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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 09/30/00
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
466 LEXINGTON AVENUE, NEW YORK, NY 10017
--------------------------------------------------------------------------------
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, MANAGING DIRECTOR & GENERAL COUNSEL (212) 875-3500
-------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ HAL LIEBES
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
NEW YORK, NEW YORK - 11/01/00
------------------------------------------
(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: 3,987
Form 13F Information Table Value Total: $25,670,718
(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 B WATLEY GROUP INC COMMON STOCKS 00078810 68,250.00 7,000.00 (a) N/A (b)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 2,941,875.00 109,400.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 75,625.00 5,500.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 22,000.00 1,600.00 (a) N/A (b)
ACTV INC COMMON STOCKS 00088E10 264,000.00 19,200.00 (c) N/A (c)
ABN AMRO HOLDINGS NV SPON ADR COMMON STOCKS 00093710 21,044.00 910.00 (a) N/A (b)
ACT MANUFACTURING INC COMMON STOCKS 00097310 696,300.00 13,200.00 (a) N/A (a)
ACT MANUFACTURING INC COMMON STOCKS 00097310 606,625.00 11,500.00 (a) N/A (c)
AFLAC INC COMMON STOCKS 00105510 1,673,788.00 25,900.00 (a) N/A (a)
AFLAC INC COMMON STOCKS 00105510 58,162.00 900.00 (a) N/A (b)
AFLAC INC COMMON STOCKS 00105510 52,346.00 810.00 (c) N/A (c)
AGCO CORP COMMON STOCKS 00108410 334,875.00 28,200.00 (a) N/A (a)
AGCO CORP COMMON STOCKS 00108410 1,795,500.00 151,200.00 (c) N/A (c)
AES CORPORATION COMMON STOCKS 00130H10 20,726,912.00 302,512.00 (a) N/A (a)
AES CORPORATION COMMON STOCKS 00130H10 3,719,734.00 54,290.00 (a) N/A (b)
AES CORPORATION COMMON STOCKS 00130H10 2,429,577.00 35,460.00 (a) N/A (c)
AES CORPORATION COMMON STOCKS 00130H10 13,759,383.00 200,820.00 (c) N/A (a)
AES CORPORATION COMMON STOCKS 00130H10 1,493,649.00 21,800.00 (c) N/A (b)
AES CORPORATION CONV JR SUB NT CONVERTIBLES 00130HAN 4,598,606.00 1,785.00 (a) N/A (a)
AMB PROPERTY CORPORATION COMMON STOCKS 00163T10 8,570,031.00 348,900.00 (a) N/A (c)
AMR CORP DELA COMMON STOCKS 00176510 (160,475.00) (4,900.00) (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 39,300.00 1,200.00 (a) N/A (b)
ANZ EXCH PFD TRUST II 8.08% PREFERREDS 00182410 85,050.00 3,600.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 26,952,356.00 917,527.00 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 1,733,924.00 59,027.19 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 3,333,886.00 113,494.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 236,909.00 8,065.00 (c) N/A (a)
A T & T CORP COMMON STOCKS 00195710 84,688.00 2,883.00 (c) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 53,857,400.00 2,981,642.00 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 29,847,084.00 1,652,388.00 (a) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 20,311,410.00 1,124,476.00 (a) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 5,899,231.00 326,592.00 (c) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 3,745,327.00 207,348.00 (c) N/A (b)
A T & T WIRELESS GROUP COMMON STOCKS 00195740 2,780,550.00 133,200.00 (a) N/A (a)
A T & T WIRELESS GROUP COMMON STOCKS 00195740 16,700.00 800.00 (a) N/A (b)
AT & T CANADA INC COMMON STOCKS 00207Q20 208,949.00 6,850.80 (a) N/A (a)
ATMI INC COMMON STOCKS 00207R10 227,906.00 9,750.00 (a) N/A (c)
ATMI INC COMMON STOCKS 00207R10 46,750.00 2,000.00 (c) N/A (b)
ASAT HOLDINGS LTD ADR COMMON STOCKS 00208B10 9,844.00 1,500.00 (a) N/A (c)
ASAT HOLDINGS LTD ADR COMMON STOCKS 00208B10 982,481.00 149,700.00 (c) N/A (c)
AVX CORP COMMON STOCKS 00244410 5,213.00 200.00 (a) N/A (b)
AXA FINANCIAL INC COMMON STOCKS 00245110 6,011.00 118.00 (a) N/A (a)
AXA FINANCIAL INC COMMON STOCKS 00245110 10,188.00 200.00 (a) N/A (b)
AAVID THERMAL TECH-WTS WARRANTS 00253911 42,500.00 4,250.00 (a) N/A (a)
AAVID THERMAL TECH-WTS WARRANTS 00253911 5,000.00 500.00 (a) N/A (c)
AAVID THERMAL TECH-WTS WARRANTS 00253911 2,500.00 250.00 (c) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 20,757,873.00 436,429.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 2,309,659.00 48,560.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 6,045,257.00 127,100.00 (a) N/A (c)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 3,748.00 141.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 18,181.00 684.00 (c) N/A (c)
ABGENIX INC COMMON STOCKS 00339B10 4,412,390.00 54,600.00 (a) N/A (a)
ABGENIX INC COMMON STOCKS 00339B10 32,325.00 400.00 (a) N/A (b)
ABGENIX INC COMMON STOCKS 00339B10 3,561,833.00 44,075.00 (a) N/A (c)
ABOUT.COM INC COMMON STOCKS 00373610 9,132,988.00 282,100.00 (a) N/A (a)
ABOUT.COM INC COMMON STOCKS 00373610 317,275.00 9,800.00 (a) N/A (b)
ABOUT.COM INC COMMON STOCKS 00373610 13,765,850.00 425,200.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 92,407.00 23,847.00 (a) N/A (a)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 18,158.00 4,686.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 114,019.00 456,075.60 (a) N/A (a)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 14,904.00 59,618.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 64,835.00 259,339.40 (c) N/A (c)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 21,318,004.00 436,174.00 (a) N/A (a)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 113,634.00 2,325.00 (a) N/A (c)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 15,555,038.00 512,100.00 (a) N/A (a)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 391,838.00 12,900.00 (a) N/A (b)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 11,444,541.00 376,775.00 (a) N/A (c)
ACNIELSEN CORP COMMON STOCKS 00483310 7,950.00 333.00 (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 95,500.00 4,000.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 38,200.00 1,600.00 (a) N/A (c)
ACTUATE SOFTWARE CORO COMMON STOCKS 00508B10 25,702,139.00 743,976.00 (a) N/A (a)
ACTUATE SOFTWARE CORO COMMON STOCKS 00508B10 328,196.00 9,500.00 (a) N/A (b)
ACUSON CORP COMMON STOCKS 00511310 91,000.00 4,000.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 29,333,063.00 923,876.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 831,850.00 26,200.00 (a) N/A (b)
ACXIOM CORP COMMON STOCKS 00512510 26,607,770.00 838,040.00 (a) N/A (c)
ADAMS GOLF INC COMMON STOCKS 00622810 422.00 300.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 9,157,551.00 469,618.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 411,450.00 21,100.00 (a) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 13,300,950.00 682,100.00 (a) N/A (c)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 1,950.00 100.00 (c) N/A (b)
ADAPTEC INC COMMON STOCKS 00651F10 4,000.00 200.00 (a) N/A (a)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 339,025.00 12,300.00 (a) N/A (a)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 31,050.00 200.00 (a) N/A (a)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 79,178.00 510.00 (a) N/A (b)
ADVANCE PARADIGM INC COMMON STOCKS 00749110 30,641,482.00 726,308.00 (a) N/A (a)
ADVANCE PARADIGM INC COMMON STOCKS 00749110 1,020,950.00 24,200.00 (a) N/A (b)
ADVANCE PARADIGM INC COMMON STOCKS 00749110 32,982,578.00 781,800.00 (a) N/A (c)
ADVANCED DIGITAL INFO CORP COMMON STOCKS 00752510 531,580.00 35,000.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 19,195,050.00 506,800.00 (a) N/A (a)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 587,062.00 15,500.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 18,221,662.00 481,100.00 (a) N/A (c)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 31,058.00 820.00 (c) N/A (c)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 275,183.00 32,374.50 (a) N/A (a)
ADVANTAGE LEARNING SYS INC COMMON STOCKS 00757K10 6,707,552.00 191,300.00 (a) N/A (a)
ADVANTAGE LEARNING SYS INC COMMON STOCKS 00757K10 3,867,449.00 110,300.00 (a) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 120,912.00 3,664.00 (a) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 284,559.00 8,623.00 (c) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 78,375.00 2,375.00 (c) N/A (b)
AEROFLEX INC COMMON STOCKS 00776810 1,841,672.00 37,875.00 (a) N/A (a)
AEROFLEX INC COMMON STOCKS 00776810 40,116.00 825.00 (a) N/A (c)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 1,878,625.00 79,100.00 (a) N/A (a)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 432,250.00 18,200.00 (c) N/A (c)
ADVANCED ENERGY INDUSTRIES COMMON STOCKS 00797310 960,300.00 29,100.00 (a) N/A (a)
ADVANCED ENERGY INDUSTRIES COMMON STOCKS 00797310 356,400.00 10,800.00 (a) N/A (b)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 39,999,245.00 572,440.00 (a) N/A (a)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 618,394.00 8,850.00 (a) N/A (b)
AETHER SYSTEMS INC COMMON STOCKS 00808V10 39,562.00 375.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 2,670,898.00 46,000.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 841,914.00 14,500.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 7,084.00 122.00 (c) N/A (b)
AETNA INC COMMON STOCKS 00811710 11,613.00 200.00 (c) N/A (c)
AFFILIATED COMPUTER SVCS CONV CONVERTIBLES 008190AD 1,464,254.00 1,130.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 2,944,207.00 51,709.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 1,628,427.00 28,600.00 (c) N/A (c)
AFFYMETRIX INC COMMON STOCKS 00826T10 1,835,400.00 36,800.00 (a) N/A (a)
AFFYMETRIX INC COMMON STOCKS 00826T10 109,725.00 2,200.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 1,396,500.00 28,000.00 (a) N/A (c)
AFTERMARKET TECHNOLOGY CORP COMMON STOCKS 00831810 276,000.00 46,000.00 (a) N/A (c)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 670,010.00 13,691.00 (a) N/A (a)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 989,184.00 20,213.00 (a) N/A (b)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 83,929.00 1,715.00 (c) N/A (b)
AGILE SOFTWARE CORP COMMON STOCKS 00846X10 59,581,946.00 662,478.00 (a) N/A (a)
AGILE SOFTWARE CORP COMMON STOCKS 00846X10 427,206.00 4,750.00 (a) N/A (c)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 151,388.00 4,205.22 (a) N/A (a)
AIRGATE PCS COMMON STOCKS 00936710 647,950.00 14,439.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 24,225.00 2,850.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 1,275.00 150.00 (c) N/A (c)
AKAMI TECHNOLOGIES COMMON STOCKS 00971T10 9,429,038.00 179,546.00 (a) N/A (a)
AKAMI TECHNOLOGIES COMMON STOCKS 00971T10 8,244,329.00 156,987.00 (a) N/A (b)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 20,250.00 800.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 3,075.00 73.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 16,218.00 385.00 (c) N/A (c)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 95,738.00 2,300.00 (a) N/A (a)
ALBERTO-CULVER CO COMMON STOCKS 01306810 2,881.00 100.00 (a) N/A (a)
ALBERTSON`S INC COMMON STOCKS 01310410 20,202.00 962.00 (a) N/A (a)
ALCAN ALUMINIUM LTD COMMON STOCKS 01371610 11,575.00 400.00 (a) N/A (a)
ALCAN ALUMINIUM LTD COMMON STOCKS 01371610 206,907.00 7,150.00 (c) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 336,663.00 13,300.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 6,328.00 250.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 46,539,966.00 740,198.00 (a) N/A (a)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 54,701.00 870.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 506,144.00 8,050.00 (a) N/A (c)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 65,013.00 1,034.00 (c) N/A (c)
ALKERMES INC COMMON STOCKS 01642T10 36,811,634.00 953,052.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 1,236,000.00 32,000.00 (a) N/A (b)
ALKERMES INC COMMON STOCKS 01642T10 42,533,850.00 1,101,200.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 19,737.00 2,322.00 (a) N/A (a)
ALLEGHANY CORP NEW COMMON STOCKS 01717510 1,038,016.00 5,296.00 (a) N/A (a)
ALLEGHANY CORP NEW COMMON STOCKS 01717510 323,792.00 1,652.00 (a) N/A (b)
ALLEGHANY CORP NEW COMMON STOCKS 01717510 207,760.00 1,060.00 (c) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 229,242.00 6,000.00 (a) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 19,104.00 500.00 (a) N/A (b)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 6,535,307.00 171,050.00 (a) N/A (c)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 68,875.00 3,800.00 (a) N/A (a)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 27,188.00 1,500.00 (a) N/A (b)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 2,093,450.00 56,200.00 (a) N/A (a)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 7,450.00 200.00 (a) N/A (b)
ALLERGAN INC COMMON STOCKS 01849010 67,525.00 800.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 24,334,250.00 288,300.00 (a) N/A (c)
ALLIANCE PHARMACEUTICAL CP COMMON STOCKS 01877310 18,300.00 1,200.00 (a) N/A (b)
ALLIANT ENERGY CONV(MCLD) CONVERTIBLES 01880320 4,697,662.00 83,700.00 (a) N/A (a)
ALLIED CAPITAL CORP COMMON STOCKS 01903Q10 230,325.00 11,100.00 (a) N/A (a)
ALLIED CAPITAL CORP COMMON STOCKS 01903Q10 5,976,000.00 288,000.00 (a) N/A (c)
ALLIED HEALTHCARE PRODUCTS COMMON STOCKS 01922210 1,804,500.00 601,500.00 (a) N/A (a)
ALLIED IRISH BANKS SPONS ADR COMMON STOCKS 01922840 76,562.00 3,500.00 (a) N/A (a)
ALLIED IRISH BANKS SPONS ADR COMMON STOCKS 01922840 71,094.00 3,250.00 (a) N/A (b)
ALLIED WASTE INDUSTRIES INC COMMON STOCKS 01958930 19,295.00 2,100.00 (a) N/A (a)
ALLMERICA FINANCIAL CORP. COMMON STOCKS 01975410 332,478.00 5,200.00 (a) N/A (a)
ALLOS THERAPEUTICS INC COMMON STOCKS 01977710 491,387.00 54,219.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 3,141,400.00 90,400.00 (a) N/A (a)
ALLTEL CORP COMMON STOCKS 02003910 6,331,239.00 121,316.00 (a) N/A (a)
ALPHA INDS INC COMMON STOCKS 02075310 18,039,969.00 529,606.00 (a) N/A (a)
ALPHA INDS INC COMMON STOCKS 02075310 844,762.00 24,800.00 (a) N/A (b)
ALPHA INDS INC COMMON STOCKS 02075310 24,481,078.00 718,700.00 (a) N/A (c)
ALPHARMA INC-CL A COMMON STOCKS 02081310 10,392,089.00 170,100.00 (a) N/A (a)
ALPHARMA INC-CL A COMMON STOCKS 02081310 6,475,964.00 106,000.00 (a) N/A (c)
ALTERA CORP COMMON STOCKS 02144110 5,013,750.00 105,000.00 (a) N/A (a)
ALTERA CORP COMMON STOCKS 02144110 82,608.00 1,730.00 (a) N/A (b)
ALTERA CORP COMMON STOCKS 02144110 23,932,300.00 501,200.00 (a) N/A (c)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 479,413.00 4,423.00 (a) N/A (a)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 233,041.00 2,150.00 (a) N/A (c)
ALZA CORP COMMON STOCKS 02261510 9,255,500.00 107,000.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 1,557,000.00 18,000.00 (a) N/A (b)
ALZA CORP COMMON STOCKS 02261510 53,534,850.00 618,900.00 (a) N/A (c)
ALZA CORP CNV SUB NOTES CONVERTIBLES 022615AC 2,377,809.00 2,070.00 (a) N/A (a)
ALZA CORP CNV SUB DEB 144A CONVERTIBLES 02261WAA 1,240,560.00 1,800.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 113,892.00 2,963.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 9,610.00 250.00 (a) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 23,063.00 600.00 (a) N/A (c)
AMAZON.COM COMMON STOCKS 02313510 3,844.00 100.00 (c) N/A (b)
AMBAC INC COMMON STOCKS 02313910 15,529,000.00 212,000.00 (a) N/A (a)
AMBAC INC COMMON STOCKS 02313910 7,325.00 100.00 (a) N/A (b)
AMBAC INC COMMON STOCKS 02313910 5,786,750.00 79,000.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 13,388.00 200.00 (a) N/A (a)
AMERADA HESS COMMON STOCKS 02355110 80,259.00 1,199.00 (a) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 2,492,455.00 59,500.00 (a) N/A (a)
AMEREN CORP COMMON STOCKS 02360810 25,134.00 600.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 103,367,592.00 1,923,118.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 4,406,801.00 81,987.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 1,634,000.00 30,400.00 (a) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 118,250.00 2,200.00 (c) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 259,612.00 4,830.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 24,913,125.00 463,500.00 (c) N/A (c)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 6,459,102.00 441,648.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 302,738.00 20,700.00 (a) N/A (b)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 8,301,150.00 567,600.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 170,163.00 4,347.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 2,583,570.00 66,000.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 39,145.00 1,000.00 (c) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 57,606,430.00 948,254.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 25,123,345.00 413,553.00 (a) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 30,722,490.00 505,720.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 5,007,622.00 82,430.00 (c) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 499,972.00 8,230.00 (c) N/A (b)
AMERICAN FINANCIAL GROUP INC COMMON STOCKS 02593210 (271,300.00) (11,700.00) (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 21,383,700.00 274,150.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 4,242,030.00 54,385.00 (a) N/A (b)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 29,430,024.00 377,308.00 (a) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 273,000.00 3,500.00 (c) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 70,200.00 900.00 (c) N/A (b)
AMERICAN GREETINGS CL A COMMON STOCKS 02637510 1,750.00 100.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 18,923,661.00 335,300.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 3,602,833.00 63,837.00 (a) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 30,335,425.00 537,500.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,269,629.00 22,496.00 (c) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 101,588.00 1,800.00 (c) N/A (b)
AMERICAN INDUST PROPS REIT COMMON STOCKS 02679120 1,183.00 83.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 81,067,113.00 847,202.50 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 43,795,489.00 457,690.50 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 37,953,210.00 396,635.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 7,559,256.00 78,999.00 (c) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 9,889,690.00 103,353.50 (c) N/A (b)
AMERICAN NATIONAL INSURANCE COMMON STOCKS 02859110 63,875.00 1,000.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 17,269.00 900.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 53,343.00 2,780.00 (a) N/A (b)
AMERICAN SKING COMPANY COMMON STOCKS 02965430 1,313.00 600.00 (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 17,775.00 400.00 (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 9,891,899.00 222,600.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 3,557,747.00 94,400.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 2,186.00 58.00 (a) N/A (b)
AMERICAN TOWER CORP COMMON STOCKS 02991220 64,446.00 1,710.00 (c) N/A (c)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 238,407.00 4,850.00 (a) N/A (a)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 2,261,176.00 46,000.00 (c) N/A (c)
AMERICAN WTR WKS INC COMMON STOCKS 03041110 24,820.00 900.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 19,791,650.00 686,900.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 607,954.00 21,100.00 (a) N/A (b)
AMERICREDIT CORP COMMON STOCKS 03060R10 25,382,812.00 880,950.00 (a) N/A (c)
AMERIKING INC. COMMON STOCKS 03071G10 5,000.00 500.00 (a) N/A (a)
AMERIKING INC PFD 13% PREFERREDS 03071G20 502,556.00 118,248.34 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 23,175,700.00 493,100.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 954,100.00 20,300.00 (a) N/A (b)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 33,407,600.00 710,800.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 34,402,859.00 492,680.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 1,567,988.00 22,455.00 (a) N/A (b)
AMGEN INC COMMON STOCKS 03116210 11,521,620.00 165,000.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 55,862.00 800.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 165,492.00 2,370.00 (c) N/A (c)
AMPAL AMERICAN ISRAEL CL-A COMMON STOCKS 03201510 3,119,812.00 237,700.00 (a) N/A (a)
AMPEX 144A WTS WARRANTS 03209211 850.00 85,000.00 (a) N/A (a)
AMPHENOL CORP - CL A COMMON STOCKS 03209510 6,644,665.00 116,700.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 32,500.00 2,600.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 42,962.00 3,437.00 (a) N/A (b)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 55,438.00 500.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 4,039,173.00 60,776.00 (a) N/A (a)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 511,742.00 7,700.00 (a) N/A (b)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 7,082,908.00 106,574.00 (a) N/A (c)
ANADIGICS INC COMMON STOCKS 03251510 8,792,442.00 397,398.50 (a) N/A (a)
ANADIGICS INC COMMON STOCKS 03251510 246,694.00 11,150.00 (a) N/A (b)
ANADIGICS INC COMMON STOCKS 03251510 8,346,656.00 377,250.00 (a) N/A (c)
ANADIGICS INC COMMON STOCKS 03251510 2,017,800.00 91,200.00 (c) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 2,705,925.00 32,700.00 (a) N/A (a)
ANALOG DEVICES INC COMMON STOCKS 03265410 165,500.00 2,000.00 (a) N/A (b)
ANALOG DEVICES INC COMMON STOCKS 03265410 358,473.00 4,332.00 (c) N/A (b)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 7,540,750.00 55,600.00 (a) N/A (a)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 908,688.00 6,700.00 (a) N/A (c)
ANCHOR GAMING COMMON STOCKS 03303710 509,203.00 6,400.00 (c) N/A (c)
ANDREW CORP COMMON STOCKS 03442510 12,153,851.00 464,100.00 (a) N/A (a)
ANDREW CORP COMMON STOCKS 03442510 19,030,820.00 726,700.00 (a) N/A (c)
ANDRX CORP - ANDRX GROUP COMMON STOCKS 03455310 1,307,250.00 14,000.00 (a) N/A (a)
ANDRX CORP-CYBEAR GROUP COMMON STOCKS 03455320 2,606.00 1,042.30 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 20,580.00 394.00 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 102,901.00 1,970.00 (a) N/A (c)
ANGIOTECH PHARMACEUTICALS INC COMMON STOCKS 03491810 1,493,100.00 37,800.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 41,079,068.00 970,838.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 3,727,775.00 88,100.00 (a) N/A (b)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 41,168,856.00 972,960.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 338,504.00 8,000.00 (c) N/A (a)
ANIXTER INTL INC. COMMON STOCKS 03529010 157,275.00 5,400.00 (a) N/A (a)
ANIXTER INTL INC. COMMON STOCKS 03529010 1,514,500.00 52,000.00 (c) N/A (c)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 14,072,152.00 366,100.00 (a) N/A (a)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 534,288.00 13,900.00 (a) N/A (b)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 18,181,174.00 473,000.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 21,682,588.00 735,003.00 (a) N/A (a)
ANTEC CORP COMMON STOCKS 03664P10 581,150.00 19,700.00 (a) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 36,895,650.00 1,250,700.00 (a) N/A (c)
ANTIGENICS INC COMMON STOCKS 03703210 384,975.00 26,100.00 (a) N/A (c)
AON CORP COMMON STOCKS 03738910 820,325.00 20,900.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 53,262.00 1,357.00 (c) N/A (b)
APACHE CORP COMMON STOCKS 03741110 38,111,975.00 644,600.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 4,452,112.00 75,300.00 (a) N/A (b)
APACHE CORP COMMON STOCKS 03741110 66,775,775.00 1,129,400.00 (a) N/A (c)
APARTMENT INVESTMENT & MGMT CO COMMON STOCKS 03748R10 1,123,937.00 24,400.00 (a) N/A (a)
APARTMENT INVESTMENT & MGMT CO COMMON STOCKS 03748R10 13,818,900.00 300,000.00 (a) N/A (c)
APPLE COMPUTER INC COMMON STOCKS 03783310 3,943,098.00 153,130.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 40,685.00 1,580.00 (a) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 115,875.00 4,500.00 (a) N/A (c)
APPLE COMPUTER INC COMMON STOCKS 03783310 10,300.00 400.00 (c) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 15,450.00 600.00 (c) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 12,268,538.00 206,844.00 (a) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 1,209,985.00 20,400.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 409,260.00 6,900.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 474,504.00 8,000.00 (c) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 3,559.00 60.00 (c) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 65,244.00 1,100.00 (c) N/A (c)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 25,437,275.00 122,848.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 11,325,932.00 54,698.00 (a) N/A (b)
APPLIED MOLECULAR EVOLUTION COMMON STOCKS 03823E10 1,031,212.00 25,700.00 (a) N/A (a)
APTARGROUP INC COMMON STOCKS 03833610 28,726.00 1,200.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS COMMON STOCKS 03839910 250.00 250.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS COMMON STOCKS 03839910 250.00 250.00 (a) N/A (b)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 197,100.00 11,900.00 (a) N/A (a)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 12,775.00 700.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 92,651,096.00 10,742,154.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 1,587,975.00 184,113.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 27,098,948.00 3,141,907.00 (c) N/A (c)
ARIAD PHARMACEUTICALS INC COMMON STOCKS 04033A10 22,613.00 1,800.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 94,583,067.00 660,192.00 (a) N/A (a)
ARIBA INC COMMON STOCKS 04033V10 6,267,744.00 43,749.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 34,140,288.00 238,300.00 (a) N/A (c)
INVESCO ASIA NET COMMON STOCKS 0417525 756,090.00 97,560.00 (a) N/A (a)
ARMSTRONG HOLDINGS INC COMMON STOCKS 04238410 533,629.00 44,700.00 (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 (300,606.00) (8,825.00) (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 153,284.00 4,500.00 (a) N/A (b)
ARROW ELECTRONICS COMMON STOCKS 04273510 70,579.00 2,072.00 (c) N/A (b)
ARTHROCARE CORP COMMON STOCKS 04313610 8,647,966.00 444,900.00 (a) N/A (a)
ARTISTDIRECT INC COMMON STOCKS 04315D10 950.00 800.00 (a) N/A (b)
ASHLAND INC COMMON STOCKS 04420410 3,403.00 101.00 (a) N/A (a)
ASIA TIGERS FUND INC EQUITY FUNDS 04516T10 769.00 100.00 (a) N/A (b)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 191,625.00 109,500.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 3,268,699.00 172,600.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 1,551,022.00 81,900.00 (a) N/A (c)
ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q10 28,875.00 1,400.00 (a) N/A (a)
ASPEN TECHNOLOGY INC COMMON STOCKS 04532710 180,500.00 4,000.00 (a) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 20,212.00 770.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 2,883,972.00 204,175.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 79,806.00 5,650.00 (a) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 31,075.00 2,200.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 5,650.00 400.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 32,770.00 2,320.00 (c) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 64,600.00 1,700.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 45,752.00 1,204.00 (a) N/A (b)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 38,988.00 1,026.00 (a) N/A (c)
ASTORIA FINANCIAL CORP COMMON STOCKS 04626510 22,209.00 575.00 (a) N/A (b)
ASTRAZENECA PLC -SPON ADR COMMON STOCKS 04635310 26,019.00 495.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 11,848,275.00 585,100.00 (a) N/A (a)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 307,800.00 15,200.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 11,516,175.00 568,700.00 (a) N/A (c)
ATLAS AIR INC COMMON STOCKS 04916410 4,064,450.00 96,200.00 (a) N/A (a)
ATLAS AIR INC COMMON STOCKS 04916410 11,694,800.00 276,800.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 205,038.00 13,500.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 7,697,278.00 506,800.00 (c) N/A (c)
AUDIO VISUAL SERVICES CORP COMMON STOCKS 05072710 812.00 1,625.00 (c) N/A (b)
AUSTRALIS HOLDINGS WT WARRANTS 05258A11 48.00 4,794.00 (a) N/A (a)
AUTODESK INC COMMON STOCKS 05276910 2,538.00 100.00 (a) N/A (a)
AUTODESK INC COMMON STOCKS 05276910 3,172.00 125.00 (a) N/A (b)
AUTOLIV INC COMMON STOCKS 05280010 41,886.00 2,148.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 29,890,450.00 446,960.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 13,195,775.00 197,320.00 (a) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 160,500.00 2,400.00 (a) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 214,000.00 3,200.00 (c) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 428,000.00 6,400.00 (c) N/A (b)
AUTONATION INC. COMMON STOCKS 05329W10 536,400.00 89,400.00 (a) N/A (a)
AUTONATION INC. COMMON STOCKS 05329W10 103,800.00 17,300.00 (a) N/A (c)
AUTOTOTE CORP CL A COMMON STOCKS 05332310 394.00 100.00 (c) N/A (b)
AUTOZONE INC COMMON STOCKS 05333210 6,806.00 300.00 (a) N/A (a)
AVANT CORPORATION COMMON STOCKS 05348710 7,838,667.00 429,516.00 (a) N/A (a)
AVANT CORPORATION COMMON STOCKS 05348710 312,075.00 17,100.00 (a) N/A (b)
AVANT CORPORATION COMMON STOCKS 05348710 14,307,635.00 783,980.00 (a) N/A (c)
AVANEX CORP COMMON STOCKS 05348W10 113,459,754.00 1,053,597.00 (a) N/A (a)
AVANEX CORP COMMON STOCKS 05348W10 17,219,311.00 159,900.00 (a) N/A (c)
AVENTIS SPON ADR COMMON STOCKS 05356110 301.00 4.00 (c) N/A (c)
AVERY DENNISON CORP COMMON STOCKS 05361110 9,853,528.00 212,475.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 5,083,071.00 109,608.00 (a) N/A (b)
AVERY DENNISON CORP COMMON STOCKS 05361110 3,791,156.00 81,750.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 346,653.00 7,475.00 (c) N/A (b)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 47,600.00 3,400.00 (a) N/A (a)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 101,500.00 7,250.00 (a) N/A (c)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 564,200.00 40,300.00 (c) N/A (c)
AVIRON COMMON STOCKS 05376210 769,732.00 13,200.00 (a) N/A (a)
AVIRON COMMON STOCKS 05376210 34,988.00 600.00 (a) N/A (b)
AVIRON COMMON STOCKS 05376210 1,043,803.00 17,900.00 (a) N/A (c)
AVISTA CORP COMMON STOCKS 05379B10 90,064.00 4,000.00 (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 171,675.00 4,200.00 (a) N/A (a)
AVON PRODUCTS SR NT CV 144A CONVERTIBLES 054303AN 1,632,000.00 3,400.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 12,938.00 200.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 75,297.00 1,164.00 (c) N/A (c)
BB&T CORP. COMMON STOCKS 05493710 109,263.00 3,627.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 112,366.00 3,730.00 (a) N/A (b)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 911.00 25.00 (c) N/A (c)
BCE INC COMMON STOCKS 05534B10 9,350.00 400.00 (a) N/A (a)
THE BISYS GROUP INC COMMON STOCKS 05547210 9,278,797.00 120,016.00 (a) N/A (a)
THE BISYS GROUP INC COMMON STOCKS 05547210 50,253.00 650.00 (a) N/A (b)
THE BISYS GROUP INC COMMON STOCKS 05547210 46,388.00 600.00 (a) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 31,884,267.00 521,624.00 (a) N/A (a)
BJ SERVICES CO COMMON STOCKS 05548210 770,175.00 12,600.00 (a) N/A (b)
BJ SERVICES CO COMMON STOCKS 05548210 27,170,062.00 444,500.00 (a) N/A (c)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 3,822,600.00 110,800.00 (a) N/A (a)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 89,700.00 2,600.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 38,629,277.00 728,854.28 (a) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 15,150,262.00 285,854.00 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 38,525,382.00 726,894.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 6,183,139.00 116,663.00 (c) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 4,208,041.00 79,397.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 37,100.00 700.00 (c) N/A (c)
BRE PROPERTIES CL A COMMON STOCKS 05564E10 342,400.00 10,700.00 (a) N/A (c)
BMC SOFTWARE INC COMMON STOCKS 05592110 711,374.00 37,196.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 537,336.00 28,096.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 101,362.00 5,300.00 (c) N/A (c)
BAKER HUGHES INC COMMON STOCKS 05722410 1,514,700.00 40,800.00 (a) N/A (a)
BAKER HUGHES INC COMMON STOCKS 05722410 7,425.00 200.00 (a) N/A (b)
BALL CORP COMMON STOCKS 05849810 3,169.00 100.00 (a) N/A (a)
BANCO BRADESCO SPON ADR COMMON STOCKS 05946010 144,282.00 17,300.00 (a) N/A (a)
BANCO BILBAO VIZCAYA COMMON STOCKS 05946K10 20,440.00 1,460.00 (a) N/A (b)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 128,650.00 6,200.00 (a) N/A (a)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 433,675.00 20,900.00 (a) N/A (c)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 162,932.00 14,896.00 (a) N/A (a)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 24,064.00 2,200.00 (c) N/A (c)
BANCO SANTANDER CHILE SPON ADR COMMON STOCKS 05965F10 217,912.00 14,900.00 (a) N/A (a)
BANCO SANTANDER CHILE SPON ADR COMMON STOCKS 05965F10 403,650.00 27,600.00 (a) N/A (c)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 245,700.00 12,600.00 (a) N/A (a)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 469,950.00 24,100.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 6,812,678.00 130,075.00 (a) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 748,962.00 14,300.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 4,779,533.00 91,256.00 (c) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 244,382.00 4,666.00 (c) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 38,775,724.00 686,296.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 23,968,486.00 424,221.00 (a) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 1,841,900.00 32,600.00 (a) N/A (c)
BANK OF NEW YORK INC COMMON STOCKS 06405710 1,124,350.00 19,900.00 (c) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 5,808,200.00 102,800.00 (c) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 8,893,610.00 233,655.00 (a) N/A (a)
BANK ONE CORP COMMON STOCKS 06423A10 538,934.00 14,159.00 (a) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 9,154,152.00 240,500.00 (a) N/A (c)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 3,506.00 300.00 (a) N/A (a)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 16,363.00 1,400.00 (c) N/A (c)
BANK UNITED CORP COMMON STOCKS 06541210 70,963.00 1,400.00 (a) N/A (a)
BANK UNITED CORP COMMON STOCKS 06541210 329,472.00 6,500.00 (a) N/A (c)
BANK UNITED CORP COMMON STOCKS 06541210 1,120,205.00 22,100.00 (c) N/A (c)
BANKATLANTIC BNC SUB CORPORATE BONDS 065908AC 34,000.00 50,000.00 (a) N/A (a)
BARD C R INC COM COMMON STOCKS 06738310 4,222.00 100.00 (a) N/A (a)
BARNES GROUP INC COMMON STOCKS 06780610 327,075.00 17,800.00 (c) N/A (c)
BARNESANDNOBLE.COM COMMON STOCKS 06784610 7,359.00 1,500.00 (a) N/A (b)
BARRICK GOLD CORP COMMON STOCKS 06790110 5,920,050.00 388,200.00 (a) N/A (a)
BARRICK GOLD CORP COMMON STOCKS 06790110 1,169,675.00 76,700.00 (a) N/A (c)
BARR LABS INC COMMON STOCKS 06830610 11,412,467.00 172,100.00 (a) N/A (c)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 96.00 55.00 (c) N/A (b)
BAUSCH & LOMB COMMON STOCKS 07170710 3,894.00 100.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 1,029,588.00 12,900.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 15,963.00 200.00 (a) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 9,816,999.00 123,000.00 (a) N/A (c)
BAY VIEW CAPITAL CORP COMMON STOCKS 07262L10 90,300.00 8,400.00 (a) N/A (a)
BAY VIEW CAPITAL CORP COMMON STOCKS 07262L10 956,750.00 89,000.00 (c) N/A (c)
BEA SYSTEMS INC. COMMON STOCKS 07332510 470,323,493.00 6,039,467.00 (a) N/A (a)
BEA SYSTEMS INC. COMMON STOCKS 07332510 1,524,792.00 19,580.00 (a) N/A (b)
BEA SYSTEMS INC. COMMON STOCKS 07332510 50,618,750.00 650,000.00 (a) N/A (c)
BEA SYSTEMS INC. COMMON STOCKS 07332510 22,810,600.00 292,913.00 (c) N/A (a)
BEAR STEARNS COS INC COMMON STOCKS 07390210 12,625.00 200.00 (a) N/A (a)
BEAR STEARNS COS INC COMMON STOCKS 07390210 923,392.00 14,628.00 (a) N/A (b)
BECKMAN COULTER INC COMMON STOCKS 07581110 (856,088.00) (11,100.00) (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 391,282.00 14,800.00 (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 823,544.00 31,150.00 (a) N/A (b)
BECTON DICKINSON & CO COMMON STOCKS 07588710 4,676,882.00 176,900.00 (a) N/A (c)
BECTON DICKINSON & CO COMMON STOCKS 07588710 211,504.00 8,000.00 (c) N/A (a)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 912,223.00 37,400.00 (a) N/A (a)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 1,678,101.00 68,800.00 (a) N/A (b)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 14,635.00 600.00 (a) N/A (c)
BEDFORD PROPERTY INVESTORS COMMON STOCKS 07644630 479,387.00 23,600.00 (a) N/A (a)
BEDFORD PROPERTY INVESTORS COMMON STOCKS 07644630 499,700.00 24,600.00 (a) N/A (c)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 888.00 100.00 (a) N/A (a)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 888.00 100.00 (a) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 4,438.00 500.00 (c) N/A (b)
BELDEN INC COMMON STOCKS 07745910 99,225.00 4,200.00 (a) N/A (a)
BELDEN INC COMMON STOCKS 07745910 916,650.00 38,800.00 (c) N/A (c)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 2,865,188.00 2,590.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 18,599,382.00 459,244.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 460,080.00 11,360.00 (a) N/A (b)
BELLSOUTH CORP COMMON STOCKS 07986010 1,615,950.00 39,900.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 21,870.00 540.00 (c) N/A (b)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 331,884.00 18,000.00 (a) N/A (a)
BEMIS CO COMMON STOCKS 08143710 3,212.00 100.00 (a) N/A (a)
BERGEN BRUNSWIG CO CV CONVERTIBLES 083739AC 1,290,330.00 1,593.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC COMMON STOCKS 08467010 386,400.00 6.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC COMMON STOCKS 08467010 386,400.00 6.00 (c) N/A (b)
BERKSHIRE HATHAWAY INC CLS B COMMON STOCKS 08467020 5,364,405.00 2,591.50 (a) N/A (a)
BERKSHIRE HATHAWAY INC CLS B COMMON STOCKS 08467020 2,156,940.00 1,042.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC CLS B COMMON STOCKS 08467020 589,950.00 285.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC CLS B COMMON STOCKS 08467020 931,500.00 450.00 (c) N/A (b)
BEST BUY INC COMMON STOCKS 08651610 808,038.00 12,700.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 4,997,925.00 68,700.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 785,700.00 10,800.00 (a) N/A (b)
BESTFOODS COMMON STOCKS 08658U10 145,500.00 2,000.00 (c) N/A (a)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 96,000.00 32,000.00 (a) N/A (a)
BETHLEHEM STEEL PFD CONV CONVERTIBLES 08750930 13,700.00 400.00 (a) N/A (a)
BID.COM INTERNATIONAL INC COMMON STOCKS 08878810 1,125.00 500.00 (a) N/A (a)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 1,712,000.00 53,500.00 (a) N/A (a)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 576,000.00 18,000.00 (a) N/A (b)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 18,804,000.00 587,625.00 (a) N/A (c)
BIO TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 22,876.00 2,000.00 (a) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 8,186,200.00 134,200.00 (a) N/A (a)
BIOGEN INC COMMON STOCKS 09059710 30,500.00 500.00 (a) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 2,818,200.00 46,200.00 (a) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 24,400.00 400.00 (c) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 34,160.00 560.00 (c) N/A (c)
BIOMET INC COMMON STOCKS 09061310 10,500.00 300.00 (a) N/A (a)
BIOMARIN PHARMACEUTICAL INC COMMON STOCKS 09061G10 2,170,749.00 118,136.00 (a) N/A (a)
BIOMARIN PHARMACEUTICAL INC COMMON STOCKS 09061G10 1,486,538.00 80,900.00 (a) N/A (c)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 2,325.00 744.00 (a) N/A (b)
BIOVAIL CORP COMMON STOCKS 09067J10 15,680,887.00 192,550.00 (a) N/A (a)
BIOVAIL CORP COMMON STOCKS 09067J10 47,547,576.00 583,850.00 (a) N/A (c)
BLACK & DECKER MFG COMMON STOCKS 09179710 6,838.00 200.00 (a) N/A (a)
BLACKROCK 2001 TERM TRUST FIXED INCOME FUND09247710 82,325.00 8,900.00 (a) N/A (b)
BLACKROCK INCOME TRUST INC FIXED INCOME FUND09247F10 4,144.00 650.00 (a) N/A (b)
BLACKROCK INC COMMON STOCKS 09247X10 1,868,800.00 58,400.00 (a) N/A (a)
BLACKROCK INC COMMON STOCKS 09247X10 432,000.00 13,500.00 (a) N/A (c)
E.W. BLANCH HOLDINGS, INC. COMMON STOCKS 09321010 2,491,307.00 120,063.00 (a) N/A (a)
E.W. BLANCH HOLDINGS, INC. COMMON STOCKS 09321010 442,743.00 21,337.00 (a) N/A (c)
BLAZE SOFTWARE INC COMMON STOCKS 09347T10 645,744.00 51,148.00 (a) N/A (a)
BLOCK DRUG INC CLASS A COMMON STOCKS 09364410 36,570.00 848.00 (c) N/A (b)
BLOCK H & R INC COMMON STOCKS 09367110 (870,054.00) (23,475.00) (a) N/A (a)
BLOCK H & R INC COMMON STOCKS 09367110 258,181.00 6,966.00 (a) N/A (b)
BLOCK H & R INC COMMON STOCKS 09367110 96,364.00 2,600.00 (c) N/A (b)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 1,903,500.00 169,200.00 (a) N/A (a)
BLUE ZONE INC COMMON STOCKS 09608410 6,094.00 1,500.00 (a) N/A (b)
BLUEFLY INC COMMON STOCKS 09622710 1,344.00 500.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 106,248,300.00 1,693,200.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 608,675.00 9,700.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 9,199,150.00 146,600.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 39,024,225.00 621,900.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 7,969.00 300.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 26,563.00 1,000.00 (a) N/A (c)
BOOKHAM TECHNOLOGY PLC -SPON COMMON STOCKS 09856Q10 5,303,638.00 123,700.00 (a) N/A (a)
BOOKHAM TECHNOLOGY PLC -SPON COMMON STOCKS 09856Q10 21,330,312.00 497,500.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 4,375.00 2,500.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 108,716.00 7,800.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 69,690.00 5,000.00 (a) N/A (c)
BORG WARNER INC COMMON STOCKS 09972410 231,875.00 7,000.00 (a) N/A (c)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 85,876.00 2,000.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 43,367.00 1,010.00 (a) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 13,431,006.00 312,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 624,644.00 38,000.00 (a) N/A (a)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 348,486.00 21,200.00 (c) N/A (c)
BOWNE & CO INC COMMON STOCKS 10304310 19,500.00 2,000.00 (a) N/A (b)
BOYD GAMING CORP COMMON STOCKS 10330410 395.00 80.00 (c) N/A (b)
BRANDYWINE REALTY TRUST COMMON STOCKS 10536820 8,100.00 400.00 (a) N/A (b)
BRASIL TELECOM PART. ADR COMMON STOCKS 10553010 7,700,650.00 132,200.00 (a) N/A (a)
BRASIL TELECOM PART. ADR COMMON STOCKS 10553010 1,001,900.00 17,200.00 (a) N/A (c)
BRAZILIAN EQUITY FUND EQUITY FUNDS 10588410 11,250.00 2,000.00 (a) N/A (b)
BRIGGS & STRATTON COMMON STOCKS 10904310 26,469.00 700.00 (a) N/A (a)
BRIGGS & STRATTON COMMON STOCKS 10904310 223,097.00 5,900.00 (a) N/A (c)
BRILLIANT DIGITAL COMMON STOCKS 10950210 812.00 250.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 44,429,618.00 772,689.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 17,895,265.00 311,222.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 1,834,250.00 31,900.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 1,497,875.00 26,050.00 (c) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 2,765,750.00 48,100.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 36,225.00 630.00 (c) N/A (c)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 1,531,001.00 14,300.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 9,100.00 85.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 27,943.00 261.00 (c) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 101,437,294.00 416,153.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 2,442,375.00 10,020.00 (a) N/A (b)
BROADCOM CORP-CL A COMMON STOCKS 11132010 73,125.00 300.00 (a) N/A (c)
BROADWING INC COMMON STOCKS 11162010 4,220,196.00 165,090.00 (a) N/A (a)
BROADWING INC COMMON STOCKS 11162010 51,126.00 2,000.00 (a) N/A (b)
BROADWING INC COMMON STOCKS 11162010 30,676.00 1,200.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 90,208,168.00 382,238.00 (a) N/A (a)
BROCADE COMMON STOCKS 11162110 1,109,200.00 4,700.00 (a) N/A (b)
BROCADE COMMON STOCKS 11162110 47,978,800.00 203,300.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 63,720.00 270.00 (c) N/A (c)
BROOKS AUTOMATION INC COMMON STOCKS 11434A10 57,969.00 1,750.00 (a) N/A (c)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 5,475.00 100.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 318,500.00 13,000.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 2,966,950.00 121,100.00 (c) N/A (c)
BROWN SHOE COMPANY INC COMMON STOCKS 11573610 9,206.00 1,002.00 (a) N/A (b)
BRUNSWICK CORP COMMON STOCKS 11704310 3,650.00 200.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 1,702,000.00 59,200.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 28,750.00 1,000.00 (a) N/A (b)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 10,062.00 350.00 (c) N/A (c)
BUDGET GROUP INC-CL A COMMON STOCKS 11900310 40,688.00 10,500.00 (a) N/A (b)
BUFFETS INC COMMON STOCKS 11988210 77,000.00 5,600.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 50,875.00 3,700.00 (a) N/A (c)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,158,801.00 100,116.00 (a) N/A (a)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 17,984.00 834.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,292,147.00 106,300.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 45,261,584.00 1,229,500.00 (a) N/A (a)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 728,897.00 19,800.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 3,681.00 100.00 (c) N/A (b)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 13,550,865.00 368,100.00 (c) N/A (c)
BUSINESS OBJECTS S.A. ADS COMMON STOCKS 12328X10 13,076,980.00 115,661.00 (a) N/A (a)
BUSINESS OBJECTS S.A. ADS COMMON STOCKS 12328X10 802,747.00 7,100.00 (a) N/A (b)
BUSINESS OBJECTS S.A. ADS COMMON STOCKS 12328X10 25,054,761.00 221,600.00 (a) N/A (c)
CBL & ASSOCIATES PROPERTIES COMMON STOCKS 12483010 7,519.00 300.00 (a) N/A (b)
CCC INFORMATION SERVICES GRP COMMON STOCKS 12487Q10 33,865.00 4,200.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 9,729,300.00 474,600.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 444,850.00 21,700.00 (a) N/A (b)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 15,245,850.00 743,700.00 (a) N/A (c)
CHC HELICOPTER WARRANTS WARRANTS 12541C12 20,000.00 20,000.00 (a) N/A (a)
C.H. ROBINSON WORLDWIDE INC COMMON STOCKS 12541W10 3,319,545.00 58,900.00 (a) N/A (a)
C.H. ROBINSON WORLDWIDE INC COMMON STOCKS 12541W10 1,995,109.00 35,400.00 (a) 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)
CIGNA CORP COMMON STOCKS 12550910 21,503,790.00 205,975.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 2,140,200.00 20,500.00 (a) N/A (c)
CLECO CORPORATION COMMON STOCKS 12561W10 93,532.00 2,000.00 (a) N/A (b)
CMGI INC COMMON STOCKS 12575010 13,969.00 500.00 (a) N/A (a)
CMGI INC COMMON STOCKS 12575010 1,397.00 50.00 (a) N/A (b)
CMGI INC COMMON STOCKS 12575010 22,350.00 800.00 (a) N/A (c)
CMS ENERGY CORP COMMON STOCKS 12589610 5,392.00 200.00 (a) N/A (a)
CPI CORP COMMON STOCKS 12590210 27,625.00 1,300.00 (a) N/A (a)
C-MAC INDUSTRIES INC COMMON STOCKS 12592010 57,005,788.00 991,405.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 2,666,025.00 69,700.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 22,950.00 600.00 (a) N/A (b)
CNET NETWORKS INC COMMON STOCKS 12613R10 3,879,999.00 159,284.00 (a) N/A (a)
CNET NETWORKS INC COMMON STOCKS 12613R10 62,603.00 2,570.00 (c) N/A (c)
CP & L ENERGY INC COMMON STOCKS 12614C10 54,214.00 1,300.00 (a) N/A (a)
CP & L ENERGY INC COMMON STOCKS 12614C10 20,852.00 500.00 (a) N/A (b)
CSX CORP COMMON STOCKS 12640810 52,351.00 2,400.00 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 7,717,072.00 381,090.00 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 524,475.00 25,900.00 (a) N/A (b)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 14,665,050.00 724,200.00 (a) N/A (c)
CT HOLDINGS INC COMMON STOCKS 12643Y10 1,031.00 1,000.00 (a) N/A (b)
CVS CORP COMMON STOCKS 12665010 115,782.00 2,500.00 (a) N/A (a)
CV THERAPEUTICS INC COMMON STOCKS 12666710 775,554.00 9,971.00 (a) N/A (a)
CABLE & WIRELESS PUB LTD CO COMMON STOCKS 12683020 13,024.00 306.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 2,923,650.00 43,800.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 73,425.00 1,100.00 (a) N/A (c)
CABLETRON SYS INC COMMON STOCKS 12692010 20,650.00 700.00 (a) N/A (a)
CABLETRON SYS INC COMMON STOCKS 12692010 17,700.00 600.00 (a) N/A (b)
CABLETRON SYS INC COMMON STOCKS 12692010 38,350.00 1,300.00 (a) N/A (c)
CACHEFLOW COMMON STOCKS 12694610 30,271,384.00 211,688.00 (a) N/A (a)
CACHEFLOW COMMON STOCKS 12694610 42,900.00 300.00 (a) N/A (b)
CABOT CORP COMMON STOCKS 12705510 858,745.00 27,100.00 (a) N/A (c)
CABOT INDUSTRIAL TRUST COMMON STOCKS 12707210 729,731.00 36,600.00 (a) N/A (a)
CABOT OIL & GAS CORP CL-A COMMON STOCKS 12709710 61,125.00 3,000.00 (a) N/A (b)
CADBURY SCHWEPPS DELAWARE PREFERREDS 12720720 9,625.00 400.00 (a) N/A (b)
CADENCE DESIGN SYS INC COMMON STOCKS 12738710 400,733.00 15,600.00 (a) N/A (a)
CALDERA SYSTEMS INC COMMON STOCKS 12878010 8,188.00 2,000.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 1,998,700.00 86,900.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 754,400.00 32,800.00 (a) N/A (c)
CALIFORNIA PIZZA KITCHEN INC COMMON STOCKS 13054D10 635,600.00 22,700.00 (a) N/A (a)
CALIPER TECHNOLOGIES CORP COMMON STOCKS 13087610 20,989,547.00 362,276.00 (a) N/A (a)
CALIPER TECHNOLOGIES CORP COMMON STOCKS 13087610 289,690.00 5,000.00 (a) N/A (b)
CALIPER TECHNOLOGIES CORP COMMON STOCKS 13087610 9,750,965.00 168,300.00 (a) N/A (c)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 233,700.00 15,200.00 (a) N/A (a)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 1,248,450.00 81,200.00 (c) N/A (c)
CALLON PETROLEUM CORP COMMON STOCKS 13123X10 127.00 8.00 (a) N/A (a)
CALPINE CORPORATION COMMON STOCKS 13134710 1,169,179.00 11,200.00 (a) N/A (a)
CAMBRIDGE TECH PARTNERS INC COMMON STOCKS 13252410 81,611.00 18,654.00 (a) N/A (a)
CAMBRIDGE TECH PARTNERS INC COMMON STOCKS 13252410 81,611.00 18,654.00 (a) N/A (b)
CAMBRIDGE TECH PARTNERS INC COMMON STOCKS 13252410 39,594.00 9,050.00 (a) N/A (c)
CAMPBELL SOUP CO COMMON STOCKS 13442910 1,974,262.00 76,300.00 (a) N/A (a)
CAMPBELL SOUP CO COMMON STOCKS 13442910 41,400.00 1,600.00 (a) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 258,750.00 10,000.00 (c) N/A (a)
CANADIAN PACIFIC LTD COMMON STOCKS 13592310 3,900.00 150.00 (a) N/A (a)
CANADIAN NATURAL RESOURCES COMMON STOCKS 13638510 54,816,767.00 1,636,500.00 (a) N/A (a)
CANADIAN NATURAL RESOURCES COMMON STOCKS 13638510 168.00 5.00 (c) N/A (b)
CANAL PLUS SPONSORED ADR COMMON STOCKS 13704120 8,982.00 300.00 (a) N/A (a)
CANAL PLUS SPONSORED ADR COMMON STOCKS 13704120 38,922.00 1,300.00 (c) N/A (c)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 7,036.00 159.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 30,975.00 700.00 (c) N/A (c)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 28,025.00 400.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 7,006.00 100.00 (a) N/A (b)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 17,515,750.00 250,000.00 (a) N/A (c)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 73,668.00 29,467.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 6,320.00 2,528.00 (a) N/A (c)
CAPITOL FEDERAL FINANCIAL COMMON STOCKS 14057C10 1,462.00 100.00 (a) N/A (b)
CARBO CERAMICS INC COMMON STOCKS 14078110 810,172.00 30,500.00 (a) N/A (a)
CARBO CERAMICS INC COMMON STOCKS 14078110 507,353.00 19,100.00 (a) N/A (c)
CARAUSTAR INDUSTRIES INC COMMON STOCKS 14090910 332.00 30.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 52,119,108.00 591,000.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 3,368,782.00 38,200.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 26,174,198.00 296,800.00 (c) N/A (c)
CAREMARK RX INC COMMON STOCKS 14170510 37,702,125.00 3,351,300.00 (a) N/A (a)
CAREMARK RX INC COMMON STOCKS 14170510 743,625.00 66,100.00 (a) N/A (b)
CAREMARK RX INC COMMON STOCKS 14170510 9,630,000.00 856,000.00 (a) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 4,817,241.00 195,624.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 49,250.00 2,000.00 (a) N/A (b)
CAROLINA POWER & LIGHT CO PREFERREDS 14414185 12,438.00 500.00 (a) N/A (b)
CARRAMERICA REALTY CORPORATION COMMON STOCKS 14441810 441,650.00 14,600.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 1,230,000.00 4,100.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 375,000.00 1,250.00 (a) N/A (c)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 525,264.00 105,900.00 (a) N/A (a)
CASEY`S GENERAL STORES INC COMMON STOCKS 14752810 315,900.00 24,300.00 (c) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 30,100.00 800.00 (a) N/A (a)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 293,475.00 7,800.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 276,544.00 7,350.00 (a) N/A (c)
CATAPULT COMMUNICATIONS CORP COMMON STOCKS 14901610 558,750.00 30,000.00 (a) N/A (a)
CATELLUS DEVELOPMENT CORP COMMON STOCKS 14911110 33,250.00 1,900.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 21,700.00 700.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 111,600.00 3,600.00 (c) N/A (b)
CELL GENESYS INC COMMON STOCKS 15092110 432,000.00 14,400.00 (a) N/A (a)
CELL GENESYS INC COMMON STOCKS 15092110 3,345,000.00 111,500.00 (c) N/A (c)
CELL THERAPEUTICS INC COMMON STOCKS 15093410 7,782,490.00 116,700.00 (a) N/A (a)
CELL THERAPEUTICS INC COMMON STOCKS 15093410 546,842.00 8,200.00 (a) N/A (b)
CELL THERAPEUTICS INC COMMON STOCKS 15093410 3,494,451.00 52,400.00 (a) N/A (c)
CELESTICA COMMON STOCKS 15101Q10 23,036,290.00 332,654.00 (a) N/A (a)
CELESTICA COMMON STOCKS 15101Q10 2,041,836.00 29,485.00 (a) N/A (b)
CELESTICA COMMON STOCKS 15101Q10 36,937,950.00 533,400.00 (a) N/A (c)
CELESTICA INC 00 PUT OPTIONS 15101Q9XN 750,000.00 1,000.00 (a) N/A (a)
CELGENE CORP COMMON STOCKS 15102010 9,811,550.00 164,900.00 (a) N/A (a)
CELGENE CORP COMMON STOCKS 15102010 24,960,250.00 419,500.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 9,864,362.00 491,669.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 3,102,903.00 154,658.00 (a) N/A (c)
CENDANT CORP COMMON STOCKS 15131310 377,362.00 34,700.00 (a) N/A (a)
CENTER TRUST INC CONVERTIBLE CONVERTIBLES 151845AA 48,750.00 50,000.00 (a) N/A (b)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 412,264.00 8,950.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 479,055.00 10,400.00 (a) N/A (c)
CENTEX CORP COMMON STOCKS 15231210 3,212.00 100.00 (a) N/A (a)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 3,109,700.00 2,420.00 (a) N/A (a)
ELETROBRAS PN ADR COMMON STOCKS 15234Q10 353,760.00 35,200.00 (a) N/A (a)
ELECTROBRAS ON ADR COMMON STOCKS 15234Q20 3,449,758.00 360,100.00 (a) N/A (a)
ELECTROBRAS ON ADR COMMON STOCKS 15234Q20 1,754,098.00 183,100.00 (a) N/A (c)
CENTRAL EUROPEAN EQUITY FUND EQUITY FUNDS 15343610 63,826.00 5,006.00 (a) N/A (b)
CENTRAL PACIFIC MINERALS-UNS COMMON STOCKS 15476230 562.00 150.00 (a) N/A (a)
CENTRAL SECURITIES CORP EQUITY FUNDS 15512310 527,472.00 14,652.00 (c) N/A (b)
CENTURY BANCORP INC CL A COMMON STOCKS 15643210 441,815.00 30,470.00 (a) N/A (c)
CENTURYTEL INC COMMON STOCKS 15670010 367,875.00 13,500.00 (a) N/A (a)
CEPHALON INC COMMON STOCKS 15670810 9,064,650.00 186,900.00 (a) N/A (a)
CEPHALON INC COMMON STOCKS 15670810 2,400,750.00 49,500.00 (a) N/A (c)
CERIDIAN CORP COMMON STOCKS 15677T10 12,156,892.00 433,200.00 (a) N/A (a)
CERIDIAN CORP COMMON STOCKS 15677T10 505,134.00 18,000.00 (a) N/A (b)
CERIDIAN CORP COMMON STOCKS 15677T10 218,891.00 7,800.00 (a) N/A (c)
CERIDIAN CORP COMMON STOCKS 15677T10 263,792.00 9,400.00 (c) N/A (c)
CERNER CORP COMMON STOCKS 15678210 232,190.00 5,000.00 (a) N/A (a)
CERNER CORP COMMON STOCKS 15678210 1,690,343.00 36,400.00 (c) N/A (c)
CERTICOM CORP COMMON STOCKS 15691510 396,250.00 10,000.00 (a) N/A (c)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 9,996,188.00 410,100.00 (a) N/A (a)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 592,312.00 24,300.00 (a) N/A (b)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 3,661,125.00 150,200.00 (a) N/A (c)
CHAPARRAL REP PRIVATE PLACMNT COMMON STOCKS 1594209B 41,667.00 8,333.33 (a) N/A (a)
CHARLES RIVER LABORATORIES COMMON STOCKS 15986410 2,655,400.00 78,100.00 (a) N/A (a)
CHARLES RIVER LABORATORIES COMMON STOCKS 15986410 982,600.00 28,900.00 (a) N/A (b)
CHARLES RIVER LABORATORIES COMMON STOCKS 15986410 1,020,000.00 30,000.00 (a) N/A (c)
CHARTER ONE FIN INC COMMON STOCKS 16090310 9,750.00 400.00 (a) N/A (a)
CHARTER COMMUNICATIONS INC A COMMON STOCKS 16117M10 16,266.00 1,000.00 (a) N/A (b)
CHARTERED SEMICONDUCTOR ADR COMMON STOCKS 16133R10 9,710.00 160.00 (a) N/A (b)
CHARTERED SEMICONDUCTOR ADR COMMON STOCKS 16133R10 200,270.00 3,300.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 10,573,542.00 228,924.00 (a) N/A (a)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 290,292.00 6,285.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 6,607,193.00 143,050.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 43,232.00 936.00 (c) N/A (b)
CHECKERS DRIVE-IN RESTAURANTS WARRANTS 16280911 184.00 2,914.00 (a) N/A (c)
CHEESECAKE FACTORY (THE) COMMON STOCKS 16307210 4,844.00 112.00 (c) N/A (b)
CHELSEA GCA REALTY INC COMMON STOCKS 16326210 105,375.00 3,000.00 (a) N/A (b)
CHESAPEAKE CORP COMMON STOCKS 16515910 17,325.00 900.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 4,095,410.00 48,040.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 525,652.00 6,166.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 339,466.00 3,982.00 (c) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 495,814.00 5,816.00 (c) N/A (b)
CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 14,482.00 700.00 (a) N/A (b)
CHILE FUND INC CLOSED END FUNDS 16883410 419,892.00 45,700.00 (a) N/A (a)
CHILES OFFSHORE INC COMMON STOCKS 16888M10 21,625.00 1,000.00 (a) N/A (b)
CHINA FUND INC EQUITY FUNDS 16937310 285.00 30.00 (c) N/A (b)
CHINA SOUTHERN AIRLINES ADR COMMON STOCKS 16940910 47,200.00 3,200.00 (a) N/A (a)
CHINA MOBILE HONG KONG LTD ADR COMMON STOCKS 16941M10 27,987,506.00 862,800.00 (a) N/A (a)
CHINA MOBILE HONG KONG LTD ADR COMMON STOCKS 16941M10 103,802.00 3,200.00 (a) N/A (c)
CHINA MOBILE HONG KONG LTD ADR COMMON STOCKS 16941M10 15,122,596.00 466,200.00 (c) N/A (c)
CHINA UNICOM ADR COMMON STOCKS 16945R10 11,972,414.00 548,866.00 (a) N/A (a)
CHINA UNICOM ADR COMMON STOCKS 16945R10 5,868,351.00 269,030.00 (a) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 23,727.00 2,157.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 11,000.00 1,000.00 (a) N/A (c)
CHIRON CORP COMMON STOCKS 17004010 2,577,240.00 57,272.00 (a) N/A (a)
CHIRON CORP COMMON STOCKS 17004010 6,480.00 144.00 (a) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 43,650.00 970.00 (c) N/A (c)
CHITTENDEN CORP COMMON STOCKS 17022810 418,714.00 16,300.00 (c) N/A (c)
CHUBB CORP COMMON STOCKS 17123210 48,424.00 612.00 (a) N/A (a)
CHURCH & DWIGHT INC COMMON STOCKS 17134010 18,375.00 1,000.00 (a) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 240,529,027.00 1,958,498.00 (a) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 17,397,444.00 141,658.00 (a) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 14,418,246.00 117,400.00 (a) N/A (c)
CIENA CORP. COMMON STOCKS 17177910 13,816,462.00 112,500.00 (c) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 343,876.00 2,800.00 (c) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 71,232.00 580.00 (c) N/A (c)
CIENA NOV 00 CALL OPTION OPTIONS 1717798KG 500,000.00 500.00 (a) N/A (a)
CIENA NOV 00 PUT OPTION OPTIONS 1717798WG 1,012,500.00 500.00 (a) N/A (a)
CINCINNATI FINANCIAL CORP COMMON STOCKS 17206210 (113,600.00) (3,200.00) (a) N/A (a)
CINCINNATI GAS & ELECTRIC CO PREFERREDS 17207083 12,438.00 500.00 (a) N/A (b)
CINERGY CORP COMMON STOCKS 17247410 14,060.00 425.00 (a) N/A (a)
CIRCUIT CITY COMMON STOCKS 17273710 563,500.00 24,500.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 309,108,501.00 5,594,724.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 60,096,254.00 1,087,715.00 (a) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 46,735,975.00 845,900.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 6,880,724.00 124,538.00 (c) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 4,658,901.00 84,324.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 27,314,495.00 494,380.00 (c) N/A (c)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 147,900.00 8,700.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 149,582,215.00 2,766,813.06 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 49,480,781.00 915,242.97 (a) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 70,585,752.00 1,305,620.33 (a) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 6,376,064.00 117,937.67 (c) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 5,899,661.00 109,125.67 (c) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 664,975.00 12,300.00 (c) N/A (c)
CITIZENS COMMUNICATIONS CO-B COMMON STOCKS 17453B10 608,589.00 45,502.00 (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 8,025.00 400.00 (a) N/A (a)
CITY INVESTING LIQUIDATING COMMON STOCKS 17790010 14,424.00 10,606.00 (a) N/A (b)
CITY NATIONAL CORP COMMON STOCKS 17856610 363,075.00 9,400.00 (a) N/A (c)
CLARENT CORP COMMON STOCKS 18046110 18,896,062.00 479,900.00 (a) N/A (a)
CLARENT CORP COMMON STOCKS 18046110 334,688.00 8,500.00 (a) N/A (b)
CLARENT CORP COMMON STOCKS 18046110 12,610,828.00 320,275.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 62,220.00 10,200.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 55,632.00 9,120.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 16,470.00 2,700.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 26,643,981.00 471,574.88 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 10,609,521.00 187,779.14 (a) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 143,397.00 2,538.00 (a) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 4,384,400.00 77,600.00 (c) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 585,792.00 10,368.00 (c) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 53,675.00 950.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS CONVERTIBLES 184502AE 8,630,400.00 9,280.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 319,871.00 9,570.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 121,330.00 3,630.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 648,833.00 16,400.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 39,563.00 1,000.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 225,509.00 5,700.00 (a) N/A (c)
COASTAL CORP COMMON STOCKS 19044110 163,075.00 2,200.00 (a) N/A (a)
COASTAL CORP COMMON STOCKS 19044110 823,529.00 11,110.00 (a) N/A (b)
COBALT GROUP INC COMMON STOCKS 19074Q10 350,000.00 100,000.00 (a) N/A (b)
COBALT NETWORKS INC COMMON STOCKS 19074R10 3,772,177.00 65,178.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 131,926,528.00 2,393,225.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 3,930,137.00 71,295.00 (a) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 2,127,825.00 38,600.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 3,064,950.00 55,600.00 (c) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 1,521,450.00 27,600.00 (c) N/A (b)
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DATASTREAM SYSTEMS INC COMMON STOCKS 23812410 19,312.00 1,500.00 (a) N/A (b)
DAYTON SUPERIOR WARRANTS WARRANTS 24002811 90,000.00 4,500.00 (a) N/A (a)
DAYTON SUPERIOR WARRANTS WARRANTS 24002811 50,000.00 2,500.00 (a) N/A (c)
DE BEERS CONS MINES ADR COMMON STOCKS 24025330 1,345,612.00 48,600.00 (a) N/A (a)
DE BEERS CONS MINES ADR COMMON STOCKS 24025330 2,129,169.00 76,900.00 (a) N/A (c)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 1,200.00 1,200.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 1,800.00 1,800.00 (a) N/A (c)
DEERE AND CO COMMON STOCKS 24419910 13,300.00 400.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 20,231,816.00 656,600.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 1,161,650.00 37,700.00 (a) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 7,644,705.00 248,100.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 248,045.00 8,050.00 (c) N/A (c)
DELL NOV`00 CALL OPTION OPTIONS 2470259KG 196,875.00 1,500.00 (a) N/A (a)
DELL NOV`00 PUT OPTION OPTIONS 2470259WG 750,000.00 1,500.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 246,477.00 16,296.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 181,500.00 12,000.00 (a) N/A (c)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 6,965,514.00 171,988.00 (a) N/A (a)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 1,275,750.00 31,500.00 (a) N/A (c)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 1,085,400.00 26,800.00 (c) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 9,145,688.00 206,100.00 (a) N/A (a)
DELTIC TIMBER CORP COMMON STOCKS 24785010 22,782.00 1,345.00 (a) N/A (b)
DELUXE CORP COMMON STOCKS 24801910 2,031.00 100.00 (a) N/A (a)
DELUXE CORP COMMON STOCKS 24801910 20,313.00 1,000.00 (a) N/A (c)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 4,390,650.00 88,700.00 (a) N/A (a)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 21,038.00 425.00 (a) N/A (b)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 113,850.00 2,300.00 (a) N/A (c)
DEPOMED INC COMMON STOCKS 24990810 13,125.00 5,000.00 (a) N/A (a)
DEPOMED INC COMMON STOCKS 24990810 21,788.00 8,300.00 (a) N/A (c)
DEPOMED INC WARRANTS 24990811 3,125.00 5,000.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 5,000.00 8,000.00 (a) N/A (c)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 15,213.00 184.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 72,510.00 877.00 (c) N/A (c)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 158,362.00 12,300.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 3,862.00 300.00 (a) N/A (b)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,391,788.00 108,100.00 (c) N/A (c)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 25,947,266.00 431,376.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 6,203,630.00 103,136.00 (a) N/A (b)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 74,649,158.00 1,241,050.00 (a) N/A (c)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 517,290.00 8,600.00 (c) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 108,270.00 1,800.00 (c) N/A (b)
DEVON ENERGY CORP CNV DEBS CONVERTIBLES 25179MAB 5,886,542.00 6,053.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 22,844,959.00 607,175.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 474,075.00 12,600.00 (a) N/A (b)
DEVRY INC COMMON STOCKS 25189310 53,966,328.00 1,434,321.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 131,250.00 2,100.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 112,500.00 1,800.00 (a) N/A (c)
DIAGEO PLC SPON ADR COMMON STOCKS 25243Q20 142,523.00 4,036.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 46,500.00 4,000.00 (a) N/A (b)
DIAMOND OFFSHORE DRILLING COMMON STOCKS 25271C10 20,500.00 500.00 (a) N/A (b)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 5,582,362.00 4,950.00 (a) N/A (a)
DIAMOND OFFSHORE CNV 144A CONVERTIBLES 25271CAB 1,692,860.00 3,400.00 (a) N/A (a)
DIGEX INC COMMON STOCKS 25375610 32,812.00 700.00 (a) N/A (c)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 1,059,375.00 56,500.00 (a) N/A (a)
DIGITAS INC COMMON STOCKS 25388K10 1,775.00 100.00 (a) N/A (a)
DILLARDS INC. COMMON STOCKS 25406710 (114,750.00) (10,800.00) (a) N/A (a)
DILLARDS INC. COMMON STOCKS 25406710 277,312.00 26,100.00 (c) N/A (c)
DIRECT INSITE CORPORATION COMMON STOCKS 25457C10 6,880.00 10,000.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 51,444,911.00 1,344,965.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 26,668,091.00 697,205.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 17,054,528.00 445,870.00 (a) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 6,335,080.00 165,623.00 (c) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 4,707,274.00 123,066.00 (c) N/A (b)
WALT DISNEY INTERNET GROUP COMMON STOCKS 25468720 121,125.00 11,400.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 2,686,751.00 164,700.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 1,611,724.00 98,800.00 (a) N/A (c)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 4,715,533.00 115,013.00 (a) N/A (a)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 942,467.00 22,987.00 (a) N/A (b)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 7,177,500.00 13,050.00 (a) N/A (a)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 110,000.00 200.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 991,116.00 70,794.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 79,800.00 5,700.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 25,200.00 1,800.00 (c) N/A (c)
DIVA SYSTEMS PFD PREFERREDS 25501390 4,662,000.00 333,000.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 978,782.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 245,000.00 17,500.00 (a) N/A (c)
DR PEPPER BTLG HLDGS PRIVATE COMMON STOCKS 25612T10 3,000,000.00 120,000.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 44,828,766.00 552,160.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 1,494,022.00 18,402.00 (a) N/A (b)
DOCUMENTUM INC COMMON STOCKS 25615910 29,804,115.00 367,100.00 (a) N/A (c)
DOLE FOOD COMMON STOCKS 25660510 (285,000.00) (19,000.00) (a) N/A (a)
DOLLAR GENERAL COMMON STOCKS 25666910 10,050.00 600.00 (a) N/A (a)
DOLLAR GENERAL COMMON STOCKS 25666910 16,750.00 1,000.00 (a) N/A (b)
DOLLAR TREE STORES INC COMMON STOCKS 25674710 1,014,075.00 25,000.00 (a) N/A (a)
DOLLAR TREE STORES INC COMMON STOCKS 25674710 11,560,455.00 285,000.00 (a) N/A (c)
DOMINION RESOURCES VA COMMON STOCKS 25746U10 29,041.00 500.00 (a) N/A (a)
DONALDSON LUFKIN & JENRETTE COMMON STOCKS 25766110 35,775.00 400.00 (a) N/A (a)
DLJDIRECT COMMON STOCK COMMON STOCKS 25766150 45,375.00 6,600.00 (a) N/A (a)
DLJDIRECT COMMON STOCK COMMON STOCKS 25766150 633,188.00 92,100.00 (c) N/A (c)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 19,650.00 800.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 41,757.00 1,700.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 1,476,096.00 46,128.00 (a) N/A (a)
DOUBLECLICK INC COMMON STOCKS 25860930 805,632.00 25,176.00 (a) N/A (b)
DOVER CORP COMMON STOCKS 26000310 4,867,471.00 103,700.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 965,026.00 38,697.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 112,221.00 4,500.00 (a) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 127,782.00 5,124.00 (c) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 181,500.00 3,000.00 (a) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 6,050.00 100.00 (a) N/A (b)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 612,250.00 15,500.00 (c) N/A (c)
DRKOOP.COM INC COMMON STOCKS 26209810 116.00 100.00 (c) N/A (b)
DRUGSTORE.COM COMMON STOCKS 26224110 6,750.00 2,000.00 (a) N/A (b)
DSET CORP COMMON STOCKS 26250410 883,740.00 42,848.00 (a) N/A (a)
DSET CORP COMMON STOCKS 26250410 74,250.00 3,600.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 91,673,469.00 2,242,776.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 761,910.00 18,640.00 (a) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 2,125,500.00 52,000.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 147,150.00 3,600.00 (c) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 27,463,912.00 671,900.00 (c) N/A (c)
DUKE ENERGY CORP. COMMON STOCKS 26439910 390,235.00 4,550.00 (a) N/A (a)
DUKE ENERGY CORP. COMMON STOCKS 26439910 85,766.00 1,000.00 (a) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 343,064.00 4,000.00 (c) N/A (b)
DUKE REALTY INVESTMENT COMMON STOCKS 26441150 13,510.00 560.00 (a) N/A (b)
DUN & BRADSTREET CORP-OLD COMMON STOCKS 26483B10 2,693,857.00 78,223.39 (a) N/A (a)
DUN & BRADSTREET CORP-OLD COMMON STOCKS 26483B10 68,876.00 2,000.00 (a) N/A (c)
DUN & BRADSTREET CORP-OLD COMMON STOCKS 26483B10 6,888.00 200.00 (c) N/A (c)
DUPONT PHOTOMASKS INC COMMON STOCKS 26613X10 6,534,880.00 111,232.00 (a) N/A (a)
DUPONT PHOTOMASKS INC COMMON STOCKS 26613X10 4,993,750.00 85,000.00 (a) N/A (c)
DURA PHARMACEUTICALS, INC. COMMON STOCKS 26632S10 14,751,375.00 417,000.00 (a) N/A (a)
DURA PHARMACEUTICALS, INC. COMMON STOCKS 26632S10 1,538,812.00 43,500.00 (a) N/A (c)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 584.00 100.00 (c) N/A (b)
DYAX CORP COMMON STOCKS 26746E10 1,964,375.00 44,900.00 (a) N/A (c)
DYNERGY INC COMMON STOCKS 26816Q10 153,954.00 2,700.00 (a) N/A (a)
DYNERGY INC COMMON STOCKS 26816Q10 188,166.00 3,300.00 (a) N/A (b)
ECI TELECOM LTD COMMON STOCKS 26825810 3,351,171.00 109,426.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 931,000.00 30,400.00 (a) N/A (c)
EEX CORPORATION COMMON STOCKS 26842V20 159.00 33.00 (c) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 177,871,772.00 1,787,656.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 69,313,790.00 696,621.00 (a) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 42,227,800.00 424,400.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 23,653,140.00 237,720.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 8,910,225.00 89,550.00 (c) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 936,295.00 9,410.00 (c) N/A (c)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 508,725.00 13,300.00 (a) N/A (a)
EOG RESOURCES INC COMMON STOCKS 26875P10 396,525.00 10,200.00 (a) N/A (c)
E.ON AG SPONS ADR COMMON STOCKS 26878010 5,162.00 100.00 (a) N/A (a)
E.ON AG SPONS ADR COMMON STOCKS 26878010 30,975.00 600.00 (c) N/A (c)
E. PIPHANY INC COMMON STOCKS 26881V10 9,081,797.00 117,849.00 (a) N/A (a)
E. PIPHANY INC COMMON STOCKS 26881V10 1,614,393.00 20,949.00 (a) N/A (b)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 507,846.00 172,854.35 (a) N/A (a)
E'TOWN CORP COMMON STOCKS 26924210 60,188.00 900.00 (c) N/A (b)
EAGLE GEOPHYSICAL LIQUIDATING COMMON STOCKS 2695249C 553,500.00 6,150,000.00 (a) N/A (a)
EAGLE GEOPHYSICAL LIQUIDATING COMMON STOCKS 2695249C 202,500.00 2,250,000.00 (a) N/A (c)
EAGLE GEOPHYSICAL LIQUIDATING COMMON STOCKS 2695249C 144,000.00 1,600,000.00 (c) N/A (c)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 114,316.00 6,200.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 5,900.00 320.00 (c) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 1,264,847.00 68,600.00 (c) N/A (c)
EARTHLINK INC COMMON STOCKS 27032110 39,238.00 4,300.00 (a) N/A (a)
EARTHLINK INC COMMON STOCKS 27032110 25,185.00 2,760.00 (a) N/A (b)
EARTHWATCH INC 8.5% PFD COMMON STOCKS 27032460 84,074.00 336,294.69 (a) N/A (a)
EARTHWATCH INC 8.5% PFD COMMON STOCKS 27032460 4,296.00 17,183.00 (a) N/A (c)
EARTHWATCH INC 8.5% PFD COMMON STOCKS 27032460 3,682.00 14,728.00 (c) N/A (c)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 6,383.00 100.00 (a) N/A (a)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 9,574.00 150.00 (a) N/A (b)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 5,541.00 150.00 (a) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 4,617.00 125.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 (209,566.00) (5,127.00) (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 25,547.00 625.00 (a) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 32,700.00 800.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 91,969.00 2,250.00 (c) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 309,792.00 7,579.00 (c) N/A (b)
EASYRIDERS INC COMMON STOCKS 27784810 131.00 300.00 (a) N/A (b)
EATON CORP COMMON STOCKS 27805810 258,825.00 4,200.00 (a) N/A (a)
EATON CORP COMMON STOCKS 27805810 4,178,175.00 67,800.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 147,900.00 2,900.00 (a) N/A (a)
EATON VANCE CORP COMMON STOCKS 27826510 1,086,300.00 21,300.00 (c) N/A (c)
EBAY INC COMMON STOCKS 27864210 4,203,431.00 61,196.00 (a) N/A (a)
EBAY INC COMMON STOCKS 27864210 34,344.00 500.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 8,155,150.00 154,600.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 58,025.00 1,100.00 (a) N/A (b)
ECLIPSYS CORP COMMON STOCKS 27885610 44,992.00 2,812.00 (c) N/A (a)
ECOLAB INC COMMON STOCKS 27886510 7,213.00 200.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 (34,798.00) (1,800.00) (a) N/A (a)
EDWARDS LIFESCIENCE CP COMMON STOCKS 28176E10 873.00 40.00 (a) N/A (b)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 277,312.00 4,500.00 (a) N/A (a)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 4,622.00 75.00 (a) N/A (b)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 6,569,225.00 106,600.00 (a) N/A (c)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 616,250.00 10,000.00 (c) N/A (a)
ELAN FINANCE CNV BND YANKEE CONVERTIBLES 284129AC 7,929,250.00 9,850.00 (a) N/A (a)
ELAN CORP PLC SPONS ADR COMMON STOCKS 28413120 7,936,012.00 144,950.00 (a) N/A (a)
ELAN CORP PLC SPONS ADR COMMON STOCKS 28413120 1,311,262.00 23,950.00 (a) N/A (b)
ELAN CORP PLC SPONS ADR COMMON STOCKS 28413120 42,600,975.00 778,100.00 (a) N/A (c)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 5,329,938.00 53,500.00 (a) N/A (a)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 3,098,338.00 31,100.00 (a) N/A (c)
ELASTIC NETWORKS INC COMMON STOCKS 28415910 1,338,048.00 96,000.00 (a) N/A (a)
ELCOR CORP COMMON STOCKS 28444310 242,150.00 16,700.00 (a) N/A (c)
ELECTRO SCIENTIFIC INDS INC COMMON STOCKS 28522910 183,528.00 5,225.00 (a) N/A (c)
ELECTRONIC ARTS INC COMMON STOCKS 28551210 9,875.00 200.00 (a) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 2,071,680.00 49,920.00 (a) N/A (a)
ELECTRONICS FOR IMAGING INC. COMMON STOCKS 28608210 505,000.00 20,000.00 (a) N/A (a)
ELECTRONICS FOR IMAGING INC. COMMON STOCKS 28608210 1,262.00 50.00 (a) N/A (b)
ELSINORE CORP COMMON STOCKS 29030830 27,125.00 31,000.00 (a) N/A (a)
EMBOTELLADORA ARICA-ADR REGS COMMON STOCKS 29081520 652,500.00 75,000.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 32,474,252.00 1,755,365.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 5,781,250.00 312,500.00 (a) N/A (c)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 1,766,526.00 172,344.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 711,862.00 69,450.00 (a) N/A (c)
EMAGIN CORPORATION COMMON STOCKS 29082590 770,118.00 89,632.00 (a) N/A (a)
EMCORE CORP COMMON STOCKS 29084610 11,068,064.00 266,200.00 (a) N/A (a)
EMCORE CORP COMMON STOCKS 29084610 507,252.00 12,200.00 (a) N/A (b)
EMCORE CORP COMMON STOCKS 29084610 16,040,792.00 385,800.00 (a) N/A (c)
EMERGE INTERACTIVE INC COMMON STOCKS 29088W10 17,462.00 1,100.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 951,400.00 14,200.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 948,050.00 14,150.00 (a) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 80,400.00 1,200.00 (a) N/A (c)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 80,400.00 1,200.00 (c) N/A (b)
EMISPHERE TECHNOLOGIES INC COMMON STOCKS 29134510 14,969.00 500.00 (a) N/A (b)
EMISPHERE TECHNOLOGIES INC COMMON STOCKS 29134510 556,847.00 18,600.00 (a) N/A (c)
EMMIS COMMUNICATIONS CL A COMMON STOCKS 29152510 2,113,650.00 85,400.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 4,250,750.00 34,700.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 16,770,250.00 136,900.00 (a) N/A (c)
EMULEX CORP COMMON STOCKS 29247520 64,925.00 530.00 (c) N/A (c)
ENCOMPASS SERVICES CORP COMMON STOCKS 29255U10 171.00 21.00 (a) N/A (b)
ENDO PHARMACEUT-WTS @ $ 1.00 WARRANTS 29264F11 250.00 100.00 (a) N/A (b)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 119,997.00 5,300.00 (a) N/A (a)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 404,142.00 17,850.00 (a) N/A (c)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 3,286,498.00 184,500.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 2,321,034.00 130,300.00 (a) N/A (c)
ENERSIS SA ADR RIGHTS COMMON STOCKS 29274F96 9,225.00 34,105.00 (a) N/A (a)
ENERSIS SA ADR RIGHTS COMMON STOCKS 29274F96 8,056.00 29,783.00 (a) N/A (c)
ENGELHARD CORP COMMON STOCKS 29284510 45,500.00 2,800.00 (a) N/A (a)
ENGELHARD CORP COMMON STOCKS 29284510 105,625.00 6,500.00 (a) N/A (b)
ENGINEERING MEASUREMENTS CO COMMON STOCKS 29288010 1,578.00 250.00 (c) N/A (b)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 3,890,900.00 299,300.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 16,073,850.00 1,236,450.00 (a) N/A (c)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 507,000.00 39,000.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 25,268,303.00 288,316.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 3,259,369.00 37,190.00 (a) N/A (b)
ENRON CORP COMMON STOCKS 29356110 16,634,262.00 189,800.00 (a) N/A (c)
ENTERGY CORP COMMON STOCKS 29364G10 74,540.00 2,000.00 (a) N/A (a)
ENTREMED INC COMMON STOCKS 29382F10 39,025.00 1,400.00 (a) N/A (a)
ENTREMED INC COMMON STOCKS 29382F10 426,488.00 15,300.00 (c) N/A (c)
ENTRAVISION COMMUNICATIONS COMMON STOCKS 29382R10 3,928,488.00 226,100.00 (a) N/A (a)
ENTRAVISION COMMUNICATIONS COMMON STOCKS 29382R10 41,700.00 2,400.00 (a) N/A (c)
ENZO BIOCHEM INC COM COMMON STOCKS 29410010 368,722.00 7,600.00 (a) N/A (a)
ENZO BIOCHEM INC COM COMMON STOCKS 29410010 2,823,631.00 58,200.00 (c) N/A (c)
EPCOS AG SPON ADR COMMON STOCKS 29410P10 8,492.00 105.00 (a) N/A (b)
EPRISE CORP COMMON STOCKS 29435210 929,404.00 107,757.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 78,120.00 2,900.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 92,505.00 3,434.00 (a) N/A (b)
EQUINEX INC WARRANTS WARRANTS 29444U11 450,000.00 3,000.00 (a) N/A (a)
EQUITABLE RES INC COMMON STOCKS 29454910 (380,346.00) (6,000.00) (a) N/A (a)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 155,875.00 1,000.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 235,463.00 7,588.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 31,031.00 1,000.00 (a) N/A (b)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 34,910.00 1,125.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 1,811,520.00 37,740.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 72,000.00 1,500.00 (a) N/A (c)
EQUITY RES PRP PRF 8.60 SER D PREFERREDS 29476L80 1,823,600.00 75,200.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPERTIES CONVERTIBLES 29476L85 3,074,738.00 135,900.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 474,016.00 32,000.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 829,528.00 56,000.00 (a) N/A (b)
ESCALADE INC COMMON STOCKS 29605610 1,912.00 100.00 (a) N/A (b)
ESSEX PROPERTY TRUST INC. COMMON STOCKS 29717810 478,994.00 8,650.00 (a) N/A (c)
ETOYS INC COMMON STOCKS 29786210 940,245.00 175,944.00 (a) N/A (b)
EUROPEAN WARRANT FUND INC EQUITY FUNDS 29879210 51,040.00 3,520.00 (a) N/A (b)
EVERGREEN RES INC COMMON STOCKS 29990030 458,700.00 13,200.00 (a) N/A (c)
EXAR CORP COMMON STOCKS 30064510 9,861,500.00 81,500.00 (a) N/A (a)
EXAR CORP COMMON STOCKS 30064510 435,600.00 3,600.00 (a) N/A (b)
EXAR CORP COMMON STOCKS 30064510 14,341,525.00 118,525.00 (a) N/A (c)
EXCALIBUR TECHNOLOGIES CORP COMMON STOCKS 30065120 10,434,296.00 155,300.00 (a) N/A (a)
EXCALIBUR TECHNOLOGIES CORP COMMON STOCKS 30065120 174,689.00 2,600.00 (a) N/A (c)
EXCALIBUR TECHNOLOGIES CORP COMMON STOCKS 30065120 201,564.00 3,000.00 (c) N/A (c)
SAL SMITH BARNEY SP PURPOSE CONVERTIBLES 30149TAA 8,875,500.00 7,760.00 (a) N/A (a)
SSB EXCHANGEABLE CERTS CORP CONVERTIBLES 30149TAC 3,707,000.00 4,400.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 79,104,280.00 1,602,112.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 55,053.00 1,115.00 (a) N/A (b)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 98,750.00 2,000.00 (a) N/A (c)
EXPRESS SCRIPTS, INC. COMMON STOCKS 30218210 12,766,575.00 176,700.00 (a) N/A (a)
EXPRESS SCRIPTS, INC. COMMON STOCKS 30218210 491,300.00 6,800.00 (a) N/A (c)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 15,799,300.00 1,192,400.00 (a) N/A (a)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 4,222,775.00 318,700.00 (a) N/A (c)
EXTREME NETWORKS COMMON STOCKS 30226D10 20,919,837.00 182,706.00 (a) N/A (a)
EXTREME NETWORKS COMMON STOCKS 30226D10 11,484,350.00 100,300.00 (a) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 80,904,291.00 907,932.05 (a) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 22,669,559.00 254,414.00 (a) N/A (b)
EXXON MOBIL CORP COMMON STOCKS 30231G10 12,733,104.00 142,900.00 (a) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 7,663,208.00 86,002.00 (c) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 9,338,917.00 104,808.00 (c) N/A (b)
FMC CORP NEW COMMON STOCKS 30249130 (573,389.00) (8,550.00) (a) N/A (a)
FMC CORP NEW COMMON STOCKS 30249130 46,944.00 700.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 157,838.00 2,400.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 65,766.00 1,000.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 131,532.00 2,000.00 (c) N/A (b)
FCNB CORP COMMON STOCKS 30292010 339.00 16.00 (c) N/A (b)
FACTSET RESEARCH SYSTEMS INC COMMON STOCKS 30307510 233,120.00 6,200.00 (a) N/A (a)
FACTSET RESEARCH SYSTEMS INC COMMON STOCKS 30307510 2,244,720.00 59,700.00 (c) N/A (c)
FAIRCHILD SEMICONDUCT CORP COMMON STOCKS 30372610 130,922.00 4,655.00 (a) N/A (c)
FASTENAL CO. COMMON STOCKS 31190010 62,235.00 1,080.00 (c) N/A (b)
FEDDERS CORP COMMON STOCKS 31313530 44,726.00 13,500.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 110,070,646.00 2,035,970.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 16,303,779.00 301,570.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 49,591,990.00 917,300.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 1,562,421.00 28,900.00 (c) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 551,443.00 10,200.00 (c) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 1,329,950.00 24,600.00 (c) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 4,748,530.00 66,413.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 1,268,052.00 17,735.00 (a) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 10,367,500.00 145,000.00 (a) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 286,000.00 4,000.00 (c) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 7,150.00 100.00 (c) N/A (b)
FEDERAL NATL MTG ASSN 8.2 03/10/2016 AA313586UV 2,129,025.00 1,898.00 (a) N/A (c)
FEDERAL NAT MTG ASSOC 5.75 02/15/2008 N31359MDJ 1,132,128.00 1,200.00 (a) N/A (a)
FEDERAL NAT MTG ASSOC 7.125 03/15/2007 31359MFL 5,114,050.00 5,000.00 (a) N/A (a)
FEDERAL NAT MTG ASSOC 7.125 03/15/2007 31359MFL 13,091,968.00 12,800.00 (a) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 449,350.00 17,200.00 (a) N/A (a)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 13,062.00 500.00 (a) N/A (b)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 5,721,375.00 219,000.00 (a) N/A (c)
FEDERATED DEPT STORES WTS C WARRANTS 31410H12 2,359.00 517.00 (a) N/A (a)
FEDERATED INVESTORS INC COMMON STOCKS 31421110 8,677,350.00 350,600.00 (a) N/A (a)
FEDEX CORPORATION COMMON STOCKS 31428X10 186,228.00 4,200.00 (a) N/A (a)
FELCOR LODGING TRUST INC COMMON STOCKS 31430F10 1,503.00 65.00 (a) N/A (b)
F5 NETWORKS INC COMMON STOCKS 31561610 2,909,958.00 85,587.00 (a) N/A (a)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 14,892,522.00 606,299.00 (a) N/A (a)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 662,734.00 26,981.00 (a) N/A (b)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 21,106,986.00 859,300.00 (a) N/A (c)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 96,361.00 3,923.00 (c) N/A (a)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 48,488.00 900.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 78,208.00 4,300.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 805,728.00 44,300.00 (c) N/A (c)
FINANCIAL FEDERAL CORP COMMON STOCKS 31749210 108,846.00 4,500.00 (a) N/A (c)
FINISTAR CORPORATION COMMON STOCKS 31787A10 6,162,975.00 127,400.00 (a) N/A (a)
FINISTAR CORPORATION COMMON STOCKS 31787A10 23,897,250.00 494,000.00 (a) N/A (c)
FINLAY ENTERPRISES INC COMMON STOCKS 31788420 42,000.00 3,000.00 (a) N/A (b)
FINET.COM INC COMMON STOCKS 31792230 188.00 400.00 (a) N/A (a)
FINET.COM INC COMMON STOCKS 31792230 469.00 1,000.00 (a) N/A (b)
FIRST CITIZENS BCSHS -CL A COMMON STOCKS 31946M10 13,669.00 191.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 4,000,051.00 102,400.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 191,409.00 4,900.00 (a) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 547,351.00 14,012.00 (c) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 879,450.00 28,600.00 (c) N/A (c)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 2,334,900.00 72,400.00 (a) N/A (a)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 1,564,125.00 48,500.00 (a) N/A (c)
FIRST PHILIPPINE FUND INC EQUITY FUNDS 33610010 2,063.00 600.00 (a) N/A (b)
FIRST SECURITY CORP DELA COMMON STOCKS 33629410 52,283.00 3,205.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 479,987.00 14,912.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 600,821.00 18,666.00 (a) N/A (b)
FIRST UNION CORP COMMON STOCKS 33735810 23,948.00 744.00 (c) N/A (a)
FIRST VIRGINIA BANKS INC COMMON STOCKS 33747710 25,575.00 600.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 197,795.00 8,840.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 33,562.00 1,500.00 (a) N/A (b)
FIRSTMERIT CORP COMMON STOCKS 33791510 (1,192,776.00) (52,000.00) (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 75,950.00 6,200.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 159,250.00 13,000.00 (c) N/A (c)
FIRSTENERGY CORP COMMON STOCKS 33793210 1,279,926.00 47,475.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 10,321,779.00 264,661.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 506,103.00 12,977.00 (a) N/A (b)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 83,109.00 2,131.00 (c) N/A (b)
FLEMING COS INC COMMON STOCKS 33913010 64,009.00 4,900.00 (a) N/A (a)
FLORIDA EAST COAST INDS COMMON STOCKS 34063210 516,600.00 12,600.00 (c) N/A (c)
FLORIDA PROGRESS COMMON STOCKS 34110910 10,592.00 200.00 (a) N/A (a)
FLUOR CORP COMMON STOCKS 34386110 (606,000.00) (20,200.00) (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 3,598,530.00 92,270.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 1,162,200.00 29,800.00 (a) N/A (c)
FORD MOTOR COMPANY W/I COMMON STOCKS 34537086 87,910,243.00 3,447,460.50 (a) N/A (a)
FORD MOTOR COMPANY W/I COMMON STOCKS 34537086 73,899.00 2,898.00 (a) N/A (b)
FORD MOTOR COMPANY W/I COMMON STOCKS 34537086 10,401,431.00 407,899.25 (a) N/A (c)
FORD MOTOR COMPANY W/I COMMON STOCKS 34537086 11,359,102.00 445,455.00 (c) N/A (c)
FOREST LABS INC COMMON STOCKS 34583810 3,268,608.00 28,500.00 (a) N/A (c)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 7,050,750.00 110,600.00 (a) N/A (a)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 420,750.00 6,600.00 (a) N/A (c)
FORT JAMES CORP. COMMON STOCKS 34747110 104,006.00 3,403.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 5,236.00 171.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 30,620.00 1,000.00 (c) N/A (c)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 39,750.00 1,500.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS-A COMMON STOCKS 35040410 24,648,225.00 1,482,600.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS-A COMMON STOCKS 35040410 980,875.00 59,000.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS-A COMMON STOCKS 35040410 10,299,188.00 619,500.00 (a) N/A (c)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 99,466,186.00 1,485,945.00 (a) N/A (a)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 53,015.00 792.00 (a) N/A (b)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 26,775.00 400.00 (a) N/A (c)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 44,848.00 670.00 (c) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 3,498,000.00 132,000.00 (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 7,450,911.00 167,700.00 (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 155,505.00 3,500.00 (a) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 23,996,643.00 540,100.00 (a) N/A (c)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 2,644.00 300.00 (a) N/A (a)
FREMONT GENERAL CORP COMMON STOCKS 35728810 415,310.00 120,800.00 (a) N/A (c)
FRESENIUS MEDICAL CARE ADR COMMON STOCKS 35802910 18,821.00 630.00 (a) N/A (b)
FRESENIUS MEDICAL CARE - ADR COMMON STOCKS 35802920 19,368,076.00 1,160,599.00 (a) N/A (a)
FRONTLINE CAPITAL GROUP COMMON STOCKS 35921N10 65,752.00 4,000.00 (a) N/A (a)
FRONTLINE CAPITAL GROUP COMMON STOCKS 35921N10 8,630.00 525.00 (a) N/A (b)
FUJI BANK LTD-UNSPONSORED ADR COMMON STOCKS 35955020 15,398.00 200.00 (c) N/A (c)
FUJI PHOTO FILM UNSPON ADR COMMON STOCKS 35958630 3,350.00 100.00 (a) N/A (a)
FUJI PHOTO FILM UNSPON ADR COMMON STOCKS 35958630 16,750.00 500.00 (c) N/A (c)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 3,600.00 31.00 (a) N/A (a)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 28,452.00 245.00 (c) N/A (c)
FUSION MEDICAL TECHNOLOGIES COMMON STOCKS 36112810 202,903.00 20,677.00 (a) N/A (a)
GATX CORP COMMON STOCKS 36144810 544,375.00 13,000.00 (a) N/A (c)
GC COMPANIES INC COMMON STOCKS 36155Q10 9,480.00 3,160.00 (a) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 600.00 200.00 (a) N/A (b)
GPU INC COMMON STOCKS 36225X10 6,491.00 200.00 (a) N/A (a)
GT GROUP TELECOM INC-WT WARRANTS 36235910 332,500.00 4,750.00 (a) N/A (a)
GT GROUP TELECOM INC-WT WARRANTS 36235910 17,500.00 250.00 (c) N/A (c)
GABELLI ASSET MGMT INC CL A COMMON STOCKS 36239Y10 2,937,000.00 97,900.00 (a) N/A (a)
GABELLI ASSET MGMT INC CL A COMMON STOCKS 36239Y10 54,000.00 1,800.00 (a) N/A (c)
GABLES RESIDENTIAL TRUST COMMON STOCKS 36241810 8,156.00 300.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 18,035,900.00 340,300.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 755,250.00 14,250.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 1,658,900.00 31,300.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 222,600.00 4,200.00 (c) N/A (a)
GANNETT CO COMMON STOCKS 36473010 74,200.00 1,400.00 (c) N/A (b)
GAP INC COMMON STOCKS 36476010 370,300.00 18,400.00 (a) N/A (a)
GAP INC COMMON STOCKS 36476010 80,399.00 3,995.00 (a) N/A (b)
GAP INC COMMON STOCKS 36476010 10,062.00 500.00 (a) N/A (c)
GAP INC COMMON STOCKS 36476010 6,782.00 337.00 (c) N/A (b)
GARTNER GROUP INC CL A COMMON STOCKS 36665110 58,125.00 5,000.00 (a) N/A (c)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 4,241.00 390.00 (a) N/A (a)
GASONICS INTERNATIONAL CORP. COMMON STOCKS 36727810 3,185,061.00 260,005.00 (a) N/A (a)
GASONICS INTERNATIONAL CORP. COMMON STOCKS 36727810 92,488.00 7,550.00 (a) N/A (c)
GATEWAY INC COMMON STOCKS 36762610 3,662,175.00 75,900.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 3,378.00 70.00 (a) N/A (b)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 40,850.00 24,200.00 (c) N/A (c)
GEMINI GENOMICS PLC ADR COMMON STOCKS 36865M10 1,428,875.00 99,400.00 (a) N/A (c)
GEMSTAR-TV GUIDE INTL INC COMMON STOCKS 36866W10 8,301,257.00 95,211.00 (a) N/A (a)
GEMSTAR-TV GUIDE INTL INC COMMON STOCKS 36866W10 20,925,120.00 240,000.00 (a) N/A (c)
GEMSTAR-TV GUIDE INTL INC COMMON STOCKS 36866W10 5,043,128.00 57,842.00 (c) N/A (a)
GENAISSANCE PHARMACEUTICALS COMMON STOCKS 36867W10 709,598.00 34,300.00 (a) N/A (a)
GENAISSANCE PHARMACEUTICALS COMMON STOCKS 36867W10 82,752.00 4,000.00 (a) N/A (b)
GENAISSANCE PHARMACEUTICALS COMMON STOCKS 36867W10 827,520.00 40,000.00 (a) N/A (c)
GENENCOR INTERNATIONAL INC COMMON STOCKS 36870910 373,275.00 12,600.00 (a) N/A (a)
GENENCOR INTERNATIONAL INC COMMON STOCKS 36870910 8,689,012.00 293,300.00 (a) N/A (c)
GENENTECH INC COMMON STOCKS 36871040 18,143,574.00 97,710.00 (a) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 5,752,614.00 30,980.00 (a) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 13,740,912.00 74,000.00 (a) N/A (c)
GENENTECH INC COMMON STOCKS 36871040 993,431.00 5,350.00 (c) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 1,246,895.00 6,715.00 (c) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 105,842.00 570.00 (c) N/A (c)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 3,878,757.00 296,927.00 (a) N/A (a)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 815,131.00 62,400.00 (a) N/A (c)
GENERAL AMERICAN INVESTORS COMMON STOCKS 36880210 15,616,110.00 373,475.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS COMMON STOCKS 36880210 651,070.00 15,571.00 (a) N/A (b)
GENERAL AMERICAN INVESTORS COMMON STOCKS 36880210 146,095.00 3,494.00 (c) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 (226,127.00) (3,600.00) (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 246,786,997.00 4,268,711.14 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 48,785,847.00 843,856.00 (a) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 60,738,338.00 1,050,600.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 3,629,500.00 62,780.00 (c) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 14,764,226.00 255,379.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 10,271,058.00 177,660.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 804,700.00 25,000.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 32,188.00 1,000.00 (a) N/A (b)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 32,188.00 1,000.00 (a) N/A (c)
GENERAL MILLS INC COMMON STOCKS 37033410 3,198,550.00 90,100.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 14,200.00 400.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 8,559,050.00 241,100.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 21,180,315.00 325,851.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 43,940.00 676.00 (a) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 1,690,260.00 26,004.00 (a) N/A (c)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 11,120,203.00 299,091.00 (a) N/A (a)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 64,953.00 1,747.00 (a) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 46,958.00 1,263.00 (a) N/A (c)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 51,680.00 1,390.00 (c) N/A (c)
GENESCO INC COMMON STOCKS 37153210 44,039.00 2,600.00 (a) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 352,500.00 14,100.00 (a) N/A (a)
GENTEX CORP COMMON STOCKS 37190110 365,000.00 14,600.00 (a) N/A (c)
GENESIS ENERGY LP COMMON STOCKS 37192710 218,016.00 32,000.00 (a) N/A (a)
GENUINE PARTS CO COMMON STOCKS 37246010 5,719.00 300.00 (a) N/A (a)
GENZYME TRANSGENICSCORP COMMON STOCKS 37246E10 7,060,575.00 200,300.00 (a) N/A (a)
GENZYME TRANSGENICSCORP COMMON STOCKS 37246E10 927,075.00 26,300.00 (a) N/A (c)
GENZYME CORP COMMON STOCKS 37291710 306,846.00 4,500.00 (a) N/A (a)
GENZYME CORP COMMON STOCKS 37291710 150,014.00 2,200.00 (a) N/A (b)
GENZYME CORP COMMON STOCKS 37291710 2,188,835.00 32,100.00 (a) N/A (c)
GENZYME MOLECULAR ONCOLOGY COMMON STOCKS 37291750 291.00 21.00 (a) N/A (a)
GENZYME MOLECULAR ONCOLOGY COMMON STOCKS 37291750 1,498.00 108.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS COMMON STOCKS 37291760 262.00 35.00 (a) N/A (a)
GENZYME SURGICAL PRODUCTS COMMON STOCKS 37291760 1,342.00 179.00 (a) N/A (b)
GEORGIA-PACIFIC COMMON STOCKS 37329810 (230,300.00) (9,800.00) (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 75,200.00 3,200.00 (c) N/A (b)
GEOTEK COMMUNICATIONS INC COMMON STOCKS 37365410 68.00 68,096.00 (a) N/A (a)
GEOWORKS COMMON STOCKS 37369210 2,212.00 300.00 (a) N/A (a)
GERDAU SA SPON ADR COMMON STOCKS 37373710 133,578.00 10,400.00 (a) N/A (a)
GERMANY FUND EQUITY FUNDS 37414310 330.00 26.00 (c) N/A (b)
GETTY IMAGES INC COMMON STOCKS 37427610 14,957,416.00 491,406.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 13,697.00 450.00 (a) N/A (b)
GETTY IMAGES INC COMMON STOCKS 37427610 20,971,782.00 689,000.00 (a) N/A (c)
GETTY REALTY CORP NEW PART CONVERTIBLES 37429720 23,147.00 1,172.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 40,009,137.00 364,754.00 (a) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 195,245.00 1,780.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 3,290,640.00 30,000.00 (a) N/A (c)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 1,901,771.00 17,338.00 (c) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 15,147,913.00 138,100.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 2,933,248.00 95,004.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 1,916,072.00 62,059.00 (a) N/A (b)
GILLETTE CO. COMMON STOCKS 37576610 306,280.00 9,920.00 (c) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 22,292.00 722.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 759,101.00 12,560.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 6,044.00 100.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 42,307.00 700.00 (c) N/A (c)
GLENAYRE TECHNOLOGIES INC. COMMON STOCKS 37789910 29,895.00 2,749.00 (a) N/A (a)
GLENAYRE TECHNOLOGIES INC. COMMON STOCKS 37789910 8,700.00 800.00 (a) N/A (b)
GLOBAL CROSSING LTD 7% CNV PFD PREFERREDS 37932J30 1,687,250.00 8,500.00 (a) N/A (a)
GLOBAL INDUSTRIES LTD COMMON STOCKS 37933610 43,750.00 3,500.00 (a) N/A (c)
GLOBAL MARINE INC. COMMON STOCKS 37935240 6,482,638.00 209,964.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 61,750.00 2,000.00 (a) N/A (b)
GLOBAL MARINE INC. COMMON STOCKS 37935240 291,769.00 9,450.00 (a) N/A (c)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 435,942.00 96,876.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 12,636.00 2,808.00 (a) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 315.00 70.00 (c) N/A (b)
GLOBESPAN INC COMMON STOCKS 37957110 36,038,434.00 295,397.00 (a) N/A (a)
GLOBESPAN INC COMMON STOCKS 37957110 5,530,748.00 45,334.00 (a) N/A (b)
GLOBESPAN INC COMMON STOCKS 37957110 24,400.00 200.00 (a) N/A (c)
GLOBIX CORP COMMON STOCKS 37957F10 1,936,658.00 83,072.00 (a) N/A (a)
GLOBIX CORP COMMON STOCKS 37957F10 328,247.00 14,080.00 (a) N/A (c)
GLOBIX CORP COMMON STOCKS 37957F10 82,062.00 3,520.00 (c) N/A (c)
GLOBO CABO S.A. SP ADR COMMON STOCKS 37957X10 989,750.00 74,000.00 (a) N/A (a)
GOLDEN STATE BANCORP COMMON STOCKS 38119710 16,538.00 700.00 (a) N/A (b)
GOLDEN STAR RESOURCES LTD COMMON STOCKS 38119T10 1,681.00 2,200.00 (a) N/A (b)
GOLDEN TELECOM INC COMMON STOCKS 38122G10 1,320,500.00 76,000.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 7,453,875.00 139,000.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 123,874.00 2,310.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 14,484,270.00 127,055.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 10,871,610.00 95,365.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 22,800.00 200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 826,500.00 7,250.00 (c) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 524,400.00 4,600.00 (c) N/A (b)
GOLDMAN SACHS INC 00 CALL OPTIONS 38141G9KC 712,500.00 750.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC 00 PUT OPTIONS 38141G9WC 515,625.00 750.00 (a) N/A (a)
B.F. GOODRICH CO COMMON STOCKS 38238810 11,756.00 300.00 (a) N/A (a)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 (288,000.00) (16,000.00) (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 3,918,005.00 72,200.00 (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 179,078.00 3,300.00 (a) N/A (c)
GO2NET INC COMMON STOCKS 38348610 314,743.00 5,800.00 (c) N/A (c)
W.R. GRACE & CO COMMON STOCKS 38388F10 688.00 100.00 (a) N/A (a)
GPA GROUP PLC PFD 7% PREFERREDS 38411190 5,180,000.00 9,250,000.00 (a) N/A (a)
GRAINGER (W.W.) INC COMMON STOCKS 38480210 47,363.00 1,800.00 (a) N/A (a)
GRAND UNION CO-WTS WARRANTS 38653213 43.00 1,394.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 57,655.00 12,550.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 27,564.00 6,000.00 (a) N/A (c)
GRANT PRIDECO INC COMMON STOCKS 38821G10 1,808,635.00 82,443.00 (a) N/A (a)
GREAT ATLANTIC & PAC TEA COMMON STOCKS 39006410 1,106.00 100.00 (a) N/A (a)
GREAT LAKES CHEM CORP COMMON STOCKS 39056810 49,832.00 1,700.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 19,256.00 650.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 962,812.00 32,500.00 (a) N/A (c)
GREY GLOBAL GROUP INC COMMON STOCKS 39787M10 79,952.00 129.00 (a) N/A (b)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 145,080.00 5,200.00 (a) N/A (a)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 27,900.00 1,000.00 (c) N/A (c)
GRUPO CARSO SPON ADR COMMON STOCKS 40048520 248,976.00 39,900.00 (a) N/A (a)
GRUPO TRIBASA ADR COMMON STOCKS 40049F20 4.00 3.00 (c) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 20,741,893.00 359,553.00 (a) N/A (a)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 161,526.00 2,800.00 (a) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 5,763,031.00 99,900.00 (a) N/A (c)
GRUPO IUSACELL S.A. ADR (V) COMMON STOCKS 40050B10 6,810,811.00 573,542.00 (a) N/A (a)
GRUPO IUSACELL S.A. ADR (V) COMMON STOCKS 40050B10 1,672,570.00 140,848.00 (a) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 33,126.00 2,000.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 14,907.00 900.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 90,423,241.00 1,279,188.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 28,275.00 400.00 (a) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 1,519,792.00 21,500.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 44,688,954.00 632,200.00 (c) N/A (c)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 36,071.00 1,564.00 (a) N/A (a)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 36,071.00 1,564.00 (a) N/A (b)
HCA-THE HEALTHCARE COMPANY COMMON STOCKS 40411910 493,762.00 13,300.00 (a) N/A (a)
HCA-THE HEALTHCARE COMPANY COMMON STOCKS 40411910 27,491,062.00 740,500.00 (a) N/A (c)
HCC INSURANCE HLDGS INC COMMON STOCKS 40413210 245,422.00 12,082.00 (a) N/A (c)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 361,150.00 36,115.00 (a) N/A (a)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 52,600.00 5,260.00 (a) N/A (c)
HMN FINANCIAL INC COMMON STOCKS 40424G10 1,244.00 100.00 (a) N/A (b)
HNC SOFTWARE COMMON STOCKS 40425P10 139,082.00 1,700.00 (a) N/A (a)
HNC SOFTWARE COMMON STOCKS 40425P10 1,366,277.00 16,700.00 (c) N/A (c)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 57,120.00 800.00 (a) N/A (a)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 164,220.00 2,300.00 (c) N/A (b)
HSB GROUP INC COMMON STOCKS 40428N10 232,725.00 5,800.00 (a) N/A (a)
HS RESOURCES INC COMMON STOCKS 40429710 329,525.00 9,800.00 (a) N/A (c)
HA-LO INDUSTRIES INC COMMON STOCKS 40442910 16,000.00 4,000.00 (a) N/A (b)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 3,895,362.00 110,900.00 (a) N/A (a)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 288,025.00 8,200.00 (a) N/A (b)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 1,988,075.00 56,600.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 16,799,192.00 343,275.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 4,744,050.00 96,940.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 18,288,131.00 373,700.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 868,650.00 17,750.00 (c) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 259,371.00 5,300.00 (c) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 1,069.00 100.00 (a) N/A (b)
HALSEY DRUG CO COMMON STOCKS 40636910 142,000.00 200,000.00 (a) N/A (a)
HANARO TELECOM INC SPON ADR COMMON STOCKS 40964920 308,875.00 70,600.00 (a) N/A (a)
JOHN HANCOCK BANK & THRIFT FND EQUITY FUNDS 40973510 16,000.00 2,000.00 (a) N/A (a)
JOHN HANCOCK FINANCIAL COMMON STOCKS 41014S10 10,750,000.00 400,000.00 (a) N/A (c)
HANDSPRING INC COMMON STOCKS 41029310 20,719.00 300.00 (a) N/A (b)
HANOVER DIRECT INC COMMON STOCKS 41078310 2,414,707.00 4,289,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 1,298,000.00 22,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 914,500.00 15,500.00 (a) N/A (b)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 159,300.00 2,700.00 (c) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 1,149,000.00 24,000.00 (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 35,236.00 736.00 (a) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 277,675.00 5,800.00 (a) N/A (c)
HARMAN INTERNATIONAL COMMON STOCKS 41308610 367,540.00 9,400.00 (a) N/A (a)
HARMAN INTERNATIONAL COMMON STOCKS 41308610 1,020,510.00 26,100.00 (a) N/A (c)
HARRAH`S ENTERTAINMENT INC COMMON STOCKS 41361910 5,500.00 200.00 (a) N/A (a)
HARRIS CORP COMMON STOCKS 41387510 16,786,951.00 590,300.00 (a) N/A (a)
HARRIS CORP COMMON STOCKS 41387510 15,148,069.00 532,670.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 127,965.00 5,800.00 (a) N/A (a)
HARSCO CORP COMMON STOCKS 41586410 3,388,877.00 153,600.00 (a) N/A (c)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 4,103,468.00 150,586.00 (a) N/A (a)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 190,750.00 7,000.00 (a) N/A (b)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 73,575.00 2,700.00 (a) N/A (c)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 68,670.00 2,520.00 (c) N/A (b)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 5,881,012.00 80,700.00 (a) N/A (a)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 153,038.00 2,100.00 (a) N/A (b)
HASBRO INC COMMON STOCKS 41805610 3,431.00 300.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 286,098.00 8,200.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 1,650,297.00 47,300.00 (c) N/A (c)
HEALTH CARE PPTYS INVEST INC COMMON STOCKS 42191510 619,162.00 20,900.00 (c) N/A (c)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 3,190,529.00 395,700.00 (a) N/A (a)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 36,284.00 4,500.00 (a) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 7,979,704.00 383,400.00 (a) N/A (a)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 33,985,548.00 1,632,900.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 77,106.00 3,650.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 14,788.00 700.00 (a) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 25,350.00 1,200.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 686,562.00 32,500.00 (c) N/A (c)
HEALTH-CHEM CORP SUB DEB CV CONVERTIBLES 422174AA 8,500.00 34.00 (a) N/A (a)
HEALTHAXIS INC COMMON STOCKS 42219D10 2,813.00 1,000.00 (a) N/A (a)
HEALTHAXIS INC COMMON STOCKS 42219D10 7,032.00 2,500.00 (a) N/A (b)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 4,375.00 1,000.00 (c) N/A (b)
HEARX LTD COMMON STOCKS 42236030 13,750.00 5,000.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 3,398,677.00 91,700.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 51,888.00 1,400.00 (a) N/A (c)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 2,470,675.00 267,100.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 2,660,300.00 287,600.00 (a) N/A (c)
HELLER FINANCIAL INC COMMON STOCKS 42332810 147,099.00 5,150.00 (a) N/A (c)
HELMERICH & PAYNE INC COMMON STOCKS 42345210 2,293,938.00 63,500.00 (a) N/A (a)
HELMERICH & PAYNE INC COMMON STOCKS 42345210 74,056.00 2,050.00 (c) N/A (c)
HENRY (JACK) & ASSOCIATES COMMON STOCKS 42628110 54,566.00 1,258.00 (a) N/A (a)
HENRY (JACK) & ASSOCIATES COMMON STOCKS 42628110 54,566.00 1,258.00 (a) N/A (b)
HERCULES INC COMMON STOCKS 42705610 (81,925.00) (5,800.00) (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 912,060.00 16,851.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 174,932.00 3,232.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 2,706.00 50.00 (c) N/A (b)
HERTZ CORP CL-A COMMON STOCKS 42804010 63,500.00 2,000.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,126,625.00 83,350.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 5,461,268.00 56,013.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 146,250.00 1,500.00 (a) N/A (c)
HEWLETT-PACKARD COMMON STOCKS 42823610 292,500.00 3,000.00 (c) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 468,000.00 4,800.00 (c) N/A (b)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 6,710,550.00 9,130.00 (a) N/A (a)
HI/FN INC COMMON STOCKS 42835810 17,236.00 253.00 (a) N/A (b)
HIBERNIA CORP CL-A COMMON STOCKS 42865610 12,250.00 1,000.00 (a) N/A (a)
HIGH PLAINS CORP COMMON STOCKS 42970110 1,550.00 400.00 (c) N/A (b)
HILTON HOTELS CORP COMMON STOCKS 43284810 20,082.00 1,700.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 317,775.00 11,400.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 128,225.00 4,600.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 60,465,042.00 1,142,186.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 29,832,469.00 563,536.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 9,122,541.00 172,325.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 1,562,306.00 29,512.00 (c) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 4,176,808.00 78,900.00 (c) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 160,932.00 3,040.00 (c) N/A (c)
HOME GROUP INC COMMON STOCKS 43730610 234,519.00 7,850.00 (a) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 51,621.00 9,950.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 51,880.00 10,000.00 (a) N/A (c)
HOMESTORE.COM COMMON STOCKS 43785210 12,184,593.00 260,633.00 (a) N/A (a)
HOMESTORE.COM COMMON STOCKS 43785210 3,784,085.00 80,943.00 (a) N/A (b)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 5,807,322.00 450,180.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 588,846.00 16,529.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 667,969.00 18,750.00 (a) N/A (b)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 85,500.00 2,400.00 (a) N/A (c)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 952,470.00 26,736.00 (c) N/A (b)
HOOPER HOLMES INC COMMON STOCKS 43910410 2,008,512.00 211,200.00 (a) N/A (c)
HORMEL GEO A &CO COMMON STOCKS 44045210 340,435.00 20,400.00 (a) N/A (a)
HOSIERY CORP OF AMERICA COMMON STOCKS 44101610 172,000.00 2,000.00 (a) N/A (a)
HOSPITALITY PROPERTIES TRUST COMMON STOCKS 44106M10 871,888.00 37,300.00 (c) N/A (c)
HOUSEHOLD INT`L INC COMMON STOCKS 44181510 2,967,830.00 52,412.00 (a) N/A (a)
HOUSEHOLD INT`L INC COMMON STOCKS 44181510 3,448,462.00 60,900.00 (a) N/A (b)
HOUSEHOLD INT`L INC COMMON STOCKS 44181510 317,100.00 5,600.00 (c) N/A (a)
HOUSEHOLD INT`L INC COMMON STOCKS 44181510 526,612.00 9,300.00 (c) N/A (b)
HUBBELL INC CLASS B COMMON STOCKS 44351020 150,378.00 6,000.00 (c) N/A (b)
HUBCO INC COMMON STOCKS 44416510 436,475.00 15,800.00 (c) N/A (c)
HUMANA INC COM COMMON STOCKS 44485910 1,544,775.00 143,700.00 (a) N/A (a)
HUMANA INC COM COMMON STOCKS 44485910 2,481,100.00 230,800.00 (c) N/A (c)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 43,281.00 250.00 (a) N/A (a)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 43,281.00 250.00 (a) N/A (b)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 1,298,438.00 7,500.00 (a) N/A (c)
HUNTINGTON BANCSHARES COMMON STOCKS 44615010 6,463.00 440.00 (a) N/A (a)
HYPERFEED TECHNOLOGIES INC COMMON STOCKS 44913S10 2,281.00 1,000.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 27,370,187.00 1,057,785.00 (a) N/A (a)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 621,129.00 24,005.00 (a) N/A (b)
ICG COMMUNICATION INC COMMON STOCKS 44924610 2,891.00 6,600.00 (a) N/A (a)
ICICI LIMITED - SPON ADR COMMON STOCKS 44926P20 8,470.00 770.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 2,798,262.00 51,700.00 (a) N/A (a)
ICOS CORP COMMON STOCKS 44929510 10,825.00 200.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 53,584.00 990.00 (c) N/A (c)
ICU MEDICAL INC COMMON STOCKS 44930G10 236,756.00 9,150.00 (a) N/A (c)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 16,595,099.00 94,635.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 14,502,189.00 82,700.00 (a) N/A (c)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 38,579.00 220.00 (c) N/A (c)
IDX SYSTEMS CORP COMMON STOCKS 44949110 80,625.00 5,000.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 27,526,220.00 1,898,360.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 553,900.00 38,200.00 (a) N/A (c)
IMC GLOBAL INC COMMON STOCKS 44966910 16,335,700.00 1,126,600.00 (c) N/A (c)
WTS-IMC GLOBAL INC EXP WARRANTS 44966911 1.00 133.00 (a) N/A (a)
WTS-IMC GLOBAL INC EXP WARRANTS 44966911 1.00 166.00 (c) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 261,450.00 12,600.00 (a) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 41,500.00 2,000.00 (a) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 3,591,825.00 173,100.00 (a) N/A (c)
IRT PROPERTY CO COMMON STOCKS 45005810 8,671.00 991.00 (a) N/A (b)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 18,893,919.00 696,550.00 (a) N/A (a)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 23,045,400.00 849,600.00 (a) N/A (c)
ITT INDUSTRIES INC COMMON STOCKS 45091110 386,012.00 11,900.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 6,001,030.00 185,000.00 (a) N/A (c)
IDEX CORP COMMON STOCKS 45167R10 352,019.00 12,600.00 (c) N/A (c)
IDENTIX INC. COMMON STOCKS 45190610 69,996.00 5,700.00 (a) N/A (a)
IDENTIX INC. COMMON STOCKS 45190610 681,540.00 55,500.00 (c) N/A (c)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 132,791.00 4,408.00 (a) N/A (a)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 132,791.00 4,408.00 (a) N/A (b)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 406,688.00 13,500.00 (a) N/A (c)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 5,252,250.00 94,000.00 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 355,030.00 6,354.00 (a) N/A (b)
ILLUMINA INC COMMON STOCKS 45232710 1,265,962.00 27,900.00 (a) N/A (a)
ILLUMINA INC COMMON STOCKS 45232710 449,212.00 9,900.00 (a) N/A (c)
ILOG SA SPON ADR COMMON STOCKS 45236010 2,530,000.00 40,000.00 (a) N/A (a)
IMATION CORPORATION COMMON STOCKS 45245A10 147,138.00 7,900.00 (a) N/A (a)
IMATION CORPORATION COMMON STOCKS 45245A10 52,150.00 2,800.00 (a) N/A (c)
IMATION CORPORATION COMMON STOCKS 45245A10 1,381,975.00 74,200.00 (c) N/A (c)
IMAX CORP COMMON STOCKS 45245E10 3,388.00 200.00 (a) N/A (b)
IMCLONE SYSTEMS COMMON STOCKS 45245W10 11,706.00 100.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 117,450.00 2,700.00 (a) N/A (a)
IMMUNEX CORP COMMON STOCKS 45252810 522,000.00 12,000.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 5,029,470.00 115,620.00 (a) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 60,030.00 1,380.00 (c) N/A (b)
IMMUNOGEN INC COMMON STOCKS 45253H10 34,188.00 1,000.00 (a) N/A (b)
IMPATH INC COMMON STOCKS 45255G10 18,938.00 300.00 (a) N/A (b)
IMPERIAL CHEM INDS PLC ADR NEW COMMON STOCKS 45270450 231,560.00 10,000.00 (a) N/A (b)
IMPSAT FIBER NETWORKS COMMON STOCKS 45321T10 1,079,100.00 98,100.00 (a) N/A (a)
IMPSAT FIBER NETWORKS COMMON STOCKS 45321T10 298,100.00 27,100.00 (a) N/A (c)
INCO LTD COMMON STOCKS 45325840 985,238.00 61,100.00 (a) N/A (a)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 2,884,066.00 3,285.00 (a) N/A (a)
INDIA FUND INC EQUITY FUNDS 45408910 1,212.00 100.00 (a) N/A (b)
INDYMAC MORTGAGE HOLDINGS COMMON STOCKS 45660710 20,602,070.00 1,001,900.00 (a) N/A (a)
INDYMAC MORTGAGE HOLDINGS COMMON STOCKS 45660710 43,402,324.00 2,110,700.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 19,186,860.00 581,420.00 (a) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 8,391,900.00 254,300.00 (a) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 8,608,050.00 260,850.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 3,351,150.00 101,550.00 (c) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 198,000.00 6,000.00 (c) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 57,750.00 1,750.00 (c) N/A (c)
INET TECHNOLOGIES INC COMMON STOCKS 45662V10 3,047,850.00 104,200.00 (a) N/A (a)
INET TECHNOLOGIES INC COMMON STOCKS 45662V10 2,173,275.00 74,300.00 (a) N/A (c)
INFOCROSSING INC. COMMON STOCKS 45664X10 27,188.00 1,500.00 (a) N/A (a)
INFORMATICA CORP COMMON STOCKS 45666Q10 10,973,474.00 117,678.00 (a) N/A (a)
INFORMATICA CORP COMMON STOCKS 45666Q10 205,150.00 2,200.00 (a) N/A (b)
INFORMATICA CORP COMMON STOCKS 45666Q10 6,443,575.00 69,100.00 (a) N/A (c)
INFORMATION HOLDINGS INC COMMON STOCKS 45672710 304,767.00 8,600.00 (a) N/A (a)
INFORMATION HOLDINGS INC COMMON STOCKS 45672710 1,626,604.00 45,900.00 (c) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 25,781.00 6,250.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 412.00 100.00 (c) N/A (b)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 2,164,800.00 16,400.00 (a) N/A (a)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 1,623,600.00 12,300.00 (a) N/A (c)
INFOSPACE INC COMMON STOCKS 45678T10 74,869.00 2,475.00 (a) N/A (a)
INFOSPACE INC COMMON STOCKS 45678T10 5,142.00 170.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 58,563.00 889.00 (a) N/A (a)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 495,314.00 7,519.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 87,219.00 1,324.00 (c) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 582,037.00 17,150.00 (a) N/A (a)
INGERSOLL-RAND CO COMMON STOCKS 45686610 7,554,599.00 222,600.00 (a) N/A (c)
INHALE THERAPEUTIC SYS INC COMMON STOCKS 45719110 8,185,650.00 145,200.00 (a) N/A (a)
INHALE THERAPEUTIC SYS INC COMMON STOCKS 45719110 3,512,162.00 62,300.00 (a) N/A (c)
INHALE THERAPEUTIC SYS INC COMMON STOCKS 45719110 10,148.00 180.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 96,629,592.00 847,628.00 (a) N/A (a)
INKTOMI CORP COMMON STOCKS 45727710 1,197,000.00 10,500.00 (a) N/A (c)
INKTOMI CORP COMMON STOCKS 45727710 15,002,400.00 131,600.00 (c) N/A (c)
INSIGNIA FINANCIAL GROUP INC COMMON STOCKS 45767A10 10,250.00 1,000.00 (a) N/A (a)
INSIGHT COMMUNICATIONS COMMON STOCKS 45768V10 2,635,250.00 166,000.00 (a) N/A (a)
INRANGE TECHNOLOGIES CORP COMMON STOCKS 45769V20 1,272,000.00 24,000.00 (a) N/A (a)
INSPIRE PHARMACEUTICALS INC COMMON STOCKS 45773310 2,358,000.00 78,600.00 (a) N/A (c)
INSTRUMENTARIUM CORP ADR COMMON STOCKS 45780520 40,838.00 3,600.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 18,100.00 200.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 230,775.00 2,550.00 (a) N/A (b)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 117,650.00 1,300.00 (a) N/A (c)
INTEGRATED ELECTRICAL SVCS COMMON STOCKS 45811E10 34.00 5.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 126,863,826.00 3,052,326.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 38,853,799.00 934,817.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 43,981,967.00 1,058,200.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 15,570,996.00 374,636.00 (c) N/A (a)
INTEL CORP COMMON STOCKS 45814010 8,238,368.00 198,214.00 (c) N/A (b)
INTEL CORP COMMON STOCKS 45814010 273,069.00 6,570.00 (c) N/A (c)
INTER ACT ELECTR WTS(144A) WARRANTS 45816F14 38.00 3,750.00 (a) N/A (a)
INTERGRATED TELECOM EXPRESS COMMON STOCKS 45817U10 2,765,975.00 133,300.00 (a) N/A (a)
INTERGRATED TELECOM EXPRESS COMMON STOCKS 45817U10 2,243,075.00 108,100.00 (a) N/A (c)
INTER-TEL INC COMMON STOCKS 45837210 12,512.00 1,100.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 23,888.00 2,100.00 (a) N/A (b)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 53,200.00 3,800.00 (a) N/A (a)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 28,000.00 2,000.00 (a) N/A (b)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 448,000.00 32,000.00 (c) N/A (c)
INTERGROUP CORP COMMON STOCKS 45868510 36,661.00 1,874.00 (a) N/A (a)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 710,008.00 1,040.00 (a) N/A (a)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 5,291,894.00 273,130.00 (a) N/A (a)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 232,500.00 12,000.00 (a) N/A (b)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 1,579,062.00 81,500.00 (a) N/A (c)
INTERMAGNETICS GENERAL CORP COMMON STOCKS 45877110 27.00 1.00 (c) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 13,384,085.00 453,697.70 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 56,493.00 1,915.02 (a) N/A (c)
INTERNAP NETWORK COMMON STOCKS 45885A10 27,531.00 852.00 (a) N/A (b)
INTERMUNE PHARMACEUTICALS COMMON STOCKS 45885B10 933,100.00 17,200.00 (a) N/A (a)
INTERMUNE PHARMACEUTICALS COMMON STOCKS 45885B10 43,400.00 800.00 (a) N/A (b)
INTERMUNE PHARMACEUTICALS COMMON STOCKS 45885B10 1,247,750.00 23,000.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 31,402,553.00 278,824.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 12,137,371.00 107,768.00 (a) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 602,544.00 5,350.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 3,727,888.00 33,100.00 (c) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 337,875.00 3,000.00 (c) N/A (b)
IBM INTL 00 CALL OPTIONS 4592009KD 337,500.00 750.00 (a) N/A (a)
IBM INTL 00 PUT OPTIONS 4592009WD 834,375.00 750.00 (a) N/A (a)
INTL FLAVORS & FRAGRANCES COMMON STOCKS 45950610 31,025.00 1,700.00 (a) N/A (a)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 (299,262.00) (8,900.00) (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 111,883.00 3,900.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 1,988,630.00 114,040.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 462,281.00 26,510.00 (a) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 20,926.00 1,200.00 (c) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 47,083.00 2,700.00 (c) N/A (b)
INTERNET INITIATIVE JAPAN ADR COMMON STOCKS 46059T10 46,672,762.00 1,134,900.00 (a) N/A (a)
INTERNET SECURITY SYSTEMS COMMON STOCKS 46060X10 13,995,186.00 186,292.00 (a) N/A (a)
INTERNET SECURITY SYSTEMS COMMON STOCKS 46060X10 161,519.00 2,150.00 (a) N/A (c)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 2,490,005.00 73,100.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 654,010.00 19,200.00 (a) N/A (b)
INTERPUBLIC GROUP CONV SUB NTS CONVERTIBLES 460690AJ 766,475.00 860.00 (a) N/A (a)
INTERSIL HOLDINGS CORP COMMON STOCKS 46069S10 9,296,700.00 186,400.00 (a) N/A (a)
INTERSIL HOLDINGS CORP COMMON STOCKS 46069S10 573,562.00 11,500.00 (a) N/A (c)
INTERSTATE BAKERIES CORP NEW COMMON STOCKS 46072H10 215,719.00 14,750.00 (a) N/A (c)
INTRANET SOLUTIONS INC COMMON STOCKS 46093930 11,277,750.00 225,555.00 (a) N/A (a)
INTRANET SOLUTIONS INC COMMON STOCKS 46093930 475,000.00 9,500.00 (a) N/A (c)
INTERNET.COM LLC COMMON STOCKS 46096710 52,595.00 1,700.00 (a) N/A (a)
INTERWOVEN INC COMMON STOCKS 46114T10 8,147,320.00 72,060.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 424,218.00 22,700.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 3,924.00 210.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 6,497,088.00 113,984.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 1,096,737.00 19,241.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 102,600.00 1,800.00 (a) N/A (c)
INTUIT INC COMMON STOCKS 46120210 39,330.00 690.00 (c) N/A (a)
INTUIT INC COMMON STOCKS 46120210 322,164.00 5,652.00 (c) N/A (b)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 13,495,050.00 337,900.00 (a) N/A (a)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 3,266,928.00 81,800.00 (a) N/A (c)
IOMED INC COMMON STOCKS 46202810 23,125.00 5,000.00 (a) N/A (a)
IONA TECHNOLOGIES PLC ADR COMMON STOCKS 46206P10 10,562,680.00 151,981.00 (a) N/A (a)
IONA TECHNOLOGIES PLC ADR COMMON STOCKS 46206P10 757,550.00 10,900.00 (a) N/A (b)
IONA TECHNOLOGIES PLC ADR COMMON STOCKS 46206P10 4,885,850.00 70,300.00 (a) N/A (c)
IRON MOUNTAIN INC COMMON STOCKS 46284610 1,468,900.00 39,700.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 39,100.00 3,400.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 287,500.00 25,000.00 (c) N/A (c)
ISLE OF CAPRI CASINO WTS WARRANTS 46459211 22,026.00 3,528.00 (a) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 86,565.00 5,000.00 (c) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 242,382.00 14,000.00 (c) N/A (b)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 15,675.00 300.00 (a) N/A (a)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 15,675.00 300.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 103,165,244.00 551,500.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 56,119.00 300.00 (a) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 3,105,246.00 16,600.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 37,413.00 200.00 (c) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 56,119.00 300.00 (c) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 48,000,366.00 256,600.00 (c) N/A (c)
IVAX CORP COMMON STOCKS 46582310 23,609,500.00 513,250.00 (a) N/A (a)
IVAX CORP COMMON STOCKS 46582310 9,200.00 200.00 (a) N/A (b)
IVAX CORP COMMON STOCKS 46582310 62,307,000.00 1,354,500.00 (a) N/A (c)
IVEX PACKAGING CORP COMMON STOCKS 46585510 1,050,482.00 107,050.00 (a) N/A (c)
IVILLAGE INC COMMON STOCKS 46588H10 3,875.00 1,000.00 (a) N/A (b)
IXYS CORP-DEL COMMON STOCKS 46600W10 94,102.00 3,602.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 188,927,842.00 1,995,267.00 (a) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 6,034,940.00 63,735.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 24,448,442.00 258,200.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 19,411.00 205.00 (c) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 9,815,358.00 103,660.00 (c) N/A (c)
JDS UNIPHASE CORP 00 CALL OPTIONS 46612J1JB 100,000.00 500.00 (a) N/A (a)
JDS UNIPHASE CORP 00 PUT OPTIONS 46612J1VB 775,000.00 500.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 7,666,396.00 601,286.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 162,562.00 12,750.00 (a) N/A (b)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 61,455.00 4,820.00 (a) N/A (c)
JABIL CIRCUIT INC COMMON STOCKS 46631310 68,100.00 1,200.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 49,307.00 2,300.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 848,945.00 39,600.00 (c) N/A (c)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 80,625.00 3,000.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 4,350,788.00 64,100.00 (a) N/A (a)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 256,228.00 3,775.00 (a) N/A (b)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 5,124,562.00 75,500.00 (a) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 71,269.00 1,050.00 (c) N/A (b)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 2,263.00 200.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 26,080,881.00 277,639.30 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 7,066,674.00 75,227.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,386,025.00 25,400.00 (c) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,512,842.00 26,750.00 (c) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 9,394.00 100.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 279,069.00 5,250.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 21,262.00 400.00 (a) N/A (b)
JOHNSON CTLS INC COMMON STOCKS 47836610 4,295,005.00 80,800.00 (a) N/A (c)
ESCROW JORDAN TELECOM PRODUCTS COMMON STOCKS 48076798 30,000.00 1,000.00 (a) N/A (a)
JUNIPER NETWORKS COMMON STOCKS 48203R10 378,419,226.00 1,728,431.00 (a) N/A (a)
JUNIPER NETWORKS COMMON STOCKS 48203R10 31,563,416.00 144,166.00 (a) N/A (b)
JUNIPER NETWORKS COMMON STOCKS 48203R10 65,681.00 300.00 (a) N/A (c)
KLA TENCOR CORP COMMON STOCKS 48248010 1,235,640.00 30,000.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 37,069.00 900.00 (a) 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)
K MART CORP COMMON STOCKS 48258410 28,496.00 4,700.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 71,962.00 5,700.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 742,350.00 58,800.00 (c) N/A (c)
KANA COMMUNICATIONS COMMON STOCKS 48360010 2,291,884.00 103,006.00 (a) N/A (a)
KANA COMMUNICATIONS COMMON STOCKS 48360010 197,424.00 8,873.00 (a) N/A (b)
KANEB PIPELINE PARTNERS LP COMMON STOCKS 48416910 29,563.00 1,000.00 (c) N/A (a)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517030 4,353.00 501.00 (a) N/A (a)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517030 19,131.00 2,202.00 (a) N/A (b)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 11,466.00 42.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 7,098.00 26.00 (c) N/A (c)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 2,694.00 100.00 (a) N/A (a)
KAYDON CORP COMMON STOCKS 48658710 193,200.00 8,400.00 (a) N/A (a)
KAYDON CORP COMMON STOCKS 48658710 1,702,000.00 74,000.00 (c) N/A (c)
KEANE INC COMMON STOCKS 48666510 (22,620.00) (1,300.00) (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 617,400.00 14,700.00 (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 12,072,900.00 287,450.00 (a) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 2,100.00 50.00 (c) N/A (b)
KELLOGG CO COMMON STOCKS 48783610 2,621,979.00 108,400.00 (a) N/A (a)
KENNAMETAL INC COMMON STOCKS 48917010 41,200.00 1,600.00 (c) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 14,325.00 600.00 (a) N/A (b)
KERR-MCGEE COMMON STOCKS 49238610 13,250.00 200.00 (a) N/A (a)
KERR-MCGEE COMMON STOCKS 49238610 872,645.00 13,172.00 (c) N/A (b)
KEY ENERGY WARRANT WARRANTS 49291412 399,000.00 6,650.00 (a) N/A (a)
KEY ENERGY WARRANT WARRANTS 49291412 144,000.00 2,400.00 (a) N/A (c)
KEY ENERGY WARRANT WARRANTS 49291412 45,000.00 750.00 (c) N/A (c)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 2,854,500.00 3,460.00 (a) N/A (a)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 1,072,500.00 1,300.00 (a) N/A (c)
KEYCORP COMMON STOCKS 49326710 20,250.00 800.00 (a) N/A (a)
KEY3MEDIA GROUP INC COMMON STOCKS 49326R10 523,930.00 47,900.00 (a) N/A (a)
KEY3MEDIA GROUP INC COMMON STOCKS 49326R10 569,870.00 52,100.00 (a) N/A (c)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 401,450.00 10,000.00 (a) N/A (a)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 18,105.00 451.00 (a) N/A (b)
KEYSTONE FIN INC COMMON STOCKS 49348210 10,875.00 500.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 16,013.00 600.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 9,307,655.00 166,765.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 332,757.00 5,962.00 (a) N/A (b)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 1,171,626.00 20,992.00 (c) N/A (a)
KIMBERLY CLARK MEX SPON ADR COMMON STOCKS 49438620 120,393.00 9,100.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 430,950.00 10,200.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 164,775.00 3,900.00 (a) N/A (b)
KINDER MORGAN ENERGY PARTNERS COMMON STOCKS 49455010 4,738.00 100.00 (a) N/A (b)
KINDER MORGAN INC COMMON STOCKS 49455P10 4,830,684.00 118,000.00 (a) N/A (a)
KINDER MORGAN INC COMMON STOCKS 49455P10 81,467.00 1,990.00 (a) N/A (b)
KING PHARMACEUTICALS INC COMMON STOCKS 49558210 3,316,326.00 97,539.00 (a) N/A (a)
KING PHARMACEUTICALS INC COMMON STOCKS 49558210 5,236,408.00 154,012.00 (a) N/A (c)
KIRIN BREWERY CO UNSP ADR COMMON STOCKS 49735020 20,800.00 200.00 (c) N/A (c)
KNIGHT RIDDER INC COMMON STOCKS 49904010 2,728,658.00 53,700.00 (a) N/A (a)
KNIGHT RIDDER INC COMMON STOCKS 49904010 4,451,219.00 87,600.00 (a) N/A (c)
KNIGHT TRADING GROUP INC COMMON STOCKS 49906310 2,278,800.00 63,300.00 (a) N/A (a)
KOHL`S CORP COMMON STOCKS 50025510 2,694,030.00 46,700.00 (a) N/A (a)
KOHL`S CORP COMMON STOCKS 50025510 605,724.00 10,500.00 (a) N/A (b)
KOHL`S CORP COMMON STOCKS 50025510 16,729,520.00 290,000.00 (a) N/A (c)
KONINKLIJE AHOLD NV -SPON ADR COMMON STOCKS 50046730 28,188.00 1,000.00 (a) N/A (a)
KONINKLIJE AHOLD NV -SPON ADR COMMON STOCKS 50046730 24,664.00 875.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047230 182,580.00 4,296.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047230 106,080.00 2,496.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047230 106,165.00 2,498.00 (a) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047230 40,885.00 962.00 (c) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 11,416,931.00 873,990.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 276,544.00 21,170.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 2,690,194.00 205,940.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 453,600.00 37,800.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 72,000.00 6,000.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 20,945,012.00 622,900.00 (a) N/A (a)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 3,412,938.00 101,500.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 5,860,838.00 174,300.00 (c) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 291,160.00 7,700.00 (a) N/A (a)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 2,151,560.00 56,900.00 (c) N/A (c)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 3,219,250.00 163,000.00 (a) N/A (a)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 641,875.00 32,500.00 (a) N/A (c)
KRISPY KREME DOUGHUTS INC COMMON STOCKS 50101410 25,125.00 300.00 (a) N/A (a)
KRISPY KREME DOUGHUTS INC COMMON STOCKS 50101410 16,750.00 200.00 (a) N/A (b)
KROGER CO COMMON STOCKS 50104410 3,043,749.00 134,900.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 1,083,024.00 48,000.00 (a) N/A (c)
KUSHNER LOCKE COMPANY COMMON STOCKS 50133740 10,630.00 10,000.00 (a) N/A (a)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 19,557.00 130.00 (a) N/A (a)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 45,131.00 300.00 (c) N/A (c)
LSI LOGIC CORP COMMON STOCKS 50216110 2,837,250.00 97,000.00 (a) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 146,250.00 5,000.00 (a) N/A (b)
LSI INDUSTRIES INC COMMON STOCKS 50216C10 274,022.00 12,350.00 (a) N/A (c)
L-3 COMMUNICATION HOLDINGS INC COMMON STOCKS 50242410 14,125.00 250.00 (a) N/A (a)
LVMH MOET HENNESEY SPON ADR COMMON STOCKS 50244120 296,905.00 19,960.00 (a) N/A (a)
LA Z BOY CHAIR CO COMMON STOCKS 50533610 354,609.00 24,350.00 (a) N/A (c)
LAM RESEARCH CORP COMMON STOCKS 51280710 168,551.00 8,050.00 (a) N/A (c)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 1,984,650.00 52,400.00 (a) N/A (a)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 94,688.00 2,500.00 (a) N/A (c)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 50,374.00 1,330.00 (c) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 129,412.00 2,900.00 (a) N/A (a)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 475,256.00 10,650.00 (a) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 285,600.00 6,400.00 (c) N/A (c)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 474,512.00 31,900.00 (a) N/A (a)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 667,500.00 53,400.00 (a) N/A (a)
LATTICE SEMICONDUCTOR COMMON STOCKS 51841510 11,089,162.00 206,310.00 (a) N/A (a)
LATTICE SEMICONDUCTOR COMMON STOCKS 51841510 2,217,188.00 41,250.00 (a) N/A (c)
ESTEE LAUDER TR II 6.25% CNV PREFERREDS 51843820 653,200.00 9,200.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 692,212.00 18,900.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,044,252.00 28,512.00 (a) N/A (b)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 4,404,435.00 70,400.00 (a) N/A (a)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 15,641.00 250.00 (a) N/A (b)
LEAR CORPORATION COMMON STOCKS 52186510 (24,676.00) (1,200.00) (a) N/A (a)
LEAR CORPORATION COMMON STOCKS 52186510 4,250,372.00 206,700.00 (a) N/A (c)
LEARN2.COM INC COMMON STOCKS 52200210 12,763.00 6,095.00 (a) N/A (b)
LEE ENTERPRISES COMMON STOCKS 52376810 375,375.00 13,000.00 (a) N/A (b)
LEE ENTERPRISES COMMON STOCKS 52376810 86,625.00 3,000.00 (c) N/A (a)
LEGAL & GENERAL GROUP SPON ADR COMMON STOCKS 52463H10 153,924.00 12,700.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 107,665.00 8,012.00 (a) N/A (a)
LEGGETT & PLATT INC COMMON STOCKS 52466010 6,325.00 400.00 (a) N/A (a)
LEGG MASON INC COMMON STOCKS 52490110 401,062.00 6,900.00 (a) N/A (a)
LEGG MASON INC COMMON STOCKS 52490110 819,562.00 14,100.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 34,151,052.00 229,780.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 9,802,562.00 65,955.00 (a) N/A (b)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 69,259,250.00 466,000.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 683,675.00 4,600.00 (c) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 728,262.00 4,900.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 9,705,194.00 326,225.00 (a) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 28,824,775.00 968,900.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 59,500.00 2,000.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 2,159,850.00 72,600.00 (c) N/A (c)
LENNOX INTERNATIONAL INC COMMON STOCKS 52610710 28.00 3.00 (a) N/A (b)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 3,246,962.00 42,100.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 23,138.00 300.00 (a) N/A (b)
LEXMARK INTERNATIONAL INC COMMON STOCKS 52977110 1,878,750.00 50,100.00 (a) N/A (a)
LEXMARK INTERNATIONAL INC COMMON STOCKS 52977110 56,250.00 1,500.00 (a) N/A (b)
LIBBEY INC. COMMON STOCKS 52989810 102,712.00 3,300.00 (a) N/A (a)
LIBBEY INC. COMMON STOCKS 52989810 613,162.00 19,700.00 (c) N/A (c)
LIBERATE TECHNOLOGIES COMMON STOCKS 53012910 8,137,366.00 281,200.00 (a) N/A (a)
LIBERATE TECHNOLOGIES COMMON STOCKS 53012910 474,583.00 16,400.00 (a) N/A (c)
LIBERATE TECHNOLOGIES COMMON STOCKS 53012910 2,894.00 100.00 (c) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 113,400.00 5,600.00 (a) N/A (a)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 315,900.00 15,600.00 (a) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 1,924.00 95.00 (c) N/A (b)
LIBERTY FINANCIAL COMPANIES COMMON STOCKS 53051210 524,050.00 22,300.00 (a) N/A (a)
LIBERTY FINANCIAL COMPANIES COMMON STOCKS 53051210 500,550.00 21,300.00 (a) N/A (c)
LIBERTY LIVEWIRE CORP CL A COMMON STOCKS 53070910 861.00 28.00 (a) N/A (b)
LIBERTY MEDIA DEB NT CV CONVERTIBLES 530715AL 1,791,188.00 2,330.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 10,074,900.00 283,800.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 440,200.00 12,400.00 (a) N/A (b)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 2,589,725.00 72,950.00 (a) N/A (c)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 154.00 12.00 (a) N/A (a)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 37,952.00 2,962.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 111,599,606.00 1,375,650.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 7,221,180.00 89,013.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 10,270,425.00 126,600.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 1,304,490.00 16,080.00 (c) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 1,140,618.00 14,060.00 (c) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 25,213,650.00 310,800.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 150,028.00 6,800.00 (a) N/A (a)
LIMITED INC COMMON STOCKS 53271610 44,126.00 2,000.00 (a) N/A (b)
LINCOLN NATIONAL CONVERTIBLE EQUITY FUNDS 53418310 30,576.00 1,664.00 (a) N/A (b)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 2,733,500.00 56,800.00 (a) N/A (a)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 28,677,688.00 595,900.00 (a) N/A (c)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,340,325.00 20,700.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,010,100.00 15,600.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,761,200.00 27,200.00 (c) N/A (a)
LITTON INDUSTRIES COMMON STOCKS 53802110 2,234.00 50.00 (a) N/A (a)
LIZ CLAIBORNE INC COMMON STOCKS 53932010 3,850.00 100.00 (a) N/A (a)
LLOYDS TSB GROUP PLC SP ADR COMMON STOCKS 53943910 359,482.00 9,700.00 (a) N/A (a)
LOJACK COMMON STOCKS 53945110 384,916.00 51,750.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 142,652,760.00 4,332,000.00 (a) N/A (a)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 353,043.00 10,721.00 (a) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 2,680,502.00 81,400.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 44,527,946.00 1,352,200.00 (c) N/A (c)
LOEWS CORP COMMON STOCKS 54042410 9,488,075.00 113,800.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 772,553.00 9,266.00 (a) N/A (b)
LOEWS CORP COMMON STOCKS 54042410 1,734,200.00 20,800.00 (a) N/A (c)
LOEWS CONVERTIBLE BOND CONVERTIBLES 540424AL 17,944.00 20,000.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 6,650.00 2,875.00 (a) N/A (a)
LONDON PACIFIC GROUP ADR COMMON STOCKS 54207310 4,946,888.00 248,900.00 (a) N/A (a)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 179,985.00 3,900.00 (a) N/A (a)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 79,147.00 1,715.00 (a) N/A (b)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 1,038,375.00 22,500.00 (c) N/A (c)
LONGS DRUG STORES INC COMMON STOCKS 54316210 1,912.00 100.00 (a) N/A (a)
LOUDEYE TCHNOLOGIES INC COMMON STOCKS 54575410 265,210.00 38,927.00 (a) N/A (a)
LOUISIANA PAC CORP COMMON STOCKS 54634710 1,838.00 200.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 695,562.00 15,500.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 4,276,588.00 95,300.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 132,415,354.00 4,341,487.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 4,732,502.00 155,164.00 (a) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 1,948,950.00 63,900.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 964,044.00 31,608.00 (c) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 288,042.00 9,444.00 (c) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 19,464,185.00 638,170.00 (c) N/A (c)
LUMISYS CORP COMMON STOCKS 55027410 499.00 190.00 (c) N/A (b)
LUXOTTICA GROUP SPA ADR COMMON STOCKS 55068R20 48,375.00 3,000.00 (a) N/A (a)
LUXOTTICA GROUP SPA ADR COMMON STOCKS 55068R20 451,500.00 28,000.00 (c) N/A (a)
LUXOTTICA GROUP SPA ADR COMMON STOCKS 55068R20 112,875.00 7,000.00 (c) N/A (b)
LYCOS INC COMMON STOCKS 55081810 2,496,206.00 36,300.00 (a) N/A (a)
LYCOS INC COMMON STOCKS 55081810 82,519.00 1,200.00 (c) N/A (c)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 8,730,597.00 278,817.00 (a) N/A (a)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 422,726.00 13,500.00 (a) N/A (b)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 13,386,308.00 427,500.00 (a) N/A (c)
M & T BANK CORPORATION COMMON STOCKS 55261F10 969,000.00 1,900.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 9,537,862.00 134,100.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 128,025.00 1,800.00 (a) N/A (b)
MBIA INC COMMON STOCKS 55262C10 31,650,625.00 445,000.00 (a) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 22,611,050.00 587,300.00 (a) N/A (a)
MBNA CORPORATION COMMON STOCKS 55262L10 4,430,002.00 115,065.00 (a) N/A (b)
MBNA CORPORATION COMMON STOCKS 55262L10 35,978,250.00 934,500.00 (a) N/A (c)
MCN ENERGY GROUP INC COMMON STOCKS 55267J10 336,923.00 13,140.00 (a) N/A (b)
MCN ENERGY GROUP INC COMMON STOCKS 55267J10 369,230.00 14,400.00 (a) N/A (c)
MFS MULTIMARKET INCOME TRUST FIXED INCOME FUND55273710 1,238.00 200.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 12,225.00 200.00 (a) N/A (a)
MGM MIRAGE COMMON STOCKS 55295310 4,727,674.00 123,800.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 19,534,434.00 431,100.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 512,037.00 11,300.00 (a) N/A (b)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 36,431,652.00 804,000.00 (a) N/A (c)
M S CARRIERS INC COMMON STOCKS 55353310 183,812.00 11,764.00 (a) N/A (c)
MACRONIX INTL CO ADR COMMON STOCKS 55610310 282,700.00 18,387.00 (a) N/A (a)
MAGAININ PHARMACEUTICALS INC COMMON STOCKS 55903610 156.00 50.00 (c) N/A (b)
MAGIC SOFTWARE ENTERPRISES COMMON STOCKS 55916610 933,300.00 122,400.00 (a) N/A (a)
MAGNA INTL INC CONV CONVERTIBLES 559222AG 1,462,700.00 1,640.00 (a) N/A (a)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 151,800.00 31,958.00 (a) N/A (a)
MAINE PUBLIC SERVICE CO COMMON STOCKS 56048310 980.00 40.00 (a) N/A (b)
MALLINCKRODT GROUP INC COMMON STOCKS 56123210 4,562.00 100.00 (a) N/A (a)
MAMAMEDIA PRIVATE PLACEMENT COMMON STOCKS 56146E9A 999,994.00 185,184.00 (a) N/A (a)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 10,262,812.00 400,500.00 (a) N/A (a)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 310,062.00 12,100.00 (a) N/A (b)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 12,576,750.00 490,800.00 (a) N/A (c)
MANOR CARE INC COMMON STOCKS 56405510 41,761.00 2,662.00 (a) N/A (a)
MANOR CARE INC COMMON STOCKS 56405510 15,688.00 1,000.00 (a) N/A (c)
MANPOWER INC COMMON STOCKS 56418H10 640,357.00 20,050.00 (a) N/A (a)
MANPOWER INC COMMON STOCKS 56418H10 364,093.00 11,400.00 (a) N/A (b)
MANPOWER INC COMMON STOCKS 56418H10 263,488.00 8,250.00 (c) N/A (a)
MANPOWER INC COMMON STOCKS 56418H10 227,399.00 7,120.00 (c) N/A (b)
MANUFACTURED HOME COMMUNITIE COMMON STOCKS 56468210 332,500.00 13,300.00 (a) N/A (c)
MANUFACTURERS SERVICES LTD COMMON STOCKS 56500510 3,326,188.00 280,100.00 (a) N/A (a)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 23,282,217.00 237,271.00 (a) N/A (a)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 902,750.00 9,200.00 (a) N/A (b)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 29,084,250.00 296,400.00 (a) N/A (c)
MARCHFIRST INC COMMON STOCKS 56624410 3,029,353.00 193,100.00 (a) N/A (a)
MARCHFIRST INC COMMON STOCKS 56624410 1,778,549.00 113,370.00 (c) N/A (c)
MARCONI PLC SPON ADR COMMON STOCKS 56630620 642,041.00 23,475.00 (a) N/A (a)
MARIMBA COMMON STOCKS 56781Q10 3,554,703.00 290,916.00 (a) N/A (a)
MARIMBA COMMON STOCKS 56781Q10 166,178.00 13,600.00 (a) N/A (b)
MARIMBA COMMON STOCKS 56781Q10 5,272,498.00 431,500.00 (a) N/A (c)
MARINE DRILLING CO INC COMMON STOCKS 56824020 279,917.00 9,800.00 (a) N/A (a)
MARITRANS INC COMMON STOCKS 57036310 2,750.00 500.00 (c) N/A (a)
RTS-MARKEL CORP COMMON STOCKS 57053511 5.00 0.62 (a) N/A (c)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 1,555,830.00 11,720.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 305,325.00 2,300.00 (a) N/A (b)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 1,016,620.00 27,900.00 (a) N/A (a)
MARTIN MARIETTA MATERIALS,INC COMMON STOCKS 57328410 4,670.00 122.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 35,388.00 1,900.00 (a) N/A (a)
MASCOTECH INC SUB DEB CONV CONVERTIBLES 574670AB 17,500.00 25,000.00 (a) N/A (b)
MASTEC INC COMMON STOCKS 57632310 217.00 7.00 (a) N/A (b)
MATRIXONE INC COMMON STOCKS 57685P30 80,280.00 2,007.00 (a) N/A (b)
MATSUSHITA ELEC INDL LTD ADR COMMON STOCKS 57687920 52,525.00 200.00 (c) N/A (c)
MATTEL INC COMMON STOCKS 57708110 1,797,324.00 156,289.00 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 229,011.00 19,914.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 605,142.00 52,621.00 (c) N/A (a)
MATTEL INC COMMON STOCKS 57708110 116,633.00 10,142.00 (c) N/A (b)
MAVESA SA ADR COMMON STOCKS 57771710 6,470.00 1,500.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 56,089,417.00 697,300.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 10,375,698.00 128,990.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 111,888,454.00 1,390,990.00 (a) N/A (c)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 860,687.00 10,700.00 (c) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 418,278.00 5,200.00 (c) N/A (b)
MAXYGEN INC COMMON STOCKS 57777610 9,249,053.00 178,295.00 (a) N/A (a)
MAXYGEN INC COMMON STOCKS 57777610 280,125.00 5,400.00 (a) N/A (b)
MAXYGEN INC COMMON STOCKS 57777610 7,271,578.00 140,175.00 (a) N/A (c)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 21,033.00 1,026.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 14,534.00 709.00 (a) N/A (c)
MAYTAG COMMON STOCKS 57859210 (897,325.00) (28,600.00) (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 169,000.00 8,450.00 (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 14,000.00 700.00 (a) N/A (c)
MCDATA CORP-CL B COMMON STOCKS 58003110 24,578.00 200.00 (a) N/A (b)
MCDERMOTT INTL INC COMMON STOCKS 58003710 17,050.00 1,550.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 18,700.00 1,700.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 1,933,843.00 64,060.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 1,512,026.00 50,087.00 (a) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 36,226.00 1,200.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 356,218.00 11,800.00 (c) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 606,779.00 20,100.00 (c) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 438,585.00 6,900.00 (a) N/A (a)
MCGRAW HILL INC COMMON STOCKS 58064510 317,815.00 5,000.00 (a) N/A (b)
MCK COMMUNICATIONS INC COMMON STOCKS 58124310 1,105,480.00 48,861.00 (a) N/A (a)
MCK COMMUNICATIONS INC COMMON STOCKS 58124310 81,631.00 3,608.00 (a) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 333,137.00 10,900.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 58,559.00 1,916.00 (a) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 1,045,255.00 34,200.00 (a) N/A (c)
MCLEOD INC COMMON STOCKS 58226610 52,231,601.00 3,649,242.00 (a) N/A (a)
MCLEOD INC COMMON STOCKS 58226610 14,313.00 1,000.00 (a) N/A (b)
MCLEOD INC COMMON STOCKS 58226610 17,070,757.00 1,192,675.00 (a) N/A (c)
MEAD CORP COMMON STOCKS 58283410 4,675.00 200.00 (a) N/A (a)
MEDAREX INC COMMON STOCKS 58391610 17,796,382.00 151,700.00 (a) N/A (a)
MEDAREX INC COMMON STOCKS 58391610 868,116.00 7,400.00 (a) N/A (b)
MEDAREX INC COMMON STOCKS 58391610 28,084,732.00 239,400.00 (a) N/A (c)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 1,143,800.00 26,600.00 (a) N/A (a)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 266,600.00 6,200.00 (c) N/A (c)
MEDIAONE GROUP 7.00% CNV PFD PREFERREDS 58440J50 1,520,050.00 40,400.00 (a) N/A (a)
MEDIA 100 INC COMMON STOCKS 58440W10 110.00 10.00 (c) N/A (b)
MEDIAPLEX INC COMMON STOCKS 58446B10 6,188.00 1,500.00 (a) N/A (b)
MEDICINES COMPANY COMMON STOCKS 58468810 2,225,639.00 65,100.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 21,768,417.00 353,958.00 (a) N/A (a)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 725,700.00 11,800.00 (a) N/A (b)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 24,569,250.00 399,500.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 2,030.00 33.00 (c) N/A (b)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 2,607,600.00 42,400.00 (c) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 172,618,988.00 2,234,550.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 9,273,090.00 120,040.00 (a) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 47,755,950.00 618,200.00 (a) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 4,074,938.00 52,750.00 (c) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 930,785.00 12,049.00 (c) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 63,345.00 820.00 (c) N/A (c)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 3,526.00 1,200.00 (a) N/A (a)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,880,000.00 2,000.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 38,539,546.00 743,820.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 16,540,264.00 319,230.00 (a) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 17,714,989.00 341,902.40 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 1,090,664.00 21,050.00 (c) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 4,367,162.00 84,287.00 (c) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 424,867.00 8,200.00 (c) N/A (c)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 21,129,378.00 455,620.00 (a) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 3,876,022.00 83,580.00 (a) N/A (b)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 102,025.00 2,200.00 (a) N/A (c)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 6,962,000.00 150,124.00 (c) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 1,277,956.00 27,557.00 (c) N/A (b)
MENTOR GRAPHICS CORP COMMON STOCKS 58720010 9,425.00 400.00 (a) N/A (b)
MERCANTILE BANKSHARES COMMON STOCKS 58740510 21,778.00 600.00 (a) N/A (a)
MERCANTILE BANKSHARES COMMON STOCKS 58740510 32,667.00 900.00 (c) N/A (b)
MERCATOR SOFTWARE INC COMMON STOCKS 58758710 12,019,769.00 725,700.00 (a) N/A (a)
MERCATOR SOFTWARE INC COMMON STOCKS 58758710 3,204,940.00 193,500.00 (a) N/A (c)
MERCATOR SOFTWARE INC COMMON STOCKS 58758710 1,215,724.00 73,400.00 (c) N/A (c)
MERCHANTS NEW YORK BANCORP COMMON STOCKS 58916710 62,758.00 3,052.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 51,901,867.00 697,249.61 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 9,969,109.00 133,925.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 2,324,103.00 31,222.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 11,576,598.00 155,520.00 (c) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 2,311,300.00 31,050.00 (c) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 243,412.00 3,270.00 (c) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 21,212,194.00 135,325.00 (a) N/A (a)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 62,700.00 400.00 (a) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 43,321,781.00 276,375.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 768,075.00 4,900.00 (c) N/A (c)
MEREDITH CORP COMMON STOCKS 58943310 2,950.00 100.00 (a) N/A (a)
MERISEL INC COMMON STOCKS 58984910 55.00 80.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 9,112.00 450.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 5,351,280.00 81,080.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 2,481,600.00 37,600.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 6,151,200.00 93,200.00 (c) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 303,600.00 4,600.00 (c) N/A (b)
MERRILL LYNCH CNV PFD 6.250% PREFERREDS 59018875 1,491,533.00 105,700.00 (a) N/A (a)
MERRILL LYNCH CONV NTS (TIL.A) CONVERTIBLES 590188A2 5,396,950.00 5,980.00 (a) N/A (a)
METHANEX CORP COMMON STOCKS 59151K10 653,633.00 129,100.00 (a) N/A (c)
METRICOM INC COMMON STOCKS 59159610 48,925.00 1,900.00 (a) N/A (a)
METRICOM INC COMMON STOCKS 59159610 262,650.00 10,200.00 (c) N/A (c)
METRICOM INC -WTS EXP 02/15/00 WARRANTS 59159613 14,000.00 2,000.00 (a) N/A (a)
METRIS COMPANIES INC COMMON STOCKS 59159810 8,263,400.00 209,200.00 (a) N/A (a)
METRIS COMPANIES INC COMMON STOCKS 59159810 2,832,150.00 71,700.00 (a) N/A (c)
METRETEK TECHNOLOGIES INC COMMON STOCKS 59159Q10 550,000.00 200,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES WTS `04 WARRANTS 59159Q12 170,000.00 100,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES 8.0% PFD COMMON STOCKS 59159Q20 1,086,000.00 1,000.00 (a) N/A (a)
METRO-GOLDWYN MAYER INC COMMON STOCKS 59161010 513,600.00 21,400.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 (230,974.00) (9,500.00) (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 51,057.00 2,100.00 (a) N/A (b)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 406,027.00 16,700.00 (a) N/A (c)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 11,427.00 470.00 (c) N/A (b)
METSO CORP SPON ADR COMMON STOCKS 59267110 12,707.00 1,255.00 (a) N/A (b)
MEXICO EQUITY & INCOME FD EQUITY FUNDS 59283410 11,626.00 1,200.00 (a) N/A (b)
MEXICO FUND EQUITY FUNDS 59283510 15,750.00 1,000.00 (a) N/A (a)
MEXICO FUND EQUITY FUNDS 59283510 25,200.00 1,600.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 270,584,202.00 4,486,333.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 33,293,560.00 552,013.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 36,495,396.00 605,100.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 11,236,312.00 186,300.00 (c) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 5,692,944.00 94,390.00 (c) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 31,024,464.00 514,391.00 (c) N/A (c)
MICROVISION INC COMMON STOCKS 59496010 238,675.00 6,250.00 (a) N/A (a)
MICROVISION INC COMMON STOCKS 59496010 19,094.00 500.00 (c) N/A (b)
MICROSTRATEGY INC COMMON STOCKS 59497210 95,596.00 3,500.00 (a) N/A (a)
MICROSTRATEGY INC COMMON STOCKS 59497210 1,324,680.00 48,500.00 (c) N/A (c)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 145,064.00 4,387.50 (a) N/A (c)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 950,825.00 32,716.00 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 227,476.00 7,827.00 (a) N/A (c)
MICROMUSE INC COMMON STOCKS 59509410 22,297,688.00 110,968.00 (a) N/A (a)
MICROMUSE INC COMMON STOCKS 59509410 40,188.00 200.00 (a) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 2,599,000.00 56,500.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 18,400.00 400.00 (a) N/A (b)
MICRON TECHNOLOGY COMMON STOCKS 59511210 349,600.00 7,600.00 (c) N/A (c)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 41,346.00 3,500.00 (a) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 23,626.00 2,000.00 (a) N/A (c)
MID ATLANTIC MEDICAL SVCS COMMON STOCKS 59523C10 13,700,225.00 905,800.00 (a) N/A (a)
MID ATLANTIC MEDICAL SVCS COMMON STOCKS 59523C10 996,738.00 65,900.00 (a) N/A (c)
MIDAS INC COMMON STOCKS 59562610 9,324.00 666.00 (a) N/A (b)
S &P 400 MID-CAP DEP RECEIPTS COMMON STOCKS 59563510 58,950.00 600.00 (a) N/A (b)
MILLENNIUM PHARMACEUTICALS COMMON STOCKS 59990210 41,613,787.00 284,903.00 (a) N/A (a)
MILLENNIUM PHARMACEUTICALS COMMON STOCKS 59990210 6,082,940.00 41,646.00 (a) N/A (b)
MILLENNIUM PHARMACEUTICALS COMMON STOCKS 59990210 22,099,332.00 151,300.00 (a) N/A (c)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 509,567.00 34,400.00 (a) N/A (a)
MILLIPORE CORP COMMON STOCKS 60107310 4,844.00 100.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 15,917,688.00 178,100.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 875,875.00 9,800.00 (a) N/A (b)
MINIMED INC COMMON STOCKS 60365K10 30,316,000.00 339,200.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 2,032,088.00 22,300.00 (a) N/A (a)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 47,385.00 520.00 (a) N/A (b)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 5,112,112.00 56,100.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 9,112.00 100.00 (c) N/A (c)
MIPS TECHNOLOGIES INC COMMON STOCKS 60456710 7,097,800.00 154,300.00 (a) N/A (a)
MIPS TECHNOLOGIES INC COMMON STOCKS 60456710 335,800.00 7,300.00 (a) N/A (b)
MIPS TECHNOLOGIES INC COMMON STOCKS 60456710 9,986,600.00 217,100.00 (a) N/A (c)
MISSION WEST PROPERTIES COMMON STOCKS 60520310 689,393.00 49,686.00 (a) N/A (c)
MOLECULAR DEVICES CORP COMMON STOCKS 60851C10 9,703,160.00 98,759.90 (a) N/A (a)
MOLECULAR DEVICES CORP COMMON STOCKS 60851C10 192,560.00 1,959.90 (a) N/A (b)
MOLECULAR DEVICES CORP COMMON STOCKS 60851C10 125,269.00 1,275.00 (a) N/A (c)
MOLEX INC COMMON STOCKS 60855410 21,775.00 400.00 (a) N/A (a)
MOLEX INC COMMON STOCKS 60855410 22,346,799.00 410,500.00 (a) N/A (c)
MOLEX INC CL A COMMON STOCKS 60855420 107,324.00 2,590.00 (a) N/A (a)
MONSANTO CO PREFERREDS 61166230 4,174,288.00 79,700.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 16,696.00 500.00 (a) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 1,335,812.00 33,500.00 (a) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 11,962.00 300.00 (a) N/A (b)
MOORE MED CORP COMMON STOCKS 61579910 1,220,000.00 160,000.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 21,388,402.00 130,916.00 (a) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 1,307,490.00 8,003.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 8,332.00 51.00 (c) N/A (b)
MORGAN STANLEY FIN PLC PFD PREFERREDS 61690670 49,250.00 2,000.00 (a) N/A (b)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 30,806,237.00 284,900.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 34,084,429.00 372,760.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 3,809,216.00 41,659.00 (a) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 29,479,611.00 322,400.00 (a) N/A (c)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 142,643.00 1,560.00 (c) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 36,575.00 400.00 (c) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 1,038.00 100.00 (a) N/A (a)
MORRISON MANAGEMENT SPECIAL COMMON STOCKS 61845910 251,027.00 8,495.00 (a) N/A (c)
MOTELS OF AMERICA 144A COMMON STOCKS 61975110 12,000.00 750.00 (a) N/A (a)
MOTIENT CORPORATION WARRANTS WARRANTS 61990811 120,000.00 3,000.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 33,632,744.00 1,140,093.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 1,375,880.00 46,640.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 604,750.00 20,500.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 429,962.00 14,575.00 (c) N/A (a)
MOTOROLA COMMON STOCKS 62007610 504,450.00 17,100.00 (c) N/A (c)
MRS FIELDS WARRANTS WARRANTS 62472F11 47,500.00 4,750.00 (a) N/A (a)
MRS FIELDS WARRANTS WARRANTS 62472F11 2,000.00 200.00 (c) N/A (c)
MPOWER COMMUNICATIONS CORP COMMON STOCKS 62473J10 105,426.00 12,091.50 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 100,971.00 4,500.00 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 841,425.00 37,500.00 (c) N/A (c)
MULTEX.COM INC COMMON STOCKS 62536710 30,825.00 1,800.00 (a) N/A (a)
MULTEX.COM INC COMMON STOCKS 62536710 255,162.00 14,900.00 (c) N/A (c)
MUNIYIELD INSURED FUND INC CLOSED END FUNDS 62630E10 260,000.00 20,000.00 (a) N/A (a)
MUNIYIELD PENNSYLVANIA FUND FIXED INCOME FUND62630V10 141,488.00 11,550.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 1,587,918.00 24,500.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 305,204.00 4,709.00 (a) N/A (b)
MUTUAL RISK MANAGEMENT LTD. COMMON STOCKS 62835110 5,679,748.00 258,900.00 (a) N/A (a)
MUTUAL RISK MANAGEMENT LTD. COMMON STOCKS 62835110 190,861.00 8,700.00 (a) N/A (b)
MUTUAL RISK MANAGEMENT LTD. COMMON STOCKS 62835110 5,708,268.00 260,200.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 58,342,320.00 2,165,800.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 2,688,412.00 99,800.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 27,061,915.00 1,004,600.00 (c) N/A (c)
NBC INTERNET INC -A COMMON STOCKS 62873D10 30,190.00 4,600.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 8,442.00 224.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 10,741.00 285.00 (a) N/A (b)
NCR CORP COMMON STOCKS 62886E10 12,663.00 336.00 (c) N/A (a)
NCR CORP COMMON STOCKS 62886E10 678.00 18.00 (c) N/A (b)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 23,612.00 212.00 (c) N/A (c)
NTL INC. COMMON STOCKS 62940710 9,660,336.00 208,588.00 (a) N/A (a)
NTL INC. COMMON STOCKS 62940710 6,432,181.00 138,885.00 (a) N/A (b)
NTL INC. COMMON STOCKS 62940710 1,490,399.00 32,181.00 (a) N/A (c)
NTL INC. COMMON STOCKS 62940710 2,207,694.00 47,669.00 (c) N/A (a)
NTL INC. COMMON STOCKS 62940710 640,509.00 13,830.00 (c) N/A (b)
NTL INC.13% PFD PREFERREDS 62940750 880.00 1.00 (a) N/A (a)
NTL INC.13% PFD PREFERREDS 629407503 86.00 0.10 (a) N/A (a)
NABISCO HOLDING CORP CL A COMMON STOCKS 62952610 827,750.00 15,400.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 91,996,575.00 3,227,950.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 5,216.00 183.00 (a) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 1,806,900.00 63,400.00 (a) N/A (c)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 399.00 14.00 (c) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 47,421,150.00 1,663,900.00 (c) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 39,062,890.00 745,475.00 (a) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 4,092,440.00 78,100.00 (a) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 81,695,530.00 1,559,075.00 (a) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 3,364,080.00 64,200.00 (c) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 47,160.00 900.00 (c) N/A (b)
NATIONAL AUSTRALIAN BK SP ADR COMMON STOCKS 63252540 6,938.00 100.00 (a) N/A (a)
NATIONAL AUSTRALIAN BK SP ADR COMMON STOCKS 63252540 13,875.00 200.00 (c) N/A (c)
NATIONAL CITY CORP COMMON STOCKS 63540510 44,000.00 2,000.00 (a) N/A (a)
NATIONAL CITY CORP COMMON STOCKS 63540510 66,792.00 3,036.00 (a) N/A (b)
NATL COMMERCE BANCORPORATION COMMON STOCKS 63544910 68,985.00 3,460.00 (a) N/A (a)
NATL COMMERCE BANCORPORATION COMMON STOCKS 63544910 70,780.00 3,550.00 (a) N/A (c)
NATIONAL DATA CORP COMMON STOCKS 63562110 111,564.00 3,400.00 (a) N/A (c)
NATIONAL FUEL GAS COMMON STOCKS 63618010 (291,626.00) (5,200.00) (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 14,405,048.00 326,460.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 41,276,290.00 935,440.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 7,765,625.00 248,500.00 (a) N/A (a)
NATIONAL OILWELL INC COMMON STOCKS 63707110 412,500.00 13,200.00 (a) N/A (b)
NATIONAL OILWELL INC COMMON STOCKS 63707110 17,283,594.00 553,075.00 (a) N/A (c)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 9,111,700.00 223,600.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 1,540,350.00 37,800.00 (a) N/A (c)
NATIONAL SVC INDS INC COMMON STOCKS 63765710 1,956.00 100.00 (a) N/A (a)
NATL WESTERN LIFE INS-CL A COMMON STOCKS 63852210 182,500.00 2,500.00 (a) N/A (c)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 48,588.00 1,300.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 74,750.00 2,000.00 (a) N/A (b)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 40,323.00 2,530.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 31,876.00 2,000.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 446,264.00 28,000.00 (c) N/A (c)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 7,074,306.00 131,500.00 (a) N/A (a)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 26,898.00 500.00 (a) N/A (b)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 1,237,331.00 23,000.00 (a) N/A (c)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 152,684.00 5,100.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 3,595,554.00 120,100.00 (a) N/A (c)
NEIMAN MARCUS GROUP - CL B COMMON STOCKS 64020430 18,950.00 662.00 (a) N/A (a)
NEIMAN MARCUS GROUP - CL B COMMON STOCKS 64020430 43,052.00 1,504.00 (a) N/A (b)
NEORX CORPOPATION COMMON STOCKS 64052030 1,335,250.00 54,500.00 (a) N/A (c)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 15,838.00 700.00 (a) N/A (a)
NESTLE S.A. SPONSORED ADR COMMON STOCKS 64106940 10,414.00 100.00 (a) N/A (a)
NESTLE S.A. SPONSORED ADR COMMON STOCKS 64106940 31,242.00 300.00 (c) N/A (c)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 12,741.00 2,700.00 (a) N/A (a)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 103,818.00 22,000.00 (c) N/A (c)
NET2PHONE INC COMMON STOCKS 64108N10 1,125.00 50.00 (c) N/A (b)
NETMANAGE INC COMMON STOCKS 64114410 30,925.00 14,553.00 (a) N/A (b)
NETOPIA INC COMMON STOCKS 64114K10 763,147.00 69,377.00 (a) N/A (a)
NETRO CORP COMMON STOCKS 64114R10 13,091,050.00 220,946.00 (a) N/A (a)
NETRO CORP COMMON STOCKS 64114R10 881,284.00 14,874.00 (a) N/A (b)
NETSOLVE INC COMMON STOCKS 64115J10 17,812.00 2,500.00 (a) N/A (b)
NETIQ CORP COMMON STOCKS 64115P10 2,060,203.00 31,363.47 (a) N/A (a)
NETIQ CORP COMMON STOCKS 64115P10 72,257.00 1,100.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 133,314,878.00 1,046,633.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 484,025.00 3,800.00 (a) N/A (b)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 29,359,938.00 230,500.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 58,592.00 460.00 (c) N/A (c)
NET2000 COMMUNICATIONS INC COMMON STOCKS 64122G10 638.00 100.00 (a) N/A (c)
NEUROGEN CORP COMMON STOCKS 64124E10 37,350.00 1,200.00 (a) N/A (a)
NEUROGEN CORP COMMON STOCKS 64124E10 438,862.00 14,100.00 (c) N/A (c)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,466,978.00 60,300.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 59,604.00 2,450.00 (a) N/A (c)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,216.00 50.00 (c) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,983,462.00 81,530.00 (c) N/A (c)
THE NEW GERMANY FUND INC. EQUITY FUNDS 64446510 294.00 24.00 (c) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 21,983.00 1,606.00 (a) N/A (b)
NEW VALLEY CORP-WTS WARRANTS 64908011 66,193.00 302,250.00 (a) N/A (a)
NEW VALLEY CORPORATION COMMON STOCKS 64908050 965,250.00 214,500.00 (a) N/A (a)
NY RESTAURANTS PRIVATE PLACMNT COMMON STOCKS 6497719A 749,998.00 77,720.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 2,004,963.00 51,000.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 1,394,039.00 35,460.00 (a) N/A (b)
NY TIMES CO CL A COMMON STOCKS 65011110 927,001.00 23,580.00 (a) N/A (c)
NY TIMES CO CL A COMMON STOCKS 65011110 937,379.00 23,844.00 (c) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 511,069.00 13,000.00 (c) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 47,360.00 2,076.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 29,680.00 1,301.00 (a) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 91,252.00 4,000.00 (c) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 42,295.00 1,854.00 (c) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 19,580,947.00 419,400.00 (a) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 76,755.00 1,644.00 (a) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 4,050,184.00 86,750.00 (a) N/A (c)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 11,205.00 240.00 (c) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 350,720.00 7,512.00 (c) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 445,400.00 26,200.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 6,800.00 400.00 (a) N/A (b)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 1,881,450.00 203,400.00 (a) N/A (a)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 3,020,125.00 326,500.00 (a) N/A (c)
NEWPORT CORP COMMON STOCKS 65182410 12,677,574.00 79,600.00 (a) N/A (a)
NEWPORT CORP COMMON STOCKS 65182410 1,083,009.00 6,800.00 (a) N/A (c)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 2,602.00 60.00 (a) N/A (a)
NEWS CORP LTD ADR COMMON STOCKS 65248770 12,507,655.00 223,100.00 (a) N/A (a)
NEWS CORP LTD ADR COMMON STOCKS 65248770 2,001,449.00 35,700.00 (a) N/A (b)
NEWS CORP LTD ADR COMMON STOCKS 65248770 18,708,223.00 333,700.00 (a) N/A (c)
NEWS CORP LTD ADR COMMON STOCKS 65248770 16,819.00 300.00 (c) N/A (c)
NEWS CORP LTD -SPON ADR PRF COMMON STOCKS 65248780 5,250,000.00 112,000.00 (a) N/A (a)
NEXELL THERAPEUTICS INC COMMON STOCKS 65332H20 22,970.00 2,500.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 21,059,940.00 450,480.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 9,024,152.00 193,030.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 251,796.00 5,386.00 (a) N/A (c)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 224,400.00 4,800.00 (c) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 324,912.00 6,950.00 (c) N/A (b)
NEXTEL PARTNERS INC CL A COMMON STOCKS 65333F10 6,678,362.00 229,300.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 2,548,667.00 57,597.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 286,354.00 6,471.27 (a) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 47,579.00 1,071.66 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 18,046,548.00 512,860.83 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 178,051.00 5,060.00 (a) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 239,278.00 6,800.00 (a) N/A (c)
NEXTLINK COMM CONV PRFD CONVERTIBLES 65333H86 1,272,425.00 7,700.00 (a) N/A (a)
NEXT LEVEL COMMUNICATION INC COMMON STOCKS 65333U10 99,188.00 1,500.00 (a) N/A (b)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 99,326.00 6,300.00 (a) N/A (a)
NICE SYSTEMS LTD SPON ADR COMMON STOCKS 65365610 3,261,600.00 45,300.00 (a) N/A (a)
NICOR INC COMMON STOCKS 65408610 3,621.00 100.00 (a) N/A (a)
NIKE INC COMMON STOCKS 65410610 20,032.00 500.00 (a) N/A (a)
NIKE INC COMMON STOCKS 65410610 19,230.00 480.00 (a) N/A (b)
NIKE INC COMMON STOCKS 65410610 4,006.00 100.00 (c) N/A (b)
NIKU CORP COMMON STOCKS 65411310 2,664,382.00 109,308.00 (a) N/A (a)
NIKU CORP COMMON STOCKS 65411310 2,325,253.00 95,395.00 (a) N/A (b)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 366,372.00 7,300.00 (a) N/A (a)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 2,785,434.00 55,500.00 (c) N/A (c)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 4,900.00 100.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 24,500.00 500.00 (c) N/A (c)
NISOURCE INC COMMON STOCKS 65473P10 297,570.00 12,200.00 (a) N/A (a)
NISOURCE INC COMMON STOCKS 65473P10 70,734.00 2,900.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 5,643,000.00 152,000.00 (a) N/A (a)
NOBLE AFFILIATES COMMON STOCKS 65489410 23,054,625.00 621,000.00 (a) N/A (c)
NOKIA CORP ADR-A COMMON STOCKS 65490220 8,718,800.00 217,970.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 3,612,000.00 90,300.00 (a) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 172,000.00 4,300.00 (c) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 304,000.00 7,600.00 (c) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 60,000.00 1,500.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 18,014,865.00 356,730.00 (a) N/A (a)
NOBLE DRILLING CORP COMMON STOCKS 65504210 4,245,535.00 84,070.00 (a) N/A (b)
NOBLE DRILLING CORP COMMON STOCKS 65504210 46,924,095.00 929,190.00 (a) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 146,450.00 2,900.00 (c) N/A (b)
NORDSTROM INC COMMON STOCKS 65566410 4,669.00 300.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 63,619.00 4,350.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 142,638.00 9,753.00 (a) N/A (b)
NORSK HYDRO A/S SPONS ADR COMMON STOCKS 65653160 203,102.00 4,800.00 (c) N/A (a)
NORTEL NETWORKS CORP(HLDG) COMMON STOCKS 65656810 260,774,101.00 4,382,758.00 (a) N/A (a)
NORTEL NETWORKS CORP(HLDG) COMMON STOCKS 65656810 37,996,284.00 638,593.00 (a) N/A (b)
NORTEL NETWORKS CORP(HLDG) COMMON STOCKS 65656810 42,245,000.00 710,000.00 (a) N/A (c)
NORTEL NETWORKS CORP(HLDG) COMMON STOCKS 65656810 1,225,700.00 20,600.00 (c) N/A (a)
NORTEL NETWORKS CORP(HLDG) COMMON STOCKS 65656810 1,807,610.00 30,380.00 (c) N/A (b)
NORTH FORK BANCORPORATION COMMON STOCKS 65942410 21,625.00 1,000.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 13,022.00 600.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 3,255.00 150.00 (a) N/A (b)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 474,375.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 94,875.00 3,000.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 42,282,726.00 475,755.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 26,003,048.00 292,580.00 (a) N/A (b)
NORTHERN TRUST CORP COMMON STOCKS 66585910 36,465,412.00 410,300.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 7,883,212.00 88,700.00 (c) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 542,138.00 6,100.00 (c) N/A (b)
NORTHROP GRUMAN CORP COMMON STOCKS 66680710 9,088.00 100.00 (a) N/A (a)
NORTHWEST BANCORP INC COMMON STOCKS 66732810 8,375.00 1,000.00 (a) N/A (b)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 213,506.00 11,200.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 6,100.00 320.00 (a) N/A (c)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 2,651,663.00 139,100.00 (c) N/A (c)
NOVA CORP/GEORGIA COMMON STOCKS 66978410 5,651.00 330.00 (c) N/A (a)
NOVA CORP/GEORGIA COMMON STOCKS 66978410 129,482.00 7,561.00 (c) N/A (b)
NU HORIZONS ELECTRONICS INC COMMON STOCKS 66990810 99,292.00 3,570.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 40,746.00 4,100.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 5,963.00 600.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 34,783.00 3,500.00 (a) N/A (c)
NOVELLUS SYSTEM INC COMMON STOCKS 67000810 13,969.00 300.00 (a) N/A (a)
NOVELLUS SYSTEM INC COMMON STOCKS 67000810 9,313.00 200.00 (a) N/A (b)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 1,332,248.00 31,347.00 (a) N/A (a)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 1,946,500.00 45,800.00 (c) N/A (c)
NU MED INC. COMMON STOCK COMMON STOCKS 67018K10 3,864.00 4,067.00 (a) N/A (a)
NSTOR TECHNOLOGIES INC COMMON STOCKS 67018N10 20,630.00 10,000.00 (c) N/A (b)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 37,100.00 5,600.00 (a) N/A (a)
NSTAR COMMON STOCKS 67019E10 65,446.00 1,626.00 (a) N/A (b)
NSTAR COMMON STOCKS 67019E10 441,341.00 10,965.00 (a) N/A (c)
NUCOR CORP COMMON STOCKS 67034610 6,075.00 200.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 36,450.00 1,200.00 (a) N/A (b)
NUVEEN NY MUNI VALUE FUND FIXED INCOME FUND67062M10 4,375.00 500.00 (a) N/A (b)
NVIDIA CORP COMMON STOCKS 67066G10 47,019,830.00 574,288.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 54,766,188.00 668,900.00 (a) N/A (c)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 3,966,149.00 181,825.00 (a) N/A (a)
OCEAN ENERGY INC COMMON STOCKS 67481E10 311,550.00 20,100.00 (a) N/A (a)
OCEAN ENERGY INC COMMON STOCKS 67481E10 209,250.00 13,500.00 (a) N/A (c)
OFFICE DEPOT INC COMMON STOCKS 67622010 4,688.00 600.00 (a) N/A (a)
OGDEN CORP COMMON STOCKS 67634610 13,563.00 1,000.00 (a) N/A (b)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 2,280,564.00 39,600.00 (a) N/A (a)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 3,029,234.00 52,600.00 (a) N/A (c)
OLD KENT FINANCIAL CORP COMMON STOCKS 67983310 8,681.00 300.00 (a) N/A (a)
OLD REPUBLIC INT`L CORP COMMON STOCKS 68022310 400,938.00 16,662.00 (a) N/A (a)
OLD REPUBLIC INT`L CORP COMMON STOCKS 68022310 96,252.00 4,000.00 (a) N/A (c)
OLIN CORP COMMON STOCKS 68066520 22,663.00 1,400.00 (a) N/A (a)
OMNICARE INC COMMON STOCKS 68190410 2,702,550.00 167,600.00 (a) N/A (a)
OMNICARE INC COMMON STOCKS 68190410 461,981.00 28,650.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 29,399,120.00 403,070.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 18,677,744.00 256,077.00 (a) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 10,670,829.00 146,300.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 977,369.00 13,400.00 (c) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 1,398,951.00 19,180.00 (c) N/A (b)
OMNICOM GROUP CNV SUB DEB CONVERTIBLES 681919AE 2,515,598.00 1,095.00 (a) N/A (a)
OMEGA RESEARCH INC COMMON STOCKS 68211E10 262.00 100.00 (c) N/A (b)
ON ASSIGNMENT INC COMMON STOCKS 68215910 23,373,748.00 744,980.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 50,263,378.00 1,602,020.00 (a) N/A (c)
ONEOK INC COMMON STOCKS 68268010 225,473.00 5,670.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 47,719.00 1,200.00 (a) N/A (c)
ONVIA.COM INC COMMON STOCKS 68338T10 1,417,500.00 270,000.00 (a) N/A (a)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 123,750.00 6,000.00 (a) N/A (a)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 123,750.00 6,000.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 35,174.00 5,600.00 (a) N/A (a)
OPEN MARKET INC COMMON STOCKS 68370M10 3,140.00 500.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 511,902.00 81,500.00 (c) N/A (c)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 924,127.00 47,850.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 8,691.00 450.00 (a) N/A (c)
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)
ORACLE SYS CORP COMMON STOCKS 68389X10 86,563,969.00 1,099,225.00 (a) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 20,336,400.00 258,240.00 (a) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 31,665,375.00 402,100.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 5,059,688.00 64,250.00 (c) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 2,144,362.00 27,230.00 (c) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 206,325.00 2,620.00 (c) N/A (c)
OPUS360 CORP COMMON STOCKS 68400F10 2,429.00 1,050.00 (a) N/A (a)
ORBITAL IMAGING CORP- WT 144A WARRANTS 68556F11 10,250.00 2,000.00 (a) N/A (a)
ORCHID BIOSCIENCES INC COMMON STOCKS 68571P10 212,500.00 6,250.00 (a) N/A (c)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 6,815.00 117.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 23,766.00 408.00 (a) N/A (b)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 19,805.00 340.00 (c) N/A (c)
ORTHO MATTRESS HLDGS PFD SER C PREFERREDS 68799698 1,582,834.00 791,417.00 (a) N/A (a)
ORTHO MATTRESS HLDGS PFD SER B PREFERREDS 68799699 430,000.00 430,000.00 (a) N/A (a)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 314,812.00 11,500.00 (a) N/A (a)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 763,762.00 27,900.00 (c) N/A (c)
OWENS CORNING COMMON STOCKS 69073F10 262.00 100.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 9,712.00 1,050.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 18,500.00 2,000.00 (a) N/A (c)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 30,446,053.00 990,631.00 (a) N/A (a)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 980,415.00 31,900.00 (a) N/A (b)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 33,576,895.00 1,092,500.00 (a) N/A (c)
P-COM INC COMMON STOCKS 69326210 9,938.00 1,500.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 133,272.00 2,200.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 395,635.00 6,531.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 47,130.00 778.00 (c) N/A (b)
PG&E CORP COMMON STOCKS 69331C10 5,634,179.00 232,750.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 111,570.00 4,609.00 (a) N/A (b)
PGI INC. CNV SUB DEB CONVERTIBLES 69331DAA 12,500.00 250.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 32,679,243.00 280,470.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 10,417,113.00 89,405.00 (a) N/A (b)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 74,710,059.00 641,200.00 (a) N/A (c)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 4,311,092.00 37,000.00 (c) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 367,025.00 3,150.00 (c) N/A (b)
PE CORP-CELERA GENOMICS GRP COMMON STOCKS 69332S20 3,407,175.00 34,200.00 (a) N/A (a)
PE CORP-CELERA GENOMICS GRP COMMON STOCKS 69332S20 54,794.00 550.00 (a) N/A (b)
PE CORP-CELERA GENOMICS GRP COMMON STOCKS 69332S20 2,281,412.00 22,900.00 (a) N/A (c)
PLD TELEKOM WTS WARRANTS 69340T11 20,400.00 6,800.00 (a) N/A (a)
PLD TELEKOM WTS WARRANTS 69340T11 600.00 200.00 (a) N/A (c)
PLD TELEKOM INC WT WARRANTS 69340T14 2,087.00 1,860.00 (a) N/A (a)
PLD TELEKOM INC WT (PHYSICAL) WARRANTS 69340T142 812.00 724.00 (a) N/A (a)
PLD TELEKOM INC WT WARRANTS 69340T15 875.00 780.00 (a) N/A (a)
PLD TELEKOM INC WT (PHYSICAL) WARRANTS 69340T159 157.00 140.00 (a) N/A (a)
PLC SYSTEMS INC COMMON STOCKS 69341D10 100.00 100.00 (c) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 68,462,415.00 318,060.00 (a) N/A (a)
PMC- SIERRA INC COMMON STOCKS 69344F10 1,991,062.00 9,250.00 (a) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 51,773,006.00 240,525.00 (a) N/A (c)
PMC- SIERRA INC COMMON STOCKS 69344F10 73,185.00 340.00 (c) N/A (c)
THE PMI GROUP INC COMMON STOCKS 69344M10 32,825.00 484.50 (a) N/A (c)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 276,250.00 4,250.00 (a) N/A (a)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 868,985.00 13,369.00 (a) N/A (b)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 201,500.00 3,100.00 (c) N/A (a)
PPG INDUSTRIES COMMON STOCKS 69350610 11,906.00 300.00 (a) N/A (a)
PPL CORPORATION COMMON STOCKS 69351T10 171,241.00 4,100.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 2,241,100.00 122,800.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 149,650.00 8,200.00 (a) N/A (b)
PRI AUTOMATION INC COMMON STOCKS 69357H10 4,999,131.00 273,925.00 (a) N/A (c)
PRI AUTOMATION INC COMMON STOCKS 69357H10 295,650.00 16,200.00 (c) N/A (c)
PYR ENERGY CORP COMMON STOCKS 69367710 46,000.00 8,000.00 (c) N/A (b)
PACCAR INC COMMON STOCKS 69371810 1,897,626.00 51,200.00 (a) N/A (a)
PAC-WEST TELECOMM INC COMMON STOCKS 69371Y10 6,388.00 700.00 (a) N/A (a)
PACIFIC CENTURY FINL CORP COMMON STOCKS 69405810 53,944.00 3,150.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 46,875.00 2,500.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 48,750.00 2,600.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 279,375.00 14,900.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS COMMON STOCKS 69511210 10,444.00 300.00 (a) N/A (a)
PACKAGING CORP OF AMERICA COMMON STOCKS 69515610 249,471.00 22,550.00 (a) N/A (c)
PACKETEER INC COMMON STOCKS 69521010 432,531.00 11,401.00 (a) N/A (a)
PACKETEER INC COMMON STOCKS 69521010 3,794.00 100.00 (a) N/A (b)
PACTIV CORPORATION COMMON STOCKS 69525710 992,376.00 88,700.00 (a) N/A (a)
PACTIV CORPORATION COMMON STOCKS 69525710 689,181.00 61,600.00 (a) N/A (c)
PAINE WEBBER INC COMMON STOCKS 69562910 20,662.00 300.00 (a) N/A (a)
PALL CORP COMMON STOCKS 69642930 3,988.00 200.00 (a) N/A (a)
PALM INC COMMON STOCKS 69664210 16,607,603.00 313,718.00 (a) N/A (a)
PALM INC COMMON STOCKS 69664210 3,054,258.00 57,695.00 (a) N/A (b)
PALM INC COMMON STOCKS 69664210 42,239,230.00 797,900.00 (a) N/A (c)
PALM INC COMMON STOCKS 69664210 7,835.00 148.00 (c) N/A (b)
PANAMSAT CORP COMMON STOCKS 69793310 7,984.00 250.00 (a) N/A (a)
PARADISE MUSIC & COMMON STOCKS 69907110 660.00 880.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 5,666.00 518.00 (a) N/A (a)
PARK PLACE ENTERTAINMENT COMMON STOCKS 70069010 15,125.00 1,000.00 (a) N/A (a)
PARK PLACE ENTERTAINMENT COMMON STOCKS 70069010 19,294,962.00 1,275,700.00 (a) N/A (c)
PARKER DRILLING CO COMMON STOCKS 70108110 135,758.00 19,394.00 (a) N/A (a)
PARKER DRILLING CO COMMON STOCKS 70108110 2,251,942.00 321,706.00 (a) N/A (c)
PARKER HANNIFIN CORP COMMON STOCKS 70109410 20,250.00 600.00 (a) N/A (a)
PARKERVISION INC COMMON STOCKS 70135410 274,312.00 5,700.00 (a) N/A (a)
PARKERVISION INC COMMON STOCKS 70135410 2,670,938.00 55,500.00 (c) N/A (c)
PARTNER COMMUNICATIONS - ADR COMMON STOCKS 70211M10 345,960.00 45,000.00 (a) N/A (a)
PATHMARK STORES INC COMMON STOCKS 70322A10 6,875,629.00 558,404.00 (a) N/A (a)
PATHMARK STORES INC COMMON STOCKS 70322A10 3,087,226.00 250,729.00 (a) N/A (c)
PATHMARK STORES INC COMMON STOCKS 70322A10 755,378.00 61,348.00 (c) N/A (c)
PAYCHEX INC COMMON STOCKS 70432610 210,000.00 4,000.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 1,239,840.00 23,616.00 (a) N/A (b)
PAYCHEX INC COMMON STOCKS 70432610 26,751,375.00 509,550.00 (a) N/A (c)
PEARSON PLC SPONSORED ADR COMMON STOCKS 70501510 71,738.00 2,545.00 (a) N/A (a)
PECHINEY S.A. SPONSORED ADR A COMMON STOCKS 70515120 18,918.00 940.00 (a) N/A (b)
PECO II INC COMMON STOCKS 70522110 1,324,808.00 28,300.00 (a) N/A (a)
PECO II INC COMMON STOCKS 70522110 983,073.00 21,000.00 (a) N/A (c)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 8,850,072.00 183,182.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 618,406.00 12,800.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 12,644,092.00 261,712.00 (a) N/A (c)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 220,873.00 210.36 (a) N/A (a)
PEGASUS COMM PFD PIK 12.75% PREFERREDS 70590430 616,875.00 500.00 (a) N/A (a)
PEGASUS SYSTEMS INC COMMON STOCKS 70590610 95,702.00 4,892.00 (a) N/A (a)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 207,035.00 34,505.80 (a) N/A (a)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 25,351.00 4,225.20 (a) N/A (c)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 21,126.00 3,521.00 (c) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 (274,062.00) (23,200.00) (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 11,813.00 1,000.00 (a) N/A (b)
PENNEY J.C CO INC COMMON STOCKS 70816010 7,088.00 600.00 (a) N/A (c)
PEOPLES BANK CT COMMON STOCKS 71019810 (117,953.00) (5,600.00) (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 152,463.00 4,566.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 31,099,855.00 1,113,174.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 5,588.00 200.00 (a) N/A (b)
PEOPLESOFT INC COMMON STOCKS 71271310 39,113.00 1,400.00 (a) N/A (c)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 1,169,451.00 38,900.00 (a) N/A (a)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 3,006.00 100.00 (a) N/A (b)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 33,971.00 1,130.00 (c) N/A (c)
PEPSICO INC COMMON STOCKS 71344810 16,320,340.00 354,790.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 2,288,914.00 49,759.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 66,700.00 1,450.00 (c) N/A (c)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356930 457.00 36.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 29,524,815.00 1,559,025.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 844,635.00 44,600.00 (a) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 20,598,863.00 1,087,700.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 39,959.00 2,110.00 (c) N/A (c)
PEREZ COMPANC SA SPON ADR CL B COMMON STOCKS 71367B10 4,377,038.00 267,300.00 (a) N/A (a)
PEREZ COMPANC SA SPON ADR CL B COMMON STOCKS 71367B10 2,190,975.00 133,800.00 (a) N/A (c)
PERKINELMER INC COMMON STOCKS 71404610 10,438.00 100.00 (a) N/A (a)
PERPETUAL SAVINGS BANK FSB CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
PERSISTENCE SOFTWARE INC COMMON STOCKS 71532910 26,251.00 2,400.00 (a) N/A (b)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 685,280.00 85,660.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 2,146,512.00 343,442.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 26,706,105.00 931,500.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 10,094,707.00 352,100.00 (a) N/A (c)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 5,734.00 200.00 (c) N/A (c)
PETROLEO BRASILEIRO SA ADR COMMON STOCKS 71654V40 17,734,164.00 589,900.00 (a) N/A (a)
PETROLEO BRASILEIRO SA ADR COMMON STOCKS 71654V40 4,569,576.00 152,000.00 (a) N/A (c)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 16,630,725.00 964,100.00 (a) N/A (a)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 491,625.00 28,500.00 (a) N/A (b)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 19,578,094.00 1,134,962.00 (a) N/A (c)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 4,396.00 99.00 (a) N/A (a)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 20,424.00 460.00 (c) N/A (c)
PHARMACYCLICS INC COMMON STOCKS 71693310 145,500.00 2,932.00 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 213,859,673.00 4,760,901.00 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 56,060,834.00 1,248,015.00 (a) N/A (b)
PFIZER INC COMMON STOCKS 71708110 64,557,901.00 1,437,175.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 7,343,297.00 163,475.00 (c) N/A (a)
PFIZER INC COMMON STOCKS 71708110 6,987,306.00 155,550.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 25,100,847.00 558,790.00 (c) N/A (c)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 103,596.00 3,900.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 1,070,489.00 40,300.00 (c) N/A (c)
PHARMACOPEIA INC COMMON STOCKS 71713B10 6,582,009.00 258,118.00 (a) N/A (a)
PHARMACOPEIA INC COMMON STOCKS 71713B10 69,309.00 2,718.00 (a) N/A (b)
PHARMACOPEIA INC COMMON STOCKS 71713B10 9,962,850.00 390,700.00 (a) N/A (c)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 183,855,927.00 3,054,694.00 (a) N/A (a)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 18,789,971.00 312,188.00 (a) N/A (b)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 65,878,559.00 1,094,546.40 (a) N/A (c)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 2,197,043.00 36,503.00 (c) N/A (a)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 3,237,151.00 53,784.00 (c) N/A (b)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 39,099,930.00 649,630.00 (c) N/A (c)
PHASE METRICS INC COMMON STOCKS 71721710 722,720.00 72,272.00 (a) N/A (a)
PHARSIGHT CORP COMMON STOCKS 71721Q10 1,618,750.00 175,000.00 (a) N/A (c)
PHELPS DODGE CORP COMMON STOCKS 71726510 40,498.00 970.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 118,259.00 5,100.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 797,667.00 34,400.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 144,909,703.00 4,922,539.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 1,327,065.00 45,080.00 (a) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 2,578,769.00 87,600.00 (a) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 11,775.00 400.00 (c) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 42,932,379.00 1,458,400.00 (c) N/A (c)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 1,832,300.00 29,200.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 94,125.00 1,500.00 (a) N/A (b)
PHILLIPS-VAN HEUSEN COMMON STOCKS 71859210 240,293.00 23,300.00 (a) N/A (a)
PHILLIPS-VAN HEUSEN COMMON STOCKS 71859210 486,774.00 47,200.00 (a) N/A (c)
PHILLIPS-VAN HEUSEN COMMON STOCKS 71859210 2,315,268.00 224,500.00 (c) N/A (c)
PHONE.COM INC COMMON STOCKS 71920Q10 65,604,575.00 577,378.00 (a) N/A (a)
PHONE.COM INC COMMON STOCKS 71920Q10 2,990,383.00 26,318.00 (a) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 34,088.00 300.00 (a) N/A (c)
PHOTRONIC INC COMMON STOCKS 71940510 9,234,185.00 423,334.00 (a) N/A (a)
PHOTRONIC INC COMMON STOCKS 71940510 392,634.00 18,000.00 (a) N/A (b)
PHOTRONIC INC COMMON STOCKS 71940510 12,503,212.00 573,200.00 (a) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 769,089.00 25,100.00 (c) N/A (c)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 11,148,287.00 418,715.00 (a) N/A (a)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 171,731.00 6,450.00 (a) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 162,412.00 6,100.00 (a) N/A (c)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 748,083.00 14,700.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 458,010.00 9,000.00 (a) N/A (b)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 325,696.00 6,400.00 (a) N/A (c)
PIONEER STANDARD ELECTRONICS COMMON STOCKS 72387710 13,563.00 1,000.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 256,347.00 6,500.00 (a) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 5,158,490.00 130,800.00 (a) N/A (c)
PIVOTAL CORP COMMON STOCKS 72581R10 2,591,032.00 49,353.00 (a) N/A (a)
PLACER DOME INC COMMON STOCKS 72590610 5,663.00 600.00 (a) N/A (a)
PLANETWEB PRIVATE PLACEMENT COMMON STOCKS 7270409A 1,999,744.00 367,600.00 (a) N/A (a)
PLANTRONICS INC COMMON STOCKS 72749310 4,058,400.00 106,800.00 (a) N/A (a)
PLANTRONICS INC COMMON STOCKS 72749310 649,800.00 17,100.00 (a) N/A (b)
PLANTRONICS INC COMMON STOCKS 72749310 3,397,200.00 89,400.00 (a) N/A (c)
PLEXUS CORP COMMON STOCKS 72913210 352,500.00 5,000.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 3,341,700.00 47,400.00 (c) N/A (c)
PLUG POWER INC COMMON STOCKS 72919P10 18,625.00 500.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 10,885,875.00 429,000.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 11,304,562.00 445,500.00 (a) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,082,718.00 1,260.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 10,314,525.00 553,800.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 1,175,461.00 63,112.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 1,097,012.00 58,900.00 (c) N/A (c)
POLAROID CORP COMMON STOCKS 73109510 1,344.00 100.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 8,103.00 603.00 (a) N/A (c)
POLYCOM INC COMMON STOCKS 73172K10 54,692,913.00 816,690.00 (a) N/A (a)
POLYCOM INC COMMON STOCKS 73172K10 950,960.00 14,200.00 (a) N/A (b)
POLYCOM INC COMMON STOCKS 73172K10 104,029,645.00 1,553,400.00 (a) N/A (c)
POLYMEDIA CORP COMMON STOCKS 73173810 2,358,125.00 55,000.00 (a) N/A (a)
PORTAL SOFTWARE COMMON STOCKS 73612610 41,986,720.00 1,049,668.00 (a) N/A (a)
PORTUGAL FUND INC COMMON STOCKS 73726510 149,600.00 13,600.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 8,921,421.00 881,128.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 20,250.00 2,000.00 (a) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 8,100.00 800.00 (c) N/A (c)
POST PROPERTIES INC COMMON STOCKS 73746410 43,563.00 1,000.00 (a) N/A (b)
POTLATCH CORP COMMON STOCKS 73762810 3,162.00 100.00 (a) N/A (a)
POTOMAC ELEC PWR CO COMMON STOCKS 73767910 5,041.00 200.00 (a) N/A (b)
POTOMAC ELEC PWR CO COMMON STOCKS 73767910 5,041.00 200.00 (c) N/A (b)
POTOMAC ELECTRIC POWER TRUST PREFERREDS 73767N20 36,400.00 1,600.00 (a) N/A (b)
POWER-ONE INC COMMON STOCKS 73930810 1,857,841.00 30,700.00 (a) N/A (a)
POWER-ONE INC COMMON STOCKS 73930810 459,922.00 7,600.00 (a) N/A (c)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 13,647,805.00 359,446.00 (a) N/A (a)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 630,285.00 16,600.00 (a) N/A (b)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 19,762,864.00 520,500.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 212,976.00 2,800.00 (a) N/A (a)
POWERTEL INC COMMON STOCKS 73936C10 1,171,370.00 15,400.00 (c) N/A (c)
PRAECIS PHARMACEUTICALS INC COMMON STOCKS 73942110 25,500.00 600.00 (a) N/A (a)
PRAECIS PHARMACEUTICALS INC COMMON STOCKS 73942110 21,250.00 500.00 (a) N/A (b)
PRAXAIR INC COMMON STOCKS 74005P10 418,600.00 11,200.00 (a) N/A (a)
PRECISION DRILLING CORP COMMON STOCKS 74022D10 30,169,127.00 844,600.00 (a) N/A (a)
PRECISION DRILLING CORP COMMON STOCKS 74022D10 676,875.00 19,000.00 (a) N/A (b)
PRECISION DRILLING CORP COMMON STOCKS 74022D10 21,677,812.00 608,500.00 (a) N/A (c)
PREMIER CRUISES LTD COMMON STOCKS 74049999 2,222.00 222,175.00 (a) N/A (a)
PREMIER FARNELL PLC ADR COMMON STOCKS 74050U10 754.00 58.00 (a) N/A (a)
PREMIER FARNELL PLC ADR COMMON STOCKS 74050U10 12,623.00 971.00 (c) N/A (a)
PREMIER FARNELL PLC-ADR CONVERTIBLES 74050U20 32,505.00 1,576.00 (a) N/A (a)
PREMIER FARNELL PLC-ADR CONVERTIBLES 74050U20 16,129.00 782.00 (c) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 8,981,060.00 459,083.99 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 77,020.00 3,937.00 (a) N/A (b)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 3,140,409.00 160,528.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 886,928.00 45,337.00 (c) N/A (c)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 1,609,973.00 34,300.00 (a) N/A (a)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 291,016.00 6,200.00 (a) N/A (b)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 46,938.00 1,000.00 (a) N/A (c)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 1,696,500.00 18,000.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 660,000.00 7,500.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 220,000.00 2,500.00 (a) N/A (c)
PRIMEX TECHNOLOGIES INC COMMON STOCKS 74159710 8,138.00 280.00 (a) N/A (a)
PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCKS 74163Q10 38,114.00 2,573.00 (a) N/A (a)
PRIMUS KNOWLEDGE SOLUTIONS COMMON STOCKS 74163Q10 285,846.00 19,297.00 (a) N/A (b)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 38,940.00 4,099.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 23,208.00 2,443.00 (a) N/A (c)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 6,023,450.00 227,300.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 35,410,625.00 1,336,250.00 (a) N/A (c)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 183,000.00 2,400.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 1,540,250.00 20,200.00 (c) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 1,240,036.00 18,508.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 1,776,639.00 26,517.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 254,600.00 3,800.00 (a) N/A (c)
PROGENICS PHARMACEUTICALS COMMON STOCKS 74318710 2,516,065.00 91,700.00 (a) N/A (a)
PROGENICS PHARMACEUTICALS COMMON STOCKS 74318710 559,735.00 20,400.00 (a) N/A (c)
PROGRESSIVE CORP-OHIO COMMON STOCKS 74331510 8,188.00 100.00 (a) N/A (a)
PROGRESSIVE CORP-OHIO COMMON STOCKS 74331510 2,077,496.00 25,374.00 (a) N/A (b)
PROLOGIS TRUST COMMON STOCKS 74341010 1,584,125.00 66,700.00 (a) N/A (a)
PROLOGIS TRUST COMMON STOCKS 74341010 12,863,000.00 541,600.00 (a) N/A (c)
PROLOGIS TRUST PFD SER C 8.54% PREFERREDS 74341040 1,345,500.00 29,250.00 (a) N/A (a)
PROSPERITY BANCSHARES INC COMMON STOCKS 74360610 702,090.00 38,209.00 (a) N/A (c)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 16,479,337.00 412,623.00 (a) N/A (a)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 6,110,514.00 153,000.00 (a) N/A (c)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 4,889,500.00 38,500.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 22,860,000.00 180,000.00 (a) N/A (c)
PROXIM INC COMMON STOCKS 74428410 13,180,900.00 296,200.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 560,700.00 12,600.00 (a) N/A (b)
PROXIM INC COMMON STOCKS 74428410 17,804,450.00 400,100.00 (a) N/A (c)
PRUDENTIAL CORP PLC SPON ADR COMMON STOCKS 74435K20 15,174.00 562.00 (a) N/A (b)
PSINET INC COMMON STOCKS 74437C10 1,078.00 112.00 (c) N/A (b)
PUBLIC SERVICE OF NEW MEXICO COMMON STOCKS 74449910 607,120.00 23,450.00 (a) N/A (c)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 885,119.00 19,800.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 62,763.00 1,404.00 (a) N/A (b)
PUGET SOUND ENERGY INC. COMMON STOCKS 74533210 1,270.00 50.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 283,470.00 6,600.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 214,707.00 4,999.00 (a) N/A (b)
PULITZER INC COMMON STOCKS 74576910 2,130,320.00 49,600.00 (c) N/A (c)
PULTE CORP COMMON STOCKS 74586710 3,300.00 100.00 (a) N/A (a)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 2,861,411.00 140,866.00 (a) N/A (a)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 101,565.00 5,000.00 (a) N/A (b)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 4,168,228.00 205,200.00 (a) N/A (c)
PUTNAM PREMIER INCOME FUND EQUITY FUNDS 74685310 12,876.00 2,000.00 (c) N/A (a)
QLT INC COMMON STOCKS 74692710 1,462,667.00 20,200.00 (a) N/A (c)
QRS CORP COMMON STOCKS 74726X10 2,784,968.00 184,888.00 (a) N/A (a)
QRS CORP COMMON STOCKS 74726X10 105,441.00 7,000.00 (a) N/A (b)
QRS CORP COMMON STOCKS 74726X10 3,988,667.00 264,799.00 (a) N/A (c)
QLOGIC CORP COMMON STOCKS 74727710 5,456,000.00 62,000.00 (a) N/A (a)
QLOGIC CORP COMMON STOCKS 74727710 15,224,000.00 173,000.00 (a) N/A (c)
QUAKER OATS CO COMMON STOCKS 74740210 4,154,062.00 52,500.00 (a) N/A (a)
QUAKER OATS CO COMMON STOCKS 74740210 5,681,175.00 71,800.00 (a) N/A (c)
QUAKER OATS CO COMMON STOCKS 74740210 276,938.00 3,500.00 (c) N/A (b)
QCOM NOV 00 CALL OPTIONS 7475250KO 306,250.00 500.00 (a) N/A (a)
QCOM NOV 00 PUT OPTIONS 7475250WO 412,500.00 500.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 21,874,462.00 307,010.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 4,982,156.00 69,925.00 (a) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 876,375.00 12,300.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 1,191,656.00 16,725.00 (c) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 463,125.00 6,500.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 105,450.00 1,480.00 (c) N/A (c)
QUANTA SERVICES INC COMMON STOCKS 74762E10 2,257,200.00 79,200.00 (a) N/A (a)
QUANTA SERVICES INC COMMON STOCKS 74762E10 200.00 7.00 (a) N/A (b)
QUANTA SERVICES INC COMMON STOCKS 74762E10 24,795.00 870.00 (c) N/A (c)
QUEST SOFTWARE INC COMMON STOCKS 74834T10 3,671,636.00 59,116.00 (a) N/A (a)
QUEST SOFTWARE INC COMMON STOCKS 74834T10 315,203.00 5,075.00 (a) N/A (c)
QUINENCO SA ADR COMMON STOCKS 74871810 203,299.00 23,400.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 990,432.00 114,000.00 (a) N/A (c)
QUINTILES TRANSNATIONAL CORP COMMON STOCKS 74876710 2,232,914.00 140,100.00 (a) N/A (a)
QUINTUS CORP COMMON STOCKS 74879810 22,418.00 2,618.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 50,835,352.00 1,056,319.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 10,531,482.00 218,836.00 (a) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 27,258,481.00 566,410.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,651,474.00 96,654.00 (c) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 6,921,626.00 143,826.00 (c) N/A (b)
R&B FALCON CORP COMMON STOCKS 74912E10 892,797.00 32,100.00 (a) N/A (a)
R&B FALCON CORP COMMON STOCKS 74912E10 139,065.00 5,000.00 (a) N/A (b)
R&B FALCON CORP COMMON STOCKS 74912E10 13,853,655.00 498,100.00 (a) N/A (c)
RCN CORP COMMON STOCKS 74936110 (132,800.00) (6,400.00) (a) N/A (a)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 4,225.00 200.00 (a) N/A (a)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 281,560.00 10,000.00 (a) N/A (a)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 658,850.00 23,400.00 (c) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 1,123,466.00 172,841.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 7,654,688.00 177,500.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 426,938.00 9,900.00 (a) N/A (b)
RSA SECURITY INC COMMON STOCKS 74971910 12,639,938.00 293,100.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 13,155,615.00 194,898.00 (a) N/A (a)
RADIAN GROUP INC COMMON STOCKS 75023610 20,304,338.00 300,805.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 459,000.00 6,800.00 (c) N/A (c)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 21,997,012.00 1,029,100.00 (a) N/A (a)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 561,094.00 26,250.00 (a) N/A (b)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 23,107,444.00 1,081,050.00 (a) N/A (c)
RADIO ONE INC COMMON STOCKS 75040P10 802,188.00 96,498.00 (a) N/A (a)
RADIO ONE INC. - CL D COMMON STOCKS 75040P40 1,363,131.00 192,996.00 (a) N/A (a)
RADIO UNICA COMM COMMON STOCKS 75040Q10 2,325.00 600.00 (a) N/A (b)
RADIO UNICA COMM COMMON STOCKS 75040Q10 1,550.00 400.00 (a) N/A (c)
RADIOSHACK CORPORATION COMMON STOCKS 75043810 (336,050.00) (5,200.00) (a) N/A (a)
RADIOSHACK CORPORATION COMMON STOCKS 75043810 9,693,750.00 150,000.00 (a) N/A (c)
RADISYS CORP COMMON STOCKS 75045910 5,005,737.00 99,000.00 (a) N/A (a)
RADISYS CORP COMMON STOCKS 75045910 480,348.00 9,500.00 (a) N/A (c)
RAILWORKS CORP COMMON STOCKS 75078910 52.00 15.00 (a) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 4,455,713.00 188,100.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 103,912.00 5,100.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 987,169.00 48,450.00 (c) N/A (c)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 37,934.00 5,100.00 (a) N/A (a)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 308,677.00 41,500.00 (c) N/A (c)
RATIONAL SOFTWARE CORP COMMON STOCKS 75409P20 21,991,875.00 317,000.00 (a) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 3,668.00 134.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 15,303.00 559.00 (a) N/A (c)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 59,720.00 2,100.00 (a) N/A (a)
RAZORFISH INC COMMON STOCKS 75523610 343,922.00 33,300.00 (a) N/A (a)
RAZORFISH INC COMMON STOCKS 75523610 2,897,004.00 280,500.00 (c) N/A (c)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 7,874,799.00 223,000.00 (a) N/A (a)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 1,172,392.00 33,200.00 (a) N/A (b)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 10,770,465.00 305,000.00 (a) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 1,160,700.00 29,200.00 (a) N/A (a)
REALNETWORKS COMMON STOCKS 75605L10 33,390.00 840.00 (c) N/A (c)
RED HAT INC COMMON STOCKS 75657710 16,892.00 990.00 (a) N/A (a)
REDBACK NETWORKS COMMON STOCKS 75720910 245,697,584.00 1,498,156.00 (a) N/A (a)
REDBACK NETWORKS COMMON STOCKS 75720910 33,013,200.00 201,300.00 (a) N/A (c)
REEBOK INTL LTD COMMON STOCKS 75811010 1,881.00 100.00 (a) N/A (a)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 356,818.00 11,000.00 (a) N/A (a)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 15,570.00 480.00 (a) N/A (b)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 75,506.00 3,328.00 (a) N/A (a)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 354,659.00 15,632.00 (a) N/A (b)
REHABCARE CORP COMMON STOCKS 75914810 4,250,000.00 100,000.00 (a) N/A (a)
REINSURANCE GROUP OF AMERICA COMMON STOCKS 75935110 18,257,442.00 533,064.00 (a) N/A (a)
REINSURANCE GROUP OF AMERICA COMMON STOCKS 75935110 222,625.00 6,500.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA COMMON STOCKS 75935110 48,072,992.00 1,403,591.00 (a) N/A (c)
RELIANT ENERGY INC COMMON STOCKS 75952J10 158,100.00 3,400.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 367,350.00 7,900.00 (a) N/A (b)
RELIANT ENERGY 2.0% CV SUB DEB CONVERTIBLES 75952J20 4,543,196.00 81,310.00 (a) N/A (a)
REMEC INC COMMON STOCKS 75954310 39,741.00 1,350.00 (a) N/A (a)
REMEC INC COMMON STOCKS 75954310 584,344.00 19,850.00 (c) N/A (c)
REMEDY CORP COMMON STOCKS 75954810 5,892,775.00 312,200.00 (a) N/A (a)
REMEDY CORP COMMON STOCKS 75954810 271,800.00 14,400.00 (a) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 9,067,550.00 480,400.00 (a) N/A (c)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 7,159,450.00 384,400.00 (a) N/A (a)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 327,800.00 17,600.00 (a) N/A (b)
RENAL CARE GROUP INC COM COMMON STOCKS 75993010 9,671,962.00 519,300.00 (a) N/A (c)
REPAP ENTERPRISES 144A CONVERTIBLES 76026MAC 357,600.00 447.00 (a) N/A (a)
REPUBLIC SERVICES INC CL A COMMON STOCKS 76075910 9,188.00 700.00 (a) N/A (a)
REPLUBLIC TECH WTS WARRANTS 76080511 41.00 4,100.00 (a) N/A (a)
REPLUBLIC TECH WTS WARRANTS 76080511 16.00 1,600.00 (a) N/A (c)
REPLUBLIC TECH WTS WARRANTS 76080511 3.00 300.00 (c) N/A (c)
RESEARCH IN MOTION COMMON STOCKS 76097510 149,816.00 1,520.00 (a) N/A (a)
RESPIRONICS INC COMMON STOCKS 76123010 1,535.00 92.00 (c) N/A (b)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 292,175.00 2,600.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 2,093,025.00 64,900.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 1,967.00 61.00 (a) N/A (b)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 129.00 4.00 (c) N/A (b)
RHYTHMS NETCONNECTIONS INC COMMON STOCKS 76243020 1,379,125.00 187,000.00 (a) N/A (a)
RIBOZYME PHARMACEUTICALS INC COMMON STOCKS 76256710 1,049,800.00 36,200.00 (a) N/A (c)
RICHARDSON ELECTRONICS CONVERTIBLES 763165AB 4,100.00 5,000.00 (a) N/A (a)
RICHARDSON ELECTRONICS LTD CONVERTIBLES 763165AC 25,000.00 25,000.00 (a) N/A (a)
RITE AID CORP COMMON STOCKS 76775410 2,000.00 500.00 (a) N/A (a)
ROBERT HALF INTL INC COMMON STOCKS 77032310 75,759.00 2,184.00 (a) N/A (b)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 45,740.00 7,663.00 (a) N/A (b)
ROCHE HLDGS INC CONV 144A CONVERTIBLES 771196AC 6,539,400.00 12,110.00 (a) N/A (a)
ROCHE HLDGS INC 0 CPN CNV 144A CONVERTIBLES 771196AG 2,427,470.00 2,580.00 (a) N/A (a)
ROCKWELL INTL CORP COMMON STOCKS 77390310 12,125.00 400.00 (a) N/A (a)
ROGERS COMMUNICATIONS CLASS B COMMON STOCKS 77510920 40,776,842.00 1,721,025.00 (a) N/A (a)
ROGERS CORP COMMON STOCKS 77513310 107,525.00 3,400.00 (a) N/A (a)
ROGERS CORP COMMON STOCKS 77513310 989,862.00 31,300.00 (c) N/A (c)
ROHM & HAAS CO COMMON STOCKS 77537110 275,924.00 9,494.00 (a) N/A (a)
ROHM & HAAS CO COMMON STOCKS 77537110 2,819,111.00 97,000.00 (a) N/A (c)
ROME BANCORP INC COMMON STOCKS 77587710 925.00 100.00 (a) N/A (b)
ROSS STORES INC COMMON STOCKS 77829610 140,875.00 9,800.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 4,328,312.00 301,100.00 (a) N/A (c)
ROSTELECOM ADR COMMON STOCKS 77852910 1,126,301.00 127,800.00 (a) N/A (a)
ROWAN COS INC COM COMMON STOCKS 77938210 6,977,400.00 240,600.00 (a) N/A (a)
ROWAN COS INC COM COMMON STOCKS 77938210 577,100.00 19,900.00 (a) N/A (b)
ROWAN COS INC COM COMMON STOCKS 77938210 849,700.00 29,300.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 25,093,523.00 418,658.00 (a) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 8,756,402.00 146,091.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 8,553,153.00 142,700.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 134,860.00 2,250.00 (c) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 2,457,458.00 41,000.00 (c) N/A (b)
RUSSELL CORP COMMON STOCKS 78235210 1,588.00 100.00 (a) N/A (a)
RYDER SYSTEM INC COMMON STOCKS 78354910 (188,068.00) (10,200.00) (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 153,226,581.00 3,072,212.15 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 1,543,232.00 30,942.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 12,117,181.00 242,951.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 199,500.00 4,000.00 (c) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 274,662.00 5,507.00 (c) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 40,144,388.00 804,900.00 (c) N/A (c)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 27,877,405.00 664,729.00 (a) N/A (a)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 3,133,440.00 74,716.00 (a) N/A (b)
SCI SYSTEMS CNV SUB NOTES CONVERTIBLES 783890AF 3,376,800.00 3,360.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 295,865.00 9,987.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 295,865.00 9,987.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 336,807.00 11,369.00 (a) N/A (c)
SDL INC COMMON STOCKS 78407610 23,077,224.00 74,608.00 (a) N/A (a)
SF HOLDINGS GROUP INC 144A COMMON STOCKS 78414185 38.00 750.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 8,094,732.00 315,892.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 3,143,803.00 122,685.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 10,792,686.00 421,178.00 (c) N/A (c)
SPS TECHNOLOGIES COMMON STOCKS 78462610 13,338.00 275.00 (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 3,803,938.00 26,800.00 (a) N/A (a)
S3 INCORPATED COMMON STOCKS 78484910 20,626.00 2,000.00 (a) N/A (b)
SABRELINER CORP WARRANTS WARRANTS 78571L99 13,600.00 1,360.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 20,257.00 700.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 25,089.00 867.00 (a) N/A (b)
SAFECO CORP COMMON STOCKS 78642910 114,450.00 4,200.00 (a) N/A (a)
SAFECO CORP COMMON STOCKS 78642910 54,500.00 2,000.00 (a) N/A (c)
SAFECO CORP COMMON STOCKS 78642910 2,725.00 100.00 (c) N/A (b)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 67,575.00 3,400.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 1,988.00 100.00 (c) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 10,784,928.00 231,000.00 (a) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 1,844,176.00 39,500.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 22,639,011.00 484,900.00 (a) N/A (c)
SAGA COMMUNICATIONS INC-CL A COMMON STOCKS 78659810 16,500.00 1,000.00 (c) N/A (b)
SAGA SYSTEMS INC COMMON STOCKS 78661010 3,150.00 300.00 (a) N/A (b)
ST. JUDE MEDICAL INC COMMON STOCKS 79084910 10,200.00 200.00 (a) N/A (a)
ST PAUL COMPANIES INC COMMON STOCKS 79286010 30,225.00 600.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 3,132.00 42.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 14,319.00 192.00 (c) N/A (c)
SAKS INCORPORATED COMMON STOCKS 79377W10 13,825.00 1,400.00 (a) N/A (c)
SALEM COMMUNICATIONS CL A COMMON STOCKS 79409310 10,150.00 800.00 (a) N/A (b)
SALTON INC COMMON STOCKS 79575710 537,425.00 16,600.00 (a) N/A (a)
SALTON INC COMMON STOCKS 79575710 608,650.00 18,800.00 (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 - SPON ADR COMMON STOCKS 79917510 6,480.00 199.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 33,345.00 1,024.00 (c) N/A (c)
SANCHEZ COMPUTER ASSOCIATES COMMON STOCKS 79970210 260,710.00 16,820.00 (a) N/A (a)
SANCHEZ COMPUTER ASSOCIATES COMMON STOCKS 79970210 260,710.00 16,820.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 18,256,125.00 273,500.00 (a) N/A (a)
SANDISK CORP COMMON STOCKS 80004C10 707,550.00 10,600.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 24,750,900.00 370,800.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 66,607,171.00 711,425.00 (a) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 35,021,368.00 374,060.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 29,014,388.00 309,900.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 8,001,192.00 85,460.00 (c) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 4,806,708.00 51,340.00 (c) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 6,406.00 500.00 (a) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 12,300.00 200.00 (a) N/A (a)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 49,200.00 800.00 (c) N/A (c)
SAPIENT CORP COMMON STOCKS 80306210 8,138.00 200.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 4,609,020.00 226,900.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 134,066.00 6,600.00 (a) N/A (b)
SAWTEK INC COMMON STOCKS 80546810 3,847,748.00 99,900.00 (a) N/A (a)
SAWTEK INC COMMON STOCKS 80546810 2,642,198.00 68,600.00 (a) N/A (c)
SCANA CORP COMMON STOCKS 80589M10 58,691.00 1,900.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 38,652,133.00 830,104.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 23,810,130.00 511,353.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 3,320,873.00 71,320.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 9,140,317.00 196,300.00 (c) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 4,116,635.00 88,410.00 (c) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,348,404.00 16,381.42 (a) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,372,158.00 16,670.00 (a) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 115,238.00 1,400.00 (a) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 293,857.00 3,570.00 (c) N/A (a)
SCHOLASTIC CORPORATION COMMON STOCKS 80706610 4,829,474.00 60,700.00 (a) N/A (a)
SCHOLASTIC CORPORATION COMMON STOCKS 80706610 23,869.00 300.00 (a) N/A (b)
SCHOLASTIC CORPORATION COMMON STOCKS 80706610 596,722.00 7,500.00 (a) N/A (c)
SCHOOL SPECIALTY INC COMMON STOCKS 80786310 85,252.00 4,000.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 8,533,841.00 240,600.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 241,189.00 6,800.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 10,669,912.00 167,700.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 38,175.00 600.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 25,329,112.00 398,100.00 (a) N/A (c)
SCIQUEST .COM INC COMMON STOCKS 80908Q10 35,745.00 5,176.00 (a) N/A (a)
SCOTTISH POWER PLC-ADR COMMON STOCKS 81013T70 241.00 8.00 (a) N/A (b)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 211,050.00 6,300.00 (c) N/A (a)
THE SCOTTS COMPANY CLASS A COMMON STOCKS 81018610 134,000.00 4,000.00 (c) N/A (b)
SCRIPPS CO (E.W.)-CL A COMMON STOCKS 81105420 40,500.00 750.00 (a) N/A (a)
SEACHANGE INTERNATIONAL COMMON STOCKS 81169910 23,165,754.00 694,105.00 (a) N/A (a)
SEACHANGE INTERNATIONAL COMMON STOCKS 81169910 605,756.00 18,150.00 (a) N/A (b)
SEACHANGE INTERNATIONAL COMMON STOCKS 81169910 39,238,654.00 1,175,690.00 (a) N/A (c)
SEACOAST BANKING CORP COMMON STOCKS 81170710 26,000.00 1,000.00 (a) N/A (a)
SEACOAST FINL SERVICES CORP COMMON STOCKS 81170Q10 1,100.00 100.00 (a) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 565,800.00 8,200.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 124,200.00 1,800.00 (a) N/A (c)
SEAGRAM CO LTD COMMON STOCKS 81185010 505,454.00 8,800.00 (a) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 172,027.00 2,995.00 (a) N/A (b)
SEACOR SMIT INC COMMON STOCKS 81190410 12,654,025.00 271,400.00 (a) N/A (a)
SEACOR SMIT INC COMMON STOCKS 81190410 2,417,506.00 51,850.00 (a) N/A (c)
SEALED AIR CORP COMMON STOCKS 81211K10 9,050.00 200.00 (a) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 113,340.00 3,496.00 (a) N/A (a)
SECOM LTD UNSPONSORED ADR COMMON STOCKS 81311320 32,166.00 200.00 (a) N/A (a)
SECOM LTD UNSPONSORED ADR COMMON STOCKS 81311320 48,249.00 300.00 (c) N/A (c)
SECURITY CAPITAL GROUP CLASS B COMMON STOCKS 81413P20 463,981.00 24,500.00 (a) N/A (a)
SECURITY CAPITAL GROUP CLASS B COMMON STOCKS 81413P20 2,062,348.00 108,900.00 (c) N/A (c)
SEITEL INC COMMON STOCKS 81607430 104,938.00 7,300.00 (a) N/A (a)
SEITEL INC COMMON STOCKS 81607430 1,000,500.00 69,600.00 (c) N/A (c)
SEMTECH CORP COMMON STOCKS 81685010 14,904,000.00 345,600.00 (a) N/A (a)
SEMTECH CORP COMMON STOCKS 81685010 3,337,875.00 77,400.00 (a) N/A (c)
SEMPRA ENERGY COMMON STOCKS 81685110 8,332.00 400.00 (a) N/A (a)
SENETEK PLC ADR COMMON STOCKS 81720930 459.00 300.00 (c) N/A (b)
SENSORMATIC ELECTRS CORP COMMON STOCKS 81726510 90,000.00 6,000.00 (a) N/A (c)
SEPRACOR INC. COMMON STOCKS 81731510 6,527,002.00 53,200.00 (a) N/A (a)
SEPRACOR INC. COMMON STOCKS 81731510 858,816.00 7,000.00 (a) N/A (b)
SEPRACOR INC. COMMON STOCKS 81731510 37,070,179.00 302,150.00 (a) N/A (c)
SERVICEMASTER COMPANY COMMON STOCKS 81760N10 156,302.00 15,828.00 (a) N/A (b)
SEVEN ELEVEN JAPAN UNSP ADR COMMON STOCKS 81782820 29,055.00 500.00 (a) N/A (a)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 3,000.00 1,000.00 (a) N/A (b)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 4,485,418.00 197,700.00 (a) N/A (a)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 467,373.00 20,600.00 (a) N/A (b)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 88,483.00 3,900.00 (a) N/A (c)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 46,737.00 2,060.00 (c) N/A (b)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 112.00 11,250.00 (a) N/A (a)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 12.00 1,250.00 (a) N/A (c)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 195,752.00 4,000.00 (a) N/A (a)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 19,575.00 400.00 (a) N/A (b)
SHERWIN WILLIAMS COMMON STOCKS 82434810 6,412.00 300.00 (a) N/A (a)
SHIRE PHARMACEUTICALS GR-ADR COMMON STOCKS 82481R10 77,438.00 1,500.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 6,225.00 600.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 10,375.00 1,000.00 (a) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 87,732,677.00 788,162.00 (a) N/A (a)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 1,213,312.00 10,900.00 (a) N/A (b)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 13,502,267.00 121,300.00 (a) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 20,488,271.00 184,060.00 (c) N/A (c)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 12,883.00 100.00 (a) N/A (a)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 35,299.00 274.00 (c) N/A (c)
SIERRA PACIFIC RESOURCES COMMON STOCKS 82642810 418,965.00 23,250.00 (a) N/A (c)
SIGMA ALDRICH CORP COMMON STOCKS 82655210 6,600.00 200.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 77,344.00 18,750.00 (a) N/A (c)
SILVERSTREAM SOFTWARE INC. COMMON STOCKS 82790710 1,086,759.00 36,075.00 (a) N/A (a)
SILVERLINE TECHNOLOGIES ADR COMMON STOCKS 82840810 1,569,325.00 88,100.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 131,253.00 5,600.00 (a) N/A (a)
SINCLAIR BROADCAST GROUP CL-A COMMON STOCKS 82922610 87,504.00 8,000.00 (a) N/A (b)
SIRIUS SATELLITE RADIO INC COMMON STOCKS 82966U10 42,300.00 800.00 (a) N/A (a)
SIPEX CORPORATION COMMON STOCKS 82990910 12,858,659.00 305,700.00 (a) N/A (a)
SIPEX CORPORATION COMMON STOCKS 82990910 475,312.00 11,300.00 (a) N/A (b)
SIPEX CORPORATION COMMON STOCKS 82990910 12,063,668.00 286,800.00 (a) N/A (c)
SIX FLAGS INC COMMON STOCKS 83001P10 1,404,842.00 90,635.00 (a) N/A (a)
SIX FLAGS INC COMMON STOCKS 83001P10 21,700.00 1,400.00 (a) N/A (c)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 23,638.00 3,100.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 15,250.00 2,000.00 (a) N/A (c)
SKILLSOFT CORP COMMON STOCKS 83066P10 165,375.00 9,000.00 (a) N/A (b)
SKYMALL INC COMMON STOCKS 83085910 64.00 25.00 (c) N/A (b)
SMITH INTL INC COM COMMON STOCKS 83211010 23,261,360.00 285,195.00 (a) N/A (a)
SMITH INTL INC COM COMMON STOCKS 83211010 1,141,882.00 14,000.00 (a) N/A (b)
SMITH INTL INC COM COMMON STOCKS 83211010 39,027,896.00 478,500.00 (a) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,057,244.00 44,550.00 (a) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 744,444.00 10,848.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 466,650.00 6,800.00 (c) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 672,525.00 9,800.00 (c) N/A (b)
SNAP-ON TOOLS COMMON STOCKS 83303410 23,563.00 1,000.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 5,272.00 213.00 (a) N/A (a)
SOFTWARE.COM INC COMMON STOCKS 83402P10 971,056.00 5,352.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 124,538.00 2,700.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 996,300.00 21,600.00 (a) N/A (b)
SOLECTRON CORP COMMON STOCKS 83418210 55,350.00 1,200.00 (a) N/A (c)
SOLECTRON CORP 0 CPN CNV BND CONVERTIBLES 834182AJ 9,729,061.00 13,320.00 (a) N/A (a)
SOLECTRON CORP SLRL 0 CONV CONVERTIBLES 834182AK 930,678.00 1,400.00 (a) N/A (a)
SONESTA INTL HOTELS CL A COMMON STOCKS 83543840 12,150.00 1,200.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 1,796,696.00 17,800.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 57,535.00 570.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 20,188.00 200.00 (c) N/A (c)
SOTHEBYS HOLDINGS INC CLASS A COMMON STOCKS 83589810 49,688.00 2,000.00 (a) N/A (a)
SONUS NETWORK INC COMMON STOCKS 83591610 22,853,402.00 180,838.00 (a) N/A (a)
SOURCE INFORMATION MGMT CO COMMON STOCKS 83615120 4,769.00 700.00 (a) N/A (a)
SOURCE INFORMATION MGMT CO COMMON STOCKS 83615120 2,044.00 300.00 (a) N/A (b)
SOURCE MEDIA WARRANTS WARRANTS 83615312 175,001.00 60,345.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 19,444.00 6,705.00 (a) N/A (c)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 9,129.00 1,825.89 (a) N/A (a)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 5,554.00 1,110.75 (a) N/A (c)
SOUTHERN CO COMMON STOCKS 84258710 275,850.00 8,500.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 162,784.00 5,016.00 (a) N/A (b)
SOUTHERN ENRGY INC COMMON STOCKS 84281610 25,100.00 800.00 (a) N/A (a)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 11,025.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERREDS 84454488 68,146.00 90,861.00 (a) N/A (a)
SOUTHTRUST CORP COMMON STOCKS 84473010 9,431.00 300.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 569,875.00 23,500.00 (a) N/A (a)
SOUTHWEST SECURITIES GROUP COMMON STOCKS 84522410 3,071.00 105.00 (a) N/A (c)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 9,250.00 1,000.00 (a) N/A (a)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 9,250.00 1,000.00 (a) N/A (b)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642586 3,147,825.00 267,900.00 (a) N/A (a)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642586 881,250.00 75,000.00 (a) N/A (c)
SPARTECH CORP COMMON STOCKS 84722020 1,868.00 120.00 (c) N/A (b)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 525.00 52,500.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 7,028,416.00 378,625.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 18,855,831.00 1,015,775.00 (a) N/A (c)
SPHERION CORPORATION COMMON STOCKS 84842010 42,977.00 3,600.00 (a) N/A (b)
SPIEKER PROPERTIES INC COMMON STOCKS 84849710 4,409,326.00 76,600.00 (a) N/A (a)
SPINNAKER EXPLORATION CO COMMON STOCKS 84855W10 166,528.00 4,775.00 (a) N/A (c)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 86,180.00 2,940.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 43,970.00 1,500.00 (a) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 97,648.00 2,780.00 (a) N/A (a)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 17,562.00 500.00 (a) N/A (b)
STAMPS.COM INC COMMON STOCKS 85285710 37,998.00 9,885.00 (a) N/A (a)
STANCORP FINANCIAL GROUP COMMON STOCKS 85289110 440,325.00 10,300.00 (a) N/A (a)
STANCORP FINANCIAL GROUP COMMON STOCKS 85289110 641,250.00 15,000.00 (a) N/A (c)
STANCORP FINANCIAL GROUP COMMON STOCKS 85289110 1,517,625.00 35,500.00 (c) N/A (c)
STANDARD AUTOMOTIVE CORP COMMON STOCKS 85309710 31,565.00 5,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 108,000.00 6,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 1,267,200.00 70,400.00 (c) N/A (c)
STANLEY WORKS COMMON STOCKS 85461610 90,403.00 3,919.83 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 538,733.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 230,886.00 27,792.00 (c) N/A (c)
STAPLES INC COMMON STOCKS 85503010 219,205.00 15,450.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 19,154.00 1,350.00 (a) N/A (b)
STAPLES INC COMMON STOCKS 85503010 191,538.00 13,500.00 (a) N/A (c)
STAR MULTI CARE SERVICES INC COMMON STOCKS 85515620 45.00 39.00 (c) N/A (b)
STARBUCKS CORPORATION COMMON STOCKS 85524410 504,794.00 12,600.00 (a) N/A (a)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 697,500.00 93,000.00 (a) N/A (a)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 214,500.00 28,600.00 (a) N/A (c)
STARTEK INC COMMON STOCKS 85569C10 14,500.00 500.00 (a) N/A (c)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 1,066.00 3,047.00 (a) N/A (a)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 140.00 400.00 (c) N/A (c)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 11,428,969.00 365,727.00 (a) N/A (a)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 18,781.00 601.00 (a) N/A (b)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 2,067,562.00 66,162.00 (a) N/A (c)
STATE STREET CORP. COMMON STOCKS 85747710 539,915.00 4,150.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 761,085.00 5,850.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 13,010.00 100.00 (c) N/A (b)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 270,700.00 10,000.00 (a) N/A (a)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 2,014,008.00 74,400.00 (c) N/A (c)
STILLWELL FINANCIAL INC COMMON STOCKS 86083110 17,588,964.00 404,344.00 (a) N/A (a)
STILLWELL FINANCIAL INC COMMON STOCKS 86083110 3,442,938.00 79,148.00 (a) N/A (b)
STILLWELL FINANCIAL INC COMMON STOCKS 86083110 32,846,850.00 755,100.00 (a) N/A (c)
STILLWELL FINANCIAL INC COMMON STOCKS 86083110 385,410.00 8,860.00 (c) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 4,775.00 100.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 11,938.00 250.00 (a) N/A (b)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 14,325.00 300.00 (c) N/A (c)
STMICROELECTRONICS NV CONVERTIBLES 861012AB 3,260,410.00 2,460.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 22,522,280.00 409,496.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 792,000.00 14,400.00 (a) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 28,132,500.00 511,500.00 (a) N/A (c)
STONE ENERGY CORP COMMON STOCKS 86164210 1,006,500.00 18,300.00 (c) N/A (c)
STORAGE TECH INC COMMON STOCKS 86211120 105,113.00 7,750.00 (a) N/A (c)
STORAGE NETWORKS INC COMMON STOCKS 86211E10 71,532.00 700.00 (a) N/A (c)
STRATOS LIGHTWAVE INC COMMON STOCKS 86310010 4,740,750.00 147,000.00 (a) N/A (a)
STRATOS LIGHTWAVE INC COMMON STOCKS 86310010 499,875.00 15,500.00 (a) N/A (c)
S&C LIQUIDATING TRUST COMMON STOCKS 863200986 55.00 5,514.00 (a) N/A (a)
S&C LIQUIDATING TRUST COMMON STOCKS 863200986 24.00 2,404.00 (a) N/A (c)
STRYKER CORP COMMON STOCKS 86366710 10,713,031.00 249,500.00 (a) N/A (c)
STUDENT ADVANTAGE INC COMMON STOCKS 86386Q10 118,738.00 16,100.00 (a) N/A (a)
STUDENT ADVANTAGE INC COMMON STOCKS 86386Q10 118,738.00 16,100.00 (a) N/A (b)
SUMMIT BANCORP COMMON STOCKS 86600510 447,184.00 13,009.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 51,562.00 1,500.00 (a) N/A (c)
SUMMIT PROPERTIES INC COMMON STOCKS 86623910 42,556.00 1,764.00 (a) N/A (a)
SUN COMMUNITIES COMMON STOCKS 86667410 259,325.00 8,200.00 (a) N/A (a)
SUN COMMUNITIES COMMON STOCKS 86667410 1,622,362.00 51,300.00 (c) N/A (c)
SUN LIFE FINANCIAL SERVICES COMMON STOCKS 86679610 10,312,500.00 500,000.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 90,029,194.00 771,128.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 32,666,884.00 279,802.00 (a) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 38,457,450.00 329,400.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 6,775,002.00 58,030.00 (c) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 2,339,904.00 20,042.00 (c) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 113,248.00 970.00 (c) N/A (c)
SUNBEAM CORP COMMON STOCKS 86707110 1,707.00 1,300.00 (a) N/A (b)
SUNCOR ENERGY INC COMMON STOCKS 86722910 6,638.00 300.00 (a) N/A (a)
SUNCOR ENERGY INC COMMON STOCKS 86722910 55,312.00 2,500.00 (a) N/A (b)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 1,088,563.00 25,426.00 (a) N/A (a)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 89,907.00 2,100.00 (a) N/A (c)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 8,263.00 193.00 (c) N/A (b)
SUNOCO INC COMMON STOCKS 86764P10 5,388.00 200.00 (a) N/A (a)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 1,489,966.00 68,700.00 (a) N/A (a)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 288,450.00 13,300.00 (a) N/A (c)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 466,292.00 21,500.00 (c) N/A (c)
SUNTRUST BANKS INC COMMON STOCKS 86791410 202,492.00 4,060.00 (a) N/A (a)
SUPERGEN INC COMMON STOCKS 86805910 5,756.00 300.00 (a) N/A (b)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 163,972.00 5,500.00 (a) N/A (a)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 1,502,575.00 50,400.00 (c) N/A (c)
SUPERTEX INC COMMON STOCKS 86853210 3,526.00 70.00 (c) N/A (b)
SUPERVALU INC COMMON STOCKS 86853610 37,658.00 2,500.00 (a) N/A (a)
SUPREMA SPECIALTIES INC COMMON STOCKS 86859F10 804,700.00 100,000.00 (a) N/A (a)
SURGICAL LASER TECHNOLOGIES COMMON STOCKS 86881920 5.00 3.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 1,517,556.00 103,800.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 2,314,346.00 158,300.00 (a) N/A (c)
SWIFT ENERGY CO COMMON STOCKS 87073810 785,541.00 18,900.00 (a) N/A (a)
SYBASE INC COMMON STOCKS 87113010 11,168,777.00 485,599.00 (a) N/A (a)
SYBASE INC COMMON STOCKS 87113010 414,000.00 18,000.00 (a) N/A (b)
SYBASE INC COMMON STOCKS 87113010 13,100,800.00 569,600.00 (a) N/A (c)
SYBRON INTL CORP WISCONSIN COMMON STOCKS 87114F10 2,400.00 100.00 (a) N/A (a)
SYCAMORE NETWORKS COMMON STOCKS 87120610 32,062,068.00 296,871.00 (a) N/A (a)
SYCAMORE NETWORKS COMMON STOCKS 87120610 54,000.00 500.00 (a) N/A (b)
SYLVAN LEARNING SYSTEMS INC COMMON STOCKS 87139910 5,667,454.00 382,600.00 (a) N/A (a)
SYLVAN LEARNING SYSTEMS INC COMMON STOCKS 87139910 1,225,035.00 82,700.00 (a) N/A (c)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 4,261,995.00 118,593.00 (a) N/A (a)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 8,777,856.00 244,250.00 (a) N/A (c)
SYMMETRICOM INC COMMON STOCKS 87154310 1,678,125.00 107,400.00 (a) N/A (a)
SYMMETRICOM INC COMMON STOCKS 87154310 588,281.00 37,650.00 (a) N/A (c)
SYNAVANT INC COMMON STOCKS 87157A10 1,204.00 180.00 (a) N/A (a)
SYNAVANT INC COMMON STOCKS 87157A10 669.00 100.00 (a) N/A (b)
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C10 10,594.00 500.00 (a) N/A (a)
SYNTROLEUM CORP COMMON STOCKS 87163010 57,050.00 2,800.00 (a) N/A (a)
SYNTROLEUM CORP COMMON STOCKS 87163010 544,012.00 26,700.00 (c) N/A (c)
SYSCO CORP COMMON STOCKS 87182910 6,776,117.00 146,311.34 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 472,393.00 10,200.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 231,565.00 5,000.00 (c) N/A (a)
SYSTEMONE TECH INC COMMON STOCKS 87187Q10 207,517.00 79,054.00 (a) N/A (c)
TCI PACIFIC COMM CONV PFD 5% CONVERTIBLES 87229420 14,738.00 84.00 (a) N/A (a)
TDK CORP ADR COMMON STOCKS 87235140 23,175.00 180.00 (a) N/A (b)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 1,018,788.00 54,700.00 (a) N/A (a)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 3,725.00 200.00 (a) N/A (b)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 33,525.00 1,800.00 (c) N/A (c)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 430,321.00 16,200.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 39,844.00 1,500.00 (a) N/A (b)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 132,815.00 5,000.00 (c) N/A (a)
THQ INC COMMON STOCKS 87244340 4,166,400.00 179,200.00 (a) N/A (a)
THQ INC COMMON STOCKS 87244340 469,650.00 20,200.00 (a) N/A (b)
THQ INC COMMON STOCKS 87244340 816,075.00 35,100.00 (a) N/A (c)
TJX COS INC NEW COMMON STOCKS 87254010 2,697,750.00 119,900.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 6,750.00 300.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 220,500.00 9,800.00 (a) N/A (c)
T-NETIX INC COMMON STOCKS 87259710 152.00 45.00 (c) N/A (b)
TRW INC COMMON STOCKS 87264910 (410,312.00) (10,100.00) (a) N/A (a)
TRW INC COMMON STOCKS 87264910 4,428,125.00 109,000.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 14,799,925.00 183,850.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 31,833,725.00 395,450.00 (a) N/A (c)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 259,860.00 259,860.00 (a) N/A (a)
TXU CORP COMMON STOCKS 87316810 (626,328.00) (15,800.00) (a) N/A (a)
TAIWAN FUND INC COMMON STOCKS 87403610 1,056,414.00 73,169.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 10,814,829.00 529,153.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 14,307.00 700.00 (a) N/A (b)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 633,966.00 31,019.00 (a) 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 1,753.00 50.00 (c) N/A (b)
TALX CORP COMMON STOCKS 87491810 189,366.00 7,354.00 (a) N/A (a)
TARGET CORPORATION COMMON STOCKS 87612E10 5,566,109.00 217,214.00 (a) N/A (a)
TARGET CORPORATION COMMON STOCKS 87612E10 71,750.00 2,800.00 (a) N/A (b)
TAUBMAN CENTERS INC. COMMON STOCKS 87666410 102,911.00 8,900.00 (a) N/A (a)
TECH DATA CORP COMMON STOCKS 87823710 8,768,025.00 205,100.00 (a) N/A (a)
TECH DATA CORP COMMON STOCKS 87823710 24,055,425.00 562,700.00 (a) N/A (c)
TECUMSEH PRODUCTS CO CL A COMMON STOCKS 87889520 41,875.00 1,000.00 (a) N/A (b)
TEKELEC INC COMMON STOCKS 87910110 29,584,410.00 899,906.00 (a) N/A (a)
TEKELEC INC COMMON STOCKS 87910110 693,662.00 21,100.00 (a) N/A (b)
TEKELEC INC COMMON STOCKS 87910110 23,545,075.00 716,200.00 (a) N/A (c)
TEKTRONIX INC COMMON STOCKS 87913110 1,121,470.00 14,600.00 (a) N/A (a)
TEKTRONIX INC COMMON STOCKS 87913110 46,088.00 600.00 (a) N/A (b)
TEL - SAVE HOLDINGS INC CONVERTIBLES 879176AC 18,262.00 30,000.00 (a) N/A (b)
TELAXIS COMMUNICATIONS CORP COMMON STOCKS 87920210 402,716.00 66,084.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 3,144,575.00 211,400.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 263,288.00 17,700.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 8,658,738.00 582,100.00 (a) N/A (c)
TELECENTRO OESTE CELLULAR ADR COMMON STOCKS 87923P10 4,739,812.00 446,100.00 (a) N/A (a)
TELECENTRO OESTE CELLULAR ADR COMMON STOCKS 87923P10 362,312.00 34,100.00 (a) N/A (c)
TELE DANMARK ADS COMMON STOCKS 87924210 13,219.00 470.00 (a) N/A (b)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 47,412,625.00 2,078,316.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 8,424,567.00 369,288.00 (a) N/A (c)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 342.00 15.00 (c) N/A (c)
TELENORDESTE CELLULAR PAR ADR COMMON STOCKS 87924W10 352,500.00 7,500.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 2,160,338.00 99,900.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 1,215,325.00 56,200.00 (a) N/A (c)
TELECOM CORP NEW ZEALAND ADR COMMON STOCKS 87927820 40,000.00 2,000.00 (a) N/A (a)
TELECOM ITALIA SPA SP ADR COMMON STOCKS 87927W10 12,075.00 115.00 (a) N/A (b)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 21,814,762.00 275,700.00 (a) N/A (a)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 12,466.00 428.00 (a) N/A (a)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 12,466.00 428.00 (a) N/A (b)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 5,684,712.00 95,641.00 (a) N/A (a)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 59,854.00 1,007.00 (c) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 67,035,144.00 1,261,838.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 17,255,000.00 324,800.00 (a) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 10,625.00 200.00 (c) N/A (c)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 1,384,625.00 1,100.00 (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 8,050,658.00 72,725.00 (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 22,140.00 200.00 (a) N/A (b)
TELEMIG CELLULAR PARTICIP ADR COMMON STOCKS 87944E10 4,298,566.00 81,200.00 (a) N/A (a)
TELEMIG CELLULAR PARTICIP ADR COMMON STOCKS 87944E10 719,957.00 13,600.00 (a) N/A (c)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 385,375.00 11,700.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 39,000.00 3,000.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 5,868,475.00 122,900.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 1,201,390.00 25,160.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 100,275.00 2,100.00 (a) N/A (c)
TELLABS INC COMMON STOCKS 87966410 955,000.00 20,000.00 (c) N/A (a)
TELOCITY INC COMMON STOCKS 87971D10 5,018,411.00 1,529,537.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 704,475.00 18,600.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 18,938.00 500.00 (a) N/A (c)
TELETECH HOLDINGS INC COMMON STOCKS 87993910 3,504,600.00 141,600.00 (a) N/A (a)
TELETECH HOLDINGS INC COMMON STOCKS 87993910 2,259,675.00 91,300.00 (a) N/A (c)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 35,469.00 5,850.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 30,315.00 5,000.00 (a) N/A (c)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 5,567,726.00 152,800.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 36,700,354.00 1,007,200.00 (a) N/A (c)
TENNECO AUTOMOTIVE INC COMMON STOCKS 88034910 265,418.00 51,160.00 (a) N/A (a)
TENNECO AUTOMOTIVE INC COMMON STOCKS 88034910 2,525,000.00 486,700.00 (c) N/A (c)
TERADYNE INC COMMON STOCKS 88077010 336,000.00 9,600.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 21,177.00 624.00 (a) N/A (a)
TEREX CORP RIGHTS COMMON STOCKS 88077913 112,000.00 8,000.00 (a) N/A (a)
TEREX CORP NEW STK APPRC RTS COMMON STOCKS 88077999 23,872.00 2,984.00 (a) N/A (a)
TERRA NETWORKS SA - SPON ADR COMMON STOCKS 88100W10 1,389,150.00 37,800.00 (a) N/A (a)
TERRA NETWORKS SA - SPON ADR COMMON STOCKS 88100W10 455,700.00 12,400.00 (a) N/A (c)
TESORO PETROLEUM CORP COMMON STOCKS 88160910 269,817.00 27,150.00 (a) N/A (c)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 8,081,419.00 110,420.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 783,112.00 10,700.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 99,513,855.00 1,895,502.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 199,185.00 3,794.00 (a) N/A (b)
TEXACO INC COMMON STOCKS 88169410 1,622,250.00 30,900.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 20,947,500.00 399,000.00 (c) N/A (c)
TEXAS BIOTECHNOLOGY CORP COMMON STOCKS 88221T10 100,812.00 6,200.00 (a) N/A (a)
TEXAS BIOTECHNOLOGY CORP COMMON STOCKS 88221T10 749,586.00 46,100.00 (c) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 19,346,185.00 408,362.75 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 4,080,721.00 86,136.60 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 39,360,308.00 830,824.45 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 458,116.00 9,670.00 (c) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 1,128,946.00 23,830.00 (c) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 82,432.00 1,740.00 (c) N/A (c)
TEXTRON INC COMMON STOCKS 88320310 3,727,372.00 80,700.00 (a) N/A (a)
TEXTRON INC COMMON STOCKS 88320310 4,221,583.00 91,400.00 (a) N/A (c)
THERMO ELECTRON CORP COMMON STOCKS 88355610 7,800.00 300.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 50,700.00 1,950.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 260,000.00 10,000.00 (c) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 26,000.00 1,000.00 (c) N/A (b)
THOMAS & BETTS CORP COMMON STOCKS 88431510 1,744.00 100.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 46,051.00 2,400.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 13,432.00 700.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 1,919.00 100.00 (c) N/A (b)
3DFX INTERACTIVE INC COMMON STOCKS 88553X10 682.00 140.00 (a) N/A (b)
TIBCO SOFTWARE INC COMMON STOCKS 88632Q10 31,630,813.00 374,604.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 1,449,893.00 85,600.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 31,335.00 1,850.00 (c) N/A (c)
TIDEWATER INC COMMON STOCKS 88642310 395,850.00 8,700.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 38,563.00 1,000.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 19,282.00 500.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 59,249,878.00 756,413.61 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 27,094,974.00 345,908.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 15,619,002.00 199,400.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 3,847,570.00 49,120.00 (c) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 3,337,641.00 42,610.00 (c) N/A (b)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 6,005,306.00 124,300.00 (a) N/A (a)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 164,264.00 3,400.00 (a) N/A (c)
TIMES MIRROR CONV LYON SUB NTS CONVERTIBLES 887364AE 1,492,969.00 2,275.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 12,319.00 900.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 4,710,750.00 285,500.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 201,300.00 12,200.00 (a) N/A (b)
TITAN CORP COMMON STOCKS 88826610 6,868,950.00 416,300.00 (a) N/A (c)
TITAN PHARMACEUTICALS INC COMMON STOCKS 88831410 1,606,930.00 24,722.00 (a) N/A (a)
TITAN PHARMACEUTICALS INC COMMON STOCKS 88831410 78,000.00 1,200.00 (a) N/A (b)
TITAN PHARMACEUTICALS INC COMMON STOCKS 88831410 2,241,070.00 34,478.00 (a) N/A (c)
TOLL BROTHERS INC COMMON STOCKS 88947810 5,843,750.00 170,000.00 (a) N/A (a)
TOLLGRADE COMMUNICATIONS INC COMMON STOCKS 88954210 1,513,062.00 10,900.00 (a) N/A (a)
TOO INC COMMON STOCKS 89033310 2,525,290.00 106,328.00 (a) N/A (a)
TOO INC COMMON STOCKS 89033310 482,125.00 20,300.00 (a) N/A (c)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 366,948.00 9,349.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 30,594.00 1,100.00 (a) N/A (a)
TOSCO CORP NEW COMMON STOCKS 89149030 53,020.00 1,700.00 (a) N/A (a)
TOSCO CORP NEW COMMON STOCKS 89149030 2,158,210.00 69,200.00 (a) N/A (c)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 478,081.00 6,510.00 (a) N/A (a)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 13,953.00 190.00 (a) N/A (b)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 8,438,761.00 114,910.00 (a) N/A (c)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 58,016.00 790.00 (c) N/A (c)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 18,513.00 14,100.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 13,130.00 10,000.00 (a) N/A (c)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 4,946.00 63.00 (a) N/A (a)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 26,847.00 342.00 (c) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 162,500.00 10,000.00 (a) N/A (a)
TOYS R US INC COMMON STOCKS 89233510 3,908,125.00 240,500.00 (a) N/A (c)
TRANSACTION SYSTEMS ARCHITEC COMMON STOCKS 89341610 76,375.00 4,700.00 (a) N/A (c)
TRANSATLANTIC HOLDINGS INC. COMMON STOCKS 89352110 50,875.00 550.00 (a) N/A (b)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 4,656.00 500.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 335.00 36.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 690,343.00 16,031.00 (a) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 10,550.00 245.00 (c) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 53,829.00 1,250.00 (c) N/A (b)
TRANSMONTAIGNE INC COMMON STOCKS 89393410 4,938.00 1,000.00 (a) N/A (b)
TRAVELOCITY.COM INC COMMON STOCKS 89395310 35,470.00 2,500.00 (a) N/A (a)
TRAVELOCITY.COM INC COMMON STOCKS 89395310 292,273.00 20,600.00 (c) N/A (c)
TRANSWITCH CORP COMMON STOCKS 89406510 17,944,988.00 281,490.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 892,500.00 14,000.00 (a) N/A (b)
TRANSWITCH CORP COMMON STOCKS 89406510 53,849,625.00 844,700.00 (a) N/A (c)
TRENWICK GROUP INC COMMON STOCKS 89529010 3,046,267.00 159,800.00 (a) N/A (a)
TRENWICK GROUP INC COMMON STOCKS 89529010 486,106.00 25,500.00 (a) N/A (c)
TREX MEDICAL CORP COMMON STOCKS 89531R10 100.00 80.00 (a) N/A (b)
TRI-CONTINENTAL CORP EQUITY FUNDS 89543610 12,226.00 468.00 (a) N/A (b)
TRIARC COS. COMMON STOCKS 89592710 160,062.00 6,500.00 (a) N/A (a)
TRIARC COS. COMMON STOCKS 89592710 32,012.00 1,300.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 (109,025.00) (3,560.00) (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 1,531.00 50.00 (c) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 2,687,300.00 61,600.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 418,364.00 9,590.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 104,700.00 2,400.00 (a) N/A (c)
TRIBUNE CO COMMON STOCKS 89604710 418,800.00 9,600.00 (c) N/A (a)
TRIBUNE CO 2.00% CNV SUB DEB CONVERTIBLES 89604730 3,716,685.00 30,780.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 47,517.00 904.00 (a) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 9,110.00 250.00 (a) N/A (a)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 21,863.00 600.00 (a) N/A (b)
TRIQUINT SEMICONDUCTOR CNV CONVERTIBLES 89674KAA 790,100.00 1,000.00 (a) N/A (a)
TRIPATH IMAGING INC COMMON STOCKS 89694210 143,829.00 20,547.00 (a) N/A (a)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 73,160.00 2,050.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 1,591,250.00 95,000.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 500,825.00 29,900.00 (a) N/A (c)
TULARIK INC COMMON STOCKS 89916510 99,000.00 3,000.00 (a) N/A (b)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 1,800.00 100.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 13,608.00 756.00 (a) N/A (b)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 19,181,906.00 413,626.00 (a) N/A (a)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 180,862.00 3,900.00 (a) N/A (c)
24/7 MEDIA INC COMMON STOCKS 90131410 84,790.00 8,400.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 937,733.00 92,900.00 (c) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 52,191,022.00 1,006,092.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 15,039,756.00 289,923.00 (a) N/A (b)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 33,018,438.00 636,500.00 (a) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 1,322,812.00 25,500.00 (c) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 1,805,250.00 34,800.00 (c) N/A (b)
UAL CORP. COMMON STOCKS 90254950 (197,400.00) (4,700.00) (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 1,393,212.00 49,100.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 28,375.00 1,000.00 (a) N/A (c)
UST INC COMMON STOCKS 90291110 (196,725.00) (8,600.00) (a) N/A (a)
U.S. BANCORP COMMON STOCKS 90297310 288,925.00 12,700.00 (a) N/A (a)
U.S. BANCORP COMMON STOCKS 90297310 6,825.00 300.00 (a) N/A (b)
U.S. BANCORP COMMON STOCKS 90297310 154,700.00 6,800.00 (a) N/A (c)
USA NETWORKS COMMON STOCKS 90298410 5,752,144.00 262,200.00 (a) N/A (a)
USA NETWORKS COMMON STOCKS 90298410 465,086.00 21,200.00 (a) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 351,008.00 16,000.00 (a) N/A (c)
USA NETWORKS COMMON STOCKS 90298410 38,830.00 1,770.00 (c) N/A (c)
USG CORP COMMON STOCKS 90329340 132,834.00 5,300.00 (a) N/A (a)
USG CORP COMMON STOCKS 90329340 3,748,172.00 149,550.00 (a) N/A (c)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 759.00 300.00 (a) N/A (b)
USX-U S STEEL GROUP COMMON STOCKS 90337T10 3,038.00 200.00 (a) N/A (a)
ULTIMATE ELECTRONICS INC COMMON STOCKS 90384910 2,056,250.00 50,000.00 (a) N/A (a)
ULTIMATE ELECTRONICS INC COMMON STOCKS 90384910 411,250.00 10,000.00 (a) N/A (c)
USA EDUCATION COMMON STOCKS 90390U10 126,650.00 2,630.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 6,141,300.00 186,100.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 2,049,300.00 62,100.00 (a) N/A (c)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 1,224,760.00 91,400.00 (a) N/A (a)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 1,582,540.00 118,100.00 (a) N/A (c)
UNIFY CORP COMMON STOCKS 90474310 - 604,500.00 (a) N/A (a)
UNIFY CORP COMMON STOCKS 90474310 - 28,100.00 (a) N/A (b)
UNIFY CORP COMMON STOCKS 90474310 - 972,700.00 (a) N/A (c)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 52.00 2.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 37,461,348.00 776,401.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 588,650.00 12,200.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 26,860,775.00 556,700.00 (c) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 101,173.00 1,800.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 7,869.00 140.00 (c) N/A (b)
UNION CARBIDE CORP COMMON STOCKS 90558110 11,325.00 300.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 124,602.00 3,200.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 77,876.00 2,000.00 (a) N/A (b)
UNION PACIFIC CORP COMMON STOCKS 90781810 77,876.00 2,000.00 (c) N/A (a)
UNION PLANTERS CORP COMMON STOCKS 90806810 (175,234.00) (5,300.00) (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 1,058,410.00 45,400.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 294,300.00 10,800.00 (a) N/A (c)
UNISOURCE ENERGY CORP HLD CO. COMMON STOCKS 90920510 267,173.00 16,300.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 94,500.00 8,400.00 (a) N/A (a)
UNITED BANKSHARES INC COMMON STOCKS 90990710 19,625.00 1,000.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 52,994.00 4,873.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 23,555.00 2,166.00 (a) N/A (c)
UNITED MICROELECTRONICS ADR COMMON STOCKS 91087320 1,854,875.00 156,200.00 (a) N/A (a)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 3,888.00 200.00 (a) N/A (a)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 10,788.00 555.00 (a) N/A (b)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 19,438.00 1,000.00 (c) N/A (c)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 7,684,476.00 136,310.00 (a) N/A (a)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 7,996,737.00 141,849.00 (a) N/A (b)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 376,303.00 6,675.00 (c) N/A (a)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 366,438.00 6,500.00 (c) N/A (b)
UNITED RENTALS INC COMMON STOCKS 91136310 123,038.00 5,100.00 (a) N/A (a)
UNITED RENTALS INC COMMON STOCKS 91136310 972,238.00 40,300.00 (c) N/A (c)
US CELLULAR CORP COMMON STOCKS 91168410 28,000.00 400.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 3,044.00 100.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 30,438.00 1,000.00 (a) N/A (b)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 318.00 32.00 (c) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 8,678,812.00 125,100.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 742,312.00 10,700.00 (a) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 256,688.00 3,700.00 (a) N/A (c)
UNITED TELEVISION COMMON STOCKS 91306610 14,700.00 100.00 (a) N/A (b)
UNITED THERAPEUTICS CORP COMMON STOCKS 91307C10 5,478,412.00 62,700.00 (a) N/A (a)
UNITED THERAPEUTICS CORP COMMON STOCKS 91307C10 235,912.00 2,700.00 (a) N/A (b)
UNITED THERAPEUTICS CORP COMMON STOCKS 91307C10 8,562,750.00 98,000.00 (a) N/A (c)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 823,620.00 27,454.00 (a) N/A (a)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 544,200.00 18,140.00 (a) N/A (c)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 (434,500.00) (4,400.00) (a) N/A (a)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 9,875.00 100.00 (a) N/A (b)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 1,382,500.00 14,000.00 (a) N/A (c)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 88,875.00 900.00 (c) N/A (b)
UNITRIN INC. COMMON STOCKS 91327510 89,360.00 2,820.00 (a) N/A (a)
UNIVERSAL COMPRESSION HLDGS COMMON STOCKS 91343110 355,787.00 11,500.00 (c) N/A (c)
UNIVERSAL STAINLESS & ALLOY COMMON STOCKS 91383710 3,438.00 500.00 (a) N/A (b)
UNIVERSIAL HEALTH SVCS CLASS B COMMON STOCKS 91390310 21,590,858.00 252,156.00 (a) N/A (a)
UNIVERSIAL HEALTH SVCS CLASS B COMMON STOCKS 91390310 933,312.00 10,900.00 (a) N/A (b)
UNIVERSIAL HEALTH SVCS CLASS B COMMON STOCKS 91390310 17,529,578.00 204,725.00 (a) N/A (c)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 108,388.00 2,900.00 (a) N/A (a)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 149,500.00 4,000.00 (a) N/A (b)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 168,188.00 4,500.00 (a) N/A (c)
UNOCAL INC COMMON STOCKS 91528910 88,595.00 2,500.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 134,664.00 3,800.00 (a) N/A (b)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 1,645,605.00 33,930.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 5,119.00 1,300.00 (a) N/A (c)
UNOVA INC COMMON STOCKS 91529B10 394.00 100.00 (c) N/A (b)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 152,600.00 5,600.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 1,894.00 75.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 13,660.00 541.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 49,914.00 2,200.00 (a) N/A (a)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 521,824.00 23,000.00 (c) N/A (c)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 520,125.00 10,950.00 (a) N/A (c)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 988,000.00 20,800.00 (c) N/A (c)
UROMED CORP COMMON STOCKS 91727430 529.00 332.00 (c) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 3.00 0.50 (a) N/A (a)
UTILICORP UNITED INC COMMON STOCKS 91800510 428,480.00 16,550.00 (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 86,893.00 4,150.00 (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 2,094.00 100.00 (a) N/A (c)
VA LINUX SYSTEMS INC. COMMON STOCKS 91819B10 4,959,434.00 107,231.00 (a) N/A (a)
VF CORP COMMON STOCKS 91820410 4,938.00 200.00 (a) N/A (a)
VYYO INC COMMON STOCKS 91845810 1,095,000.00 36,500.00 (a) N/A (a)
VALERO ENERGY CORP COM COMMON STOCKS 91913Y10 436,331.00 12,400.00 (a) N/A (a)
VALERO ENERGY CORP COM COMMON STOCKS 91913Y10 38,707.00 1,100.00 (a) N/A (b)
VALERO ENERGY CORP COM COMMON STOCKS 91913Y10 2,515,942.00 71,500.00 (a) N/A (c)
VALLEY NATIONAL BANCORP COMMON STOCKS 91979410 24,090.00 882.00 (a) N/A (a)
VALUEVISION INTL INC-CL A COMMON STOCKS 92047K10 15,294,291.00 608,728.00 (a) N/A (a)
VALUEVISION INTL INC-CL A COMMON STOCKS 92047K10 547,725.00 21,800.00 (a) N/A (b)
VALUEVISION INTL INC-CL A COMMON STOCKS 92047K10 16,685,512.00 664,100.00 (a) N/A (c)
VARCO INTERNATIONAL INC COMMON STOCKS 92212210 10,094,305.00 485,000.00 (a) N/A (a)
VARCO INTERNATIONAL INC COMMON STOCKS 92212210 1,660,877.00 79,800.00 (a) N/A (b)
VARCO INTERNATIONAL INC COMMON STOCKS 92212210 16,356,937.00 785,900.00 (a) N/A (c)
VARIAN SEMICONDUCTOR EQUIP COMMON STOCKS 92220710 10,909,433.00 291,400.00 (a) N/A (a)
VARIAN SEMICONDUCTOR EQUIP COMMON STOCKS 92220710 292,016.00 7,800.00 (a) N/A (b)
VARIAN SEMICONDUCTOR EQUIP COMMON STOCKS 92220710 11,931,491.00 318,700.00 (a) N/A (c)
VARIAN MEDICAL SYSTEMS INC COMMON STOCKS 92220P10 9,038.00 200.00 (a) N/A (b)
VECTREN CORPORATION COMMON STOCKS 92240G10 62,970.00 3,100.00 (a) N/A (a)
VECTOR GROUP LTD COMMON STOCKS 92240M10 51,082.00 2,940.00 (a) N/A (a)
VECTOR GROUP LTD COMMON STOCKS 92240M10 540,015.00 31,080.00 (c) N/A (c)
VEECO INSTRUMENTS INC COMMON STOCKS 92241710 3,007,328.00 28,300.00 (a) N/A (a)
VENTRO CORP COMMON STOCKS 92281510 67,353.00 6,123.00 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 28,248,060.00 198,930.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 2,480,030.00 17,465.00 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 10,887,566.00 76,673.00 (c) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 2,254,676.00 15,878.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 515,460.00 3,630.00 (c) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 64,707,738.00 319,445.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 2,187,680.00 10,800.00 (a) N/A (b)
VERISIGN INC COMMON STOCKS 92343E10 14,057,872.00 69,400.00 (a) N/A (c)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 14,750,562.00 304,524.40 (a) N/A (a)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 1,544,203.00 31,880.00 (a) N/A (b)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 5,313,552.00 109,698.00 (a) N/A (c)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 377,526.00 7,794.00 (c) N/A (a)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 88,351.00 1,824.00 (c) N/A (b)
VERIZON COMMUNICATIONS COMMON STOCKS 92343V10 9,688.00 200.00 (c) N/A (c)
VIACOM INC COMMON STOCKS 92552410 374,985.00 6,410.00 (a) N/A (a)
VIACOM INC COMMON STOCKS 92552410 298,350.00 5,100.00 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 76,274,637.00 1,303,839.96 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 37,812,996.00 646,376.00 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 38,564,241.00 659,217.80 (a) N/A (c)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 3,045,218.00 52,055.00 (c) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 4,499,118.00 76,908.00 (c) N/A (b)
VIATEL INC COMMON STOCKS 92552920 6,638,978.00 647,705.16 (a) N/A (a)
VIATEL INC COMMON STOCKS 92552920 153,750.00 15,000.00 (a) N/A (b)
VIATEL INC COMMON STOCKS 92552920 6,977,185.00 680,701.00 (a) N/A (c)
VICAL INC COMMON STOCKS 92560210 41,400.00 1,600.00 (a) N/A (a)
VICAL INC COMMON STOCKS 92560210 540,788.00 20,900.00 (c) N/A (c)
VICINITY CORP COMMON STOCKS 92565310 95,590.00 8,690.00 (a) N/A (a)
VIGNETE CORPORATION COMMON STOCKS 92673410 56,641,835.00 1,895,961.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 244,200.00 6,600.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 366,300.00 9,900.00 (a) N/A (c)
VIRAGE LOGIC CORPORATION COMMON STOCKS 92763R10 327,116.00 19,900.00 (a) N/A (a)
VIRATA CORP COMMON STOCKS 92764610 4,385,674.00 66,324.00 (a) N/A (a)
VIRATA CORP COMMON STOCKS 92764610 191,762.00 2,900.00 (a) N/A (c)
VISHAY INTERTECHNOLOGY COMMON STOCKS 92829810 31.00 1.00 (a) N/A (a)
VISHAY INTERTECHNOLOGY COMMON STOCKS 92829810 21,686,654.00 699,569.50 (a) N/A (c)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 2,029,248.00 50,260.00 (a) N/A (a)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 49,621.00 1,229.00 (a) N/A (b)
VISTEON CORP COMMON STOCKS 92839U10 2,268,811.00 150,004.00 (a) N/A (a)
VISTEON CORP COMMON STOCKS 92839U10 13,174.00 871.00 (a) N/A (b)
VISTEON CORP COMMON STOCKS 92839U10 6,615,251.00 437,371.99 (a) N/A (c)
VISUAL DATA CORP COMMON STOCKS 92842820 975.00 300.00 (c) N/A (b)
VISUAL NETWORKS COMMON STOCKS 92844410 72,488.00 11,045.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 62,285,772.00 700,328.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 11,673,379.00 131,253.00 (a) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 8,431,322.00 94,800.00 (a) N/A (c)
VITRIA TECHNOLOGY INC COMMON STOCKS 92849Q10 32,914,872.00 705,949.00 (a) N/A (a)
VITRIA TECHNOLOGY INC COMMON STOCKS 92849Q10 438,275.00 9,400.00 (a) N/A (b)
VLASIC FOODS INTERNATIONAL COMMON STOCKS 92855910 1,063.00 1,000.00 (c) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 9,957.00 198.00 (a) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 35,304.00 702.00 (c) N/A (c)
VODAFONE GROUP PLC COMMON STOCKS 92857W10 16,404,209.00 443,357.00 (a) N/A (a)
VODAFONE GROUP PLC COMMON STOCKS 92857W10 5,559,953.00 150,269.00 (a) N/A (b)
VODAFONE GROUP PLC COMMON STOCKS 92857W10 1,594,700.00 43,100.00 (c) N/A (a)
VODAFONE GROUP PLC COMMON STOCKS 92857W10 489,325.00 13,225.00 (c) N/A (b)
VODAFONE GROUP PLC COMMON STOCKS 92857W10 66,600.00 1,800.00 (c) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 7,539,992.00 64,964.65 (a) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 5,160,973.00 44,467.00 (a) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 23,213.00 200.00 (a) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 261,142.00 2,250.00 (c) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 203,110.00 1,750.00 (c) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 17,409.00 150.00 (c) N/A (c)
VYSIS INC COMMON STOCKS 92896110 6,500.00 1,000.00 (a) N/A (b)
VOTORANTIM CELULOS E PAPER ADR COMMON STOCKS 92906P10 4,569,585.00 232,100.00 (a) N/A (a)
VOTORANTIM CELULOS E PAPER ADR COMMON STOCKS 92906P10 1,874,298.00 95,200.00 (a) N/A (c)
VULCAN MATLS CO COMMON STOCKS 92916010 (200,940.00) (5,000.00) (a) N/A (a)
WJ COMMUNICATIONS INC COMMON STOCKS 92928410 962,000.00 26,000.00 (a) N/A (a)
WJ COMMUNICATIONS INC COMMON STOCKS 92928410 640,100.00 17,300.00 (a) N/A (b)
WJ COMMUNICATIONS INC COMMON STOCKS 92928410 418,100.00 11,300.00 (a) N/A (c)
WPP GROUP PLC ADR COMMON STOCKS 92930930 213,527.00 3,600.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 11,863.00 200.00 (c) N/A (c)
WABTEC CORPORATION COMMON STOCKS 92974010 2,011.00 200.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 364,277.00 6,426.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 209,689.00 3,699.00 (a) N/A (b)
WACHOVIA CORP NEW COMMON STOCKS 92977110 5,016,888.00 88,500.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 97,604,622.00 2,028,148.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 5,074,589.00 105,446.00 (a) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 15,260,438.00 317,100.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 7,165,812.00 148,900.00 (c) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 1,327,865.00 27,592.00 (c) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 9,148,081.00 190,090.00 (c) N/A (c)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 16,308,652.00 768,189.00 (a) N/A (a)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 5,666,287.00 266,900.00 (a) N/A (c)
WALGREEN CO COMMON STOCKS 93142210 390,761.00 10,300.00 (a) N/A (a)
WALGREEN CO COMMON STOCKS 93142210 460,947.00 12,150.00 (a) N/A (b)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 450,850.00 50,800.00 (a) N/A (c)
WARBURG PINCUS EMRG GROWTH FD COMMON STOCKS 93390910 637,554.00 11,475.05 (a) N/A (a)
WARBURG PINCUS MAJOR FOREIGN COMMON STOCKS 93392210 612,473.00 38,447.75 (a) N/A (a)
WASHINGTON CORP CL A (TWC) COMMON STOCKS 93747920 615,927.00 410,618.00 (a) N/A (a)
WASHINGTON GAS LIGHT CO COMMON STOCKS 93883710 440,750.00 16,400.00 (c) N/A (c)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 101,006.00 2,537.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 172,191.00 4,325.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 663,516.00 38,050.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 12,119.00 695.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 43,595.00 2,500.00 (a) N/A (c)
WASTE SYTEMS INT`L WARRANT WARRANTS 94106P16 23,940.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT`L WARRANT WARRANTS 94106P16 14,250.00 37,500.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 1,910,250.00 3,820.50 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 200,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 200,000.00 400.00 (c) N/A (c)
WATCHGUARD TECHNOLOGIES INC COMMON STOCKS 94110510 2,293,080.00 38,218.00 (a) N/A (a)
WATER PIK TECHNOLOGIES COMMON STOCKS 94113U10 3,778.00 390.00 (a) N/A (a)
WATER PIK TECHNOLOGIES COMMON STOCKS 94113U10 1,453.00 150.00 (a) N/A (b)
WATER PIK TECHNOLOGIES COMMON STOCKS 94113U10 1,211.00 125.00 (c) N/A (b)
WATERS CORP COMMON STOCKS 94184810 1,566,400.00 17,600.00 (a) N/A (a)
WATERS CORP COMMON STOCKS 94184810 2,260,600.00 25,400.00 (a) N/A (c)
WATERS CORP COMMON STOCKS 94184810 35,600.00 400.00 (c) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 54,912,000.00 844,800.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 3,789,500.00 58,300.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 17,485,000.00 269,000.00 (c) N/A (c)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 41,875.00 2,500.00 (a) N/A (a)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 469,000.00 28,000.00 (c) N/A (c)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 3,127,949.00 72,743.00 (a) N/A (a)
WEBEX COMMUNICATIONS INC COMMON STOCKS 94767L10 9,219.00 250.00 (a) N/A (a)
WEB METHODS COMMON STOCKS 94768C10 99.00 0.86 (a) N/A (a)
WEB METHODS COMMON STOCKS 94768C10 240,957.00 2,093.00 (a) N/A (b)
WEBMD CORP COMMON STOCKS 94769M10 1,478,869.00 96,975.00 (a) N/A (a)
WEBMD CORP COMMON STOCKS 94769M10 1,587,525.00 104,100.00 (a) N/A (c)
WEBMD CORP COMMON STOCKS 94769M10 39,040.00 2,560.00 (c) N/A (c)
WEBSTER FINANCIAL CORP COMMON STOCKS 94789010 286,890.00 10,650.00 (a) N/A (c)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 97,800.00 2,400.00 (a) N/A (a)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 20,375.00 500.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 733,500.00 18,000.00 (c) N/A (c)
WEIRTON STEEL CORP COMMON STOCKS 94877410 175.00 70.00 (c) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 1,603,200.00 16,700.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 19,200.00 200.00 (a) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 38,275,200.00 398,700.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 32,687,414.00 711,555.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 6,862,632.00 149,389.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 14,147,066.00 307,960.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 1,278,684.00 27,835.00 (c) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 558,147.00 12,150.00 (c) N/A (b)
WENDYS INTL COMMON STOCKS 95059010 4,013.00 200.00 (a) N/A (a)
WESCO FINL CORP COMMON STOCKS 95081710 100,400.00 400.00 (a) N/A (a)
WEST TELESERVICES CORP COMMON STOCKS 95618810 979,000.00 44,500.00 (a) N/A (a)
WEST TELESERVICES CORP COMMON STOCKS 95618810 9,849,400.00 447,700.00 (a) N/A (c)
WESTELL TECHNOLOGIES INC COMMON STOCKS 95754110 4,398,100.00 341,600.00 (a) N/A (a)
WESTELL TECHNOLOGIES INC COMMON STOCKS 95754110 202,138.00 15,700.00 (a) N/A (b)
WESTELL TECHNOLOGIES INC COMMON STOCKS 95754110 6,360,250.00 494,000.00 (a) N/A (c)
WESTFED HLDGS PREF A PRIVATE PREFERREDS 95799101 57,005.00 57,005.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 9,262,856.00 260,010.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 171,000.00 4,800.00 (a) N/A (c)
WESTFIELD AMERICA INC. COMMON STOCKS 95991010 27,500.00 2,000.00 (a) N/A (a)
WESTPAC BANKING CORP ADR COMMON STOCKS 96121430 5,231.00 150.00 (a) N/A (a)
WESTPAC BANKING CORP ADR COMMON STOCKS 96121430 24,657.00 707.00 (c) N/A (c)
WESTVACO CORP COMMON STOCKS 96154810 45,370.00 1,700.00 (a) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 1,785,785.00 83,300.00 (a) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 83,608.00 3,900.00 (a) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 30,013.00 1,400.00 (a) N/A (c)
WESTWOOD ONE COMMON STOCKS 96181510 135,059.00 6,300.00 (c) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 1,586.00 74.00 (c) N/A (b)
WEYERHAEUSER CO COMMON STOCKS 96216610 2,608,201.00 64,300.00 (a) N/A (a)
WHIRLPOOL CORP COMMON STOCKS 96332010 3,888.00 100.00 (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 34,689.00 3,000.00 (a) N/A (b)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 6,411,744.00 279,525.00 (a) N/A (a)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 3,448,315.00 150,332.00 (a) N/A (b)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 921,190.00 40,160.00 (a) N/A (c)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 717,959.00 31,300.00 (c) N/A (a)
WILEY JOHN & SONS CL-A COMMON STOCKS 96822320 734,016.00 32,000.00 (c) N/A (b)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 18,962.00 820.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 13,875.00 600.00 (a) N/A (b)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 5,600.00 200.00 (a) N/A (a)
WILLIAMS COS COMMON STOCKS 96945710 33,800.00 800.00 (a) N/A (a)
WILLIAMS COS COMMON STOCKS 96945710 323,888.00 7,666.00 (a) N/A (b)
WILLIAMS SONOMA COMMON STOCKS 96990410 1,178,025.00 33,900.00 (a) N/A (a)
WILLIAMS SONOMA COMMON STOCKS 96990410 576,850.00 16,600.00 (a) N/A (c)
WIND RIVER SYSTEMS COMMON STOCKS 97314910 17,828,142.00 371,900.00 (a) N/A (c)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,380,000.00 920.00 (a) N/A (a)
WINN-DIXIE STORES INC COMMON STOCKS 97428010 4,312.00 300.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 68,750.00 5,500.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 546,250.00 43,700.00 (c) N/A (c)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 40,000.00 4,000.00 (a) N/A (a)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 10,000.00 1,000.00 (a) N/A (c)
WINSTAR COMMUNICATIONS INC COMMON STOCKS 97551510 1,401,975.00 90,450.00 (a) N/A (a)
WIRELESS FACILITIES INC COMMON STOCKS 97653A10 1,287,308.00 22,315.00 (a) N/A (a)
WIRELESS FACILITIES INC COMMON STOCKS 97653A10 142,778.00 2,475.00 (a) N/A (c)
WITNESS SYSTEMS COMMON STOCKS 97742410 737,386.00 40,823.00 (a) N/A (a)
WOMEN.COM NETWORKS COMMON STOCKS 97814910 3,281.00 1,200.00 (a) N/A (c)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 300.00 600.00 (a) N/A (c)
WORLD ACESS COMMON STOCKS 98141A10 33,966.00 6,283.00 (a) N/A (a)
WORLDCOM INC COMMON STOCKS 98157D10 95,401,587.00 3,140,793.00 (a) N/A (a)
WORLDCOM INC COMMON STOCKS 98157D10 1,977,595.00 65,106.00 (a) N/A (b)
WORLDCOM INC COMMON STOCKS 98157D10 7,938,506.00 261,350.00 (a) N/A (c)
WORLDCOM INC COMMON STOCKS 98157D10 288,562.00 9,500.00 (c) N/A (a)
WORLDCOM INC COMMON STOCKS 98157D10 63,818.00 2,101.00 (c) N/A (b)
WORLDCOM INC COMMON STOCKS 98157D10 19,296,934.00 635,290.00 (c) N/A (c)
WORLDWIDE FLIGHT WTS 144A WARRANTS 98158711 4,800.00 4,800.00 (a) N/A (a)
WORLDWIDE FLIGHT WTS 144A WARRANTS 98158711 1,200.00 1,200.00 (a) N/A (c)
WORTHINGTON INDS INC COMMON STOCKS 98181110 1,875.00 200.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 68,735,250.00 918,000.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 33,694.00 450.00 (a) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 1,093,175.00 14,600.00 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 21,212,088.00 283,300.00 (c) N/A (c)
XM SATELLITE RADIO HOLDINGS COMMON STOCKS 98375910 43,063.00 1,000.00 (a) N/A (a)
XM SATELLITE RADIO WARRANTS WARRANTS 98375Y11 467,280.00 2,920.50 (a) N/A (a)
XCEL ENERGY COMMON STOCKS 98389B10 60,810.00 2,210.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 12,974,328.00 151,525.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 2,200,562.00 25,700.00 (a) N/A (b)
XILINX INC COMMON STOCKS 98391910 1,190,188.00 13,900.00 (a) N/A (c)
XILINX INC COMMON STOCKS 98391910 180,669.00 2,110.00 (c) N/A (c)
XIRCOM COMMON STOCKS 98392210 63,125.00 2,500.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 563,075.00 22,300.00 (c) N/A (c)
XEROX COMMON STOCKS 98412110 19,500.00 1,300.00 (a) N/A (a)
XEROX COMMON STOCKS 98412110 10,500.00 700.00 (a) N/A (b)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 2,987,000.00 5,800.00 (a) N/A (a)
YAGEO CORP GDR- 144A COMMON STOCKS 98432610 3,679,494.00 943,460.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 13,034,203.00 143,233.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 202,020.00 2,220.00 (a) N/A (b)
YAHOO INC COMMON STOCKS 98433210 1,638,000.00 18,000.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 2,416,960.00 26,560.00 (c) N/A (c)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 444,262.00 8,975.00 (a) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 628,650.00 12,700.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 4,950.00 100.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 34,650.00 700.00 (c) N/A (b)
YOUNG & RUBICAM INC CONV 144A CONVERTIBLES 987425AA 1,228,125.00 1,250.00 (a) N/A (a)
YOUNG BROADCASTING CORP-A COMMON STOCKS 98743410 50,301.00 1,600.00 (a) N/A (b)
YOUTHSTREAM MEDIA NETWORKS COMMON STOCKS 98781910 4,748,497.00 1,245,344.00 (a) N/A (c)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 764,150.00 105,400.00 (a) N/A (a)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 456,025.00 62,900.00 (a) N/A (c)
ZALE CORP COMMON STOCKS 98885810 12,975.00 400.00 (a) N/A (b)
ZIONS BANCORPORATION COMMON STOCKS 98970110 51,141.00 1,000.00 (c) N/A (a)
ZORAN CORP COMMON STOCKS 98975F10 6,742,125.00 138,300.00 (a) N/A (a)
ZORAN CORP COMMON STOCKS 98975F10 507,000.00 10,400.00 (a) N/A (b)
ZORAN CORP COMMON STOCKS 98975F10 682,500.00 14,000.00 (a) N/A (c)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 4.00 0.10 (a) N/A (c)
E.PIPHANY INC JAN 01 CALL OPTIONS EPNA2173 (67,780.00) (200,000.00) (a) N/A (a)
E.PIPHANY INC APR 01 CALL OPTIONS EPND1843 (404,532.00) (100,000.00) (a) N/A (a)
E.PIPHANY INC AUG 01 CALL OPTIONS EPNH2216 (583,852.00) (100,000.00) (a) N/A (a)
E.PIPHANY INC JAN 01 PUT OPTIONS EPNM1762 19,461,660.00 200,000.00 (a) N/A (a)
E.PIPHANY INC APR 01 PUT OPTIONS EPNP1494 7,498,424.00 100,000.00 (a) N/A (a)
E.PIPHANY INC AUG 01 PUT OPTIONS EPNT1511 7,926,015.00 100,000.00 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 295,084.00 7,518.07 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 11,386,425.00 290,100.00 (a) N/A (c)
AMDOCS LTD COMMON STOCKS G0260210 125,028,442.00 2,004,464.00 (a) N/A (a)
AMDOCS LTD COMMON STOCKS G0260210 27,619,650.00 442,800.00 (a) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 784,062.00 32,500.00 (a) N/A (a)
APW LIMITED COMMON STOCKS G0439710 25,141,301.00 515,719.00 (a) N/A (a)
APW LIMITED COMMON STOCKS G0439710 1,155,375.00 23,700.00 (a) N/A (b)
APW LIMITED COMMON STOCKS G0439710 34,256,625.00 702,700.00 (a) N/A (c)
BANCO COMERCIAL PORTUGUES PFD CONVERTIBLES G0904720 2,842,000.00 29,000.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENT COMMON STOCKS G2004520 65,766.00 22,875.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 22,322.00 2,812.00 (a) N/A (b)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 389,325.00 53,700.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 207,350.00 28,600.00 (a) N/A (c)
DELPHI INTERNATIONAL LTD COMMON STOCKS G2706W10 97,384.00 27,824.00 (a) N/A (a)
ELAN CORP-CONTINGENT VAL RT COMMON STOCKS G2953914 28,951.00 29,877.00 (a) N/A (a)
XCELERA.COM INC COMMON STOCKS G3161110 47,500.00 2,500.00 (a) N/A (a)
EVEREST RE GROUP LTD COMMON STOCKS G3223R10 6,682,500.00 135,000.00 (a) N/A (a)
EVEREST RE GROUP LTD COMMON STOCKS G3223R10 54,450.00 1,100.00 (a) N/A (b)
EVEREST RE GROUP LTD COMMON STOCKS G3223R10 638,550.00 12,900.00 (a) N/A (c)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 14,175,587.00 457,277.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 90,272.00 2,912.00 (a) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 167,367.00 19,404.90 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 46,296.00 5,367.60 (a) N/A (c)
INTERWAVE COMM INTL LTD COMMON STOCKS G4911N10 68,928.00 8,616.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 96,480.00 15,751.80 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 52,522.00 8,575.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 70,438.00 11,500.00 (c) N/A (b)
MARVELL TECHNOLOGY GROUP LTD COMMON STOCKS G5876H10 38,562.00 500.00 (a) N/A (a)
OPENTV CORPORATION ADR COMMON STOCKS G6754310 24.00 0.72 (a) N/A (a)
OPENTV CORPORATION ADR COMMON STOCKS G6754310 12,003.00 361.00 (a) N/A (b)
OPENTV CORPORATION ADR COMMON STOCKS G6754310 23.00 0.68 (a) N/A (c)
PARTNERRE HOLDINGS LTD COMMON STOCKS G6852T10 5,943,981.00 125,300.00 (a) N/A (a)
PARTNERRE HOLDINGS LTD COMMON STOCKS G6852T10 531,306.00 11,200.00 (a) N/A (c)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 172,633.00 2,700.00 (a) N/A (c)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 6,713.00 105.00 (c) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 47,954.00 750.00 (c) N/A (b)
SANTA FE INTERNATIONAL CORP. COMMON STOCKS G7805C10 76,395.00 1,700.00 (a) N/A (a)
SANTA FE INTERNATIONAL CORP. COMMON STOCKS G7805C10 89,876.00 2,000.00 (a) N/A (b)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 21,317,047.00 363,617.00 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 12,281,820.00 209,498.00 (a) N/A (b)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 8,957,900.00 152,800.00 (a) N/A (c)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 3,495,809.00 59,630.00 (c) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 1,754,646.00 29,930.00 (c) N/A (b)
TYCOM LTD COMMON STOCKS G9144B10 34,954,636.00 910,870.00 (a) N/A (a)
TYCOM LTD COMMON STOCKS G9144B10 12,460,938.00 324,715.00 (a) N/A (b)
TYCOM LTD COMMON STOCKS G9144B10 17,464,462.00 455,100.00 (a) N/A (c)
TYCOM LTD COMMON STOCKS G9144B10 3,404,630.00 88,720.00 (c) N/A (a)
TYCOM LTD COMMON STOCKS G9144B10 1,178,496.00 30,710.00 (c) N/A (b)
WHITE MOUNTAINS INSURANCE COMMON STOCKS G9618E10 2,687,819.00 9,850.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE COMMON STOCKS G9618E10 2,020,366.00 7,404.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE COMMON STOCKS G9618E10 777,694.00 2,850.00 (c) N/A (a)
WHITE MOUNTAINS INSURANCE COMMON STOCKS G9618E10 736,762.00 2,700.00 (c) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 3,013,428.00 40,722.00 (a) N/A (a)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 144,818.00 1,957.00 (a) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 25,900,000.00 350,000.00 (a) N/A (c)
SBS BROADCASTING SA COMMON STOCKS L8137F10 175,177.00 4,400.00 (a) N/A (a)
SBS BROADCASTING SA COMMON STOCKS L8137F10 150,175.00 3,772.00 (a) N/A (b)
ALADDIN KNOWLEDGE SYSTEMS COMMON STOCKS M0392N10 188,500.00 26,000.00 (a) N/A (a)
AUDIOCODES LTD COMMON STOCKS M1534210 27,574,541.00 323,930.00 (a) N/A (a)
AUDIOCODES LTD COMMON STOCKS M1534210 672,488.00 7,900.00 (a) N/A (b)
AUDIOCODES LTD COMMON STOCKS M1534210 65,639,036.00 771,090.00 (a) N/A (c)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 7,792,851.00 768,450.00 (a) N/A (a)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 240,342.00 23,700.00 (a) N/A (b)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 11,269,186.00 1,111,250.00 (a) N/A (c)
BREEZECOM LIMITED COMMON STOCKS M2038510 1,674,634.00 50,842.00 (a) N/A (a)
CERAGON NETWORKS LTD COMMON STOCKS M2201310 217,688.00 8,100.00 (a) N/A (a)
COMMTOUCH SOFTWARE LTD COMMON STOCKS M2559610 2,181,658.00 115,200.00 (a) N/A (a)
FUNDTECH LIMITED ORDINARY M4709510 570,230.00 23,900.00 (a) N/A (a)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 1,752,600.00 55,200.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 51,698,438.00 672,500.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 1,168,500.00 15,200.00 (a) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 21,040,688.00 273,700.00 (a) N/A (c)
JACADA LTD ORDINARY M6184R10 2,320,573.00 271,000.00 (a) N/A (a)
NEXUS TELOCATION SYSTEMS LTD COMMON STOCKS M7491910 984,600.00 450,000.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 16,895,748.00 308,948.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 12,761,445.00 233,350.00 (a) N/A (c)
RADWARE LTD COMMON STOCKS M8187310 3,630,000.00 121,000.00 (a) N/A (a)
TARO PHARMACEUTICALS IND COMMON STOCKS M8737E10 2,234,375.00 125,000.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 100,504.00 8,000.00 (a) N/A (a)
BAAN COMPANY CO ADR COMMON STOCKS N0804410 6.00 2.76 (a) N/A (a)
COMPLETEL EUROPE NV COMMON STOCKS N2159010 2,066,250.00 290,000.00 (a) N/A (a)
CORE LABORATORIES N.V. COMMON STOCKS N2271710 58,951.00 2,400.00 (a) N/A (c)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 92,664.00 3,600.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 61,776.00 2,400.00 (a) N/A (b)
ASE TEST LTD COMMON STOCKS Y0251610 3,591,000.00 171,000.00 (a) N/A (a)
ASE TEST LTD COMMON STOCKS Y0251610 25,200.00 1,200.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 3,068,100.00 146,100.00 (c) N/A (c)
FLEXTRONICS INTL LTD COMMON STOCKS Y2573F10 87,367,778.00 1,063,839.00 (a) N/A (a)
FLEXTRONICS INTL LTD COMMON STOCKS Y2573F10 1,563,414.00 19,037.00 (a) N/A (b)
FLEXTRONICS INTL LTD COMMON STOCKS Y2573F10 90,338.00 1,100.00 (a) N/A (c)
OMI CORP COMMON STOCKS Y6476W10 475,700.00 56,800.00 (a) N/A (a)
OMI CORP COMMON STOCKS Y6476W10 675,025.00 80,600.00 (a) N/A (c)
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