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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended 09/30/99
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
CREDIT SUISSE ASSET MANAGEMENT, LLC
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
153 EAST 53RD STREET NEW YORK NY 10022
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-3702
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
HAL LIEBES DIRECTOR & GENERAL COUNSEL (212) 832-2626
- -------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ HAL LIEBES
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
153 E. 53RD ST., NY, NY 10022 - 10/15/99
------------------------------------------
(Place and Date of Signing)
Report Type:
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: N/A
Form 13F Information Table Entry Total: 4,499
Form 13F Information Table Value Total: $18,980,860.
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name: 13F File No.: Name:
------------- --------------------- ------------- ---------------------
1. NONE 6.
------------- --------------------- ------------- ---------------------
2. 7.
------------- --------------------- ------------- ---------------------
3. 8.
------------- --------------------- ------------- ---------------------
4. 9.
------------- --------------------- ------------- ---------------------
5. 10.
------------- --------------------- ------------- ---------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INV DISC VTNG AUTH
SHARES OR (a)SOLE (a)SOLE
TITLE CUSIP FAIR PRINCIPAL (b)SHARED MANGA- (b)SHARED
NAME OF ISSUER OF CLASS NUMBER MARKET VALUE AMOUNT (c)SHARED OTHR GERS (c)NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A WTS-MARVEL ENTERPRISES INC @ 02 WARRANTS 57383M12 4.00 6.000 (c) N/A (b)
A.C.L.N. LIMITED COMMON STOCKS M0176410 23,719.00 1,500.00 (c) N/A (b)
AAVID THERMAL TECHNOLOGIES COMMON STOCKS 00253910 1,089,769.00 48,300.00 (a) N/A (a)
ABACUS DIRECT CORP COMMON STOCKS 00255310 8,757,572.00 71,857.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 170,540.00 4,838.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 31,408.00 891.00 (c) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 9,255,662.00 252,283.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 4,046,374.00 110,293.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 1,889,406.00 51,500.00 (c) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 1,262,197.00 34,404.00 (c) N/A (b)
ABERCROMBIE & FITCH CO CL A COMMON STOCKS 00289620 197,562.00 5,800.00 (a) N/A (a)
ABERCROMBIE & FITCH CO CL A COMMON STOCKS 00289620 180,395.00 5,296.00 (a) N/A (b)
ABITIBI-CONSOLIDATED INC COMMON STOCKS 00392410 965,000.00 80,000.00 (a) N/A (a)
ABITIBI-CONSOLIDATED INC COMMON STOCKS 00392410 3,761,691.00 311,850.00 (a) N/A (c)
ABS GE CAPITAL GIZA FUND COMMON STOCKS 00075090 464,885.00 663,278.75 (a) N/A (a)
ACADIA REALTY TRUST COMMON STOCKS 00423910 3,675.00 700.00 (c) N/A (b)
ACCLAIM ENMNT INC COMMON STOCKS 00432520 799,648.00 105,300.00 (c) N/A (c)
ACCOR SA - SPON ADR COMMON STOCKS 00435F10 4,000.00 173.00 (a) N/A (a)
ACCOR SA - SPON ADR COMMON STOCKS 00435F10 18,357.00 794.00 (c) N/A (c)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 5,757,916.00 182,791.00 (a) N/A (a)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 135,796.00 4,311.00 (a) N/A (b)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 203,256.00 12,000.00 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 40,651.00 2,400.00 (a) N/A (c)
ACNIELSEN CORP COMMON STOCKS 00483310 (35,552.00) (1,567.00) (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 45,375.00 2,000.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 3,669,703.00 161,750.00 (a) N/A (c)
ACNIELSEN CORP COMMON STOCKS 00483310 17,016.00 750.00 (c) N/A (b)
ACTUATE SOFTWARE CORP COMMON STOCKS 00508B10 5,041,752.00 148,834.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 12,544.00 900.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 22,300.00 1,600.00 (a) N/A (b)
ACTV INC COMMON STOCKS 00088E10 125,438.00 9,000.00 (c) N/A (b)
ACTV INC COMMON STOCKS 00088E10 390,264.00 28,000.00 (c) N/A (c)
ACUSON CORP COMMON STOCKS 00511310 25,500.00 2,000.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 4,884,578.00 248,500.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 371,503.00 18,900.00 (a) N/A (b)
ACXIOM CORP COMMON STOCKS 00512510 12,114,540.00 616,320.00 (a) N/A (c)
ADAMS GOLF INC COMMON STOCKS 00622810 919.00 300.00 (a) N/A (a)
ADAMS GOLF INC COMMON STOCKS 00622810 19,294.00 6,300.00 (c) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 1,266,300.00 37,800.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 318,250.00 9,500.00 (a) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 8,646,350.00 258,100.00 (a) N/A (c)
ADELPHIA COMMUNICATIONS CORP COMMON STOCKS 00684810 8,245,512.00 140,200.00 (a) N/A (a)
ADELPHIA COMMUNICATIONS CORP COMMON STOCKS 00684810 1,182,131.00 20,100.00 (a) N/A (b)
ADELPHIA COMMUNICATIONS CORP COMMON STOCKS 00684810 30,576,619.00 519,900.00 (a) N/A (c)
ADFORCE INC COMMON STOCKS 00686710 7,612.00 300.00 (a) N/A (a)
ADMINISTAFF INC COMMON STOCKS 00709410 476,546.00 29,900.00 (c) N/A (c)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 34,618.00 305.00 (a) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,108,412.00 35,900.00 (a) N/A (a)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 333,450.00 10,800.00 (a) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,182,512.00 38,300.00 (a) N/A (c)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 20,274,200.00 911,200.00 (a) N/A (a)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 574,050.00 25,800.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 52,102,825.00 2,341,700.00 (a) N/A (c)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 52,189,643.00 3,036,400.00 (a) N/A (a)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 812,992.00 47,300.00 (a) N/A (c)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 1,289.00 75.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 10,835,315.00 630,400.00 (c) N/A (c)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 11,241,872.00 205,331.00 (a) N/A (a)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 343,556.00 6,275.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 16,364,775.00 298,900.00 (a) N/A (c)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 2,018,024.00 159,843.50 (a) N/A (a)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 75,750.00 6,000.00 (a) N/A (c)
ADVANCED TISSUE SCIENCES INC COMMON STOCKS 00755F10 16,314.00 5,300.00 (c) N/A (b)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 18,442,372.00 296,263.00 (a) N/A (a)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 275,456.00 4,425.00 (a) N/A (b)
ADVEST GROUP INC COMMON STOCKS 00756610 301,125.00 16,500.00 (c) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 4,856,540.00 243,588.00 (a) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 700,085.00 35,114.00 (a) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 86,628.00 4,345.00 (a) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 2,224,487.00 111,573.00 (c) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 417,711.00 20,951.00 (c) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 3,692,795.00 185,215.00 (c) N/A (c)
AEGON NV ORD ARS COMMON STOCKS 00792410 4,844.00 56.00 (a) N/A (a)
AEGON NV ORD ARS COMMON STOCKS 00792410 21,971.00 254.00 (c) N/A (c)
AES CORP COMMON STOCKS 00130H10 13,476,957.00 228,423.00 (a) N/A (a)
AES CORP COMMON STOCKS 00130H10 4,847,086.00 82,154.00 (a) N/A (b)
AES CORP COMMON STOCKS 00130H10 6,963,770.00 118,030.00 (a) N/A (c)
AES CORP COMMON STOCKS 00130H10 7,534,890.00 127,710.00 (c) N/A (a)
AES CORP COMMON STOCKS 00130H10 1,029,550.00 17,450.00 (c) N/A (b)
AETNA INC COMMON STOCKS 00811710 14,336,675.00 291,100.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 7,388.00 150.00 (a) N/A (b)
AETNA INC COMMON STOCKS 00811710 920,975.00 18,700.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 6,008.00 122.00 (c) N/A (b)
AETNA INC COMMON STOCKS 00811710 6,529,565.00 132,580.00 (c) N/A (c)
AFFILIATED COMPUTER SVCS CONV CONVERTIBLES 008190AD 3,464,250.00 3,100.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 15,795,735.00 579,660.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 1,357,677.00 49,823.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 98,438.00 1,000.00 (a) N/A (a)
AFFYMETRIX INC COMMON STOCKS 00826T10 49,219.00 500.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 9,844.00 100.00 (c) N/A (b)
AFLAC INC COMMON STOCKS 00105510 100,500.00 2,400.00 (a) N/A (c)
AFLAC INC COMMON STOCKS 00105510 33,500.00 800.00 (c) N/A (b)
AFTER SIX HLDGS INC COMMON STOCKS 00831410 - 8,749.08 (a) N/A (a)
AFTER SIX HLDGS INC COMMON STOCKS 00831420 - 10,051.65 (a) N/A (a)
AIR EXPRESS INTERNATIONAL COMMON STOCKS 00910410 124,784.00 5,500.00 (a) N/A (a)
AIR EXPRESS INTERNATIONAL COMMON STOCKS 00910410 1,542,784.00 68,000.00 (c) N/A (c)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 336,375.00 11,500.00 (a) N/A (a)
AIR TRANSPORTATION HOLDING CO INC COMMON STOCKS 00922430 600.00 150.00 (c) N/A (b)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 1,967,238.00 93,400.00 (a) N/A (c)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 2,872,800.00 136,800.00 (a) N/A (a)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 399,000.00 19,000.00 (a) N/A (b)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 107,100.00 5,100.00 (a) N/A (c)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 143,925.00 3,800.00 (a) N/A (a)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 11,362.00 300.00 (a) N/A (b)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 473,438.00 12,500.00 (a) N/A (c)
AKZO NOBEL ADR COMMON STOCKS 01019930 3,121.00 73.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 14,321.00 335.00 (c) N/A (c)
ALANCO ENVIRONMENTAL RESOURCES CORP COMMON STOCKS 01161240 374.00 285.00 (c) N/A (b)
ALASKA AIRGROUP INC COMMON STOCKS 01165910 305,160.00 7,500.00 (c) N/A (c)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 701,662.00 24,300.00 (a) N/A (a)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 329,175.00 11,400.00 (a) N/A (b)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 3,681,562.00 127,500.00 (a) N/A (c)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 480,769.00 16,650.00 (c) N/A (a)
ALBERTO-CULVER CO COMMON STOCKS 01306810 9,250.00 400.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 796,521.00 20,133.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 19,781.00 500.00 (a) N/A (b)
ALBERTSON'S INC COMMON STOCKS 01310410 36,398.00 920.00 (c) N/A (c)
ALCAN ALUMINUM LTD COMMON STOCKS 01371610 284,375.00 9,100.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 3,691.00 133.00 (a) N/A (a)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 19,425.00 700.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 6,771.00 244.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 16,872.00 608.00 (c) N/A (c)
ALCOA INCORPORATED COMMON STOCKS 01381710 1,495,707.00 24,100.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 16,980,548.00 273,604.00 (a) N/A (c)
ALEXANDER'S INC COMMON STOCKS 01475210 289,252.00 4,000.00 (a) N/A (a)
ALEXANDER'S INC COMMON STOCKS 01475210 28,925.00 400.00 (a) N/A (c)
ALEXION PHARMACEUTICALS INC COMMON STOCKS 01535110 421,850.00 28,600.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 5,561,562.00 193,026.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 15,777,725.00 547,600.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 609,336.00 10,881.00 (a) N/A (a)
ALLAIRE CORP COMMON STOCKS 01671410 59,080.00 1,055.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 1,361,307.00 7,691.00 (a) N/A (a)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 626,934.00 3,542.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 187,620.00 1,060.00 (c) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 105,188.00 3,300.00 (a) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 15,938.00 500.00 (a) N/A (b)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 6,937,594.00 217,650.00 (a) N/A (c)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 2,252,846.00 133,502.00 (a) N/A (a)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 656,438.00 38,900.00 (a) N/A (b)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 687,656.00 40,750.00 (a) N/A (c)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 172,125.00 10,200.00 (c) N/A (a)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 85,219.00 5,050.00 (c) N/A (b)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 868,312.00 16,500.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 187,000.00 1,700.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 66,000.00 600.00 (a) N/A (b)
ALLERGAN INC COMMON STOCKS 01849010 2,321,000.00 21,100.00 (a) N/A (c)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 650.00 55.00 (a) N/A (a)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 360.00 30.00 (a) N/A (b)
ALLIED HEALTHCARE PRODUCTS INC COMMON STOCKS 01922210 1,503,750.00 601,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 114,469.00 4,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 87,759.00 3,450.00 (a) N/A (b)
ALLIED WASTE INDUSTRIES INC COMMON STOCKS 01958930 70,125.00 6,000.00 (c) N/A (b)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 5,787.00 245.00 (a) N/A (a)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 26,454.00 1,120.00 (c) N/A (c)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 6,757,958.00 112,750.00 (a) N/A (a)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 2,436,459.00 40,650.00 (a) N/A (b)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 17,345,914.00 289,400.00 (a) N/A (c)
ALLIEDSIGNAL CORP COMMON STOCKS 01951210 1,650,439.00 27,536.00 (c) N/A (b)
ALLSTATE COMMON STOCKS 02000210 7,541,240.00 302,400.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 458,859.00 18,400.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 389,025.00 15,600.00 (c) N/A (a)
ALLSTATE COMMON STOCKS 02000210 60,448.00 2,424.00 (c) N/A (b)
ALLSTATE COMMON STOCKS 02000210 2,289,308.00 91,800.00 (c) N/A (c)
ALLTEL CORP COMMON STOCKS 02003910 9,192,101.00 130,616.00 (a) N/A (a)
ALLTEL CORP COMMON STOCKS 02003910 460,956.00 6,550.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 3,734,094.00 66,200.00 (a) N/A (a)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 355,359.00 6,300.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 9,543,938.00 169,200.00 (a) N/A (c)
ALPHARMA INC CL A COMMON STOCKS 02081310 515,562.00 14,600.00 (a) N/A (c)
ALTERRA HEALTHCARE CORP COMMON STOCKS 02146C10 7,988.00 900.00 (a) N/A (c)
ALYSIS TECHNOLOGIES INC COMMON STOCKS 02261D10 4,594.00 3,000.00 (c) N/A (b)
ALZA CORP COMMON STOCKS 02261510 8,562.00 200.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 17,125.00 400.00 (a) N/A (b)
ALZA CORP COMMON STOCKS 02261510 655,031.00 15,300.00 (a) N/A (c)
AMAZON.COM INC COMMON STOCKS 02313510 73,290,857.00 916,852.00 (a) N/A (a)
AMAZON.COM INC COMMON STOCKS 02313510 63,950.00 800.00 (a) N/A (b)
AMAZON.COM INC COMMON STOCKS 02313510 1,231,038.00 15,400.00 (a) N/A (c)
AMAZON.COM INC COMMON STOCKS 02313510 25,740.00 322.00 (c) N/A (b)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 5,045,438.00 106,500.00 (a) N/A (a)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 28,425.00 600.00 (a) N/A (b)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 24,957,150.00 526,800.00 (a) N/A (c)
AMDOCS LTD COMMON STOCKS G0260210 567,000.00 27,000.00 (a) N/A (a)
AMDOCS LTD COMMON STOCKS G0260210 32,760.00 1,560.00 (a) N/A (c)
AMERADA HESS CORP COMMON STOCKS 02355110 790,125.00 12,900.00 (a) N/A (a)
AMERADA HESS CORP COMMON STOCKS 02355110 12,189.00 199.00 (a) N/A (b)
AMERADA HESS CORP COMMON STOCKS 02355110 11,698,750.00 191,000.00 (a) N/A (c)
AMERADA HESS CORP COMMON STOCKS 02355110 12,250.00 200.00 (c) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 79,406.00 2,100.00 (a) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 37,812.00 1,000.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 62,804,005.00 603,520.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 9,927,979.00 95,404.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 2,050,033.00 19,700.00 (a) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 557,775.00 5,360.00 (c) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 1,710,371.00 16,436.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 4,671,388.00 44,890.00 (c) N/A (c)
AMERICAN CAPITAL CORP COMMON STOCKS 02489810 - 149,404.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 2,984,169.00 130,100.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 357,825.00 15,600.00 (a) N/A (b)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 1,153,756.00 50,300.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 619,266.00 18,147.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 1,331.00 39.00 (a) N/A (b)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 4,664,888.00 136,700.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 35,422.00 1,038.00 (c) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 20,671,065.00 153,119.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 11,919,285.00 88,291.00 (a) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 2,219,400.00 16,440.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 4,866,750.00 36,050.00 (c) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 690,255.00 5,113.00 (c) N/A (b)
AMERICAN FINANCIAL GROUP INC COMMON STOCKS 02593210 22,450.00 800.00 (a) N/A (a)
AMERICAN FREIGHTWAYS CORP COMMON STOCKS 02629V10 494,714.00 27,200.00 (c) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 286,649.00 4,532.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 6,641.00 105.00 (a) N/A (b)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 158,631.00 2,508.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 9,901,900.00 238,600.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 895,196.00 21,571.00 (a) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 62,250.00 1,500.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,041,484.00 25,096.00 (c) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 770,904.00 18,576.00 (c) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 44,227,287.00 508,725.00 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 26,815,959.00 308,451.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 14,972,724.00 172,224.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 5,895,232.00 67,810.00 (c) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 7,877,668.00 90,613.00 (c) N/A (b)
AMERICAN MOBILE SATELLITE CP COMMON STOCKS 02755R10 875.00 50.00 (a) N/A (a)
AMERICAN MOBILE SATELLITE CP COMMON STOCKS 02755R10 320,250.00 18,300.00 (c) N/A (c)
AMERICAN MOBILE SAT-WT08 144A WARRANTS 02755R11 180,000.00 3,000.00 (a) N/A (a)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 67,000.00 1,000.00 (a) N/A (a)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 20,100.00 300.00 (a) N/A (b)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 3,904,500.00 205,500.00 (a) N/A (a)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 2,675,200.00 140,800.00 (a) N/A (b)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 136,800.00 7,200.00 (c) N/A (a)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 236,360.00 12,440.00 (c) N/A (b)
AMERICAN SKIING CO COMMON STOCKS 02965430 2,250.00 600.00 (a) N/A (a)
AMERICAN SKIING CO COMMON STOCKS 02965430 1,125.00 300.00 (c) N/A (b)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 706,838.00 18,300.00 (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 9,834,466.00 254,614.00 (a) N/A (c)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 6,919.00 450.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 396,445.00 20,201.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 5,888.00 300.00 (c) N/A (b)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 37,619.00 1,300.00 (a) N/A (a)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 49,194.00 1,700.00 (a) N/A (b)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 2,894.00 100.00 (c) N/A (b)
AMERICAN WOODMARK CORP COMMON STOCKS 03050610 362,812.00 13,500.00 (a) N/A (a)
AMERICAN WOODMARK CORP COMMON STOCKS 03050610 155,875.00 5,800.00 (a) N/A (c)
AMERICREDIT CORP COMMON STOCKS 03060R10 8,202,181.00 549,100.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 315,181.00 21,100.00 (a) N/A (b)
AMERICREDIT CORP COMMON STOCKS 03060R10 18,214,788.00 1,219,400.00 (a) N/A (c)
AMERIKING INC PFD 13% PREFERREDS 03071G20 2,289,254.00 104,057.00 (a) N/A (a)
AMERIKING INC. COMMON STOCKS 03071G10 5,000.00 500.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 87,646.00 3,700.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 1,184,400.00 50,000.00 (c) N/A (c)
AMERITECH COMMON STOCKS 03095410 10,262,145.00 153,740.00 (a) N/A (a)
AMERITECH COMMON STOCKS 03095410 384,480.00 5,760.00 (a) N/A (b)
AMERITECH COMMON STOCKS 03095410 14,858,550.00 222,600.00 (a) N/A (c)
AMERITECH COMMON STOCKS 03095410 24,030.00 360.00 (c) N/A (b)
AMERITRADE HOLDING CORP CL A COMMON STOCKS 03072H10 1,838.00 100.00 (c) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 4,452,938.00 139,700.00 (a) N/A (a)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 344,250.00 10,800.00 (a) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 11,169,000.00 350,400.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 15,152,144.00 249,418.00 (a) N/A (a)
AMFM INC COMMON STOCKS 00169310 3,279,832.00 53,989.00 (a) N/A (b)
AMFM INC COMMON STOCKS 00169310 10,843,875.00 178,500.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 157,950.00 2,600.00 (c) N/A (a)
AMFM INC COMMON STOCKS 00169310 243,000.00 4,000.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 28,304,950.00 347,300.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 138,550.00 1,700.00 (a) N/A (b)
AMGEN INC COMMON STOCKS 03116210 3,300,750.00 40,500.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 40,750.00 500.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 8,411,615.00 103,210.00 (c) N/A (c)
AMPEX 144A WTS WARRANTS 03209211 58,650.00 85,000.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 828,400.00 15,200.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 130,800.00 2,400.00 (a) N/A (b)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 392,273.00 16,737.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 9,375.00 400.00 (a) N/A (b)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 3,962,119.00 169,050.00 (a) N/A (c)
AMSURG INC CL B COMMON STOCKS 03232P20 2,500.00 400.00 (c) N/A (b)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 5,031,219.00 122,900.00 (a) N/A (a)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 1,177,362.00 28,760.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 67,239.00 2,200.00 (a) N/A (a)
ANALOG DEVICES INC COMMON STOCKS 03265410 239,132.00 4,666.00 (c) N/A (b)
ANCHOR FINANCIAL CORP COMMON STOCKS 03303610 3,625.00 100.00 (c) N/A (b)
ANCHOR GAMING COMMON STOCKS 03303710 113,050.00 1,900.00 (a) N/A (a)
ANCHOR GAMING COMMON STOCKS 03303710 1,231,650.00 20,700.00 (c) N/A (c)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 46,075.00 1,900.00 (a) N/A (a)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 2,684,475.00 110,700.00 (c) N/A (c)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 95,155.00 1,703.00 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 110,074.00 1,970.00 (a) N/A (c)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 7,431.00 133.00 (c) N/A (c)
ANGLOGOLD LIMITED-SPON ADR COMMON STOCKS 03512820 1,383,272.00 44,000.00 (c) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 12,597,324.00 179,800.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 336,300.00 4,800.00 (a) N/A (b)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 5,113,175.00 72,980.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 280,250.00 4,000.00 (c) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 7,093,879.00 101,250.00 (c) N/A (c)
ANIXTER INTL INC. COMMON STOCKS 03529010 755,625.00 32,500.00 (c) N/A (c)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 3,106,500.00 76,000.00 (a) N/A (a)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 241,162.00 5,900.00 (a) N/A (b)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 7,950,188.00 194,500.00 (a) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 721,375.00 29,000.00 (a) N/A (a)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 2,354,727.00 244,647.00 (a) N/A (a)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 5,775.00 600.00 (c) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 12,617,188.00 237,500.00 (a) N/A (a)
ANTEC CORP COMMON STOCKS 03664P10 472,812.00 8,900.00 (a) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 29,473,750.00 554,800.00 (a) N/A (c)
ANTENNA TV S.A. SPONSORED ADR COMMON STOCKS 03672N10 5,550.00 600.00 (a) N/A (b)
ANTENNA TV S.A. SPONSORED ADR COMMON STOCKS 03672N10 39,775.00 4,300.00 (a) N/A (c)
ANTHONY C.R. HLGS 14.5% PFD PREFERREDS 12699P99 - 2,097.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 6,652.00 225.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 40,116.00 1,357.00 (c) N/A (b)
APACHE CORP COMMON STOCKS 03741110 513,937.00 11,900.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 384,373.00 8,900.00 (c) N/A (c)
APEX INC COMMON STOCKS 03754810 1,749,150.00 93,600.00 (a) N/A (c)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 1,837,875.00 87,000.00 (a) N/A (a)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 490,100.00 23,200.00 (a) N/A (b)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 3,620,825.00 171,400.00 (a) N/A (c)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 422.00 20.00 (c) N/A (b)
APP GLOBAL FIN V REG S CNV CONVERTIBLES 5299041 223,125.00 250.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 15,302,752.00 241,700.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 15,195.00 240.00 (a) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 18,994.00 300.00 (c) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 4,355,934.00 68,800.00 (c) N/A (c)
APPLEBEE'S INTERNATIONAL INC COMMON STOCKS 03789910 1,307,075.00 38,800.00 (a) N/A (a)
APPLEBEE'S INTERNATIONAL INC COMMON STOCKS 03789910 909,562.00 27,000.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 6,616,812.00 85,172.00 (a) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 1,926,650.00 24,800.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 8,646,619.00 111,300.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 532,159.00 6,850.00 (c) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 134,400.00 1,730.00 (c) N/A (c)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 3,947,820.00 69,260.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 2,255,262.00 39,566.00 (a) N/A (b)
APPLIED POWER INC CL A COMMON STOCKS 03822510 3,061,800.00 100,800.00 (a) N/A (a)
APPLIED POWER INC CL A COMMON STOCKS 03822510 367,538.00 12,100.00 (a) N/A (b)
APPLIED POWER INC CL A COMMON STOCKS 03822510 8,714,588.00 286,900.00 (a) N/A (c)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 1,675.00 100.00 (a) N/A (b)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 477,375.00 28,500.00 (c) N/A (c)
APTARGROUP INC COMMON STOCKS 03833610 32,100.00 1,200.00 (a) N/A (a)
APTARGROUP INC COMMON STOCKS 03833610 556,400.00 20,800.00 (c) N/A (c)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 312.00 250.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 312.00 250.00 (a) N/A (b)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 6,523,438.00 312,500.00 (a) N/A (a)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 2,379,750.00 114,000.00 (a) N/A (c)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 11,331.00 700.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 98,369,645.00 8,112,960.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 17,496.00 1,443.00 (a) N/A (b)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 2,237,463.00 184,533.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 19,465,027.00 1,605,363.00 (c) N/A (c)
ARCHSTONE COMMUNITIES TRUST COMMON STOCKS 03958110 (47,400.00) (2,400.00) (a) N/A (a)
ARDENT SOFTWARE INC COMMON STOCKS 03979410 844,087.00 31,335.00 (a) N/A (a)
ARDENT SOFTWARE INC COMMON STOCKS 03979410 239,744.00 8,900.00 (a) N/A (c)
ARGENTINA GLOBAL WARRANTS WARRANTS 04011411 735.00 2,940.00 (a) N/A (a)
ARMSTRONG WORLD INDUSTRIES COMMON STOCKS 04247610 (179,752.00) (4,000.00) (a) N/A (a)
ARROW ELECTRONICS INC COMMON STOCKS 04273510 45,332.00 2,572.00 (c) N/A (b)
ARTHROCARE CORP COMMON STOCKS 04313610 19,697,666.00 360,598.00 (a) N/A (a)
ARVIN INDUSTRIES INC COMMON STOCKS 04333910 309,380.00 10,000.00 (c) N/A (c)
ASCENT ENTERTAINMENT GROUP INC COMMON STOCKS 04362810 8,044.00 585.00 (a) N/A (b)
ASE TEST LTD COMMON STOCKS Y0251610 703,250.00 29,000.00 (a) N/A (a)
ASE TEST LTD COMMON STOCKS Y0251610 29,100.00 1,200.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 3,293,150.00 135,800.00 (c) N/A (c)
ASHANTI GOLDFIELDS GDR COMMON STOCKS 04374320 496,912.00 63,100.00 (c) N/A (c)
ASHLAND INC COMMON STOCKS 04420410 34.00 1.00 (a) N/A (a)
ASIA PACIFIC HUND INC EQUITY FUNDS 04490110 4,500.00 500.00 (c) N/A (b)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 776,675.00 132,200.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 22,678.00 3,860.00 (a) N/A (c)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 1,913,370.00 325,680.00 (c) N/A (c)
ASIA PULP AND PAPER ADR WTS WARRANTS 04516V20 17,593.00 21,640.00 (a) N/A (a)
ASIA PULP AND PAPER ADR WTS WARRANTS 04516V20 11,203.00 13,780.00 (a) N/A (c)
ASIA PULP AND PAPER ADR WTS WARRANTS 04516V20 34,927.00 42,960.00 (c) N/A (c)
ASIA SATELLITE TELECOMMUNICATIONS COMMON STOCKS 04516X10 18,360.00 720.00 (a) N/A (b)
ASM LITHOGRAPHY HOLDING NV COMMON STOCKS N0705911 4,493.00 67.00 (a) N/A (a)
ASM LITHOGRAPHY HOLDING NV COMMON STOCKS N0705911 20,521.00 306.00 (c) N/A (c)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 20,590,706.00 813,460.00 (a) N/A (a)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 442,969.00 17,500.00 (a) N/A (b)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 12,714,469.00 502,300.00 (a) N/A (c)
ASPECT TELECOMMUNICATIONS CORP COMMON STOCKS 04523710 1,715,541.00 101,100.00 (a) N/A (a)
ASPECT TELECOMMUNICATIONS CORP COMMON STOCKS 04523710 327,497.00 19,300.00 (a) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 22,328.00 617.00 (c) N/A (b)
ASSOCIATED GROUP INC CL-A COMMON STOCKS 04565110 96,800.00 1,600.00 (a) N/A (a)
ASSOCIATED GROUP INC CL-A COMMON STOCKS 04565110 42,350.00 700.00 (a) N/A (c)
ASSOCIATED GROUP INC CL-B COMMON STOCKS 04565120 96,901.00 1,600.00 (a) N/A (a)
ASSOCIATED GROUP INC CL-B COMMON STOCKS 04565120 42,394.00 700.00 (a) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 159,192.00 4,422.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 1,179,648.00 32,768.00 (a) N/A (b)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 271,008.00 7,528.00 (a) N/A (c)
ASTORIA FINANCIAL CORP COMMON STOCKS 04626510 17,681.00 575.00 (a) N/A (b)
ASTRAZENECA PLC -SPON ADR COMMON STOCKS 04635310 135,200.00 3,200.00 (a) N/A (a)
ASTRAZENECA PLC -SPON ADR COMMON STOCKS 04635310 14,365.00 340.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 240,900.00 7,300.00 (a) N/A (c)
AT & T CANADA INC COMMON STOCKS 00207Q20 215,150.00 3,425.25 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 61,802,560.00 1,420,748.50 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 5,097,634.00 117,187.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 12,992,580.00 298,680.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 392,152.00 9,015.00 (c) N/A (a)
A T & T CORP COMMON STOCKS 00195710 514,300.00 11,823.00 (c) N/A (b)
A T & T CORP COMMON STOCKS 00195710 15,140,175.00 348,050.00 (c) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 167,231,940.00 4,035,763.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 3,964,574.00 95,676.00 (a) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 1,777,669.00 42,900.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 41,438.00 1,000.00 (c) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 91,328.00 2,204.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 30,250.00 730.00 (c) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 51,160,151.00 1,371,126.04 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 34,677,267.00 929,374.00 (a) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 32,152,181.00 861,700.00 (a) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 8,527,846.00 228,552.00 (c) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 4,010,944.00 107,496.00 (c) N/A (b)
ATHENA NEUROSCIENCES CNV NOTES CONVERTIBLES 046854AB 8,428,125.00 7,500.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 668,232.00 7,540.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 772,810.00 8,720.00 (a) N/A (b)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 346,346.00 3,908.00 (c) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 963,797.00 10,875.00 (c) N/A (b)
ATMEL CORPORATION COMMON STOCKS 04951310 46,049,925.00 1,361,900.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 683,023.00 20,200.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 7,651,882.00 226,300.00 (c) N/A (c)
ATMI INC COMMON STOCKS 00207R10 279,844.00 7,500.00 (c) N/A (b)
ATWOOD OCEANICS INC COMMON STOCKS 05009510 415,657.00 13,600.00 (c) N/A (c)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 7,148,750.00 190,000.00 (a) N/A (a)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 455,262.00 12,100.00 (a) N/A (b)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 22,588,169.00 600,350.00 (a) N/A (c)
AURORA FOODS INC COMMON STOCKS 05164B10 7,584,000.00 474,000.00 (a) N/A (a)
AURORA FOODS INC COMMON STOCKS 05164B10 824,000.00 51,500.00 (a) N/A (c)
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AUSTRALIS HOLDINGS WT WARRANTS 05258A11 1.00 100.00 (a) N/A (c)
AUTHENTIC FITNESS CORP COMMON STOCKS 05266110 52,688.00 3,000.00 (a) N/A (a)
AUTOLIV INC COMMON STOCKS 05280010 80,818.00 2,148.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 9,208,369.00 206,350.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 9,768,457.00 218,901.00 (a) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 107,100.00 2,400.00 (a) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 1,213,800.00 27,200.00 (c) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 321,300.00 7,200.00 (c) N/A (b)
AUTONATION INC. COMMON STOCKS 05329W10 (235,000.00) (18,800.00) (a) N/A (a)
AUTONATION INC. COMMON STOCKS 05329W10 12,500.00 1,000.00 (a) N/A (b)
AUTOTOTE CORP CL A COMMON STOCKS 05332310 262.00 100.00 (c) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 9,989,913.00 559,855.00 (a) N/A (a)
AVANT! CORP COMMON STOCKS 05348710 305,128.00 17,100.00 (a) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 34,019,645.00 1,906,530.00 (a) N/A (c)
AVATAR HOLDINGS INC CONVERTIBLE CONVERTIBLES 053494AD 1,387,500.00 1,500,000.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 13,759,732.00 260,848.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 6,005,376.00 113,846.00 (a) N/A (b)
AVERY DENNISON CORP COMMON STOCKS 05361110 4,560,238.00 86,450.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 611,900.00 11,600.00 (c) N/A (b)
AVIATION SALES COMPANY COMMON STOCKS 05367210 9,500.00 500.00 (a) N/A (b)
AVIATION SALES COMPANY COMMON STOCKS 05367210 340,100.00 17,900.00 (c) N/A (c)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 47,250.00 3,600.00 (a) N/A (a)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 481,688.00 36,700.00 (c) N/A (c)
AVIRON COMMON STOCKS 05376210 213,400.00 8,800.00 (a) N/A (c)
AVIS RENT A CAR INC COMMON STOCKS 05379010 70,975.00 3,400.00 (a) N/A (a)
AVIS RENT A CAR INC COMMON STOCKS 05379010 1,463,338.00 70,100.00 (c) N/A (c)
AVON PRODUCTS COMMON STOCKS 05430310 461,515.00 18,600.00 (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 377,249.00 15,204.00 (a) N/A (b)
AVON PRODUCTS COMMON STOCKS 05430310 7,444.00 300.00 (a) N/A (c)
AVON PRODUCTS COMMON STOCKS 05430310 29,775.00 1,200.00 (c) N/A (a)
AXA FINANCIAL INC COMMON STOCKS 00245110 3,293.00 59.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 4,658.00 73.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 21,250.00 333.00 (c) N/A (c)
AXENT TECHNOLOGIES INC COMMON STOCKS 05459C10 56,796.00 4,390.00 (a) N/A (a)
AXENT TECHNOLOGIES INC COMMON STOCKS 05459C10 5,175.00 400.00 (a) N/A (b)
AXYS PHARMACEUTICALS INC COMMON STOCKS 05463510 47,423.00 12,044.00 (c) N/A (b)
B E AEROSPACE INC COMMON STOCKS 07330210 35,814.00 3,000.00 (a) N/A (a)
BACKWEB TECHNOLOGIES LTD ORD COMMON STOCKS M1563310 73,100.00 4,300.00 (a) N/A (c)
BAKER FENTRESS & CO EQUITY FUNDS 05721310 15,777.00 1,132.00 (c) N/A (b)
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BAKER HUGHES INC COMMON STOCKS 05722410 255,200.00 8,800.00 (c) N/A (c)
BALL CORP COMMON STOCKS 05849810 17,625.00 400.00 (a) N/A (a)
BANCO COMERCIAL PORTUGUES PFD CONVERTIBLES G0904720 2,943,500.00 29,000.00 (a) N/A (a)
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BANCO DE A. EDWARDS ADR COMMON STOCKS 05950410 94,400.00 5,900.00 (a) N/A (c)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 1,136,850.00 57,200.00 (a) N/A (a)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 169,732.00 8,540.00 (a) N/A (c)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 1,153,040.00 55,400.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 195,642.00 9,400.00 (a) N/A (c)
BANCO LATINOAMERICANO DE EXPORTACIONES COMMON STOCKS P1699413 3,241,388.00 141,700.00 (a) N/A (a)
BANCO LATINOAMERICANO DE EXPORTACIONES COMMON STOCKS P1699413 258,488.00 11,300.00 (a) N/A (c)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 168,238.00 16,314.00 (a) N/A (a)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 9,178.00 890.00 (a) N/A (b)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 15,026.00 1,457.00 (c) N/A (c)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 44,000.00 2,200.00 (a) N/A (a)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 86,000.00 4,300.00 (a) N/A (c)
BANCORPSOUTH INC COMMON STOCKS 05969210 33,875.00 2,000.00 (c) N/A (b)
BANCWEST CORPORATION COMMON STOCKS 05979010 910,000.00 22,400.00 (c) N/A (c)
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BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 26,379,677.00 473,705.00 (a) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 957,769.00 17,199.00 (a) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 222,975.00 4,004.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 5,137,506.00 92,256.00 (c) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 399,892.00 7,181.00 (c) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 56.00 1.00 (c) N/A (c)
BANK OF MONTREAL COMMON STOCKS 2076009 2,583,675.00 74,300.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 20,885,655.00 624,616.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 15,646,042.00 467,919.00 (a) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 718,906.00 21,500.00 (c) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 3,871,561.00 115,785.00 (c) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 2,220,283.00 66,400.00 (c) N/A (c)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 4,226.00 276.00 (a) N/A (a)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 11,484.00 750.00 (a) N/A (b)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 19,386.00 1,266.00 (c) N/A (c)
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BANK ONE CORP COMMON STOCKS 06423A10 1,122,564.00 32,246.00 (a) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 8,466,522.00 243,200.00 (c) N/A (c)
BANKBOSTON CORPORATION COMMON STOCKS 06605R10 559,538.00 12,900.00 (a) N/A (a)
BANKBOSTON CORPORATION COMMON STOCKS 06605R10 293,822.00 6,774.00 (a) N/A (b)
BANKBOSTON CORPORATION COMMON STOCKS 06605R10 190,850.00 4,400.00 (c) N/A (b)
BANKERS TR AUST C/WTS 05/23/01 WARRANTS 6176132 166,288.00 40,000.00 (a) N/A (c)
BANYAN SYSTEMS INC COMMON STOCKS 06690810 14,438.00 1,500.00 (c) N/A (b)
BARCLAYS PLC - SPONS ADR COMMON STOCKS 06738E20 106,148.00 892.00 (a) N/A (a)
BARCLAYS PLC - SPONS ADR COMMON STOCKS 06738E20 18,088.00 152.00 (c) N/A (c)
BARD C R INC COM COMMON STOCKS 06738310 941,260.00 20,000.00 (a) N/A (c)
BARNES & NOBLE INC COMMON STOCKS 06777410 10,400.00 400.00 (a) N/A (b)
BARNES & NOBLE INC COMMON STOCKS 06777410 13,000.00 500.00 (c) N/A (b)
BARNES GROUP INC COMMON STOCKS 06780610 425,336.00 21,200.00 (c) N/A (c)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 28,969.00 1,500.00 (a) N/A (b)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 1,931.00 100.00 (c) N/A (b)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 579,927.00 15,700.00 (c) N/A (c)
BARRICK GOLD CORP COMMON STOCKS 06790110 12,012,308.00 552,290.00 (a) N/A (a)
BARRICK GOLD CORP COMMON STOCKS 06790110 269,700.00 12,400.00 (a) N/A (c)
BARRICK GOLD CORP COMMON STOCKS 06790110 11,679,750.00 537,000.00 (c) N/A (c)
BARRICK GOLD CORP (C$) COMMON STOCKS 2024644 786,114.00 36,100.00 (c) N/A (c)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526240 2,338.00 55.00 (a) N/A (a)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526240 10,752.00 253.00 (c) N/A (c)
BASS PLC SPONSORED ADR COMMON STOCKS 06990420 32,626.00 2,597.00 (a) N/A (a)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 175.00 55.00 (c) N/A (b)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 1,019,204.00 319,700.00 (c) N/A (c)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 1,813,525.00 30,100.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 12,050.00 200.00 (a) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 8,802,525.00 146,100.00 (a) N/A (c)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 1,245,970.00 20,680.00 (c) N/A (c)
BB&T CORP. COMMON STOCKS 05493710 991,290.00 30,619.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 217,884.00 6,730.00 (a) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 501,586.00 15,493.00 (c) N/A (b)
BCE INC COMMON STOCKS 05534B10 987,144.00 19,817.00 (a) N/A (a)
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BCO DO BRASIL WTS -B- WARRANTS 2114716 22,774.00 4,430,100.00 (a) N/A (a)
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BDK HOLDINGS INC. COMMON STOCKS 05536@9Z 913,450.00 182,690.00 (a) N/A (a)
BEA SYSTEMS INC COMMON STOCKS 07332510 5,942,988.00 168,297.00 (a) N/A (a)
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BEA SYSTEMS INC COMMON STOCKS 07332510 4,127,996.00 116,899.00 (c) N/A (a)
BEA SYSTEMS INC COMMON STOCKS 07332510 282,500.00 8,000.00 (c) N/A (b)
BEAR STEARNS COS INC COMMON STOCKS 07390210 57,080.00 1,485.00 (a) N/A (a)
BEAR STEARNS COS INC COMMON STOCKS 07390210 472,704.00 12,298.00 (a) N/A (b)
BEAR STEARNS COS INC COMMON STOCKS 07390210 175,582.00 4,568.00 (c) N/A (b)
BECKMAN COULTER INC COMMON STOCKS 07581110 (252,700.00) (5,600.00) (a) N/A (a)
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BECTON DICKINSON & CO COMMON STOCKS 07588710 1,808,488.00 64,445.00 (a) N/A (b)
BECTON DICKINSON & CO COMMON STOCKS 07588710 9,824,681.00 350,100.00 (a) N/A (c)
BECTON DICKINSON & CO COMMON STOCKS 07588710 224,500.00 8,000.00 (c) N/A (a)
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BED BATH & BEYOND INC COMMON STOCKS 07589610 17,469.00 500.00 (c) N/A (b)
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BELL ATLANTIC COMMON STOCKS 07785310 109,316.00 1,624.00 (c) N/A (a)
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BELL ATLANTIC COMMON STOCKS 07785310 51,831.00 770.00 (c) N/A (c)
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BELLSOUTH CORP COMMON STOCKS 07986010 43,560.00 968.00 (c) N/A (b)
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BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 9,253,750.00 538,400.00 (a) N/A (a)
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BERGEN BRUNSWIG CORP COMMON STOCKS 08373910 297,762.00 28,700.00 (a) N/A (a)
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BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 4,252,096.00 2,291.00 (c) N/A (b)
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BERKSHIRE REALTY COMPANY INC COMMON STOCKS 08471010 36,000.00 3,000.00 (c) N/A (b)
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BESTFOODS COMMON STOCKS 08658U10 912,984.00 18,800.00 (a) N/A (c)
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BESTFOODS COMMON STOCKS 08658U10 19,425.00 400.00 (c) N/A (b)
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BETHLEHEM STEEL CORP CONV PFD CONVERTIBLES 08750930 20,475.00 400.00 (a) N/A (a)
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BINDLEY WESTERN INDS COMMON STOCKS 09032410 115,134.00 8,044.00 (a) N/A (a)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 1,594,468.00 111,400.00 (c) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 4,665,700.00 59,200.00 (a) N/A (a)
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BIOGEN INC COMMON STOCKS 09059710 11,798,231.00 149,700.00 (a) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 126,100.00 1,600.00 (c) N/A (b)
BIOMATRIX INC COMMON STOCKS 09060P10 2,244.00 100.00 (c) N/A (b)
BIONOVA HOLDING CORP COMMON STOCKS 09063Q10 1,306.00 550.00 (c) N/A (b)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 1,875.00 500.00 (c) N/A (b)
BIORA AB SPONSORED ADR COMMON STOCKS 09065Q10 7,695.00 760.00 (a) N/A (b)
BIORA AB SPONSORED ADR COMMON STOCKS 09065Q10 103,275.00 10,200.00 (a) N/A (c)
BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 19,188.00 2,000.00 (c) N/A (a)
BISYS GROUP INC COMMON STOCKS 05547210 6,716,224.00 143,184.00 (a) N/A (a)
BISYS GROUP INC COMMON STOCKS 05547210 17,181,759.00 366,300.00 (a) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 12,779,081.00 401,700.00 (a) N/A (a)
BJ SERVICES CO COMMON STOCKS 05548210 314,944.00 9,900.00 (a) N/A (b)
BJ SERVICES CO COMMON STOCKS 05548210 9,750,531.00 306,500.00 (a) N/A (c)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 4,517,150.00 152,800.00 (a) N/A (a)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 16,469,269.00 557,100.00 (a) N/A (c)
BLACKROCK 2001 TERM TRUST FUND FXD INC FUNDS 09247710 35,100.00 3,900.00 (a) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 418,390.00 9,632.00 (a) N/A (a)
BLOCK [H & R] INC COMMON STOCKS 09367110 282,778.00 6,510.00 (a) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 119,019.00 2,740.00 (c) N/A (b)
BLOCK DRUG CO INC CL A COMMON STOCKS 09364410 29,612.00 824.00 (c) N/A (b)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 226,875.00 16,500.00 (a) N/A (a)
BLUEFLY INC COMMON STOCKS 09622710 4,656.00 500.00 (a) N/A (b)
BMC INDUSTRIES INC COMMON STOCKS 05560710 2,093.00 170.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 8,826,944.00 123,346.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 3,957,120.00 55,296.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 23,268,547.00 325,150.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 12,084,188.00 283,500.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 1,615,488.00 37,900.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 9,501,112.00 222,900.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 4,262.00 100.00 (c) N/A (b)
BOEING CO COMMON STOCKS 09702310 24,722.00 580.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 61,945.00 1,700.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 327,942.00 9,000.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 47,438.00 11,500.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 1,054,598.00 71,800.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 521,424.00 35,500.00 (a) N/A (c)
BORDERS GROUP INC COMMON STOCKS 09970910 441.00 30.00 (c) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 498,680.00 16,250.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 307.00 10.00 (a) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 300,742.00 9,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 1,767,150.00 71,400.00 (a) N/A (a)
BOWATER INC COMMON STOCKS 10218310 (504,000.00) (9,600.00) (a) N/A (a)
BOWNE & CO INC COMMON STOCKS 10304310 24,250.00 2,000.00 (a) N/A (b)
BOYD GAMING CORP COMMON STOCKS 10330410 480.00 80.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 19,533,274.00 176,273.14 (a) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 11,493,528.00 103,720.50 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 30,275,305.00 273,212.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 3,401,833.00 30,699.00 (c) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 4,148,044.00 37,433.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 41,887.00 378.00 (c) N/A (c)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 759,334.00 33,285.00 (a) N/A (a)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 19,163.00 840.00 (a) N/A (c)
BRASIL DISTR PAO ACU SP ADR COMMON STOCKS 20440T20 4,893,989.00 247,009.00 (a) N/A (a)
BRASIL DISTR PAO ACU SP ADR COMMON STOCKS 20440T20 2,050,646.00 103,500.00 (a) N/A (c)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 1,097.00 266.00 (a) N/A (a)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 8,250.00 2,000.00 (a) N/A (b)
BREED TECHNOLOGIES INC COMMON STOCKS 10670210 562.00 1,000.00 (a) N/A (b)
BRIGGS & STRATTON COMMON STOCKS 10904310 134,262.00 2,300.00 (a) N/A (a)
BRILLIANT DIGITAL ENTERTAINMENT INC COMMON STOCKS 10950210 3,150.00 900.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 78,717,892.00 1,166,191.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 29,742,795.00 440,634.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 27,162,000.00 402,400.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 2,588,625.00 38,350.00 (c) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 4,553,280.00 67,456.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 203,175.00 3,010.00 (c) N/A (c)
BRITISH AEROSPACE SPONS ADR COMMON STOCKS 11041820 31,632.00 1,200.00 (a) N/A (a)
BRITISH SKY BROADCASTING ADR COMMON STOCKS 11101310 22,900.00 400.00 (a) N/A (a)
BRITISH STEEL PLC ADR FULLY PAID COMMON STOCKS 11101530 8,626.00 335.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 160,361.00 1,035.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 9,296.00 60.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 24,945.00 161.00 (c) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 23,194,873.00 212,797.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 1,090.00 10.00 (c) N/A (b)
BROADVISION INC COMMON STOCKS 11141210 17,899,967.00 134,523.00 (a) N/A (a)
BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCKS 11162110 41,630,820.00 198,242.00 (a) N/A (a)
BROKEN HILL PROPR SPON ADR COMMON STOCKS 11216960 2,395.00 103.00 (a) N/A (a)
BROKEN HILL PROPR SPON ADR COMMON STOCKS 11216960 10,951.00 471.00 (c) N/A (c)
BROOKE GROUP LTD COMMON STOCKS 11252510 311,137.00 18,715.00 (c) N/A (c)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 224,550.00 3,600.00 (a) N/A (a)
BRUNSWICK CORP COMMON STOCKS 11704310 29,850.00 1,200.00 (a) N/A (a)
BSB BANCORP INC COMMON STOCKS 05565210 54,000.00 2,250.00 (a) N/A (b)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 1,296,000.00 48,000.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 27,000.00 1,000.00 (a) N/A (b)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 9,450.00 350.00 (c) N/A (c)
BUDGET GROUP INC CL A COMMON STOCKS 11900310 3,531.00 500.00 (a) N/A (b)
BUFFETS INC COMMON STOCKS 11988210 855,600.00 73,600.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 83,700.00 7,200.00 (a) N/A (c)
BUILDING ONE SERVICES CORP COMMON STOCKS 12011410 61.00 5.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 246,785.00 8,974.00 (a) N/A (a)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 58,658.00 2,133.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 3,971,000.00 144,400.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 66,150.00 1,800.00 (a) N/A (a)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 36,750.00 1,000.00 (a) N/A (b)
BURNS INTERNATIONAL SERVICES COMMON STOCKS 12237410 364,425.00 22,600.00 (c) N/A (c)
BURR-BROWN CORP COMMON STOCKS 12257410 17,447,150.00 441,700.00 (a) N/A (a)
BURR-BROWN CORP COMMON STOCKS 12257410 950,962.00 24,075.00 (a) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 53,544,146.00 1,355,548.00 (a) N/A (c)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 7,333,759.00 124,301.00 (a) N/A (a)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 495,600.00 8,400.00 (a) N/A (b)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 22,437,700.00 380,300.00 (a) N/A (c)
C R ANTHONY CO COMMON STOCKS 22799610 - 9,250.00 (a) N/A (a)
C WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H11 9,726.00 517.00 (a) N/A (a)
C WTS-MARVEL ENTERPRISES INC @ 08.50 WARRANTS 57383M14 3.00 10.00 (c) N/A (b)
CABLE & WIRELESS COMMUNICATIONS PLC COMMON STOCKS 12682P10 8,861.00 170.00 (a) N/A (b)
CABLE & WIRELESS PUB LTD CO COMMON STOCKS 12683020 3,312.00 100.00 (a) N/A (a)
CABLE & WIRELESS PUB LTD CO COMMON STOCKS 12683020 10,136.00 306.00 (a) N/A (b)
CABLETRON SYS INC COMMON STOCKS 12692010 8,990,503.00 573,100.00 (a) N/A (a)
CABLETRON SYS INC COMMON STOCKS 12692010 40,476,888.00 2,580,200.00 (a) N/A (c)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 814,800.00 11,200.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 28,372.00 390.00 (c) N/A (c)
CABOT CORP COMMON STOCKS 12705510 199,500.00 8,400.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 57,000.00 2,400.00 (a) N/A (b)
CABOT OIL & GAS CORP CL A COMMON STOCKS 12709710 56,235.00 3,260.00 (a) N/A (b)
CADBURY SCHWEPPES ADR 10 ORD COMMON STOCKS 12720930 24,919.00 900.00 (a) N/A (a)
CADBURY SCHWEPPS DELAWARE L.P. 8.625% PREFERREDS 12720720 10,050.00 400.00 (a) N/A (b)
CADENCE DESIGN SYSTEMS INC COMMON STOCKS 12738710 3,379,555.00 252,677.00 (a) N/A (a)
CALGON CARBON CORP COMMON STOCKS 12960310 2,725.00 400.00 (c) N/A (b)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 1,142,600.00 78,800.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 466,900.00 32,200.00 (a) N/A (c)
CALIFORNIA FEDERAL PFD CAPITAL CORP PREFERREDS 13021420 587,500.00 25,000.00 (a) N/A (b)
CALLAWAY GOLF CO COMMON STOCKS 13119310 2,438.00 200.00 (c) N/A (b)
CALLON PETROLEUM CORP COMMON STOCKS 13123X10 122.00 8.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 270,483.00 18,654.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 270,483.00 18,654.00 (a) N/A (b)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 1,503,650.00 103,700.00 (a) N/A (c)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 9,788.00 675.00 (c) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 2,566,600.00 65,600.00 (a) N/A (a)
CAMPBELL SOUP CO COMMON STOCKS 13442910 117,375.00 3,000.00 (a) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 391,250.00 10,000.00 (c) N/A (a)
CANADIAN NATIONAL RAILWAY COMMON STOCKS 13637510 2,558,417.00 84,400.00 (a) N/A (a)
CANADIAN PACIFIC LTD COMMON STOCKS 13592310 11,406.00 500.00 (a) N/A (b)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 8,176.00 276.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 37,505.00 1,266.00 (c) N/A (c)
CAPITAL GAMING INTL INC COMMON STOCKS 14018030 1.00 17.00 (a) N/A (a)
CAPITAL GAMING INTL WARRANTS WARRANTS 140180$W1 - 5,687.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 1,544,400.00 39,600.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 - 36,419.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 - 2,528.00 (a) N/A (c)
CARAUSTAR INDUSTRIES INC COMMON STOCKS 14090910 3,514,665.00 137,830.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 174,400.00 3,200.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 98,100.00 1,800.00 (a) N/A (b)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 16,350.00 300.00 (c) N/A (b)
CAREINSITE INC COMMON STOCKS 14170M10 820,125.00 16,200.00 (a) N/A (a)
CAREINSITE INC COMMON STOCKS 14170M10 298,688.00 5,900.00 (a) N/A (c)
CAREY DIVERSIFIED LLC COMMON STOCKS 14174P10 10,000.00 500.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 1,029,147.00 118,463.00 (a) N/A (a)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 1,738.00 200.00 (a) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 53,515.00 6,160.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 156,375.00 18,000.00 (c) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 26,152,852.00 601,215.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 7,888,638.00 181,348.00 (a) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 21,750.00 500.00 (a) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 456,750.00 10,500.00 (c) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 1,722,600.00 39,600.00 (c) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 8,108,400.00 186,400.00 (c) N/A (c)
CAROLINA POWER & LIGHT CO 8.55% QTRLY PREFERREDS 14414185 12,438.00 500.00 (a) N/A (b)
CAROLINA PWR & LT CO COMMON STOCKS 14414110 141,500.00 4,000.00 (a) N/A (a)
CARRIER ACCESS CORP COMMON STOCKS 14446010 8,144,866.00 194,795.00 (a) N/A (a)
CARRIER ACCESS CORP COMMON STOCKS 14446010 150,274.00 3,594.00 (a) N/A (b)
CARRIER ACCESS CORP COMMON STOCKS 14446010 75,137.00 1,797.00 (a) N/A (c)
CARRIER1 INTL SA - WT WARRANTS 14450011 38,500.00 3,850.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 13,000.00 1,300.00 (a) N/A (c)
CARSON INC CL A COMMON STOCKS 14584510 5,750.00 2,000.00 (c) N/A (b)
CASE CORPORATION COMMON STOCKS 14743R10 1,105,840.00 22,200.00 (a) N/A (a)
CASE CORPORATION COMMON STOCKS 14743R10 8,336,122.00 167,350.00 (a) N/A (c)
CASELLA WASTE SYSTEMS INC COMMON STOCKS 14744810 36,712.00 2,200.00 (a) N/A (a)
CASEY'S GENERAL STORES INC COMMON STOCKS 14752810 315,041.00 23,500.00 (c) N/A (c)
CASTLE & COOKE INC COMMON STOCKS 14843310 18,450.00 1,200.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 11,224,594.00 132,346.00 (a) N/A (a)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 220,512.00 2,600.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 17,853,031.00 210,500.00 (a) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 84,812.00 1,000.00 (c) N/A (b)
CATERPILLAR INC COMMON STOCKS 14912310 745,451.00 13,600.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 6,196,553.00 113,050.00 (a) N/A (c)
CATERPILLAR INC COMMON STOCKS 14912310 197,325.00 3,600.00 (c) N/A (b)
CB RICHARD ELLIS SERVICES INC COMMON STOCKS 12489L10 6,125,625.00 405,000.00 (a) N/A (a)
CB RICHARD ELLIS SERVICES INC COMMON STOCKS 12489L10 17,808,175.00 1,177,400.00 (a) N/A (c)
CBRL GROUP INC COMMON STOCKS 12489V10 7,750.00 500.00 (c) N/A (b)
CBS INC COMMON STOCKS 12490K10 46,936,766.00 1,014,849.00 (a) N/A (a)
CBS INC COMMON STOCKS 12490K10 29,158,359.00 630,451.00 (a) N/A (b)
CBS INC COMMON STOCKS 12490K10 26,200,162.00 566,490.00 (a) N/A (c)
CBS INC COMMON STOCKS 12490K10 3,658,838.00 79,110.00 (c) N/A (a)
CBS INC COMMON STOCKS 12490K10 3,698,474.00 79,967.00 (c) N/A (b)
CCB FINANCIAL CORP COMMON STOCKS 12487510 (41,625.00) (1,000.00) (a) N/A (a)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 10,422,600.00 239,600.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 617,700.00 14,200.00 (a) N/A (b)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 21,819,600.00 501,600.00 (a) N/A (c)
CDNOW INC COMMON STOCKS 12508610 186,562.00 15,000.00 (a) N/A (a)
CDW COMPUTER CENTERS INC COMMON STOCKS 12512910 298,138.00 6,100.00 (a) N/A (a)
CDW COMPUTER CENTERS INC COMMON STOCKS 12512910 2,614,812.00 53,500.00 (a) N/A (c)
CELESTICA INC COMMON STOCKS 15101Q10 5,908,904.00 119,674.00 (a) N/A (a)
CELESTICA INC COMMON STOCKS 15101Q10 1,585,481.00 32,111.00 (a) N/A (b)
CELLSTAR CORP COMMON STOCKS 15092510 225.00 30.00 (a) N/A (b)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 20,716,404.00 858,711.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 4,227,134.00 175,218.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 10,615.00 440.00 (c) N/A (c)
CEMIG ADR(CIA ENER DE MIN GER) COMMON STOCKS 20440960 404,150.00 27,400.00 (a) N/A (a)
CENDANT CORP COMMON STOCKS 15131310 179,825.00 10,131.00 (a) N/A (b)
CENDANT CORP COMMON STOCKS 15131310 3,550.00 200.00 (c) N/A (b)
CENTENNIAL HEALTHCARE CORP COMMON STOCKS 15093710 289,139.00 100,570.00 (a) N/A (a)
CENTER TRUST INC COMMON STOCKS 15184510 1,432,900.00 128,800.00 (a) N/A (a)
CENTER TRUST INC COMMON STOCKS 15184510 22,250.00 2,000.00 (c) N/A (b)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 1,027,688.00 30,450.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 50,625.00 1,500.00 (a) N/A (c)
CENTEX CORP COMMON STOCKS 15231210 59,126.00 2,000.00 (a) N/A (a)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 2,371,500.00 1,800.00 (a) N/A (a)
CENTOCOR INC. COMMON STOCKS 15234210 392,372.00 6,700.00 (a) N/A (a)
CENTRAL & SOUTH WEST CORP COMMON STOCKS 15235710 21,125.00 1,000.00 (a) N/A (a)
CENTRAL EUROPEAN EQUITY FUND COMMON STOCKS 15343610 18,470.00 1,500.00 (a) N/A (a)
CENTRAL EUROPEAN EQUITY FUND COMMON STOCKS 15343610 61,636.00 5,006.00 (a) N/A (b)
CENTRAL EUROPEAN MEDIA ENTER COMMON STOCKS G2004510 681,498.00 436,100.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENTER COMMON STOCKS G2004510 10,938.00 7,000.00 (a) N/A (b)
CENTRAL EUROPEAN MEDIA ENTER COMMON STOCKS G2004510 942,031.00 602,900.00 (a) N/A (c)
CENTRAL EUROPEAN MEDIA ENTER COMMON STOCKS G2004510 3,125.00 2,000.00 (c) N/A (b)
CENTRAL EUROPEAN VALUE FUND INC EQUITY FUNDS 15345510 1,000.00 100.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 133,500.00 3,000.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 3,052,700.00 68,600.00 (a) N/A (c)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 44,500.00 1,000.00 (c) N/A (b)
CENTRAL SECURITIES CORP EQUITY FUNDS 15512310 341,325.00 13,320.00 (c) N/A (b)
CENTRAL VERMONT PUB SERV COMMON STOCKS 15577110 92,316.00 7,000.00 (a) N/A (a)
CENTRAL VERMONT PUB SERV COMMON STOCKS 15577110 1,205,383.00 91,400.00 (c) N/A (c)
CENTURY BANCORP INC CL A COMMON STOCKS 15643210 3,990,683.00 223,255.00 (a) N/A (c)
CENTURYTEL INC COMMON STOCKS 15670010 991,250.00 24,400.00 (a) N/A (a)
CERIDIAN CORP COMMON STOCKS 15677T10 447,750.00 18,000.00 (a) N/A (b)
CERNER CORP COMMON STOCKS 15678210 73,200.00 4,800.00 (a) N/A (a)
CERNER CORP COMMON STOCKS 15678210 855,525.00 56,100.00 (c) N/A (c)
CHAMPION ENTERPRISES INC COMMON STOCKS 15849610 54,000.00 6,000.00 (a) N/A (a)
CHAMPION ENTERPRISES INC COMMON STOCKS 15849610 605,700.00 67,300.00 (c) N/A (c)
CHAMPION INTL CORP COMMON STOCKS 15852510 256,875.00 5,000.00 (c) N/A (c)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 3,385,200.00 130,200.00 (a) N/A (a)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 2,550,600.00 98,100.00 (a) N/A (c)
CHAPARRAL RESOURCES INC COMMON STOCKS 15942030 336.00 34.00 (c) N/A (b)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 15,257,733.00 456,300.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 448,062.00 13,400.00 (a) N/A (b)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 3,410,625.00 102,000.00 (a) N/A (c)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 669.00 20.00 (c) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 6,688.00 200.00 (c) N/A (b)
CHARTER ONE FINANCIAL INC COMMON STOCKS 16090310 104,710.00 4,528.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 34,921,916.00 463,309.00 (a) N/A (a)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 414,186.00 5,495.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 2,419,538.00 32,100.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 545,338.00 7,235.00 (c) N/A (b)
CHATTEM INC COMMON STOCKS 16245610 129,223.00 5,857.00 (a) N/A (a)
CHC HELICOPTER WARRANTS WARRANTS 12541C12 20,000.00 20,000.00 (a) N/A (a)
CHECKERS DRIVE-IN RESTAURANTS WARRANTS 16280911 230.00 2,914.00 (a) N/A (c)
CHECKFREE HOLDINGS CORP COMMON STOCKS 16281610 7,898,673.00 192,065.00 (a) N/A (a)
CHECKPOINT SYSTEMS INC COMMON STOCKS 16282510 13,969.00 1,500.00 (a) N/A (b)
CHEESECAKE FACTORY INC COMMON STOCKS 16307210 2,081.00 75.00 (c) N/A (b)
CHEMDEX CORP COMMON STOCKS 16359510 280,394.00 9,100.00 (a) N/A (c)
CHEMED CORP COMMON STOCKS 16359610 523,325.00 17,300.00 (c) N/A (c)
CHESAPEAKE CORP COMMON STOCKS 16515910 27,225.00 900.00 (a) N/A (a)
CHESAPEAKE CORP COMMON STOCKS 16515910 72,600.00 2,400.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 119,585,300.00 1,347,440.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 934,271.00 10,527.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 2,618,125.00 29,500.00 (a) N/A (c)
CHEVRON CORP COMMON STOCKS 16675110 406,652.00 4,582.00 (c) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 604,920.00 6,816.00 (c) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 23,296,875.00 262,500.00 (c) N/A (c)
CHI ENERGY INC SR B WT WARRANTS 12541X11 27,295.00 11,368.00 (a) N/A (a)
CHI ENERGY INC SR C WT WARRANTS 12541X12 17,715.00 7,378.00 (a) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 314,747.00 7,881.00 (a) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 291,743.00 7,305.00 (a) N/A (b)
CHICAGO TITLE CORP COMMON STOCKS 16822810 115,819.00 2,900.00 (c) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 1,138,233.00 28,500.00 (c) N/A (c)
CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 3,682,200.00 193,800.00 (a) N/A (a)
CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 383,800.00 20,200.00 (a) N/A (b)
CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 792,300.00 41,700.00 (a) N/A (c)
CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 7,083,919.00 370,401.00 (a) N/A (a)
CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 2,409,196.00 125,971.00 (a) N/A (c)
CHINA FUND INC EQUITY FUNDS 16937310 308.00 30.00 (c) N/A (b)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 1,353,705.00 21,900.00 (a) N/A (a)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 1,848,209.00 29,900.00 (a) N/A (c)
CHIQUITA BRANDS INTL COMMON STOCKS 17003210 86,695.00 14,600.00 (a) N/A (a)
CHIQUITA BRANDS INTL COMMON STOCKS 17003210 381,220.00 64,200.00 (c) N/A (c)
CHIREX INC COMMON STOCKS 17003810 8,525,869.00 330,300.00 (a) N/A (a)
CHIREX INC COMMON STOCKS 17003810 663,381.00 25,700.00 (a) N/A (b)
CHIREX INC COMMON STOCKS 17003810 10,214,006.00 395,700.00 (a) N/A (c)
CHIRON CORP COMMON STOCKS 17004010 14,287.00 516.00 (a) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 487,300.00 17,600.00 (a) N/A (c)
CHIRON CORP COMMON STOCKS 17004010 13,844.00 500.00 (c) N/A (a)
CHIRON CORP COMMON STOCKS 17004010 3,433.00 124.00 (c) N/A (b)
CHITTENDEN CORP COMMON STOCKS 17022810 336,300.00 11,800.00 (c) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 358,376.00 20,927.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 34,250.00 2,000.00 (a) N/A (c)
CHOICEPOINT INC COMMON STOCKS 17038810 7,681.00 114.00 (c) N/A (b)
CHRIS CRAFT INDS INC COMMON STOCKS 17052010 (134,700.00) (2,400.00) (a) N/A (a)
CHROMAVISION MEDICAL SYSTEMS INC COMMON STOCKS 17111P10 2,500.00 200.00 (c) N/A (b)
CHUBB CORP COMMON STOCKS 17123210 46,449.00 936.00 (a) N/A (a)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 2,824,680.00 235,390.00 (a) N/A (a)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 156,840.00 13,070.00 (a) N/A (c)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 7,097,964.00 392,956.00 (a) N/A (a)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 3,616,068.00 200,192.00 (a) N/A (c)
CIA PARANAENSE ENERGI SP ADR COMMON STOCKS 20441B40 1,159,682.00 176,700.00 (a) N/A (a)
CIA PARANAENSE ENERGI SP ADR COMMON STOCKS 20441B40 100,414.00 15,300.00 (a) N/A (c)
CIA SIDERURGICA NACL SP ADR COMMON STOCKS 20440W10 1,421,400.00 55,200.00 (a) N/A (a)
CIA SIDERURGICA NACL SP ADR COMMON STOCKS 20440W10 381,100.00 14,800.00 (a) N/A (c)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 2,820,610.00 133,520.00 (a) N/A (a)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 583,050.00 27,600.00 (a) N/A (c)
CIC I ACQUISITION CORP COMMON STOCKS 12541@99 400,384.00 5,888.00 (a) N/A (a)
CIENA CORP COMMON STOCKS 17177910 51,262,170.00 1,404,443.00 (a) N/A (a)
CIENA CORP COMMON STOCKS 17177910 7,457,607.00 204,318.00 (a) N/A (b)
CIENA CORP COMMON STOCKS 17177910 1,335,900.00 36,600.00 (a) N/A (c)
CIENA CORP COMMON STOCKS 17177910 14,600.00 400.00 (c) N/A (b)
CIFRA SA ADR V COMMON STOCKS 17178540 16,930,276.00 1,088,064.00 (a) N/A (a)
CIFRA SA ADR V COMMON STOCKS 17178540 6,101,263.00 392,112.00 (a) N/A (c)
CIFRA SA ADR V COMMON STOCKS 17178540 7,982.00 513.00 (c) N/A (c)
CIGNA CORP COMMON STOCKS 12550910 4,439,525.00 57,100.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 1,107,938.00 14,250.00 (a) N/A (b)
CIGNA CORP COMMON STOCKS 12550910 10,643,975.00 136,900.00 (a) N/A (c)
CINCINNATI BELL COMMON STOCKS 17187010 782,963.00 40,280.00 (a) N/A (a)
CINCINNATI BELL COMMON STOCKS 17187010 377,097.00 19,400.00 (a) N/A (c)
CINCINNATI FINANCIAL CORP COMMON STOCKS 17206210 (60,050.00) (1,600.00) (a) N/A (a)
CINCINNATI GAS & ELECTRIC CO 8.28% JR PREFERREDS 17207083 12,188.00 500.00 (a) N/A (b)
CINERGY CORP COMMON STOCKS 17247410 7,078.00 250.00 (a) N/A (a)
CIRCUIT CITY COMMON STOCKS 17273710 1,738,146.00 41,200.00 (a) N/A (a)
CIRCUIT CITY COMMON STOCKS 17273710 91,970.00 2,180.00 (c) N/A (c)
CIRCUIT CITY STORES INC - CARMAX GROUP COMMON STOCKS 17273730 1,688.00 500.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 281,321,202.00 4,103,124.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 41,450,556.00 604,566.00 (a) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 38,875,654.00 567,010.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 3,771,212.00 55,004.00 (c) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 4,690,498.00 68,412.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 27,035,077.00 394,310.00 (c) N/A (c)
CIT GROUP INC COMMON STOCKS 12557710 20,562.00 1,000.00 (a) N/A (a)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 10,238.00 300.00 (c) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 32,700,008.00 743,182.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 19,709,756.00 447,949.00 (a) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 9,473,904.00 215,316.00 (a) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 2,389,508.00 54,307.00 (c) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 3,053,380.00 69,395.00 (c) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 2,134,000.00 48,500.00 (c) N/A (c)
CITIZENS UTILITIES CO CL-B COMMON STOCKS 17734220 (45,252.00) (4,000.00) (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 141,169,436.00 2,279,224.00 (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 1,381,206.00 22,300.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 108,904,706.00 1,758,300.00 (a) N/A (c)
CITY INVESTING LIQUIDATING TRUST UBI COMMON STOCKS 17790010 13,589.00 10,606.00 (a) N/A (b)
CITY NATIONAL CORP COMMON STOCKS 17856610 114,112.00 3,400.00 (a) N/A (a)
CLAIRE'S STORES INC COMMON STOCKS 17958410 6,625.00 400.00 (c) N/A (b)
CLARIFY INC COMMON STOCKS 18049210 2,245,195.00 44,625.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 170,034.00 10,200.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 152,030.00 9,120.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 45,009.00 2,700.00 (c) N/A (c)
CLEAR CHANNEL COMM CNV SR NTS CONVERTIBLES 184502AB 8,188,125.00 5,955.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 30,530,621.00 382,230.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 18,564,787.00 232,423.00 (a) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 5,798,925.00 72,600.00 (a) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 7,132,838.00 89,300.00 (c) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 1,319,136.00 16,515.00 (c) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 2,364,300.00 29,600.00 (c) N/A (c)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 49,046.00 9,570.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 18,604.00 3,630.00 (a) N/A (c)
CLECO CORP COMMON STOCKS 12561W10 97,312.00 3,000.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 3,183,165.00 83,220.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 2,554,718.00 66,790.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 187,425.00 4,900.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 15,300.00 400.00 (c) N/A (a)
CLOROX CO COMMON STOCKS 18905410 99,450.00 2,600.00 (c) N/A (b)
CMS ENERGY CORP COMMON STOCKS 12589610 2,966,181.00 87,400.00 (a) N/A (a)
CMS ENERGY CORP COMMON STOCKS 12589610 237,562.00 7,000.00 (a) N/A (b)
CNA FINANCIAL CORP COMMON STOCKS 12611710 70,000.00 2,000.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 21,000.00 600.00 (a) N/A (b)
COASTAL CORP COMMON STOCKS 19044110 450,722.00 11,010.00 (a) N/A (b)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 6,527,830.00 472,586.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 1,102,471.00 79,814.00 (a) N/A (c)
COCA-COLA BOTT CO CONS COMMON STOCKS 19109810 112,188.00 2,000.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 98,944,634.00 2,050,666.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 4,756,919.00 98,589.00 (a) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 1,597,075.00 33,100.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 4,487,250.00 93,000.00 (c) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 1,934,922.00 40,102.00 (c) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 17,319,338.00 358,950.00 (c) N/A (c)
COCA-COLA ENTERPRISES INC COMMON STOCKS 19121910 4,287.00 190.00 (a) N/A (b)
COCA-COLA ENTERPRISES INC COMMON STOCKS 19121910 203,062.00 9,000.00 (c) N/A (a)
COEUR D'ALENE MINES CORP MANDATORY CONVERTIBLES 19210820 3,488.00 600.00 (c) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 5,969.00 125.00 (a) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 233,975.00 4,900.00 (a) N/A (c)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 133,700.00 2,800.00 (c) N/A (b)
COGNEX CORP COMMON STOCKS 19242210 5,563,556.00 184,300.00 (a) N/A (a)
COGNEX CORP COMMON STOCKS 19242210 28,149,844.00 932,500.00 (a) N/A (c)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 656,250.00 87,500.00 (a) N/A (a)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 22,500.00 3,000.00 (a) N/A (c)
COINSTAR INC COMMON STOCKS 19259P30 399,547.00 40,204.00 (a) N/A (a)
COINSTAR INC. COMMON STOCKS 19259P30 10.00 1.00 (a) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 62,695,708.00 1,370,398.00 (a) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 6,504,094.00 142,166.00 (a) N/A (b)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 3,115,575.00 68,100.00 (a) N/A (c)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 3,579,022.00 78,230.00 (c) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 3,053,355.00 66,740.00 (c) N/A (b)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 8,690,670.00 189,960.00 (c) N/A (c)
COLLINS & AIKMAN CORP COMMON STOCKS 19483010 700.00 100.00 (c) N/A (b)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 1,536,439.00 15,963.00 (a) N/A (a)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 5,775.00 60.00 (a) N/A (b)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 59,421,746.00 2,804,500.00 (a) N/A (a)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 1,012,786.00 47,800.00 (a) N/A (c)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 1,102.00 52.00 (c) N/A (b)
COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 11,617,380.00 548,300.00 (c) N/A (c)
COMAIR HOLDINGS INC COMMON STOCKS 19978910 28,152.00 1,687.00 (c) N/A (b)
COMBINED BROADCASTING COMMON STOCKS 20099F98 - 85,918.00 (a) N/A (a)
COMCAST CORP CL A COMMON STOCKS 20030010 1,723,788.00 47,800.00 (a) N/A (a)
COMCAST CORP CL A COMMON STOCKS 20030010 1,244,156.00 34,500.00 (a) N/A (b)
COMCAST CORP CL A COMMON STOCKS 20030010 3,025,644.00 83,900.00 (a) N/A (c)
COMCAST CORP CL A COMMON STOCKS 20030010 21,638.00 600.00 (c) N/A (b)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 15,676,816.00 393,149.00 (a) N/A (a)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 13,504,466.00 338,670.00 (a) N/A (b)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 6,830,588.00 171,300.00 (a) N/A (c)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 1,176,312.00 29,500.00 (c) N/A (a)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 331,760.00 8,320.00 (c) N/A (b)
COMERICA INC COMMON STOCKS 20034010 2,035,125.00 40,200.00 (a) N/A (a)
COMERICA INC COMMON STOCKS 20034010 263,250.00 5,200.00 (a) N/A (b)
COMERICA INC COMMON STOCKS 20034010 26,152,875.00 516,600.00 (a) N/A (c)
COMFORT SYSTEMS USA INC COMMON STOCKS 19990810 59.00 5.00 (a) N/A (b)
COMINCO COMMON STOCKS 20043510 18,530,165.00 1,135,914.00 (a) N/A (a)
COMINCO COMMON STOCKS 20043510 427,401.00 26,200.00 (a) N/A (c)
COMINCO COMMON STOCKS 20043510 5,019,788.00 307,717.00 (c) N/A (c)
COMINCO LTD COMMON STOCKS 2213066 3,477,034.00 212,897.00 (a) N/A (a)
COMINCO LTD COMMON STOCKS 2213066 436,064.00 26,700.00 (c) N/A (c)
COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 215,800.00 5,200.00 (a) N/A (a)
COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 1,373,650.00 33,100.00 (c) N/A (c)
COMMERCIAL FEDERAL CORP COMMON STOCKS 20164710 13,247.00 675.00 (a) N/A (a)
COMMERCIAL METALS CO COM COMMON STOCKS 20172310 138,000.00 4,800.00 (a) N/A (a)
COMMERCIAL METALS CO COM COMMON STOCKS 20172310 1,325,375.00 46,100.00 (c) N/A (c)
COMMODORE APPLIED TECH COMMON STOCKS 20263010 7,190.00 5,000.00 (a) N/A (a)
COMMONWEALTH TELEPHONE ENTERPRISES COMMON STOCKS 20334910 4,237,200.00 96,300.00 (a) N/A (a)
COMMSCOPE INC COMMON STOCKS 20337210 5,245,500.00 161,400.00 (a) N/A (a)
COMMSCOPE INC COMMON STOCKS 20337210 331,500.00 10,200.00 (a) N/A (c)
COMMUNITY FIRST BANKSHARES COMMON STOCKS 20390210 290,250.00 17,200.00 (c) N/A (c)
COMMUNITY TRUST BANCORP INC. COMMON STOCKS 20414910 110,609.00 5,100.00 (a) N/A (a)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 1,131,600.00 49,200.00 (a) N/A (a)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 239,200.00 10,400.00 (a) N/A (c)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 1,666,903.00 72,870.00 (a) N/A (a)
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COMPASS BANCSHARES INC COMMON STOCKS 20449H10 3,911,250.00 156,450.00 (a) N/A (c)
COMPETITIVE TECHNOLOGIES INC COMMON STOCKS 20451210 1,075.00 200.00 (c) N/A (b)
COMPUSA INC COMMON STOCKS 20493210 12,000.00 2,000.00 (c) N/A (a)
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COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 7,946.00 130.00 (a) N/A (b)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 1,170,544.00 19,150.00 (a) N/A (c)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 18,338.00 300.00 (c) N/A (b)
COMPUTER NETWORK TECHNOLOGY CORP COMMON STOCKS 20492510 2,080,412.00 223,400.00 (a) N/A (c)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 3,684,400.00 52,400.00 (a) N/A (a)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 423,281.00 6,020.00 (a) N/A (b)
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COMPUWARE CORPORATION COMMON STOCKS 20563810 5,212.00 200.00 (c) N/A (b)
COMSAT CORP COMMON STOCKS 20564D10 341,043.00 11,512.00 (a) N/A (a)
COMSAT CORP COMMON STOCKS 20564D10 19,878.00 671.00 (a) N/A (b)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 235,782.00 2,500.00 (a) N/A (a)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 2,225,787.00 23,600.00 (a) N/A (c)
CONAGRA INC COMMON STOCKS 20588710 6,671,879.00 295,700.00 (a) N/A (a)
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CONCENTRIC NETWORK CORP COMMON STOCKS 20589R10 392,620.00 19,329.00 (a) N/A (b)
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CONCORD COMMUNICATIONS INC COMMON STOCKS 20618610 554,512.00 13,950.00 (a) N/A (b)
CONCORD COMMUNICATIONS INC COMMON STOCKS 20618610 3,605,325.00 90,700.00 (a) N/A (c)
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CONCORD EFS INC COMMON STOCKS 20619710 24,974,812.00 1,210,900.00 (a) N/A (c)
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CONCUR TECHNOLOGIES INC COMMON STOCKS 20670810 119,700.00 4,200.00 (a) N/A (b)
CONECTIV INC COMMON STOCKS 20682910 614,262.00 31,300.00 (a) N/A (a)
CONECTIV INC COMMON STOCKS 20682910 372,875.00 19,000.00 (a) N/A (c)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 30,734.00 423.00 (a) N/A (b)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 59,288.00 816.00 (c) N/A (b)
CONOCO INC CL A COMMON STOCKS 20825130 277,500.00 10,000.00 (a) N/A (c)
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CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 47,559.00 1,146.00 (a) N/A (b)
CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 2,241,000.00 54,000.00 (c) N/A (c)
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CONSOLIDATED GRAPHICS INC COMMON STOCKS 20934110 96,888.00 2,300.00 (a) N/A (a)
CONSOLIDATED GRAPHICS INC COMMON STOCKS 20934110 897,262.00 21,300.00 (c) N/A (c)
CONSOLIDATED NATURAL GAS CO COMMON STOCKS 20961510 10,916.00 175.00 (a) N/A (b)
CONSOLIDATED STORES COMMON STOCKS 21014910 16,591.00 752.00 (a) N/A (a)
CONSOLIDATED STORES COMMON STOCKS 21014910 10,370.00 470.00 (a) N/A (c)
CONSTELLATION ENERGY GROUP INC COMMON STOCKS 21037110 42,188.00 1,500.00 (c) N/A (a)
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CONVERGYS CORP COMMON STOCKS 21248510 87,177.00 4,400.00 (a) N/A (c)
CONVERGYS CORP COMMON STOCKS 21248510 200,047.00 10,097.00 (c) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 16,651,525.00 441,100.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 1,479,800.00 39,200.00 (a) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 43,650,325.00 1,156,300.00 (a) N/A (c)
COOPER COMPANIES INC. COMMON STOCKS 21664840 275,806.00 8,933.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 151,550.00 2,800.00 (a) N/A (a)
COPPER MOUNTAIN NETWORKS INC COMMON STOCKS 21751010 1,813,838.00 20,700.00 (a) N/A (a)
COPPER MOUNTAIN NETWORKS INC COMMON STOCKS 21751010 1,025,212.00 11,700.00 (a) N/A (c)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 96,900.00 5,100.00 (a) N/A (a)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 1,157,100.00 60,900.00 (c) N/A (c)
CORE INC COMMON STOCKS 21867P10 3,154,725.00 400,600.00 (a) N/A (a)
CORE INC COMMON STOCKS 21867P10 8,253,000.00 1,048,000.00 (a) N/A (c)
CORECOMM LTD COMMON STOCKS G2422R10 4,102,366.00 124,550.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 61,758.00 1,875.00 (a) N/A (b)
CORECOMM LTD COMMON STOCKS G2422R10 11,594,000.00 352,000.00 (a) N/A (c)
CORIXA CORP COMMON STOCKS 21887F10 504,901.00 37,574.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 31,960.00 1,050.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 730,500.00 24,000.00 (a) N/A (c)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 684,855.00 22,500.00 (c) N/A (c)
CORNELL CORRECTIONS INC COMMON STOCKS 21914110 91,864.00 5,610.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 7,541,885.00 110,000.00 (a) N/A (a)
CORNING INC. COMMON STOCKS 21935010 1,851,188.00 27,000.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 12,053,288.00 175,800.00 (a) N/A (c)
CORNING INC. COMMON STOCKS 21935010 95,988.00 1,400.00 (c) N/A (c)
CORPORATE EXPRESS INC COMMON STOCKS 21988810 5,644.00 600.00 (a) N/A (b)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 7,062.00 1,000.00 (c) N/A (b)
COST PLUS INC COMMON STOCKS 22148510 24,250.00 500.00 (a) N/A (a)
COSTCO COS CNV SUB NOTES CONVERTIBLES 22160QAC 5,412,000.00 6,150.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 5,384,520.00 74,785.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 4,538,880.00 63,040.00 (a) N/A (b)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 21,600.00 300.00 (a) N/A (c)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 201,600.00 2,800.00 (c) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 1,106,640.00 15,370.00 (c) N/A (b)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 4,410,541.00 316,440.00 (a) N/A (a)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 59,933.00 4,300.00 (a) N/A (c)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 634,179.00 45,500.00 (c) N/A (c)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 1,460,925.00 45,300.00 (a) N/A (a)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 2,128.00 66.00 (a) N/A (b)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 11,855,100.00 367,600.00 (a) N/A (c)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 22,898.00 710.00 (c) N/A (c)
COUNTY SAV BK SANTA BARBARA PREFERREDS 22240799 - 200.00 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 56,540,571.00 1,296,988.00 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 456,906.00 10,481.00 (a) N/A (b)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 1,150,875.00 26,400.00 (a) N/A (c)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 5,768,761.00 132,330.00 (c) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 596,450.00 13,682.00 (c) N/A (b)
COVANCE INC COMMON STOCKS 22281610 30,031.00 3,100.00 (a) N/A (a)
COVANCE INC COMMON STOCKS 22281610 19,375.00 2,000.00 (a) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 7,549,277.00 180,821.00 (a) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 5,378,694.00 128,831.00 (a) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 2,246,568.00 53,810.00 (a) N/A (c)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 526,468.00 12,610.00 (c) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 538,784.00 12,905.00 (c) N/A (b)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 22404430 2,853,000.00 50,000.00 (a) N/A (a)
COX RADIO INC COMMON STOCKS 22405110 2,118,200.00 35,600.00 (a) N/A (a)
COX RADIO INC COMMON STOCKS 22405110 1,142,400.00 19,200.00 (a) N/A (c)
COYOTE NETWORK SYSTEMS INC COMMON STOCKS 22406P10 1,902.00 358.00 (c) N/A (b)
CPI CORP COMMON STOCKS 12590210 44,444.00 1,300.00 (a) N/A (a)
CPI CORP COMMON STOCKS 12590210 119,656.00 3,500.00 (a) N/A (b)
CRANE CO COMMON STOCKS 22439910 62,826.00 2,800.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 623,514.00 59,735.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 91,228.00 8,740.00 (a) N/A (c)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 342,000.00 19,000.00 (a) N/A (a)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 63,900.00 3,550.00 (a) N/A (b)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 180,000.00 10,000.00 (c) N/A (a)
CRITICAL PATH INC COMMON STOCKS 22674V10 6,519,671.00 161,603.00 (a) N/A (a)
CROSS [A.T.] CO CL A COMMON STOCKS 22747810 335.00 80.00 (c) N/A (b)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 10,918.00 1,091,758.00 (a) N/A (a)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 859.00 85,883.00 (a) N/A (c)
CROWN PACKAGING WARRANTS WARRANTS 22844311 150.00 3,000.00 (a) N/A (a)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 25,943,524.00 946,628.00 (a) N/A (a)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 3,068,020.00 111,946.00 (a) N/A (b)
CSX CORP COMMON STOCKS 12640810 84,750.00 2,000.00 (a) N/A (a)
CSX CORP COMMON STOCKS 12640810 35,426.00 836.00 (a) N/A (b)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 3,381,210.00 205,700.00 (a) N/A (a)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 313,956.00 19,100.00 (a) N/A (b)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 7,595,769.00 462,100.00 (a) N/A (c)
CTG RESOURCES INC COMMON STOCKS 12595710 336,062.00 9,500.00 (c) N/A (c)
CTS CORP COMMON STOCKS 12650110 218,500.00 3,800.00 (a) N/A (a)
CUBIST PHARMACEUTICALS INC COMMON STOCKS 22967810 307,899.00 35,959.00 (c) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 865,000.00 34,600.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 1,740,000.00 69,600.00 (a) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 200,000.00 8,000.00 (c) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 480,000.00 19,200.00 (c) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 682,500.00 27,300.00 (c) N/A (c)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 5,314,988.00 162,600.00 (a) N/A (a)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 539,344.00 16,500.00 (a) N/A (b)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 9,999,106.00 305,900.00 (a) N/A (c)
CURATIVE TECHNOLOGIES INC COMMON STOCKS 23126410 23,750.00 5,000.00 (c) N/A (a)
CV THERAPEUTICS INC COMMON STOCKS 12666710 694,658.00 47,498.00 (a) N/A (a)
CVS CORP COMMON STOCKS 12665010 1,277,431.00 31,300.00 (a) N/A (a)
CVS CORP COMMON STOCKS 12665010 388,535.00 9,520.00 (a) N/A (b)
CVS CORP COMMON STOCKS 12665010 187,738.00 4,600.00 (c) N/A (b)
CYBEAR INC COMMON STOCKS 23243P10 2,503.00 300.00 (c) N/A (b)
CYBERCASH INC COMMON STOCKS 23246210 3,656.00 500.00 (a) N/A (b)
CYBERCASH INC COMMON STOCKS 23246210 731.00 100.00 (c) N/A (b)
CYMER INC COMMON STOCKS 23257210 6,329,681.00 182,476.00 (a) N/A (a)
CYMER INC COMMON STOCKS 23257210 10,406.00 300.00 (c) N/A (b)
CYPRESS BIOSCIENCE INC COMMON STOCKS 23267410 5,500.00 2,000.00 (a) N/A (b)
CYPRESS SEMICONDUCTOR CORP COMMON STOCKS 23280610 7,337,864.00 341,296.00 (a) N/A (a)
CYPRUS MINERALS CO COMMON STOCKS 23280910 1,401,225.00 71,400.00 (a) N/A (a)
CYPRUS MINERALS CO COMMON STOCKS 23280910 1,059,750.00 54,000.00 (a) N/A (c)
CYPRUS MINERALS CO COMMON STOCKS 23280910 1,336,462.00 68,100.00 (c) N/A (c)
CYTEC INDUSTRIES INC COMMON STOCKS 23282010 61,053.00 2,598.00 (c) N/A (a)
D WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H12 9,564.00 517.00 (a) N/A (a)
D.R. HORTON INC COMMON STOCKS 23331A10 505,876.00 39,100.00 (c) N/A (c)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 865,886.00 12,470.00 (a) N/A (b)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 7.00 0.10 (a) N/A (c)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 8,610.00 124.00 (c) N/A (b)
DAIN RAUCHER CORP COMMON STOCKS 23385610 318,500.00 6,500.00 (c) N/A (c)
DAIRY MART CONVEN STRS WT WARRANTS 23386099 10,093.00 28,837.00 (a) N/A (a)
DAISY SYSTEM CORP CONV SUB DEB CONVERTIBLES 234050AA - 189,000.00 (a) N/A (a)
DANA CORP COMMON STOCKS 23581110 256,162.00 6,900.00 (a) N/A (a)
DANA CORP COMMON STOCKS 23581110 4,065,188.00 109,500.00 (a) N/A (c)
DANAHER CORP COMMON STOCKS 23585110 36,882.00 700.00 (a) N/A (a)
DARDEN RESTAURANTS INC COMMON STOCKS 23719410 277,795.00 14,200.00 (a) N/A (a)
DATA BROADCASTING CORP COMMON STOCKS 23759610 189.00 25.00 (c) N/A (b)
DATAPOINT SUB DEB CONV CONVERTIBLES 238100AB 851,000.00 2,300.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 27,490,834.00 457,700.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 322,656.00 5,372.00 (a) N/A (b)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 4,671,100.00 77,770.00 (c) N/A (c)
DEAN FOODS CO COMMON STOCKS 24236110 230,884.00 5,300.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 - 1,200.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 - 1,800.00 (a) N/A (c)
DEERE AND CO COMMON STOCKS 24419910 317,242.00 8,200.00 (a) N/A (a)
DEERE AND CO COMMON STOCKS 24419910 11,606.00 300.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 44,661,743.00 1,068,135.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 10,556,402.00 252,470.00 (a) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 819,535.00 19,600.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 3,987,658.00 95,370.00 (c) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 2,017,119.00 48,242.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 3,546,161.00 84,810.00 (c) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 205,172.00 12,773.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 2,217.00 138.00 (a) N/A (b)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 3,357.00 209.00 (a) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 3,196.00 199.00 (c) N/A (b)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 108,496.00 3,594.00 (a) N/A (a)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 987,148.00 32,700.00 (c) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 9,612,700.00 198,200.00 (a) N/A (a)
DELTA AIR LINES INC. COMMON STOCKS 24736110 703,250.00 14,500.00 (a) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 2,211,600.00 45,600.00 (c) N/A (c)
DELTIC TIMBER CORP COMMON STOCKS 24785010 30,599.00 1,345.00 (a) N/A (b)
DELUXE CORP COMMON STOCKS 24801910 68,000.00 2,000.00 (a) N/A (a)
DELUXE CORP COMMON STOCKS 24801910 578,000.00 17,000.00 (a) N/A (c)
DENDRITE INTERNATIONAL INC COMMON STOCKS 24823910 604,800.00 12,800.00 (c) N/A (c)
DEPARTMENT 56 INC COMMON STOCKS 24950910 2,394.00 100.00 (c) N/A (b)
DEPOMED INC COMMON STOCKS 24990810 54,298.00 20,200.00 (a) N/A (a)
DEPOMED INC COMMON STOCKS 24990810 22,310.00 8,300.00 (a) N/A (c)
DEPOMED INC WARRANTS 24990811 20,197.00 19,000.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 8,504.00 8,000.00 (a) N/A (c)
DESC S.A. ADR COMMON STOCKS 25030910 3,817,325.00 227,900.00 (a) N/A (a)
DESC S.A. ADR COMMON STOCKS 25030910 512,550.00 30,600.00 (a) N/A (c)
DEUTSCHE BANK 144A CNV BONDS CONVERTIBLES 25152QAB 2,291,250.00 2,350.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 3,805.00 57.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 17,355.00 260.00 (c) N/A (c)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 182,000.00 13,000.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 19,600.00 1,400.00 (a) N/A (b)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,885,800.00 134,700.00 (c) N/A (c)
DEVON ENERGY CORP CNV DEBS CONVERTIBLES 25179MAB 6,751,080.00 6,768.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 3,871,593.00 93,432.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 833,225.00 20,108.00 (a) N/A (b)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 8,875,912.00 214,200.00 (a) N/A (c)
DEVRY INC COMMON STOCKS 25189310 10,619,520.00 530,976.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 286,000.00 14,300.00 (a) N/A (b)
DEVRY INC COMMON STOCKS 25189310 29,700,000.00 1,485,000.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 757,454.00 20,300.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 589,545.00 15,800.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 305,967.00 8,200.00 (c) N/A (c)
DIAGEO PLC SPON ADR COMMON STOCKS 25243Q20 225,255.00 5,436.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 1,728,900.00 67,800.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 2,080,162.00 81,575.00 (a) N/A (b)
DIAL CORP COMMON STOCKS 25247D10 1,428,000.00 56,000.00 (a) N/A (c)
DIAL CORP COMMON STOCKS 25247D10 108,375.00 4,250.00 (c) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 114,750.00 4,500.00 (c) N/A (b)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 5,559,300.00 5,220.00 (a) N/A (a)
DIAMOND TECHNOLOGY PARTNERS INC CL A COMMON STOCKS 25276210 4,488.00 100.00 (c) N/A (b)
DIGITAL GENERATION SYSTEMS INC COMMON STOCKS 25392110 2,362.00 700.00 (c) N/A (b)
DIGITAL INSIGHT COMMON STOCKS 25385P10 60,000.00 5,000.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 3,809,000.00 146,500.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 2,600.00 100.00 (a) N/A (c)
DIGITAL ORIGIN INC COMMON STOCKS 25385X10 110.00 20.00 (c) N/A (b)
DIGITAL RIVER INC COMMON STOCKS 25388B10 957,000.00 44,000.00 (c) N/A (c)
DII GROUP INC COMMON STOCKS 23294910 131,953.00 3,750.00 (a) N/A (a)
DII GROUP INC COMMON STOCKS 23294910 131,953.00 3,750.00 (a) N/A (b)
DII GROUP INC COMMON STOCKS 23294910 387,068.00 11,000.00 (c) N/A (c)
DIME BANCORP COMMON STOCKS 25429Q10 1,190.00 68.00 (a) N/A (a)
DIME BANCORP COMMON STOCKS 25429Q10 3,500.00 200.00 (c) N/A (b)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 362,320.00 21,550.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 931,827.00 55,423.00 (a) N/A (c)
DITECH COMMUNICATIONS CORP COMMON STOCKS 25500M10 5,106,651.00 102,389.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501390 1,332,000.00 333,000.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 838,956.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 210,000.00 17,500.00 (a) N/A (c)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 2,722,500.00 11,250.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 431,952.00 53,994.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 48,000.00 6,000.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 12,000.00 1,500.00 (c) N/A (c)
DLJDIRECT COMMON STOCKS 25766150 305.00 20.00 (c) N/A (b)
DOCUMENTUM INC COMMON STOCKS 25615910 9,264,453.00 428,414.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 325,370.00 15,046.00 (a) N/A (b)
DOLE FOOD COMMON STOCKS 25660510 174,800.00 9,200.00 (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 22,800.00 1,200.00 (a) N/A (b)
DOLE FOOD COMMON STOCKS 25660510 359,100.00 18,900.00 (a) N/A (c)
DOLLAR TREE STORES INC COMMON STOCKS 25674710 67,894.00 1,700.00 (a) N/A (b)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 90,205.00 1,999.00 (a) N/A (a)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 451.00 10.00 (a) N/A (b)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 20,396.00 452.00 (c) N/A (b)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 19,781.00 500.00 (a) N/A (a)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 15,825.00 400.00 (c) N/A (b)
DONNA KARAN INTL INC COMMON STOCKS 25782610 637,500.00 75,000.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 189,853.00 6,575.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 49,088.00 1,700.00 (a) N/A (b)
DORAL FINANCIAL CORP COMMON STOCKS 25811P10 66,875.00 5,000.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 2,183,561.00 18,330.00 (a) N/A (a)
DOUBLECLICK INC COMMON STOCKS 25860930 1,552,199.00 13,030.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 35,738.00 300.00 (c) N/A (b)
DOVER CORP COMMON STOCKS 26000310 4,246,912.00 103,900.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 1,104.00 27.00 (c) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 11,256,829.00 99,070.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 1,431,675.00 12,600.00 (a) N/A (c)
DOW CHEMICAL COMMON STOCKS 26054310 262,246.00 2,308.00 (c) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 5,338.00 100.00 (a) N/A (b)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 311,938.00 15,500.00 (c) N/A (c)
DPL INC COMMON STOCKS 23329310 142,745.00 8,099.00 (a) N/A (a)
DPL INC COMMON STOCKS 23329310 35,691.00 2,025.00 (a) N/A (b)
DPL INC COMMON STOCKS 23329310 59,467.00 3,374.00 (c) N/A (a)
DPL INC COMMON STOCKS 23329310 130,866.00 7,425.00 (c) N/A (b)
DR PEPPER BTLG HLDGS PRIVATE COMMON STOCKS 25612T10 3,000,000.00 120,000.00 (a) N/A (a)
DRAXIS HEALTH INC COMMON STOCKS 26150J10 2,875.00 2,000.00 (a) N/A (b)
DRKOOP.COM INC COMMON STOCKS 26209810 1,419.00 100.00 (c) N/A (b)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 9,145,000.00 9,145.00 (a) N/A (a)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 10,168,800.00 535,200.00 (a) N/A (a)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 150,100.00 7,900.00 (a) N/A (b)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 27,010,400.00 1,421,600.00 (a) N/A (c)
DSP GROUP INC COMMON STOCKS 23332B10 3,720,338.00 93,300.00 (a) N/A (a)
DSP GROUP INC COMMON STOCKS 23332B10 315,012.00 7,900.00 (a) N/A (b)
DSP GROUP INC COMMON STOCKS 23332B10 9,262,962.00 232,300.00 (a) N/A (c)
DST SYSTEMS INC COMMON STOCKS 23332610 1,114,750.00 19,600.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 56,875.00 1,000.00 (a) N/A (b)
DST SYSTEMS INC COMMON STOCKS 23332610 28,438.00 500.00 (a) N/A (c)
DTE ENERGY COMPANY COMMON STOCKS 23333110 6,863,962.00 188,700.00 (a) N/A (a)
DTE ENERGY COMPANY COMMON STOCKS 23333110 127,312.00 3,500.00 (a) N/A (b)
DTE ENERGY COMPANY COMMON STOCKS 23333110 1,491,375.00 41,000.00 (a) N/A (c)
DTI HOLDINGS INC WARRANT 144A WARRANTS 23333W11 388.00 38,750.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 7,226,786.00 119,451.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,401,301.00 23,162.00 (a) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 217,800.00 3,600.00 (c) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 222,156.00 3,672.00 (c) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 2,728,550.00 45,100.00 (c) N/A (c)
DUANE READE INC COMMON STOCKS 26357810 15,062.00 500.00 (a) N/A (b)
DUFF & PHELPS UTILITIES INC FXD INC FUNDS 26432410 4,844.00 500.00 (c) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 141,120.00 2,560.00 (a) N/A (a)
DUKE ENERGY CORP. COMMON STOCKS 26439910 27,066.00 491.00 (a) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 220,500.00 4,000.00 (c) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 6,046,700.00 202,400.00 (a) N/A (a)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 47,800.00 1,600.00 (a) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 1,466,862.00 49,100.00 (a) N/A (c)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 11,950.00 400.00 (c) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 4,406,562.00 147,500.00 (c) N/A (c)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 26526910 335,670.00 46,100.00 (a) N/A (a)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 26526910 43,688.00 6,000.00 (a) N/A (c)
DURA PHARMACEUTICALS INC. COMMON STOCKS 26632S10 (40,420.00) (2,900.00) (a) N/A (a)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 314,650.00 40,600.00 (a) N/A (c)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 775.00 100.00 (c) N/A (b)
E*TRADE GROUP INC COMMON STOCKS 26924610 24,910.00 1,060.00 (c) N/A (b)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,529,884.00 211,018.45 (a) N/A (a)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 10,266.00 1,416.00 (a) N/A (c)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,812.00 250.00 (c) N/A (b)
E.W. BLANCH HOLDINGS INC. COMMON STOCKS 09321010 911,750.00 14,000.00 (c) N/A (c)
E4L INC COMMON STOCKS 26845210 76,250.00 20,000.00 (c) N/A (a)
EAGLE USA AIRFREIGHT INC COMMON STOCKS 27001810 1,832,175.00 61,200.00 (a) N/A (a)
EAGLE USA AIRFREIGHT INC COMMON STOCKS 27001810 1,109,184.00 37,050.00 (a) N/A (c)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 119,475.00 5,400.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 7,080.00 320.00 (c) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 1,252,275.00 56,600.00 (c) N/A (c)
EARTHLINK NETWORK INC COMMON STOCKS 27032210 2,147.00 50.00 (c) N/A (b)
EAST WEST BANCORP INC COMMON STOCKS 27579R10 3,562.00 300.00 (c) N/A (b)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 6,966.00 150.00 (a) N/A (b)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 4,466.00 112.00 (a) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 114,641.00 2,875.00 (a) N/A (c)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 26,876.00 674.00 (c) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 93,467.00 2,344.00 (c) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 648,333.00 8,573.00 (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 62,164.00 822.00 (a) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 476,438.00 6,300.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 204,188.00 2,700.00 (c) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 787,181.00 10,409.00 (c) N/A (b)
EASYRIDERS INC COMMON STOCKS 27784810 281.00 300.00 (a) N/A (b)
EATON CORP COMMON STOCKS 27805810 474,719.00 5,500.00 (a) N/A (a)
EATON CORP COMMON STOCKS 27805810 7,293,406.00 84,500.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 108,800.00 3,400.00 (a) N/A (a)
EATON VANCE CORP COMMON STOCKS 27826510 1,011,200.00 31,600.00 (c) N/A (c)
EBAY INC COMMON STOCKS 27864210 4,824,338.00 34,200.00 (a) N/A (a)
ECC INTERNATIONAL CORP COMMON STOCKS 26825510 125.00 40.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS CORP CL A COMMON STOCKS 27876210 381,412.00 4,200.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS CORP CL A COMMON STOCKS 27876210 22,703.00 250.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS CORP CL A COMMON STOCKS 27876210 245,194.00 2,700.00 (c) N/A (b)
ECI TELECOM LTD COMMON STOCKS 26825810 8,982,951.00 363,859.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 3,456.00 140.00 (a) N/A (b)
ECOLOGY & ENVIRONMENT INC COMMON STOCKS 27887810 16,500.00 3,000.00 (a) N/A (b)
EDISON INTERNATIONAL COMMON STOCKS 28102010 15,959,053.00 656,400.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 68,464.00 2,816.00 (a) N/A (b)
EDISON INTERNATIONAL COMMON STOCKS 28102010 559,199.00 23,000.00 (a) N/A (c)
EDISON INTERNATIONAL COMMON STOCKS 28102010 2,671,999.00 109,900.00 (c) N/A (c)
EDWARDS [JD] & CO COMMON STOCKS 28166710 2,072.00 100.00 (c) N/A (b)
EEX CORP COMMON STOCKS 26842V20 19,778.00 6,733.00 (a) N/A (a)
EEX CORP COMMON STOCKS 26842V20 97.00 33.00 (c) N/A (b)
EG&G INC COMMON STOCKS 26845710 15,900.00 400.00 (a) N/A (a)
EL PASO ELECTRIC CO. COMMON STOCKS 28367785 360,000.00 40,000.00 (a) N/A (a)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 11,814.00 352.00 (c) N/A (b)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 2,794,625.00 158,000.00 (a) N/A (a)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 1,636,094.00 92,500.00 (a) N/A (c)
ELCOR CORP COMMON STOCKS 28444310 3,936,250.00 157,450.00 (a) N/A (c)
ELECTROBRAS PN ADR COMMON STOCKS 15234Q10 4,097,533.00 474,636.00 (a) N/A (a)
ELECTROBRAS PN ADR COMMON STOCKS 15234Q10 1,835,833.00 212,653.00 (a) N/A (c)
ELECTROGLAS INC COMMON STOCKS 28532410 2,905,512.00 124,300.00 (a) N/A (a)
ELECTROGLAS INC COMMON STOCKS 28532410 883,575.00 37,800.00 (a) N/A (c)
ELECTRONIC ARTS COMMON STOCKS 28551210 21,712.00 300.00 (a) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 5,951,290.00 112,420.00 (a) N/A (a)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 825,833.00 15,600.00 (a) N/A (c)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 4,923,234.00 93,000.00 (c) N/A (c)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 9,679,797.00 188,300.00 (a) N/A (a)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 30,844.00 600.00 (a) N/A (b)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 42,153,125.00 820,000.00 (a) N/A (c)
ELF AQUITAINE ADR COMMON STOCKS 28626910 302,362.00 3,300.00 (a) N/A (a)
ELF AQUITAINE ADR COMMON STOCKS 28626910 11,911.00 130.00 (a) N/A (b)
ELSINORE CORP COMMON STOCKS 29030830 31,894.00 92,715.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 886,652.00 68,204.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 978,250.00 75,250.00 (a) N/A (c)
EMBOTELLADORA ARICA 144A ADS COMMON STOCKS 29081510 772,500.00 75,000.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 3,118,260.00 271,153.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 484,288.00 42,112.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 57,399,561.00 804,197.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 30,407,891.00 426,030.00 (a) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 18,664,562.00 261,500.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 10,654,860.00 149,280.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 4,268,011.00 59,797.00 (c) N/A (b)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 477,825.00 55,400.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 1,137,383.00 18,000.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 1,249,090.00 19,768.00 (a) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 4,701,151.00 74,400.00 (a) N/A (c)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 75,825.00 1,200.00 (c) N/A (b)
EMMIS BROADCASTING CORP CL A COMMON STOCKS 29152510 66,062.00 1,000.00 (a) N/A (b)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,653,781.00 128,449.00 (a) N/A (a)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 2,938,075.00 228,200.00 (a) N/A (c)
EMULEX CORP COMMON STOCKS 29247520 6,148,650.00 71,600.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 4,388,212.00 51,100.00 (a) N/A (c)
ENDOCARE INC COMMON STOCKS 29264P10 631.00 100.00 (c) N/A (b)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 546,250.00 23,000.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 352,307.00 16,877.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 442,550.00 21,200.00 (a) N/A (c)
ENGELHARD CORP COMMON STOCKS 29284510 222,650.00 12,200.00 (a) N/A (a)
ENGINEERING MEASUREMENTS CO COMMON STOCKS 29288010 1,266.00 250.00 (c) N/A (b)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 7,929,309.00 448,300.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 20,911,931.00 1,182,300.00 (a) N/A (c)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 576,629.00 32,600.00 (c) N/A (c)
ENI SPA SPONSORED ADR COMMON STOCKS 26874R10 4,347.00 69.00 (a) N/A (a)
ENI SPA SPONSORED ADR COMMON STOCKS 26874R10 7,560.00 120.00 (a) N/A (b)
ENI SPA SPONSORED ADR COMMON STOCKS 26874R10 19,908.00 316.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 28,956,384.00 705,170.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 434,934.00 10,592.00 (a) N/A (b)
ENRON CORP COMMON STOCKS 29356110 1,884,792.00 45,900.00 (a) N/A (c)
ENRON CORP COMMON STOCKS 29356110 10,299,832.00 250,830.00 (c) N/A (c)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 95,734.00 5,300.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 3,612.00 200.00 (c) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 3,142,800.00 87,300.00 (a) N/A (a)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 244,800.00 6,800.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 532,800.00 14,800.00 (a) N/A (c)
ENTERGY CORP COMMON STOCKS 29364G10 69,451.00 2,400.00 (a) N/A (a)
ENTRUST TECHNOLOGIES INC COMMON STOCKS 29384810 761,843.00 33,954.00 (a) N/A (a)
ENZO BIOCHEM INC COM COMMON STOCKS 29410010 908,000.00 32,000.00 (c) N/A (c)
EOG RESOURCES INC COMMON STOCKS 26875P10 405,875.00 19,100.00 (c) N/A (c)
EQUIFAX INC COMMON STOCKS 29442910 73,125.00 2,600.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 96,581.00 3,434.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 32,175.00 1,144.00 (c) N/A (b)
EQUITABLE RES INC COMMON STOCKS 29454910 540,726.00 14,300.00 (c) N/A (c)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 196,750.00 1,000.00 (a) N/A (a)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 53,122.00 270.00 (a) N/A (b)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 59,025.00 300.00 (c) N/A (b)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 532,681.00 22,911.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 516,592.00 22,219.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPERTIES 7.25% CONVERTIBLES 29476L85 3,616,725.00 174,300.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 573,758.00 13,540.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 2,470,462.00 58,300.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 879,906.00 28,157.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 304,688.00 9,750.00 (a) N/A (b)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 781,250.00 25,000.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 28,750.00 920.00 (c) N/A (b)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 14,688.00 470.00 (c) N/A (c)
ESAT TELECOM GROUP PLC ADR COMMON STOCKS 26883Y10 131,175.00 3,300.00 (a) N/A (c)
ESCALADE INC COMMON STOCKS 29605610 1,600.00 100.00 (a) N/A (b)
ESTEE LAUDER COMPANIES INC CL A COMMON STOCKS 51843910 308,594.00 7,900.00 (a) N/A (a)
ESTEE LAUDER COMPANIES INC CL A COMMON STOCKS 51843910 523,438.00 13,400.00 (a) N/A (b)
ESTEE LAUDER COMPANIES INC CL A COMMON STOCKS 51843910 93,750.00 2,400.00 (c) N/A (b)
ESTEE LAUDER TR II 6.25% CNV PREFERREDS 51843820 3,276,000.00 42,000.00 (a) N/A (a)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 3,679,725.00 97,800.00 (a) N/A (a)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 274,662.00 7,300.00 (a) N/A (b)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 9,628,238.00 255,900.00 (a) N/A (c)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 18,728,185.00 345,220.00 (a) N/A (a)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 496,550.00 9,153.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 66,562.00 1,000.00 (a) N/A (a)
ETOYS INC COMMON STOCKS 29786210 121,477.00 1,825.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 8,320.00 125.00 (c) N/A (a)
EUROPEAN WARRANT FUND INC EQUITY FUNDS 29879210 52,360.00 3,520.00 (a) N/A (b)
EVEREST REINSURANCE HOLDINGS INC COMMON STOCKS 29980810 21,431.00 900.00 (a) N/A (b)
EVERGREEN RESOURCES INC COMMON STOCKS 29990030 3,205,125.00 133,200.00 (a) N/A (c)
EXECUTONE INFORMATION SYSTEMS INC COMMON STOCKS 30160710 6,000.00 2,000.00 (c) N/A (a)
EXIDE CORPORATION COMMON STOCKS 30205110 478.00 50.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 63,832,674.00 885,796.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 8,140,612.00 112,966.00 (a) N/A (b)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 21,625,956.00 300,100.00 (a) N/A (c)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 7,206.00 100.00 (c) N/A (b)
EXPEDITORS INTERNATIONAL OF WASHINGTON COMMON STOCKS 30213010 1,912,788.00 59,600.00 (a) N/A (a)
EXPEDITORS INTERNATIONAL OF WASHINGTON COMMON STOCKS 30213010 1,084,769.00 33,800.00 (a) N/A (c)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 5,675,864.00 72,535.00 (a) N/A (a)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 20,772,636.00 265,465.00 (a) N/A (c)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 5,865,300.00 651,700.00 (a) N/A (a)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 13,050,900.00 1,450,100.00 (a) N/A (c)
EXTREME NETWORKS INC COMMON STOCKS 30226D10 2,382,703.00 37,634.00 (a) N/A (a)
EXTREME NETWORKS INC COMMON STOCKS 30226D10 68,061.00 1,075.00 (a) N/A (b)
EXXEL CAPITAL PARTNERS V LP PVT PLACEMENT 98400490 1,990,562.00 2,000,001.00 (a) N/A (a)
EXXON CORP COMMON STOCKS 30229010 162,590,448.00 2,139,348.00 (a) N/A (a)
EXXON CORP COMMON STOCKS 30229010 13,331,236.00 175,411.00 (a) N/A (b)
EXXON CORP COMMON STOCKS 30229010 35,963,200.00 473,200.00 (a) N/A (c)
EXXON CORP COMMON STOCKS 30229010 8,223,200.00 108,200.00 (c) N/A (a)
EXXON CORP COMMON STOCKS 30229010 8,829,604.00 116,179.00 (c) N/A (b)
EXXON CORP COMMON STOCKS 30229010 22,769,600.00 299,600.00 (c) N/A (c)
F.Y.I. INC COMMON STOCKS 30271210 1,091,172.00 32,391.00 (a) N/A (a)
F.Y.I. INC COMMON STOCKS 30271210 65,691.00 1,950.00 (a) N/A (b)
FAIR HLDGS CORP SR. PFD PREFERREDS 30324520 - 115,178.65 (a) N/A (a)
FAIR ISAAC & COMPANY INC COMMON STOCKS 30325010 70,158.00 2,500.00 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 11,825,625.00 1,081,200.00 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 475,781.00 43,500.00 (a) N/A (b)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 31,483,594.00 2,878,500.00 (a) N/A (c)
FAMILY GOLF CENTERS INC COMMON STOCKS 30701A10 9,112.00 3,600.00 (a) N/A (a)
FARMSTEAD TELEPHONE GROUP INC COMMON STOCKS 31156530 119.00 100.00 (c) N/A (b)
FASTENAL CO COMMON STOCKS 31190010 50,895.00 1,080.00 (c) N/A (b)
FATBRAIN.COM INC COMMON STOCKS 31188910 1,015,750.00 68,000.00 (a) N/A (a)
FCNB CORP COMMON STOCKS 30292010 298.00 16.00 (c) N/A (b)
FDX CORP. COMMON STOCKS 31304N10 1,166,250.00 30,000.00 (a) N/A (a)
FDX CORP. COMMON STOCKS 31304N10 155,500.00 4,000.00 (c) N/A (b)
FED CORP SERIES C PFD PRIVATE PVT PLACEMENT 31331590 148,936.00 42,553.00 (a) N/A (a)
FED CORP SERIES D PFD PRIVATE PVT PLACEMENT 31331593 163,495.00 32,699.00 (a) N/A (a)
FED CORP SERIES E PFD PRIVATE PVT PLACEMENT 31331594 193,032.00 32,172.00 (a) N/A (a)
FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCKS 31314830 1,941,912.00 97,400.00 (a) N/A (a)
FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCKS 31314830 211,338.00 10,600.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 10,217,740.00 196,495.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 11,252,540.00 216,395.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 2,600,000.00 50,000.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 769,600.00 14,800.00 (c) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 763,360.00 14,680.00 (c) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 29,120.00 560.00 (c) N/A (c)
FEDERAL NAT MTG ASSOC COMMON STOCKS 31359MDJ 4,724,200.00 5,000.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 4,436,603.00 70,773.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 1,679,273.00 26,788.00 (a) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,416,200.00 86,400.00 (a) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 275,825.00 4,400.00 (c) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 54,539.00 870.00 (c) N/A (c)
FEDERAL REALTY INVT TRUST SBI COMMON STOCKS 31374720 41,875.00 2,000.00 (c) N/A (b)
FEDERATED DEPARTMENT STORES INC-DEL COMMON STOCKS 31410H10 279,600.00 6,400.00 (a) N/A (a)
FEDERATED DEPARTMENT STORES INC-DEL COMMON STOCKS 31410H10 21,844.00 500.00 (a) N/A (b)
FEDERATED DEPARTMENT STORES INC-DEL COMMON STOCKS 31410H10 9,925,800.00 227,200.00 (a) N/A (c)
FEDERATED DEPARTMENT STORES INC-DEL COMMON STOCKS 31410H10 20,752.00 475.00 (c) N/A (b)
FERRO CORP COMMON STOCKS 31540510 686,265.00 32,200.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 7,820,622.00 366,950.00 (a) N/A (c)
FERRO CORP COMMON STOCKS 31540510 507,249.00 23,800.00 (c) N/A (c)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 510,317.00 33,600.00 (c) N/A (c)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 155,152.00 2,550.00 (a) N/A (a)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 42,591.00 700.00 (a) N/A (b)
FILENET CORP COMMON STOCKS 31686910 49,165.00 4,600.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 436,070.00 40,800.00 (c) N/A (c)
FINANCIAL SECURITY ASSURANCE HOLDINGS COMMON STOCKS 31769P10 41,350.00 800.00 (a) N/A (b)
FINOVA GROUP INC COMMON STOCKS 31792810 73,000.00 2,000.00 (a) N/A (a)
FINOVA GROUP INC COMMON STOCKS 31792810 63,145.00 1,730.00 (a) N/A (b)
FINOVA GROUP INC COMMON STOCKS 31792810 35,734.00 979.00 (c) N/A (b)
FIREARMS TRAINING SYSTEMS INC COMMON STOCKS 31812010 625.00 1,000.00 (a) N/A (b)
FIRST AMER FINL CORP CALF COMMON STOCKS 31852230 316,988.00 23,700.00 (c) N/A (c)
FIRST AMERICAN CORP - TENN COMMON STOCKS 31890010 139,200.00 3,200.00 (a) N/A (a)
FIRST AMERICAN CORP - TENN COMMON STOCKS 31890010 2,135,850.00 49,100.00 (a) N/A (c)
FIRST AUSTRALIA PRIME INCOME FUND FXD INC FUNDS 31865310 6,358.00 1,038.00 (a) N/A (b)
FIRST AUSTRALIA PRIME INCOME FUND FXD INC FUNDS 31865310 2,450.00 400.00 (c) N/A (b)
FIRST CITIZENS BANCSHARES INC CL A COMMON STOCKS 31946M10 241,532.00 3,147.00 (a) N/A (a)
FIRST CONSULTING GROUP INC COMMON STOCKS 31986R10 1,340.00 134.00 (c) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 4,742,186.00 108,084.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 315,022.00 7,180.00 (a) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 614,776.00 14,012.00 (c) N/A (a)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 4,637,831.00 206,700.00 (a) N/A (a)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 14,840,162.00 661,400.00 (a) N/A (c)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 178,200.00 7,200.00 (a) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 9,900.00 400.00 (a) N/A (b)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 705,375.00 28,500.00 (c) N/A (c)
FIRST PHILIPPINE FUND INC EQUITY FUNDS 33610010 3,825.00 600.00 (a) N/A (b)
FIRST REPUBLIC BANK COMMON STOCKS 33615810 143,100.00 5,400.00 (a) N/A (a)
FIRST SECURITY CORP DELA COMMON STOCKS 33629410 507,990.00 21,361.00 (a) N/A (a)
FIRST UN REAL ESTATE EQ & MTG COMMON STOCKS 33740010 6,960.00 1,392.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 2,315,091.00 64,985.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 1,369,140.00 38,432.00 (a) N/A (b)
FIRST UNION CORP COMMON STOCKS 33735810 709,792.00 19,924.00 (c) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 60,349.00 1,694.00 (c) N/A (b)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 791,812.00 30,900.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 81,180.00 3,168.00 (a) N/A (b)
FISERV INC COMMON STOCKS 33773810 2,968,875.00 91,350.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 99,938.00 6,500.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 1,214,625.00 79,000.00 (c) N/A (c)
FLASHNET COMMUNICATIONS INC COMMON STOCKS 33852710 400.00 50.00 (c) N/A (b)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 723,417.00 19,752.00 (a) N/A (a)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 102,550.00 2,800.00 (a) N/A (b)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 650,680.00 17,766.00 (a) N/A (c)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 15,676.00 428.00 (c) N/A (b)
FLEMING COS INC COMMON STOCKS 33913010 185,466.00 18,900.00 (a) N/A (a)
FLEMING COS INC COMMON STOCKS 33913010 13,041.00 1,329.00 (c) N/A (b)
FLEMING COS INC COMMON STOCKS 33913010 336,586.00 34,300.00 (c) N/A (c)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 40,574,202.00 697,301.00 (a) N/A (a)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 378,219.00 6,500.00 (a) N/A (b)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 2,263,494.00 38,900.00 (a) N/A (c)
FLORA REAL ESTATE MTG. CO. CMN COMMON STOCKS 33999G99 - 38,385.00 (a) N/A (a)
FLORIDA BANKS INC COMMON STOCKS 34056010 6,875.00 1,000.00 (a) N/A (b)
FLORIDA EAST COAST INDUSTRIES INC COMMON STOCKS 34063210 75,150.00 2,400.00 (a) N/A (b)
FMC CORP COMMON STOCKS 30249130 9,650.00 200.00 (a) N/A (b)
FNB CORP COMMON STOCKS 30251910 42,000.00 2,000.00 (a) N/A (a)
FOCAL INC COMMON STOCKS 34390910 4,900,345.00 980,069.00 (a) N/A (c)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 4,439,557.00 141,780.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 889,133.00 28,395.00 (a) N/A (c)
FOODMAKER INC. COMMON STOCKS 34483920 2,735,647.00 109,700.00 (a) N/A (a)
FOODMAKER INC. COMMON STOCKS 34483920 321,694.00 12,900.00 (a) N/A (b)
FOODMAKER INC. COMMON STOCKS 34483920 9,975.00 400.00 (a) N/A (c)
FOODMAKER INC. COMMON STOCKS 34483920 3,147,176.00 126,200.00 (c) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 44,043,472.00 876,487.00 (a) N/A (a)
FORD MOTOR CO COMMON STOCKS 34537010 2,401,548.00 47,792.00 (a) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 20,058,092.00 399,166.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 7,136.00 142.00 (c) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 5,653,125.00 112,500.00 (c) N/A (c)
FOREST LABS INC COMMON STOCKS 34583810 (80,038.00) (1,900.00) (a) N/A (a)
FOREST LABS INC COMMON STOCKS 34583810 918,325.00 21,800.00 (a) N/A (c)
FORT JAMES CORP COMMON STOCKS 34747110 34,652,945.00 1,298,471.00 (a) N/A (a)
FORTE SOFTWARE INC COMMON STOCKS 34954610 1,875,582.00 68,203.00 (a) N/A (a)
FORTE SOFTWARE INC COMMON STOCKS 34954610 1,429,038.00 51,965.00 (a) N/A (b)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 2,298.00 71.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 10,520.00 325.00 (c) N/A (c)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 32,250.00 1,000.00 (a) N/A (a)
FOSTER WHEELER CORP COMMON STOCKS 35024410 95,298.00 7,900.00 (a) N/A (a)
FOSTER WHEELER CORP COMMON STOCKS 35024410 317,257.00 26,300.00 (c) N/A (c)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 7,567,931.00 801,900.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 307,662.00 32,600.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 14,993,356.00 1,588,700.00 (a) N/A (c)
FOX ENTERTAINMENT GROUP INC CL A COMMON STOCKS 35138T10 50,550.00 2,400.00 (a) N/A (a)
FOX ENTERTAINMENT GROUP INC CL A COMMON STOCKS 35138T10 21,062.00 1,000.00 (a) N/A (b)
FOX ENTERTAINMENT GROUP INC CL A COMMON STOCKS 35138T10 105,312.00 5,000.00 (a) N/A (c)
FOX ENTERTAINMENT GROUP INC CL A COMMON STOCKS 35138T10 2,106.00 100.00 (c) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 959,644.00 19,050.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 90,675.00 1,800.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 599,462.00 11,900.00 (a) N/A (c)
FPL GROUP INC COMMON STOCKS 30257110 100,750.00 2,000.00 (c) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 (213,943.00) (7,000.00) (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 106,969.00 3,500.00 (a) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 82,519.00 2,700.00 (c) N/A (b)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 141,093.00 9,066.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 2,924,194.00 187,900.00 (a) N/A (c)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 7,781.00 500.00 (c) N/A (b)
FREEPORT-MCMORAN COPPER & GOLD INC CL A COMMON STOCKS 35671D10 2,608.00 188.00 (a) N/A (a)
FREMONT GENERAL CORP COMMON STOCKS 35728810 284,084.00 30,100.00 (a) N/A (a)
FRESENIUS MEDICAL CARE AG SPONSORED ADR COMMON STOCKS 35802910 14,057.00 630.00 (a) N/A (b)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 10,117,656.00 2,942,890.00 (a) N/A (a)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 150,928.00 43,900.00 (a) N/A (c)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 464.00 135.00 (c) N/A (b)
FRUIT OF THE LOOM LTD COMMON STOCKS G3682L10 2,413,820.00 702,100.00 (c) N/A (c)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 1,861.00 12.00 (a) N/A (a)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 8,221.00 53.00 (c) N/A (c)
FULLER [H.B.] CO COMMON STOCKS 35969410 30,438.00 500.00 (a) N/A (b)
GALILEO INTERNATIONAL INC COMMON STOCKS 36354710 96,600.00 2,400.00 (a) N/A (a)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 4,812,500.00 192,500.00 (a) N/A (a)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 490,000.00 19,600.00 (a) N/A (b)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 16,182,500.00 647,300.00 (a) N/A (c)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 5,016,150.00 94,200.00 (a) N/A (a)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 298,200.00 5,600.00 (a) N/A (c)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 292,875.00 5,500.00 (c) N/A (c)
GANNETT CO COMMON STOCKS 36473010 21,116,160.00 305,200.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,566,751.00 22,645.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 2,047,965.00 29,600.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 581,175.00 8,400.00 (c) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,819,631.00 26,300.00 (c) N/A (b)
GANNETT CO COMMON STOCKS 36473010 83,717.00 1,210.00 (c) N/A (c)
GAP INC COMMON STOCKS 36476010 10,801,120.00 337,535.00 (a) N/A (a)
GAP INC COMMON STOCKS 36476010 6,656,320.00 208,010.00 (a) N/A (b)
GAP INC COMMON STOCKS 36476010 5,340,800.00 166,900.00 (a) N/A (c)
GAP INC COMMON STOCKS 36476010 244,000.00 7,625.00 (c) N/A (a)
GAP INC COMMON STOCKS 36476010 954,848.00 29,839.00 (c) N/A (b)
GARDNER DENVER MACHINERY INC COMMON STOCKS 36555810 456,775.00 30,200.00 (c) N/A (c)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 14,101.00 845.00 (a) N/A (a)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 5,640.00 338.00 (a) N/A (b)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 1,736.00 104.00 (c) N/A (b)
GATEWAY INC COMMON STOCKS 36762610 52,800.00 1,200.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 5,456.00 124.00 (c) N/A (b)
GATX CORP COMMON STOCKS 36144810 310,630.00 10,000.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 61,988.00 8,700.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 2,231,400.00 313,179.00 (a) N/A (c)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 626,288.00 87,900.00 (c) N/A (c)
GC COMPANIES INC COMMON STOCKS 36155Q10 126,240.00 4,208.00 (a) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 44,370.00 1,479.00 (a) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 125,100.00 4,170.00 (c) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 52,320.00 1,744.00 (c) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 2,937,685.00 47,050.00 (a) N/A (a)
GEN DYNAMICS CORP COMMON STOCKS 36955010 1,220,341.00 19,545.00 (a) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 4,776,469.00 76,500.00 (a) N/A (c)
GEN DYNAMICS CORP COMMON STOCKS 36955010 31,219.00 500.00 (c) N/A (b)
GENELABS TECHNOLOGIES INC COMMON STOCKS 36870610 1,706.00 600.00 (c) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 4,930,731.00 33,700.00 (a) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 1,214,394.00 8,300.00 (a) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 10,432,081.00 71,300.00 (a) N/A (c)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 4,461,494.00 292,557.00 (a) N/A (a)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 600,926.00 39,405.00 (a) N/A (c)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 11,516,086.00 353,661.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 1,486,185.00 45,641.00 (a) N/A (b)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 113,773.00 3,494.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 179,803,046.00 1,516,521.00 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 29,566,642.00 249,376.00 (a) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 37,243,831.00 314,128.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 2,501,669.00 21,100.00 (c) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 10,276,286.00 86,674.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 22,026,634.00 185,780.00 (c) N/A (c)
GENERAL ELECTRIC PLC SPON ADR COMMON STOCKS 36963930 267,237.00 27,062.00 (a) N/A (a)
GENERAL ELECTRIC PLC SPON ADR COMMON STOCKS 36963930 20,876.00 2,114.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 224,910.00 7,140.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 283,500.00 9,000.00 (a) N/A (b)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 63,000.00 2,000.00 (a) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 47,250.00 1,500.00 (c) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 63,000.00 2,000.00 (c) N/A (b)
GENERAL INSTRUMENT CORP COMMON STOCKS 37012010 336,000.00 7,000.00 (a) N/A (a)
GENERAL INSTRUMENT CORP COMMON STOCKS 37012010 72,000.00 1,500.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 8,238,244.00 101,550.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 70,984.00 875.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 12,906,988.00 159,100.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 24,486,783.00 389,062.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 12,525.00 199.00 (a) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 2,939,205.00 46,700.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 18,063.00 287.00 (c) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 10,919,743.00 173,500.00 (c) N/A (c)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 1,378,179.00 24,073.00 (a) N/A (a)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 1,396,900.00 24,400.00 (c) N/A (c)
GENESCO INC COMMON STOCKS 37153210 1,250.00 100.00 (c) N/A (b)
GENESIS DIRECT INC COMMON STOCKS 37193510 20.00 2,000.00 (c) N/A (b)
GENESIS ENERGY LP COMMON STOCKS 37192710 394,000.00 32,000.00 (a) N/A (a)
GENESIS MICROCHIP COMMON STOCKS 37193310 1,590,151.00 89,900.00 (a) N/A (a)
GENESYS TELECOMMUNICATIONS COMMON STOCKS 37193110 2,541,504.00 55,628.00 (a) N/A (a)
GENESYS TELECOMMUNICATIONS COMMON STOCKS 37193110 814,014.00 17,817.00 (a) N/A (b)
GENOME THERAPEUTICS CORP COMMON STOCKS 37243010 400.00 100.00 (c) N/A (b)
GENRAD INC COMMON STOCKS 37244710 623,475.00 32,600.00 (c) N/A (c)
GENTEX CORP COMMON STOCKS 37190110 968,778.00 46,900.00 (a) N/A (a)
GENTEX CORP COMMON STOCKS 37190110 264,400.00 12,800.00 (a) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 2,325,894.00 112,600.00 (a) N/A (c)
GENUINE PARTS CO COMMON STOCKS 37246010 (42,501.00) (1,600.00) (a) N/A (a)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 103,193.00 2,290.00 (a) N/A (b)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 838,162.00 18,600.00 (a) N/A (c)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 90,125.00 2,000.00 (c) N/A (b)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 799.00 139.00 (a) N/A (b)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 1,236.00 215.00 (c) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 1,294.00 230.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 10,468.00 1,861.00 (a) N/A (c)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 2,008.00 357.00 (c) N/A (b)
GEON CO COMMON STOCKS 37246W10 1,076,350.00 41,800.00 (c) N/A (c)
GEORGIA-PACIFIC COMMON STOCKS 37329810 4,391,567.00 108,600.00 (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 137,488.00 3,400.00 (c) N/A (b)
GEORGIA-PACIFIC CORP [TIMBER GROUP] COMMON STOCKS 37329870 2,288.00 100.00 (c) N/A (b)
GEOTEK COMM CNV PFD PRIV PLACE PVT PLACEMENT 37365495 - 1,000.00 (a) N/A (a)
GEOTEK COMM PFD UNIT PRIVATE PREFERREDS 37365493 - 2,179.00 (a) N/A (a)
GEOTEK COMMUNICATIONS INC COMMON STOCKS 37365410 529.00 26,444.00 (a) N/A (a)
GERMANY FUND INC EQUITY FUNDS 37414310 348.00 26.00 (c) N/A (b)
GETTY IMAGES INC COMMON STOCKS 37427610 4,094,012.00 169,700.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 15,555,800.00 644,800.00 (a) N/A (c)
GETTY REALTY CORP NEW PART CONV RED CONVERTIBLES 37429720 23,440.00 1,172.00 (a) N/A (b)
GIBSON GREETINGS INC COMMON STOCKS 37482710 2,656.00 500.00 (a) N/A (b)
GIBSON GREETINGS INC COMMON STOCKS 37482710 38,516.00 7,250.00 (c) N/A (b)
GILAT SATELLITE NETWORKS LTD ORD COMMON STOCKS M5147410 17,599,725.00 328,200.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD ORD COMMON STOCKS M5147410 1,362,075.00 25,400.00 (a) N/A (b)
GILAT SATELLITE NETWORKS LTD ORD COMMON STOCKS M5147410 21,197,962.00 395,300.00 (a) N/A (c)
GILAT SATELLITE NETWORKS LTD ORD COMMON STOCKS M5147410 139,425.00 2,600.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 83,444.00 1,300.00 (a) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 171,445.00 2,671.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 956,401.00 14,900.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 4,534,319.00 133,608.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 2,791,495.00 82,254.00 (a) N/A (b)
GILLETTE CO. COMMON STOCKS 37576610 343,448.00 10,120.00 (c) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 159,167.00 4,690.00 (c) N/A (b)
GKN PLC - UNSPON ADR COMMON STOCKS 36175520 25,536.00 1,600.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 419,224.00 8,062.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 83,200.00 1,600.00 (a) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 7,800.00 150.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 24,180.00 465.00 (c) N/A (c)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 8,247.00 2,749.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 354,490.00 13,377.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 34,106.00 1,287.00 (a) N/A (b)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 4,876.00 184.00 (c) N/A (b)
GLOBAL INDUSTRIES LTD COMMON STOCKS 37933610 1,827,719.00 224,950.00 (a) N/A (c)
GLOBAL MARINE INC. COMMON STOCKS 37935240 474,236.00 28,850.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 42,738.00 2,600.00 (a) N/A (b)
GLOBAL MARINE INC. COMMON STOCKS 37935240 82,190.00 5,000.00 (a) N/A (c)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 3,461,986.00 175,566.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 55,370.00 2,808.00 (a) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 47,838.00 2,426.00 (c) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS WARRANTS 37936412 235,000.00 2,350.00 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS WARRANTS 37936412 65,000.00 650.00 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 1,541,644.00 67,028.00 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 344,908.00 14,996.00 (a) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 1,089,602.00 47,374.00 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 4,155,088.00 180,656.00 (c) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 833,474.00 36,238.00 (c) N/A (b)
GLOBIX CORP COMMON STOCKS 37957F10 798,116.00 17,072.00 (a) N/A (a)
GLOBIX CORP COMMON STOCKS 37957F10 189,244.00 4,048.00 (a) N/A (c)
GO2NET INC COMMON STOCKS 38348610 2,868,425.00 44,300.00 (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 6,293,700.00 97,200.00 (a) N/A (c)
GOLDEN OCEAN GROUP LTD WARRANTS 38113811 - 5,250.00 (a) N/A (a)
GOLDEN STAR RESOURCES LTD COMMON STOCKS 38119T10 1,528.00 2,200.00 (a) N/A (b)
GOLDEN TELECOM INC COMMON STOCKS 38122G10 2,997,050.00 350,000.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 4,709,189.00 47,900.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 80,616.00 820.00 (a) N/A (b)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 10,932,350.00 111,200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 3,445,280.00 56,480.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 3,814,330.00 62,530.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 12,200.00 200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 472,750.00 7,750.00 (c) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 262,300.00 4,300.00 (c) N/A (b)
GOLF ENTERTAINMENT INC COMMON STOCKS 38163Q10 20.00 25.00 (c) N/A (b)
GOLF TRUST OF AMERICA INC COMMON STOCKS 38168B10 304,150.00 15,400.00 (c) N/A (c)
GOODRICH [B.F.] CO COMMON STOCKS 38238810 14,500.00 500.00 (c) N/A (b)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 1,082,812.00 22,500.00 (a) N/A (a)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 24,062.00 500.00 (a) N/A (b)
GOODY'S FAMILY CLOTHING INC COMMON STOCKS 38258810 38,702.00 4,800.00 (a) N/A (a)
GOODY'S FAMILY CLOTHING INC COMMON STOCKS 38258810 434,596.00 53,900.00 (c) N/A (c)
GPA GROUP PLC PFD 7% PREFERREDS 38411190 4,856,250.00 9,250,000.00 (a) N/A (a)
GRACO INC COMMON STOCKS 38410910 2,928,352.00 89,245.00 (a) N/A (c)
GRADCO SYSTEMS INC COMMON STOCKS 38411110 1,356.00 700.00 (a) N/A (a)
GRAINGER (W.W.) INC COMMON STOCKS 38480210 192,251.00 4,000.00 (a) N/A (a)
GRAND UNION CO-WTS WARRANTS 38653213 2,658.00 1,394.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 639,688.00 57,500.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 111,250.00 10,000.00 (a) N/A (c)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 3,338.00 300.00 (c) N/A (b)
GRANT IND CNV DEB-IN DEFAULT CONVERTIBLES 388092AA - 336.00 (a) N/A (a)
GRC INTERNATIONAL INC COMMON STOCKS 36192210 1,788.00 200.00 (c) N/A (a)
GRC INTERNATIONAL INC COMMON STOCKS 36192210 20,556.00 2,300.00 (c) N/A (b)
GREAT AMERICAN COOKIE WARRANTS WARRANTS 21637311 - 315.00 (a) N/A (a)
GREAT ATLANTIC & PAC TEA COMMON STOCKS 39006410 287,974.00 9,500.00 (c) N/A (c)
GREAT LAKES CHEMICAL CORP COMMON STOCKS 39056810 19,031.00 500.00 (a) N/A (b)
GREATER CHINA FUND CLOSED END FUNDS 39167B10 19,825.00 2,600.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 10,625.00 400.00 (c) N/A (b)
GREKA ENERGY CORP COMMON STOCKS 39763710 872.00 83.00 (c) N/A (b)
GREY ADVERTISING INC COMMON STOCKS 39783810 341,872.00 929.00 (a) N/A (a)
GREY WOLF INC COMMON STOCKS 39788810 300.00 100.00 (a) N/A (b)
GRIFFIN LAND & NURSERIES INC COMMON STOCKS 39823110 75,688.00 7,000.00 (a) N/A (b)
GRIFFON CORP COMMON STOCKS 39843310 363,200.00 45,400.00 (c) N/A (c)
GROUP MAINTENANCE AMERICAN CORP COMMON STOCKS 39943E10 188.00 15.00 (a) N/A (b)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 124,775.00 2,576.00 (a) N/A (a)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 16,905.00 349.00 (c) N/A (c)
GRUPO IUSACELL SA-ADR SER L COMMON STOCKS 40049W30 41,193.00 3,582.00 (a) N/A (a)
GRUPO SIDEK SPONSORED ADR COMMON STOCKS 40049010 1.00 55.00 (a) N/A (a)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 18,082,089.00 452,754.00 (a) N/A (a)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 6,562,053.00 164,306.00 (a) N/A (c)
GRUPO TRIBASA SA CV SPONSORED ADR COMMON STOCKS 40049F10 15.00 30.00 (c) N/A (b)
GST TELECOMMUNICATIONS INC COMMON STOCKS 36194210 1,406.00 200.00 (c) N/A (b)
GTE CORP COMMON STOCKS 36232010 3,290,404.00 42,802.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 2,215,384.00 28,818.00 (a) N/A (b)
GTE CORP COMMON STOCKS 36232010 5,742,562.00 74,700.00 (a) N/A (c)
GTE CORP COMMON STOCKS 36232010 69,188.00 900.00 (c) N/A (a)
GTE CORP COMMON STOCKS 36232010 156,210.00 2,032.00 (c) N/A (b)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 720,317.00 33,600.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 332,289.00 15,500.00 (a) N/A (c)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 308,950.00 3,700.00 (a) N/A (a)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 125,250.00 1,500.00 (c) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 70,484,056.00 1,314,388.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 262,762.00 4,900.00 (a) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 1,077,862.00 20,100.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 11,465,025.00 213,800.00 (c) N/A (c)
GULFPORT ENERGY CORP COMMON STOCKS 40263530 4,038.00 1,689.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 13,282,975.00 323,975.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 5,783,050.00 141,050.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 17,970,300.00 438,300.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 799,500.00 19,500.00 (c) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 102,500.00 2,500.00 (c) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 30,750.00 3,000.00 (c) N/A (a)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 6,150.00 600.00 (c) N/A (b)
HALSEY DRUG CO COMMON STOCKS 40636910 1,484,558.00 678,500.00 (a) N/A (a)
HALSEY DRUG CO COMMON STOCKS 40636910 3,063.00 1,400.00 (c) N/A (c)
HALSEY DRUG CO - RESTRICTED COMMON STOCKS 40636998 1,376,252.00 629,000.00 (a) N/A (a)
HAMBRECHT & QUIST GROUP COMMON STOCKS 40654510 156,000.00 3,200.00 (a) N/A (a)
HAMBRECHT & QUIST GROUP COMMON STOCKS 40654510 1,750,125.00 35,900.00 (c) N/A (c)
HAMILTON BANCORP INC COMMON STOCKS 40701310 588,625.00 27,700.00 (a) N/A (a)
HAMILTON BANCORP INC COMMON STOCKS 40701310 184,875.00 8,700.00 (a) N/A (c)
HANGER ORTHOPEDIC GROUP INC COMMON STOCKS 41043F20 5,157,650.00 355,700.00 (a) N/A (a)
HANGER ORTHOPEDIC GROUP INC COMMON STOCKS 41043F20 3,771,450.00 260,100.00 (a) N/A (c)
HANOVER DIRECT INC COMMON STOCKS 41078310 23,815,788.00 9,293,966.00 (a) N/A (a)
HARCOR ENERGY 144A WARRANTS WARRANTS 41162811 - 22,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 4,722,273.00 113,448.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 2,965,157.00 71,235.00 (a) N/A (b)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 1,282,050.00 30,800.00 (c) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 477,272.00 11,466.00 (c) N/A (b)
HARLAND JOHN H CO COMMON STOCKS 41269310 (311,008.00) (16,000.00) (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 125,156.00 2,500.00 (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 22,929.00 458.00 (a) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 15,019.00 300.00 (a) N/A (c)
HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCKS 41308610 4,313,509.00 102,550.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 477,912.00 17,300.00 (a) N/A (a)
HARSCO CORP COMMON STOCKS 41586410 8,451,869.00 305,950.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 71,825.00 2,600.00 (c) N/A (b)
HARTE-HANKS INC COMMON STOCKS 41619610 1,586,460.00 62,986.00 (a) N/A (a)
HARTE-HANKS INC COMMON STOCKS 41619610 403,000.00 16,000.00 (a) N/A (b)
HARTE-HANKS INC COMMON STOCKS 41619610 604,500.00 24,000.00 (c) N/A (a)
HARTE-HANKS INC COMMON STOCKS 41619610 83,622.00 3,320.00 (c) N/A (b)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 2,648,700.00 64,800.00 (a) N/A (a)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 98,100.00 2,400.00 (a) N/A (b)
HARTFORD LIFE CL A COMMON STOCKS 41659210 246,250.00 5,000.00 (a) N/A (a)
HARTFORD LIFE CL A COMMON STOCKS 41659210 450,638.00 9,150.00 (a) N/A (b)
HASBRO INC COMMON STOCKS 41805610 32,250.00 1,500.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS INC COMMON STOCKS 41987010 9,219.00 262.00 (a) N/A (a)
HAYES LEMMERZ INTERNATIONAL INC COMMON STOCKS 42078110 3,488.00 150.00 (c) N/A (b)
HCC INSURANCE HOLDINGS INC COMMON STOCKS 40413210 3,312,600.00 197,032.00 (a) N/A (c)
HCR MANOR CARE INC COMMON STOCKS 40413410 1,719.00 100.00 (a) N/A (b)
HEALTH CARE PPTYS INVEST INC COMMON STOCKS 42191510 517,125.00 19,700.00 (c) N/A (c)
HEALTH CARE REIT INC COMMON STOCKS 42217K10 298,000.00 14,900.00 (c) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 28,800,550.00 3,716,200.00 (a) N/A (a)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 16,644,675.00 2,147,700.00 (a) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 5,194,825.00 670,300.00 (c) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 602,156.00 32,115.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 48,750.00 2,600.00 (a) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 382,500.00 20,400.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 18,750.00 1,000.00 (c) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 714,375.00 38,100.00 (c) N/A (c)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 55,000.00 20,000.00 (c) N/A (a)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 48,400.00 17,600.00 (c) N/A (b)
HEALTH-CHEM CORP SUB DEB CV CONVERTIBLES 422174AA 8,500.00 34.00 (a) N/A (a)
HEALTHEON CORP COMMON STOCKS 42220910 4,648,310.00 125,630.00 (a) N/A (a)
HEALTHEON CORP COMMON STOCKS 42220910 1,004,439.00 27,147.00 (a) N/A (b)
HEALTHEON CORP COMMON STOCKS 42220910 3,700.00 100.00 (c) N/A (a)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 333,537.00 54,455.00 (a) N/A (a)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 227,280.00 37,107.00 (a) N/A (c)
HEALTHY PLANET PRODUCTS INC COMMON STOCKS 42221N10 25.00 44.00 (a) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 35,217.00 1,638.00 (a) N/A (a)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 205,476.00 9,557.00 (a) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 4,300.00 200.00 (c) N/A (b)
HEILIG MEYERS CO COMMON STOCKS 42289310 23,750.00 5,000.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 3,300,422.00 76,754.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 38,700.00 900.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 60,200.00 1,400.00 (a) N/A (c)
HEINZ (H.J.) CO COMMON STOCKS 42307410 645.00 15.00 (c) N/A (b)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 8,844,606.00 790,544.00 (a) N/A (a)
HEMMETER ENTERPRISES WARRANTS WARRANTS 42368R11 - 12,000.00 (a) N/A (a)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 23,234.00 629.00 (a) N/A (a)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 23,234.00 629.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 1,340,473.00 27,532.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 137,883.00 2,832.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 96,888.00 1,990.00 (c) N/A (b)
HERTZ CORP CL-A COMMON STOCKS 42804010 70,400.00 1,600.00 (a) N/A (a)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 7,070,400.00 11,520.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,194,725.00 90,300.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 9,491,815.00 104,593.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,466,975.00 93,300.00 (a) N/A (c)
HEWLETT-PACKARD COMMON STOCKS 42823610 816,750.00 9,000.00 (c) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 648,862.00 7,150.00 (c) N/A (b)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 36,115.00 36,115.00 (a) N/A (a)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 5,260.00 5,260.00 (a) N/A (c)
HIDROELECTRICA EL CHOCON PRIV PVT PLACEMENT 43168090 943,589.00 982,905.00 (a) N/A (a)
HIDROELECTRICA EL CHOCON PRIV PVT PLACEMENT 43168090 202,456.00 210,892.00 (a) N/A (c)
HIGH PLAINS CORP COMMON STOCKS 42970110 575.00 400.00 (c) N/A (b)
HIGH SPEED ACCESS CORP COMMON STOCKS 42979U10 68,812.00 3,000.00 (a) N/A (a)
HILLS STORES CO WTS WARRANTS 43169212 - 5,929.00 (a) N/A (a)
HILTON GROUP PLC SPON ADR COMMON STOCKS 43283M10 13,700.00 2,000.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 9,875.00 1,000.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 25,506,671.00 335,063.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 441,525.00 5,800.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 39,783,915.00 522,613.00 (a) N/A (c)
HITACHI LTD SPONSORED ADR COMMON STOCKS 43357850 16,369.00 150.00 (a) N/A (b)
HOLLINGER INTL INC COMMON STOCKS 43556910 460,750.00 38,800.00 (a) N/A (a)
HOLLINGER INTL INC COMMON STOCKS 43556910 17,812.00 1,500.00 (a) N/A (c)
HOLLYWOOD ENTERTAINMENT CORP COMMON STOCKS 43614110 2,589,750.00 172,650.00 (a) N/A (c)
HOME DEPOT CONV SUB NOTES CONVERTIBLES 437076AE 3,003,131.00 1,015.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 36,664,828.00 534,278.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 28,310,626.00 412,541.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 15,018,581.00 218,850.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 2,654,072.00 38,675.00 (c) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 4,048,738.00 58,998.00 (c) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 2,489,715.00 36,280.00 (c) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 21,929,918.00 2,386,800.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 2,007,578.00 218,500.00 (a) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 6,668,650.00 725,800.00 (c) N/A (c)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 2,006,471.00 134,100.00 (a) N/A (a)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 73,316.00 4,900.00 (a) N/A (c)
HON HAI PRECISION GDR REG-S COMMON STOCKS 5758218 763,088.00 51,000.00 (a) N/A (a)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 6,790.00 83.00 (a) N/A (a)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 31,089.00 380.00 (c) N/A (c)
HONEYWELL INC COMMON STOCKS 43850610 4,788,350.00 43,017.00 (a) N/A (a)
HONEYWELL INC COMMON STOCKS 43850610 66,788.00 600.00 (a) N/A (b)
HOOPER HOLMES INC COMMON STOCKS 43910410 3,461,938.00 135,100.00 (a) N/A (c)
HOSIERY CORP OF AMERICA COMMON STOCKS 44101610 80,000.00 2,000.00 (a) N/A (a)
HOSPITALITY PROPERTIES TRUST COMMON STOCKS 44106M10 838,706.00 37,800.00 (c) N/A (c)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 525,559.00 55,322.00 (a) N/A (a)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 171,000.00 18,000.00 (a) N/A (b)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 142,500.00 15,000.00 (c) N/A (a)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 11,875.00 1,250.00 (c) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 4,747,791.00 118,325.00 (a) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 3,728,616.00 92,925.00 (a) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 12,422,700.00 309,600.00 (a) N/A (c)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 236,738.00 5,900.00 (c) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 397,238.00 9,900.00 (c) N/A (b)
HRPT PROPERTIES TRUST COMMON STOCKS 40426W10 38,250.00 3,400.00 (c) N/A (b)
HSB GROUP INC COMMON STOCKS 40428N10 348,356.00 9,900.00 (a) N/A (a)
HSB GROUP INC COMMON STOCKS 40428N10 77,412.00 2,200.00 (a) N/A (b)
HSBC HOLDINGS PLC SPONSORED ADR COMMON STOCKS 40428040 341,988.00 5,890.00 (a) N/A (a)
HUBBELL INC CL A COMMON STOCKS 44351010 134,500.00 4,000.00 (a) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 364,204.00 11,426.00 (a) N/A (a)
HUBBELL INC CL B COMMON STOCKS 44351020 443,955.00 13,928.00 (a) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 95,625.00 3,000.00 (c) N/A (a)
HUBBELL INC CL B COMMON STOCKS 44351020 81,090.00 2,544.00 (c) N/A (b)
HUBCO INC COMMON STOCKS 44416510 748,756.00 24,300.00 (c) N/A (c)
HUMANA INC COM COMMON STOCKS 44485910 23,657.00 3,441.00 (a) N/A (a)
HUSSMANN INTERNATIONAL INC COMMON STOCKS 44811010 25,500.00 1,500.00 (a) N/A (b)
HUTCHINSON TECHNOLOGY COMMON STOCKS 44840710 407,700.00 15,100.00 (c) N/A (c)
HYPERCOM CORP COMMON STOCKS 44913M10 721,600.00 90,200.00 (a) N/A (a)
HYPERCOM CORP COMMON STOCKS 44913M10 219,200.00 27,400.00 (a) N/A (c)
HYPERCOM CORP COMMON STOCKS 44913M10 8,000.00 1,000.00 (c) N/A (b)
HYPERFEED TECHNOLOGIES INC COMMON STOCKS 44913S10 8,062.00 1,000.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 14,851,870.00 675,085.00 (a) N/A (a)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 600,710.00 27,305.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 6,249,100.00 284,050.00 (a) N/A (c)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 460,020.00 20,910.00 (c) N/A (b)
HYPERION TELECOMM INC CL A COMMON STOCKS 44914K30 439,190.00 17,700.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 55,855,788.00 1,439,100.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 989,732.00 25,500.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 11,038,417.00 284,400.00 (c) N/A (c)
IAMGOLD INTL AFRICAN MNG GLD COMMON STOCKS 2446646 52,181.00 21,600.00 (c) N/A (c)
IBIS TECHNOLOGY CORP COMMON STOCKS 45090910 403,340.00 11,691.00 (a) N/A (a)
IBP INC. COMMON STOCKS 44922310 44,438.00 1,800.00 (a) N/A (a)
ICG COMMUNICATION INC COMMON STOCKS 44924610 616,295.00 39,600.00 (a) N/A (a)
ICG COMMUNICATION INC COMMON STOCKS 44924610 9,338.00 600.00 (c) N/A (b)
ICO INC COMMON STOCKS 44929310 175.00 100.00 (a) N/A (b)
ICON HEALTH & FITNESS WARRANTS WARRANTS 44960012 45.00 4,500.00 (a) N/A (a)
ICON HEALTH & FITNESS WARRANTS WARRANTS 44960012 10.00 1,000.00 (a) N/A (c)
IDACORP INC COMMON STOCKS 45110710 3,111,672.00 103,292.00 (a) N/A (c)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 2,849,145.00 30,300.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 630,009.00 6,700.00 (a) N/A (b)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 5,237,541.00 55,700.00 (a) N/A (c)
IDEX CORP COMMON STOCKS 45167R10 336,925.00 11,900.00 (c) N/A (c)
IDEXX LABORATORIES CORP COMMON STOCKS 45168D10 1,582,403.00 91,900.00 (a) N/A (a)
IDEXX LABORATORIES CORP COMMON STOCKS 45168D10 334,044.00 19,400.00 (a) N/A (c)
IDT CORP COMMON STOCKS 44894710 2,094.00 100.00 (c) N/A (b)
IDT CORP COMMON STOCKS 44894710 425,041.00 20,300.00 (c) N/A (c)
IDX SYSTEMS CORP COMMON STOCKS 44949110 90,625.00 5,000.00 (a) N/A (a)
IHOP CORP COMMON STOCKS 44962310 4,050.00 200.00 (c) N/A (b)
IKON OFFICE SOLUTIONS INC COMMON STOCKS 45171310 (114,362.00) (10,700.00) (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 7,605,425.00 102,000.00 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 465,568.00 6,244.00 (a) N/A (b)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 1,453,978.00 19,500.00 (a) N/A (c)
ILLINOVA CORP COMMON STOCKS 45231710 70,156.00 2,500.00 (a) N/A (a)
ILLINOVA CORP COMMON STOCKS 45231710 11,225.00 400.00 (a) N/A (b)
ILLINOVA CORP COMMON STOCKS 45231710 4,032,581.00 143,700.00 (a) N/A (c)
IMALL INC COMMON STOCKS 45244X30 7,475.00 400.00 (c) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 1,550.00 50.00 (a) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 641,700.00 20,700.00 (c) N/A (c)
IMAX CORP COMMON STOCKS 45245E10 8,841,000.00 442,050.00 (a) N/A (a)
IMAX CORP COMMON STOCKS 45245E10 867,000.00 43,350.00 (a) N/A (b)
IMC GLOBAL INC COMMON STOCKS 44966910 (50,563.00) (3,472.00) (a) N/A (a)
IMCO RECYCLING INC COMMON STOCKS 44968110 45,000.00 3,000.00 (c) N/A (b)
IMCO RECYCLING INC COMMON STOCKS 44968110 358,500.00 23,900.00 (c) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 52,050.00 1,200.00 (a) N/A (a)
IMMUNEX CORP COMMON STOCKS 45252810 173,500.00 4,000.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 2,092,410.00 48,240.00 (a) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 19,952.00 460.00 (c) N/A (b)
IMPERIAL CHEM INDS PLC ADR NEW COMMON STOCKS 45270450 12,956.00 300.00 (a) N/A (a)
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR COMMON STOCKS 45314210 2,374.00 101.00 (a) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 148,281.00 6,500.00 (a) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 230,406.00 10,100.00 (a) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 18,250.00 800.00 (c) N/A (b)
INCO LTD COMMON STOCKS 2460367 2,147,454.00 100,500.00 (a) N/A (a)
INCO LTD COMMON STOCKS 2460367 529,919.00 24,800.00 (c) N/A (c)
INCO LTD COMMON STOCKS 45325840 19,130,625.00 895,000.00 (a) N/A (a)
INCO LTD COMMON STOCKS 45325840 425,362.00 19,900.00 (a) N/A (c)
INCO LTD COMMON STOCKS 45325840 6,303,488.00 294,900.00 (c) N/A (c)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 5,151,562.00 5,495.00 (a) N/A (a)
INDAH KIAT PULP AND PAPER WTS WARRANTS 6013228 1.00 5.00 (a) N/A (a)
INDIA FUND INC EQUITY FUNDS 45408910 5,150.00 400.00 (c) N/A (b)
INDONESIA EQUITY FUND COMMON STOCKS 0459992 555,000.00 250,000.00 (c) N/A (c)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 210,547.00 87,500.00 (a) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 31,883.00 13,250.00 (a) N/A (b)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 115,500.00 48,000.00 (c) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 10,527.00 4,375.00 (c) N/A (b)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 43,312.00 18,000.00 (c) N/A (c)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 7,498,500.00 499,900.00 (a) N/A (a)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 19,912,500.00 1,327,500.00 (a) N/A (c)
INFINITY BROADCASTING CORP CL A COMMON STOCKS 45662S10 7,369,162.00 251,400.00 (a) N/A (a)
INFINITY BROADCASTING CORP CL A COMMON STOCKS 45662S10 7,036,466.00 240,050.00 (a) N/A (b)
INFINITY BROADCASTING CORP CL A COMMON STOCKS 45662S10 4,443,775.00 151,600.00 (a) N/A (c)
INFINITY BROADCASTING CORP CL A COMMON STOCKS 45662S10 1,937,556.00 66,100.00 (c) N/A (a)
INFINITY BROADCASTING CORP CL A COMMON STOCKS 45662S10 38,106.00 1,300.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 1,141,484.00 143,800.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 2,381.00 300.00 (a) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 839,840.00 105,800.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 46,831.00 5,900.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 564,392.00 71,100.00 (c) N/A (c)
INFOSEEK CORP COMMON STOCKS 45678M10 9,907,664.00 320,896.00 (a) N/A (a)
INFOSEEK CORP COMMON STOCKS 45678M10 6,175.00 200.00 (a) N/A (b)
INFOSEEK CORP COMMON STOCKS 45678M10 15,438.00 500.00 (c) N/A (b)
INFOSPACE.COM INC COMMON STOCKS 45678T10 7,538,212.00 183,300.00 (a) N/A (a)
INFOSPACE.COM INC COMMON STOCKS 45678T10 411,250.00 10,000.00 (a) N/A (b)
INFOSPACE.COM INC COMMON STOCKS 45678T10 13,583,588.00 330,300.00 (a) N/A (c)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 1,515,800.00 10,600.00 (a) N/A (a)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 2,745,600.00 19,200.00 (a) N/A (c)
ING BK (LAND & HOUSE PLC) WT WARRANTS 5327287 9.00 8,877.00 (c) N/A (c)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 34,712.00 634.00 (a) N/A (a)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 416,757.00 7,612.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 11,224.00 205.00 (c) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 3,664,334.00 66,700.00 (a) N/A (a)
INGERSOLL-RAND CO COMMON STOCKS 45686610 604,312.00 11,000.00 (a) N/A (b)
INGERSOLL-RAND CO COMMON STOCKS 45686610 18,607,331.00 338,700.00 (a) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 1,648.00 30.00 (c) N/A (b)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 2,734.00 90.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 23,010,348.00 191,703.00 (a) N/A (a)
INKTOMI CORP COMMON STOCKS 45727710 2,936,805.00 24,467.00 (a) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 22,985,984.00 191,500.00 (a) N/A (c)
INKTOMI CORP COMMON STOCKS 45727710 91,224.00 760.00 (c) N/A (c)
INNKEEPERS USA TRUST COMMON STOCKS 4576J010 274,329.00 33,000.00 (c) N/A (c)
INPRISE CORP COMMON STOCKS 45766C10 4,094.00 1,000.00 (c) N/A (a)
INPUT/OUTPUT INC COMMON STOCKS 45765210 6,625.00 1,000.00 (c) N/A (a)
INSIGHT COMMUNICATIONS CO INC COMMON STOCKS 45768V10 65,838.00 2,300.00 (a) N/A (b)
INSIGHT ENTERPRISES INC COMMON STOCKS 45765U10 614,250.00 18,900.00 (c) N/A (c)
INSO CORP COMMON STOCKS 45767410 1,080,000.00 135,000.00 (a) N/A (a)
INSO CORP COMMON STOCKS 45767410 360,000.00 45,000.00 (a) N/A (c)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 1,993,750.00 290,000.00 (a) N/A (a)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 13,750.00 2,000.00 (a) N/A (b)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 5,194,750.00 755,600.00 (a) N/A (c)
INSTRUMENTARIUM CORP ADR COMMON STOCKS 45780520 58,500.00 3,600.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 68,450.00 3,700.00 (a) N/A (a)
INTEGRATED ELECTRICAL SERVICES INC COMMON STOCKS 45811E10 79.00 5.00 (a) N/A (b)
INTEGRATED HEALTH CARE PREFERREDS 45797420 - 869.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 115,811,593.00 1,558,436.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 39,820,130.00 535,847.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 44,037,607.00 592,600.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 25,534,295.00 343,607.00 (c) N/A (a)
INTEL CORP COMMON STOCKS 45814010 13,731,018.00 184,774.00 (c) N/A (b)
INTEL CORP COMMON STOCKS 45814010 14,983,730.00 201,630.00 (c) N/A (c)
INTEL CORP JAN 00 CALL OPTION OPTIONS 4581409AR 512,500.00 2,000.00 (a) N/A (a)
INTEL CORP JAN 00 PUT OPTION OPTIONS 4581409MR 3,425,000.00 2,000.00 (a) N/A (a)
INTERACT SYSTEMS INC WARRANTS WARRANTS 45816F11 - 3,250.00 (a) N/A (a)
INTERACTIVE PICTURES CORP COMMON STOCKS 45839N10 3,117,500.00 145,000.00 (a) N/A (a)
INTERACTIVE PICTURES CORP COMMON STOCKS 45839N10 4,300.00 200.00 (a) N/A (b)
INTERGROUP CORP COMMON STOCKS 45868510 30,756.00 2,812.00 (a) N/A (a)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 1,930,650.00 2,440.00 (a) N/A (a)
INTERIM SERVICES INC COMMON STOCKS 45868P10 90,062.00 5,500.00 (a) N/A (a)
INTERLEAF INC COMMON STOCKS 45872920 6,800,000.00 400,000.00 (a) N/A (c)
INTERLOGIC TRACE INC. CMN STK COMMON STOCKS 45815W10 - 762,486.00 (a) N/A (a)
INTERLOGIC TRACE INC. PFD 10% PREFERREDS 45815W20 - 123,925.00 (a) N/A (a)
INTERMAGNETICS GENERAL CORP COMMON STOCKS 45877110 6.00 1.00 (c) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 518,469.00 23,837.64 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 26,252.00 1,207.00 (a) N/A (c)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 6,525.00 300.00 (c) N/A (b)
INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON STOCKS 45950610 51,750.00 1,500.00 (a) N/A (a)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 245,000.00 14,000.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 10,500.00 600.00 (c) N/A (b)
INTERNATIONAL NETWORK SERVICES COMMON STOCKS 46005310 57,762,780.00 1,062,304.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 115,351.00 2,400.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 48,062.00 1,000.00 (a) N/A (b)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 2,403.00 50.00 (c) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 139,721.00 1,590.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 73,815.00 840.00 (c) N/A (c)
INTERNET COMMERCE GROUP CL A COMMON STOCKS 46059F10 39,750.00 3,000.00 (c) N/A (b)
INTERNET INITIATIVE JAPAN COMMON STOCKS 46059T10 640,000.00 10,000.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 23,800.00 1,700.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 560.00 40.00 (c) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 3,651,900.00 88,800.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 768,955.00 18,698.00 (a) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 32,900.00 800.00 (c) N/A (b)
INTERSTATE NATIONAL DEALER SERVICES INC COMMON STOCKS 46102P10 34,450.00 5,300.00 (c) N/A (b)
INTER-TEL INC COMMON STOCKS 45837210 8,875.00 500.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 47,925.00 2,700.00 (a) N/A (b)
INTER-TEL INC COMMON STOCKS 45837210 213,000.00 12,000.00 (a) N/A (c)
INTERWORLD CORP COMMON STOCKS 46114Q10 126,438.00 3,500.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 87,113,466.00 719,946.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 28,948,040.00 239,240.00 (a) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 39,851,350.00 329,350.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 6,776,000.00 56,000.00 (c) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 3,913,866.00 32,346.00 (c) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 12,777,600.00 105,600.00 (c) N/A (c)
INTL MULTIFOODS CORP COMMON STOCKS 46004310 524,400.00 22,800.00 (c) N/A (c)
INTL WIRELESS COMM PRIVATE PVT PLACEMENT 45918990 - 1,626,120.00 (a) N/A (a)
INTL WIRELESS COMM SER F PRIV PVT PLACEMENT 45918995 - 98,920.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 25,265,860.00 288,238.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 506,828.00 5,782.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 2,743,641.00 31,300.00 (a) N/A (c)
INTUIT INC COMMON STOCKS 46120210 177,942.00 2,030.00 (c) N/A (a)
INTUIT INC COMMON STOCKS 46120210 1,399,958.00 15,971.00 (c) N/A (b)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 23,000.00 1,000.00 (c) N/A (b)
INVESTORS FINANCIAL SERVICES CORP COMMON STOCKS 46191510 89,375.00 2,600.00 (a) N/A (a)
IPC INFORMATION SYSTEMS INC COMMON STOCKS 44980K20 36,900.00 600.00 (c) N/A (b)
IRIDIUM WORLD COMMUNICATIONS LTD CL A COMMON STOCKS G4939810 3,753.00 1,500.00 (a) N/A (b)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 6,681,844.00 197,250.00 (a) N/A (a)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 352,300.00 10,400.00 (a) N/A (b)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 3,748,269.00 110,650.00 (a) N/A (c)
IRSA GDR COMMON STOCKS 45004720 65,812.00 2,340.00 (a) N/A (a)
IRT PROPERTY CO COMMON STOCKS 45005810 8,919.00 991.00 (a) N/A (b)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 4,475.00 400.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 1,119.00 100.00 (a) N/A (b)
ISLE OF CAPRI CASINO WTS WARRANTS 46459211 12,675.00 3,528.00 (a) N/A (a)
ISLE OF CAPRIS CASINOS INC COMMON STOCKS 46459210 199,290.00 19,929.00 (a) N/A (a)
ISS GROUP INC COMMON STOCKS 45030610 4,102,406.00 150,547.00 (a) N/A (a)
ISS GROUP INC COMMON STOCKS 45030610 1,005,934.00 36,915.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 10,900.00 400.00 (c) N/A (b)
ITALY FUND INC EQUITY FUNDS 46539510 72,812.00 5,000.00 (c) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 203,875.00 14,000.00 (c) N/A (b)
ITC DELTACOM INC COMMON STOCKS 45031T10 7,784,178.00 283,061.00 (a) N/A (a)
ITC DELTACOM INC COMMON STOCKS 45031T10 7,265,170.00 264,188.00 (a) N/A (c)
ITEQ INC COMMON STOCKS 45043010 287.00 139.00 (c) N/A (b)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 3,888.00 48.00 (a) N/A (a)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 17,982.00 222.00 (c) N/A (c)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 7,369,050.00 377,900.00 (a) N/A (a)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 16,333,200.00 837,600.00 (a) N/A (c)
ITT INDUSTRIES INC COMMON STOCKS 45091110 496,275.00 15,600.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 6,362.00 200.00 (a) N/A (b)
ITT INDUSTRIES INC COMMON STOCKS 45091110 6,461,119.00 203,100.00 (a) N/A (c)
IVAX CORP COMMON STOCKS 46582310 4,780,050.00 289,700.00 (a) N/A (a)
IVAX CORP COMMON STOCKS 46582310 14,548,050.00 881,700.00 (a) N/A (c)
IXOS SOFTWARE AG SPONSORED ADR COMMON STOCKS 46600V10 201,600.00 6,300.00 (a) N/A (c)
IXYS CORP-DEL COMMON STOCKS 46600W10 14,082.00 2,852.00 (a) N/A (a)
IXYS CORP-DEL COMMON STOCKS 46600W10 8,892.00 1,801.00 (a) N/A (b)
J. BAKER INC COMMON STOCKS 05723210 2,522,362.00 320,300.00 (a) N/A (c)
J.SAINSBURY PLC SPONSORED ADR COMMON STOCKS 46624910 216,977.00 8,693.00 (a) N/A (a)
JAB HLDG CMN STK COMMON STOCKS 46636#$A 1,900,477.00 410,914.00 (a) N/A (a)
JAPAN OTC EQUITY FUND INC CLOSED END FUNDS 47109110 1,319,676.00 102,000.00 (a) N/A (a)
JARDINE FLEMING INDIA FUND INC EQUITY FUNDS 47111210 3,525.00 400.00 (c) N/A (b)
JB OXFORD HOLDINGS INC COMMON STOCKS 46610710 577.00 75.00 (c) N/A (b)
JBL CIRCUIT INC COMMON STOCKS 46631310 29,700.00 600.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 3,908,055.00 334,379.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 87,072.00 7,450.00 (a) N/A (b)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 920,391.00 78,750.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 20,640,586.00 181,356.00 (a) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 1,684,425.00 14,800.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 62,665,162.00 550,600.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 36,420.00 320.00 (c) N/A (c)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 20,875.00 1,000.00 (c) N/A (b)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 386,188.00 18,500.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 1,175,289.00 18,600.00 (a) N/A (a)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 285,923.00 4,525.00 (a) N/A (b)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 94,781.00 1,500.00 (c) N/A (b)
JEWEL RECOVERY L.P. COMMON STOCKS 532999BW - 1,756,897.98 (a) N/A (a)
JLG INDUSTRIES COMMON STOCKS 46621010 294,647.00 19,400.00 (c) N/A (c)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 (57,750.00) (4,400.00) (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 60,734,061.00 661,051.00 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 27,860,726.00 303,246.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,232,562.00 24,300.00 (a) N/A (c)
JOHNSON & JOHNSON COMMON STOCKS 47816010 5,622,750.00 61,200.00 (c) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 4,908,422.00 53,425.00 (c) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 918,750.00 10,000.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 19,350,133.00 291,800.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 5,643,236.00 85,100.00 (c) N/A (c)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 2,202,250.00 76,600.00 (a) N/A (a)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 592,250.00 20,600.00 (a) N/A (b)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 143,750.00 5,000.00 (a) N/A (c)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 5,750.00 200.00 (c) N/A (b)
JORDAN TELECOM PIK PFD PREFERREDS 48076770 1,322,081.00 1,296.16 (a) N/A (a)
JORDAN TELECOM PRODUCTS COMMON STOCKS 48076710 2,000.00 1,000.00 (a) N/A (a)
JOSTENS INC COMMON STOCKS 48108810 193,354.00 10,110.00 (a) N/A (b)
JOSTENS INC COMMON STOCKS 48108810 583,312.00 30,500.00 (c) N/A (c)
JUNIPER NETWORKS INC COMMON STOCKS 48203R10 36,412.00 200.00 (a) N/A (a)
JUNO LIGHTING INC COMMON STOCKS 48204720 90,152.00 7,552.00 (a) N/A (c)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 32,375.00 2,000.00 (a) N/A (a)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 324.00 20.00 (c) N/A (b)
K MART CORP COMMON STOCKS 48258410 35,064.00 3,000.00 (a) N/A (a)
K MART CORP COMMON STOCKS 48258410 5,844.00 500.00 (c) N/A (b)
KAISER ALUMINUM CORP COMMON STOCKS 48300710 2,620,931.00 315,300.00 (a) N/A (c)
KAMAN CORP CL A COMMON STOCKS 48354810 76,500.00 6,000.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 826,200.00 64,800.00 (c) N/A (c)
KANEB PIPELINE PARTNERS LP COMMON STOCKS 48416910 28,875.00 1,000.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 1,694,786.00 36,447.00 (a) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 695,454.00 14,956.00 (a) N/A (b)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 271,095.00 5,830.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 455,886.00 9,804.00 (c) N/A (b)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 1,719.00 6.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 8,308.00 29.00 (c) N/A (c)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 28,875.00 1,400.00 (a) N/A (a)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 728,062.00 35,300.00 (c) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,338,400.00 44,800.00 (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 13,657,356.00 457,150.00 (a) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,494.00 50.00 (c) N/A (b)
KELLOGG CO COMMON STOCKS 48783610 1,400,181.00 37,400.00 (a) N/A (a)
KELLOGG CO COMMON STOCKS 48783610 26,206.00 700.00 (c) N/A (b)
KELLWOOD CO COMMON STOCKS 48804410 451,000.00 20,500.00 (c) N/A (c)
KEMET CORP COMMON STOCKS 48836010 1,393,838.00 43,600.00 (a) N/A (a)
KEMET CORP COMMON STOCKS 48836010 786,431.00 24,600.00 (a) N/A (c)
KEMPER NEW EUROPE FUND-M COMMON STOCKS 48841Y40 426,405.00 21,700.00 (a) N/A (a)
KENNAMETAL INC COMMON STOCKS 48917010 41,400.00 1,600.00 (c) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 114,700.00 6,200.00 (a) N/A (a)
KENT ELECTONICS CORP COMMON STOCKS 49055310 1,356,050.00 73,300.00 (c) N/A (c)
KEPPEL LTD SPONSORED ADR COMMON STOCKS 49205130 336.00 61.00 (a) N/A (a)
KEPPEL LTD SPONSORED ADR COMMON STOCKS 49205130 1,540.00 280.00 (c) N/A (c)
KERR-MCGEE CORP COMMON STOCKS 49238610 725,283.00 13,172.00 (c) N/A (b)
KEY ENERGY WARRANT WARRANTS 49291412 133,000.00 6,650.00 (a) N/A (a)
KEY ENERGY WARRANT WARRANTS 49291412 48,000.00 2,400.00 (a) N/A (c)
KEY ENERGY WARRANT WARRANTS 49291412 15,000.00 750.00 (c) N/A (c)
KEYCORP COMMON STOCKS 49326710 33,557.00 1,300.00 (a) N/A (a)
KEYSPAN CORP COMMON STOCKS 49337W10 12,910.00 451.00 (a) N/A (b)
KEYSPAN CORP COMMON STOCKS 49337W10 1,431.00 50.00 (c) N/A (b)
KILROY REALTY CORP COMMON STOCKS 49427F10 21,125.00 1,000.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 42,250.00 2,000.00 (a) N/A (c)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 9,836,398.00 186,472.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 47,897.00 908.00 (a) N/A (b)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 1,107,328.00 20,992.00 (c) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 32,916.00 624.00 (c) N/A (b)
KIMCO REALTY CORP COMMON STOCKS 49446R10 350,350.00 9,800.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 139,425.00 3,900.00 (a) N/A (b)
KINGFISHER PLC SPONSORED ADR COMMON STOCKS 49572420 34,430.00 1,565.00 (a) N/A (a)
KINROSS GOLD CORP COMMON STOCKS 49690210 818,800.00 284,800.00 (c) N/A (c)
KLA TENCOR CORP COMMON STOCKS 48248010 28,827,500.00 443,500.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 25,324,000.00 389,600.00 (a) N/A (c)
KLA TENCOR CORP COMMON STOCKS 48248010 520,000.00 8,000.00 (c) N/A (c)
KMC TELECOM HLDGS INC-144A WT WARRANTS 48256212 68,750.00 2,750.00 (a) N/A (a)
KMC TELECOM HLDGS INC-144A WT WARRANTS 48256212 6,250.00 250.00 (a) N/A (c)
KN ENERGY INC COMMON STOCKS 48262010 21,607.00 963.00 (a) N/A (b)
KNIGHT RIDDER INC COMMON STOCKS 49904010 1,963,500.00 35,700.00 (a) N/A (a)
KNIGHT/TRIMARK GROUP INC CL A COMMON STOCKS 49906710 5,925.00 200.00 (c) N/A (a)
KNIGHT/TRIMARK GROUP INC CL A COMMON STOCKS 49906710 15,553.00 525.00 (c) N/A (b)
KNOLL INC COMMON STOCKS 49890410 18,593,791.00 691,862.00 (a) N/A (a)
KNOLL INC COMMON STOCKS 49890410 731,672.00 27,225.00 (a) N/A (b)
KNOLL INC COMMON STOCKS 49890410 7,310,914.00 272,034.00 (a) N/A (c)
KNOLL INC COMMON STOCKS 49890410 4,460,417.00 165,969.00 (c) N/A (a)
KNOLL INC COMMON STOCKS 49890410 683,028.00 25,415.00 (c) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 747,212.00 11,300.00 (a) N/A (a)
KOHL'S CORP COMMON STOCKS 50025510 406,669.00 6,150.00 (a) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 105,800.00 1,600.00 (c) N/A (b)
KONINKLIJE AHOLD NV -SPON ADR COMMON STOCKS 50046730 3,710.00 112.00 (a) N/A (a)
KONINKLIJE AHOLD NV -SPON ADR COMMON STOCKS 50046730 16,927.00 511.00 (c) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 348,147.00 3,447.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 189,476.00 1,876.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 111,504.00 1,104.00 (a) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 19,998.00 198.00 (c) N/A (c)
KOOR INDUSTRIES LTD-ADR COMMON STOCKS 50050710 503,958.00 28,900.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 16,132,616.00 1,004,333.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 3,278,458.00 204,100.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 11,205,838.00 697,618.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 923,750.00 73,900.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 150,000.00 12,000.00 (a) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 11,188.00 895.00 (c) N/A (b)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 27,897,852.00 753,996.00 (a) N/A (a)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 9,398,000.00 254,000.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 4,268,690.00 115,370.00 (c) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 2,064,138.00 89,500.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 13,866,596.00 628,500.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 8,825.00 400.00 (a) N/A (b)
KROGER CO COMMON STOCKS 50104410 1,464,983.00 66,400.00 (a) N/A (c)
KROGER CO COMMON STOCKS 50104410 6,239,637.00 282,810.00 (c) N/A (c)
KROLL-O'GARA CO COMMON STOCKS 50105010 43,388.00 2,600.00 (a) N/A (a)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 899,562.00 37,000.00 (a) N/A (a)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 291,750.00 12,000.00 (a) N/A (c)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 435,203.00 17,900.00 (c) N/A (c)
LABRANCHE & CO INC COMMON STOCKS 50544710 161,100.00 14,400.00 (a) N/A (a)
LABRANCHE & CO INC COMMON STOCKS 50544710 2,641,369.00 236,100.00 (a) N/A (c)
LAFARGE COMMON STOCKS 50586210 118,400.00 3,700.00 (a) N/A (a)
LAM RESEARCH CORP COMMON STOCKS 51280710 103,700.00 1,700.00 (a) N/A (a)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 1,489,950.00 30,100.00 (a) N/A (a)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 4,950.00 100.00 (a) N/A (c)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 34,650.00 700.00 (c) N/A (b)
LAMONTS APPAREL INC COMMON STOCKS 51362840 113,840.00 347,074.00 (a) N/A (a)
LAMONTS APPAREL INC B WT WARRANTS 51362814 - 71,579.00 (a) N/A (a)
LAMONTS APPAREL INC- WTS A WARRANTS 51362813 - 209,426.00 (a) N/A (a)
LAMONTS APPAREL INC. WARRENT WARRANTS 51362898 - 205,945.00 (a) N/A (a)
LANCE INC COMMON STOCKS 51460610 11,757.00 900.00 (a) N/A (a)
LANDAMERICA FINANCIAL GROUP COMMON STOCKS 51493610 264,650.00 13,400.00 (c) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 3,125,693.00 89,948.00 (a) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 368,350.00 10,600.00 (c) N/A (c)
LASON INC COMMON STOCKS 51808R10 16,813,308.00 377,562.00 (a) N/A (a)
LASON INC COMMON STOCKS 51808R10 71,250.00 1,600.00 (a) N/A (b)
LASON INC COMMON STOCKS 51808R10 1,905,938.00 42,800.00 (a) N/A (c)
LEAP WIRELESS INTERNATIONAL INC COMMON STOCKS 52186310 5,875.00 250.00 (a) N/A (b)
LEAR CORPORATION COMMON STOCKS 52186510 (24,632.00) (700.00) (a) N/A (a)
LEARNING TREE INTERNATIONAL INC COMMON STOCKS 52201510 6,625.00 400.00 (c) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 57,488.00 2,100.00 (a) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 481,800.00 17,600.00 (a) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 82,125.00 3,000.00 (c) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 6,844.00 250.00 (c) N/A (b)
LEGAL & GENERAL GROUP SPON ADR COMMON STOCKS 52463H10 140,382.00 9,900.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 25,276,354.00 579,816.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 985,219.00 22,600.00 (a) N/A (b)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 16,914,375.00 388,000.00 (a) N/A (c)
LEHMAN BRO HLDGS 5.00% CNV PFD PREFERREDS 52490850 5,251,125.00 184,250.00 (a) N/A (a)
LEHMAN BRO HLDGS 5.00% CNV PFD PREFERREDS 52490850 69,825.00 2,450.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 12,829,658.00 219,780.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 11,675.00 200.00 (a) N/A (b)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 20,151,050.00 345,200.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 4,013,987.00 251,858.00 (a) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 337,875.00 21,200.00 (a) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 1,673,724.00 105,018.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 189,592.00 11,896.00 (c) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 156,188.00 9,800.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 358,594.00 22,500.00 (c) N/A (c)
LEUKOSITE INC COMMON STOCKS 52728R10 3,158,075.00 156,923.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 5,775,812.00 110,608.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 10,444.00 200.00 (c) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 14,836,150.00 184,300.00 (a) N/A (a)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 1,022,350.00 12,700.00 (a) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 7,381,850.00 91,700.00 (a) N/A (c)
LG&E ENERGY CORP COMMON STOCKS 50191710 12,750.00 600.00 (c) N/A (a)
LIBERTY DIGITAL INC CL A COMMON STOCKS 53043610 363,675.00 15,600.00 (a) N/A (b)
LIBERTY DIGITAL INC CL A COMMON STOCKS 53043610 50,005.00 2,145.00 (c) N/A (b)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 17.00 2.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 17.00 2.00 (c) N/A (b)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 236.00 31.00 (a) N/A (a)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 465.00 61.00 (a) N/A (c)
LIGAND PHARMACEUTICALS WTS WARRANTS 53220K11 153.00 68.00 (a) N/A (a)
LIGAND PHARMACEUTICALS WTS WARRANTS 53220K11 284.00 126.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 71,499,029.00 1,113,901.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 2,674,565.00 41,668.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 12,202,052.00 190,100.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 2,455,172.00 38,250.00 (c) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 430,056.00 6,700.00 (c) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 12,150,788.00 189,300.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 294,525.00 7,700.00 (a) N/A (a)
LIMITED INC COMMON STOCKS 53271610 191,250.00 5,000.00 (a) N/A (b)
LINCOLN NATIONAL CONVERTIBLE SECURITIES EQUITY FUNDS 53418310 23,088.00 1,664.00 (a) N/A (b)
LINCOLN NATIONAL CORP INDIANA COMMON STOCKS 53418710 3,756.00 100.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 2,398,265.00 40,800.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 458,494.00 7,800.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 799,425.00 13,600.00 (c) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 2,055,375.00 60,900.00 (a) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 158,625.00 4,700.00 (a) N/A (b)
LINENS 'N THINGS INC COMMON STOCKS 53567910 5,190,750.00 153,800.00 (a) N/A (c)
LIPOSOME COMPANY COMMON STOCKS 53631010 761.00 100.00 (c) N/A (b)
LIPOSOME COMPANY COMMON STOCKS 53631010 1,503,538.00 197,600.00 (c) N/A (c)
LIQUID AUDIO INC COMMON STOCKS 53631T10 6,623,000.00 179,000.00 (a) N/A (a)
LIQUID AUDIO INC COMMON STOCKS 53631T10 414,400.00 11,200.00 (a) N/A (b)
LIQUID AUDIO INC COMMON STOCKS 53631T10 18,862,600.00 509,800.00 (a) N/A (c)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 93,075.00 1,700.00 (a) N/A (a)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 5,606,400.00 102,400.00 (a) N/A (c)
LIZ CLAIBORNE INC COMMON STOCKS 53932010 1,584,100.00 51,100.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 1,235,606.00 37,800.00 (a) N/A (a)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 620,082.00 18,970.00 (a) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 19,613.00 600.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 46,907.00 1,435.00 (c) N/A (b)
LOEWS CORP COMMON STOCKS 54042410 13,377,833.00 190,600.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 893,136.00 12,725.00 (a) N/A (b)
LOG ON AMERICA INC COMMON STOCKS 54047310 172,500.00 10,000.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 43,125.00 2,500.00 (a) N/A (c)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 24,000.00 1,200.00 (a) N/A (b)
LONGS DRUG STORES INC COMMON STOCKS 54316210 11,950.00 400.00 (a) N/A (a)
LOOKSMART LTD COMMON STOCKS 54344210 11,906.00 500.00 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 6,614,004.00 384,813.80 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 2,581,030.00 150,169.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 569,336.00 33,125.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 4,394,844.00 255,700.00 (c) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 636,677.00 37,043.00 (c) N/A (b)
LOUISIANA PACIFIC CORP COMMON STOCKS 54634710 7,812.00 500.00 (a) N/A (b)
LOWES COMPANIES COMMON STOCKS 54866110 1,569,750.00 32,200.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 68,250.00 1,400.00 (a) N/A (c)
LOWES CORP SUB NOTE EXCH INTO SHS CONVERTIBLES 540424AL 17,000.00 20,000.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 34,881,600.00 670,800.00 (a) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 1,518,400.00 29,200.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 35,141,600.00 675,800.00 (a) N/A (c)
LSI LOGIC CORP COMMON STOCKS 50216110 10,400.00 200.00 (c) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 4,888,000.00 94,000.00 (c) N/A (c)
LTX CORP COMMON STOCKS 50239210 205,312.00 15,000.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 38,350,467.00 591,144.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 15,430,194.00 237,845.00 (a) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 13,971,740.00 215,364.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,860,728.00 44,096.00 (c) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 1,775,110.00 27,362.00 (c) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 68,119.00 1,050.00 (c) N/A (c)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 232,725.00 8,700.00 (a) N/A (a)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 850,650.00 31,800.00 (a) N/A (c)
LUMISYS CORP COMMON STOCKS 55027410 499.00 190.00 (c) N/A (b)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 28,594.00 1,500.00 (a) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 611,906.00 32,100.00 (a) N/A (c)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 305,000.00 16,000.00 (c) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 162,031.00 8,500.00 (c) N/A (b)
LVMH MOET HENNESEY SPON ADR COMMON STOCKS 50244120 243,744.00 4,062.40 (a) N/A (a)
LVMH MOET HENNESEY SPON ADR COMMON STOCKS 50244120 19,260.00 321.00 (c) N/A (c)
LYCOS INC COMMON STOCKS 55081810 150,375.00 3,000.00 (a) N/A (a)
LYCOS INC COMMON STOCKS 55081810 2,387,053.00 47,622.00 (a) N/A (b)
LYCOS INC COMMON STOCKS 55081810 240,600.00 4,800.00 (c) N/A (a)
LYONDELL CHEMICAL COMPANY COMMON STOCKS 55207810 50,825.00 3,800.00 (a) N/A (a)
M & T CORP COMMON STOCKS 55261F10 22,950.00 50.00 (a) N/A (a)
M.S. CARRIERS INC COMMON STOCKS 55353310 2,046,336.00 85,264.00 (a) N/A (c)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 6,749,553.00 54,031.00 (a) N/A (a)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 287,316.00 2,300.00 (a) N/A (c)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 13,005,421.00 104,110.00 (c) N/A (c)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 17,252,077.00 138,105.00 (a) N/A (a)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 362,268.00 2,900.00 (a) N/A (c)
M/A/R/C INC COMMON STOCKS 55291410 2,825.00 200.00 (c) N/A (b)
MACDERMID INC COMMON STOCKS 55427310 275,906.00 8,100.00 (a) N/A (c)
MACROMEDIA INC. COMMON STOCKS 55610010 94,012.00 2,300.00 (a) N/A (a)
MACROMEDIA INC. COMMON STOCKS 55610010 20,438.00 500.00 (c) N/A (b)
MAGAININ PHARMACEUTICALS INC COMMON STOCKS 55903610 53.00 50.00 (c) N/A (b)
MAGNA INTL INC CONV CONVERTIBLES 559222AG 1,895,000.00 2,000.00 (a) N/A (a)
MAGYAR TAVKOZLESI RT SPONSORED ADR COMMON STOCKS 55977610 4,769.00 175.00 (a) N/A (b)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 470,404.00 22,347.00 (a) N/A (a)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 23,155.00 1,100.00 (a) N/A (c)
MAI SYSTEMS CORP COMMON STOCKS 55262020 128,512.00 114,233.00 (a) N/A (a)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 443,417.00 31,958.00 (a) N/A (a)
MAIL-WELL INC COMMON STOCKS 56032120 120,712.00 8,700.00 (a) N/A (b)
MAINE PUBLIC SERVICE CO COMMON STOCKS 56048310 720.00 40.00 (a) N/A (b)
MALACCA DYNAMIC FUND CLOSED END FUNDS 5116690 561,640.00 500.00 (c) N/A (c)
MALLINCKRODT INC COMMON STOCKS 56123210 73,205.00 2,425.00 (a) N/A (a)
MANITOWOC CO INC COMMON STOCKS 56357110 863,362.00 25,300.00 (c) N/A (c)
MANNESMANN AG SPONSORED ADR COMMON STOCKS 56377530 4,698.00 29.00 (a) N/A (a)
MANNESMANN AG SPONSORED ADR COMMON STOCKS 56377530 21,546.00 133.00 (c) N/A (c)
MANOR CARE INC COMMON STOCKS 56405510 364,839.00 21,227.00 (a) N/A (a)
MANOR CARE INC COMMON STOCKS 56405510 481,250.00 28,000.00 (a) N/A (c)
MANPOWER INC-WIS COMMON STOCKS 56418H10 3,806,579.00 130,698.00 (a) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 1,441,688.00 49,500.00 (a) N/A (b)
MANPOWER INC-WIS COMMON STOCKS 56418H10 1,320,236.00 45,330.00 (a) N/A (c)
MANPOWER INC-WIS COMMON STOCKS 56418H10 1,384,894.00 47,550.00 (c) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 352,995.00 12,120.00 (c) N/A (b)
MARIMBA INC COMMON STOCKS 56781Q10 29,875.00 1,000.00 (a) N/A (b)
MARINE DRILLING CO INC COMMON STOCKS 56824020 36,370.00 2,300.00 (a) N/A (a)
MARINE TRANSPORT CORP COMMON STOCKS 56791210 1,470.00 490.00 (c) N/A (b)
MARITRANS INC COMMON STOCKS 57036310 2,562.00 500.00 (c) N/A (a)
MARK IV INDUSTRIES INC COMMON STOCKS 57038710 671,500.00 34,000.00 (a) N/A (a)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 529,546.00 16,200.00 (a) N/A (a)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 25,824.00 790.00 (c) N/A (c)
MARRIOTT INTL CONV NOTES CONVERTIBLES 571900AH 3,805,200.00 6,040.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 858,922.00 12,539.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 444,908.00 6,495.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 173,600.00 5,600.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 706,800.00 22,800.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 744,000.00 24,000.00 (a) N/A (c)
MASCOTECH INC CONV SUB DEB CONVERTIBLES 574670AB 20,062.00 25,000.00 (a) N/A (b)
MASTEC INC COMMON STOCKS 57632310 147.00 5.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 12,179,304.00 641,016.00 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 2,107,385.00 110,915.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 12,169,804.00 640,516.00 (c) N/A (a)
MATTEL INC COMMON STOCKS 57708110 2,169,629.00 114,191.00 (c) N/A (b)
MATTHEWS STUDIO EQUIPMENT GROUP COMMON STOCKS 57714010 5,000.00 1,000.00 (a) N/A (b)
MAXAGER TECHNOLOGY SER B PFD PREFERREDS 57790090 147,500.00 125,000.00 (a) N/A (a)
MAXICARE HEALTH PLANS INC COMMON STOCKS 57790420 9.00 2.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 88,339,083.00 1,400,124.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 1,324,969.00 21,000.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 59,043,131.00 935,800.00 (a) N/A (c)
MAXIMUS INC. COMMON STOCKS 57793310 377,219.00 12,600.00 (c) N/A (c)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 1,441,360.00 39,557.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 16,709,364.00 458,576.00 (a) N/A (c)
MBIA INC COMMON STOCKS 55262C10 205,150.00 4,400.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 6,574,125.00 141,000.00 (a) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 1,429,805.00 62,675.00 (a) N/A (a)
MBNA CORPORATION COMMON STOCKS 55262L10 79,844.00 3,500.00 (a) N/A (b)
MC CRORY PARENT CORP CO OF NY COMMON STOCKS 57986910 - 41,133.00 (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 21,125.00 8,450.00 (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 1,750.00 700.00 (a) N/A (c)
MCCORMICK & CO NON VTG COMMON STOCKS 57978020 33,063.00 1,000.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 1,042,875.00 51,500.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 1,820,475.00 89,900.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 19,560,158.00 452,258.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 4,021,688.00 92,987.00 (a) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 7,724,450.00 178,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 2,339,825.00 54,100.00 (c) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 1,280,200.00 29,600.00 (c) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 275,738.00 5,700.00 (a) N/A (a)
MCGRAW HILL INC COMMON STOCKS 58064510 309,600.00 6,400.00 (a) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 14,512.00 300.00 (c) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 104,513,653.00 1,454,103.00 (a) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 14,621,747.00 203,433.00 (a) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 14,231,250.00 198,000.00 (a) N/A (c)
MCI WORLDCOM INC COMMON STOCKS 55268B10 452,812.00 6,300.00 (c) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 2,148,847.00 29,897.00 (c) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 86,969.00 1,210.00 (c) N/A (c)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 1,405,050.00 48,450.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 14,500.00 500.00 (a) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 153,700.00 5,300.00 (a) N/A (c)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 2,900.00 100.00 (c) N/A (c)
MCLEOD INC COMMON STOCKS 58226610 74,986,948.00 1,761,808.00 (a) N/A (a)
MCLEOD INC COMMON STOCKS 58226610 63,844.00 1,500.00 (a) N/A (b)
MCLEOD INC COMMON STOCKS 58226610 30,708,844.00 721,500.00 (a) N/A (c)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 6,686.00 311.00 (a) N/A (a)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 2,408.00 112.00 (c) N/A (b)
MCN CORP COMMON STOCKS 55267J10 225,844.00 13,140.00 (a) N/A (b)
MDC HOLDINGS INC COMMON STOCKS 55267610 394,987.00 24,400.00 (c) N/A (c)
MEAD CORP COMMON STOCKS 58283410 41,250.00 1,200.00 (a) N/A (a)
MEADOWBROOK INSURANCE GROUP INC COMMON STOCKS 58319P10 8,719.00 750.00 (a) N/A (b)
MECH FINANCIAL INC COMMON STOCKS 58349210 16,500.00 500.00 (c) N/A (b)
MEDALLION FINANCIAL CORP COMMON STOCKS 58392810 4,050.00 200.00 (c) N/A (b)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 1,691,250.00 33,000.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 28,884,391.00 422,826.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 5,447,239.00 79,740.00 (a) N/A (b)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 11,046,131.00 161,700.00 (a) N/A (c)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 1,640,866.00 24,020.00 (c) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 1,288,715.00 18,865.00 (c) N/A (b)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 721,375.00 14,500.00 (a) N/A (a)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 3,139,225.00 63,100.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 940.00 33.00 (c) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 65,039,248.00 652,636.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,368,381.00 33,800.00 (a) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 9,966.00 100.00 (c) N/A (b)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,880,000.00 2,000.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 306,136.00 36,016.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 44,863.00 5,278.00 (a) N/A (b)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 240,746.00 28,323.00 (a) N/A (c)
MEDQUIST INC COMMON STOCKS 58494910 16,719.00 500.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 77,717,198.00 2,185,344.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 6,032,645.00 169,635.00 (a) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 2,027,105.00 57,000.80 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 92,462.00 2,600.00 (c) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 2,684,400.00 75,484.00 (c) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 11,437,061.00 321,600.00 (c) N/A (c)
MEGO FINANCIAL CORP COMMON STOCKS 58516230 116.00 32.67 (a) N/A (b)
MELLON BANK CORP. COMMON STOCKS 58550910 74,545,885.00 2,216,978.00 (a) N/A (a)
MELLON BANK CORP. COMMON STOCKS 58550910 3,239,298.00 96,336.00 (a) N/A (b)
MELLON BANK CORP. COMMON STOCKS 58550910 29,755,906.00 884,934.00 (c) N/A (a)
MELLON BANK CORP. COMMON STOCKS 58550910 7,074,431.00 210,392.00 (c) N/A (b)
MELLON BANK CORP. COMMON STOCKS 58550910 3,362,500.00 100,000.00 (c) N/A (c)
MEMOREX INTL NV WTS EXP1/28/99 COMMON STOCKS 58600599 - 87,495.00 (a) N/A (a)
MEMOREX TELEX NV EQUITY RTS COMMON STOCKS 58601199 - 2,729,872.00 (a) N/A (a)
MENTUS MEDIA WARRANT WARRANTS 58726811 111.00 11,132.14 (a) N/A (a)
MERCANTILE BANKSHARES CORP COMMON STOCKS 58740510 27,844.00 900.00 (c) N/A (b)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 6,764.00 178.00 (a) N/A (a)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 124,488.00 3,276.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 101,537,357.00 1,566,622.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 11,962,638.00 184,573.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 6,388,730.00 98,572.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 10,410,184.00 160,620.00 (c) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 3,251,514.00 50,168.00 (c) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 30,926,171.00 477,160.00 (c) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 9,348,651.00 144,800.00 (a) N/A (a)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 12,912.00 200.00 (a) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 34,276,231.00 530,900.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 2,137,035.00 33,100.00 (c) N/A (c)
MEREDITH CORP COMMON STOCKS 58943310 18,156.00 500.00 (c) N/A (b)
MERISEL INC COMMON STOCKS 58984910 130.00 80.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 1,538.00 100.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 298,275.00 19,400.00 (c) N/A (c)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 81,412.00 3,900.00 (a) N/A (a)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 4,995,388.00 239,300.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 13,757,975.00 204,200.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,374,450.00 20,400.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,657,425.00 24,600.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 3,362,012.00 49,900.00 (c) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 168,438.00 2,500.00 (c) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 7,121,538.00 105,700.00 (c) N/A (c)
MERRILL LYNCH (HONDA) CPS COMMON STOCKS 59018859 11,311,366.00 11,660.00 (a) N/A (a)
MERRILL LYNCH .25% CONV (TWX) CONVERTIBLES 590188JV 4,506,250.00 5,000.00 (a) N/A (a)
MERRILL LYNCH CNV COLL TYPE NT CONVERTIBLES 59018SZ2 1,897,625.00 2,350.00 (a) N/A (a)
MERRILL LYNCH CNV PFD 6.250% PREFERREDS 59018875 1,843,668.00 108,000.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 7,253,404.00 1,296,640.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 66,009.00 11,800.00 (a) N/A (c)
METACREATIONS CORP COMMON STOCKS 59101610 732,814.00 131,000.00 (c) N/A (c)
METALS USA INC COMMON STOCKS 59132410 59,088.00 5,800.00 (a) N/A (a)
METALS USA INC COMMON STOCKS 59132410 3,378,175.00 331,600.00 (a) N/A (c)
MET-PRO CORP COMMON STOCKS 59087630 2,816.00 262.00 (c) N/A (b)
METRICOM INC COMMON STOCKS 59159610 54,600.00 2,400.00 (a) N/A (a)
METRICOM INC COMMON STOCKS 59159610 2,275.00 100.00 (c) N/A (b)
METRICOM INC COMMON STOCKS 59159610 714,350.00 31,400.00 (c) N/A (c)
METRIS COMPANIES INC COMMON STOCKS 59159810 70,800.00 2,400.00 (a) N/A (a)
METRIS COMPANIES INC COMMON STOCKS 59159810 758,150.00 25,700.00 (c) N/A (c)
METROMEDIA FIBER NETWORK INC CL A COMMON STOCKS 59168910 44,100.00 1,800.00 (a) N/A (b)
METROMEDIA FIBER NETWORK INC CL A COMMON STOCKS 59168910 66,248.00 2,704.00 (c) N/A (b)
MEXICO EQUITY & INCOME FUND EQUITY FUNDS 59283410 8,100.00 1,200.00 (a) N/A (b)
MEXICO FUND INC EQUITY FUNDS 59283510 22,300.00 1,600.00 (a) N/A (b)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 3,920,275.00 82,100.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 945,450.00 19,800.00 (a) N/A (b)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 18,006,525.00 377,100.00 (a) N/A (c)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 152,800.00 3,200.00 (c) N/A (b)
MICREL INC COMMON STOCKS 59479310 2,246,825.00 51,800.00 (a) N/A (a)
MICREL INC COMMON STOCKS 59479310 1,275,225.00 29,400.00 (a) N/A (c)
MICRO THERAPEUTICS INC COMMON STOCKS 59500W10 5,509,719.00 479,106.00 (a) N/A (a)
MICROAGE INC COMMON STOCKS 59492810 8,625.00 4,000.00 (a) N/A (b)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 469,989.00 36,152.97 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 126,841.00 9,757.00 (a) N/A (c)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 2,650,950.00 51,600.00 (a) N/A (a)
MICROMUSE INC COMMON STOCKS 59509410 7,972,076.00 124,079.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 27,710,550.00 416,700.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 438,900.00 6,600.00 (a) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 5,512,850.00 82,900.00 (c) N/A (c)
MICROSOFT CONV PFD 2.196% CONVERTIBLES 59491820 875,986.00 8,700.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 266,352,463.00 2,941,079.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 54,325,636.00 599,869.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 39,150,207.00 432,300.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 20,821,224.00 229,910.00 (c) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 10,053,886.00 111,016.00 (c) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 36,131,920.00 398,970.00 (c) N/A (c)
MICROVISION INC COMMON STOCKS 59496010 8,025.00 600.00 (c) N/A (b)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 1,028,706.00 115,100.00 (a) N/A (a)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 97,419.00 10,900.00 (a) N/A (c)
MID-AMERICA APARTMENT COMMUNITIES INC COMMON STOCKS 59522J10 47,300.00 2,200.00 (a) N/A (b)
MID-AMERICA APARTMENT COMMUNITIES INC COMMON STOCKS 59522J10 8,600.00 400.00 (c) N/A (a)
MIDAS INC COMMON STOCKS 59562610 13,736.00 666.00 (a) N/A (b)
MIDAS INC COMMON STOCKS 59562610 272,250.00 13,200.00 (c) N/A (c)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 60,540.00 5,800.00 (a) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 20,876.00 2,000.00 (a) N/A (c)
MIDWAY GAMES INC COMMON STOCKS 59814810 4,468,275.00 283,700.00 (a) N/A (c)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 4,163,221.00 203,700.00 (a) N/A (a)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 1,694,745.00 26,073.00 (a) N/A (a)
MILLER [HERMAN] INC COMMON STOCKS 60054410 2,391.00 100.00 (a) N/A (c)
MILLICOM INTL CELLULAR S.A. COMMON STOCKS L6388F10 3,405,024.00 119,735.00 (a) N/A (a)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 4,217.00 167.00 (a) N/A (a)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 19,316.00 765.00 (c) N/A (c)
MINERALS TECHNOLOGIES INC COMMON STOCKS 60315810 14,569.00 300.00 (a) N/A (b)
MINIMED INC COMMON STOCKS 60365K10 21,156,369.00 215,332.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 20,612,850.00 209,800.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 1,243,337.00 12,943.00 (a) N/A (a)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 48,031.00 500.00 (a) N/A (b)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 10,672,544.00 111,100.00 (a) N/A (c)
MIRAVANT MEDICAL TECHNOLOGIES COMMON STOCKS 60469010 405.00 40.00 (c) N/A (b)
MISSION WEST PROPERTIES INC COMMON STOCKS 60520310 2,377,569.00 281,786.00 (a) N/A (c)
MMC NETWORKS INC COMMON STOCKS 55308N10 19,025,248.00 610,028.00 (a) N/A (a)
MMC NETWORKS INC COMMON STOCKS 55308N10 96,681.00 3,100.00 (a) N/A (b)
MMC NETWORKS INC COMMON STOCKS 55308N10 1,032,306.00 33,100.00 (a) N/A (c)
MOBIL CORP COMMON STOCKS 60705910 15,403,063.00 152,884.00 (a) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 5,255,120.00 52,160.00 (a) N/A (b)
MOBIL CORP COMMON STOCKS 60705910 50,375.00 500.00 (a) N/A (c)
MOBIL CORP COMMON STOCKS 60705910 880,152.00 8,736.00 (c) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 1,482,032.00 14,710.00 (c) N/A (b)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 87,631.00 20,030.00 (a) N/A (a)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 23,901.00 5,463.00 (a) N/A (b)
MODERN TIMES GROUP SPONSORED ADR COMMON STOCKS 60769810 14,040.00 90.00 (a) N/A (b)
MOLECULAR BIOSYSTEMS INC COMMON STOCKS 60851310 175.00 100.00 (c) N/A (b)
MOLEX INC COMMON STOCKS 60855410 90,938.00 2,500.00 (a) N/A (a)
MOLEX INC CL A COMMON STOCKS 60855420 67,081.00 2,072.00 (a) N/A (a)
MONACO COACH CORP COMMON STOCKS 60886R10 304,688.00 12,500.00 (c) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 127,202,676.00 3,564,300.00 (a) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 3,466,184.00 97,126.00 (a) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 2,180,537.00 61,100.00 (a) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 1,100,959.00 30,850.00 (c) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 1,488,204.00 41,701.00 (c) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 18,079,541.00 506,600.00 (c) N/A (c)
MONSANTO CO 6.50% CNV PFD PREFERREDS 61166230 3,637,440.00 101,040.00 (a) N/A (a)
MONY GROUP INC COMMON STOCKS 61533710 144,375.00 5,000.00 (a) N/A (a)
MONY GROUP INC COMMON STOCKS 61533710 8,662.00 300.00 (a) N/A (b)
MONY GROUP INC COMMON STOCKS 61533710 28,875.00 1,000.00 (c) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 27,580,864.00 241,408.00 (a) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 948,618.00 8,303.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 2,136,475.00 18,700.00 (a) N/A (c)
MORGAN J. P. COMMON STOCKS 61688010 173,203.00 1,516.00 (c) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 9,951,175.00 87,100.00 (c) N/A (c)
MORGAN STANLEY (CANON) CPS COMMON STOCKS 61744628 7,370,116.00 6,990.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61698810 16,500.00 1,500.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 24,589,132.00 275,700.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 53,423.00 599.00 (a) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 69,566.00 780.00 (c) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 9,811.00 110.00 (c) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 2,949,450.00 222,600.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 1,325.00 100.00 (a) N/A (c)
MORGAN STANLEY DEAN WITTER HIGH INCOME EQUITY FUNDS 61745P20 8,500.00 2,000.00 (a) N/A (b)
MORGAN STANLEY SONY CPS COMMON STOCKS 61744634 15,308,482.00 6,560.00 (a) N/A (a)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 82,504.00 8,000.00 (a) N/A (a)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 917,857.00 89,000.00 (c) N/A (c)
MORRISON MANAGEMENT SPECIALISTS INC COMMON STOCKS 61845910 2,099,250.00 93,300.00 (a) N/A (c)
MOTELS OF AMERICA 144A COMMON STOCKS 61975110 13,500.00 750.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 104,618,800.00 1,188,850.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 686,664.00 7,803.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 2,956,800.00 33,600.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 6,160.00 70.00 (c) N/A (b)
MOTOROLA COMMON STOCKS 62007610 18,392,000.00 209,000.00 (c) N/A (c)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 142,502.00 4,800.00 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 1,383,461.00 46,600.00 (c) N/A (c)
MULTEX.COM INC COMMON STOCKS 62536710 1,216,350.00 95,400.00 (a) N/A (a)
MULTEX.COM INC COMMON STOCKS 62536710 354,450.00 27,800.00 (a) N/A (c)
MULTIGRAPHICS INC. COMMON STOCKS 62544010 935,591.00 516,046.00 (a) N/A (a)
MUNIYIELD INSURED FUND INC CLOSED END FUNDS 62630E10 131,880.00 10,000.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 167,595.00 3,100.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 254,580.00 4,709.00 (a) N/A (b)
MUSICLAND STORES CORP COMMON STOCKS 62758B10 48,812.00 5,500.00 (a) N/A (a)
MUSICLAND STORES CORP COMMON STOCKS 62758B10 623,025.00 70,200.00 (c) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 53,309,550.00 2,901,200.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 22,050.00 1,200.00 (a) N/A (b)
MYLAN LABS INC COMMON STOCKS 62853010 784,612.00 42,700.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 11,868,412.00 645,900.00 (c) N/A (c)
NABI INC COMMON STOCKS 62871610 330,651.00 63,740.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 225,000.00 15,000.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 225,000.00 15,000.00 (a) N/A (c)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 2,955.00 197.00 (c) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 8,502,500.00 340,100.00 (a) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 302,500.00 12,100.00 (a) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 31,925,000.00 1,277,000.00 (a) N/A (c)
NACCO INDS INC CL A COMMON STOCKS 62957910 118,788.00 1,700.00 (a) N/A (a)
NACCO INDS INC CL A COMMON STOCKS 62957910 300,462.00 4,300.00 (c) N/A (c)
NAMIBIAN MINERALS CORP COMMON STOCKS 62991310 5,074.00 1,000.00 (c) N/A (b)
NASHUA CORP COMMON STOCKS 63122610 443,750.00 50,000.00 (a) N/A (a)
NASHUA CORP COMMON STOCKS 63122610 6,212.00 700.00 (a) N/A (c)
NATIONAL AUSTRALIAN BK SP ADR COMMON STOCKS 63252540 1,698.00 23.00 (a) N/A (a)
NATIONAL AUSTRALIAN BK SP ADR COMMON STOCKS 63252540 7,677.00 104.00 (c) N/A (c)
NATIONAL CITY CORP COMMON STOCKS 63540510 6,365,088.00 238,500.00 (a) N/A (a)
NATIONAL DISCOUNT BROKERS GROUP INC COMMON STOCKS 63564610 80,634.00 3,050.00 (c) N/A (b)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 10,869,970.00 307,550.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 36,483,515.00 1,032,248.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 8,219.00 500.00 (c) N/A (b)
NATIONAL SVC INDS INC COMMON STOCKS 63765710 50,400.00 1,600.00 (a) N/A (a)
NATIONAL WESTERN LIFE INSURANCE CO CL A COMMON STOCKS 63852210 2,093,325.00 24,700.00 (a) N/A (c)
NATIONWIDE FINANCIAL SERVICES INC COMMON STOCKS 63861210 63,675.00 1,800.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICES INC COMMON STOCKS 63861210 152,112.00 4,300.00 (a) N/A (b)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 490,936.00 29,530.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 385,700.00 23,200.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 319,200.00 19,200.00 (c) N/A (c)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 3,096,032.00 101,300.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 15,281.00 500.00 (c) N/A (b)
NATL WESTMINSTER BK PLC ADR COMMON STOCKS 63853940 94,659.00 681.00 (a) N/A (a)
NATL WESTMINSTER BK PLC ADR COMMON STOCKS 63853940 21,684.00 156.00 (c) N/A (c)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 1,211,288.00 87,300.00 (a) N/A (a)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 277,500.00 20,000.00 (a) N/A (c)
NATURE'S SUNSHINE PRODUCTS INC COMMON STOCKS 63902710 35,157.00 3,713.00 (c) N/A (b)
NAVARRE CORP COMMON STOCKS 63920810 969.00 100.00 (c) N/A (b)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 3,264,300.00 70,200.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 641,700.00 13,800.00 (a) N/A (b)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 14,735,850.00 316,900.00 (a) N/A (c)
NBTY INC COMMON STOCKS 62878210 1,144.00 150.00 (c) N/A (b)
NCR CORP COMMON STOCKS 62886E10 7,968.00 241.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 14,845.00 449.00 (a) N/A (b)
NCR CORP COMMON STOCKS 62886E10 11,109.00 336.00 (c) N/A (a)
NCR CORP COMMON STOCKS 62886E10 16,961.00 513.00 (c) N/A (b)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 3,116.00 31.00 (a) N/A (a)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 14,070.00 140.00 (c) N/A (c)
NEOPATH INC COMMON STOCKS 64051710 4,812.00 1,000.00 (a) N/A (a)
NEOWARE SYSTEMS INC COMMON STOCKS 64065P10 2,250.00 2,000.00 (c) N/A (b)
NET.B@NK INC COMMON STOCKS 64093310 1,549.00 70.00 (c) N/A (b)
NET2PHONE INC COMMON STOCKS 64108N10 10,425.00 200.00 (c) N/A (b)
NETEGRITY INC COMMON STOCKS 64110P10 2,072.00 85.00 (a) N/A (b)
NETGRAVITY INC COMMON STOCKS 64111410 9,919.00 300.00 (a) N/A (a)
NETGRAVITY INC COMMON STOCKS 64111410 6,612.00 200.00 (a) N/A (b)
NETIQ CORP COMMON STOCKS 64115P10 2,962.00 100.00 (a) N/A (c)
NETMANAGE INC COMMON STOCKS 64114410 30,016.00 14,553.00 (a) N/A (b)
NETMANAGE INC COMMON STOCKS 64114410 206.00 100.00 (c) N/A (b)
NETOPIA INC COMMON STOCKS 64114K10 8,171,464.00 204,927.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 82,661,625.00 1,154,089.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 2,457,597.00 34,312.00 (a) N/A (b)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 1,711,838.00 23,900.00 (a) N/A (c)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 6,459,662.00 288,700.00 (a) N/A (a)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 440,788.00 19,700.00 (a) N/A (b)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 21,678,533.00 968,873.00 (a) N/A (c)
NETWORK SOLUTIONS INC CL A COMMON STOCKS 64121Q10 27,562.00 300.00 (c) N/A (b)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 7,153,744.00 374,052.00 (a) N/A (a)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 3,324,977.00 173,855.00 (a) N/A (c)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 39,455.00 2,063.00 (c) N/A (b)
NEW CENTURY FINANCIAL CORP COMMON STOCKS 64352D10 123,375.00 7,000.00 (a) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,934,512.00 135,700.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 300,588.00 13,900.00 (a) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,865,312.00 132,500.00 (a) N/A (c)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,081.00 50.00 (c) N/A (b)
NEW GERMANY FUND INC EQUITY FUNDS 64446510 284.00 24.00 (c) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 20,517.00 1,151.81 (a) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 1,781.00 100.00 (c) N/A (b)
NEW VALLEY CORPORATION COMMON STOCKS 64908050 650,150.00 214,500.00 (a) N/A (a)
NEW VALLEY CORP-WTS WARRANTS 64908011 103,974.00 302,250.00 (a) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 5,076,975.00 135,386.00 (a) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 2,268,375.00 60,490.00 (a) N/A (b)
NEW YORK TIMES CL A COMMON STOCKS 65011110 8,639,250.00 230,380.00 (a) N/A (c)
NEW YORK TIMES CL A COMMON STOCKS 65011110 976,650.00 26,044.00 (c) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 654,000.00 17,440.00 (c) N/A (b)
NEWBRIDGE NETWORKS CORP COMMON STOCKS 65090110 104,250.00 4,000.00 (c) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 936,108.00 32,774.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 502,443.00 17,591.00 (a) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 135,074.00 4,729.00 (a) N/A (c)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 442,376.00 15,488.00 (c) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 56,954.00 1,994.00 (c) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 32,920,669.00 999,489.00 (a) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 1,240,723.00 37,669.00 (a) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 7,860,633.00 238,653.00 (c) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 1,085,884.00 32,968.00 (c) N/A (b)
NEWGEN RESULTS CO COMMON STOCKS 65135910 3,010,200.00 276,800.00 (a) N/A (a)
NEWGEN RESULTS CO COMMON STOCKS 65135910 69,600.00 6,400.00 (a) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 70,832,916.00 2,737,504.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 10,350.00 400.00 (a) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 1,280,812.00 49,500.00 (a) N/A (c)
NEWMONT MNG CORP COMMON STOCKS 65163910 21,595,275.00 834,600.00 (c) N/A (c)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 65,100.00 8,400.00 (c) N/A (b)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 111,803.00 3,460.00 (a) N/A (a)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 1,900,004.00 58,800.00 (c) N/A (c)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 2,201,062.00 77,400.00 (a) N/A (a)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 568,750.00 20,000.00 (a) N/A (b)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 4,080,781.00 143,500.00 (a) N/A (c)
NEXELL THERAPEUTICS INC COMMON STOCKS 65332H10 14,688.00 10,000.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 66,358,913.00 978,560.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 14,948,927.00 220,445.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 21,374,032.00 315,193.00 (a) N/A (c)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 142,406.00 2,100.00 (c) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 439,425.00 6,480.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 7,717,119.00 113,800.00 (c) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 2,589,260.00 50,765.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 287,667.00 5,640.00 (a) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 22,205.00 435.34 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 - 0.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 2,766,334.00 53,359.00 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 170,773.00 3,294.00 (a) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 173,521.00 3,347.00 (a) N/A (c)
NEXUS TELECOMM SYSTEMS LTD COMMON STOCKS M7491910 843,750.00 450,000.00 (a) N/A (a)
NFRONT INC COMMON STOCKS 65334N10 414,962.00 37,300.00 (a) N/A (a)
NFRONT INC COMMON STOCKS 65334N10 205,812.00 18,500.00 (a) N/A (c)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 87,153.00 5,600.00 (a) N/A (a)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 4,393,084.00 118,133.34 (a) N/A (a)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 22,312.00 600.00 (a) N/A (b)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 19,709,375.00 530,000.00 (a) N/A (c)
NIKE INC CL B COMMON STOCKS 65410610 18,200.00 320.00 (a) N/A (b)
NIKE INC CL B COMMON STOCKS 65410610 3,941,438.00 69,300.00 (a) N/A (c)
NIKE INC CL B COMMON STOCKS 65410610 37,538.00 660.00 (c) N/A (b)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 2,199,109.00 60,875.00 (a) N/A (a)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 5,890,181.00 163,050.00 (a) N/A (c)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 5,696.00 294.00 (a) N/A (a)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 26,098.00 1,347.00 (c) N/A (c)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 9,130.00 148.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 10,795.00 175.00 (a) N/A (b)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 41,948.00 680.00 (c) N/A (c)
NISOURCE INC COMMON STOCKS 65473P10 269,925.00 12,200.00 (a) N/A (a)
NISOURCE INC COMMON STOCKS 65473P10 64,162.00 2,900.00 (a) N/A (c)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 6,600.00 60,000.00 (a) N/A (a)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 33,000.00 300,000.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 16,419,800.00 566,200.00 (a) N/A (a)
NOBLE AFFILIATES COMMON STOCKS 65489410 301,600.00 10,400.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 3,074,000.00 106,000.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 153,125.00 7,000.00 (a) N/A (b)
NOBLE DRILLING CORP COMMON STOCKS 65504210 175,000.00 8,000.00 (c) N/A (c)
NOKIA CORP ADR-A COMMON STOCKS 65490220 2,151,428.00 23,938.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 683,050.00 7,600.00 (a) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 44,039.00 490.00 (c) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 36,130.00 402.00 (c) N/A (c)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 5,889.00 38.00 (a) N/A (a)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 26,810.00 173.00 (c) N/A (c)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 224,175.00 9,150.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 380,020.00 15,511.00 (a) N/A (b)
NORSK HYDRO AS ADR COMMON STOCKS 65653160 206,400.00 4,800.00 (c) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 28,089,678.00 550,778.00 (a) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 3,505,230.00 68,730.00 (a) N/A (b)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 5,533,500.00 108,500.00 (a) N/A (c)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 153,000.00 3,000.00 (c) N/A (b)
NORTH FORK BANCORP INC NY COMMON STOCKS 65942410 10,042.00 515.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 1,108,012.00 60,300.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 2,756.00 150.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 36,750.00 2,000.00 (a) N/A (c)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 435,000.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 87,000.00 3,000.00 (a) N/A (c)
NORTHERN STATES POWER CO MINN COMMON STOCKS 66577210 34,500.00 1,600.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 13,246,106.00 158,636.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 9,461,802.00 113,315.00 (a) N/A (b)
NORTHERN TRUST CORP COMMON STOCKS 66585910 11,138,900.00 133,400.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 3,824,300.00 45,800.00 (c) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 789,075.00 9,450.00 (c) N/A (b)
NORTHPOINT COMMUNICATIONS GROUP INC COMMON STOCKS 66661010 7,302,135.00 394,710.00 (a) N/A (a)
NORTHROP CORP COMMON STOCKS 66680710 19,069.00 300.00 (a) N/A (b)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 220,811.00 10,300.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 6,860.00 320.00 (a) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 26,122,175.00 1,044,887.00 (a) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 772,675.00 30,907.00 (a) N/A (b)
NOVA CORP-GA COMMON STOCKS 66978410 725,000.00 29,000.00 (a) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 2,732,325.00 109,293.00 (c) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 1,625,375.00 65,015.00 (c) N/A (b)
NOVELL INC COMMON STOCKS 67000610 1,315,757.00 63,600.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 12,412.00 600.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 649,601.00 31,400.00 (a) N/A (c)
NOVELL INC COMMON STOCKS 67000610 2,069.00 100.00 (c) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 16,225,462.00 240,600.00 (a) N/A (a)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 26,975.00 400.00 (a) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 47,152,300.00 699,200.00 (a) N/A (c)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 5,223,625.00 292,739.00 (a) N/A (a)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 253,385.00 14,200.00 (c) N/A (c)
NPC INTERNATIONAL INC COMMON STOCKS 62936030 1,248,750.00 111,000.00 (a) N/A (a)
NPC INTERNATIONAL INC COMMON STOCKS 62936030 722,250.00 64,200.00 (a) N/A (c)
NSTAR COMMON STOCKS 67019E10 113,382.00 2,926.00 (a) N/A (b)
NSTAR COMMON STOCKS 67019E10 2,624,344.00 67,725.00 (a) N/A (c)
NTL INC COMMON STOCKS 62940710 4,429,922.00 46,100.00 (a) N/A (a)
NTL INC COMMON STOCKS 62940710 1,541,920.00 16,046.00 (a) N/A (b)
NTL INC COMMON STOCKS 62940710 1,739,297.00 18,100.00 (a) N/A (c)
NTL INC COMMON STOCKS 62940710 3,296,016.00 34,300.00 (c) N/A (a)
NTL INC COMMON STOCKS 62940710 675,251.00 7,027.00 (c) N/A (b)
NTL INC.13% PFD PREFERREDS 62940750 9,829.00 9.25 (a) N/A (a)
NTL INC.13% PFD PREFERREDS 62940750 542.00 0.51 (a) N/A (a)
NU HORIZONS ELECTRONICS INC COMMON STOCKS 66990810 27,200.00 3,400.00 (a) N/A (b)
NU MED INC. COMMON STOCK COMMON STOCKS 67018K10 3,864.00 4,067.00 (a) N/A (a)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 41,850.00 3,100.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 114,300.00 2,400.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 57,150.00 1,200.00 (a) N/A (b)
NUEVO ENERGY CO COMMON STOCKS 67050910 94,875.00 5,500.00 (a) N/A (a)
NUEVO GRUPO IUSACELL ADR COMMON STOCKS 67051210 121,600.00 12,800.00 (a) N/A (c)
NUVEEN INSURED NY SELECT FUND COMMON STOCKS 67063V10 13,625.00 1,000.00 (a) N/A (a)
NUVEEN NEW YORK MUNICIPAL VALUE FUND FXD INC FUNDS 67062M10 4,375.00 500.00 (a) N/A (b)
NVIDIA CORP COMMON STOCKS 67066G10 7,966,863.00 413,863.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 555,824.00 28,874.00 (a) N/A (b)
NVR INC COMMON STOCKS 62944T10 545,400.00 10,800.00 (c) N/A (c)
NYCOMED AMERSHAM PLC SPONSORED ADR COMMON STOCKS 67066H10 15,156.00 500.00 (a) N/A (a)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 4,469.00 1,000.00 (c) N/A (b)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 20,396.00 882.00 (a) N/A (a)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 578.00 25.00 (c) N/A (b)
ODS NETWORKS INC COMMON STOCKS 67082N10 114,375.00 20,000.00 (a) N/A (a)
ODS NETWORKS INC COMMON STOCKS 67082N10 28,594.00 5,000.00 (a) N/A (c)
OFFICE DEPOT INC COMMON STOCKS 67622010 28,350.00 2,700.00 (a) N/A (a)
OFFICE DEPOT INC COMMON STOCKS 67622010 78,750.00 7,500.00 (a) N/A (b)
OFFICE DEPOT INC COMMON STOCKS 67622010 33,222.00 3,164.00 (c) N/A (b)
OGDEN CORP COMMON STOCKS 67634610 282,200.00 27,200.00 (c) N/A (c)
OGE ENERGY CORP COMMON STOCKS 67083710 153,392.00 6,894.00 (a) N/A (b)
OLD KENT FINANCIAL CORP COMMON STOCKS 67983310 33,412.00 900.00 (a) N/A (a)
OLD REPUBLIC INTERNATIONAL CORP COMMON STOCKS 68022310 181,912.00 12,600.00 (a) N/A (a)
OLD REPUBLIC INTERNATIONAL CORP COMMON STOCKS 68022310 2,715,694.00 188,100.00 (a) N/A (c)
OLIN CORP COMMON STOCKS 68066520 19,075.00 1,400.00 (a) N/A (a)
OMEGA HEALTHCARE INVESTORS INC COMMON STOCKS 68193610 312,900.00 14,900.00 (c) N/A (c)
OMEGA RESEARCH INC COMMON STOCKS 68211E10 1,550.00 400.00 (c) N/A (b)
OMI CORP COMMON STOCKS Y6476W10 12,556.00 4,900.00 (c) N/A (b)
OMNICARE INC COMMON STOCKS 68190410 19,250.00 2,000.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 31,505,163.00 397,855.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 22,739,245.00 287,157.00 (a) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 14,325,019.00 180,900.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 2,066,794.00 26,100.00 (c) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 932,037.00 11,770.00 (c) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 41,178.00 520.00 (c) N/A (c)
OMNICOM GROUP CNV SUB DEB CONVERTIBLES 681919AE 3,313,375.00 1,300.00 (a) N/A (a)
OMNIPOINT CORP COMMON STOCKS 68212D10 11,918,138.00 213,300.00 (a) N/A (a)
OMNIPOINT CORP COMMON STOCKS 68212D10 1,553,325.00 27,800.00 (a) N/A (b)
OMNIPOINT CORP COMMON STOCKS 68212D10 25,758,375.00 461,000.00 (a) N/A (c)
ON ASSIGNMENT INC COMMON STOCKS 68215910 8,668,800.00 361,200.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 25,706,400.00 1,071,100.00 (a) N/A (c)
ONE VALLEY BANCORP INC COMMON STOCKS 68241910 524,400.00 15,200.00 (c) N/A (c)
ONEOK INC COMMON STOCKS 68268010 416,349.00 13,735.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 800,263.00 26,400.00 (a) N/A (c)
ONHEALTH NETWORK CO COMMON STOCKS 68272W10 1,250.00 200.00 (c) N/A (b)
ONSALE INC COMMON STOCKS 68283810 316,100.00 23,200.00 (c) N/A (c)
ONYX ACCEPTANCE CORP COMMON STOCKS 68291410 568,238.00 74,523.00 (a) N/A (a)
OPEN MARKET INC COMMON STOCKS 68370M10 6,562.00 500.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 885,938.00 67,500.00 (c) N/A (c)
OPHIDIAN PHARMACEUTICALS INC COMMON STOCKS 68372530 70,488.00 11,998.00 (a) N/A (a)
OPHIDIAN PHARMACEUTICALS INC COMMON STOCKS 68372530 7,344.00 1,250.00 (a) N/A (c)
OPHIDIAN PHARMACEUTICALS WTS WARRANTS 68372511 16,825.00 67,300.00 (a) N/A (a)
OPHIDIAN PHARMACEUTICALS WTS WARRANTS 68372511 2,500.00 10,000.00 (a) N/A (c)
OPPENHEIMER MULTI-SECTOR INCOME TRUST FXD INC FUNDS 68393310 12,562.00 1,500.00 (c) N/A (a)
OPTEL INC NON VOTING COMMON STOCKS 68381710 22.00 2,150.00 (a) N/A (a)
OPTEL INC NON VOTING COMMON STOCKS 68381710 6.00 600.00 (a) N/A (c)
OPTIMAL ROBOTICS CORP COMMON STOCKS 68388R20 401,400.00 22,300.00 (a) N/A (a)
OPTIMAL ROBOTICS CORP COMMON STOCKS 68388R20 1,125,000.00 62,500.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 8,431,150.00 185,300.00 (a) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 1,640,502.00 36,055.00 (a) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 5,642,000.00 124,000.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 89,044.00 1,957.00 (c) N/A (b)
ORANGE PLC - ADR COMMON STOCKS 68521110 54,028.00 543.00 (a) N/A (a)
ORANGE PLC - ADR COMMON STOCKS 68521110 13,930.00 140.00 (a) N/A (b)
ORANGE PLC - ADR COMMON STOCKS 68521110 19,402.00 195.00 (c) N/A (c)
ORBITAL IMAGING CORP- WT 144A WARRANTS 68556F11 80,000.00 2,000.00 (a) N/A (a)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 7,000.00 400.00 (a) N/A (b)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 3,850.00 220.00 (c) N/A (b)
ORBOTECH LTD COMMON STOCKS M7525310 6,555,656.00 105,950.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 11,138.00 180.00 (a) N/A (b)
ORBOTECH LTD COMMON STOCKS M7525310 16,088.00 260.00 (a) N/A (c)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 5,954.00 98.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 26,122.00 430.00 (a) N/A (b)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 27,338.00 450.00 (c) N/A (c)
ORPHAN MEDICAL INC COMMON STOCKS 68730310 6,750.00 1,000.00 (c) N/A (a)
ORTHO MATTRESS HLDGS PFD SER B PREFERREDS 68799699 430,000.00 430,000.00 (a) N/A (a)
ORTHO MATTRESS HLDGS PFD SER C PREFERREDS 68799698 1,582,834.00 791,417.00 (a) N/A (a)
OUTBACK STEAKHOUSE INC COMMON STOCKS 68989910 3,820.00 150.00 (c) N/A (b)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 11,987,583.00 335,317.00 (a) N/A (a)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 1,693,370.00 47,367.00 (a) N/A (c)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 14,300.00 400.00 (c) N/A (b)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 77,188.00 5,000.00 (a) N/A (a)
OWENS & MINOR INC HLDG CO COMMON STOCKS 69073210 298,375.00 31,000.00 (c) N/A (c)
OWENS CORNING COMMON STOCKS 69073F10 1,431.00 66.00 (a) N/A (a)
OWENS CORNING COMMON STOCKS 69073F10 3,015.00 139.00 (a) N/A (b)
OWENS-ILLINOIS COMMON STOCKS 69076840 650,857.00 32,850.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 67,364.00 3,400.00 (a) N/A (c)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 6,168,750.00 493,500.00 (a) N/A (a)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 262,500.00 21,000.00 (a) N/A (b)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 26,516,688.00 2,121,335.00 (a) N/A (c)
P P & L RESOURCES INC COMMON STOCKS 69349910 102,839.00 3,800.00 (a) N/A (a)
P.F. CHANG`S CHINA BISTRO INC COMMON STOCKS 69333Y10 465,435.00 21,523.00 (a) N/A (a)
P.F. CHANG`S CHINA BISTRO INC COMMON STOCKS 69333Y10 444,286.00 20,545.00 (a) N/A (b)
PACCAR INC-DEL COMMON STOCKS 69371810 15,262.00 300.00 (a) N/A (c)
PACIFIC GATEWAY EXCHANGE INC COMMON STOCKS 69432710 497,800.00 30,400.00 (a) N/A (a)
PACIFIC INTERNET LTD COMMON STOCKS Y6618310 41,600.00 1,300.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 999,313.00 35,650.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 70,078.00 2,500.00 (a) N/A (b)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 2,250,909.00 80,300.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 913,811.00 32,600.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS COMMON STOCKS 69511210 30,275.00 700.00 (a) N/A (a)
PACIFICARE HEALTH SYSTEMS COMMON STOCKS 69511210 1,427.00 33.00 (c) N/A (b)
PACIFICORP COMMON STOCKS 69511410 503,125.00 25,000.00 (a) N/A (a)
PACIFICORP COMMON STOCKS 69511410 282.00 14.00 (a) N/A (b)
PACIFICORP 8.55% QUARTERLY INCOME DEBT PREFERREDS 69511461 2,500.00 100.00 (c) N/A (b)
PACKAGED ICE INC COMMON STOCKS 69514810 1,167,075.00 345,800.00 (a) N/A (c)
PACKETEER INC COMMON STOCKS 69521010 3,406.00 100.00 (a) N/A (b)
PAGEMART NATIONWIDE INC COMMON STOCKS 69553Q10 49,875.00 10,500.00 (a) N/A (a)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 6,751,125.00 529,500.00 (a) N/A (a)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 409,275.00 32,100.00 (a) N/A (b)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 11,339,850.00 889,400.00 (a) N/A (c)
PANAMERICAN BEVERAGES INC CL-A COMMON STOCKS P7482310 19,876.00 1,200.00 (a) N/A (a)
PANJA INC COMMON STOCKS 69849310 183,487.00 14,182.00 (a) N/A (a)
PAPER WAREHOUSE INC COMMON STOCKS 69894110 16,047.00 7,900.00 (c) N/A (a)
PARADIGM GEOPHYSICAL CL A COMMON STOCKS 69901000 31,250.00 10,000.00 (a) N/A (a)
PARADISE MUSIC & ENTERTAINMENT INC COMMON STOCKS 69907110 3,712.00 880.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 4,647,172.00 344,235.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 1,259,982.00 93,332.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 7,191,450.00 532,700.00 (a) N/A (c)
PARK ELECTROCHEMICAL CORP COMMON STOCKS 70041620 105,200.00 3,200.00 (a) N/A (a)
PARK ELECTROCHEMICAL CORP COMMON STOCKS 70041620 1,117,750.00 34,000.00 (c) N/A (c)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 12,500.00 1,000.00 (a) N/A (a)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 64,000.00 5,120.00 (a) N/A (b)
PARKER-HANNIFIN CORP COMMON STOCKS 70109410 466,050.00 10,400.00 (a) N/A (a)
PARKER-HANNIFIN CORP COMMON STOCKS 70109410 7,125,188.00 159,000.00 (a) N/A (c)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 1,928,150.00 157,400.00 (a) N/A (a)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 9,452,100.00 771,600.00 (a) N/A (c)
PAY N SAVE CORPORATION CNV DEB CONVERTIBLES 704320AA - 2,000.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 5,432,700.00 159,200.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 527,026.00 15,444.00 (a) N/A (b)
PAYLESS SHOESOURCE INC COMMON STOCKS 70437910 5,837,800.00 115,600.00 (a) N/A (a)
PAYLESS SHOESOURCE INC COMMON STOCKS 70437910 22,420,687.00 443,974.00 (a) N/A (c)
PCORDER.COM INC COMMON STOCKS 70453H10 35,125.00 1,000.00 (a) N/A (a)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 2,012.00 50.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 5,389,850.00 74,600.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 1,358,300.00 18,800.00 (a) N/A (b)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 13,005,000.00 180,000.00 (a) N/A (c)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 1,445.00 20.00 (c) N/A (b)
PEARSON PLC SPONSORED ADR COMMON STOCKS 70501510 34,452.00 1,566.00 (a) N/A (a)
PEC ISRAEL ECONOMIC CORP COMMON STOCKS 70509810 21,437,184.00 615,781.00 (a) N/A (a)
PECHINEY S.A. SPONSORED ADR A COMMON STOCKS 70515120 13,444.00 490.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 56,250.00 1,500.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 252,412.00 6,731.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 750,000.00 20,000.00 (a) N/A (c)
PECO ENERGY CO COMMON STOCKS 69330410 7,500.00 200.00 (c) N/A (b)
PEGASUS COMM PFD PIK 12.75% PREFERREDS 70590430 535,000.00 500.00 (a) N/A (a)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 144,275.00 145.00 (a) N/A (a)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 19,727.00 19.83 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 3,820,057.00 84,655.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 960,802.00 21,292.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 2,867,964.00 63,556.00 (a) N/A (c)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 141,390.00 4,713.00 (a) N/A (a)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 24,060.00 802.00 (c) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 148,350.00 4,300.00 (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 27,600.00 800.00 (a) N/A (b)
PENNEY J.C CO INC COMMON STOCKS 70816010 75,900.00 2,200.00 (a) N/A (c)
PENNSYLVANIA REAL ESTATE INVT TRUST COMMON STOCKS 70910210 33,635.00 1,782.00 (a) N/A (b)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 106,050.00 8,400.00 (a) N/A (a)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 20,705.00 1,640.00 (a) N/A (c)
PEOPLES BANK CT COMMON STOCKS 71019810 (73,238.00) (3,100.00) (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 195,854.00 5,566.00 (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 9,360.00 266.00 (a) N/A (b)
PEOPLESOFT INC COMMON STOCKS 71271310 4,581,865.00 270,516.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 8,469.00 500.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 891,668.00 29,235.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 1,938,000.00 63,541.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 104,524.00 3,427.00 (c) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 40,870.00 1,340.00 (c) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 31,219,553.00 766,124.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 774,250.00 19,000.00 (a) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 18,113,375.00 444,500.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 2,913,625.00 71,500.00 (c) N/A (c)
PEREZ COMPANC ADR COMMON STOCKS 71366510 2,977,975.00 243,100.00 (a) N/A (a)
PEREZ COMPANC ADR COMMON STOCKS 71366510 561,050.00 45,800.00 (a) N/A (c)
PERMA-FIX ENVIRONMENTAL SERVICES COMMON STOCKS 71415710 6,875.00 5,000.00 (c) N/A (b)
PERPETUAL SAVINGS BANK FSB ALEXANDRIA CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356920 2,406.00 700.00 (a) N/A (b)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356920 2,922.00 850.00 (c) N/A (b)
PERVASIVE SOFTWARE INC COMMON STOCKS 71571010 1,218,506.00 35,319.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 20,051,667.00 1,325,730.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 3,209,828.00 212,220.00 (a) N/A (c)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 16,205,031.00 850,100.00 (a) N/A (a)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 385,062.00 20,200.00 (a) N/A (b)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 56,154,312.00 2,945,800.00 (a) N/A (c)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 38,125.00 2,000.00 (c) N/A (b)
PETSMART INC COMMON STOCKS 71676810 3,719.00 1,000.00 (a) N/A (b)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 3,910.00 78.00 (a) N/A (a)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 17,995.00 359.00 (c) N/A (c)
PFIZER INC COMMON STOCKS 71708110 55,089,171.00 1,535,586.64 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 20,017,532.00 557,980.00 (a) N/A (b)
PFIZER INC COMMON STOCKS 71708110 1,962,362.00 54,700.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 1,746,216.00 48,675.00 (c) N/A (a)
PFIZER INC COMMON STOCKS 71708110 1,693,121.00 47,195.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 16,155,948.00 450,340.00 (c) N/A (c)
PG&E CORP COMMON STOCKS 69331C10 4,810,162.00 185,900.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 119,258.00 4,609.00 (a) N/A (b)
PGI INC. CNV SUB DEB CONVERTIBLES 69331DAA 12,500.00 250.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 626,590.00 46,200.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 390,614.00 28,800.00 (c) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 8,287,375.00 167,000.00 (a) N/A (a)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 176,119.00 3,549.00 (a) N/A (b)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 7,278,002.00 146,660.00 (a) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 27,294.00 550.00 (c) N/A (b)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 124,884.00 5,300.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 890,681.00 37,800.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 93,841,512.00 2,744,868.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 2,252,546.00 65,888.00 (a) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 19,326,222.00 565,300.00 (a) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 136,750.00 4,000.00 (c) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 17,243,402.00 504,370.00 (c) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 3,646,583.00 167,659.00 (a) N/A (a)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 554,408.00 25,490.00 (a) N/A (c)
PHILIPS-VAN HEUSEN CORP COMMON STOCKS 71859210 42,955.00 4,840.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 619,125.00 12,700.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 97,500.00 2,000.00 (a) N/A (b)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 48,750.00 1,000.00 (c) N/A (b)
PHOENIX INTERNATIONAL LIFE SCIENCES INC COMMON STOCKS 71891910 1,740.00 306.00 (c) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 15,150.00 100.00 (c) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 4,130,744.00 184,100.00 (a) N/A (a)
PHOTRONICS INC COMMON STOCKS 71940510 316,369.00 14,100.00 (a) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 10,754,294.00 479,300.00 (a) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 151,565.00 5,000.00 (a) N/A (a)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 1,094,299.00 36,100.00 (c) N/A (c)
PILOT NETWORK SERVICES INC COMMON STOCKS 72159610 925.00 100.00 (c) N/A (b)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 1,344,357.00 42,678.00 (a) N/A (a)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 94,500.00 3,000.00 (c) N/A (b)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 6,300.00 200.00 (c) N/A (c)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 7,203,969.00 275,750.00 (a) N/A (a)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 677,944.00 25,950.00 (a) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 2,228,462.00 85,300.00 (a) N/A (c)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 112,762.00 3,100.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 327,375.00 9,000.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 8,747,277.00 143,545.00 (a) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 7,153,880.00 117,397.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 5,283,281.00 86,700.00 (a) N/A (c)
PITNEY-BOWES COMMON STOCKS 72447910 819,609.00 13,450.00 (c) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 856,172.00 14,050.00 (c) N/A (b)
PITTWAY CORP CL A COMMON STOCKS 72579020 5,446,350.00 172,900.00 (a) N/A (a)
PITTWAY CORP CL A COMMON STOCKS 72579020 1,168,650.00 37,100.00 (a) N/A (c)
PITTWAY CORP-DEL COMMON STOCKS 72579010 135,600.00 4,800.00 (a) N/A (a)
PLACER DOME INC COMMON STOCKS 72590610 46,048,538.00 3,095,700.00 (a) N/A (a)
PLACER DOME INC COMMON STOCKS 72590610 852,338.00 57,300.00 (a) N/A (c)
PLACER DOME INC COMMON STOCKS 72590610 13,982,500.00 940,000.00 (c) N/A (c)
PLANAR SYSTEMS INC COMMON STOCKS 72690010 33,150.00 5,100.00 (c) N/A (b)
PLAY BY PLAY TOYS & NOVELTIES COMMON STOCKS 72811K10 4,000.00 1,000.00 (c) N/A (b)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 2,815,531.00 105,500.00 (a) N/A (a)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 8,006.00 300.00 (a) N/A (c)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 413,664.00 15,500.00 (c) N/A (c)
PLC SYSTEMS INC COMMON STOCKS 69341D10 331.00 100.00 (c) N/A (b)
PLD TELEKOM INC WT WARRANTS 69340T14 1,178.00 1,990.00 (a) N/A (a)
PLD TELEKOM INC WT WARRANTS 69340T15 592.00 1,000.00 (a) N/A (a)
PLD TELEKOM WTS WARRANTS 69340T11 34,000.00 6,800.00 (a) N/A (a)
PLD TELEKOM WTS WARRANTS 69340T11 1,000.00 200.00 (a) N/A (c)
PLEXUS CORP COMMON STOCKS 72913210 79,625.00 2,600.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 894,250.00 29,200.00 (c) N/A (c)
PLIVA D.D. GDR REG S COMMON STOCKS 5174706 883,000.00 88,300.00 (a) N/A (a)
PMC- SIERRA INC COMMON STOCKS 69344F10 2,101,970.00 22,724.00 (a) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 1,614,879.00 30,650.00 (a) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 958,596.00 18,194.00 (a) N/A (b)
PNC FINANCIAL COMMON STOCKS 69347510 252,900.00 4,800.00 (c) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 157,536.00 2,990.00 (c) N/A (b)
POGO PRODUCING CO COMMON STOCKS 73044810 153,550.00 7,400.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 363,125.00 17,500.00 (c) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,695,200.00 2,080.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 15,769,015.00 503,593.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 2,798,443.00 89,370.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 12,678,634.00 404,900.00 (c) N/A (c)
POLARIS FUND II COMMON STOCKS 73110190 915,723.00 625,000.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 260,000.00 10,000.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 15,678.00 603.00 (a) N/A (c)
POLYCOM INC COMMON STOCKS 73172K10 1,876,131.00 39,368.00 (a) N/A (a)
POPE EVANS & ROBBINS COMMON STOCKS 73285210 - 2,110,500.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 6,575,131.00 159,154.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 12,394.00 300.00 (a) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 17,847.00 432.00 (c) N/A (c)
POST PROPERTIES INC COMMON STOCKS 73746410 39,312.00 1,000.00 (a) N/A (b)
POTASH CORP OF SASKATCHEWAN INC COMMON STOCKS 73755L10 2,530.00 49.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,088.00 200.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,088.00 200.00 (c) N/A (b)
POWER-ONE INC COMMON STOCKS 73930810 1,912,500.00 75,000.00 (a) N/A (a)
POWER-ONE INC COMMON STOCKS 73930810 925,650.00 36,300.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 7,070,026.00 128,400.00 (a) N/A (a)
POWERTEL INC COMMON STOCKS 73936C10 368,919.00 6,700.00 (a) N/A (b)
POWERTEL INC COMMON STOCKS 73936C10 18,021,956.00 327,300.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 594,680.00 10,800.00 (c) N/A (c)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 6,061,097.00 125,700.00 (a) N/A (a)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 327,888.00 6,800.00 (a) N/A (b)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 10,926,369.00 226,600.00 (a) N/A (c)
PPG INDUSTRIES COMMON STOCKS 69350610 36,000.00 600.00 (a) N/A (a)
PPG INDUSTRIES COMMON STOCKS 69350610 48,000.00 800.00 (a) N/A (b)
PRAXAIR INC COMMON STOCKS 74005P10 427,800.00 9,300.00 (a) N/A (a)
PRAXAIR INC COMMON STOCKS 74005P10 31,740.00 690.00 (c) N/A (c)
PRECEPT BUSINESS SERVICES CL A COMMON STOCKS 74016520 18.00 4.00 (c) N/A (b)
PREMARK INTERNATIONAL INC COMMON STOCKS 74045910 68,478.00 1,356.00 (a) N/A (b)
PREMIER CRUISES LTD COMMON STOCKS 74049999 583,204.00 222,173.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 529.00 58.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 8,860.00 971.00 (c) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 34,410.00 1,776.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 23,405.00 1,208.00 (a) N/A (b)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 15,151.00 782.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 20,378,010.00 702,690.00 (a) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 748,200.00 25,800.00 (a) N/A (b)
PREMIER PARKS INC COMMON STOCKS 74054020 16,553,200.00 570,800.00 (a) N/A (c)
PREMIER PARKS INC COMMON STOCKS 74054020 133,400.00 4,600.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 92,800.00 3,200.00 (c) N/A (b)
PREVIEW TRAVEL INC COMMON STOCKS 74137R10 37,375.00 2,300.00 (a) N/A (a)
PREVIEW TRAVEL INC COMMON STOCKS 74137R10 446,875.00 27,500.00 (c) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 14,814,554.00 591,092.59 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 98,671.00 3,937.00 (a) N/A (b)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 4,656,680.00 185,799.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 1,250,569.00 49,897.00 (c) N/A (c)
PRICELINE.COM COMMON STOCKS 74150310 6,450.00 100.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 2,109,681.00 148,700.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 7,299,469.00 514,500.00 (a) N/A (c)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 705,000.00 7,500.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 235,000.00 2,500.00 (a) N/A (c)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 1,844,993.00 18,000.00 (a) N/A (a)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 204,999.00 2,000.00 (a) N/A (c)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 805,706.00 60,427.07 (a) N/A (a)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 294,260.00 22,069.17 (a) N/A (c)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 87,500.00 6,562.40 (c) N/A (c)
PRIMEX TECHNOLOGIES INC COMMON STOCKS 74159710 5,530.00 280.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 86,079.00 4,099.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 51,303.00 2,443.00 (a) N/A (c)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 96,052.00 3,111.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 1,874,112.00 60,700.00 (c) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 56,917,125.00 607,116.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 3,413,156.00 36,407.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 768,750.00 8,200.00 (a) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 28,125.00 300.00 (c) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 18,750.00 200.00 (c) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 8,201,250.00 87,480.00 (c) N/A (c)
PROGRESS SOFTWARE CORP COMMON STOCKS 74331210 480,038.00 15,300.00 (c) N/A (c)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 20,422.00 250.00 (a) N/A (a)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 4,084.00 50.00 (a) N/A (b)
PROMUS HOTEL CORP COMMON STOCKS 74342P10 211,656.00 6,500.00 (a) N/A (c)
PROSPERITY BANCSHARES INC COMMON STOCKS 74360610 3,462,869.00 229,900.00 (a) N/A (c)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 593,910.00 7,500.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 44,345.00 560.00 (c) N/A (c)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 1,469,896.00 127,817.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 4,374,600.00 95,100.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 349,600.00 7,600.00 (a) N/A (b)
PROXIM INC COMMON STOCKS 74428410 11,026,200.00 239,700.00 (a) N/A (c)
PRUDENTIAL CORP PLC SPON ADR COMMON STOCKS 74435K20 44,054.00 574.00 (a) N/A (a)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 1,853,550.00 137,300.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 621,862.00 16,100.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 73,542.00 1,904.00 (a) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 675,938.00 17,500.00 (a) N/A (c)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 26,188.00 678.00 (c) N/A (b)
PUGET SOUND POWER & LIGHT CO COMMON STOCKS 74533210 11,219.00 500.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 159,032.00 3,500.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 264,992.00 5,832.00 (a) N/A (b)
PULTE CORP COMMON STOCKS 74586710 43,500.00 2,000.00 (a) N/A (a)
PUTNAM PREMIER INCOME FUND SBI EQUITY FUNDS 74685310 13,750.00 2,000.00 (c) N/A (a)
QLOGIC CORP COMMON STOCKS 74727710 4,104,975.00 58,800.00 (a) N/A (a)
QLOGIC CORP COMMON STOCKS 74727710 7,972,588.00 114,200.00 (a) N/A (c)
QLT PHOTOTHERAPEUTICS INC COMMON STOCKS 74692710 305,750.00 4,000.00 (a) N/A (c)
QRS CORP COMMON STOCKS 74726X10 23,543,494.00 367,150.00 (a) N/A (a)
QRS CORP COMMON STOCKS 74726X10 307,800.00 4,800.00 (a) N/A (b)
QRS CORP COMMON STOCKS 74726X10 73,631,467.00 1,148,249.00 (a) N/A (c)
QUAD SYSTEMS CORP COMMON STOCKS 74730Q10 19,219.00 12,300.00 (c) N/A (b)
QUAKER OATS CO COMMON STOCKS 74740210 6,336,000.00 102,400.00 (a) N/A (a)
QUAKER OATS CO COMMON STOCKS 74740210 433,125.00 7,000.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 15,348,788.00 81,130.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 7,188,179.00 37,995.00 (a) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 13,526,906.00 71,500.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 845,668.00 4,470.00 (c) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 373,645.00 1,975.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 2,149,176.00 11,360.00 (c) N/A (c)
QUANTA SERVICES INC COMMON STOCKS 74762E10 147.00 5.00 (a) N/A (b)
QUANTUM CORP CONV SUB DEB CONVERTIBLES 747906AC 946,000.00 1,075.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 816,075.00 80,600.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 378,675.00 37,400.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 22,784,776.00 770,732.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 2,256,446.00 76,328.00 (a) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,641,312.00 157,000.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 942,452.00 31,880.00 (c) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,177,093.00 141,297.00 (c) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 26,015.00 880.00 (c) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 1,101,390.00 149,341.00 (a) N/A (a)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 87,762.00 11,900.00 (a) N/A (c)
R&B FALCON CORP COMMON STOCKS 74912E10 787,500.00 60,000.00 (a) N/A (a)
R&B FALCON CORP COMMON STOCKS 74912E10 6,884,062.00 524,500.00 (a) N/A (c)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 6,332.00 340.00 (a) N/A (a)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 4,842.00 260.00 (a) N/A (b)
RADIAN GROUP INC COMMON STOCKS 75023610 1,815,870.00 42,291.00 (a) N/A (a)
RADIAN GROUP INC COMMON STOCKS 75023610 2,767,880.00 64,463.00 (a) N/A (c)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 12,249,081.00 756,700.00 (a) N/A (a)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 362,600.00 22,400.00 (a) N/A (b)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 15,481,725.00 956,400.00 (a) N/A (c)
RADIO ONE INC COMMON STOCKS 75040P10 1,506,450.00 36,300.00 (a) N/A (a)
RADIO ONE INC COMMON STOCKS 75040P10 2,253,450.00 54,300.00 (a) N/A (c)
RADISYS CORP COMMON STOCKS 75045910 2,669,000.00 68,000.00 (a) N/A (c)
RAILWORKS CORP COMMON STOCKS 75078910 135.00 15.00 (a) N/A (b)
RAINFOREST CAFE INC COMMON STOCKS 75086K10 5,312.00 1,000.00 (c) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 1,362,307.00 48,872.00 (a) N/A (a)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 41,812.00 1,500.00 (a) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 1,393,750.00 50,000.00 (a) N/A (c)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 20,349.00 730.00 (c) N/A (b)
RAMBUS INC. COMMON STOCKS 75091710 24,959,886.00 376,753.00 (a) N/A (a)
RAMBUS INC. COMMON STOCKS 75091710 162,511.00 2,453.00 (a) N/A (b)
RAMTRON INTERNATIONAL CORP COMMON STOCKS 75190730 185,768.00 87,420.00 (a) N/A (a)
RAMTRON INTERNATIONAL CORP COMMON STOCKS 75190790 10,629.00 5,002.00 (a) N/A (a)
RANGER OIL LTD COMMON STOCKS 75280510 425.00 100.00 (c) N/A (b)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 75,688.00 3,500.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 650,912.00 30,100.00 (c) N/A (c)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 9,506.00 900.00 (c) N/A (b)
RAYONIER INC COMMON STOCKS 75490710 25,200.00 600.00 (a) N/A (b)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 4,798,738.00 96,700.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 606,202.00 12,499.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 582.00 12.00 (a) N/A (b)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 6,639,796.00 136,903.00 (a) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 679.00 14.00 (c) N/A (b)
RCN CORP COMMON STOCKS 74936110 4,100.00 100.00 (c) N/A (b)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 6,351,638.00 217,150.00 (a) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 1,383,525.00 47,300.00 (a) N/A (b)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 7,947,225.00 271,700.00 (a) N/A (c)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 839,475.00 28,700.00 (c) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 10,238.00 350.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 13,630,562.00 130,358.00 (a) N/A (a)
REALNETWORKS COMMON STOCKS 75605L10 32,236,619.00 308,300.00 (a) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 31,369.00 300.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 40,780.00 390.00 (c) N/A (c)
RECKSON SERVICES INDUSTRIES INC COMMON STOCKS 75621J10 79,062.00 5,000.00 (a) N/A (a)
RED HAT INC COMMON STOCKS 75657710 28,800.00 300.00 (a) N/A (a)
RED HAT INC COMMON STOCKS 75657710 1,920.00 20.00 (c) N/A (b)
REDBACK NETWORKS INC COMMON STOCKS 75720910 31,409,640.00 290,830.00 (a) N/A (a)
REDBACK NETWORKS INC COMMON STOCKS 75720910 2,858,112.00 26,464.00 (a) N/A (b)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 14,850.00 600.00 (a) N/A (a)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 6,930.00 280.00 (a) N/A (b)
REGENERON PHARMACEUTICALS INC COMMON STOCKS 75886F10 497,250.00 61,200.00 (c) N/A (c)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 561,960.00 18,732.00 (a) N/A (a)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 297,480.00 9,916.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 8,308,815.00 323,457.50 (a) N/A (a)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 31,672,585.00 1,232,996.00 (a) N/A (c)
RELIANT ENERGY 2.0% CV SUB DEB CONVERTIBLES 75952J20 4,640,625.00 75,000.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 102,838.00 3,800.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 335,575.00 12,400.00 (a) N/A (b)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 133,000.00 4,000.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 100,748.00 3,030.00 (a) N/A (b)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 8,978.00 270.00 (c) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 5,828,225.00 205,400.00 (a) N/A (a)
REMEDY CORP COMMON STOCKS 75954810 456,838.00 16,100.00 (a) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 15,013,212.00 529,100.00 (a) N/A (c)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 75966470 - 1.95 (a) N/A (a)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 75966470 - 4.46 (a) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 1,769,062.00 51,000.00 (a) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 359,016.00 10,350.00 (a) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 1,809,369.00 52,162.00 (a) N/A (c)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 10,406.00 300.00 (c) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 112,734.00 3,250.00 (c) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 312,188.00 9,000.00 (c) N/A (c)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 3,824,831.00 174,600.00 (a) N/A (a)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 10,488,712.00 478,800.00 (a) N/A (c)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 322,018.00 14,700.00 (c) N/A (c)
REPSOL SA SPONSORED ADR COMMON STOCKS 76026T20 119,625.00 6,000.00 (c) N/A (a)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 88,962.00 1,448.00 (a) N/A (a)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 311,242.00 5,066.00 (a) N/A (b)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 202,744.00 3,300.00 (a) N/A (c)
RESEARCH IN MOTION COMMON STOCKS 76097510 556,884.00 18,000.00 (a) N/A (a)
RESEARCH IN MOTION COMMON STOCKS 76097510 228,901.00 7,370.00 (a) N/A (c)
RESPIRONICS INC COMMON STOCKS 76123010 759.00 92.00 (c) N/A (b)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 91,466.00 1,328.00 (a) N/A (a)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 8,954.00 130.00 (c) N/A (c)
REX STORES CORP COMMON STOCKS 76162410 206,305.00 6,655.00 (a) N/A (b)
REYNOLDS METALS CO COMMON STOCKS 76176310 12,075.00 200.00 (c) N/A (b)
RF MONOLITHICS INC COMMON STOCKS 74955F10 230,625.00 22,500.00 (a) N/A (c)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 904,050.00 36,900.00 (c) N/A (c)
RHONE POULENC S.A. ADR COMMON STOCKS 76242660 156,312.00 3,050.00 (a) N/A (a)
RHONE POULENC S.A. ADR COMMON STOCKS 76242660 10,469,658.00 204,286.00 (a) N/A (c)
RHONE POULENC S.A. ADR COMMON STOCKS 76242660 9,789.00 191.00 (c) N/A (c)
RIGGS NATIONAL CORP WASH DC COMMON STOCKS 76657010 474,188.00 28,100.00 (c) N/A (c)
RIO ALTO EXPLORATION LTD COMMON STOCKS 2740241 3,843,546.00 269,600.00 (a) N/A (a)
RITE AID CORP COMMON STOCKS 76775410 100,003.00 7,240.00 (a) N/A (a)
RITE AID CORP COMMON STOCKS 76775410 13,812.00 1,000.00 (a) N/A (b)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 135,000.00 5,000.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 135,000.00 5,000.00 (a) N/A (c)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 2,133.00 79.00 (c) N/A (b)
ROBERT HALF INTERNATIONAL INC COMMON STOCKS 77032310 25,935.00 1,092.00 (a) N/A (b)
ROBERT MONDAVI CORP CL A COMMON STOCKS 60920010 15,025.00 400.00 (c) N/A (b)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 46,253.00 12,132.00 (a) N/A (a)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 30,359.00 7,963.00 (a) N/A (b)
ROCHE HLDGS INC CONV 144A CONVERTIBLES 771196AC 8,887,500.00 15,000.00 (a) N/A (a)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 44,468.00 847.00 (a) N/A (b)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 85,680.00 1,632.00 (c) N/A (b)
ROGERS COMMUNICATIONS INC CL B NON-VTG COMMON STOCKS 77510920 1,681.00 100.00 (c) N/A (b)
ROGERS CORP COMMON STOCKS 77513310 88,200.00 2,400.00 (a) N/A (a)
ROHM & HAAS CO COMMON STOCKS 77537110 176,796.00 4,894.00 (a) N/A (a)
ROLLS-ROYCE PLC SPONSORED ADR COMMON STOCKS 77578120 13,880.00 800.00 (a) N/A (a)
ROPER CORP COMMON STOCKS 77669610 306,000.00 8,000.00 (c) N/A (c)
ROSS STORES INC COMMON STOCKS 77829610 740,600.00 36,800.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 20,125.00 1,000.00 (a) N/A (b)
ROSS STORES INC COMMON STOCKS 77829610 14,190,138.00 705,100.00 (a) N/A (c)
ROWAN COMPANIES INC COMMON STOCKS 77938210 8,125.00 500.00 (a) N/A (b)
ROYAL BANK OF CANADA (C$) COMMON STOCKS 2754383 3,046,950.00 73,200.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 733,500.00 16,300.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 567,000.00 12,600.00 (a) N/A (b)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 18,000.00 400.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 50,258,568.00 850,935.00 (a) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 15,839,322.00 268,179.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 31,870,145.00 539,600.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 829,828.00 14,050.00 (c) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 2,793,656.00 47,300.00 (c) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 24,334.00 412.00 (c) N/A (c)
RSA SECURITY INC COMMON STOCKS 74971910 1,004,062.00 37,800.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 252,344.00 9,500.00 (a) N/A (b)
RSA SECURITY INC COMMON STOCKS 74971910 8,561,094.00 322,300.00 (a) N/A (c)
RUSSELL CORP COMMON STOCKS 78235210 11,350.00 800.00 (a) N/A (b)
RYDER SYSTEM INC COMMON STOCKS 78354910 4,388,775.00 215,400.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 76,312.00 3,300.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 2,734,716.00 118,258.00 (a) N/A (c)
RYLAND GROUP INC COMMON STOCKS 78376410 143,325.00 6,300.00 (a) N/A (a)
RYLAND GROUP INC COMMON STOCKS 78376410 2,552,550.00 112,200.00 (c) N/A (c)
S & P MID CAP 400 DEPOSITORY RECEIPTS COMMON STOCKS 59563510 43,088.00 600.00 (a) N/A (b)
S&C LIQUIDATING TRUST COMMON STOCKS 86320098 55.00 5,514.00 (a) N/A (a)
S&C LIQUIDATING TRUST COMMON STOCKS 86320098 24.00 2,404.00 (a) N/A (c)
S3 INCORPATED COMMON STOCKS 78484910 878,880.00 84,200.00 (c) N/A (c)
SAATCHI & SAATCHI PLC SPONSORED ADR COMMON STOCKS 78514420 1,315,519.00 77,100.00 (a) N/A (c)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 34,400.00 800.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 64,500.00 1,500.00 (a) N/A (b)
SABRELINER CORP WARRANTS WARRANTS 78571L99 13,600.00 1,360.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 4,488,000.00 66,000.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 34,000.00 500.00 (a) N/A (b)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 13,606,800.00 200,100.00 (a) N/A (c)
SAFESKIN CORP COMMON STOCKS 78645410 16,438.00 2,000.00 (c) N/A (a)
SAFETY-KLEEN CORP COMMON STOCKS 78648R20 4,234.00 351.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 2,558,189.00 67,210.00 (a) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 3,987,237.00 104,755.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 76,125.00 2,000.00 (c) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 513,844.00 13,500.00 (c) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 33,115.00 870.00 (c) N/A (c)
SAGA COMMUNICATIONS INC CL A COMMON STOCKS 78659810 18,400.00 800.00 (c) N/A (b)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 3,108.00 42.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 14,208.00 192.00 (c) N/A (c)
SAL SMITH BARNEY SP PURPOSE CONVERTIBLES 30149TAA 7,078,125.00 7,500.00 (a) N/A (a)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 2,246,550.00 88,100.00 (a) N/A (a)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 331,500.00 13,000.00 (a) N/A (b)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 3,791,850.00 148,700.00 (a) N/A (c)
SALON.COM INC COMMON STOCKS 79549F10 418,206.00 84,700.00 (a) N/A (a)
SALON.COM INC COMMON STOCKS 79549F10 502,144.00 101,700.00 (a) N/A (c)
SAN JACINTO HLDGS INC. COMMON STOCKS 79789010 65,553.00 21,851.00 (a) N/A (a)
SAN PAOLO IMI SPA SPONSORED ADR COMMON STOCKS 46522410 520.00 20.00 (a) N/A (b)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 2,574.00 99.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 11,804.00 454.00 (c) N/A (c)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 590,802.00 16,820.00 (a) N/A (a)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 590,802.00 16,820.00 (a) N/A (b)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 32,315.00 920.00 (c) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 2,842,175.00 43,600.00 (a) N/A (a)
SANDISK CORP COMMON STOCKS 80004C10 234,675.00 3,600.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 7,829,019.00 120,100.00 (a) N/A (c)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 10,470,373.00 489,842.00 (a) N/A (a)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 119,700.00 5,600.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 15,242,875.00 197,000.00 (a) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 10,942,372.00 141,420.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 5,261,500.00 68,000.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 2,776,215.00 35,880.00 (c) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 902,192.00 11,660.00 (c) N/A (b)
SANTA FE INTERNATIONAL CORP COMMON STOCKS G7805C10 129,375.00 6,000.00 (a) N/A (b)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 121,680.00 13,520.00 (a) N/A (a)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 3,195.00 355.00 (a) N/A (b)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 394,200.00 43,800.00 (c) N/A (c)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 3,591.00 27.00 (a) N/A (a)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 16,093.00 121.00 (c) N/A (c)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 5,021.00 133.00 (a) N/A (a)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 7,550.00 200.00 (c) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 22,952.00 608.00 (c) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 9,239,717.00 395,282.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 187,421.00 8,018.00 (a) N/A (b)
SARA LEE CORP COMMON STOCKS 80311110 4,675.00 200.00 (c) N/A (b)
SARA LEE CORP COMMON STOCKS 80311110 1,774,162.00 75,900.00 (c) N/A (c)
SAUCONY INC COMMON STOCKS 80412010 73,750.00 5,000.00 (a) N/A (c)
SAUCONY INC CL B COMMON STOCKS 80412020 4,348,575.00 276,100.00 (a) N/A (c)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 3,689,888.00 339,300.00 (a) N/A (a)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 63,075.00 5,800.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 87,800,778.00 1,719,460.00 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 2,470,761.00 48,387.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 15,998,000.00 313,302.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 230,905.00 4,522.00 (c) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 159,724.00 3,128.00 (c) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 3,717,386.00 72,800.00 (c) N/A (c)
SCANA CORP COMMON STOCKS 80589810 43,538.00 1,800.00 (a) N/A (b)
SCC COMMUNICATIONS CORP COMMON STOCKS 78388X10 178,365.00 32,430.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 142,568,332.00 3,268,042.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 29,188,571.00 669,079.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 5,772,460.00 132,320.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 10,949,875.00 251,000.00 (c) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 4,475,052.00 102,580.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 18,243,975.00 418,200.00 (c) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,308,570.00 21,000.00 (a) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,078,629.00 17,310.00 (a) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 87,238.00 1,400.00 (a) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 222,456.00 3,570.00 (c) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,246.00 20.00 (c) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 15,000.00 300.00 (a) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 2,315,000.00 46,300.00 (a) N/A (c)
SCHOOL SPECIALTY INC COMMON STOCKS 80786310 16,875.00 1,000.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 9,644,863.00 194,600.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 14,869.00 300.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 37,890,531.00 764,500.00 (a) N/A (c)
SCIOS INC COMMON STOCKS 80890510 1,475.00 400.00 (c) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 156,463.00 6,658.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 156,463.00 6,658.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 3,111,706.00 132,413.00 (a) N/A (c)
SCRIPPS CO [E.W.] CL A COMMON STOCKS 81105420 29,475.00 600.00 (a) N/A (b)
SCUDDER GLOBAL HIGH INCOME FUND INC FXD INC FUNDS 81115E10 7,420.00 1,522.00 (c) N/A (b)
SEA CONTAINERS LTD CL A COMMON STOCKS 81137170 84,840.00 3,030.00 (c) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,154,562.00 37,700.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 722,750.00 23,600.00 (a) N/A (c)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,072.00 35.00 (c) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 6,178,900.00 135,800.00 (a) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 3,230,272.00 70,995.00 (a) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 7,921,550.00 174,100.00 (a) N/A (c)
SEAGRAM CO LTD COMMON STOCKS 81185010 493,675.00 10,850.00 (c) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 254,800.00 5,600.00 (c) N/A (b)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 4,753,187.00 151,496.00 (a) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 31,375.00 1,000.00 (c) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 2,199,388.00 70,100.00 (c) N/A (c)
SECURITY CAPITAL GROUP INC CL B COMMON STOCKS 81413P20 1,469.00 100.00 (a) N/A (b)
SEITEL INC COMMON STOCKS 81607430 75,075.00 7,700.00 (a) N/A (a)
SEITEL INC COMMON STOCKS 81607430 695,175.00 71,300.00 (c) N/A (c)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 3,838.00 34.00 (a) N/A (a)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 17,724.00 157.00 (c) N/A (c)
SEMINIS INC CL A COMMON STOCKS 81665810 2,697,038.00 312,700.00 (a) N/A (a)
SEMINIS INC CL A COMMON STOCKS 81665810 9,312,412.00 1,079,700.00 (a) N/A (c)
SEMTECH CORP COMMON STOCKS 81685010 1,794,625.00 49,000.00 (a) N/A (a)
SEMTECH CORP COMMON STOCKS 81685010 21,975.00 600.00 (a) N/A (c)
SENECA FOODS CORP CL A COMMON STOCKS 81707050 11,250.00 900.00 (a) N/A (b)
SENECA FOODS CORP CL B COMMON STOCKS 81707010 22,050.00 1,800.00 (a) N/A (b)
SENETEK PLC SPONSORED ADR COMMON STOCKS 81720930 328.00 300.00 (c) N/A (b)
SENSAR CORP COMMON STOCKS 81725310 1,181.00 300.00 (c) N/A (b)
SENSORMATIC ELECTRONICS CORP COMMON STOCKS 81726510 19,031.00 1,500.00 (a) N/A (b)
SEPRACOR INC COMMON STOCKS 81731510 181,200.00 2,400.00 (a) N/A (a)
SEROLOGICALS CORP COMMON STOCKS 81752310 22,950.00 5,400.00 (a) N/A (a)
SERVICE CORP INTERNATIONAL COMMON STOCKS 81756510 25,456.00 2,410.00 (a) N/A (a)
SERVICE EXPERTS INC COMMON STOCKS 81756710 52.00 5.00 (a) N/A (b)
SERVICEMASTER CO COMMON STOCKS 81760N10 573,736.00 35,719.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 3,125.00 1,000.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 31,250.00 10,000.00 (c) N/A (a)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 9,375.00 3,000.00 (c) N/A (b)
SF HOLDINGS GROUP INC COMMON STOCKS 78414110 75.00 7,500.00 (a) N/A (a)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 61,250.00 2,000.00 (a) N/A (b)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 27,562.00 900.00 (c) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 1,623,431.00 58,900.00 (a) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 1,062,534.00 38,550.00 (a) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 3,452,754.00 125,270.00 (a) N/A (c)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 683,550.00 24,800.00 (c) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 148,286.00 5,380.00 (c) N/A (b)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 22,500.00 11,250.00 (a) N/A (a)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 2,500.00 1,250.00 (a) N/A (c)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 436,800.00 9,600.00 (a) N/A (a)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 45,500.00 1,000.00 (c) N/A (b)
SHERWIN WILLIAMS COMMON STOCKS 82434810 8,375.00 400.00 (a) N/A (a)
SHERWIN WILLIAMS COMMON STOCKS 82434810 577,889.00 27,600.00 (a) N/A (c)
SHERWIN WILLIAMS COMMON STOCKS 82434810 8,375.00 400.00 (c) N/A (b)
SHOPKO STORES INC COMMON STOCKS 82491110 635,100.00 21,900.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 29,000.00 1,000.00 (a) N/A (c)
SHOPKO STORES INC COMMON STOCKS 82491110 719,200.00 24,800.00 (c) N/A (c)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 100,075.00 348,550.00 (a) N/A (a)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 236,873.00 825,000.00 (a) N/A (c)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 976,489.00 3,401,000.00 (c) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 4,537,162.00 68,100.00 (a) N/A (a)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 17,895,475.00 268,600.00 (a) N/A (c)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 2,624.00 32.00 (a) N/A (a)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 11,890.00 145.00 (c) N/A (c)
SIERRA HEALTH SERVICES INC COMMON STOCKS 82632210 1,578,488.00 155,900.00 (a) N/A (c)
SIERRA HEALTH SERVICES INC COMMON STOCKS 82632210 263,250.00 26,000.00 (c) N/A (c)
SIGNATURE BRANDS USA INC WARRANTS 82667M11 - 5,750.00 (a) N/A (a)
SIGNATURE BRANDS USA INC WARRANTS 82667M11 - 1,150.00 (a) N/A (c)
SILICON GRAPHICS INC COMMON STOCKS 82705610 13,476.00 1,232.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 517,378.00 47,301.00 (a) N/A (c)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 3,716,325.00 119,400.00 (a) N/A (a)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 199,200.00 6,400.00 (a) N/A (c)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 237,394.00 10,580.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 24,412.00 1,088.00 (a) N/A (b)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 5,332,892.00 588,457.00 (a) N/A (a)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 1,869,594.00 206,300.00 (a) N/A (c)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 3,625.00 400.00 (c) N/A (b)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 441.00 24.00 (a) N/A (a)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 2,003.00 109.00 (c) N/A (c)
SINGER CO NV COMMON STOCKS 82930F10 319.00 300.00 (c) N/A (b)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 682,442.00 78,550.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 295,392.00 34,000.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 4,923,952.00 477,451.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 10,209.00 990.00 (a) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 18,409.00 1,785.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 2,376,868.00 230,473.00 (c) N/A (c)
SKY NETWORK TELEVISION LTD ADR COMMON STOCKS 83080U10 10,395.00 660.00 (a) N/A (b)
SKYEPHARMA PLC SPONSORED ADR COMMON STOCKS 83080810 9,376.00 1,103.00 (c) N/A (b)
SKYMALL INC COMMON STOCKS 83085910 138.00 25.00 (c) N/A (b)
SKYTEL COMMUNICATIONS INC COMMON STOCKS 83087Q10 91,562.00 5,000.00 (a) N/A (b)
SKYTEL COMMUNICATIONS INC COMMON STOCKS 83087Q10 36,625.00 2,000.00 (c) N/A (a)
SL INDUSTRIES INC COMMON STOCKS 78441310 3,705.00 260.00 (c) N/A (b)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 3,891,156.00 90,492.00 (a) N/A (a)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 597,700.00 13,900.00 (a) N/A (c)
SMITH (A.O.) COM COMMON STOCKS 83186520 124,025.00 4,100.00 (a) N/A (a)
SMITH (A.O.) COM COMMON STOCKS 83186520 1,061,775.00 35,100.00 (c) N/A (c)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 3,203,550.00 79,100.00 (a) N/A (a)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 490,050.00 12,100.00 (a) N/A (b)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 13,960,350.00 344,700.00 (a) N/A (c)
SMITHFIELD FOODS COMMON STOCKS 83224810 521,625.00 19,500.00 (c) N/A (c)
SMITH-GARDNER & ASSOCIATES INC COMMON STOCKS 83205910 341,688.00 43,736.00 (a) N/A (a)
SMITH-GARDNER & ASSOCIATES INC COMMON STOCKS 83205910 142,477.00 18,237.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 8,920,408.00 154,801.00 (a) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,740,381.00 64,909.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 1,924,675.00 33,400.00 (a) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 5,261,162.00 91,300.00 (c) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,140,562.00 54,500.00 (c) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 20,111.00 349.00 (c) N/A (c)
SNAP-ON INC COMMON STOCKS 83303410 29,250.00 900.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 382,162.00 12,900.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 174,788.00 5,900.00 (a) N/A (c)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 26,534.00 912.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 5,382.00 185.00 (a) N/A (c)
SOCIETE GENERALE SPON ADR COMMON STOCKS 83364L10 3,686.00 91.00 (a) N/A (a)
SOCIETE GENERALE SPON ADR COMMON STOCKS 83364L10 15,350.00 379.00 (c) N/A (c)
SOLECTRON CORP COMMON STOCKS 83418210 60,641,348.00 844,440.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 1,479,338.00 20,600.00 (a) N/A (b)
SOLECTRON CORP COMMON STOCKS 83418210 7,195,612.00 100,200.00 (a) N/A (c)
SOLUTIA INC COMMON STOCKS 83437610 53,625.00 3,000.00 (a) N/A (a)
SOLUTIA INC COMMON STOCKS 83437610 358.00 20.00 (c) N/A (b)
SONAT INC COMMON STOCKS 83541510 129,540.00 3,264.00 (a) N/A (a)
SONAT INC COMMON STOCKS 83541510 396,875.00 10,000.00 (c) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 5,492,157.00 36,599.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 10,504.00 70.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 45,019.00 300.00 (a) N/A (c)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 22,509.00 150.00 (c) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 62,126.00 414.00 (c) N/A (c)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 387.00 15.00 (c) N/A (b)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 9,931.00 700.00 (a) N/A (a)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 4,256.00 300.00 (a) N/A (b)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 6,302.00 1,145.88 (a) N/A (a)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 2,719.00 494.34 (a) N/A (c)
SOURCE MEDIA WARRANTS WARRANTS 83615312 294,182.00 60,345.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 32,687.00 6,705.00 (a) N/A (c)
SOUTH AFRICAN BREWERIES LTD COMMON STOCKS 83621630 16.00 2.00 (a) N/A (a)
SOUTHCORP LTD - SP ADR COMMON STOCKS 84129510 876.00 48.00 (a) N/A (a)
SOUTHCORP LTD - SP ADR COMMON STOCKS 84129510 4,031.00 221.00 (c) N/A (c)
SOUTHDOWN INC COMMON STOCKS 84129710 (53,500.00) (1,000.00) (a) N/A (a)
SOUTHDOWN INC COMMON STOCKS 84129710 2,247.00 42.00 (c) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 1,053,175.00 40,900.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 149,762.00 5,816.00 (a) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 695,250.00 27,000.00 (a) N/A (c)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 4,134.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERREDS 84454488 80,957.00 90,861.00 (a) N/A (a)
SOUTHTRUST CORP COMMON STOCKS 84473010 121,078.00 3,375.00 (a) N/A (b)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 266,929.00 17,575.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 6,986.00 460.00 (a) N/A (b)
SOUTHWEST SECURITIES GROUP COMMON STOCKS 84522410 858,600.00 31,800.00 (c) N/A (c)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 38,103.00 4,190.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 663,988.00 43,900.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 151,250.00 10,000.00 (a) N/A (c)
SPANISH BROADCASTING 144A PFD PREFERREDS 84642550 2,751,000.00 2,620.00 (a) N/A (a)
SPANISH BROADCASTING 144A PFD PREFERREDS 84642599 19,601.00 186.68 (a) N/A (a)
SPANISH BROADCASTING SYSTEM COMMON STOCKS 84642510 3,482,700.00 5,358.00 (a) N/A (a)
SPANISH BROADCASTING SYSTEM COMMON STOCKS 84642510 975,000.00 1,500.00 (a) N/A (c)
SPARTECH CORP COMMON STOCKS 84722020 3,518.00 120.00 (c) N/A (b)
SPARTECH CORP COMMON STOCKS 84722020 331,237.00 11,300.00 (c) N/A (c)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 2,625.00 52,500.00 (a) N/A (a)
SPECTRALINK CORP COMMON STOCKS 84758010 555,101.00 121,666.00 (a) N/A (a)
SPORTSLINE USA INC COMMON STOCKS 84893410 7,410,728.00 250,680.00 (a) N/A (a)
SPORTSLINE USA INC COMMON STOCKS 84893410 143,142.00 4,842.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 1,548,295.00 28,540.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 54,250.00 1,000.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 2,213,400.00 40,800.00 (a) N/A (c)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 10,850.00 200.00 (c) N/A (b)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 18,588,407.00 249,298.00 (a) N/A (a)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 18,641.00 250.00 (a) N/A (b)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 350,446.00 4,700.00 (a) N/A (c)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 19,312.00 259.00 (c) N/A (b)
SPRINT CORP (PSC GROUP) COMMON STOCKS 85206150 3,437,354.00 46,100.00 (c) N/A (c)
SPS TECHNOLOGIES COMMON STOCKS 78462610 20,866.00 550.00 (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 335,775.00 3,700.00 (a) N/A (c)
SPX CORP COMMON STOCKS 78463510 2,995.00 33.00 (c) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 22,500.00 1,800.00 (c) N/A (b)
SSB EXCHANGEABLE CERTS CORP CONVERTIBLES 30149TAC 7,440,000.00 8,000.00 (a) N/A (a)
ST FRANCIS CAPITAL CORP COMMON STOCKS 78937410 20,562.00 1,000.00 (c) N/A (b)
ST GEORGE BANK LTD- SPONS ADR COMMON STOCKS 78954710 1,128.00 82.00 (a) N/A (a)
ST GEORGE BANK LTD- SPONS ADR COMMON STOCKS 78954710 5,184.00 377.00 (c) N/A (c)
ST. JOE CORP COMMON STOCKS 79014810 19,406.00 900.00 (a) N/A (b)
ST. JUDE MEDICAL INC COMMON STOCKS 79084910 (37,800.00) (1,200.00) (a) N/A (a)
ST. PAUL BANCORP INC COMMON STOCKS 79284810 148,688.00 6,500.00 (a) N/A (a)
ST. PAUL BANCORP INC COMMON STOCKS 79284810 1,303,875.00 57,000.00 (c) N/A (c)
STANCORP FINANCIAL GROUP INC COMMON STOCKS 85289110 3,936,881.00 175,950.00 (a) N/A (c)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 64,575.00 6,300.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 1,344,800.00 131,200.00 (c) N/A (c)
STANFORD COMMUNICATIONS INC COMMON STOCKS 85440210 8,070,831.00 253,700.00 (a) N/A (a)
STANFORD COMMUNICATIONS INC COMMON STOCKS 85440210 2,945,838.00 92,600.00 (a) N/A (c)
STANLEY WORKS COMMON STOCKS 85461610 133,496.00 5,300.00 (a) N/A (a)
STANLEY WORKS COMMON STOCKS 85461610 35,262.00 1,400.00 (c) N/A (b)
STAPLES INC COMMON STOCKS 85503010 9,431,191.00 432,375.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 736,346.00 33,758.00 (a) N/A (b)
STAPLES INC COMMON STOCKS 85503010 2,034,016.00 93,250.00 (a) N/A (c)
STAPLES INC COMMON STOCKS 85503010 188,678.00 8,650.00 (c) N/A (a)
STAPLES INC COMMON STOCKS 85503010 61,511.00 2,820.00 (c) N/A (b)
STAPLES INC COMMON STOCKS 85503010 35,555.00 1,630.00 (c) N/A (c)
STAR CHOICE COMM WARRANT WARRANTS 85492111 105,910.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 45,390.00 27,792.00 (c) N/A (c)
STAR MULTI CARE SERVICES INC COMMON STOCKS 85515610 132.00 117.00 (c) N/A (b)
STARBUCKS CORP COMMON STOCKS 85524410 49,562.00 2,000.00 (c) N/A (a)
STARBUCKS CORP COMMON STOCKS 85524410 12,391.00 500.00 (c) N/A (b)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 14,688.00 400.00 (a) N/A (b)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 3,100.00 3,100.00 (a) N/A (a)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 400.00 400.00 (c) N/A (c)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 (26,776.00) (1,200.00) (a) N/A (a)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 17,872.00 801.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 248,806.00 3,850.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 120,073.00 1,858.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 616,716.00 9,543.00 (c) N/A (b)
STATION CASINOS INC. COMMON STOCKS 85768910 1,032,300.00 44,400.00 (c) N/A (c)
STERLING SOFTWARE COMMON STOCKS 85954710 322,000.00 16,100.00 (a) N/A (a)
STERLING SOFTWARE COMMON STOCKS 85954710 23,600.00 1,180.00 (c) N/A (c)
STEWART INFO SVCS COMMON STOCKS 86037210 342,453.00 18,700.00 (c) N/A (c)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 88,688.00 3,300.00 (a) N/A (a)
STMICROELECTRONICS NV CONVERTIBLES 861012AB 2,000,000.00 2,500.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 4,222.00 57.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 19,627.00 265.00 (c) N/A (c)
STOLT-NIELSEN SA COMMON STOCKS L8874210 747.00 50.00 (c) N/A (b)
STONE & WEBSTER INC COMMON STOCKS 86157210 142,800.00 5,100.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 8,409,900.00 164,900.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 438,600.00 8,600.00 (a) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 17,895,900.00 350,900.00 (a) N/A (c)
STONE ENERGY CORP COMMON STOCKS 86164210 912,900.00 17,900.00 (c) N/A (c)
STRATEGIC DIAGNOSTICS INC COMMON STOCKS 86270010 108,696.00 11,994.00 (c) N/A (b)
STRATEGIC DISTRIBUTION INC COMMON STOCKS 86270120 29,688.00 9,500.00 (c) N/A (b)
STRAYER EDUCATION INC COMMON STOCKS 86323610 2,140,538.00 107,700.00 (a) N/A (a)
STRAYER EDUCATION INC COMMON STOCKS 86323610 7,562,438.00 380,500.00 (a) N/A (c)
STYLESITE MARKETING INC COMMON STOCKS 86422610 700.00 2,800.00 (c) N/A (b)
SUMMIT BANCORP COMMON STOCKS 86600510 486,861.00 15,009.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 82,717.00 2,550.00 (a) N/A (c)
SUMMIT BANCORP COMMON STOCKS 86600510 3,244.00 100.00 (c) N/A (b)
SUN HEALTHCARE GROUP INC COMMON STOCKS 86693310 32,784.00 136,600.00 (a) N/A (a)
SUN HEALTHCARE GROUP INC COMMON STOCKS 86693310 1,440.00 6,000.00 (a) N/A (c)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 1,361.00 57.00 (a) N/A (a)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 2,053.00 86.00 (c) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 33,651,120.00 361,840.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 11,008,038.00 118,366.00 (a) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 26,960,700.00 289,900.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 809,100.00 8,700.00 (c) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 169,818.00 1,826.00 (c) N/A (b)
SUNBEAM CORP-DEL COMMON STOCKS 86707110 7,394.00 1,300.00 (a) N/A (b)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 5,617,456.00 213,490.00 (a) N/A (a)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 11,156.00 424.00 (c) N/A (b)
SUNOCO INC COMMON STOCKS 86764P10 829,462.00 30,300.00 (a) N/A (a)
SUNOCO INC COMMON STOCKS 86764P10 1,834,125.00 67,000.00 (c) N/A (c)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 103,596.00 3,900.00 (a) N/A (a)
SUNTERRA CORP COMMON STOCKS 86787D10 13,118,312.00 1,104,700.00 (a) N/A (a)
SUNTERRA CORP COMMON STOCKS 86787D10 420,375.00 35,400.00 (a) N/A (b)
SUNTERRA CORP COMMON STOCKS 86787D10 36,471,688.00 3,071,300.00 (a) N/A (c)
SUNTRUST BANKS INC COMMON STOCKS 86791410 368,200.00 5,600.00 (a) N/A (a)
SUNTRUST BANKS INC COMMON STOCKS 86791410 14,794.00 225.00 (a) N/A (b)
SUNTRUST BANKS INC COMMON STOCKS 86791410 4,326,350.00 65,800.00 (a) N/A (c)
SUPERGEN INC COMMON STOCKS 86805910 307,369.00 13,400.00 (c) N/A (c)
SUPERIOR INDUSTRIES INTERNATIONAL INC COMMON STOCKS 86816810 3,528,616.00 126,022.00 (a) N/A (c)
SUPERIOR TELECOM INC COMMON STOCKS 86836510 12,892.00 925.00 (a) N/A (b)
SUPERMARKET HOLDINGS L.P. PVT PLACEMENT 86844791 3,345,600.00 1,020,000.00 (a) N/A (a)
SUPERTEX INC COMMON STOCKS 86853210 2,332,688.00 143,000.00 (a) N/A (c)
SUPERTEX INC COMMON STOCKS 86853210 1,142.00 70.00 (c) N/A (b)
SUPERVALU INC COMMON STOCKS 86853610 4,469,964.00 202,600.00 (a) N/A (a)
SUPERVALU INC COMMON STOCKS 86853610 330,945.00 15,000.00 (a) N/A (c)
SURGICAL LASER TECHNOLOGIES INC COMMON STOCKS 86881920 4.00 3.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 247,000.00 38,000.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 894,400.00 137,600.00 (a) N/A (c)
SWIFT TRANSPORTATION CO INC COMMON STOCKS 87075610 8,653,641.00 439,550.00 (a) N/A (a)
SWIFT TRANSPORTATION CO INC COMMON STOCKS 87075610 11,047,641.00 561,150.00 (a) N/A (c)
SYBASE INC COMMON STOCKS 87113010 18,900.00 1,600.00 (c) N/A (b)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 8,556,285.00 254,462.00 (a) N/A (a)
SYMPHONIX DEVICES INC COMMON STOCKS 87195110 300.00 100.00 (c) N/A (b)
SYNAPTIC PHARMACEUTICAL CORP COMMON STOCKS 87156R10 500.00 100.00 (c) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 28,078.00 500.00 (a) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 1,106,278.00 19,700.00 (a) N/A (c)
SYNOPSYS INC COMMON STOCKS 87160710 56,156.00 1,000.00 (c) N/A (b)
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C10 42,047.00 2,250.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 3,060,980.00 87,300.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 357,638.00 10,200.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 175,312.00 5,000.00 (c) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 91,162.00 2,600.00 (c) N/A (b)
SYSTEMSOFT CORP COMMON STOCKS 87192610 348.00 2,175.00 (a) N/A (a)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 170,112.00 6,200.00 (a) N/A (b)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 1,706,612.00 62,200.00 (a) N/A (c)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 54,875.00 2,000.00 (c) N/A (b)
TABCORP HOLDINGS LTD - SP ADR COMMON STOCKS 87330620 882.00 13.00 (a) N/A (a)
TABCORP HOLDINGS LTD - SP ADR COMMON STOCKS 87330620 4,140.00 61.00 (c) N/A (c)
TAIWAN FUND INC COMMON STOCKS 87403610 1,975,063.00 108,969.00 (a) N/A (a)
TAIWAN FUND INC COMMON STOCKS 87403610 87,000.00 4,800.00 (a) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 39,578,940.00 1,341,659.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 16,136.00 547.00 (a) N/A (b)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 2,363,127.00 80,106.00 (a) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 690,300.00 23,400.00 (c) N/A (c)
TALCON CLASS B LP COMMON STOCKS 87418110 1,890.00 37,800.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 1,497.00 50.00 (c) N/A (b)
TALISMAN ENERGY INC (C$) COMMON STOCKS 2068299 817,307.00 27,300.00 (c) N/A (c)
TANDY CORP COMMON STOCKS 87538210 (149,895.00) (2,900.00) (a) N/A (a)
TANDY CORP COMMON STOCKS 87538210 4,135.00 80.00 (c) N/A (b)
TARGETED GENETICS CORP COMMON STOCKS 87612M10 478.00 300.00 (c) N/A (b)
TCI PACIFIC COMM CONV PFD 5% CONVERTIBLES 87229420 22,512.00 84.00 (a) N/A (a)
TCI SATELLITE ENTERTNMENT A COMMON STOCKS 87229810 230,460.00 57,615.00 (a) N/A (a)
TDK CORP ADR COMMON STOCKS 87235140 4,769.00 41.00 (a) N/A (a)
TDK CORP ADR COMMON STOCKS 87235140 20,936.00 180.00 (a) N/A (b)
TDK CORP ADR COMMON STOCKS 87235140 21,751.00 187.00 (c) N/A (c)
TECH DATA CORP COMMON STOCKS 87823710 316,625.00 13,600.00 (a) N/A (a)
TECH DATA CORP COMMON STOCKS 87823710 4,923,984.00 211,500.00 (a) N/A (c)
TECHNICLONE CORP COMMON STOCKS 87851730 312.00 500.00 (c) N/A (b)
TECHNITROL INC COMMON STOCKS 87855510 109,275.00 3,100.00 (a) N/A (a)
TECHNITROL INC COMMON STOCKS 87855510 1,110,375.00 31,500.00 (c) N/A (c)
TECHNOLOGY SOLUTIONS CO COMMON STOCKS 87872T10 1,428,038.00 101,100.00 (a) N/A (a)
TECHNOLOGY SOLUTIONS CO COMMON STOCKS 87872T10 313,575.00 22,200.00 (a) N/A (c)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 566,225.00 31,900.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 816.00 46.00 (c) N/A (b)
TECUMSEH PRODUCTS CO CL A COMMON STOCKS 87889520 75,188.00 1,500.00 (a) N/A (b)
TEGAL CORP COMMON STOCKS 87900810 356,016.00 122,500.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 3,461,412.00 250,600.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 250,006.00 18,100.00 (a) N/A (b)
TEKELEC COMMON STOCKS 87910110 360,506.00 26,100.00 (a) N/A (c)
TEL - SAVE HOLDINGS INC CONVERTIBLE CONVERTIBLES 879176AC 22,238.00 30,000.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 3,512,625.00 275,500.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 249,900.00 19,600.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 4,541,550.00 356,200.00 (a) N/A (c)
TELE DANMARK A/S SPONSORED ADR REPSTG COMMON STOCKS 87924210 9,480.00 320.00 (a) N/A (b)
TELEBRAS ADR PFD BLOCK COMMON STOCKS 87928730 34,812,187.00 468,851.00 (a) N/A (a)
TELEBRAS ADR PFD BLOCK COMMON STOCKS 87928730 2,234,925.00 30,100.00 (a) N/A (c)
TELEBRAS ADR PFD BLOCK COMMON STOCKS 87928730 10,246.00 138.00 (c) N/A (c)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 11,101,110.00 200,020.00 (a) N/A (a)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 2,329,890.00 41,980.00 (a) N/A (c)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 4,075,258.00 152,700.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 672,538.00 25,200.00 (a) N/A (c)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 4,309.00 50.00 (a) N/A (b)
TELE-COMMUNICATIONS INC 6% CUM REDEEM PREFERREDS 87924V30 1,600.00 16.00 (a) N/A (b)
TELECOMUNICACOES BRASILEIRAS SA COMMON STOCKS 87928710 8.00 250.00 (a) N/A (b)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 1,686,206.00 63,932.00 (a) N/A (a)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 324,412.00 12,300.00 (a) N/A (c)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 4,006,405.00 298,140.00 (a) N/A (a)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 990,784.00 73,730.00 (a) N/A (c)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 10,750.00 800.00 (c) N/A (b)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 626,352.00 13,049.00 (a) N/A (a)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 28,800.00 600.00 (c) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 57,771,281.00 810,825.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 11,868,825.00 166,580.00 (a) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 18,881.00 265.00 (c) N/A (c)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 1,422,188.00 1,500.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 1,286,597.00 185,442.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 17.00 2.40 (c) N/A (c)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 8,089,450.00 521,900.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 967,200.00 62,400.00 (a) N/A (c)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 97,694.00 1,100.00 (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 44,406.00 500.00 (a) N/A (b)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 697,538.00 26,700.00 (a) N/A (a)
TELESP PARTICIP SA ADR COMMON STOCKS 87952K10 1,768,725.00 112,300.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 1,296,459.00 26,092.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 149,062.00 3,000.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 1,150,142.00 20,200.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 2,601,133.00 45,684.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 1,320,950.00 23,200.00 (c) N/A (a)
TELLABS INC COMMON STOCKS 87966410 455,500.00 8,000.00 (c) N/A (b)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 109,800.00 1,800.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 30,500.00 500.00 (a) N/A (c)
TEMPLETON CHINA WORLD FUND INC EQUITY FUNDS 88018X10 7,000.00 1,000.00 (c) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 155,681.00 18,050.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 43,125.00 5,000.00 (a) N/A (c)
TENET HEALTHCARE CONV SUB DEB CONVERTIBLES 88033GAD 1,259,825.00 1,610.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 2,898.00 165.00 (a) N/A (b)
TENFOLD CORP COMMON STOCKS 88033A10 26,500.00 1,000.00 (a) N/A (a)
TENNECO INC. COMMON STOCKS 88037E10 98,600.00 5,800.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 350,000.00 17,500.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 100,000.00 5,000.00 (c) N/A (a)
TERADYNE INC COMMON STOCKS 88077010 2,375,850.00 67,400.00 (a) N/A (a)
TERAYON COMMUNICATIONS 144A COMMON STOCKS 88077590 15,249.00 312.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 412,261.00 8,435.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 1,711.00 35.00 (c) N/A (b)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 1,783,938.00 36,500.00 (c) N/A (c)
TEREX CORP NEW STK APPRC RTS COMMON STOCKS 88077999 23,872.00 2,984.00 (a) N/A (a)
TEREX CORP RIGHTS COMMON STOCKS 88077913 112,000.00 8,000.00 (a) N/A (a)
TERRA NOVA BERMUDA HOLDINGS LTD ORD COMMON STOCKS G8761510 897,444.00 28,100.00 (a) N/A (a)
TERRA NOVA BERMUDA HOLDINGS LTD ORD COMMON STOCKS G8761510 9,324,153.00 291,950.00 (a) N/A (c)
TESCO PLC SPONSORED ADR COMMON STOCKS 88157530 40,789.00 4,470.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 4,599,111.00 91,410.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 1,207,512.00 24,000.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 8,075,708.00 127,932.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 2,047,964.00 32,443.00 (a) N/A (b)
TEXACO INC COMMON STOCKS 88169410 113,625.00 1,800.00 (c) N/A (a)
TEXAS BIOTECHNOLOGY CORP COMMON STOCKS 88221T10 6,000.00 1,500.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 14,574,700.00 177,200.00 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 3,233,741.00 39,316.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 13,818,000.00 168,000.00 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 641,550.00 7,800.00 (c) N/A (b)
TEXAS REGIONAL BANCSHARES INC COMMON STOCKS 88267310 1,785,539.00 72,143.00 (a) N/A (c)
TEXAS UTILITIES COMMON STOCKS 88284810 38,582.00 1,034.00 (a) N/A (a)
TEXAS UTILITIES COMMON STOCKS 88284810 173,951.00 4,662.00 (a) N/A (b)
TEXTRON INC COMMON STOCKS 88320310 10,437,888.00 134,900.00 (a) N/A (a)
TEXTRON INC COMMON STOCKS 88320310 5,201,921.00 67,230.00 (c) N/A (c)
THACKERAY CORP COMMON STOCKS 88321710 26,816.00 6,600.00 (a) N/A (a)
THE CARBIDE/GRAPHITE GROUP INC COMMON STOCKS 14077710 363,975.00 42,200.00 (a) N/A (a)
THE CARBIDE/GRAPHITE GROUP INC COMMON STOCKS 14077710 106,950.00 12,400.00 (a) N/A (c)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 1,713,600.00 190,400.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 917,644.00 22,450.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 15,288,660.00 374,034.50 (a) N/A (c)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 519,375.00 15,000.00 (a) N/A (a)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 17,312.00 500.00 (a) N/A (b)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 218,138.00 6,300.00 (c) N/A (a)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 38,088.00 1,100.00 (c) N/A (b)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 290,850.00 8,400.00 (c) N/A (c)
THERMEDICS INC COMMON STOCKS 88390110 3,688.00 500.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 59,945.00 4,461.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 26,203.00 1,950.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 134,375.00 10,000.00 (c) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 58,789.00 4,375.00 (c) N/A (b)
THERMO INSTRUMENT SYSTEMS INC COMMON STOCKS 88355910 5,622.00 526.00 (c) N/A (b)
THERMOLASE CORP COMMON STOCKS 88362410 1,192.00 636.00 (c) N/A (b)
THERMOTREX CORP COMMON STOCKS 88366610 11,350.00 1,816.00 (c) N/A (b)
THQ INC COMMON STOCKS 87244340 1,638,750.00 38,000.00 (a) N/A (a)
THQ INC COMMON STOCKS 87244340 336,375.00 7,800.00 (a) N/A (c)
3COM CORP COMMON STOCKS 88553510 138,000.00 4,800.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 46,518.00 1,618.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 116,438.00 4,050.00 (c) N/A (b)
3DO CO COMMON STOCKS 88553W10 738,588.00 73,400.00 (a) N/A (a)
3DO CO COMMON STOCKS 88553W10 374,325.00 37,200.00 (a) N/A (b)
3DO CO COMMON STOCKS 88553W10 946,881.00 94,100.00 (a) N/A (c)
TICKETMASTER ONLINE-CITYSEARCH INC CL B COMMON STOCKS 88633P20 5,754,206.00 237,900.00 (a) N/A (a)
TICKETMASTER ONLINE-CITYSEARCH INC CL B COMMON STOCKS 88633P20 14,933,362.00 617,400.00 (a) N/A (c)
TICKETMASTER ONLINE-CITYSEARCH INC CL B COMMON STOCKS 88633P20 12,094.00 500.00 (c) N/A (b)
TIDEWATER INC COMMON STOCKS 88642310 71,400.00 2,800.00 (a) N/A (a)
TIMBERLAND CO CL A COMMON STOCKS 88710010 2,730,469.00 69,900.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 50,489,446.00 831,102.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 27,895,367.00 459,183.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 14,300,550.00 235,400.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 3,565,418.00 58,690.00 (c) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 3,433,894.00 56,525.00 (c) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 3,846,690.00 63,320.00 (c) N/A (c)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 334,000.00 16,000.00 (a) N/A (a)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 208,750.00 10,000.00 (a) N/A (c)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 39,488.00 600.00 (a) N/A (b)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 19,744.00 300.00 (a) N/A (c)
TIMES MIRROR CONV LYON SUB NTS CONVERTIBLES 887364AE 1,539,875.00 3,175.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 6,450.00 400.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 9,675.00 600.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 8,988,558.00 320,300.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 11,225.00 400.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 13,256,725.00 472,400.00 (a) N/A (c)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 259,860.00 259,860.00 (a) N/A (a)
TLC THE LASER CENTER INC COMMON STOCKS 87293410 12,312.00 500.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 4,656,938.00 76,500.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 16,558,000.00 272,000.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 24,350.00 400.00 (c) N/A (b)
T-NETIX INC COMMON STOCKS 87259710 202.00 45.00 (c) N/A (b)
TNP ENTERPRISES INC COMMON STOCKS 87259410 31,150.00 800.00 (c) N/A (a)
TODD-AO CORP CL A COMMON STOCKS 88889610 1,080.00 72.00 (a) N/A (b)
TOLL BROTHERS INC COMMON STOCKS 88947810 187,766.00 9,850.00 (c) N/A (b)
TOMMY HILFIGER CORP COMMON STOCKS G8915Z10 5,638.00 200.00 (a) N/A (b)
TOO INC COMMON STOCKS 89033310 14,350.00 800.00 (a) N/A (a)
TOOTSIE ROLL INDUSTRIES INC COMMON STOCKS 89051610 14,334.00 436.00 (a) N/A (a)
TOOTSIE ROLL INDUSTRIES INC COMMON STOCKS 89051610 2,531.00 77.00 (c) N/A (b)
TOPS APPLIANCE CITY INC COMMON STOCKS 89091010 1,125.00 1,000.00 (c) N/A (b)
TORCHMARK CORP COMMON STOCKS 89102710 584,775.00 22,600.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 414,000.00 16,000.00 (a) N/A (c)
TORO CO COMMON STOCKS 89109210 138,288.00 3,700.00 (a) N/A (a)
TORO CO COMMON STOCKS 89109210 523,250.00 14,000.00 (c) N/A (c)
TORONTO DOMINION BANK COMMON STOCKS 89116050 195,000.00 10,000.00 (a) N/A (a)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 720,840.00 11,363.00 (a) N/A (a)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 11,114,884.00 175,210.00 (a) N/A (c)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 18,143.00 286.00 (c) N/A (c)
TOWER AUTOMOTIVE INC COMMON STOCKS 89170710 532,970.00 26,900.00 (c) N/A (c)
TOWN & COUNTRY CORP CONVERTIBLES 89202740 543.00 1,338.00 (a) N/A (a)
TOWN & COUNTRY HOLDINGS INC COMMON STOCKS 89202798 308.00 30,805.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 320,000.00 40,000.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 79,200.00 9,900.00 (a) N/A (c)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 3,930.00 63.00 (a) N/A (a)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 17,964.00 288.00 (c) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 6,600.00 440.00 (a) N/A (a)
TOYS R US INC COMMON STOCKS 89233510 6,000.00 400.00 (c) N/A (b)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 878,269.00 246,497.00 (a) N/A (a)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 7,125.00 2,000.00 (a) N/A (b)
TRANSACTION NETWORK SERVICES INC COMMON STOCKS 89341410 3,925.00 100.00 (c) N/A (b)
TRANSACTION SYSTEMS ARCHITECTS INC COMMON STOCKS 89341610 64,650.00 2,400.00 (a) N/A (a)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 150,335.00 2,140.00 (a) N/A (b)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 63,225.00 900.00 (c) N/A (b)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 688,420.00 52,700.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 412,791.00 31,600.00 (a) N/A (c)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 470.00 36.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 8,732,979.00 169,985.00 (a) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 539,438.00 10,500.00 (a) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 1,862,446.00 36,252.00 (c) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 381,768.00 7,431.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 526,594.00 10,250.00 (c) N/A (c)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 8,078,875.00 263,800.00 (a) N/A (a)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 1,780,538.00 58,140.00 (a) N/A (b)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 27,825,875.00 908,600.00 (a) N/A (c)
TRANSPORTADOR GAS SUR SP ADR COMMON STOCKS 89387020 2,225,548.00 271,806.00 (a) N/A (a)
TRANSPORTADOR GAS SUR SP ADR COMMON STOCKS 89387020 189,143.00 23,100.00 (a) N/A (c)
TRANSWITCH CORP COMMON STOCKS 89406510 9,627,300.00 168,900.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 444,600.00 7,800.00 (a) N/A (b)
TRANSWITCH CORP COMMON STOCKS 89406510 3,588,150.00 62,950.00 (a) N/A (c)
TRANSWITCH CORP COMMON STOCKS 89406510 323,019.00 5,667.00 (c) N/A (b)
TRAVELERS PROPERTY CASUALTY-A COMMON STOCKS 89393910 32,450.00 1,100.00 (a) N/A (a)
TREX MEDICAL CORP COMMON STOCKS 89531R10 1,114.00 270.00 (a) N/A (b)
TREX MEDICAL CORP COMMON STOCKS 89531R10 874.00 212.00 (c) N/A (b)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 20.00 2.00 (a) N/A (a)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 20.00 2.00 (c) N/A (b)
TRIANGLE PHARMACEUTICALS INC COMMON STOCKS 89589H10 192,654.00 10,008.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 139,344.00 6,500.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 27,869.00 1,300.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 1,691,500.00 34,000.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 546,752.00 10,990.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 119,400.00 2,400.00 (a) N/A (c)
TRIBUNE CO COMMON STOCKS 89604710 477,600.00 9,600.00 (c) N/A (a)
TRIBUNE CO 2.00% CNV SUB DEB CONVERTIBLES 89604730 4,409,956.00 37,000.00 (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 1,102,870.00 26,940.00 (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 67,547.00 1,650.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 6,550.00 160.00 (c) N/A (b)
TRI-CONTINENTAL CORP EQUITY FUNDS 89543610 239,470.00 8,187.00 (a) N/A (b)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 1,187,550.00 40,600.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 9,319,167.00 318,604.00 (a) N/A (c)
TRIMERIS INC COMMON STOCKS 89626310 200,450.00 12,012.00 (a) N/A (a)
TRINET CORPORATE REALTY TRUST COMMON STOCKS 89628710 1,821,694.00 76,500.00 (a) N/A (a)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 2,470.00 80.00 (c) N/A (b)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 799,662.00 25,900.00 (c) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 6,556,547.00 114,650.00 (a) N/A (a)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 503,250.00 8,800.00 (a) N/A (b)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 16,532,906.00 289,100.00 (a) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 714,850.00 12,500.00 (c) N/A (c)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 8,102,150.00 1,322,800.00 (a) N/A (a)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 263,988.00 43,100.00 (a) N/A (b)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 13,038,288.00 2,128,700.00 (a) N/A (c)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 30,625.00 5,000.00 (c) N/A (a)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 306.00 50.00 (c) N/A (b)
TRITON ENERGY LTD COMMON STOCKS G9075110 7,031.00 500.00 (c) N/A (b)
TRIUMPH GROUP INC COMMON STOCKS 89681810 87,658.00 3,300.00 (a) N/A (a)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 36,375.00 1,000.00 (a) N/A (b)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 807,525.00 22,200.00 (c) N/A (c)
TSI INTL SOFTWARE LTD COMMON STOCKS 87287910 819,175.00 30,200.00 (a) N/A (a)
TSI INTL SOFTWARE LTD COMMON STOCKS 87287910 382,462.00 14,100.00 (a) N/A (c)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 70,294.00 6,900.00 (a) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 3,707,340.00 302,640.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 591,675.00 48,300.00 (a) N/A (c)
TUBOSCOPE INC. COMMON STOCKS 89860010 65,921.00 5,300.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 40,500.00 2,000.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 27,459.00 1,356.00 (a) N/A (b)
TV GUIDE INC COMMON STOCKS 87307Q10 1,721,500.00 44,000.00 (c) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 7,825.00 200.00 (c) N/A (b)
TVX GOLD INC COMMON STOCKS 2218674 359,349.00 279,400.00 (c) N/A (c)
TWEETER HOME ENTERTAINMENT GROUP INC COMMON STOCKS 90116710 585,218.00 15,658.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 49,807,077.00 482,393.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 25,550,142.00 247,459.00 (a) N/A (b)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 29,756,650.00 288,200.00 (a) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 5,738,119.00 55,575.00 (c) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 3,647,306.00 35,325.00 (c) N/A (b)
U S BANCORP-DEL COMMON STOCKS 90297310 82,231.00 2,724.00 (a) N/A (a)
U S BANCORP-DEL COMMON STOCKS 90297310 709,587.00 23,506.00 (a) N/A (b)
U S BANCORP-DEL COMMON STOCKS 90297310 164,099.00 5,436.00 (c) N/A (a)
U S BANCORP-DEL COMMON STOCKS 90297310 1,273,852.00 42,198.00 (c) N/A (b)
U S BIOSCIENCE INC COMMON STOCKS 91164620 1,425.00 100.00 (a) N/A (b)
U S BIOSCIENCE INC COMMON STOCKS 91164620 356.00 25.00 (c) N/A (b)
U S LIQUIDS INC COMMON STOCKS 90297410 28,000.00 4,000.00 (c) N/A (b)
U S RESTAURANT PROPERTIES INC COMMON STOCKS 90297110 74,100.00 3,900.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 6,305,689.00 110,504.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 54,951.00 963.00 (a) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 39,944.00 700.00 (a) N/A (c)
U S WEST INC COMMON STOCKS 91273H10 7,019.00 123.00 (c) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 7,133.00 125.00 (c) N/A (b)
U.S. FOODSERVICE COMMON STOCKS 90331R10 154,800.00 8,600.00 (a) N/A (a)
U.S. HOME COMMON STOCKS 91192010 155,753.00 5,600.00 (a) N/A (a)
U.S. HOME COMMON STOCKS 91192010 2,550,452.00 91,700.00 (c) N/A (c)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 504.00 32.00 (c) N/A (b)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 993.00 45.00 (a) N/A (a)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 221.00 10.00 (a) N/A (c)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 9,266.00 420.00 (c) N/A (c)
U.S.TRUST CORP COMMON STOCKS 91288L10 69,122.00 860.00 (c) N/A (b)
UBS AG SPONS ADR COMMON STOCKS 90261R10 5,142.00 374.00 (a) N/A (a)
UBS AG SPONS ADR COMMON STOCKS 90261R10 23,554.00 1,713.00 (c) N/A (c)
UBS AG STAMFORD CT CONV.(ATT) CONVERTIBLES 90261AAA 3,540,000.00 4,000.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 606,698.00 34,300.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 930,838.00 25,200.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 613,171.00 16,600.00 (a) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 5,171.00 140.00 (c) N/A (b)
UNIDIGITAL INC COMMON STOCKS 90466910 1,462.00 300.00 (a) N/A (a)
UNIGRAPHICS SOLUTIONS INC COMMON STOCKS 90492810 382,462.00 14,100.00 (c) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 114,068,502.00 1,674,400.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 27,318.00 401.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 2,110,649.00 30,982.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 22,207,661.00 325,984.00 (c) N/A (c)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 46,359.00 1,206.00 (a) N/A (a)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 10,263.00 267.00 (a) N/A (b)
UNION PAC CAP TR CONV PFD CONVERTIBLES 90782440 40,500.00 900.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 187,446.00 3,900.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 146,591.00 3,050.00 (a) N/A (b)
UNION PACIFIC CORP COMMON STOCKS 90781810 96,125.00 2,000.00 (c) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 33,247,500.00 2,046,000.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 6,415,500.00 394,800.00 (a) N/A (c)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 3,250.00 200.00 (c) N/A (b)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 6,794,125.00 418,100.00 (c) N/A (c)
UNION PLANTERS CORP COMMON STOCKS 90806810 (138,550.00) (3,400.00) (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 242,875.00 6,700.00 (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 5,372,250.00 148,200.00 (a) N/A (c)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 403,750.00 47,500.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 91,800.00 10,800.00 (a) N/A (c)
UNISOURCE ENERGY CORP COMMON STOCKS 90920510 1,930,162.00 163,400.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 9,589,062.00 212,500.00 (a) N/A (a)
UNISYS CORP COMMON STOCKS 90921410 2,272,495.00 50,360.00 (a) N/A (b)
UNISYS CORP COMMON STOCKS 90921410 35,808,944.00 793,550.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 486,175.00 43,455.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 533,265.00 47,664.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 55,938.00 5,000.00 (c) N/A (b)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 1,192,856.00 24,500.00 (a) N/A (a)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 438,188.00 9,000.00 (c) N/A (b)
UNITED INTL HLDGS WARRANTS WARRANTS 91073411 17,250.00 5,750.00 (a) N/A (a)
UNITED INTL HLDGS WARRANTS WARRANTS 91073411 6,000.00 2,000.00 (a) N/A (c)
UNITED PAN-EUROPE COMMUNICATIONS NV COMMON STOCKS 91130020 15,860.00 260.00 (a) N/A (b)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 1,508,700.00 85,600.00 (a) N/A (a)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 930,600.00 52,800.00 (a) N/A (c)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 17,625.00 1,000.00 (c) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 18,564,968.00 313,000.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 725,036.00 12,224.00 (a) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 1,376,059.00 23,200.00 (a) N/A (c)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 8,143,675.00 137,300.00 (c) N/A (c)
UNITED TELEVISION INC COMMON STOCKS 91306610 11,275.00 100.00 (a) N/A (b)
UNITED WATER RESOURCES INC COMMON STOCKS 91319010 55,462.00 1,700.00 (a) N/A (b)
UNITRIN INC COMMON STOCKS 91327510 97,995.00 2,820.00 (a) N/A (a)
UNIVERSAL CORP VA COMMON STOCKS 91345610 109,725.00 4,200.00 (a) N/A (a)
UNIVERSAL CORP VA COMMON STOCKS 91345610 373,588.00 14,300.00 (c) N/A (c)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 244,125.00 3,000.00 (a) N/A (b)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 1,865,698.00 34,590.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 188,576.00 5,088.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 140,838.00 3,800.00 (a) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 926,575.00 25,000.00 (a) N/A (c)
UNOCAL INC COMMON STOCKS 91528910 74,125.00 2,000.00 (c) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 148,462.00 11,100.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 2,277,762.00 170,300.00 (a) N/A (c)
UNOVA INC COMMON STOCKS 91529B10 1,338.00 100.00 (c) N/A (b)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 103,032.00 3,500.00 (a) N/A (a)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 8,831.00 300.00 (c) N/A (b)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 2,569.00 75.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 8,562.00 250.00 (a) N/A (b)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 11,679.00 341.00 (c) N/A (c)
URBAN OUTFITTERS INC COMMON STOCKS 91704710 442.00 20.00 (a) N/A (b)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 468,912.00 16,100.00 (c) N/A (c)
UROMED CORP COMMON STOCKS 91727430 374.00 332.00 (c) N/A (b)
URS CORP COMMON STOCKS 90323610 602,700.00 24,600.00 (c) N/A (c)
USA NETWORKS INC COMMON STOCKS 90298410 3,762,625.00 97,100.00 (a) N/A (a)
USA NETWORKS INC COMMON STOCKS 90298410 1,154,750.00 29,800.00 (a) N/A (b)
USA NETWORKS INC COMMON STOCKS 90298410 9,532,500.00 246,000.00 (a) N/A (c)
USA NETWORKS INC COMMON STOCKS 90298410 58,125.00 1,500.00 (c) N/A (b)
USABANCSHARES INC COMMON STOCKS 91728910 26,962.00 3,536.00 (a) N/A (b)
USAIR GROUP INC COMMON STOCKS 91190510 362,250.00 13,800.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 341.00 13.00 (c) N/A (b)
USAIR GROUP INC COMMON STOCKS 91190510 451,500.00 17,200.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 108,962.00 2,300.00 (a) N/A (a)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 1,065,938.00 22,500.00 (c) N/A (c)
USG CORP COMMON STOCKS 90329340 4,281,488.00 89,900.00 (a) N/A (a)
USG CORP COMMON STOCKS 90329340 11,603,831.00 243,650.00 (a) N/A (c)
USINTERNETWORKING INC COMMON STOCKS 91731180 3,125.00 100.00 (c) N/A (b)
USN COMMUNICATIONS WT WARRANTS 90336N11 - 30,540.00 (a) N/A (a)
UST INC COMMON STOCKS 90291110 9,056.00 300.00 (a) N/A (b)
USWEB CORP COMMON STOCKS 91732710 6,967,566.00 203,062.00 (a) N/A (a)
USWEB CORP COMMON STOCKS 91732710 1,716.00 50.00 (a) N/A (b)
USWEB CORP COMMON STOCKS 91732710 3,431.00 100.00 (c) N/A (b)
USX-MARATHON GROUP COMMON STOCKS 90290582 23,170,388.00 792,150.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 1,152,450.00 39,400.00 (a) N/A (c)
USX-MARATHON GROUP COMMON STOCKS 90290582 4,428,450.00 151,400.00 (c) N/A (c)
UTILICORP UNITED INC COMMON STOCKS 91800510 1,439,656.00 68,350.00 (a) N/A (a)
VAIL RESORTS INC COMMON STOCKS 91879Q10 46,375.00 2,000.00 (a) N/A (a)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 21,175.00 1,100.00 (a) N/A (b)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 7,700.00 400.00 (c) N/A (b)
VALUE AMERICA INC COMMON STOCKS 92038N10 1,136,025.00 89,100.00 (a) N/A (a)
VALUE AMERICA INC COMMON STOCKS 92038N10 170,850.00 13,400.00 (a) N/A (c)
VALUE AMERICA INC COMMON STOCKS 92038N10 12,750.00 1,000.00 (c) N/A (a)
VALUE CITY DEPARTMENT STORES INC COMMON STOCKS 92038710 799,500.00 53,300.00 (a) N/A (c)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 6,276,400.00 241,400.00 (a) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 351,000.00 13,500.00 (a) N/A (b)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 12,490,400.00 480,400.00 (a) N/A (c)
VARCO INTERNATIONAL INC COMMON STOCKS 92212610 2,652,914.00 217,675.00 (a) N/A (c)
VARIAN INC COMMON STOCKS 92220610 21,300.00 1,200.00 (a) N/A (b)
VARIAN INC COMMON STOCKS 92220610 8,875.00 500.00 (c) N/A (b)
VARIAN MEDICAL SYSTEMS INC COMMON STOCKS 92220P10 26,250.00 1,200.00 (a) N/A (b)
VARIAN MEDICAL SYSTEMS INC COMMON STOCKS 92220P10 10,938.00 500.00 (c) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 2,784,462.00 132,200.00 (a) N/A (a)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 25,275.00 1,200.00 (a) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 1,004,681.00 47,700.00 (a) N/A (c)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 10,531.00 500.00 (c) N/A (b)
VEBA AG SPONSORED ADR COMMON STOCKS 92239H10 2,554.00 45.00 (a) N/A (a)
VEBA AG SPONSORED ADR COMMON STOCKS 92239H10 11,861.00 209.00 (c) N/A (c)
VENTAS INC COMMON STOCKS 92276F10 950.00 200.00 (c) N/A (b)
VENWORLD TELECOM PRIV PLACEMEN PVT PLACEMENT 92339590 2,209,421.00 206,248.00 (a) N/A (a)
VERIO INC COMMON STOCKS 92343310 2,837,678.00 91,538.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 23,442,674.00 220,119.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 1,049,025.00 9,850.00 (a) N/A (b)
VERISIGN INC COMMON STOCKS 92343E10 31,428,150.00 295,100.00 (a) N/A (c)
VERITAS DGC INC COMMON STOCKS 92343P10 28,875.00 1,500.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 126,134,091.00 1,661,025.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 854,752.00 11,256.00 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 2,483,156.00 32,700.00 (a) N/A (c)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 21,888,225.00 288,240.00 (c) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 5,232,094.00 68,900.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 1,574,185.00 20,730.00 (c) N/A (c)
VERITY INC COMMON STOCKS 92343C10 5,800,894.00 84,300.00 (a) N/A (a)
VERITY INC COMMON STOCKS 92343C10 13,349,625.00 194,000.00 (a) N/A (c)
VERITY INC COMMON STOCKS 92343C10 1,699,681.00 24,700.00 (c) N/A (c)
VERTICALNET INC COMMON STOCKS 92532L10 2,427,200.00 65,600.00 (a) N/A (a)
VERTICALNET INC COMMON STOCKS 92532L10 92,500.00 2,500.00 (a) N/A (b)
VERTICALNET INC COMMON STOCKS 92532L10 4,081,100.00 110,300.00 (a) N/A (c)
VIACOM INC COMMON STOCKS 92552410 92,296.00 2,134.00 (a) N/A (a)
VIACOM INC COMMON STOCKS 92552410 274,724.00 6,352.00 (a) N/A (b)
VIACOM INC COMMON STOCKS 92552410 10,986.00 254.00 (c) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 1,094,698.00 25,910.00 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 531,082.00 12,570.00 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 50,700.00 1,200.00 (c) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 1,550,575.00 36,700.00 (c) N/A (c)
VIAD CORP COMMON STOCKS 92552R10 5,799,700.00 196,600.00 (a) N/A (a)
VIAD CORP COMMON STOCKS 92552R10 22,071,900.00 748,200.00 (a) N/A (c)
VIATEL INC COMMON STOCKS 92552920 9,423,337.00 318,759.16 (a) N/A (a)
VIATEL INC COMMON STOCKS 92552920 413,875.00 14,000.00 (a) N/A (b)
VIATEL INC COMMON STOCKS 92552920 16,951,170.00 573,401.00 (a) N/A (c)
VICAL INC COMMON STOCKS 92560210 1,381.00 100.00 (c) N/A (b)
VIEWCAST.COM INC COMMON STOCKS 92671310 650.00 100.00 (c) N/A (b)
VIGNETTE CORP COMMON STOCKS 92673410 52,413,890.00 579,159.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 144,075.00 11,300.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 12,750.00 1,000.00 (a) N/A (b)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 81,600.00 6,400.00 (a) N/A (c)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 60,400.00 1,600.00 (a) N/A (a)
VINTAGE PETROLEUM INC COMMON STOCKS 92746010 616,950.00 45,700.00 (c) N/A (c)
VIROPHARMA INC COMMON STOCKS 92824110 3,556,823.00 159,633.00 (a) N/A (a)
VIROPHARMA INC COMMON STOCKS 92824110 812,887.00 36,483.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY COMMON STOCKS 92829810 7,646,906.00 321,975.00 (a) N/A (a)
VISHAY INTERTECHNOLOGY COMMON STOCKS 92829810 3,349.00 141.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY COMMON STOCKS 92829810 25,108,500.00 1,057,200.00 (a) N/A (c)
VISIO CORPORATION COMMON STOCKS 92791410 98,125.00 2,500.00 (a) N/A (a)
VISTANA INC COMMON STOCKS 92839P10 12,045,000.00 803,000.00 (a) N/A (a)
VISTANA INC COMMON STOCKS 92839P10 39,679,500.00 2,645,300.00 (a) N/A (c)
VISUAL DATA CORP COMMON STOCKS 92842820 36,000.00 4,000.00 (c) N/A (a)
VISUAL DATA CORP COMMON STOCKS 92842820 2,700.00 300.00 (c) N/A (b)
VISUAL NETWORKS INC COMMON STOCKS 92844410 42,438.00 1,000.00 (a) N/A (a)
VISUAL NETWORKS INC COMMON STOCKS 92844410 2,368,861.00 55,820.00 (a) N/A (b)
VISX INC COMMON STOCKS 92844S10 2,815,738.00 35,600.00 (a) N/A (a)
VISX INC COMMON STOCKS 92844S10 174,006.00 2,200.00 (a) N/A (b)
VISX INC COMMON STOCKS 92844S10 21,568,866.00 272,700.00 (a) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 16,400,538.00 192,100.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 1,282,162.00 15,018.00 (a) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 30,974,050.00 362,800.00 (a) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 7,428.00 87.00 (c) N/A (b)
VITRO SOCIEDAD ANONIMA -ADR COMMON STOCKS 92850230 383,625.00 93,000.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 4,322.00 306.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 19,803.00 1,402.00 (c) N/A (c)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 2,636.00 380.00 (a) N/A (b)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 6,938.00 1,000.00 (c) N/A (a)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 56,888.00 8,200.00 (c) N/A (b)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 1,414.00 41.00 (a) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 6,520.00 189.00 (c) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 41,012,588.00 172,503.00 (a) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 19,400,638.00 81,601.00 (a) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 5,789,212.00 24,350.00 (a) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 2,813,771.00 11,835.00 (c) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 1,525,880.00 6,418.00 (c) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 55,634.00 234.00 (c) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 78,486,938.00 1,271,687.00 (a) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 1,644,373.00 26,643.00 (a) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 49,541,641.00 802,700.00 (a) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 12,344.00 200.00 (c) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 18,516.00 300.00 (c) N/A (c)
VOLT INFO SCIENCES INC COMMON STOCKS 92870310 99,425.00 4,100.00 (a) N/A (a)
VOLT INFO SCIENCES INC COMMON STOCKS 92870310 763,875.00 31,500.00 (c) N/A (c)
VORNADO REALTY TRUST COMMON STOCKS 92904210 (169,000.00) (5,200.00) (a) N/A (a)
VOYAGER.NET INC COMMON STOCKS 92906W10 363,125.00 41,500.00 (a) N/A (a)
VOYAGER.NET INC COMMON STOCKS 92906W10 531,125.00 60,700.00 (a) N/A (c)
VULCAN MATLS CO COMMON STOCKS 92916010 168,475.00 4,600.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 3,612,897.00 45,951.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 290,834.00 3,699.00 (a) N/A (b)
WACHOVIA CORP NEW COMMON STOCKS 92977110 12,092,525.00 153,800.00 (a) N/A (c)
WADDELL & REED FINANCIAL INC COMMON STOCKS 93005910 95,030.00 4,283.00 (a) N/A (a)
WADDELL & REED FINANCIAL INC COMMON STOCKS 93005910 1,243.00 56.00 (a) N/A (c)
WADDELL & REED FINANCIAL INC COMMON STOCKS 93005920 118,161.00 5,528.00 (a) N/A (a)
WADDELL & REED FINANCIAL INC COMMON STOCKS 93005920 5,216.00 244.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 104,653,898.00 2,200,322.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 2,645,949.00 55,631.00 (a) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 5,655,241.00 118,900.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 6,916,539.00 145,420.00 (c) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 1,445,520.00 30,392.00 (c) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 25,782,951.00 542,080.00 (c) N/A (c)
WALDEN RESIDENTIAL PROPERTIES INC COMMON STOCKS 93121010 8,725.00 400.00 (a) N/A (b)
WALDEN RESIDENTIAL PROPERTIES INC CONVERTIBLES 93121030 9,900.00 400.00 (c) N/A (b)
WALGREEN CO COMMON STOCKS 93142210 822,404.00 32,410.00 (a) N/A (a)
WALGREEN CO COMMON STOCKS 93142210 1,074,378.00 42,340.00 (a) N/A (b)
WALGREEN CO COMMON STOCKS 93142210 43,138.00 1,700.00 (c) N/A (b)
WALLACE COMPUTER SVCS INC COMMON STOCKS 93227010 303,750.00 15,000.00 (c) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 27,897,584.00 1,072,984.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 22,212,476.00 854,326.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 1,208,220.00 46,470.00 (a) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 6,554,132.00 252,082.00 (c) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 4,272,268.00 164,318.00 (c) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 23,660.00 910.00 (c) N/A (c)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 1,036,638.00 76,788.00 (a) N/A (a)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 1,759,725.00 130,350.00 (a) N/A (c)
WARNACO GROUP INC COMMON STOCKS 93439010 34,675.00 1,900.00 (a) N/A (a)
WARNER CHILCOTT LABS SPONSORED ADR COMMON STOCKS 93443520 2,950.00 400.00 (c) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 58,979,697.00 888,583.00 (a) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 20,111,758.00 303,002.00 (a) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 21,286,462.00 320,700.00 (a) N/A (c)
WARNER-LAMBERT COMMON STOCKS 93448810 3,013,425.00 45,400.00 (c) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 2,980,901.00 44,910.00 (c) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 79,650.00 1,200.00 (c) N/A (c)
WASHINGTON CORP CL A (TWC) COMMON STOCKS 93747920 615,927.00 410,618.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 1,326,020.00 45,334.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 832,367.00 28,457.00 (a) N/A (b)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 596,700.00 20,400.00 (c) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 48,262.00 1,650.00 (c) N/A (b)
WASTE MANAGEMENT CONV SUB NTS CONVERTIBLES 92929QAF 2,114,088.00 2,590.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 702,452.00 36,491.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 2,791.00 145.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 325,171.00 16,892.00 (a) N/A (c)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 64,718.00 3,362.00 (c) N/A (b)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 5,332,000.00 6,200.00 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 344,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 344,000.00 400.00 (c) N/A (c)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 94,500.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 56,250.00 37,500.00 (a) N/A (c)
WATKINS JOHNSON CO COMMON STOCKS 94248610 114,114.00 3,400.00 (a) N/A (a)
WATSCO INC COMMON STOCKS 94262220 2,275.00 200.00 (c) N/A (b)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 51,837,904.00 1,696,100.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 825,201.00 27,000.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 11,519,195.00 376,900.00 (c) N/A (c)
WATTS INDUSTRIES INC CL A COMMON STOCKS 94274910 2,112,034.00 97,105.00 (a) N/A (c)
WAVE SYSTEMS CORP CL A COMMON STOCKS 94352610 1,398.00 130.00 (c) N/A (b)
WAVO CORP COMMON STOCKS 94402710 888.00 200.00 (c) N/A (b)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 3,287,648.00 102,739.00 (a) N/A (a)
WEBS-AUSTRALIA INDEX SERIES EQUITY FUNDS 92923H10 14,025.00 1,360.00 (a) N/A (b)
WEBS-GERMANY INDEX SERIES EQUITY FUNDS 92923H60 21,566.00 1,030.00 (a) N/A (b)
WEBSTER FINANCIAL CORP COMMON STOCKS 94789010 2,734,875.00 107,250.00 (a) N/A (c)
WEBS-UNITED KINGDOM INDEX SERIES EQUITY FUNDS 92923H79 20,109.00 990.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS SBI COMMON STOCKS 94874110 56,062.00 1,500.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS SBI COMMON STOCKS 94874110 29,900.00 800.00 (c) N/A (b)
WEIRTON STEEL CORP COMMON STOCKS 94877410 149.00 70.00 (c) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 809,400.00 14,200.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 3,135.00 55.00 (a) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 21,660.00 380.00 (c) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 22,011,172.00 555,487.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 7,456,791.00 188,184.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 105,402.00 2,660.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 3,096,099.00 78,135.00 (c) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 528,994.00 13,350.00 (c) N/A (b)
WENDY'S INTERNATIONAL INC COMMON STOCKS 95059010 15,900.00 600.00 (a) N/A (c)
WESCO INTERNATIONAL INC COMMON STOCKS 95082P10 310,750.00 22,000.00 (a) N/A (c)
WESTERN DIGITAL CORP COMMON STOCKS 95810210 1,844.00 500.00 (c) N/A (b)
WESTERN WATER CO COMMON STOCKS 95988110 1,196,569.00 736,350.00 (a) N/A (c)
WESTERN WATER CO COMMON STOCKS 95988110 21,125.00 13,000.00 (c) N/A (a)
WESTERN WATER CO COMMON STOCKS 95988110 14,029.00 8,633.00 (c) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 59,515,594.00 1,327,177.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 1,305,446.00 29,111.00 (a) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 45,520,891.00 1,015,100.00 (a) N/A (c)
WESTFED HLDGS PREF A PRIVATE PREFERREDS 95799101 142,512.00 57,005.00 (a) N/A (a)
WESTFED HOLDINGS PRIVATE PLACE COMMON STOCKS 95799100 - 16,893.00 (a) N/A (a)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 2,432,879.00 102,979.00 (a) N/A (a)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 3,079,519.00 130,350.00 (a) N/A (c)
WESTVACO CORP COMMON STOCKS 96154810 38,438.00 1,500.00 (a) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 8,458,681.00 187,450.00 (a) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 135,375.00 3,000.00 (a) N/A (b)
WESTWOOD ONE INC COMMON STOCKS 96181510 24,818,750.00 550,000.00 (a) N/A (c)
WESTWOOD ONE INC COMMON STOCKS 96181510 142,144.00 3,150.00 (c) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 1,670.00 37.00 (c) N/A (b)
WEYERHAEUSER CO COMMON STOCKS 96216610 14,187,275.00 246,200.00 (a) N/A (a)
WEYERHAEUSER CO COMMON STOCKS 96216610 8,782,050.00 152,400.00 (c) N/A (c)
WHG BANCSHARES CORP COMMON STOCKS 92894910 9,062.00 1,000.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 5,538,654.00 40,838.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 1,768,279.00 13,038.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 1,837,719.00 13,550.00 (a) N/A (c)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 3,912,781.00 28,850.00 (c) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 366,188.00 2,700.00 (c) N/A (b)
WHITMAN CORP COMMON STOCKS 96647R10 (105,450.00) (7,400.00) (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 42,750.00 3,000.00 (a) N/A (b)
WHOLE FOODS MARKET INC COMMON STOCKS 96683710 22,903.00 700.00 (a) N/A (a)
WHOLE FOODS MARKET INC COMMON STOCKS 96683710 16,359.00 500.00 (c) N/A (b)
WHX CORP COMMON STOCKS 92924810 75,000.00 7,500.00 (a) N/A (b)
WILD OATS MARKETS INC COMMON STOCKS 96808B10 7,159,770.00 181,260.00 (a) N/A (a)
WILD OATS MARKETS INC COMMON STOCKS 96808B10 461,834.00 11,692.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 17,543,331.00 1,118,300.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 7,217,850.00 460,102.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 26,807,741.00 1,708,860.00 (a) N/A (c)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 6,331,475.00 403,600.00 (c) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 2,225,272.00 141,850.00 (c) N/A (b)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 59,604.00 3,830.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 62,250.00 4,000.00 (a) N/A (b)
WILLBROS GROUP INC COMMON STOCKS 96919910 33,452.00 4,695.00 (a) N/A (b)
WILLIAMETTE INDUSTRIES INC COMMON STOCKS 96913310 3,234.00 75.00 (a) N/A (a)
WILLIAMS COMPANIES INC COMMON STOCKS 96945710 403,942.00 10,736.00 (a) N/A (b)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 301,088.00 6,200.00 (a) N/A (a)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 4,856.00 100.00 (c) N/A (b)
WILMAR INDUSTRIES INC COMMON STOCKS 97142610 1,442,000.00 112,000.00 (a) N/A (c)
WILMINGTON TRUST CORP COMMON STOCKS 97180710 9,712.00 200.00 (c) N/A (b)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 19,000.00 1,000.00 (c) N/A (a)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,414,875.00 1,540.00 (a) N/A (a)
WINFIELD CAPITAL CORP COMMON STOCKS 97385910 1,694.00 100.00 (a) N/A (a)
WINK COMMUNICATIONS INC COMMON STOCKS 97416810 589,781.00 13,500.00 (a) N/A (c)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 138,840.00 5,800.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 3,415,953.00 142,700.00 (c) N/A (c)
WINSTAR COMMUNICATIONS INC COMMON STOCKS 97551510 1,074,232.00 27,500.00 (a) N/A (a)
WISCONSIN CENTRAL TRANSPORT COMMON STOCKS 97659210 (52,014.00) (3,800.00) (a) N/A (a)
WISCONSIN ENERGY CORP COMMON STOCKS 97665710 65,625.00 2,800.00 (a) N/A (a)
WISCONSIN ENERGY CORP COMMON STOCKS 97665710 4,973,438.00 212,200.00 (a) N/A (c)
WOLVERINE TUBE INC COMMON STOCKS 97809310 288,300.00 18,600.00 (c) N/A (c)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 635,625.00 90,000.00 (a) N/A (c)
WORLDGATE COMMUNICATIONS INC COMMON STOCKS 98156L30 13,725.00 600.00 (c) N/A (b)
WORTHINGTON IND CONV DEC CONVERTIBLES 98181120 1,147,000.00 148,000.00 (a) N/A (a)
WORTHINGTON INDS INC COMMON STOCKS 98181110 7,650.00 450.00 (c) N/A (b)
WPP GROUP PLC ADR COMMON STOCKS 92930930 604,500.00 6,500.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 827,700.00 8,900.00 (a) N/A (c)
WRIGHT MEDICAL TECH WRTS 144A WARRANTS 98235111 16.00 1,523.51 (a) N/A (a)
WRIGHT MEDICAL TECH WRTS 144A WARRANTS 98235111 5.00 494.10 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 62,984,538.00 915,300.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 30,966.00 450.00 (a) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 1,059,720.00 15,400.00 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 103,219.00 1,500.00 (c) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 100,810.00 1,465.00 (c) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 11,443,602.00 166,300.00 (c) N/A (c)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 457,546.00 5,098.00 (a) N/A (a)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 987.00 11.00 (a) N/A (b)
WTS-ALZA CORP EXP 12-31-99 WARRANTS 02261515 78.00 2,500.00 (a) N/A (b)
WTS-GOLDEN STATE BANCORP INC WARRANTS 38119713 238.00 200.00 (c) N/A (b)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 59.00 343.00 (a) N/A (a)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 29.00 166.00 (c) N/A (a)
WYNNS INTL INC COMMON STOCKS 98319510 388,887.00 24,400.00 (c) N/A (c)
XEROX CORP COMMON STOCKS 98412110 730,132.00 17,410.00 (a) N/A (a)
XEROX CORP COMMON STOCKS 98412110 578,738.00 13,800.00 (a) N/A (b)
XEROX CORP COMMON STOCKS 98412110 8,943,172.00 213,250.00 (a) N/A (c)
XEROX CORP COMMON STOCKS 98412110 50,325.00 1,200.00 (c) N/A (a)
XEROX CORP COMMON STOCKS 98412110 50,325.00 1,200.00 (c) N/A (b)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 6,224,438.00 11,190.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 22,246,156.00 339,474.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 1,028,841.00 15,700.00 (a) N/A (b)
XILINX INC COMMON STOCKS 98391910 10,891,294.00 166,200.00 (a) N/A (c)
XILINX INC COMMON STOCKS 98391910 24,509.00 374.00 (c) N/A (b)
XIRCOM COMMON STOCKS 98392210 115,258.00 2,700.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 3,197,331.00 74,900.00 (c) N/A (c)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 279,990.00 6,222.00 (a) N/A (a)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 70,065.00 1,557.00 (a) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 4,680.00 104.00 (a) N/A (c)
XOMA LTD [BERMUDA] COMMON STOCKS G9825R10 294.00 100.00 (c) N/A (b)
XOMED SURGICAL PRODUCTS INC COMMON STOCKS 98412V10 292,125.00 5,125.00 (a) N/A (a)
XOMED SURGICAL PRODUCTS INC COMMON STOCKS 98412V10 684,114.00 12,002.00 (c) N/A (b)
XOOM.COM INC COMMON STOCKS 98413F10 3,776,611.00 76,103.00 (a) N/A (a)
XOOM.COM INC COMMON STOCKS 98413F10 292,788.00 5,900.00 (a) N/A (b)
XOOM.COM INC COMMON STOCKS 98413F10 9,685,212.00 195,168.00 (a) N/A (c)
YAGEO CORP GDR- 144A COMMON STOCKS 98432610 2,725,000.00 436,000.00 (a) N/A (a)
YAGEO CORP SPON GDR COMMON STOCKS 4977519 185,000.00 29,600.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 174,070,484.00 969,752.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 3,022,780.00 16,840.00 (a) N/A (b)
YAHOO INC COMMON STOCKS 98433210 2,809,175.00 15,650.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 19,745.00 110.00 (c) N/A (b)
YAHOO INC COMMON STOCKS 98433210 7,779,530.00 43,340.00 (c) N/A (c)
YOUBET.COM INC COMMON STOCKS 98741310 7,500.00 1,000.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 1,834,800.00 41,700.00 (a) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 2,906,200.00 66,050.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 198,000.00 4,500.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 325,600.00 7,400.00 (c) N/A (b)
YOUNG BROADCASTING INC CL A COMMON STOCKS 98743410 5,238.00 100.00 (c) N/A (b)
ZALE CORP COMMON STOCKS 98885810 15,325.00 400.00 (a) N/A (b)
ZEMEX CANADA CORP COMMON STOCKS 98891010 22,904.00 3,243.00 (a) N/A (b)
ZIFF-DAVISZD INC COMMON STOCKS 98951110 2,286,525.00 141,800.00 (a) N/A (c)
ZIONS BANCORPORATION COMMON STOCKS 98970110 812,377.00 14,737.00 (a) N/A (a)
ZIONS BANCORPORATION COMMON STOCKS 98970110 110,250.00 2,000.00 (c) N/A (a)
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