 599902103 54 371 SH DEFINED 371 0 0
MILLIPORE CORP COM 601073109 141 2909 SH DEFINED 2909 0 0
MINNESOTA MNG & MFG CO COM 604059105 7494 82236 SH DEFINED 82236 0 0
MOLEX INC COM 608554101 671 12325 SH DEFINED 12325 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 4805 52550 SH DEFINED 52550 0 0
MOTOROLA INC COM 620076109 38039 1346518 SH DEFINED 1346518 0 0
NABISCO GROUP HLDG CORP COM 62952P102 17156 601955 SH DEFINED 601955 0 0
NABISCO HLDGS CORP CL A 629526104 229 4256 SH DEFINED 0 0 4256
NATIONAL CITY CORP COM 635405103 84 3817 SH DEFINED 3817 0 0
NATIONAL PWR PLC SP ADR FINLNEW 637194705 69000 1000000 SH DEFINED 0 0 1000000
NATIONAL SEMICONDUCTOR CORP COM 637640103 449 11159 SH DEFINED 11159 0 0
NATIONAL SVC INDS INC COM 637657107 50 2562 SH DEFINED 2562 0 0
NAVISTAR INTL CORP NEW COM 63934E108 111 3720 SH DEFINED 3720 0 0
NETWORK APPLIANCE INC COM 64120L104 8409 66021 SH DEFINED 66021 0 0
NEW YORK TIMES CO CL A 650111107 842 21413 SH DEFINED 0 0 21413
NEWELL RUBBERMAID INC COM 651229106 382 16749 SH DEFINED 16749 0 0
NEWMONT MINING CORP COM 651639106 180 10560 SH DEFINED 10560 0 0
NEWS CORP LTD ADR NEW 652487703 623 11115 SH DEFINED 0 0 11115
NEXT LEVEL COMM INC COM 65333U104 2017 30500 SH DEFINED 30500 0 0
NEXTCARD INC COM 65332K107 5115 562500 SH DEFINED 562500 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 3345 71554 SH DEFINED 0 0 71554
NIAGARA MOHAWK HLDGS INC COM 653520106 552 35078 SH DEFINED 35078 0 0
NICE SYS LTD SPONSORED ADR 653656108 307 4270 SH DEFINED 0 0 4270
NICOR INC COM 654086107 104 2884 SH DEFINED 2884 0 0
NIKE INC CL B 654106103 290 7249 SH DEFINED 0 0 7249
NOKIA CORP SPONSORED ADR 654902204 4664 117141 SH DEFINED 0 0 117141
NORDSTROM INC COM 655664100 127 8182 SH DEFINED 8182 0 0
NORFOLK SOUTHERN CORP COM 655844108 352 24087 SH DEFINED 24087 0 0
NORTEL NETWORKS CORP NEW COM 656568102 409 6871 SH DEFINED 6871 0 0
NORTHEAST UTILS COM 664397106 10139 467506 SH DEFINED 467506 0 0
NORTHERN TR CORP COM 665859104 124 1394 SH DEFINED 1394 0 0
NORTHROP GRUMMAN CORP COM 666807102 409 4505 SH DEFINED 4505 0 0
NOVELL INC COM 670006105 1274 128187 SH DEFINED 128187 0 0
NOVELLUS SYS INC COM 670008101 383 8235 SH DEFINED 8235 0 0
NTL INC COM 629407107 109 2354 SH DEFINED 2354 0 0
NUCOR CORP COM 670346105 2619 86922 SH DEFINED 86922 0 0
NUR MACROPRINTERS LTD ORD M75165106 401 30000 SH DEFINED 0 0 30000
OAKWOOD HOMES CORP COM 674098108 167 111600 SH DEFINED 111600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 506 23177 SH DEFINED 23177 0 0
OFFICE DEPOT INC COM 676220106 5529 707780 SH DEFINED 707780 0 0
OLD KENT FINL CORP COM 679833103 249 8603 SH DEFINED 8603 0 0
OMNICOM GROUP INC COM 681919106 814 11161 SH DEFINED 11161 0 0
ONEOK INC NEW COM 682680103 73 1834 SH DEFINED 1834 0 0
ORACLE CORP COM 68389X105 30824 391410 SH DEFINED 391410 0 0
ORGANOGENESIS INC COM 685906109 66 4499 SH DEFINED 4499 0 0
OSI PHARMACEUTICALS INC COM 671040103 1483 21191 SH DEFINED 21191 0 0
OWENS CORNING COM 69073F103 9 3483 SH DEFINED 3483 0 0
OWENS ILL INC COM NEW 690768403 85 9175 SH DEFINED 9175 0 0
PACCAR INC COM 693718108 178 4808 SH DEFINED 4808 0 0
PACTIV CORP COM 695257105 119 10643 SH DEFINED 10643 0 0
PAINE WEBBER GROUP INC COM 695629105 47751 700929 SH DEFINED 700929 0 0
PALL CORP COM 696429307 155 7751 SH DEFINED 7751 0 0
PALM INC COM 696642107 2736 51681 SH DEFINED 51681 0 0
PARKER HANNIFIN CORP COM 701094104 237 7034 SH DEFINED 7034 0 0
PAYCHEX INC COM 704326107 1228 23386 SH DEFINED 23386 0 0
PE CORP COM PE BIO GRP 69332S102 1525 13088 SH DEFINED 13088 0 0
PE CORP CELERA GEN GRP 69332S201 34 344 SH DEFINED 0 0 344
PECO ENERGY CO COM 693304107 646 10662 SH DEFINED 10662 0 0
PENNEY J C INC COM 708160106 632 53497 SH DEFINED 53497 0 0
PEOPLES ENERGY CORP COM 711030106 74 2218 SH DEFINED 2218 0 0
PEOPLESOFT INC COM 712713106 4399 157474 SH DEFINED 157474 0 0
PEPSICO INC COM 713448108 5919 128669 SH DEFINED 128669 0 0
PERKINELMER INC COM 714046109 324 3100 SH DEFINED 3100 0 0
PETRO-CDA COM/VARIBL VTG 71644E102 1709 76600 SH DEFINED 76600 0 0
PFIZER INC COM 717081103 13639 303511 SH DEFINED 303511 0 0
PG&E CORP COM 69331C108 586 24237 SH DEFINED 24237 0 0
PHARMACIA CORP COM 71713U102 12431 206538 SH DEFINED 206538 0 0
PHELPS DODGE CORP COM 717265102 664 15912 SH DEFINED 15912 0 0
PHILIP MORRIS COS INC COM 718154107 24817 843040 SH DEFINED 843040 0 0
PHILLIPS PETE CO COM 718507106 1004 16007 SH DEFINED 16007 0 0
PITNEY BOWES INC COM 724479100 633 16039 SH DEFINED 16039 0 0
PLACER DOME INC COM 725906101 194 20577 SH DEFINED 20577 0 0
PNC FINL SVCS GROUP INC COM 693475105 118 1816 SH DEFINED 1816 0 0
POLAROID CORP COM 731095105 38 2826 SH DEFINED 2826 0 0
POTLATCH CORP COM 737628107 57 1787 SH DEFINED 1787 0 0
PPG INDS INC COM 693506107 434 10928 SH DEFINED 10928 0 0
PPL CORP COM 69351T106 379 9087 SH DEFINED 9087 0 0
PRAXAIR INC COM 74005P104 371 9931 SH DEFINED 9931 0 0
PREMIER FARNELL PLC SP ADR PREF CV 74050U206 534 25900 SH DEFINED 25900 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 358 7622 SH DEFINED 7622 0 0
PROCTER & GAMBLE CO COM 742718109 6782 101227 SH DEFINED 101227 0 0
PROGRESSIVE CORP OHIO COM 743315103 377 4603 SH DEFINED 4603 0 0
PROTEIN DESIGN LABS INC COM 74369L103 7064 58621 SH DEFINED 58621 0 0
PRUDENTIAL PLC ADR 74435K204 2700 100000 SH DEFINED 0 0 100000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 602 13471 SH DEFINED 13471 0 0
PULTE CORP COM 745867101 84 2536 SH DEFINED 2536 0 0
QLOGIC CORP COM 747277101 18170 206477 SH DEFINED 206477 0 0
QLT INC COM 746927102 2956 41714 SH DEFINED 41714 0 0
QUAKER OATS CO COM 747402105 659 8331 SH DEFINED 8331 0 0
QUALCOMM INC COM 747525103 11069 155349 SH DEFINED 155349 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 116 7262 SH DEFINED 7262 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 5015 104351 SH DEFINED 104351 0 0
RADIOSHACK CORP COM 750438103 754 11668 SH DEFINED 11668 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 457 19287 SH DEFINED 19287 0 0
RAYTHEON CO CL B 755111408 607 21363 SH DEFINED 0 0 21363
READ-RITE CORP SUB NT CONV10%04 755246AB1 24513 100000 SH DEFINED 100000 0 0
REEBOK INTL LTD COM 758110100 67 3576 SH DEFINED 3576 0 0
REGIONS FINL CORP COM 758940100 312 13749 SH DEFINED 13749 0 0
RELIANT ENERGY INC COM 75952J108 859 18470 SH DEFINED 18470 0 0
REPSOL YPF S A SPONSORED ADR 76026T205 582 31800 SH DEFINED 0 0 31800
REUTERS GROUP PLC SPONSORED ADR 76132M102 4758 42339 SH DEFINED 0 0 42339
REYNOLDS R J TOB HLDGS INC COM 76182K105 4227 131066 SH DEFINED 131066 0 0
ROCKWELL INTL CORP NEW COM 773903109 352 11630 SH DEFINED 11630 0 0
ROHM & HAAS CO COM 775371107 395 13607 SH DEFINED 13607 0 0
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 3496 396700 SH DEFINED 396700 0 0
ROWAN COS INC COM 779382100 172 5925 SH DEFINED 5925 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 10587 176628 SH DEFINED 176628 0 0
RSA SEC INC COM 749719100 118 2730 SH DEFINED 2730 0 0
RUSSELL CORP COM 782352108 32 2046 SH DEFINED 2046 0 0
RYDER SYS INC COM 783549108 69 3745 SH DEFINED 3745 0 0
SABRE HLDGS CORP CL A 785905100 235 8110 SH DEFINED 0 0 8110
SAFECO CORP COM 786429100 219 8019 SH DEFINED 8019 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 618 31000 SH DEFINED 31000 0 0
SAFEWAY INC COM NEW 786514208 1458 31233 SH DEFINED 31233 0 0
SANDISK CORP COM 80004C101 334 5000 SH DEFINED 5000 0 0
SANMINA CORP COM 800907107 1307 13955 SH DEFINED 13955 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 3574 58111 SH DEFINED 0 0 58111
SAPIENT CORP COM 803062108 4710 115773 SH DEFINED 115773 0 0
SARA LEE CORP COM 803111103 12309 605988 SH DEFINED 605988 0 0
SAUER-DANFOSS INC COM 804137107 1547 140600 SH DEFINED 140600 0 0
SBC COMMUNICATIONS INC COM 78387G103 15659 313189 SH DEFINED 313189 0 0
SCHERING PLOUGH CORP COM 806605101 12961 278740 SH DEFINED 278740 0 0
SCHWAB CHARLES CORP NEW COM 808513105 4681 131863 SH DEFINED 131863 0 0
SCI SYS INC COM 783890106 753 18373 SH DEFINED 18373 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 2253 207180 SH DEFINED 207180 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1987 31226 SH DEFINED 31226 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T705 9842 327390 SH DEFINED 0 0 327390
SDL INC COM 784076101 12368 39984 SH DEFINED 39984 0 0
SEAGRAM LTD COM 811850106 2273 39573 SH DEFINED 39573 0 0
SEALED AIR CORP NEW COM 81211K100 238 5262 SH DEFINED 5262 0 0
SEARS ROEBUCK & CO COM 812387108 698 21541 SH DEFINED 21541 0 0
SECTOR SPDR TR SBI BASIC INDS 81369Y100 7262 400000 SH DEFINED 0 0 400000
SECURE COMPUTING CORP COM 813705100 935 35861 SH DEFINED 35861 0 0
SEMPRA ENERGY COM 816851109 267 12826 SH DEFINED 12826 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 933 19066 SH DEFINED 0 0 19066
SHERWIN WILLIAMS CO COM 824348106 218 10220 SH DEFINED 10220 0 0
SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 16851 326405 SH DEFINED 0 0 326405
SIGMA ALDRICH CORP COM 826552101 167 5063 SH DEFINED 5063 0 0
SILICON GRAPHICS INC COM 827056102 7609 1844500 SH DEFINED 1844500 0 0
SKYEPHARMA PLC SPONSORED ADR 830808101 217 17500 SH DEFINED 0 0 17500
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 30065 438100 SH DEFINED 0 0 438100
SNAP ON INC COM 833034101 87 3692 SH DEFINED 3692 0 0
SONUS NETWORKS INC COM 835916107 190 1500 SH DEFINED 1500 0 0
SONY CORP ADR NEW 835699307 5047 50000 SH DEFINED 0 0 50000
SOUTHERN CO COM 842587107 1982 61090 SH DEFINED 61090 0 0
SOUTHTRUST CORP COM 844730101 332 10570 SH DEFINED 10570 0 0
SOUTHWEST AIRLS CO COM 844741108 760 31326 SH DEFINED 31326 0 0
SPDR TR UNIT SER 1 78462F103 25134 175000 SH DEFINED 0 0 0
SPRINGS INDS INC CL A 851783100 32 1127 SH DEFINED 0 0 1127
SPRINT CORP COM FON GROUP 852061100 2317 79054 SH DEFINED 79054 0 0
SPRINT CORP PCS COM SER 1 852061506 2045 58323 SH DEFINED 0 0 58323
ST JUDE MED INC COM 790849103 4164 81645 SH DEFINED 81645 0 0
ST PAUL COS INC COM 792860108 692 14033 SH DEFINED 14033 0 0
STANLEY WKS COM 854616109 125 5419 SH DEFINED 5419 0 0
STAPLES INC COM 855030102 405 28531 SH DEFINED 28531 0 0
STARBUCKS CORP COM 855244109 471 11755 SH DEFINED 11755 0 0
STET HELLAS COMMUNICATIONS S A ADR 859823106 25 1700 SH DEFINED 1700 0 0
STILWELL FINL INC COM 860831106 61 1411 SH DEFINED 1411 0 0
STMICROELECTRONICS N V SUB LYON ZERO 09 861012AB8 6853 59080 SH DEFINED 59080 0 0
STMICROELECTRONICS N V COM 861012102 785 16488 SH DEFINED 16488 0 0
STORA ENSO CORP SPON ADR REP R 86210M106 7 840 SH DEFINED 840 0 0
SUMMIT BANCORP COM 866005101 377 10927 SH DEFINED 10927 0 0
SUN MICROSYSTEMS INC COM 866810104 20502 175605 SH DEFINED 175605 0 0
SUNOCO INC COM 86764P109 147 5472 SH DEFINED 5472 0 0
SUNTRUST BKS INC COM 867914103 93 1873 SH DEFINED 1873 0 0
SUPERVALU INC COM 868536103 125 8314 SH DEFINED 8314 0 0
SYMANTEC CORP COM 871503108 1409 32017 SH DEFINED 32017 0 0
SYNOVUS FINL CORP COM 87161C105 378 17851 SH DEFINED 17851 0 0
SYSCO CORP COM 871829107 970 20935 SH DEFINED 20935 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 205 10048 SH DEFINED 0 0 10048
TARGET CORP COM 87612E106 1465 57176 SH DEFINED 57176 0 0
TEKTRONIX INC COM 879131100 232 3020 SH DEFINED 3020 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 743 32500 SH DEFINED 0 0 32500
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 1016 47000 SH DEFINED 0 0 47000
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 9780 123600 SH DEFINED 0 0 123600
TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 1457 40000 SH DEFINED 0 0 40000
TELEFONICA DEL PERU S A SPON ADR CL B 879384105 773 100500 SH DEFINED 0 0 100500
TELEFONICA S A SPONSORED ADR 879382208 3 46 SH DEFINED 46 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 29100 547128 SH DEFINED 0 0 547128
TELESP CELULAR PART S A SPON ADR PFD 87952L108 2418 73420 SH DEFINED 0 0 73420
TELLABS INC COM 879664100 7640 159997 SH DEFINED 159997 0 0
TEMPLE INLAND INC COM 879868107 121 3203 SH DEFINED 3203 0 0
TENET HEALTHCARE CORP COM 88033G100 720 19782 SH DEFINED 19782 0 0
TERADYNE INC COM 880770102 458 13076 SH DEFINED 13076 0 0
TERRA NETWORKS S A SPONSORED ADR 88100W103 1838 50000 SH DEFINED 0 0 50000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 536 7317 SH DEFINED 0 0 7317
TEXACO INC COM 881694103 27633 526335 SH DEFINED 526335 0 0
TEXAS INSTRS INC COM 882508104 10769 228217 SH DEFINED 228217 0 0
TEXTRON INC COM 883203101 416 9011 SH DEFINED 9011 0 0
THERMO ELECTRON CORP COM 883556102 12709 488800 SH DEFINED 488800 0 0
THOMAS & BETTS CORP COM 884315102 64 3642 SH DEFINED 3642 0 0
TIFFANY & CO NEW COM 886547108 854 22134 SH DEFINED 22134 0 0
TIME WARNER INC COM 887315109 655 8375 SH DEFINED 8375 0 0
TIMKEN CO COM 887389104 52 3806 SH DEFINED 3806 0 0
TITAN PHARMACEUTICALS INC COM 888314101 10290 158300 SH DEFINED 158300 0 0
TJX COS INC NEW COM 872540109 414 18378 SH DEFINED 18378 0 0
TORCHMARK CORP COM 891027104 223 8013 SH DEFINED 8013 0 0
TOSCO CORP COM NEW 891490302 283 9083 SH DEFINED 9083 0 0
TOYS R US INC COM 892335100 221 13585 SH DEFINED 13585 0 0
TRADER COM NV NY REGSTR CL A 89254T102 74 7300 SH DEFINED 7300 0 0
TRANSOCEAN SEDCO FOREX INC ORD G90078109 6320 107798 SH DEFINED 0 0 107798
TRIBUNE CO NEW COM 896047107 845 19364 SH DEFINED 19364 0 0
TRW INC COM 872649108 317 7799 SH DEFINED 7799 0 0
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 19125 375000 SH DEFINED 375000 0 0
TXU CORP COM 873168108 657 16592 SH DEFINED 16592 0 0
TYCO INTL LTD NEW COM 902124106 5492 105867 SH DEFINED 105867 0 0
UNICOM CORP COM 904911104 621 11047 SH DEFINED 11047 0 0
UNIFI INC COM 904677101 306 30000 SH DEFINED 30000 0 0
UNILEVER N V N Y SHS NEW 904784709 5569 115412 SH DEFINED 0 0 115412
UNION CARBIDE CORP COM 905581104 320 8477 SH DEFINED 8477 0 0
UNION PAC CORP COM 907818108 605 15573 SH DEFINED 15573 0 0
UNION PLANTERS CORP COM 908068109 280 8465 SH DEFINED 8465 0 0
UNISYS CORP COM 909214108 1549 137672 SH DEFINED 137672 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2037 29415 SH DEFINED 29415 0 0
UNITEDHEALTH GROUP INC COM 91324P102 997 10095 SH DEFINED 10095 0 0
UNOCAL CORP COM 915289102 541 15259 SH DEFINED 15259 0 0
UNUMPROVIDENT CORP COM 91529Y106 412 15121 SH DEFINED 15121 0 0
US AIRWAYS GROUP INC COM 911905107 128 4214 SH DEFINED 4214 0 0
US BANCORP DEL COM 902973106 107 4686 SH DEFINED 4686 0 0
USA ED INC COM 90390U102 121039 2511851 SH DEFINED 2511851 0 0
UST INC COM 902911106 233 10201 SH DEFINED 10201 0 0
USX MARATHON GROUP COM NEW 902905827 556 19607 SH DEFINED 19607 0 0
USX-U S STL COM 90337T101 85 5572 SH DEFINED 5572 0 0
V F CORP COM 918204108 178 7196 SH DEFINED 7196 0 0
VA LINUX SYSTEMS INC COM 91819B105 745 16100 SH DEFINED 16100 0 0
VENTRO CORP SUB NT CONV 6%07 922815AA3 87375 3000000 SH DEFINED 3000000 0 0
VERISIGN INC COM 92343E102 7448 36768 SH DEFINED 36768 0 0
VERITAS SOFTWARE CO COM 923436109 11513 81078 SH DEFINED 81078 0 0
VERIZON COMMUNICATIONS COM 92343V104 34449 711221 SH DEFINED 711221 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 147 1744 SH DEFINED 1744 0 0
VIA NET WRKS INC COM 925912107 20 2030 SH DEFINED 2030 0 0
VIACOM INC CL B 925524308 6283 107402 SH DEFINED 0 0 107402
VIROPHARMA INC SB NT CV 144A 07 928241AA6 2113 50000 SH DEFINED 50000 0 0
VISTEON CORP COM 92839U107 124 8219 SH DEFINED 8219 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 12718 143002 SH DEFINED 143002 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 38850 1050000 SH DEFINED 0 0 1050000
VOICESTREAM WIRELESS CORP COM 928615103 1128 9722 SH DEFINED 9722 0 0
VULCAN MATLS CO COM 929160109 255 6341 SH DEFINED 6341 0 0
WACHOVIA CORP COM 929771103 487 8583 SH DEFINED 8583 0 0
WAL MART STORES INC COM 931142103 42723 887743 SH DEFINED 887743 0 0
WALGREEN CO COM 931422109 2407 63458 SH DEFINED 63458 0 0
WASTE MGMT INC DEL COM 94106L109 3401 195055 SH DEFINED 195055 0 0
WATSON PHARMACEUTICALS INC COM 942683103 417 6425 SH DEFINED 6425 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 379 3943 SH DEFINED 3943 0 0
WELLS FARGO & CO NEW COM 949746101 7772 169187 SH DEFINED 169187 0 0
WENDYS INTL INC COM 950590109 143 7130 SH DEFINED 7130 0 0
WESLEY JESSEN VISIONCARE INC COM 951018100 5796 150800 SH DEFINED 150800 0 0
WESTFIELD AMER INC COM 959910100 1867 135800 SH DEFINED 135800 0 0
WESTVACO CORP COM 961548104 169 6324 SH DEFINED 6324 0 0
WEYERHAEUSER CO COM 962166104 559 13835 SH DEFINED 13835 0 0
WHIRLPOOL CORP COM 963320106 174 4481 SH DEFINED 4481 0 0
WILLAMETTE INDS INC COM 969133107 192 6861 SH DEFINED 6861 0 0
WILLIAMS COS INC DEL COM 969457100 10315 244145 SH DEFINED 244145 0 0
WINN DIXIE STORES INC COM 974280109 127 8848 SH DEFINED 8848 0 0
WIRELESS FACILITIES INC COM 97653A103 816 14150 SH DEFINED 14150 0 0
WORLDCOM INC GA NEW COM 98157D106 10703 352364 SH DEFINED 352364 0 0
WORTHINGTON INDS INC COM 981811102 51 5388 SH DEFINED 5388 0 0
WPP GROUP PLC SPON ADR NEW 929309300 2829 47689 SH DEFINED 0 0 47689
WRIGLEY WM JR CO COM 982526105 535 7141 SH DEFINED 7141 0 0
XCEL ENERGY INC COM 98389B100 586 21316 SH DEFINED 21316 0 0
XEROX CORP COM 984121103 8384 556612 SH DEFINED 556612 0 0
XILINX INC COM 983919101 11585 135304 SH DEFINED 135304 0 0
YAHOO INC COM 984332106 5195 57092 SH DEFINED 57092 0 0
YOUNG & RUBICAM INC COM 987425105 63256 1277906 SH DEFINED 1277906 0 0
3COM CORP COM 885535104 2340 121933 SH DEFINED 121933 0 0
APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 4517 316990 SH DEFINED 04 02 0 0 316990
BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 3539 302800 SH DEFINED 04 02 0 0 302800
HITACHI LIMITED ADR 10 COM 433578507 571 5000 SH DEFINED 04 02 0 0 5000
HUANENG PWR INTL INC NT CONV 1.75%04 443304AA8 523 5120 SH DEFINED 04 02 0 0 5120
MBL INTL FIN BERMUDA TR GTD NT EXCH 3%02 55262XAA2 59714 746420 SH DEFINED 04 02 0 0 746420
TAIWAN FD INC COM 874036106 845 58500 SH DEFINED 04 02 58500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 181 8894 SH DEFINED 04 02 0 0 8894
</TABLE>
