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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 03/31/00
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
153 EAST 53RD STREET NEW YORK NY 10022
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-3702
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
HAL LIEBES MANAGING DIRECTOR & GENERAL COUNSEL (212) 832-2626
- -------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ HAL LIEBES
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
153 E. 53RD ST., NY, NY 10022 - 04/24/00
------------------------------------------
(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: 4,654
Form 13F Information Table Value Total: $27,542,346.
(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>
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 8,490,700.00 157,600.00 (a) N/A (a)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 759,638.00 14,100.00 (a) N/A (c)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 30,709.00 570.00 (c) N/A (c)
ACTV INC COMMON STOCKS 00088E10 199,859.00 5,700.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 56,100.00 1,600.00 (a) N/A (b)
ACTV INC COMMON STOCKS 00088E10 353,255.00 10,075.00 (c) N/A (b)
ACTV INC COMMON STOCKS 00088E10 1,896,908.00 54,100.00 (c) N/A (c)
ACT MANUFACTURING INC COMMON STOCKS 00097310 1,163,500.00 20,800.00 (a) N/A (a)
ACT MANUFACTURING INC COMMON STOCKS 00097310 1,034,844.00 18,500.00 (a) N/A (c)
AES TRUST I-.6875 CONV TRUST PFD SER A PREFERREDS 00103320 27,750.00 250.00 (a) N/A (b)
AFLAC INC COMMON STOCKS 00105510 50,119.00 1,100.00 (a) N/A (a)
AGL RESOURCES INC COMMON STOCKS 00120410 387,712.00 21,100.00 (c) N/A (c)
AES CORP COMMON STOCKS 00130H10 18,731,790.00 237,864.00 (a) N/A (a)
AES CORP COMMON STOCKS 00130H10 4,047,750.00 51,400.00 (a) N/A (b)
AES CORP COMMON STOCKS 00130H10 14,744,362.00 187,230.00 (a) N/A (c)
AES CORP COMMON STOCKS 00130H10 9,419,288.00 119,610.00 (c) N/A (a)
AES CORP COMMON STOCKS 00130H10 1,027,688.00 13,050.00 (c) N/A (b)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 561,216.00 5,056.00 (a) N/A (a)
AES CORPORATION CONV JR SUB NT CONVERTIBLES 00130HAN 1,830,825.00 1,185.00 (a) N/A (a)
AMFM INC COMMON STOCKS 00169310 8,435,146.00 135,777.00 (a) N/A (a)
AMFM INC COMMON STOCKS 00169310 3,654,752.00 58,829.00 (a) N/A (b)
AMFM INC COMMON STOCKS 00169310 13,133,225.00 211,400.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 161,525.00 2,600.00 (c) N/A (a)
AMFM INC COMMON STOCKS 00169310 211,225.00 3,400.00 (c) N/A (b)
AMR CORP DELA COMMON STOCKS 00176510 137,062.00 4,300.00 (a) N/A (a)
APA OPTICS INC COMMON STOCKS 00185310 2,203.00 75.00 (c) N/A (b)
A T & T CORP COMMON STOCKS 00195710 59,523,562.00 1,057,013.50 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 4,504,831.00 79,997.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 9,816,627.00 174,324.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 479,501.00 8,515.00 (c) N/A (a)
A T & T CORP COMMON STOCKS 00195710 315,969.00 5,611.00 (c) N/A (b)
A T & T CORP COMMON STOCKS 00195710 78,275.00 1,390.00 (c) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 86,197,467.00 1,453,276.04 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 52,698,207.00 888,484.00 (a) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 57,348,545.00 966,888.00 (a) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 10,875,066.00 183,352.00 (c) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 6,216,306.00 104,806.00 (c) N/A (b)
AT&T CAPITAL CORP 8.25% PREFERREDS 00206J20 24,219.00 1,000.00 (a) N/A (b)
AT & T CANADA INC COMMON STOCKS 00207Q20 417,884.00 6,850.55 (a) N/A (a)
AXA FINANCIAL INC COMMON STOCKS 00245110 4,233.00 118.00 (a) N/A (a)
AXA FINANCIAL INC COMMON STOCKS 00245110 7,175.00 200.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 19,304,177.00 548,603.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 2,047,737.00 58,195.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 35,188.00 1,000.00 (a) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 1,351,200.00 38,400.00 (c) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 21,253.00 604.00 (c) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 34,836.00 990.00 (c) N/A (c)
ABERCROMBE & FITCH COMMON STOCKS 00289620 248,000.00 15,500.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 9,133.00 347.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 39,164.00 1,488.00 (c) N/A (c)
ABGENIX INC COMMON STOCKS 00339B10 6,023,079.00 43,606.00 (a) N/A (a)
ABGENIX INC COMMON STOCKS 00339B10 303,875.00 2,200.00 (a) N/A (b)
ABGENIX INC COMMON STOCKS 00339B10 10,069,312.00 72,900.00 (a) N/A (c)
ABGENIX INC COMMON STOCKS 00339B10 1,339,812.00 9,700.00 (c) N/A (c)
ABOUT.COM INC COMMON STOCKS 00373610 8,380,688.00 95,100.00 (a) N/A (a)
ABOUT.COM INC COMMON STOCKS 00373610 431,812.00 4,900.00 (a) N/A (b)
ABOUT.COM INC COMMON STOCKS 00373610 14,091,188.00 159,900.00 (a) N/A (c)
ABOUT.COM INC COMMON STOCKS 00373610 378,938.00 4,300.00 (c) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 1,026,170.00 456,075.60 (a) N/A (a)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 134,140.00 59,618.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 583,514.00 259,339.40 (c) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 228,038.00 456,075.60 (a) N/A (a)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 29,809.00 59,618.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 129,670.00 259,340.00 (c) N/A (c)
ABITIBI-CONSOLIDATED INC COMMON STOCKS 00392410 1,284,244.00 134,300.00 (a) N/A (c)
ACCLAIM ENTERTAINMENT INC COMMON STOCKS 00432520 29,322.00 8,852.00 (a) N/A (b)
ACCLAIM ENTERTAINMENT INC COMMON STOCKS 00432520 298.00 90.00 (c) N/A (b)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 14,448,380.00 436,177.50 (a) N/A (a)
ACCRUE SOFTWARE INC COMMON STOCKS 00437W10 6,286,125.00 137,261.00 (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 7,492.00 333.00 (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 90,000.00 4,000.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 1,597,500.00 71,000.00 (a) N/A (c)
ACTIVE SOFTWARE INC COMMON STOCKS 00504E10 16,934,342.00 266,224.00 (a) N/A (a)
ACTIVE SOFTWARE INC COMMON STOCKS 00504E10 405,319.00 6,372.00 (a) N/A (b)
ACTIVE SOFTWARE INC COMMON STOCKS 00504E10 63,609.00 1,000.00 (c) N/A (b)
ACTUATE SOFTWARE CORP COMMON STOCKS 00508B10 13,923,554.00 258,742.00 (a) N/A (a)
ACTUATE SOFTWARE CORP COMMON STOCKS 00508B10 215,250.00 4,000.00 (a) N/A (c)
ACUSON CORP COMMON STOCKS 00511310 59,252.00 4,000.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 22,965,044.00 690,678.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 871,150.00 26,200.00 (a) N/A (b)
ACXIOM CORP COMMON STOCKS 00512510 27,364,085.00 822,980.00 (a) N/A (c)
ADAMS GOLF INC COMMON STOCKS 00622810 497.00 300.00 (a) N/A (a)
ADAMS GOLF INC COMMON STOCKS 00622810 24,844.00 15,000.00 (c) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 20,166,825.00 376,950.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 1,134,200.00 21,200.00 (a) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 40,135,700.00 750,200.00 (a) N/A (c)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 5,350.00 100.00 (c) N/A (b)
ADAPTEC INC COMMON STOCKS 00651F10 8,286,994.00 214,550.00 (a) N/A (a)
ADAPTEC INC COMMON STOCKS 00651F10 26,012,006.00 673,450.00 (a) N/A (c)
ADELPHIA BUSINESS SOLUTIONS COMMON STOCKS 00684710 936,700.00 15,200.00 (c) N/A (c)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 882,000.00 18,000.00 (a) N/A (a)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 24,500.00 500.00 (a) N/A (c)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 56,769.00 510.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 6,622,782.00 557,708.00 (a) N/A (a)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 287,375.00 24,200.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 9,815,875.00 826,600.00 (a) N/A (c)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 14,917,744.00 237,970.00 (a) N/A (a)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 1,103,300.00 17,600.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 38,698,874.00 617,330.00 (a) N/A (c)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 1,090,771.00 17,400.00 (c) N/A (c)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 1,843,191.00 55,643.50 (a) N/A (a)
ADVANCED TISSUE SCIENCES INC COMMON STOCKS 00755F10 34,425.00 5,100.00 (c) N/A (b)
ADVEST GROUP INC COMMON STOCKS 00756610 349,600.00 18,400.00 (c) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 50,000.00 2,000.00 (a) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 112,850.00 4,514.00 (a) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 195,325.00 7,813.00 (c) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 1,957,500.00 78,300.00 (c) N/A (c)
AEROFLEX INC COMMON STOCKS 00776810 4,133,250.00 83,500.00 (a) N/A (a)
AEROFLEX INC COMMON STOCKS 00776810 316,800.00 6,400.00 (a) N/A (c)
AEROFLEX INC COMMON STOCKS 00776810 6,682.00 135.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 25,918,015.00 454,200.00 (a) N/A (a)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 4,425.00 75.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 30,351,810.00 531,900.00 (c) N/A (c)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,708,500.00 33,500.00 (a) N/A (a)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 550,800.00 10,800.00 (a) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,968,600.00 38,600.00 (a) N/A (c)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 23,246,698.00 506,740.00 (a) N/A (a)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 405,994.00 8,850.00 (a) N/A (b)
AETHER SYSTEMS INC COMMON STOCKS 00808V10 7,804,500.00 43,000.00 (a) N/A (a)
AETHER SYSTEMS INC COMMON STOCKS 00808V10 598,950.00 3,300.00 (a) N/A (b)
AETHER SYSTEMS INC COMMON STOCKS 00808V10 19,547,550.00 107,700.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 55,500.00 1,000.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 11,710.00 211.00 (a) N/A (b)
AETNA INC COMMON STOCKS 00811710 6,771.00 122.00 (c) N/A (b)
AFFILIATED COMPUTER SVCS CONV CONVERTIBLES 008190AD 3,213,600.00 3,090.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 3,777,200.00 79,520.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 788,500.00 16,600.00 (c) N/A (c)
AFFYMETRIX INC COMMON STOCKS 00826T10 5,792,930.00 39,026.00 (a) N/A (a)
AFFYMETRIX INC COMMON STOCKS 00826T10 133,594.00 900.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 21,939,062.00 147,800.00 (a) N/A (c)
AFFYMETRIX INC COMMON STOCKS 00826T10 14,844.00 100.00 (c) N/A (b)
AFTER SIX HLDGS INC COMMON STOCKS 00831410 - 8,749.08 (a) N/A (a)
AFTER SIX HLDGS INC COMMON STOCKS 00831420 - 10,051.65 (a) N/A (a)
AFTERMARKET TECHNOLOGY CORP COMMON STOCKS 00831810 2,995,000.00 239,600.00 (a) N/A (c)
AFTERMARKET TECHNOLOGY CORP COMMON STOCKS 00831810 25,000.00 2,000.00 (c) N/A (b)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 52,000.00 500.00 (a) N/A (a)
AGILE SOFTWARE CORP COMMON STOCKS 00846X10 36,420,188.00 582,723.00 (a) N/A (a)
AGILE SOFTWARE CORP COMMON STOCKS 00846X10 1,850,062.00 29,601.00 (a) N/A (b)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 327,037.00 11,500.00 (a) N/A (a)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 20,700,824.00 860,294.00 (a) N/A (a)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 1,017,844.00 42,300.00 (a) N/A (b)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 39,677,859.00 1,648,950.00 (a) N/A (c)
AIRGATE PCS INC COMMON STOCKS 00936710 1,255,978.00 11,905.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 51,300.00 2,850.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 2,700.00 150.00 (c) N/A (c)
AIRNET COMMUNICATIONS CORP COMMON STOCKS 00941P10 2,291,900.00 65,600.00 (a) N/A (a)
AIRNET COMMUNICATIONS CORP COMMON STOCKS 00941P10 171,194.00 4,900.00 (a) N/A (b)
AIRNET COMMUNICATIONS CORP COMMON STOCKS 00941P10 5,506,150.00 157,600.00 (a) N/A (c)
AKAMAI TECHNOLOGIES INC COMMON STOCKS 00971T10 16,081.00 100.00 (a) N/A (b)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 126,433.00 3,300.00 (a) N/A (a)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 11,494.00 300.00 (a) N/A (b)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 478,912.00 12,500.00 (a) N/A (c)
AKZO NOBEL ADR COMMON STOCKS 01019930 3,144.00 73.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 14,426.00 335.00 (c) N/A (c)
ALANCO ENVIRONMENTAL RESOURCES CORP COMMON STOCKS 01161240 855.00 285.00 (c) N/A (b)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 319,797.00 10,550.00 (a) N/A (a)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 22,734.00 750.00 (a) N/A (b)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 190,969.00 6,300.00 (c) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 53,259.00 1,725.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 10,806.00 350.00 (a) N/A (c)
ALCAN ALUMINUM LTD COMMON STOCKS 01371610 269,094.00 7,900.00 (c) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 1,004,575.00 14,300.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 5,620.00 80.00 (a) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 8,816,656.00 125,504.00 (a) N/A (c)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 10,909.00 253.00 (a) N/A (a)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 35,800.00 800.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 10,919.00 244.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 477,693.00 11,079.00 (c) N/A (c)
ALEXANDER'S INC COMMON STOCKS 01475210 254,000.00 4,000.00 (a) N/A (a)
ALEXANDER'S INC COMMON STOCKS 01475210 25,400.00 400.00 (a) N/A (c)
ALKERMES INC COMMON STOCKS 01642T10 24,968,155.00 269,926.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 888,000.00 9,600.00 (a) N/A (b)
ALKERMES INC COMMON STOCKS 01642T10 48,016,750.00 519,100.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 21,170,311.00 279,938.00 (a) N/A (a)
ALLAIRE CORP COMMON STOCKS 01671410 18,671,056.00 246,890.00 (a) N/A (b)
ALLAIRE CORP COMMON STOCKS 01671410 21,061,562.00 278,500.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 831,875.00 11,000.00 (c) N/A (c)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 1,267,684.00 6,743.00 (a) N/A (a)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 309,448.00 1,646.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 199,280.00 1,060.00 (c) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 163,357.00 5,900.00 (a) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 13,844.00 500.00 (a) N/A (b)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 4,290,178.00 154,950.00 (a) N/A (c)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 78,244.00 3,900.00 (a) N/A (a)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 40,627.00 2,025.00 (a) N/A (b)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 4,031,290.00 50,000.50 (a) N/A (b)
ALLERGAN INC COMMON STOCKS 01849010 150,000.00 3,000.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 60,000.00 1,200.00 (a) N/A (b)
ALLERGAN INC COMMON STOCKS 01849010 1,000,000.00 20,000.00 (a) N/A (c)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 613.00 45.00 (a) N/A (a)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 409.00 30.00 (a) N/A (b)
ALLIANCE PHARMACEUTICAL CORP COMMON STOCKS 01877310 17,925.00 1,200.00 (a) N/A (b)
ALLIANT ENERGY CONV(MCLD) CONVERTIBLES 01880320 1,906,875.00 22,500.00 (a) N/A (a)
ALLIED HEALTHCARE PRODUCTS INC COMMON STOCKS 01922210 1,954,875.00 601,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 67,594.00 3,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 62,766.00 3,250.00 (a) N/A (b)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 5,380.00 245.00 (a) N/A (a)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 23,102.00 1,052.00 (c) N/A (c)
ALLMERICA FINANCIAL CORP. COMMON STOCKS 01975410 45,900.00 900.00 (a) N/A (a)
ALLSCRIPTS INC COMMON STOCKS 01988610 4,034,388.00 67,100.00 (a) N/A (a)
ALLSCRIPTS INC COMMON STOCKS 01988610 1,244,588.00 20,700.00 (a) N/A (b)
ALLSCRIPTS INC COMMON STOCKS 01988610 541,125.00 9,000.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 4,272,052.00 179,400.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 58,960.00 2,476.00 (a) N/A (b)
ALLSTATE COMMON STOCKS 02000210 26,670.00 1,120.00 (c) N/A (b)
ALLTEL CORP COMMON STOCKS 02003910 12,645,140.00 200,516.00 (a) N/A (a)
ALLTEL CORP COMMON STOCKS 02003910 2,528,806.00 40,100.00 (a) N/A (c)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 17,610,435.00 185,373.00 (a) N/A (a)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 779,000.00 8,200.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 27,426,500.00 288,700.00 (a) N/A (c)
ALPHARMA INC CL A COMMON STOCKS 02081310 1,260,525.00 34,300.00 (a) N/A (c)
ALTERA CORP COMMON STOCKS 02144110 526,575.00 5,900.00 (a) N/A (a)
ALTERA CORP COMMON STOCKS 02144110 71,400.00 800.00 (a) N/A (b)
ALTERA CORP COMMON STOCKS 02144110 18,555,075.00 207,900.00 (a) N/A (c)
ALTERA CORP COMMON STOCKS 02144110 44,625.00 500.00 (c) N/A (b)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 11,128,958.00 135,719.00 (a) N/A (a)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 6,370,744.00 77,692.00 (a) N/A (b)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 164,000.00 2,000.00 (a) N/A (c)
ALZA CORP COMMON STOCKS 02261510 3,050,116.00 81,200.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 15,025.00 400.00 (a) N/A (b)
ALZA CORP COMMON STOCKS 02261510 901,500.00 24,000.00 (a) N/A (c)
ALZA CORP CONV SUB DEB CONVERTIBLES 022615AD 4,946,438.00 4,650.00 (a) N/A (a)
ALYSIS TECHNOLOGIES INC COMMON STOCKS 02261D10 21,750.00 3,000.00 (c) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 23,780,913.00 354,939.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 36,850.00 550.00 (a) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 1,494,100.00 22,300.00 (a) N/A (c)
AMAZON.COM COMMON STOCKS 02313510 21,440.00 320.00 (c) N/A (b)
AMBAC INC COMMON STOCKS 02313910 4,941,788.00 98,100.00 (a) N/A (a)
AMBAC INC COMMON STOCKS 02313910 5,344,788.00 106,100.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 148,638.00 2,300.00 (a) N/A (a)
AMERADA HESS COMMON STOCKS 02355110 12,860.00 199.00 (a) N/A (b)
AMERADA HESS COMMON STOCKS 02355110 9,221,988.00 142,700.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 12,925.00 200.00 (c) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 18,562.00 600.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 139,986,574.00 2,076,146.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 8,674,174.00 128,984.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 1,712,925.00 25,400.00 (a) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 256,895.00 3,820.00 (c) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 546,204.00 8,122.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 12,471,984.00 184,940.00 (c) N/A (c)
AMERICAN CAPITAL CORP COMMON STOCKS 02489810 - 149,404.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 10,109,205.00 401,358.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 521,381.00 20,700.00 (a) N/A (b)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 14,802,694.00 587,700.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 555,922.00 18,647.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 2,128,612.00 71,400.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 29,812.00 1,000.00 (c) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 23,430,584.00 157,318.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 15,503,053.00 104,091.00 (a) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 2,567,389.00 17,238.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 4,043,653.00 27,150.00 (c) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 880,667.00 5,913.00 (c) N/A (b)
AMERICAN FINANCIAL GROUP INC COMMON STOCKS 02593210 (25,762.00) (900.00) (a) N/A (a)
AMERICAN FREIGHTWAYS CORP COMMON STOCKS 02629V10 439,177.00 29,400.00 (c) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 1,792,184.00 31,932.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 4,563,412.00 81,308.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 26,385,875.00 490,900.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 763,841.00 14,211.00 (a) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 7,863,625.00 146,300.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,209,160.00 22,496.00 (c) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 348,085.00 6,476.00 (c) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 58,588.00 1,090.00 (c) N/A (c)
AMERICAN INDUSTRIAL PROPERTIES REIT COMMON STOCKS 02679120 980.00 83.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 59,570,409.00 544,022.00 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 32,729,331.00 298,898.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 18,858,528.00 172,224.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 7,545,645.00 68,910.00 (c) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 8,558,301.00 78,158.00 (c) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 147,825.00 1,350.00 (c) N/A (c)
AMERICAN MOBILE SATELLITE CP COMMON STOCKS 02755R10 1,200.00 50.00 (a) N/A (a)
AMERICAN MOBILE SAT-WT08 144A WARRANTS 02755R11 345,000.00 3,000.00 (a) N/A (a)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 57,500.00 1,000.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 54,880.00 1,280.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 174,930.00 4,080.00 (a) N/A (b)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 1,715.00 40.00 (c) N/A (b)
AMERICAN SKIING CO COMMON STOCKS 02965430 1,500.00 600.00 (a) N/A (a)
AMERICAN SKIING CO COMMON STOCKS 02965430 750.00 300.00 (c) N/A (b)
AMERICAN SOFTWARE INC CL A COMMON STOCKS 02968310 3,407,600.00 243,400.00 (a) N/A (a)
AMERICAN SOFTWARE INC CL A COMMON STOCKS 02968310 831,600.00 59,400.00 (a) N/A (b)
AMERICAN SOFTWARE INC CL A COMMON STOCKS 02968310 448,000.00 32,000.00 (a) N/A (c)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 40,700.00 1,100.00 (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 8,392,118.00 226,814.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 7,742,000.00 156,800.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 1,022,606.00 20,711.00 (a) N/A (b)
AMERICAN TOWER CORP COMMON STOCKS 02991220 10,126,812.00 205,100.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 4,938.00 100.00 (c) N/A (b)
AMERICAN TOWER CORP COMMON STOCKS 02991220 26,169.00 530.00 (c) N/A (c)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 282,575.00 6,350.00 (a) N/A (a)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 1,281,600.00 28,800.00 (c) N/A (c)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 21,375.00 900.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 7,210,125.00 442,000.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 344,194.00 21,100.00 (a) N/A (b)
AMERICREDIT CORP COMMON STOCKS 03060R10 11,837,981.00 725,700.00 (a) N/A (c)
AMERIKING INC. COMMON STOCKS 03071G10 5,000.00 500.00 (a) N/A (a)
AMERIKING INC PFD 13% PREFERREDS 03071G20 2,195,464.00 109,773.17 (a) N/A (a)
AMERIKING INC PFD 13% PK PIECE PREFERREDS 03071G201 23,082.00 1,154.09 (a) N/A (a)
AMERITRADE HOLDING CORP CL A COMMON STOCKS 03072H10 12,534.00 600.00 (c) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 5,627,269.00 229,100.00 (a) N/A (a)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 321,769.00 13,100.00 (a) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 11,374,894.00 463,100.00 (a) N/A (c)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 418.00 17.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 31,497,650.00 513,200.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 195,172.00 3,180.00 (a) N/A (b)
AMGEN INC COMMON STOCKS 03116210 2,632,988.00 42,900.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 62,602.00 1,020.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 103,724.00 1,690.00 (c) N/A (c)
AMPEX 144A WTS WARRANTS 03209211 74,800.00 85,000.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 147,822.00 9,896.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 51,340.00 3,437.00 (a) N/A (b)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 3,168,582.00 212,122.00 (a) N/A (c)
AMSURG INC CL B COMMON STOCKS 03232P20 2,400.00 400.00 (c) N/A (b)
AMYLIN PHARMACEUTICALS INC COMMON STOCKS 03234610 13,562.00 1,000.00 (c) N/A (b)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 724,200.00 10,200.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 669,295.00 17,300.00 (a) N/A (a)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 28,957,594.00 748,500.00 (a) N/A (c)
ANADIGICS INC COMMON STOCKS 03251510 15,692,787.00 237,769.50 (a) N/A (a)
ANADIGICS INC COMMON STOCKS 03251510 722,700.00 10,950.00 (a) N/A (b)
ANADIGICS INC COMMON STOCKS 03251510 17,466,900.00 264,650.00 (a) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 11,648,350.00 144,700.00 (a) N/A (a)
ANALOG DEVICES INC COMMON STOCKS 03265410 1,296,050.00 16,100.00 (a) N/A (b)
ANALOG DEVICES INC COMMON STOCKS 03265410 10,843,350.00 134,700.00 (a) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 751,226.00 9,332.00 (c) N/A (b)
ANALOG DEVICES INC COMMON STOCKS 03265410 37,835.00 470.00 (c) N/A (c)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 8,830,088.00 92,100.00 (a) N/A (a)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 757,412.00 7,900.00 (a) N/A (c)
ANCHOR FINANCIAL CORP COMMON STOCKS 03303610 2,853.00 100.00 (c) N/A (b)
ANCHOR GAMING COMMON STOCKS 03303710 671,503.00 17,700.00 (c) N/A (c)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 193,288.00 4,700.00 (a) N/A (a)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 2,381,138.00 57,900.00 (c) N/A (c)
ANDOVER.NET INC COMMON STOCKS 03431810 643.00 30.00 (c) N/A (b)
ANDREW CORP COMMON STOCKS 03442510 6,199,125.00 271,000.00 (a) N/A (a)
ANDREW CORP COMMON STOCKS 03442510 240,188.00 10,500.00 (a) N/A (c)
ANDRX CORP COMMON STOCKS 03455110 23,100.00 200.00 (c) N/A (b)
ANESTA CORP COMMON STOCKS 03460310 499,915.00 37,774.00 (a) N/A (a)
ANESTA CORP COMMON STOCKS 03460310 29,460.00 2,226.00 (a) N/A (c)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 63,434.00 1,379.00 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 90,620.00 1,970.00 (a) N/A (c)
ANGIOTECH PHARMACEUTICALS INC COMMON STOCKS 03491810 100,737.00 2,500.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 14,180,550.00 227,800.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 35,420.00 569.00 (a) N/A (b)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 3,036,555.00 48,780.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 249,000.00 4,000.00 (c) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 28,012.00 450.00 (c) N/A (c)
ANICOM INC COMMON STOCKS 03525010 90,465.00 14,922.00 (a) N/A (b)
ANNALY MORTGAGE MANAGEMENT INC COMMON STOCKS 03571040 21,600.00 2,400.00 (c) N/A (b)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 6,525,100.00 283,700.00 (a) N/A (a)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 319,700.00 13,900.00 (a) N/A (b)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 14,768,300.00 642,100.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 34,924,846.00 779,355.00 (a) N/A (a)
ANTEC CORP COMMON STOCKS 03664P10 905,212.00 20,200.00 (a) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 70,198,781.00 1,566,500.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 448.00 10.00 (c) N/A (b)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 4,888.00 200.00 (c) N/A (b)
AON CORP COMMON STOCKS 03738910 1,152,131.00 35,725.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 12,964.00 402.00 (a) N/A (b)
AON CORP COMMON STOCKS 03738910 43,763.00 1,357.00 (c) N/A (b)
APACHE CORP COMMON STOCKS 03741110 9,064,450.00 182,200.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 2,358,150.00 47,400.00 (a) N/A (b)
APACHE CORP COMMON STOCKS 03741110 36,849,825.00 740,700.00 (a) N/A (c)
APARTMENT INVESTMENT & MGMT CO COMMON STOCKS 03748R10 805,767.00 21,100.00 (a) N/A (a)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 564.00 20.00 (c) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 8,191,561.00 60,315.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 66,548.00 490.00 (a) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 27,162.00 200.00 (c) N/A (b)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 1,444.00 100.00 (a) N/A (b)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 352,287.00 24,400.00 (c) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 31,728,697.00 336,644.00 (a) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 5,042,375.00 53,500.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 30,895,150.00 327,800.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 754,000.00 8,000.00 (c) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 75,400.00 800.00 (c) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 77,285.00 820.00 (c) N/A (c)
APPLIED POWER INC CL A COMMON STOCKS 03822510 7,991,942.00 280,419.00 (a) N/A (a)
APPLIED POWER INC CL A COMMON STOCKS 03822510 48,450.00 1,700.00 (a) N/A (b)
APPLIED POWER INC CL A COMMON STOCKS 03822510 23,680,650.00 830,900.00 (a) N/A (c)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 23,913,960.00 159,360.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 8,806,568.00 58,686.00 (a) N/A (b)
APPNET INC COMMON STOCKS 03831Q10 2,791,095.00 59,385.00 (a) N/A (a)
APPNET INC COMMON STOCKS 03831Q10 4,426,178.00 94,174.00 (a) N/A (b)
APTARGROUP INC COMMON STOCKS 03833610 32,025.00 1,200.00 (a) N/A (a)
APTARGROUP INC COMMON STOCKS 03833610 475,046.00 17,800.00 (c) N/A (c)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 766.00 250.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 766.00 250.00 (a) N/A (b)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 5,932,640.00 280,000.00 (a) N/A (a)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 2,923,944.00 138,000.00 (a) N/A (c)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 1,256,448.00 59,300.00 (c) N/A (c)
ARADIGM CORP COMMON STOCKS 03850510 22,107.00 1,059.00 (a) N/A (a)
ARADIGM CORP COMMON STOCKS 03850510 22,107.00 1,059.00 (a) N/A (b)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 14,000.00 700.00 (a) N/A (a)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 362,000.00 18,100.00 (c) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 100,011,528.00 9,697,617.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 14,881.00 1,443.00 (a) N/A (b)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 2,059,846.00 199,733.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 29,333,936.00 2,844,365.00 (c) N/A (c)
ARIAD PHARMACEUTICALS INC COMMON STOCKS 04033A10 28,688.00 1,800.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 182,929,885.00 872,653.00 (a) N/A (a)
ARIBA INC COMMON STOCKS 04033V10 504,358.00 2,406.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 11,047,238.00 52,700.00 (a) N/A (c)
ARIBA INC COMMON STOCKS 04033V10 104,812.00 500.00 (c) N/A (b)
ARMSTRONG WORLD INDUSTRIES COMMON STOCKS 04247610 (146,575.00) (8,200.00) (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 (282,000.00) (8,000.00) (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 73,038.00 2,072.00 (c) N/A (b)
ARTHROCARE CORP COMMON STOCKS 04313610 22,059,852.00 239,781.00 (a) N/A (a)
ASCENT ENTERTAINMENT GROUP INC COMMON STOCKS 04362810 8,885.00 585.00 (a) N/A (b)
ASHLAND INC COMMON STOCKS 04420410 33.00 1.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 807,562.00 109,500.00 (a) N/A (a)
ASIA PULP AND PAPER ADR WTS WARRANTS 04516V20 360.00 1,440.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 169,400.00 2,800.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 6,050.00 100.00 (a) N/A (c)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 453,750.00 7,500.00 (c) N/A (c)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 57,634,938.00 895,300.00 (a) N/A (a)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 1,042,875.00 16,200.00 (a) N/A (b)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 55,381,812.00 860,300.00 (a) N/A (c)
ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q10 4,955,256.00 133,700.00 (a) N/A (a)
ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q10 2,418,328.00 65,250.00 (a) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 20,912.00 700.00 (a) N/A (a)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 18,433.00 617.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 103,507,393.00 3,142,538.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 1,807,511.00 54,877.00 (a) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 2,239,750.00 68,000.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 32,938.00 1,000.00 (c) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 343,011.00 10,414.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 54,677.00 1,660.00 (c) N/A (c)
INDONESIA EQUITY FUND COMMON STOCKS 0459992 582,500.00 250,000.00 (c) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 493,592.00 23,092.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 39,629.00 1,854.00 (a) N/A (b)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 5,278,086.00 246,928.00 (a) N/A (c)
ASTORIA FINANCIAL CORP COMMON STOCKS 04626510 16,316.00 575.00 (a) N/A (b)
ASTRAZENECA GROUP PLC SPONSORED ADR COMMON STOCKS 04635310 25,515.00 630.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 16,198,650.00 276,900.00 (a) N/A (a)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 795,600.00 13,600.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 29,998,800.00 512,800.00 (a) N/A (c)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 288,575.00 3,395.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 817,020.00 9,612.00 (a) N/A (b)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 247,180.00 2,908.00 (c) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 584,375.00 6,875.00 (c) N/A (b)
ATLAS AIR INC COMMON STOCKS 04916410 1,012,875.00 37,000.00 (a) N/A (a)
ATLAS AIR INC COMMON STOCKS 04916410 886,950.00 32,400.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 80,591,788.00 1,561,100.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 1,156,400.00 22,400.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 22,689,188.00 439,500.00 (c) N/A (c)
ATWOOD OCEANICS INC COMMON STOCKS 05009510 769,231.00 11,600.00 (c) N/A (c)
AUDIOVOX CORP COMMON STOCKS 05075710 2,185,612.00 50,100.00 (a) N/A (a)
AUDIOVOX CORP COMMON STOCKS 05075710 1,452,712.00 33,300.00 (a) N/A (c)
AUDIOVOX CORP COMMON STOCKS 05075710 21,812.00 500.00 (c) N/A (b)
AUSTRALIS HOLDINGS WT WARRANTS 05258A11 48.00 4,794.00 (a) N/A (a)
AUTOLIV INC COMMON STOCKS 05280010 64,440.00 2,148.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 8,702,370.00 180,360.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 9,871,757.00 204,596.00 (a) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 115,800.00 2,400.00 (a) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 173,700.00 3,600.00 (c) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 308,800.00 6,400.00 (c) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 24,125.00 500.00 (c) N/A (c)
AUTONATION INC. COMMON STOCKS 05329W10 (142,884.00) (18,000.00) (a) N/A (a)
AUTONATION INC. COMMON STOCKS 05329W10 242,094.00 30,500.00 (a) N/A (c)
AUTOTOTE CORP CL A COMMON STOCKS 05332310 444.00 100.00 (c) N/A (b)
AUTOZONE INC COMMON STOCKS 05333210 12,488.00 450.00 (a) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 5,564,575.00 445,166.00 (a) N/A (a)
AVANT! CORP COMMON STOCKS 05348710 213,750.00 17,100.00 (a) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 15,751,000.00 1,260,080.00 (a) N/A (c)
AVANEX CORP COMMON STOCKS 05348W10 819,450.00 5,400.00 (a) N/A (a)
AVANEX CORP COMMON STOCKS 05348W10 197,275.00 1,300.00 (a) N/A (c)
AVATAR HOLDINGS INC CONVERTIBLE CONVERTIBLES 053494AD 1,342,500.00 1,500,000.00 (c) N/A (a)
AVENTIS SPON ADR COMMON STOCKS 05356110 162,000.00 3,000.00 (a) N/A (a)
AVENTIS SPON ADR COMMON STOCKS 05356110 4,837,644.00 89,586.00 (a) N/A (c)
AVENTIS SPON ADR COMMON STOCKS 05356110 10,314.00 191.00 (c) N/A (c)
AVERY DENNISON CORP COMMON STOCKS 05361110 15,271,747.00 250,100.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 6,484,838.00 106,200.00 (a) N/A (b)
AVERY DENNISON CORP COMMON STOCKS 05361110 4,710,972.00 77,150.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 577,041.00 9,450.00 (c) N/A (b)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 3,889,600.00 217,600.00 (a) N/A (a)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 134,062.00 7,500.00 (a) N/A (c)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 561,275.00 31,400.00 (c) N/A (c)
AVNET INC COMMON STOCKS 05380710 (434,700.00) (6,900.00) (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 1,874,925.00 64,100.00 (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 14,625.00 500.00 (a) N/A (c)
AXA SPONSORED ADR COMMON STOCKS 05453610 7,169.00 100.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 1,434.00 20.00 (a) N/A (b)
AXA SPONSORED ADR COMMON STOCKS 05453610 33,263.00 464.00 (c) N/A (c)
AWARE INC/MASS COMMON STOCKS 05453N10 2,247,000.00 56,000.00 (a) N/A (a)
AWARE INC/MASS COMMON STOCKS 05453N10 613,912.00 15,300.00 (c) N/A (c)
AXYS PHARMACEUTICALS INC COMMON STOCKS 05463510 379,171.00 49,323.00 (a) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 127,040.00 4,527.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 104,673.00 3,730.00 (a) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 434,772.00 15,493.00 (c) N/A (b)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 2,608.00 55.00 (a) N/A (a)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 10,667.00 225.00 (c) N/A (c)
BCE INC COMMON STOCKS 05534B10 1,041,135.00 8,300.00 (a) N/A (a)
BDK HOLDINGS INC. COMMON STOCKS 05536@9Z 913,450.00 182,690.00 (a) N/A (a)
BISYS GROUP INC COMMON STOCKS 05547210 9,864,211.00 148,334.00 (a) N/A (a)
BISYS GROUP INC COMMON STOCKS 05547210 1,682,450.00 25,300.00 (a) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 39,349,149.00 532,645.00 (a) N/A (a)
BJ SERVICES CO COMMON STOCKS 05548210 812,625.00 11,000.00 (a) N/A (b)
BJ SERVICES CO COMMON STOCKS 05548210 33,251,138.00 450,100.00 (a) N/A (c)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 4,359,400.00 113,600.00 (a) N/A (a)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 30,700.00 800.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 24,593,847.00 461,856.28 (a) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 11,447,899.00 214,984.03 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 33,786,806.00 634,494.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 4,219,104.00 79,232.00 (c) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 3,760,408.00 70,618.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 58,575.00 1,100.00 (c) N/A (c)
BRE PROPERTIES INC CL A COMMON STOCKS 05564E10 2,267,628.00 87,850.00 (a) N/A (c)
BSB BANCORP INC COMMON STOCKS 05565210 46,969.00 2,250.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 55,235,615.00 1,118,696.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 1,731,384.00 35,066.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 4,463,500.00 90,400.00 (a) N/A (c)
BMC SOFTWARE INC COMMON STOCKS 05592110 24,688.00 500.00 (c) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 12,605,438.00 255,300.00 (c) N/A (c)
BAKER HUGHES INC COMMON STOCKS 05722410 6,524,925.00 215,700.00 (a) N/A (a)
BANCO BILBAO VIZCAYA ARGENTINA SA COMMON STOCKS 05946K10 21,718.00 1,460.00 (a) N/A (b)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 3,308,850.00 163,400.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 1,328,400.00 65,600.00 (a) N/A (c)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 175,182.00 16,296.00 (a) N/A (a)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 13,975.00 1,300.00 (c) N/A (c)
BANCORPSOUTH INC COMMON STOCKS 05969210 16,375.00 1,000.00 (c) N/A (b)
BANCWEST CORPORATION COMMON STOCKS 05979010 756,425.00 38,300.00 (c) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 21,218,515.00 404,641.00 (a) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 218,297.00 4,163.00 (a) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 1,111,895.00 21,204.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 65,862.00 1,256.00 (c) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 246,037.00 4,692.00 (c) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 23,431,572.00 563,766.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 18,446,851.00 443,834.00 (a) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 827,094.00 19,900.00 (c) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 4,454,877.00 107,185.00 (c) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 10,042,666.00 292,150.00 (a) N/A (a)
BANK ONE CORP COMMON STOCKS 06423A10 486,716.00 14,159.00 (a) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 2,564,375.00 74,600.00 (a) N/A (c)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 3,916.00 276.00 (a) N/A (a)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 17,026.00 1,200.00 (c) N/A (c)
BANYAN SYSTEMS INC COMMON STOCKS 06690810 26,344.00 1,500.00 (c) N/A (b)
BARD C R INC COM COMMON STOCKS 06738310 27,081.00 700.00 (a) N/A (b)
BARD C R INC COM COMMON STOCKS 06738310 773,760.00 20,000.00 (a) N/A (c)
BARNES & NOBLE INC COMMON STOCKS 06777410 3,516.00 150.00 (a) N/A (b)
BARNES GROUP INC COMMON STOCKS 06780610 356,700.00 24,600.00 (c) N/A (c)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 14,156.00 1,500.00 (a) N/A (b)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 944.00 100.00 (c) N/A (b)
BARRICK GOLD CORP COMMON STOCKS 06790110 128,642.00 8,200.00 (a) N/A (a)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 402,476.00 13,500.00 (c) N/A (c)
BASIN EXPLORATION INC COMMON STOCKS 07010710 179,250.00 12,000.00 (a) N/A (c)
BATTLE MOUNTAIN GOLD CO CL A COMMON STOCKS 07159310 107.00 55.00 (c) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 1,711,381.00 27,300.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 12,538.00 200.00 (a) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 6,889,356.00 109,900.00 (a) N/A (c)
BAYER AG SPONSORED ADR COMMON STOCKS 07273030 635,592.00 14,200.00 (a) N/A (a)
BE FREE INC COMMON STOCKS 07330810 5,078,018.00 230,819.00 (a) N/A (a)
BE FREE INC COMMON STOCKS 07330810 195,580.00 8,890.00 (a) N/A (b)
BE INC COMMON STOCKS 07330910 1,256,499.00 83,419.00 (a) N/A (a)
BE INC COMMON STOCKS 07330910 1,227,518.00 81,495.00 (a) N/A (b)
BE INC COMMON STOCKS 07330910 75.00 5.00 (c) N/A (b)
BEA SYSTEMS INC. COMMON STOCKS 07332510 196,973,426.00 2,684,476.00 (a) N/A (a)
BEA SYSTEMS INC. COMMON STOCKS 07332510 653,771.00 8,910.00 (a) N/A (b)
BEA SYSTEMS INC. COMMON STOCKS 07332510 78,472,435.00 1,069,471.00 (a) N/A (c)
BEA SYSTEMS INC. COMMON STOCKS 07332510 11,673,889.00 159,099.00 (c) N/A (a)
BEAR STEARNS CO INC COMMON STOCKS 07390210 675,250.00 14,800.00 (a) N/A (b)
BEAR STEARNS CO INC COMMON STOCKS 07390210 13,687,500.00 300,000.00 (a) N/A (c)
BEAR STEARNS CO INC COMMON STOCKS 07390210 218,818.00 4,796.00 (c) N/A (b)
BECKMAN COULTER INC COMMON STOCKS 07581110 (462,154.00) (7,200.00) (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 726,226.00 27,600.00 (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 856,472.00 32,550.00 (a) N/A (b)
BECTON DICKINSON & CO COMMON STOCKS 07588710 6,767,575.00 257,200.00 (a) N/A (c)
BED BATH & BEYOND INC COMMON STOCKS 07589610 677,250.00 17,200.00 (a) N/A (a)
BED BATH & BEYOND INC COMMON STOCKS 07589610 1,899,844.00 48,250.00 (a) N/A (b)
BED BATH & BEYOND INC COMMON STOCKS 07589610 767,812.00 19,500.00 (a) N/A (c)
BED BATH & BEYOND INC COMMON STOCKS 07589610 19,688.00 500.00 (c) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 1,038.00 100.00 (a) N/A (a)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 1,038.00 100.00 (a) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 5,188.00 500.00 (c) N/A (b)
BELCO OIL & GAS CONVERTIBLE PREFERRED CONVERTIBLES 07741020 620,000.00 40,000.00 (c) N/A (a)
BELDEN INC COMMON STOCKS 07745910 156,750.00 5,700.00 (a) N/A (a)
BELDEN INC COMMON STOCKS 07745910 437,250.00 15,900.00 (c) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 12,335,270.00 201,804.00 (a) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 384,476.00 6,290.00 (a) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 9,475,720.00 155,022.00 (a) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 99,267.00 1,624.00 (c) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 93,460.00 1,529.00 (c) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 12,225.00 200.00 (c) N/A (c)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 3,690,750.00 2,590.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 23,162,250.00 494,128.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 571,969.00 12,202.00 (a) N/A (b)
BELLSOUTH CORP COMMON STOCKS 07986010 2,275,125.00 48,536.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 25,312.00 540.00 (c) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 20,062.00 428.00 (c) N/A (b)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 180,538.00 10,100.00 (a) N/A (a)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 53,625.00 3,000.00 (a) N/A (b)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 1,788.00 100.00 (c) N/A (b)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 12,025,444.00 358,300.00 (a) N/A (a)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 406,106.00 12,100.00 (a) N/A (b)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 15,374,981.00 458,100.00 (a) N/A (c)
BERGEN BRUNSWIG CORP CL A COMMON STOCKS 08373910 49,275.00 7,300.00 (a) N/A (b)
BERGEN BRUNSWIG CO CV CONVERTIBLES 083739AC 1,385,910.00 1,593.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 572,000.00 10.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 572,000.00 10.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 286,000.00 5.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 343,200.00 6.00 (c) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 9,142,770.00 5,023.50 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 5,749,380.00 3,159.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 546,000.00 300.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 988,260.00 543.00 (c) N/A (b)
BEST BUY INC COMMON STOCKS 08651610 645,000.00 7,500.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 4,554,894.00 97,300.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 505,575.00 10,800.00 (a) N/A (b)
BESTFOODS COMMON STOCKS 08658U10 880,084.00 18,800.00 (a) N/A (c)
BESTFOODS COMMON STOCKS 08658U10 93,625.00 2,000.00 (c) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 18,725.00 400.00 (c) N/A (b)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 600.00 100.00 (a) N/A (a)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 2,378,400.00 396,400.00 (a) N/A (c)
BETHLEHEM STEEL CORP CONV PFD CONVERTIBLES 08750930 17,000.00 400.00 (a) N/A (a)
BID.COM INTERNATIONAL INC COMMON STOCKS 08878810 5,938.00 1,000.00 (c) N/A (b)
BILLSERV.COM INC COMMON STOCKS 09018110 1,659.00 75.00 (c) N/A (b)
BINDVIEW DEVELOPMENT CORP COMMON STOCKS 09032710 1,509,638.00 48,600.00 (a) N/A (a)
BINDVIEW DEVELOPMENT CORP COMMON STOCKS 09032710 130,462.00 4,200.00 (a) N/A (c)
BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 23,250.00 1,500.00 (c) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 482,138.00 6,900.00 (a) N/A (a)
BIOGEN INC COMMON STOCKS 09059710 34,938.00 500.00 (a) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 2,145,162.00 30,700.00 (a) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 27,950.00 400.00 (c) N/A (b)
BIOMARIN PHARMACEUTICAL INC COMMON STOCKS 09061G10 4,193,828.00 118,136.00 (a) N/A (a)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 2,418.00 744.00 (a) N/A (b)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 3,530.00 1,086.00 (c) N/A (b)
BIOSOURCE INTERNATIONAL INC COMMON STOCKS 09066H10 182,812.00 15,000.00 (a) N/A (c)
BIOTRANSPLANT INC COMMON STOCKS 09066Y10 2,138.00 200.00 (c) N/A (b)
BIOVAIL CORP INTERNATIONAL COMMON STOCKS 09067K10 4,338,712.00 98,050.00 (a) N/A (a)
BIOVAIL CORP INTERNATIONAL COMMON STOCKS 09067K10 21,954,638.00 496,150.00 (a) N/A (c)
BLACK & DECKER CORP COMMON STOCKS 09179710 19,457.00 518.00 (a) N/A (b)
BLACKROCK 2001 TERM TRUST FUND FXD INC FUNDS 09247710 79,544.00 8,900.00 (a) N/A (b)
E.W. BLANCH HOLDINGS INC. COMMON STOCKS 09321010 322,000.00 16,100.00 (c) N/A (c)
BLOCK DRUG CO INC CL A COMMON STOCKS 09364410 23,393.00 848.72 (c) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 350,930.00 7,842.00 (a) N/A (a)
BLOCK [H & R] INC COMMON STOCKS 09367110 271,454.00 6,066.00 (a) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 122,078.00 2,728.00 (c) N/A (b)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 1,201,504.00 120,900.00 (a) N/A (a)
BLUEFLY INC COMMON STOCKS 09622710 4,375.00 500.00 (a) N/A (b)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 9,999,754.00 296,289.00 (a) N/A (a)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 239,625.00 7,100.00 (a) N/A (b)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 18,282,375.00 541,700.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 105,997,402.00 2,803,200.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 356,421.00 9,426.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 1,792,336.00 47,400.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 22,688.00 600.00 (c) N/A (b)
BOEING CO COMMON STOCKS 09702310 2,234,748.00 59,100.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 27,800.00 800.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 312,750.00 9,000.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 48,374.00 10,900.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 1,398,244.00 81,350.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 644,550.00 37,500.00 (a) N/A (c)
BORDERS GROUP INC COMMON STOCKS 09970910 516.00 30.00 (c) N/A (b)
BORG-WARNER AUTOMOTIVE INC COMMON STOCKS 09972410 129,938.00 3,300.00 (a) N/A (a)
BORG-WARNER AUTOMOTIVE INC COMMON STOCKS 09972410 23,625.00 600.00 (a) N/A (b)
BORG-WARNER AUTOMOTIVE INC COMMON STOCKS 09972410 5,331,375.00 135,400.00 (a) N/A (c)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 1,746,534.00 54,900.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 32,131.00 1,010.00 (a) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 311,767.00 9,800.00 (a) N/A (c)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 26,087.00 820.00 (c) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 111,805,867.00 5,245,900.00 (a) N/A (a)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 1,662,414.00 78,000.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 20,070,452.00 941,700.00 (c) N/A (c)
BOWATER INC COMMON STOCKS 10218310 (427,000.00) (8,000.00) (a) N/A (a)
BOWNE & CO INC COMMON STOCKS 10304310 25,750.00 2,000.00 (a) N/A (b)
BOYD GAMING CORP COMMON STOCKS 10330410 395.00 80.00 (c) N/A (b)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 622,811.00 31,836.00 (a) N/A (a)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 16,433.00 840.00 (a) N/A (c)
BRANDERA.COM INC COMMON STOCKS 10526110 3,000.00 1,200.00 (c) N/A (b)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 838,304.00 136,866.00 (a) N/A (a)
BREAKAWAY SOLUTIONS INC COMMON STOCKS 10637210 11,275,810.00 247,820.00 (a) N/A (a)
BREAKAWAY SOLUTIONS INC COMMON STOCKS 10637210 291,200.00 6,400.00 (a) N/A (b)
BREAKAWAY SOLUTIONS INC COMMON STOCKS 10637210 9,582,300.00 210,600.00 (a) N/A (c)
BRIGGS & STRATTON COMMON STOCKS 10904310 28,788.00 700.00 (a) N/A (a)
BRIGHTSTAR INFORMATION TECHONOLOGY GROUP COMMON STOCKS 10947N10 3,312.00 500.00 (c) N/A (b)
BRILLIANT DIGITAL ENTERTAINMENT INC COMMON STOCKS 10950210 7,759.00 650.00 (c) N/A (b)
BRINKER INTERNATIONAL INC COMMON STOCKS 10964110 5,938.00 200.00 (a) N/A (b)
BRIO TECHNOLOGY INC COMMON STOCKS 10970410 2,629,023.00 69,643.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 64,377,597.00 1,118,747.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 22,976,075.00 402,207.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 13,176,812.00 230,000.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 1,859,419.00 32,550.00 (c) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 3,039,050.00 53,200.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 168,780.00 2,910.00 (c) N/A (c)
BRITESMILE INC COMMON STOCKS 11041510 38,252.00 4,000.00 (a) N/A (a)
BRITISH AEROSPACE SPONS ADR COMMON STOCKS 11041820 27,186.00 1,182.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 1,260,438.00 6,700.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 22,011.00 117.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 30,288.00 161.00 (c) N/A (c)
BROADBASE SOFTWARE INC COMMON STOCKS 11130R10 8,691,075.00 108,979.00 (a) N/A (a)
BROADBASE SOFTWARE INC COMMON STOCKS 11130R10 414,700.00 5,200.00 (a) N/A (b)
BROADBASE SOFTWARE INC COMMON STOCKS 11130R10 12,943,425.00 162,300.00 (a) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 72,076,556.00 296,764.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 3,944,290.00 16,240.00 (a) N/A (b)
BROADCOM CORP-CL A COMMON STOCKS 11132010 31,039,425.00 127,800.00 (a) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 145,725.00 600.00 (c) N/A (b)
BROADVISION INC COMMON STOCKS 11141210 60,849,333.00 1,355,974.00 (a) N/A (a)
BROADVISION INC COMMON STOCKS 11141210 15,392,125.00 343,000.00 (a) N/A (c)
BROADVISION INC COMMON STOCKS 11141210 14,405.00 321.00 (c) N/A (b)
BROADWING INC COMMON STOCKS 11162010 5,287,762.00 142,190.00 (a) N/A (a)
BROADWING INC COMMON STOCKS 11162010 156,188.00 4,200.00 (a) N/A (b)
BROADWING INC COMMON STOCKS 11162010 647,071.00 17,400.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 114,628,750.00 639,268.00 (a) N/A (a)
BROCADE COMMON STOCKS 11162110 3,012,450.00 16,800.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 46,621.00 260.00 (c) N/A (c)
BROOKE GROUP LTD COMMON STOCKS 11252510 337,608.00 27,700.00 (c) N/A (c)
BROOKS AUTOMATION INC COMMON STOCKS 11434A10 505,188.00 8,083.00 (a) N/A (a)
BROOKTROUT TECHNOLOGY INC. COMMON STOCKS 11458010 23,200.00 800.00 (a) N/A (a)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 195,977.00 3,600.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 321,562.00 17,500.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 617,400.00 33,600.00 (c) N/A (c)
BROWN SHOE COMPANY INC COMMON STOCKS 11573610 12,024.00 1,002.00 (a) N/A (b)
BSQUARE CORP COMMON STOCKS 11776U10 2,404,988.00 108,700.00 (a) N/A (a)
BSQUARE CORP COMMON STOCKS 11776U10 50,888.00 2,300.00 (a) N/A (c)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 1,326,000.00 51,000.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 26,000.00 1,000.00 (a) N/A (b)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 9,100.00 350.00 (c) N/A (c)
BUDGET GROUP INC CL A COMMON STOCKS 11900310 2,469.00 500.00 (a) N/A (b)
BUFFETS INC COMMON STOCKS 11988210 630,364.00 69,800.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 65,023.00 7,200.00 (a) N/A (c)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,282,189.00 100,316.00 (a) N/A (a)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 24,092.00 1,059.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,409,225.00 105,900.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 947,200.00 25,600.00 (a) N/A (a)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 18,500.00 500.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 3,700.00 100.00 (c) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 40,647,841.00 747,546.50 (a) N/A (a)
BURR-BROWN CORP COMMON STOCKS 12257410 1,610,152.00 29,612.00 (a) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 98,531,415.00 1,812,072.00 (a) N/A (c)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 16,227,554.00 163,091.00 (a) N/A (a)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 1,124,350.00 11,300.00 (a) N/A (b)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 43,382,000.00 436,000.00 (a) N/A (c)
CAIS INTERNET INC COMMON STOCKS 12476Q10 242.00 10.00 (c) N/A (b)
CCB FINANCIAL CORP COMMON STOCKS 12487510 (57,525.00) (1,300.00) (a) N/A (a)
CCC INFORMATION SERVICES GRP COMMON STOCKS 12487Q10 34,400.00 1,600.00 (a) N/A (a)
CCC INFORMATION SERVICES GRP COMMON STOCKS 12487Q10 298,850.00 13,900.00 (c) N/A (c)
CBRL GROUP INC COMMON STOCKS 12489V10 5,000.00 500.00 (c) N/A (b)
CBS INC COMMON STOCKS 12490K10 59,228,844.00 1,045,984.00 (a) N/A (a)
CBS INC COMMON STOCKS 12490K10 33,340,913.00 588,802.00 (a) N/A (b)
CBS INC COMMON STOCKS 12490K10 31,596,184.00 557,990.00 (a) N/A (c)
CBS INC COMMON STOCKS 12490K10 3,601,860.00 63,609.00 (c) N/A (a)
CBS INC COMMON STOCKS 12490K10 4,302,990.00 75,991.00 (c) N/A (b)
C-BRIDGE INTERNET SOLUTIONS INC COMMON STOCKS 12500B10 171,000.00 3,000.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 13,827,094.00 189,900.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 815,500.00 11,200.00 (a) N/A (b)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 26,787,719.00 367,900.00 (a) N/A (c)
CDW COMPUTER CENTERS INC COMMON STOCKS 12512910 50,662.00 600.00 (a) N/A (c)
CFS BANCORP INC COMMON STOCKS 12525D10 54,000.00 6,000.00 (c) N/A (b)
CHC HELICOPTER WARRANTS WARRANTS 12541C12 20,000.00 20,000.00 (a) N/A (a)
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 16,922,550.00 223,400.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 1,871,025.00 24,700.00 (a) N/A (c)
CIT GROUP INC COMMON STOCKS 12557710 78,000.00 4,000.00 (a) N/A (a)
CIT GROUP INC COMMON STOCKS 12557710 4,095.00 210.00 (a) N/A (b)
CLECO CORP COMMON STOCKS 12561W10 66,500.00 2,000.00 (a) N/A (b)
CK WITCO CORP COMMON STOCKS 12562C10 2,413,419.00 236,900.00 (a) N/A (c)
CMGI INC COMMON STOCKS 12575010 17,544,811.00 154,835.62 (a) N/A (a)
CMGI INC COMMON STOCKS 12575010 5,666.00 50.00 (a) N/A (b)
CMGI INC COMMON STOCKS 12575010 2,674,175.00 23,600.00 (a) N/A (c)
CMGI INC COMMON STOCKS 12575010 47,591.00 420.00 (c) N/A (b)
CMS ENERGY CORP COMMON STOCKS 12589610 126,875.00 7,000.00 (a) N/A (b)
CPI CORP COMMON STOCKS 12590210 30,306.00 1,300.00 (a) N/A (a)
CTG RESOURCES INC COMMON STOCKS 12595710 334,692.00 9,000.00 (c) N/A (c)
CNA FINANCIAL CORP COMMON STOCKS 12611710 19,388.00 600.00 (a) N/A (b)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 36,568,909.00 749,171.00 (a) N/A (a)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 5,464,364.00 111,946.00 (a) N/A (b)
CSX CORP COMMON STOCKS 12640810 47,000.00 2,000.00 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 15,775,278.00 370,094.50 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 1,103,988.00 25,900.00 (a) N/A (b)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 34,036,062.00 798,500.00 (a) N/A (c)
CT HOLDINGS INC COMMON STOCKS 12643Y10 5,219.00 1,000.00 (a) N/A (b)
CVS CORP COMMON STOCKS 12665010 67,612.00 1,800.00 (a) N/A (a)
CVS CORP COMMON STOCKS 12665010 18,781.00 500.00 (c) N/A (b)
CV THERAPEUTICS INC COMMON STOCKS 12666710 500,420.00 9,971.00 (a) N/A (a)
CABLE & WIRELESS PLC SPONSORED ADR COMMON STOCKS 12683020 17,136.00 306.00 (a) N/A (b)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 2,970,675.00 48,900.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 3,116,475.00 51,300.00 (a) N/A (c)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 6,075.00 100.00 (c) N/A (b)
CABLETRON SYS INC COMMON STOCKS 12692010 16,093,249.00 546,550.00 (a) N/A (a)
CABLETRON SYS INC COMMON STOCKS 12692010 48,773,825.00 1,653,350.00 (a) N/A (c)
CABLETRON SYS INC COMMON STOCKS 12692010 295.00 10.00 (c) N/A (b)
CACHEFLOW INC COMMON STOCKS 12694610 59,250.00 500.00 (a) N/A (a)
CACHEFLOW INC COMMON STOCKS 12694610 35,550.00 300.00 (a) N/A (b)
ANTHONY C.R. HLGS 14.5% PFD PREFERREDS 12699P99 - 2,097.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 719,800.00 23,600.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 826,550.00 27,100.00 (a) N/A (c)
CABOT OIL & GAS CORP CL A COMMON STOCKS 12709710 58,884.00 3,260.00 (a) N/A (b)
CADBURY SCHWEPPS DELAWARE L.P. 8.625% PREFERREDS 12720720 9,425.00 400.00 (a) N/A (b)
CADBURY SCHWEPPES PLC ADR COMMON STOCKS 12720930 2,838.00 100.00 (a) N/A (b)
CADENCE DESIGN SYS INC COMMON STOCKS 12738710 5,219,713.00 253,077.00 (a) N/A (a)
CALGON CARBON CORP COMMON STOCKS 12960310 2,625.00 400.00 (c) N/A (b)
CALICO COMMERCE INC COMMON STOCKS 12989710 6,788,060.00 207,269.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 1,267,900.00 40,900.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 874,200.00 28,200.00 (a) N/A (c)
CALIFORNIA MICRO DEVICES CORP COMMON STOCKS 13043910 197,550.00 7,200.00 (a) N/A (c)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 215,450.00 13,900.00 (a) N/A (a)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 3,100.00 200.00 (c) N/A (b)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 514,600.00 33,200.00 (c) N/A (c)
CALLON PETROLEUM CORP COMMON STOCKS 13123X10 97.00 8.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 252,995.00 18,654.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 252,995.00 18,654.00 (a) N/A (b)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 9,155.00 675.00 (c) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 3,118,050.00 101,400.00 (a) N/A (a)
CAMPBELL SOUP CO COMMON STOCKS 13442910 92,250.00 3,000.00 (a) N/A (b)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 6,857.00 159.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 2,588.00 60.00 (a) N/A (b)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 25,875.00 600.00 (c) N/A (c)
CAPITAL GAMING INTL INC COMMON STOCKS 14018030 - 17.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 4,794.00 100.00 (a) N/A (b)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 314.00 31,442.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 25.00 2,528.00 (a) N/A (c)
CAPITAL FEDERAL FINANCIAL COMMON STOCKS 14057C10 944.00 100.00 (a) N/A (b)
CAPITAL FEDERAL FINANCIAL COMMON STOCKS 14057C10 9,438.00 1,000.00 (c) N/A (b)
CAPROCK COMMUNICATIONS CORP COMMON STOCKS 14066710 1,352,400.00 27,600.00 (a) N/A (a)
CAPROCK COMMUNICATIONS CORP COMMON STOCKS 14066710 2,190,300.00 44,700.00 (a) N/A (c)
CARAUSTAR INDUSTRIES INC COMMON STOCKS 14090910 424.00 30.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 66,248,088.00 1,444,100.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 1,500,112.00 32,700.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 17,707,750.00 386,000.00 (c) N/A (c)
CAREMARK RX INC COMMON STOCKS 14170510 2,798,506.00 668,300.00 (a) N/A (a)
CAREMARK RX INC COMMON STOCKS 14170510 3,894.00 930.00 (c) N/A (b)
CAREY DIVERSIFIED LLC COMMON STOCKS 14174P10 8,312.00 500.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 5,836.00 3,335.00 (c) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 6,114,498.00 246,424.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 1,715,784.00 69,150.00 (a) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 19,850.00 800.00 (a) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 106,694.00 4,300.00 (c) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 824,768.00 33,240.00 (c) N/A (b)
CAROLINA PWR & LT CO COMMON STOCKS 14414110 129,752.00 4,000.00 (a) N/A (a)
CAROLINA POWER & LIGHT CO 8.55% QTRLY PREFERREDS 14414185 11,781.00 500.00 (a) N/A (b)
CARRAMERICA REALTY CORPORATION COMMON STOCKS 14441810 208,250.00 9,800.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 3,280,000.00 4,100.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 1,000,000.00 1,250.00 (a) N/A (c)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 593,385.00 89,500.00 (a) N/A (a)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 694,824.00 104,800.00 (c) N/A (c)
CARSON INC CL A COMMON STOCKS 14584510 8,750.00 2,000.00 (c) N/A (b)
CASEY'S GENERAL STORES INC COMMON STOCKS 14752810 414,338.00 38,100.00 (c) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 162,000.00 1,600.00 (a) N/A (a)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 263,250.00 2,600.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 101,250.00 1,000.00 (c) N/A (b)
CATERPILLAR INC COMMON STOCKS 14912310 141,975.00 3,600.00 (c) N/A (b)
CELLSTAR CORP COMMON STOCKS 15092510 240.00 30.00 (a) N/A (b)
CELESTICA INC COMMON STOCKS 15101Q10 8,466,334.00 159,554.00 (a) N/A (a)
CELESTICA INC COMMON STOCKS 15101Q10 1,670,673.00 31,485.00 (a) N/A (b)
CELESTICA INC COMMON STOCKS 15101Q10 21,914,812.00 413,000.00 (a) N/A (c)
CELGENE CORP COMMON STOCKS 15102010 477,900.00 4,800.00 (a) N/A (c)
CEMEX SA ADR WTS WARRANTS 15129087 780.00 223.00 (c) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 12,989,307.00 574,113.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 1,351,504.00 59,735.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 90,048.00 3,980.00 (c) N/A (c)
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CENDANT CORP COMMON STOCKS 15131310 1,869.00 100.00 (c) N/A (b)
CENTER TRUST INC CONVERTIBLE SUB DEBS CONVERTIBLES 151845AA 46,188.00 50,000.00 (a) N/A (b)
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CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 1,752,644.00 48,100.00 (a) N/A (c)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 2,625,500.00 2,360.00 (a) N/A (a)
ELETROBRAS PN ADR COMMON STOCKS 15234Q10 449,426.00 48,067.00 (a) N/A (a)
CENTRAL & SOUTH WEST CORP COMMON STOCKS 15235710 17,125.00 1,000.00 (a) N/A (a)
CENTRAL EUROPEAN EQUITY FUND INC EQUITY FUNDS 15343610 86,041.00 5,006.00 (a) N/A (b)
CENTRAL EUROPEAN VALUE FUND INC EQUITY FUNDS 15345510 1,356.00 100.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 100,312.00 3,000.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 2,273,750.00 68,000.00 (a) N/A (c)
CENTRAL SECURITIES CORP EQUITY FUNDS 15512310 497,252.00 14,652.00 (c) N/A (b)
CENTURA SOFTWARE CORP COMMON STOCKS 15640W10 1,031.00 100.00 (c) N/A (b)
CENTURY BANCORP INC CL A COMMON STOCKS 15643210 2,455,960.00 188,920.00 (a) N/A (c)
CENTURYTEL INC COMMON STOCKS 15670010 4,183,988.00 112,700.00 (a) N/A (a)
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CERNER CORP COMMON STOCKS 15678210 1,293,300.00 47,900.00 (c) N/A (c)
CHAPARRAL RESOURCES INC COMMON STOCKS 15942030 323.00 34.00 (c) N/A (b)
CHARTER ONE FINANCIAL INC COMMON STOCKS 16090310 31,500.00 1,500.00 (a) N/A (b)
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CHARTER COMMUNICATIONS INC COMMON STOCKS 16117M10 27,582.00 1,925.00 (c) N/A (b)
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CHATTEM INC COMMON STOCKS 16245610 82,730.00 5,857.00 (a) N/A (a)
CHECKERS DRIVE-IN RESTAURANTS WARRANTS 16280911 455.00 2,914.00 (a) N/A (c)
CHECKFREE HOLDINGS CORP COMMON STOCKS 16281610 13,364,332.00 189,565.00 (a) N/A (a)
CHEESECAKE FACTORY INC COMMON STOCKS 16307210 3,122.00 75.00 (c) N/A (b)
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CHELSEA GCA REALTY INC COMMON STOCKS 16326210 356,700.00 12,300.00 (c) N/A (c)
CHESAPEAKE CORP COMMON STOCKS 16515910 26,606.00 900.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 8,031,565.00 86,886.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 620,625.00 6,714.00 (a) N/A (b)
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CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 1,369,825.00 78,500.00 (a) N/A (a)
CHINA FUND INC EQUITY FUNDS 16937310 317.00 30.00 (c) N/A (b)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 32,259,500.00 182,000.00 (a) N/A (a)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 5,778,350.00 32,600.00 (a) N/A (c)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 20,046,975.00 113,100.00 (c) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 296,802.00 20,557.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 28,876.00 2,000.00 (a) N/A (c)
CHIREX INC COMMON STOCKS 17003810 4,394,775.00 228,300.00 (a) N/A (a)
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CHIREX INC COMMON STOCKS 17003810 7,815,500.00 406,000.00 (a) N/A (c)
CHIRON CORP COMMON STOCKS 17004010 1,216,950.00 24,400.00 (a) N/A (a)
CHIRON CORP COMMON STOCKS 17004010 25,736.00 516.00 (a) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 4,988.00 100.00 (c) N/A (b)
CHITTENDEN CORP COMMON STOCKS 17022810 513,602.00 17,300.00 (c) N/A (c)
CHOICEPOINT INC COMMON STOCKS 17038810 1,009.00 27.00 (a) N/A (b)
CHOICEPOINT INC COMMON STOCKS 17038810 8,522.00 228.00 (c) N/A (b)
CHRIS CRAFT INDS INC COMMON STOCKS 17052010 (199,726.00) (3,136.00) (a) N/A (a)
CHROMAVISION MEDICAL SYSTEMS INC COMMON STOCKS 17111P10 3,050.00 200.00 (c) N/A (b)
CHUBB CORP COMMON STOCKS 17123210 42,159.00 624.00 (a) N/A (a)
CIBER INC COMMON STOCKS 17163B10 22,550.00 1,100.00 (a) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 172,156,337.00 1,364,966.00 (a) N/A (a)
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CIENA CORP. COMMON STOCKS 17177910 30,724,050.00 243,600.00 (a) N/A (c)
CIENA CORP. COMMON STOCKS 17177910 9,137,756.00 72,450.00 (c) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 340,538.00 2,700.00 (c) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 21,441.00 170.00 (c) N/A (c)
CINAR FILMS INC COMMON STOCKS 17190530 25,200.00 3,600.00 (c) N/A (b)
CINCINNATI FINANCIAL CORP COMMON STOCKS 17206210 (79,012.00) (2,100.00) (a) N/A (a)
CINCINNATI GAS & ELECTRIC CO 8.28% JR PREFERREDS 17207083 11,406.00 500.00 (a) N/A (b)
CIRCUIT CITY COMMON STOCKS 17273710 1,339,250.00 22,000.00 (a) N/A (a)
CIRRUS LOGIC INC COMMON STOCKS 17275510 1,277,500.00 70,000.00 (a) N/A (a)
CIRRUS LOGIC INC COMMON STOCKS 17275510 457,162.00 25,050.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 389,976,747.00 5,044,146.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 84,473,802.00 1,092,628.00 (a) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 77,320,268.00 1,000,100.00 (a) N/A (c)
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CISCO SYSTEMS INC COMMON STOCKS 17275R10 9,505,572.00 122,950.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 27,035,583.00 349,690.00 (c) N/A (c)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 12,656.00 300.00 (c) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 61,500,726.00 1,027,152.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 37,421,995.00 625,002.00 (a) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 23,980,896.00 400,516.00 (a) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 2,878,910.00 48,082.00 (c) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 5,023,992.00 83,908.00 (c) N/A (b)
CITIZENS UTILITIES CO CL-B COMMON STOCKS 17734220 553,508.00 33,802.00 (a) N/A (a)
CITIZENS UTILITIES CO CL-B COMMON STOCKS 17734220 33.00 2.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 206,524,239.00 3,117,347.00 (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 8,673,450.00 130,920.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 83,577,688.00 1,261,550.00 (a) N/A (c)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 2,116,356.00 31,945.00 (c) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 973,212.00 14,690.00 (c) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 12,481,500.00 188,400.00 (c) N/A (c)
CITY INVESTING LIQUIDATING TRUST UBI COMMON STOCKS 17790010 13,589.00 10,606.00 (a) N/A (b)
CITY NATIONAL CORP COMMON STOCKS 17856610 963,462.00 28,600.00 (a) N/A (a)
CITY NATIONAL CORP COMMON STOCKS 17856610 3,116,094.00 92,500.00 (a) N/A (c)
CLAIRE'S STORES INC COMMON STOCKS 17958410 12,038.00 600.00 (c) N/A (b)
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CLARUS CORPORATION COMMON STOCKS 18270710 14,443,166.00 204,505.00 (a) N/A (a)
CLARUS CORPORATION COMMON STOCKS 18270710 3,633,586.00 51,449.00 (a) N/A (b)
CLARUS CORPORATION COMMON STOCKS 18270710 12,020,375.00 170,200.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 170,034.00 10,200.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 152,030.00 9,120.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 45,009.00 2,700.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 31,445,595.00 455,320.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 15,361,917.00 222,435.00 (a) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 1,022,132.00 14,800.00 (a) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 5,455,938.00 79,000.00 (c) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 954,098.00 13,815.00 (c) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 36,603.00 530.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS CONVERTIBLES 184502AE 8,639,400.00 9,240.00 (a) N/A (a)
CLEARNET COMMUNICATIONS-CL A COMMON STOCKS 18490210 1,935,836.00 47,000.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 287,100.00 9,570.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 108,900.00 3,630.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 2,326,500.00 70,500.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 1,592,250.00 48,250.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 188,100.00 5,700.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 13,200.00 400.00 (c) N/A (a)
CLOROX CO COMMON STOCKS 18905410 85,800.00 2,600.00 (c) N/A (b)
COASTAL CORP COMMON STOCKS 19044110 612,260.00 13,310.00 (a) N/A (b)
COBALT GROUP INC COMMON STOCKS 19074Q10 1,187,500.00 100,000.00 (a) N/A (b)
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COBALT NETWORKS INC COMMON STOCKS 19074R10 4,700.00 100.00 (a) N/A (b)
COCA-COLA BOTT CO CONS COMMON STOCKS 19109810 105,876.00 2,000.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 141,106,446.00 3,006,233.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 3,813,296.00 81,242.00 (a) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 1,900,989.00 40,500.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 1,729,882.00 36,855.00 (c) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 1,715,660.00 36,552.00 (c) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 33,263,552.00 708,670.00 (c) N/A (c)
COCA-COLA ENTERPRISES INC COMMON STOCKS 19121910 194,062.00 9,000.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 3,425,820.00 184,551.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 2,798,911.00 150,779.00 (a) N/A (c)
COEUR D`ALENE MINES CORP COMMON STOCKS 19210810 1,956.00 666.00 (c) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 13,414.00 245.00 (a) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 557,081.00 10,175.00 (a) N/A (c)
COGNEX CORP COMMON STOCKS 19242210 12,570,106.00 217,900.00 (a) N/A (a)
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COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 614,185.00 95,400.00 (a) N/A (a)
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COLONIAL BANCGROUP INC COMMON STOCKS 19549330 12,900.00 1,200.00 (a) N/A (a)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 3,158,679.00 15,963.00 (a) N/A (a)
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COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 421,605.00 9,720.00 (c) N/A (b)
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COMMERCIAL METALS CO COM COMMON STOCKS 20172310 535,925.00 19,400.00 (c) N/A (c)
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COMMUNITY TRUST BANCORP INC. COMMON STOCKS 20414910 128,700.00 7,150.00 (a) N/A (a)
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COMPANIA ANONIMA NACIONAL TELEFONOS DE COMMON STOCKS 20442110 5,775.00 200.00 (a) N/A (a)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 982,562.00 39,500.00 (a) N/A (a)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 462,675.00 18,600.00 (a) N/A (c)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 10,264,800.00 451,200.00 (a) N/A (a)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 4,513,600.00 198,400.00 (a) N/A (c)
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COMPASS BANCSHARES INC. COMMON STOCKS 20449H10 153,519.00 7,700.00 (a) N/A (a)
COMPASS BANCSHARES INC. COMMON STOCKS 20449H10 4,522,822.00 226,850.00 (a) N/A (c)
COMPETITIVE TECHNOLOGIES INC COMMON STOCKS 20451210 3,225.00 200.00 (c) N/A (b)
COMPLETEL HLDGS LLC CL B 144A COMMON STOCKS 20452X10 2,360,000.00 59,000.00 (a) N/A (a)
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COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 21,352.00 365.00 (a) N/A (b)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 1,133,450.00 19,150.00 (a) N/A (c)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 17,550.00 300.00 (c) N/A (b)
COMPUTER OUTSOURCING SERVICES INC COMMON STOCKS 20526510 110,625.00 2,500.00 (a) N/A (a)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 3,837,562.00 48,500.00 (a) N/A (a)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 352,898.00 4,460.00 (a) N/A (b)
COMPUWARE CORPORATION COMMON STOCKS 20563810 42,126.00 2,000.00 (a) N/A (a)
COMPUWARE CORPORATION COMMON STOCKS 20563810 14,744.00 700.00 (c) N/A (b)
COMSAT CORP COMMON STOCKS 20564D10 1,278,750.00 62,000.00 (a) N/A (a)
COMSAT CORP COMMON STOCKS 20564D10 21,388.00 1,037.00 (a) N/A (b)
COMSAT CORP COMMON STOCKS 20564D10 82,500.00 4,000.00 (a) N/A (c)
COMSAT CORP COMMON STOCKS 20564D10 8,250.00 400.00 (c) N/A (c)
COMTECH TELECOMMUNICATIONS CORP COMMON STOCKS 20582620 184.00 10.00 (c) N/A (b)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 151,200.00 800.00 (a) N/A (a)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 14,987,700.00 79,300.00 (a) N/A (c)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 132,300.00 700.00 (c) N/A (c)
CONAGRA INC COMMON STOCKS 20588710 5,810,875.00 320,600.00 (a) N/A (a)
CONCENTRIC NETWORK CORP COMMON STOCKS 20589R10 17,016,945.00 309,399.00 (a) N/A (a)
CONCENTRIC NETWORK CORP COMMON STOCKS 20589R10 165,000.00 3,000.00 (a) N/A (b)
CONCENTRIC NETWORK CORP COMMON STOCKS 20589R10 935.00 17.00 (c) N/A (b)
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COMPUTER HORIZONS CORP COMMON STOCKS 20590810 1,198,750.00 70,000.00 (a) N/A (a)
COMPUTER HORIZONS CORP COMMON STOCKS 20590810 202,075.00 11,800.00 (a) N/A (c)
COM 21 INC COMMON STOCKS 20593710 178,600.00 3,800.00 (a) N/A (a)
COM 21 INC COMMON STOCKS 20593710 1,001,100.00 21,300.00 (c) N/A (c)
CONCORD COMMUNICATIONS INC COMMON STOCKS 20618610 2,276,000.00 64,000.00 (a) N/A (a)
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CONCORD EFS INC COMMON STOCKS 20619710 8,332,047.00 363,250.00 (a) N/A (a)
CONCORD EFS INC COMMON STOCKS 20619710 1,601,038.00 69,800.00 (a) N/A (c)
CONDUCTUS INC COMMON STOCKS 20678410 899,816.00 27,740.00 (a) N/A (b)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 2068277 327,308.00 57,600.00 (a) N/A (a)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 2068277 68,189.00 12,000.00 (a) N/A (c)
CONECTIV INC COMMON STOCKS 20682910 525,000.00 30,000.00 (a) N/A (a)
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CONEXANT SYSTEMS INC COMMON STOCKS 20714210 4,432,672.00 62,432.00 (a) N/A (a)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 60,066.00 846.00 (a) N/A (b)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 22,720.00 320.00 (c) N/A (c)
CONNETICS CORP COMMON STOCKS 20819210 68,263.00 7,430.00 (a) N/A (a)
CONOCO INC CL A COMMON STOCKS 20825130 10,219.00 415.00 (a) N/A (b)
CONOCO INC CLASS B COMMON STOCKS 20825140 2,998,125.00 117,000.00 (a) N/A (a)
CONOCO INC CLASS B COMMON STOCKS 20825140 753,375.00 29,400.00 (a) N/A (c)
CONSECO INC COMMON STOCKS 20846410 5,719.00 500.00 (c) N/A (b)
BERKLEY PETROLEUM CORP COMMON STOCKS 2087971 58,891.00 9,500.00 (a) N/A (a)
CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 1,253,016.00 43,022.00 (a) N/A (a)
CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 33,377.00 1,146.00 (a) N/A (b)
CONSOLIDATED FREIGHTWAYS CRP COMMON STOCKS 20923210 63,785.00 10,800.00 (a) N/A (a)
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CONSOLIDATED STORES COMMON STOCKS 21014910 7,485.00 658.00 (a) N/A (a)
CONSOLIDATED STORES COMMON STOCKS 21014910 30,712.00 2,700.00 (a) N/A (b)
CONSOLIDATED STORES COMMON STOCKS 21014910 5,346.00 470.00 (a) N/A (c)
CONTINENTAL AIRLINES INC CL B COMMON STOCKS 21079530 16,350.00 400.00 (c) N/A (b)
BCO DO BRASIL WTS -A- WARRANTS 2114705 11,049.00 22,953,400.00 (a) N/A (a)
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BCO DO BRASIL WTS -C- WARRANTS 2114727 51,629.00 57,383,500.00 (a) N/A (a)
CONTINUUS SOFTWARE CORP COMMON STOCKS 21218R10 38,354.00 4,064.00 (a) N/A (a)
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CONVERGYS CORP COMMON STOCKS 21248510 363,280.00 9,390.00 (a) N/A (a)
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CONVERGYS CORP COMMON STOCKS 21248510 92,851.00 2,400.00 (a) N/A (c)
CONVERGYS CORP COMMON STOCKS 21248510 3,753.00 97.00 (c) N/A (b)
DESCARTES SYSTEMS GRP (THE) COMMON STOCKS 2141941 11,991,302.00 266,200.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 43,492,825.00 650,360.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 2,715,125.00 40,600.00 (a) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 99,790,206.00 1,492,190.00 (a) N/A (c)
COOPER CAMERON CORP COMMON STOCKS 21664010 802.00 12.00 (c) N/A (b)
COOPER COMPANIES INC. COMMON STOCKS 21664840 287,535.00 8,933.00 (a) N/A (a)
COOPER IND INC COMMON STOCKS 21666910 84,000.00 2,400.00 (a) N/A (a)
ROGERS COMMUNICATIONS CLASS B COMMON STOCKS 2169051 9,107,394.00 307,500.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 168,000.00 3,500.00 (a) N/A (a)
CANADIAN NATURAL RESOURCES COMMON STOCKS 2171573 9,693,614.00 366,500.00 (a) N/A (a)
COPPER MOUNTAIN INC COMMON STOCKS 21751010 22,391,718.00 273,278.00 (a) N/A (a)
COPPER MOUNTAIN INC COMMON STOCKS 21751010 621,086.00 7,580.00 (a) N/A (b)
COPPER MOUNTAIN INC COMMON STOCKS 21751010 12,323,400.00 150,400.00 (a) N/A (c)
COPYTELE INC COMMON STOCKS 21772110 1,188.00 500.00 (c) N/A (b)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 4,278,923.00 64,909.00 (a) N/A (a)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 1,219,557.00 18,500.00 (c) N/A (c)
CORE INC COMMON STOCKS 21867P10 2,009,156.00 369,500.00 (a) N/A (a)
CORE INC COMMON STOCKS 21867P10 5,698,500.00 1,048,000.00 (a) N/A (c)
CORIXA CORP COMMON STOCKS 21887F10 1,929,799.00 46,783.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 18,047.00 750.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 329,663.00 13,700.00 (c) N/A (c)
CORNELL CORRECTIONS INC COMMON STOCKS 21914110 59,606.00 5,610.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 8,070,400.00 41,600.00 (a) N/A (a)
CORNING INC. COMMON STOCKS 21935010 1,552,000.00 8,000.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 15,364,800.00 79,200.00 (a) N/A (c)
CORNING INC. COMMON STOCKS 21935010 97,000.00 500.00 (c) N/A (a)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 19,125.00 1,000.00 (c) N/A (b)
CORUS GROUP PLC SPONSORED ADR COMMON STOCKS 22087M10 5,611.00 335.00 (a) N/A (b)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 8,012,116.00 152,430.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 6,747,974.00 128,380.00 (a) N/A (b)
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COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 1,511,698.00 28,760.00 (c) N/A (b)
COSTCO COS CNV SUB NOTES CONVERTIBLES 22160QAC 8,719,950.00 7,320.00 (a) N/A (a)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 6,423,300.00 210,600.00 (a) N/A (a)
COUNTRYWIDE CREDIT INDUSTRIES INC COMMON STOCKS 22237210 209,825.00 7,700.00 (a) N/A (c)
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COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 86,357,795.00 1,191,142.00 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 71,122.00 981.00 (a) N/A (b)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 7,901,050.00 108,980.00 (a) N/A (c)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 3,984,672.00 54,961.00 (c) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 36,250.00 500.00 (c) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 8,018,068.00 165,321.00 (a) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 7,687,735.00 158,510.00 (a) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 2,609,785.00 53,810.00 (a) N/A (c)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 514,585.00 10,610.00 (c) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 241,918.00 4,988.00 (c) N/A (b)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 22404430 3,152,000.00 50,000.00 (a) N/A (a)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 224044AW 2,235,000.00 2,000.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 2,839,200.00 33,800.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 1,318,800.00 15,700.00 (a) N/A (c)
COYOTE NETWORK SYSTEMS INC COMMON STOCKS 22406P10 3,938.00 358.00 (c) N/A (b)
CREDIT SUISSE ASSET MANAGEMENT FXD INC FUNDS 22491610 6,062.00 1,000.00 (c) N/A (b)
CREDIT SUISSE ASSET MANAGEMENT FXD INC FUNDS 22491810 7,375.00 1,000.00 (c) N/A (b)
CRAYFISH CO LTD SPON ADR COMMON STOCKS 22522610 4,560,000.00 120,000.00 (a) N/A (a)
CRAYFISH CO LTD SPON ADR COMMON STOCKS 22522610 1,900.00 50.00 (c) N/A (b)
CREATIVE BIOMOLECULES INC COMMON STOCKS 22527010 1,981.00 200.00 (c) N/A (b)
CREE RESEARCH INC COMMON STOCKS 22544710 5,766,897.00 51,091.00 (a) N/A (a)
CRESCENT REAL ESTATE EQUITE COMMON STOCKS 22575610 33,250.00 1,900.00 (a) N/A (a)
CRESCENT REAL ESTATE EQUITE COMMON STOCKS 22575610 52,500.00 3,000.00 (a) N/A (b)
CRITICAL PATH INC COMMON STOCKS 22674V10 28,321,915.00 333,199.00 (a) N/A (a)
CRITICAL PATH INC COMMON STOCKS 22674V10 42,500.00 500.00 (c) N/A (b)
CROSS [A.T.] CO CL A COMMON STOCKS 22747810 470.00 80.00 (c) N/A (b)
CROSSROADS SYSTEMS, INC COMMON STOCKS 22765D10 6,433,198.00 62,307.00 (a) N/A (a)
C R ANTHONY CO COMMON STOCKS 22799610 - 9,250.00 (a) N/A (a)
CROWN CASTLE INTL CORP COMMON STOCKS 22822710 4,738,428.00 125,107.00 (a) N/A (a)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 10,137.00 1,013,682.00 (a) N/A (a)
CROWN PACKAGING ENTERPRISES COMMON STOCKS 22844110 859.00 85,883.00 (a) N/A (c)
CROWN PACKAGING WARRANTS WARRANTS 22844311 150.00 3,000.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 877,730.00 33,200.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 824,850.00 31,200.00 (a) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 31,725.00 1,200.00 (c) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 116,325.00 4,400.00 (c) N/A (b)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 3,814,234.00 265,338.00 (a) N/A (a)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 230,000.00 16,000.00 (a) N/A (b)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 5,985,750.00 416,400.00 (a) N/A (c)
CURATIVE TECHNOLOGIES INC COMMON STOCKS 23126410 30,000.00 5,000.00 (c) N/A (b)
CYBEAR INC COMMON STOCKS 23243P10 1,500.00 300.00 (c) N/A (b)
CANADIAN HUNTER EXPLOR LTD COMMON STOCKS 2324418 512,177.00 28,600.00 (a) N/A (a)
CYBERCASH INC COMMON STOCKS 23246210 1,350.00 100.00 (c) N/A (b)
CYGNUS INC COMMON STOCKS 23256010 7,250.00 500.00 (a) N/A (a)
CYGNUS INC COMMON STOCKS 23256010 10,150.00 700.00 (a) N/A (b)
CYMER INC COMMON STOCKS 23257210 15,214,900.00 304,298.00 (a) N/A (a)
CYMER INC COMMON STOCKS 23257210 420,000.00 8,400.00 (a) N/A (b)
CYMER INC COMMON STOCKS 23257210 14,640,000.00 292,800.00 (a) N/A (c)
CYMER INC COMMON STOCKS 23257210 40,000.00 800.00 (c) N/A (b)
CYPRESS SEMICONDUCTOR CORP COMMON STOCKS 23280610 447,732.00 9,091.00 (a) N/A (a)
CYPRESS SEMICONDUCTOR CORP COMMON STOCKS 23280610 775,688.00 15,750.00 (a) N/A (c)
CYSIVE INC COMMON STOCKS 23281T10 1,811,825.00 26,450.00 (a) N/A (a)
CYSIVE INC COMMON STOCKS 23281T10 4,901,175.00 71,550.00 (a) N/A (c)
CYTEC INDUSTRIES INC COMMON STOCKS 23282010 79,564.00 2,598.00 (c) N/A (a)
CYTOGEN CORP COMMON STOCKS 23282410 1,303.00 150.00 (c) N/A (b)
CYTYC CORP COMMON STOCKS 23294610 15,201,259.00 315,052.00 (a) N/A (a)
CYTYC CORP COMMON STOCKS 23294610 217,125.00 4,500.00 (a) N/A (c)
DII GROUP INC COMMON STOCKS 23294910 423,984.00 3,750.00 (a) N/A (a)
DII GROUP INC COMMON STOCKS 23294910 423,984.00 3,750.00 (a) N/A (b)
DII GROUP INC COMMON STOCKS 23294910 565.00 5.00 (c) N/A (b)
DBT ONLINE INC COMMON STOCKS 23304410 306,290.00 16,500.00 (c) N/A (c)
DPL INC COMMON STOCKS 23329310 179,697.00 8,099.00 (a) N/A (a)
DPL INC COMMON STOCKS 23329310 37,430.00 1,687.00 (c) N/A (a)
DPL INC COMMON STOCKS 23329310 164,742.00 7,425.00 (c) N/A (b)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 9,635,400.00 9,090.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 740,202.00 11,400.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 32,465.00 500.00 (a) N/A (c)
DSP GROUP INC COMMON STOCKS 23332B10 22,974,600.00 348,100.00 (a) N/A (a)
DSP GROUP INC COMMON STOCKS 23332B10 1,042,800.00 15,800.00 (a) N/A (b)
DSP GROUP INC COMMON STOCKS 23332B10 65,340,000.00 990,000.00 (a) N/A (c)
DTE ENERGY COMPANY COMMON STOCKS 23333110 3,590,124.00 123,000.00 (a) N/A (a)
DTI HOLDINGS INC WARRANT 144A WARRANTS 23333W11 488.00 48,750.00 (a) N/A (a)
DAIRY MART CONVEN STRS WT WARRANTS 23386099 10,093.00 28,837.00 (a) N/A (a)
DAISY SYSTEM CORP CONV SUB DEB CONVERTIBLES 234050AA - 189,000.00 (a) N/A (a)
DALLAS SEMICONDUCTOR CORP COMMON STOCKS 23520410 244,550.00 6,700.00 (a) N/A (a)
DALLAS SEMICONDUCTOR CORP COMMON STOCKS 23520410 1,821,350.00 49,900.00 (c) N/A (c)
DANA CORP COMMON STOCKS 23581110 (208,591.00) (7,400.00) (a) N/A (a)
DANIELSON HOLDING CORP COMMON STOCKS 23627410 2,359.00 370.00 (a) N/A (b)
DARDEN RESTAURANTS INC COMMON STOCKS 23719410 1,517,668.00 85,200.00 (a) N/A (a)
DATA BROADCASTING CORP COMMON STOCKS 23759610 191.00 25.00 (c) N/A (b)
DATAPOINT SUB DEB CONV CONVERTIBLES 238100AB 851,000.00 2,300.00 (a) N/A (a)
DEAN FOODS CO COMMON STOCKS 24236110 141,775.00 5,300.00 (a) N/A (a)
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 & CO COMMON STOCKS 24419910 11,400.00 300.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 44,574,225.00 826,398.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 2,576,055.00 47,760.00 (a) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 2,378,666.00 44,100.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 528,588.00 9,800.00 (c) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 342,072.00 6,342.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 9,445,083.00 175,110.00 (c) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 71,152.00 4,447.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 2,560.00 160.00 (c) N/A (b)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 4,540,698.00 149,488.00 (a) N/A (a)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 865,688.00 28,500.00 (c) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 314,175.00 5,900.00 (a) N/A (a)
DELTIC TIMBER CORP COMMON STOCKS 24785010 31,860.00 1,345.00 (a) N/A (b)
DELUXE CORP COMMON STOCKS 24801910 43,725.00 1,650.00 (a) N/A (a)
DELUXE CORP COMMON STOCKS 24801910 424,000.00 16,000.00 (a) N/A (c)
DENDRITE INTERNATIONAL INC COMMON STOCKS 24823910 343,383.00 16,400.00 (c) N/A (c)
CHAPTERS ONLINE INC COMMON STOCKS 2492638 202,088.00 48,900.00 (a) N/A (a)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 3,383,575.00 71,800.00 (a) N/A (a)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 8,718.00 185.00 (a) N/A (b)
DEPOMED INC COMMON STOCKS 24990810 72,200.00 15,200.00 (a) N/A (a)
DEPOMED INC COMMON STOCKS 24990810 39,425.00 8,300.00 (a) N/A (c)
DEPOMED INC WARRANTS 24990811 24,375.00 15,000.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 13,000.00 8,000.00 (a) N/A (c)
DESC S.A. ADR COMMON STOCKS 25030910 655,500.00 43,700.00 (c) N/A (c)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 3,774.00 57.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 16,089.00 243.00 (c) N/A (c)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 228,938.00 16,500.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,597,012.00 115,100.00 (c) N/A (c)
OCI COMMUNICATIONS INC CL B COMMON STOCKS 2517285 510,386.00 39,000.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 10,256,401.00 211,200.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 2,345,957.00 48,308.00 (a) N/A (b)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 29,472,581.00 606,900.00 (a) N/A (c)
DEVON ENERGY CORP CNV DEBS CONVERTIBLES 25179MAB 6,085,789.00 6,033.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 17,692,288.00 580,075.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 436,150.00 14,300.00 (a) N/A (b)
DEVRY INC COMMON STOCKS 25189310 48,236,512.00 1,581,525.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 1,065,300.00 20,100.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 837,400.00 15,800.00 (a) N/A (c)
DIAGEO PLC SPONSORED ADR COMMON STOCKS 25243Q20 136,647.00 4,536.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 255,750.00 18,600.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 55,000.00 4,000.00 (a) N/A (b)
DIAL CORP COMMON STOCKS 25247D10 429,000.00 31,200.00 (a) N/A (c)
DIAL CORP COMMON STOCKS 25247D10 2,750.00 200.00 (c) N/A (b)
CEMEX SA ADR WARRANTS WARRANTS 2526957 400.00 225.00 (a) N/A (a)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 5,708,500.00 4,900.00 (a) N/A (a)
DIAMOND TECHNOLOGY PARTNERS INC CL A COMMON STOCKS 25276210 9,862.00 150.00 (c) N/A (b)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 3,953,212.00 116,700.00 (a) N/A (a)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 18,813,430.00 555,378.00 (a) N/A (b)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 1,951,200.00 57,600.00 (a) N/A (c)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 392,950.00 11,600.00 (c) N/A (c)
DIGITAL IMPACT INC COMMON STOCKS 25385G10 227,316.00 6,392.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 7,068,750.00 116,000.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 146,250.00 2,400.00 (a) N/A (c)
DIGITAL ORIGIN INC COMMON STOCKS 25385X10 370.00 20.00 (c) N/A (b)
DIGITAL RIVER INC COMMON STOCKS 25388B10 449,350.00 20,900.00 (c) N/A (c)
DIGITAS INC COMMON STOCKS 25388K10 2,450.00 100.00 (a) N/A (a)
DIGITAL GENERATION SYSTEMS INC COMMON STOCKS 25392110 5,031.00 700.00 (c) N/A (b)
DILLARDS INC. COMMON STOCKS 25406710 (157,805.00) (9,600.00) (a) N/A (a)
DIME BANCORP COMMON STOCKS 25429Q10 1,258.00 68.00 (a) N/A (a)
DIME BANCORP COMMON STOCKS 25429Q10 72,150.00 3,900.00 (a) N/A (b)
DIME BANCORP COMMON STOCKS 25429Q10 3,700.00 200.00 (c) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 59,663,422.00 1,446,386.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 25,249,579.00 612,111.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 1,931,325.00 46,820.00 (a) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 7,905,686.00 191,653.00 (c) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 5,589,622.00 135,506.00 (c) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 439,312.00 10,650.00 (c) N/A (c)
GO.COM COMMON STOCKS 25468720 18,047.00 875.00 (c) N/A (b)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 1,142,651.00 63,700.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 557,872.00 31,100.00 (a) N/A (c)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 95,263,335.00 898,181.00 (a) N/A (a)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 14,202,193.00 133,904.00 (a) N/A (b)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 15,697,250.00 148,000.00 (a) N/A (c)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 6,786,000.00 13,050.00 (a) N/A (a)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 104,000.00 200.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 1,439,856.00 59,994.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 115,200.00 4,800.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 36,000.00 1,500.00 (c) N/A (c)
DIVA SYSTEMS PFD PREFERREDS 25501390 7,992,000.00 333,000.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 1,677,912.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 420,000.00 17,500.00 (a) N/A (c)
DIVERSA CORP COMMON STOCKS 25506410 2,049,200.00 43,600.00 (a) N/A (a)
DIVERSA CORP COMMON STOCKS 25506410 554,600.00 11,800.00 (a) N/A (b)
DIVERSA CORP COMMON STOCKS 25506410 1,348,900.00 28,700.00 (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 38,790,024.00 497,308.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 1,630,356.00 20,902.00 (a) N/A (b)
DOCUMENTUM INC COMMON STOCKS 25615910 36,831,600.00 472,200.00 (a) N/A (c)
DOLE FOOD COMMON STOCKS 25660510 (97,190.00) (5,000.00) (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 367,378.00 18,900.00 (a) N/A (c)
DOLLAR GENERAL CORP COMMON STOCKS 25666910 36,012.00 1,340.00 (a) N/A (b)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 25,875.00 500.00 (a) N/A (a)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 20,700.00 400.00 (c) N/A (b)
DLJDIRECT COMMON STOCKS 25766150 266.00 20.00 (c) N/A (b)
DONNA KARAN INTL INC COMMON STOCKS 25782610 576,600.00 75,000.00 (a) N/A (a)
DONNELLEY [RR] & SONS CO COMMON STOCKS 25786710 12,562.00 600.00 (a) N/A (a)
DONNELLEY [RR] & SONS CO COMMON STOCKS 25786710 35,594.00 1,700.00 (a) N/A (b)
DORAL FINANCIAL CORP COMMON STOCKS 25811P10 56,562.00 5,000.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 19,597,960.00 209,324.00 (a) N/A (a)
DOUBLECLICK INC COMMON STOCKS 25860930 2,581,428.00 27,572.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 1,928,675.00 20,600.00 (a) N/A (c)
DOUBLECLICK INC COMMON STOCKS 25860930 32,769.00 350.00 (c) N/A (b)
DOVER CORP COMMON STOCKS 26000310 4,950,275.00 103,400.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 10,485.00 219.00 (c) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 8,263,974.00 72,491.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 991,800.00 8,700.00 (a) N/A (c)
DOW CHEMICAL COMMON STOCKS 26054310 194,712.00 1,708.00 (c) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 7,181.00 100.00 (a) N/A (b)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 352,750.00 16,600.00 (c) N/A (c)
DRAXIS HEALTH INC COMMON STOCKS 26150J10 6,125.00 2,000.00 (c) N/A (b)
DRKOOP.COM INC COMMON STOCKS 26209810 369.00 100.00 (c) N/A (b)
DSET CORP COMMON STOCKS 26250410 1,235,423.00 67,006.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 127,342,409.00 2,405,501.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,079,925.00 20,400.00 (a) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,932,237.00 36,500.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 190,575.00 3,600.00 (c) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 5,929.00 112.00 (c) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 30,936,967.00 584,400.00 (c) N/A (c)
DUFF & PHELPS UTILITIES INC FXD INC FUNDS 26432410 4,406.00 500.00 (c) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 231,000.00 4,400.00 (a) N/A (a)
DUKE ENERGY CORP. COMMON STOCKS 26439910 10,500.00 200.00 (a) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 210,000.00 4,000.00 (c) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 4,677,325.00 163,400.00 (a) N/A (a)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 8,588.00 300.00 (a) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 57,250.00 2,000.00 (a) N/A (c)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 4,213,600.00 147,200.00 (c) N/A (c)
DUPONT PHOTOMASKS INC COMMON STOCKS 26613X10 7,121,735.00 122,921.00 (a) N/A (a)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 669.00 100.00 (c) N/A (b)
DYNEGY INC COMMON STOCKS 26816Q10 188,215.00 3,000.00 (a) N/A (b)
ECC INTERNATIONAL CORP COMMON STOCKS 26825510 145.00 40.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 4,114,078.00 131,126.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 22,674,712.00 722,700.00 (a) N/A (c)
EEX CORP COMMON STOCKS 26842V20 111.00 33.00 (c) N/A (b)
E4L INC COMMON STOCKS 26845210 42,500.00 20,000.00 (c) N/A (b)
EGL INC COMMON STOCKS 26848410 6,421,931.00 274,735.00 (a) N/A (a)
EGL INC COMMON STOCKS 26848410 1,092,781.00 46,750.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 90,522,684.00 718,434.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 50,588,244.00 401,494.00 (a) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 26,069,400.00 206,900.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 18,581,220.00 147,470.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 7,235,172.00 57,422.00 (c) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 98,280.00 780.00 (c) N/A (c)
EMC CORP CONVERTIBLE BOND CONVERTIBLES 268648AE 4,147,500.00 2,800.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 375,700.00 10,400.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 7,225.00 200.00 (c) N/A (b)
E.PIPHANY INC COMMON STOCKS 26881V10 13,356.00 100.00 (c) N/A (b)
ESCO ELECTRONICS CORP COMMON STOCKS 26903010 187,432.00 11,190.00 (a) N/A (c)
ESS TECHNOLOGY COMMON STOCKS 26915110 350,000.00 20,000.00 (c) N/A (c)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,215,347.00 172,855.45 (a) N/A (a)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,758.00 250.00 (c) N/A (b)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 49,464,841.00 210,265.00 (a) N/A (a)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 5,881,250.00 25,000.00 (a) N/A (b)
E*TRADE GROUP INC COMMON STOCKS 26924610 30,125.00 1,000.00 (c) N/A (b)
PRECISION DRILLING CORP COMMON STOCKS 2699688 383,812.00 11,500.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 116,025.00 7,800.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 4,760.00 320.00 (c) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 719,950.00 48,400.00 (c) N/A (c)
EARTHLINK INC COMMON STOCKS 27032110 56,370.00 2,900.00 (a) N/A (a)
EARTHLINK INC COMMON STOCKS 27032110 53,648.00 2,760.00 (a) N/A (b)
EARTHLINK INC COMMON STOCKS 27032110 4,471.00 230.00 (c) N/A (b)
RIO ALTO EXPLORATION LTD COMMON STOCKS 2740241 2,287,783.00 130,000.00 (c) N/A (c)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 8,981.00 150.00 (a) N/A (b)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 5,096.00 112.00 (a) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 130,812.00 2,875.00 (a) N/A (c)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 68,705.00 1,510.00 (c) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 492,782.00 9,073.00 (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 33,945.00 625.00 (a) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 342,172.00 6,300.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 122,203.00 2,250.00 (c) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 456,714.00 8,409.00 (c) N/A (b)
EASYRIDERS INC COMMON STOCKS 27784810 356.00 300.00 (a) N/A (b)
EATON CORP COMMON STOCKS 27805810 202,800.00 2,600.00 (a) N/A (a)
EATON CORP COMMON STOCKS 27805810 4,828,200.00 61,900.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 828,703.00 19,300.00 (c) N/A (c)
EBAY INC COMMON STOCKS 27864210 55,008,448.00 312,548.00 (a) N/A (a)
EBAY INC COMMON STOCKS 27864210 44,000.00 250.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 10,973,100.00 138,900.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 2,172,500.00 27,500.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 19,228,600.00 243,400.00 (a) N/A (c)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 774,200.00 9,800.00 (c) N/A (b)
ECLIPSYS CORP COMMON STOCKS 27885610 3,716,939.00 191,842.00 (a) N/A (a)
ECLIPSYS CORP COMMON STOCKS 27885610 3,274.00 169.00 (a) N/A (b)
ECLIPSYS CORP COMMON STOCKS 27885610 486,700.00 25,120.00 (a) N/A (c)
EDISON INTERNATIONAL COMMON STOCKS 28102010 1,033,530.00 62,400.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 13,250.00 800.00 (a) N/A (b)
EDISON INTERNATIONAL COMMON STOCKS 28102010 16,563.00 1,000.00 (a) N/A (c)
EDWARDS [JD] & CO COMMON STOCKS 28166710 4,285,225.00 131,600.00 (a) N/A (a)
EDWARDS [JD] & CO COMMON STOCKS 28166710 2,705,944.00 83,100.00 (a) N/A (c)
EDWARDS [JD] & CO COMMON STOCKS 28166710 3,256.00 100.00 (c) N/A (b)
EDWARDS [AG] INC COMMON STOCKS 28176010 4,000.00 100.00 (c) N/A (b)
EFAX.COM INC COMMON STOCKS 28201210 10,875.00 2,000.00 (c) N/A (b)
EFFICIENT NETWORKS INC COMMON STOCKS 28205610 7,125,874.00 45,752.00 (a) N/A (a)
EGAIN COMMUNICATIONS CORP COMMON STOCKS 28225C10 790,491.00 20,269.00 (a) N/A (a)
EGLOBE INC COMMON STOCKS 28233910 16,150.00 1,700.00 (c) N/A (b)
EL PASO ENERGY CORP COMMON STOCKS 28390510 403,750.00 10,000.00 (a) N/A (a)
ELAN FINANCE CNV BND YANKEE CONVERTIBLES 284129AC 6,956,562.00 9,850.00 (a) N/A (a)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 4,142,000.00 87,200.00 (a) N/A (a)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 876,470.00 18,452.00 (a) N/A (b)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 9,865,750.00 207,700.00 (a) N/A (c)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 23,750.00 500.00 (c) N/A (b)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 6,466,144.00 87,900.00 (a) N/A (a)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 3,428,012.00 46,600.00 (a) N/A (c)
ELCOR CORP COMMON STOCKS 28444310 1,554,225.00 45,050.00 (a) N/A (c)
ELECTROGLAS INC COMMON STOCKS 28532410 2,496,825.00 72,900.00 (a) N/A (a)
ELECTROGLAS INC COMMON STOCKS 28532410 770,625.00 22,500.00 (a) N/A (c)
ELECTRONIC ARTS COMMON STOCKS 28551210 17,797.00 250.00 (a) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 12,556,456.00 195,620.00 (a) N/A (a)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 6,419.00 100.00 (a) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 2,041,178.00 31,800.00 (a) N/A (c)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 94,440.00 1,574.00 (a) N/A (b)
ELSINORE CORP COMMON STOCKS 29030830 156,503.00 92,715.00 (a) N/A (a)
EMBOTELLADORA ARICA-ADR REGS COMMON STOCKS 29081520 693,750.00 75,000.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 25,457,233.00 993,453.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 8,051,375.00 314,200.00 (a) N/A (c)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 552,896.00 46,804.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 520,363.00 44,050.00 (a) N/A (c)
EMAGIN CORPORATION COMMON STOCKS 29082590 1,492,409.00 89,632.00 (a) N/A (a)
EMERGE INTERACTIVE INC COMMON STOCKS 29088W10 1,279,710.00 42,480.00 (a) N/A (a)
EMERGE INTERACTIVE INC COMMON STOCKS 29088W10 1,524,626.00 50,610.00 (a) N/A (c)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 187,200.00 14,400.00 (a) N/A (a)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 11,700.00 900.00 (c) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 860,625.00 16,200.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 756,394.00 14,238.00 (a) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 4,742,203.00 89,265.00 (a) N/A (c)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 63,750.00 1,200.00 (c) N/A (b)
EMMIS COMMUNICATIONS CL A COMMON STOCKS 29152510 5,115,000.00 110,000.00 (a) N/A (a)
EMMIS BROADCASTING CORP CONV PFD SER A CONVERTIBLES 29152520 258,000.00 4,000.00 (a) N/A (c)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,126,650.00 103,600.00 (a) N/A (a)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 713,400.00 65,600.00 (a) N/A (c)
EMULEX CORP COMMON STOCKS 29247520 5,914,575.00 54,200.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 4,452,300.00 40,800.00 (a) N/A (c)
ENCOMPASS SERVICES CORP COMMON STOCKS 29255U10 121.00 21.00 (a) N/A (b)
ENDESA SPONSORED ADR COMMON STOCKS 29258N10 7,500.00 320.00 (a) N/A (b)
ENDOCARE INC COMMON STOCKS 29264P10 7,650.00 400.00 (c) N/A (b)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 105,009.00 5,300.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 989,243.00 48,700.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 1,679,885.00 82,700.00 (a) N/A (c)
ENGELHARD CORP COMMON STOCKS 29284510 39,325.00 2,600.00 (a) N/A (a)
ENGELHARD CORP COMMON STOCKS 29284510 98,312.00 6,500.00 (a) N/A (b)
ENGINEERING MEASUREMENTS CO COMMON STOCKS 29288010 1,750.00 250.00 (c) N/A (b)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 7,498,256.00 530,850.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 18,149,919.00 1,284,950.00 (a) N/A (c)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 394,088.00 27,900.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 23,508,504.00 313,970.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 1,199,348.00 16,018.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 5,982,300.00 117,300.00 (a) N/A (a)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 581,400.00 11,400.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 1,586,100.00 31,100.00 (a) N/A (c)
ENTERTAINMENT PROPERTIES TR COMMON STOCKS 29380T10 337,613.00 25,600.00 (c) N/A (c)
ENTREMED INC COMMON STOCKS 29382F10 94,800.00 1,600.00 (a) N/A (a)
ENTREMED INC COMMON STOCKS 29382F10 426,600.00 7,200.00 (c) N/A (c)
ENTRUST TECHNOLOGIES INC COMMON STOCKS 29384810 11,985,041.00 140,871.00 (a) N/A (a)
EQUANT NV-NY REGISTERED SHR COMMON STOCKS 29440910 11,909.00 140.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 65,650.00 2,600.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 86,708.00 3,434.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 28,886.00 1,144.00 (c) N/A (b)
EQUITABLE RES INC COMMON STOCKS 29454910 546,719.00 12,200.00 (c) N/A (c)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 196,750.00 1,000.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 558,026.00 22,210.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 25,125.00 1,000.00 (a) N/A (b)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 558,252.00 22,219.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 1,488,564.00 37,040.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 60,282.00 1,500.00 (a) N/A (c)
EQUITY RES PRP PRF 8.60 SER D PREFERREDS 29476L80 1,598,000.00 75,200.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPERTIES 7.25% CONV CONVERTIBLES 29476L85 2,529,975.00 128,100.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 29,982,635.00 319,600.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 938,125.00 10,000.00 (a) N/A (b)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 2,457,901.00 26,200.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 58,164.00 620.00 (c) N/A (b)
ESCALADE INC COMMON STOCKS 29605610 1,638.00 100.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 9,427.00 1,066.00 (a) N/A (a)
ETOYS INC COMMON STOCKS 29786210 1,556,005.00 175,944.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 884.00 100.00 (c) N/A (b)
EUROPEAN WARRANT FUND INC EQUITY FUNDS 29879210 61,160.00 3,520.00 (a) N/A (b)
EVERGREEN RESOURCES INC COMMON STOCKS 29990030 2,053,519.00 84,900.00 (a) N/A (c)
EVERTRUST FINANCIAL GROUP INC COMMON STOCKS 30041210 9,812.00 1,000.00 (c) N/A (b)
EXABYTE CORP COMMON STOCKS 30061510 1,427,256.00 191,900.00 (a) N/A (c)
EXAR CORP COMMON STOCKS 30064510 447,266.00 6,250.00 (a) N/A (c)
EXCALIBUR TECHNOLOGIES INC COMMON STOCKS 30065120 685,512.00 17,300.00 (a) N/A (a)
EXCALIBUR TECHNOLOGIES INC COMMON STOCKS 30065120 3,534,550.00 89,200.00 (a) N/A (c)
EXCELON CORP COMMON STOCKS 30069110 402,750.00 35,800.00 (a) N/A (a)
EXCELON CORP COMMON STOCKS 30069110 9,068,625.00 806,100.00 (a) N/A (c)
EXCHANGE APPLICATIONS INC COMMON STOCKS 30086710 2,090,414.00 39,500.00 (a) N/A (a)
EXCHANGE APPLICATIONS INC COMMON STOCKS 30086710 529,219.00 10,000.00 (a) N/A (c)
SAL SMITH BARNEY SP PURPOSE CONVERTIBLES 30149TAA 8,448,700.00 7,760.00 (a) N/A (a)
SSB EXCHANGEABLE CERTS CORP CONVERTIBLES 30149TAC 6,271,875.00 7,500.00 (a) N/A (a)
EXIDE CORPORATION COMMON STOCKS 30205110 591.00 50.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 115,220,397.00 820,074.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 2,421,096.00 17,232.00 (a) N/A (b)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 29,097,550.00 207,100.00 (a) N/A (c)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 28,100.00 200.00 (c) N/A (b)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 11,739,750.00 1,565,300.00 (a) N/A (a)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 2,465,250.00 328,700.00 (a) N/A (c)
EXTREME NETWORKS COMMON STOCKS 30226D10 19,397,818.00 245,542.00 (a) N/A (a)
EXTREME NETWORKS COMMON STOCKS 30226D10 132,483.00 1,677.00 (a) N/A (b)
EXTREME NETWORKS COMMON STOCKS 30226D10 31,600.00 400.00 (c) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 90,333,767.00 1,158,607.42 (a) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 20,209,020.00 259,090.00 (a) N/A (b)
EXXON MOBIL CORP COMMON STOCKS 30231G10 36,139,613.00 463,356.00 (a) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 7,838,298.00 100,491.00 (c) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 8,814,936.00 113,012.00 (c) N/A (b)
FMC CORP NEW COMMON STOCKS 30249130 (220,350.00) (3,900.00) (a) N/A (a)
FMC CORP NEW COMMON STOCKS 30249130 39,550.00 700.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 799,193.00 17,350.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 49,517.00 1,075.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 502,087.00 10,900.00 (a) N/A (c)
FPL GROUP INC COMMON STOCKS 30257110 92,125.00 2,000.00 (c) N/A (b)
FSI INTERNATIONAL INC COMMON STOCKS 30263310 3,075.00 150.00 (c) N/A (b)
FCNB CORP COMMON STOCKS 30292010 231.00 16.00 (c) N/A (b)
FAIR HLDGS CORP SR. PFD PREFERREDS 30324520 - 115,178.65 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 2,977,356.00 375,100.00 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 99,219.00 12,500.00 (a) N/A (b)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 3,940,175.00 496,400.00 (a) N/A (c)
FAIRMARKET INC COMMON STOCKS 30515810 254,800.00 11,200.00 (a) N/A (a)
FAMILY DOLLAR STORES INC COMMON STOCKS 30700010 8,325.00 400.00 (c) N/A (b)
FARMSTEAD TELEPHONE GROUP INC COMMON STOCKS 31156530 138.00 100.00 (c) N/A (b)
FASTENAL CO COMMON STOCKS 31190010 51,705.00 1,080.00 (c) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 6,427,955.00 145,470.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 7,485,142.00 169,395.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 1,785,175.00 40,400.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 106,050.00 2,400.00 (c) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 648,672.00 14,680.00 (c) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,181,329.00 91,603.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 1,082,889.00 19,145.00 (a) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 6,204,906.00 109,700.00 (a) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 226,250.00 4,000.00 (c) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,656.00 100.00 (c) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 59,957.00 1,060.00 (c) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 367,575.00 8,700.00 (a) N/A (a)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 37,434.00 886.00 (a) N/A (b)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 7,199,400.00 170,400.00 (a) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 20,069.00 475.00 (c) N/A (b)
D WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H12 8,724.00 517.00 (a) N/A (a)
FEDEX CORPORATION COMMON STOCKS 31428X10 764,616.00 19,700.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 114,003.00 6,400.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 361,604.00 20,300.00 (c) N/A (c)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 701,678.00 50,800.21 (a) N/A (a)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 35,648.00 2,580.88 (a) N/A (b)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 977,925.00 70,800.00 (a) N/A (c)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 54,196.00 3,923.68 (c) N/A (a)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 160,650.00 2,550.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 172,550.00 5,800.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 1,038,275.00 34,900.00 (c) N/A (c)
FINOVA GROUP INC COMMON STOCKS 31792810 11,416.00 679.00 (c) N/A (b)
FIRST AUSTRALIA PRIME INCOME FUND FXD INC FUNDS 31865310 1,800.00 400.00 (c) N/A (b)
FIRST BANCORP OF INDIANA INC COMMON STOCKS 31867T10 18,750.00 2,000.00 (c) N/A (b)
FIRST CITIZENS BANCSHARES INC CL A COMMON STOCKS 31946M10 10,786.00 191.00 (a) N/A (a)
FIRST CONSULTING GROUP INC COMMON STOCKS 31986R10 2,178.00 134.00 (c) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 5,453,510.00 122,896.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 214,065.00 4,824.00 (a) N/A (b)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 10,900.00 400.00 (a) N/A (b)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 861,100.00 31,600.00 (c) N/A (c)
FIRST PHILIPPINE FUND INC EQUITY FUNDS 33610010 2,925.00 600.00 (a) N/A (b)
FIRST SECURITY CORP DELA COMMON STOCKS 33629410 249,264.00 20,772.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 2,450,380.00 65,782.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 762,731.00 20,476.00 (a) N/A (b)
FIRST UNION CORP COMMON STOCKS 33735810 624,832.00 16,774.00 (c) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 13,038.00 350.00 (c) N/A (b)
FIRST UN REAL ESTATE EQ & MTG COMMON STOCKS 33740010 3,256.00 1,184.00 (a) N/A (a)
FIRST WORLD COMMUNICATIONS INC COMMON STOCKS 33762530 450,288.00 22,100.00 (a) N/A (a)
FIRSTCOM CORPORATION COMMON STOCKS 33763T10 290,598.00 8,500.00 (a) N/A (a)
FIRSTCOM CORPORATION COMMON STOCKS 33763T10 348,718.00 10,200.00 (a) N/A (c)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 232,590.00 10,140.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 6,881.00 300.00 (a) N/A (b)
FISERV INC COMMON STOCKS 33773810 3,346,875.00 90,000.00 (a) N/A (a)
FISERV INC COMMON STOCKS 33773810 74,375.00 2,000.00 (c) N/A (b)
FIRSTFED AMERICA BANCORP INC COMMON STOCKS 33792910 1,075.00 100.00 (c) N/A (b)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 107,900.00 8,300.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 877,500.00 67,500.00 (c) N/A (c)
FIRSTENERGY CORP COMMON STOCKS 33793210 872,438.00 42,300.00 (a) N/A (a)
FLASHNET COMMUNICATIONS INC COMMON STOCKS 33852710 250.00 50.00 (c) N/A (b)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 11,011,868.00 301,695.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 469,974.00 12,876.00 (a) N/A (b)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 1,287,209.00 35,266.00 (a) N/A (c)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 85,738.00 2,349.00 (c) N/A (b)
FLEMING COMPANIES INC COMMON STOCKS 33913010 20,018.00 1,329.00 (c) N/A (b)
FLORA REAL ESTATE MTG. CO. CMN COMMON STOCKS 33999G99 - 38,385.00 (a) N/A (a)
FLORIDA EAST COAST INDS COMMON STOCKS 34063210 305,550.00 6,300.00 (a) N/A (a)
FLUOR CORP COMMON STOCKS 34386110 (412,300.00) (13,300.00) (a) N/A (a)
FLUOR CORP COMMON STOCKS 34386110 37,200.00 1,200.00 (a) N/A (b)
FLUSHING FINANCIAL CORP COMMON STOCKS 34387310 5,086.00 375.00 (c) N/A (b)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 10,391,850.00 230,930.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 1,543,500.00 34,300.00 (a) N/A (c)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 144,000.00 3,200.00 (c) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 118,986,047.00 2,590,144.00 (a) N/A (a)
FORD MOTOR CO COMMON STOCKS 34537010 326,340.00 7,104.00 (a) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 14,762,794.00 321,366.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 6,523.00 142.00 (c) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 2,035,053.00 44,300.00 (c) N/A (c)
FOREST LABS INC COMMON STOCKS 34583810 (84,500.00) (1,000.00) (a) N/A (a)
FOREST LABS INC COMMON STOCKS 34583810 1,842,100.00 21,800.00 (a) N/A (c)
FOREST OIL CORP COMMON STOCKS 34609160 1,062.00 100.00 (a) N/A (b)
FOREST OIL CORP COMMON STOCKS 34609160 10,625.00 1,000.00 (c) N/A (b)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 8,978,375.00 165,500.00 (a) N/A (a)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 173,600.00 3,200.00 (a) N/A (c)
FORT JAMES CORP COMMON STOCKS 34747110 66,066.00 3,003.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 1,817.00 71.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 5,118.00 200.00 (c) N/A (c)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 30,000.00 1,200.00 (a) N/A (a)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 57,500.00 2,300.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 3,347,200.00 418,400.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 472,000.00 59,000.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 4,097,600.00 512,200.00 (a) N/A (c)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 101,037,275.00 702,868.00 (a) N/A (a)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 794,219.00 5,525.00 (a) N/A (b)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 21,318,125.00 148,300.00 (a) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 7,050,399.00 235,500.00 (a) N/A (a)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 3,742.00 125.00 (c) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 (260,819.00) (7,800.00) (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 117,031.00 3,500.00 (a) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 90,281.00 2,700.00 (c) N/A (b)
FREEPORT-MCMORAN COPPER & GOLD INC CL A COMMON STOCKS 35671D10 445.00 40.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 103,271.00 8,561.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 1,909,494.00 158,300.00 (a) N/A (c)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 6,031.00 500.00 (c) N/A (b)
FRESENIUS MEDICAL CARE AG SPONSORED ADR COMMON STOCKS 35802910 15,278.00 630.00 (a) N/A (b)
FRESENIUS MEDICAL CARE - ADR COMMON STOCKS 35802920 1,741,735.00 119,600.00 (a) N/A (a)
FUJI BANK LTD-UNSPONSORED ADR COMMON STOCKS 35955020 18,816.00 200.00 (c) N/A (c)
FUJI PHOTO FILM CO LTD ADR COMMON STOCKS 35958630 2,200.00 50.00 (a) N/A (b)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 4,760.00 31.00 (a) N/A (a)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 22,266.00 145.00 (c) N/A (c)
FURNITURE BRANDS INTERNATIONAL INC COMMON STOCKS 36092110 433.00 23.00 (c) N/A (b)
FUSION MEDICAL TECHNOLOGIES INC COMMON STOCKS 36112810 998,654.00 51,213.00 (a) N/A (a)
FUSION MEDICAL TECHNOLOGIES INC COMMON STOCKS 36112810 157,365.00 8,070.00 (a) N/A (b)
FUTURELINK DISTRIBUTION CORP COMMON STOCKS 36114Q20 5,025.00 200.00 (c) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 109,810.00 3,160.00 (a) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 6,950.00 200.00 (a) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 50,388.00 1,450.00 (c) N/A (b)
GST TELECOMMUNICATIONS INC COMMON STOCKS 36194210 1,225.00 200.00 (c) N/A (b)
GPU INC COMMON STOCKS 36225X10 810,300.00 29,600.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 3,425,608.00 48,248.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 1,452,873.00 20,463.00 (a) N/A (b)
GTE CORP COMMON STOCKS 36232010 852,000.00 12,000.00 (a) N/A (c)
GTE CORP COMMON STOCKS 36232010 63,900.00 900.00 (c) N/A (a)
GTE CORP COMMON STOCKS 36232010 54,102.00 762.00 (c) N/A (b)
GABELLI ASSET MANAGEMENT INC COMMON STOCKS 36239Y10 1,118,262.00 65,300.00 (a) N/A (c)
GADZOOX NETWORKS INC COMMON STOCKS 36255510 1,850,292.00 38,598.00 (a) N/A (a)
GADZOOX NETWORKS INC COMMON STOCKS 36255510 2,240,982.00 46,748.00 (a) N/A (b)
GADZOOX NETWORKS INC COMMON STOCKS 36255510 95,875.00 2,000.00 (c) N/A (b)
GALILEO INTERNATIONAL INC COMMON STOCKS 36354710 315,225.00 13,100.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 18,783,088.00 266,900.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,431,428.00 20,340.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 1,358,238.00 19,300.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 380,025.00 5,400.00 (c) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,766,412.00 25,100.00 (c) N/A (b)
GANNETT CO COMMON STOCKS 36473010 49,262.00 700.00 (c) N/A (c)
GAP INC COMMON STOCKS 36476010 13,374,695.00 268,500.00 (a) N/A (a)
GAP INC COMMON STOCKS 36476010 4,121,785.00 82,746.00 (a) N/A (b)
GAP INC COMMON STOCKS 36476010 24,906.00 500.00 (a) N/A (c)
GAP INC COMMON STOCKS 36476010 185,552.00 3,725.00 (c) N/A (a)
GAP INC COMMON STOCKS 36476010 1,077,893.00 21,639.00 (c) N/A (b)
GARDEN FRESH RESTAURANT CORP COMMON STOCKS 36523510 3,905.00 355.00 (a) N/A (a)
GARDNER DENVER MACHINERY INC COMMON STOCKS 36555810 483,494.00 25,700.00 (c) N/A (c)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 7,269.00 546.00 (a) N/A (a)
GASONICS INTERNATIONAL CORP COMMON STOCKS 36727810 11,651,760.00 293,819.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 2,887,500.00 52,500.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 495,000.00 9,000.00 (a) N/A (c)
GATEWAY INC COMMON STOCKS 36762610 12,320.00 224.00 (c) N/A (b)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 70,125.00 11,000.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 2,472,729.00 387,879.00 (a) N/A (c)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 478,762.00 75,100.00 (c) N/A (c)
GELTEX PHARMACEUTICALS INC COMMON STOCKS 36853810 837,500.00 50,000.00 (a) N/A (a)
GENE LOGIC INC COMMON STOCKS 36868910 20,925,784.00 497,492.00 (a) N/A (a)
GENE LOGIC INC COMMON STOCKS 36868910 409,689.00 9,740.00 (a) N/A (b)
GENE LOGIC INC COMMON STOCKS 36868910 16,118,350.00 383,200.00 (a) N/A (c)
GENE LOGIC INC COMMON STOCKS 36868910 841.00 20.00 (c) N/A (b)
GENELABS TECHNOLOGIES INC COMMON STOCKS 36870610 6,188.00 1,000.00 (a) N/A (a)
GENELABS TECHNOLOGIES INC COMMON STOCKS 36870610 1,856.00 300.00 (c) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 18,996,200.00 124,975.00 (a) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 5,337,480.00 35,115.00 (a) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 18,407,200.00 121,100.00 (a) N/A (c)
GENENTECH INC COMMON STOCKS 36871040 387,600.00 2,550.00 (c) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 1,035,880.00 6,815.00 (c) N/A (b)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 3,882,964.00 287,627.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 15,705,703.00 398,875.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 613,108.00 15,571.00 (a) N/A (b)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 137,576.00 3,494.00 (c) N/A (b)
GENERAL DATACOMM INDUSTRIES INC COMMON STOCKS 36948710 37,000.00 4,000.00 (a) N/A (c)
GEN DYNAMICS CORP COMMON STOCKS 36955010 338,300.00 6,800.00 (a) N/A (a)
GEN DYNAMICS CORP COMMON STOCKS 36955010 398.00 8.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 114,741,068.00 737,292.00 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 37,370,698.00 240,133.00 (a) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 40,237,311.00 258,553.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 2,833,931.00 18,210.00 (c) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 13,711,029.00 88,103.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 263,006.00 1,690.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 588,974.00 19,350.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 60,875.00 2,000.00 (a) N/A (b)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 60,876.00 2,000.00 (a) N/A (c)
GENERAL MILLS INC COMMON STOCKS 37033410 7,309,972.00 202,000.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 14,475.00 400.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 8,543,869.00 236,100.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 27,637,182.00 333,730.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 66,333.00 801.00 (a) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 2,981,268.00 36,000.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 23,767.00 287.00 (c) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 6,931,288.00 55,673.00 (a) N/A (a)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 42,330.00 340.00 (c) N/A (c)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 4,701,603.00 60,427.07 (a) N/A (a)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 1,580,359.00 20,311.47 (a) N/A (c)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 510,596.00 6,562.40 (c) N/A (c)
GENESCO INC COMMON STOCKS 37153210 1,312.00 100.00 (c) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 7,412.00 200.00 (a) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 389,156.00 10,500.00 (a) N/A (c)
GENESIS ENERGY LP COMMON STOCKS 37192710 296,000.00 32,000.00 (a) N/A (a)
GENESIS MICROCHIP INC COMMON STOCKS 37193310 4,350.00 200.00 (a) N/A (b)
GENRAD INC COMMON STOCKS 37244710 345,262.00 27,900.00 (c) N/A (c)
GENSET SPONSORED ADR COMMON STOCKS 37244T10 1,672,926.00 51,500.00 (a) N/A (a)
GENUINE PARTS CO COMMON STOCKS 37246010 (64,462.00) (2,700.00) (a) N/A (a)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 110,275.00 2,200.00 (a) N/A (b)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 932,325.00 18,600.00 (a) N/A (c)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 1,634.00 108.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 2,103.00 179.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 21,867.00 1,861.00 (a) N/A (c)
GEORGIA-PACIFIC COMMON STOCKS 37329810 (245,291.00) (6,200.00) (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 6,330.00 160.00 (a) N/A (b)
GEORGIA-PACIFIC COMMON STOCKS 37329810 134,512.00 3,400.00 (c) N/A (b)
GEORGIA-PACIFIC CORP [TIMBER GROUP] COMMON STOCKS 37329870 2,562.00 100.00 (c) N/A (b)
GEOWORKS COMMON STOCKS 37369210 10,688.00 300.00 (a) N/A (a)
GERALD STEVENS INC COMMON STOCKS 37369G10 4,000.00 500.00 (a) N/A (a)
GERMANY FUND INC EQUITY FUNDS 37414310 421.00 26.00 (c) N/A (b)
GERON CORP COMMON STOCKS 37416310 22,200.00 800.00 (c) N/A (b)
GETTY IMAGES INC COMMON STOCKS 37427610 13,883,016.00 386,310.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 26,054,688.00 725,000.00 (a) N/A (c)
GETTY REALTY CORP NEW PART CONV REDEEM CONVERTIBLES 37429720 21,316.00 1,172.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 47,422,182.00 748,279.00 (a) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 49,432.00 780.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 1,571,700.00 24,800.00 (a) N/A (c)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 948,850.00 14,972.00 (c) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 84,923.00 1,340.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 9,671,025.00 152,600.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 4,179,164.00 110,890.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 2,293,812.00 60,864.00 (a) N/A (b)
GILLETTE CO. COMMON STOCKS 37576610 170,348.00 4,520.00 (c) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 106,354.00 2,822.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 512,205.00 8,937.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 8,597.00 150.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 45,908.00 801.00 (c) N/A (c)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 48,279.00 2,749.00 (a) N/A (a)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 14,050.00 800.00 (a) N/A (b)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 419,744.00 23,900.00 (a) N/A (c)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 5,269.00 300.00 (c) N/A (b)
GLOBAL CROSSING LTD 7% CNV PFD PREFERREDS 37932J30 2,023,000.00 8,500.00 (a) N/A (a)
GLOBAL INDUSTRIES LTD COMMON STOCKS 37933610 3,120,975.00 213,400.00 (a) N/A (c)
GLOBAL MARINE INC. COMMON STOCKS 37935240 4,308,675.00 169,800.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 50,750.00 2,000.00 (a) N/A (b)
GLOBAL MARINE INC. COMMON STOCKS 37935240 126,875.00 5,000.00 (a) N/A (c)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 1,944,958.00 94,876.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 57,564.00 2,808.00 (a) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 42,948.00 2,095.00 (c) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 1,025,000.00 50,000.00 (c) N/A (c)
GLOBESPAN INC COMMON STOCKS 37957110 19,785,865.00 194,098.00 (a) N/A (a)
GLOBESPAN INC COMMON STOCKS 37957110 6,317,271.00 61,972.00 (a) N/A (b)
GLOBESPAN INC COMMON STOCKS 37957110 122,325.00 1,200.00 (c) N/A (b)
GLOBIX CORP COMMON STOCKS 37957F10 4,158,370.00 109,072.00 (a) N/A (a)
GLOBIX CORP COMMON STOCKS 37957F10 536,800.00 14,080.00 (a) N/A (c)
GLOBIX CORP COMMON STOCKS 37957F10 134,200.00 3,520.00 (c) N/A (c)
GLOBO CABO S.A. SP ADR COMMON STOCKS 37957X10 1,207,500.00 64,400.00 (a) N/A (a)
GOLDEN OCEAN GROUP LTD WARRANTS 38113811 - 5,250.00 (a) N/A (a)
WTS-GOLDEN STATE BANCORP INC WARRANTS 38119713 269.00 200.00 (c) N/A (b)
GOLDEN STAR RESOURCES LTD COMMON STOCKS 38119T10 2,455.00 2,200.00 (a) N/A (b)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 608,163.00 19,500.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 72,043.00 2,310.00 (a) N/A (b)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 4,235,262.00 135,800.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 8,321,065.00 79,060.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 7,334,872.00 69,690.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 21,050.00 200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 594,662.00 5,650.00 (c) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 452,575.00 4,300.00 (c) N/A (b)
GOLF TRUST OF AMERICA INC COMMON STOCKS 38168B10 305,250.00 18,500.00 (c) N/A (c)
GOODRICH [B.F.] CO COMMON STOCKS 38238810 71,719.00 2,500.00 (a) N/A (b)
GOODRICH [B.F.] CO COMMON STOCKS 38238810 14,344.00 500.00 (c) N/A (b)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 (254,112.00) (10,900.00) (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 4,729,048.00 58,700.00 (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 749,236.00 9,300.00 (c) N/A (c)
GOUVERNEUR BANCORP INC COMMON STOCKS 38358410 8,250.00 2,000.00 (c) N/A (b)
GRACO INC COMMON STOCKS 38410910 1,978,380.00 68,220.00 (a) N/A (c)
GPA GROUP PLC PFD 7% PREFERREDS 38411190 4,625,000.00 9,250,000.00 (a) N/A (a)
GRAINGER [W.W.] INC COMMON STOCKS 38480210 86,800.00 1,600.00 (a) N/A (a)
GRAND UNION CO-WTS WARRANTS 38653213 - 1,394.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 179,906.00 25,250.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 71,250.00 10,000.00 (a) N/A (c)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 2,138.00 300.00 (c) N/A (b)
GRANT IND CNV DEB-IN DEFAULT CONVERTIBLES 388092AA - 336.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 12,756.00 650.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 7,850.00 400.00 (c) N/A (b)
GREKA ENERGY CORP COMMON STOCKS 39763710 747.00 83.00 (c) N/A (b)
GREY ADVERTISING INC COMMON STOCKS 39783810 52,761.00 129.00 (a) N/A (b)
GREY WOLF INC COMMON STOCKS 39788810 394.00 100.00 (a) N/A (b)
GREY WOLF INC COMMON STOCKS 39788810 3,938.00 1,000.00 (c) N/A (b)
GRIFFON CORP COMMON STOCKS 39843310 325,802.00 41,700.00 (c) N/A (c)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 118,280.00 2,673.00 (a) N/A (a)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 35,223.00 796.00 (c) N/A (c)
BANCOMER B REG S COMMON STOCKS 40048630 239,680.00 21,400.00 (a) N/A (a)
GRUPO SIDEK SPONSORED ADR COMMON STOCKS 40049010 1.00 55.00 (a) N/A (a)
GRUPO TRIBASA SA CV SPONSORED ADR COMMON STOCKS 40049F10 13.00 30.00 (c) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 19,778,004.00 290,853.00 (a) N/A (a)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 244,800.00 3,600.00 (a) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 6,351,200.00 93,400.00 (a) N/A (c)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 5,229,200.00 76,900.00 (c) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 629,286.00 33,900.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 287,726.00 15,500.00 (a) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 408.00 22.00 (c) N/A (b)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 329,071.00 3,700.00 (a) N/A (a)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 133,406.00 1,500.00 (c) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 165,332,068.00 2,808,188.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 853,688.00 14,500.00 (a) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 12,917,175.00 219,400.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 41,583,412.00 706,300.00 (c) N/A (c)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 25,575.00 1,100.00 (a) N/A (a)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 265,050.00 11,400.00 (c) N/A (c)
HCC INSURANCE HOLDINGS INC COMMON STOCKS 40413210 2,099,886.00 158,482.00 (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 1,012.00 100.00 (a) N/A (b)
HMN FINANCIAL INC COMMON STOCKS 40424G10 10,125.00 1,000.00 (c) N/A (b)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 60,938.00 1,000.00 (c) N/A (b)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 12,188.00 200.00 (c) N/A (c)
HSB GROUP INC COMMON STOCKS 40428N10 167,838.00 5,800.00 (a) N/A (a)
HSB GROUP INC COMMON STOCKS 40428N10 31,831.00 1,100.00 (a) N/A (b)
HA-LO INDUSTRIES INC COMMON STOCKS 40442910 19,688.00 2,500.00 (a) N/A (b)
HA-LO INDUSTRIES INC COMMON STOCKS 40442910 15,750.00 2,000.00 (c) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 3,014,462.00 73,300.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 1,145,331.00 27,850.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 822,500.00 20,000.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 841,006.00 20,450.00 (c) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 123,375.00 3,000.00 (c) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 938.00 100.00 (a) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 71,250.00 7,600.00 (c) N/A (b)
HALSEY DRUG CO COMMON STOCKS 40636910 2,473,500.00 1,319,200.00 (a) N/A (a)
JOHN HANCOCK BANK & THRIFT OPPORTUNITY EQUITY FUNDS 40973510 15,380.00 2,217.00 (a) N/A (a)
JOHN HANCOCK BANK & THRIFT OPPORTUNITY EQUITY FUNDS 40973510 11,024.00 1,589.00 (a) N/A (b)
JOHN HANCOCK FINANCIAL SERVICES INC COMMON STOCKS 41014S10 29,044.00 1,608.00 (a) N/A (b)
HANOVER DIRECT INC COMMON STOCKS 41078310 10,186,375.00 4,289,000.00 (a) N/A (a)
HANSON PLC SPONSORED ADR COMMON STOCKS 41135240 424.00 12.00 (a) N/A (b)
HARBINGER CORP COMMON STOCKS 41145C10 5,794,652.00 198,958.00 (a) N/A (a)
HARCOR ENERGY 144A WARRANTS WARRANTS 41162811 - 22,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 1,741,438.00 46,750.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 609,038.00 16,350.00 (a) N/A (b)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 424,650.00 11,400.00 (c) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 132,834.00 3,566.00 (c) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 752,475.00 9,480.00 (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 29,210.00 368.00 (a) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 31,750.00 400.00 (a) N/A (c)
HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCKS 41308610 4,473,000.00 74,550.00 (a) N/A (c)
HARMONIC LIGHTWAVES INC COMMON STOCKS 41316010 124,875.00 1,500.00 (a) N/A (a)
HARMONIC LIGHTWAVES INC COMMON STOCKS 41316010 1,307,025.00 15,700.00 (c) N/A (c)
HARRIS CORP COMMON STOCKS 41387510 14,765,197.00 427,200.00 (a) N/A (a)
HARRIS CORP COMMON STOCKS 41387510 2,916,038.00 84,370.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 245,969.00 8,500.00 (a) N/A (a)
HARSCO CORP COMMON STOCKS 41586410 6,513,831.00 225,100.00 (a) N/A (c)
HARTE-HANKS INC COMMON STOCKS 41619610 45,057.00 1,986.00 (a) N/A (a)
HARTE-HANKS INC COMMON STOCKS 41619610 249,562.00 11,000.00 (a) N/A (b)
HARTE-HANKS INC COMMON STOCKS 41619610 2,078,175.00 91,600.00 (a) N/A (c)
HARTE-HANKS INC COMMON STOCKS 41619610 57,172.00 2,520.00 (c) N/A (b)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 5,406,875.00 102,500.00 (a) N/A (a)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 105,500.00 2,000.00 (a) N/A (b)
HARTFORD LIFE INC. COMMON STOCKS 41659210 1,256,250.00 26,800.00 (a) N/A (a)
HARTFORD LIFE INC. COMMON STOCKS 41659210 32,812.00 700.00 (a) N/A (b)
HARTFORD LIFE INC. COMMON STOCKS 41659210 30,469.00 650.00 (c) N/A (c)
HASBRO INC COMMON STOCKS 41805610 6,675.00 400.00 (c) N/A (b)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 334,036.00 10,500.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 1,304,333.00 41,000.00 (c) N/A (c)
HEALTH CARE PPTYS INVEST INC COMMON STOCKS 42191510 564,724.00 22,200.00 (c) N/A (c)
HEALTH MANAGEMENT ASSOCIATES INC CL A COMMON STOCKS 42193310 4,008,525.00 281,300.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 533,488.00 31,850.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 6,700.00 400.00 (a) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 341,700.00 20,400.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 581,225.00 34,700.00 (c) N/A (c)
HEALTH-CHEM CORP SUB DEB CV CONVERTIBLES 422174AA 8,500.00 34.00 (a) N/A (a)
HEALTH CARE REIT INC COMMON STOCKS 42217K10 294,000.00 21,000.00 (c) N/A (c)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 12,513,633.00 544,071.00 (a) N/A (a)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 5,401,504.00 234,848.00 (a) N/A (b)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 2,300.00 100.00 (c) N/A (a)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 29,670.00 1,290.00 (c) N/A (c)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 18,200.00 5,600.00 (c) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 175,126.00 7,492.00 (a) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 4,675.00 200.00 (c) N/A (b)
HEARX LTD COMMON STOCKS 42236030 20,938.00 5,000.00 (a) N/A (a)
HEILIG MEYERS CO COMMON STOCKS 42289310 19,688.00 5,000.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 2,727,225.00 78,200.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 6,975.00 200.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 160,425.00 4,600.00 (a) N/A (c)
HEINZ (H.J.) CO COMMON STOCKS 42307410 523.00 15.00 (c) N/A (b)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 10,727,883.00 739,854.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 3,146,500.00 217,000.00 (a) N/A (c)
HELMERICH & PAYNE INC COMMON STOCKS 42345210 43,400.00 1,400.00 (a) N/A (b)
HEMISPHERX BIOPHARMA INC COMMON STOCKS 42366C10 3,300.00 300.00 (c) N/A (b)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 46,389.00 1,258.00 (a) N/A (a)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 46,389.00 1,258.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 829,530.00 17,016.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 157,560.00 3,232.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 9,750.00 200.00 (a) N/A (c)
HERSHEY FOODS CORP COMMON STOCKS 42786610 4,388.00 90.00 (c) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 15,081,151.00 113,766.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,331,686.00 62,851.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,788,894.00 66,300.00 (a) N/A (c)
HEWLETT-PACKARD COMMON STOCKS 42823610 795,375.00 6,000.00 (c) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 914,681.00 6,900.00 (c) N/A (b)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 7,052,925.00 9,130.00 (a) N/A (a)
HI/FN INC COMMON STOCKS 42835810 16,461.00 253.00 (a) N/A (b)
HIBERNIA CORP CL A COMMON STOCKS 42865610 10,500.00 1,000.00 (a) N/A (a)
HIGH PLAINS CORP COMMON STOCKS 42970110 5,643.00 1,584.00 (c) N/A (b)
HILLS STORES CO WTS WARRANTS 43169212 - 5,929.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 7,750.00 1,000.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 4.00 0.53 (a) N/A (c)
HITACHI LTD SPONSORED ADR COMMON STOCKS 43357850 2,438.00 20.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 17,930,080.00 158,323.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 1,257,075.00 11,100.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 40,261,847.00 355,513.00 (a) N/A (c)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 22,650.00 200.00 (c) N/A (b)
HOLLINGER INTL INC COMMON STOCKS 43556910 16,125.00 1,500.00 (a) N/A (c)
HOLLYWOOD ENTERTAINMENT CORP COMMON STOCKS 43614110 1,653,216.00 205,050.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 67,266,082.00 1,042,885.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 38,146,203.00 591,414.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 18,100,312.00 280,625.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 2,590,449.00 40,162.00 (c) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 5,379,106.00 83,397.00 (c) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 144,480.00 2,240.00 (c) N/A (c)
HOME PROPERTIES OF NEW YORK INC COMMON STOCKS 43730610 2,228,275.00 83,300.00 (a) N/A (c)
HOME PROPERTIES OF NEW YORK INC COMMON STOCKS 43730610 21,400.00 800.00 (c) N/A (b)
HOMESTAKE MINING COMMON STOCKS 43761410 1,338,900.00 223,150.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 1,008,000.00 168,000.00 (a) N/A (c)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 6,881,490.00 198,600.00 (a) N/A (a)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 6,744.00 83.00 (a) N/A (a)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 30,875.00 380.00 (c) N/A (c)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 5,365,260.00 101,831.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 1,135,468.00 21,551.00 (a) N/A (b)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 9,536,439.00 181,000.00 (a) N/A (c)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 1,408,653.00 26,736.00 (c) N/A (b)
HOOPER HOLMES INC COMMON STOCKS 43910410 2,775,881.00 80,900.00 (a) N/A (c)
HORMEL GEO A &CO COMMON STOCKS 44045210 335,335.00 20,400.00 (a) N/A (a)
HOSIERY CORP OF AMERICA COMMON STOCKS 44101610 81,000.00 2,000.00 (a) N/A (a)
HOSPITALITY PROPERTIES TRUST COMMON STOCKS 44106M10 1,865,025.00 92,100.00 (c) N/A (c)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 191,008.00 21,522.00 (a) N/A (a)
HOTJOBS.COM LTD COMMON STOCKS 44147410 1,353,400.00 53,600.00 (a) N/A (a)
HOTJOBS.COM LTD COMMON STOCKS 44147410 7,272,000.00 288,000.00 (a) N/A (c)
HOUGHTON MIFFLIN CO COMMON STOCKS 44156010 8,488.00 200.00 (c) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 2,247,109.00 60,224.00 (a) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 2,238,750.00 60,000.00 (a) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 22,388.00 600.00 (a) N/A (c)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 208,950.00 5,600.00 (c) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 369,394.00 9,900.00 (c) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 82,125.00 3,000.00 (c) N/A (b)
HUBCO INC COMMON STOCKS 44416510 464,123.00 21,400.00 (c) N/A (c)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 182,738.00 2,200.00 (a) N/A (a)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 12,318,169.00 148,300.00 (a) N/A (c)
HUSSMANN INTERNATIONAL INC COMMON STOCKS 44811010 19,031.00 1,500.00 (a) N/A (b)
HUTCHISON WHAMPOA - UNSP ADR COMMON STOCKS 44841520 18,946.00 200.00 (c) N/A (c)
IDT CORP COMMON STOCKS 44894710 913.00 22.00 (c) N/A (b)
HYPERCOM CORP COMMON STOCKS 44913M10 25,688.00 1,500.00 (c) N/A (b)
HYPERFEED TECHNOLOGIES INC COMMON STOCKS 44913S10 6,000.00 1,000.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 22,886,012.00 704,185.00 (a) N/A (a)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 611,162.00 18,805.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 903,500.00 27,800.00 (a) N/A (c)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 592,638.00 18,235.00 (c) N/A (b)
ICG COMMUNICATION INC COMMON STOCKS 44924610 238,425.00 6,600.00 (a) N/A (a)
ICG COMMUNICATION INC COMMON STOCKS 44924610 7,225.00 200.00 (c) N/A (b)
ICICI LTD SPONSORED ADR COMMON STOCKS 44926P10 17,325.00 770.00 (a) N/A (b)
ICO INC COMMON STOCKS 44929310 159.00 100.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 1,925,462.00 53,300.00 (a) N/A (a)
ICOS CORP COMMON STOCKS 44929510 7,225.00 200.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 27,094.00 750.00 (c) N/A (c)
ICU MEDICAL INC COMMON STOCKS 44930G10 767,700.00 42,650.00 (a) N/A (c)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 8,502,752.00 86,542.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 609,150.00 6,200.00 (a) N/A (b)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 8,194,050.00 83,400.00 (a) N/A (c)
IDX SYSTEMS CORP COMMON STOCKS 44949110 136,875.00 5,000.00 (a) N/A (a)
IHOP CORP COMMON STOCKS 44962310 2,800.00 200.00 (c) N/A (b)
IMC GLOBAL INC COMMON STOCKS 44966910 52,803,051.00 3,594,979.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 912,125.00 62,100.00 (a) N/A (c)
IMC GLOBAL INC COMMON STOCKS 44966910 14,154,826.00 963,700.00 (c) N/A (c)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 6.00 177.00 (a) N/A (a)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 5.00 166.00 (c) N/A (a)
IMCO RECYCLING INC COMMON STOCKS 44968110 359,548.00 32,500.00 (c) N/A (c)
IPC INFORMATION SYSTEMS INC COMMON STOCKS 44980K20 103,000.00 500.00 (c) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 123,644.00 7,300.00 (a) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 315,038.00 18,600.00 (a) N/A (b)
IRT PROPERTY CO COMMON STOCKS 45005810 7,928.00 991.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 36,829,611.00 316,134.00 (a) N/A (a)
ISS GROUP INC COMMON STOCKS 45030610 701,214.00 6,019.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 118,830.00 1,020.00 (c) N/A (b)
ITC DELTACOM INC COMMON STOCKS 45031T10 17,132,632.00 480,916.00 (a) N/A (a)
ITC DELTACOM INC COMMON STOCKS 45031T10 28,176,988.00 790,933.00 (a) N/A (c)
ITEQ INC COMMON STOCKS 45043010 169.00 139.00 (c) N/A (b)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 10,157,600.00 634,850.00 (a) N/A (a)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 11,784,000.00 736,500.00 (a) N/A (c)
ITXC CORP COMMON STOCKS 45069F10 3,833,241.00 81,450.00 (a) N/A (a)
ITXC CORP COMMON STOCKS 45069F10 12,450,384.00 264,550.00 (a) N/A (c)
IXL ENTERPRISES INC COMMON STOCKS 45071810 304,220.00 10,865.00 (a) N/A (a)
IBASIS INC COMMON STOCKS 45073210 5,808,291.00 141,450.00 (a) N/A (a)
IBASIS INC COMMON STOCKS 45073210 11,996,409.00 292,150.00 (a) N/A (c)
IBIS TECHNOLOGY CORP COMMON STOCKS 45090910 1,052,190.00 11,691.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 170,844.00 5,500.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 4,802,262.00 154,600.00 (a) N/A (c)
IDACORP INC COMMON STOCKS 45110710 2,184,038.00 62,850.00 (a) N/A (c)
IDEX CORP COMMON STOCKS 45167R10 365,150.00 13,400.00 (c) N/A (c)
IDENTIX INC. COMMON STOCKS 45190610 211,850.00 7,600.00 (a) N/A (a)
IDENTIX INC. COMMON STOCKS 45190610 1,881,562.00 67,500.00 (c) N/A (c)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 2,940,000.00 70,000.00 (a) N/A (a)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 294,000.00 7,000.00 (a) N/A (c)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 5,165,026.00 93,400.10 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 377,800.00 6,838.00 (a) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 250,867.00 9,400.00 (a) N/A (a)
IMATION CORPORATION COMMON STOCKS 45245A10 1,334.00 50.00 (a) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 425,666.00 15,950.00 (a) N/A (c)
IMATION CORPORATION COMMON STOCKS 45245A10 707,232.00 26,500.00 (c) N/A (c)
IMAX CORP COMMON STOCKS 45245E10 4,312.00 200.00 (a) N/A (b)
IMCLONE SYSTEMS COMMON STOCKS 45245W10 161,438.00 2,100.00 (a) N/A (a)
IMCLONE SYSTEMS COMMON STOCKS 45245W10 1,568,250.00 20,400.00 (c) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 380,625.00 6,000.00 (a) N/A (a)
IMMUNEX CORP COMMON STOCKS 45252810 761,250.00 12,000.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 7,334,644.00 115,620.00 (a) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 87,544.00 1,380.00 (c) N/A (b)
IMMUNE RESPONSE CORP-DEL COMMON STOCKS 45252T10 2,300.00 200.00 (c) N/A (b)
IMPERIAL BANCORP COMMON STOCKS 45255610 10,691,156.00 344,876.00 (a) N/A (a)
IMPERIAL BANCORP COMMON STOCKS 45255610 1,017,792.00 32,832.00 (a) N/A (c)
IMPATH INC COMMON STOCKS 45255G10 11,025.00 300.00 (a) N/A (b)
IMPERIAL PARKING CORP COMMON STOCKS 45307710 773.00 59.20 (a) N/A (a)
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR COMMON STOCKS 45314210 2,055.00 126.00 (a) N/A (b)
IMPSAT FIBER NETWORKS COMMON STOCKS 45321T10 551,600.00 19,700.00 (a) N/A (a)
INCO LTD COMMON STOCKS 45325840 237,038.00 12,900.00 (a) N/A (a)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 4,003,300.00 4,655.00 (a) N/A (a)
INCYTE PHARMACEUTICALS INC COMMON STOCKS 45337C10 6,995.00 80.00 (a) N/A (b)
INDIA FUND INC CLOSED END FUNDS 45408910 6,800.00 400.00 (c) N/A (b)
INDIA FUND INC CLOSED END FUNDS 45408910 625,600.00 36,800.00 (c) N/A (c)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 7,862,168.00 47,124.00 (a) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 51,094.00 3,750.00 (c) N/A (b)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 15,234,756.00 1,019,900.00 (a) N/A (a)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 31,199,956.00 2,088,700.00 (a) N/A (c)
INFERENCE CORP CL A COMMON STOCKS 45662K10 6,366.00 1,050.00 (c) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 19,285,796.00 595,700.25 (a) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 10,116,378.00 312,475.00 (a) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 14,623,367.00 451,687.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 3,138,756.00 96,950.00 (c) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 152,162.00 4,700.00 (c) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 24,605.00 760.00 (c) N/A (c)
INFORMATICA CORP COMMON STOCKS 45666Q10 8,461,819.00 110,162.00 (a) N/A (a)
INFORMATION ARCHITECTS CORP COMMON STOCKS 45669R10 6,263,688.00 360,500.00 (a) N/A (a)
INFORMATION ARCHITECTS CORP COMMON STOCKS 45669R10 2,522,850.00 145,200.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 11,295,369.00 666,881.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 562,054.00 33,184.00 (a) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 28,100,636.00 1,659,075.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 74,525.00 4,400.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 1,521,032.00 89,800.00 (c) N/A (c)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 3,145,900.00 16,300.00 (a) N/A (a)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 3,319,600.00 17,200.00 (a) N/A (c)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 193,000.00 1,000.00 (c) N/A (c)
INFOSPACE INC COMMON STOCKS 45678T10 7,577,295.00 52,100.00 (a) N/A (a)
INFOSPACE INC COMMON STOCKS 45678T10 1,221,675.00 8,400.00 (a) N/A (c)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 37,235.00 677.00 (a) N/A (a)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 407,550.00 7,410.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 22,275.00 405.00 (c) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 1,380,600.00 31,200.00 (a) N/A (a)
INGERSOLL-RAND CO COMMON STOCKS 45686610 44,250.00 1,000.00 (a) N/A (b)
INGERSOLL-RAND CO COMMON STOCKS 45686610 9,243,825.00 208,900.00 (a) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 1,328.00 30.00 (c) N/A (b)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 469,350.00 6,300.00 (a) N/A (c)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 14,155.00 190.00 (c) N/A (b)
INKINE PHARMACEUTICAL COMPANY INC COMMON STOCKS 45721410 21,703.00 3,000.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 183,330,225.00 940,155.00 (a) N/A (a)
INKTOMI CORP COMMON STOCKS 45727710 4,332,705.00 22,219.00 (a) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 31,882,500.00 163,500.00 (a) N/A (c)
INKTOMI CORP COMMON STOCKS 45727710 101,400.00 520.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 1,716,000.00 8,800.00 (c) N/A (c)
INPUT/OUTPUT INC COMMON STOCKS 45765210 24,500.00 4,000.00 (c) N/A (b)
INSIGHT ENTERPRISES INC COMMON STOCKS 45765U10 459,119.00 12,600.00 (c) N/A (c)
INSIGNIA FINANCIAL GROUP INC COMMON STOCKS 45767A10 14,000.00 1,000.00 (a) N/A (a)
INSIGHT COMMUNICATIONS CO INC COMMON STOCKS 45768V10 7,148,625.00 346,600.00 (a) N/A (a)
INSIGHT COMMUNICATIONS CO INC COMMON STOCKS 45768V10 5,418,188.00 262,700.00 (a) N/A (c)
INNKEEPERS USA TRUST COMMON STOCKS 4576J010 326,625.00 40,200.00 (c) N/A (c)
INSTRUMENTARIUM CORP ADR COMMON STOCKS 45780520 51,300.00 3,600.00 (a) N/A (a)
INTEGRATED HEALTH CARE PREFERREDS 45797420 - 869.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 186,238.00 4,700.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 186,238.00 4,700.00 (a) N/A (b)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 1,196,675.00 30,200.00 (a) N/A (c)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 871,750.00 22,000.00 (c) N/A (c)
INTEGRATED ELECTRICAL SERVICES INC COMMON STOCKS 45811E10 26.00 5.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 178,982,589.00 1,356,569.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 61,395,664.00 465,339.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 51,231,345.00 388,300.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 31,689,804.00 240,188.00 (c) N/A (a)
INTEL CORP COMMON STOCKS 45814010 15,454,103.00 117,132.00 (c) N/A (b)
INTEL CORP COMMON STOCKS 45814010 283,667.00 2,150.00 (c) N/A (c)
INTERLOGIC TRACE INC. CMN STK COMMON STOCKS 45815W10 - 762,486.00 (a) N/A (a)
INTERLOGIC TRACE INC. PFD 10% PREFERREDS 45815W20 - 123,925.00 (a) N/A (a)
INTERACT SYSTEMS INC WARRANTS WARRANTS 45816F11 - 3,250.00 (a) N/A (a)
INTER ACT ELECTR WTS(144A) WARRANTS 45816F14 38.00 3,750.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 13,688.00 500.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 71,175.00 2,600.00 (a) N/A (b)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 77,500.00 3,100.00 (a) N/A (a)
INTERGROUP CORP COMMON STOCKS 45868510 56,240.00 2,812.00 (a) N/A (a)
INTERIM SERVICES INC COMMON STOCKS 45868P10 1,817,269.00 97,900.00 (a) N/A (c)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 1,493,381.00 1,910.00 (a) N/A (a)
INTERLEAF INC COMMON STOCKS 45872920 10,001,600.00 212,800.00 (a) N/A (a)
INTERLEAF INC COMMON STOCKS 45872920 756,700.00 16,100.00 (a) N/A (b)
INTERLEAF INC COMMON STOCKS 45872920 9,329,500.00 198,500.00 (a) N/A (c)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 15,872,880.00 166,426.00 (a) N/A (a)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 763,000.00 8,000.00 (a) N/A (b)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 6,828,850.00 71,600.00 (a) N/A (c)
INTERMAGNETICS GENERAL CORP COMMON STOCKS 45877110 17.00 1.00 (c) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 28,041,887.00 580,426.86 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 1,009,731.00 20,900.00 (a) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 68,374,025.00 1,415,245.00 (a) N/A (c)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 14,494.00 300.00 (c) N/A (b)
INTERMET CORP COMMON STOCKS 45881K10 1,435,362.00 157,300.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 53,012,133.00 448,761.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 13,794,120.00 116,529.00 (a) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 3,644,369.00 30,850.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 4,474,575.00 37,800.00 (c) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 984,998.00 8,321.00 (c) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 40,120.00 340.00 (c) N/A (c)
INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON STOCKS 45950610 52,594.00 1,500.00 (a) N/A (a)
INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON STOCKS 45950610 56,100.00 1,600.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 224,000.00 14,000.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 9,600.00 600.00 (c) N/A (b)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 (132,297.00) (6,100.00) (a) N/A (a)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 499.00 23.00 (c) N/A (b)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 696,825.00 16,300.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 2,138.00 50.00 (c) N/A (b)
INTERNATIONAL RECTIFIER CORP COMMON STOCKS 46025410 501,344.00 13,150.00 (a) N/A (c)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 10,319,118.00 114,260.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 4,722,892.00 52,295.00 (a) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 1,973,328.00 21,850.00 (c) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 397,375.00 4,400.00 (c) N/A (b)
INTERNET COMMERCE GROUP CL A COMMON STOCKS 46059F10 3,246,075.00 68,700.00 (a) N/A (a)
INTERNET COMMERCE GROUP CL A COMMON STOCKS 46059F10 2,121,525.00 44,900.00 (a) N/A (c)
INTERNET COMMERCE GROUP CL A COMMON STOCKS 46059F10 155,925.00 3,300.00 (c) N/A (b)
INTERNET PICTURES CORP COMMON STOCKS 46059S10 9,265.00 273.00 (a) N/A (b)
INTERNET INITIATIVE JAPAN ADR COMMON STOCKS 46059T10 64,170,000.00 920,000.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 4,044,600.00 85,600.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 996,975.00 21,100.00 (a) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 37,800.00 800.00 (c) N/A (b)
INTERPUBLIC GROUP CONV SUB NTS CONVERTIBLES 460690AJ 871,825.00 860.00 (a) N/A (a)
INTRANET SOLUTIONS INC COMMON STOCKS 46093930 10,539,106.00 229,111.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 1,850,875.00 44,200.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 8,697,438.00 207,700.00 (a) N/A (c)
INTERWORLD CORP COMMON STOCKS 46114Q10 1,858,850.00 32,900.00 (a) N/A (a)
INTERWORLD CORP COMMON STOCKS 46114Q10 881,400.00 15,600.00 (a) N/A (c)
INTIMATE BRANDS INC COMMON STOCKS 46115610 1,235,640.00 30,000.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 4,325.00 105.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 14,589,574.00 268,314.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 1,051,939.00 19,346.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 3,414,750.00 62,800.00 (a) N/A (c)
INTUIT INC COMMON STOCKS 46120210 331,144.00 6,090.00 (c) N/A (a)
INTUIT INC COMMON STOCKS 46120210 1,090,708.00 20,059.00 (c) N/A (b)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 8,125,125.00 230,500.00 (a) N/A (a)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 2,150,250.00 61,000.00 (a) N/A (c)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 17,625.00 500.00 (c) N/A (b)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 10,244,486.00 138,439.00 (a) N/A (a)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 1,036,000.00 14,000.00 (a) N/A (b)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 2,878,600.00 38,900.00 (a) N/A (c)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 47,814.00 3,400.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 371,263.00 26,400.00 (c) N/A (c)
ISLE OF CAPRIS CASINOS INC COMMON STOCKS 46459210 249,112.00 19,929.00 (a) N/A (a)
ISLE OF CAPRI CASINO WTS WARRANTS 46459211 15,660.00 3,528.00 (a) N/A (a)
ISPAT INTERNATIONAL NV NY REG SHS COMMON STOCKS 46489910 5,950.00 400.00 (c) N/A (b)
ITALY FUND INC EQUITY FUNDS 46539510 96,250.00 5,000.00 (c) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 269,500.00 14,000.00 (c) N/A (b)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 14,850.00 200.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 115,273,788.00 943,900.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 683,900.00 5,600.00 (a) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 8,414,412.00 68,900.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 24,425.00 200.00 (c) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 43,965.00 360.00 (c) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 23,716,675.00 194,200.00 (c) N/A (c)
IVAX CORP COMMON STOCKS 46582310 13,043,212.00 478,650.00 (a) N/A (a)
IVAX CORP COMMON STOCKS 46582310 37,076,350.00 1,360,600.00 (a) N/A (c)
IXYS CORP-DEL COMMON STOCKS 46600W10 24,426.00 1,801.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 27,315,906.00 226,570.00 (a) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 2,242,462.00 18,600.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 48,363,647.00 401,150.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 27,729.00 230.00 (c) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 120,563.00 1,000.00 (c) N/A (c)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 6,765,423.00 462,593.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 108,956.00 7,450.00 (a) N/A (b)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 292.00 20.00 (a) N/A (c)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 14,625.00 1,000.00 (c) N/A (b)
J.SAINSBURY PLC SPONSORED ADR COMMON STOCKS 46624910 7,400.00 410.00 (a) N/A (a)
JBL CIRCUIT INC COMMON STOCKS 46631310 51,900.00 1,200.00 (a) N/A (a)
JAB HLDG CMN STK COMMON STOCKS 46636#$A 1,900,477.00 410,914.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 172,635.00 8,100.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 1,939,483.00 91,000.00 (c) N/A (c)
JAPAN OTC EQUITY FUND INC CLOSED END FUNDS 47109110 1,632,752.00 150,999.00 (c) N/A (c)
JARDINE FLEMING INDIA FUND INC EQUITY FUNDS 47111210 5,475.00 400.00 (c) N/A (b)
JAZZTEL PLC-ADR COMMON STOCKS 47214R15 64,750.00 800.00 (c) N/A (c)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 22,875.00 1,000.00 (c) N/A (b)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 361,425.00 15,800.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 3,980,460.00 59,800.00 (a) N/A (a)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 261,258.00 3,925.00 (a) N/A (b)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 871,975.00 13,100.00 (a) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 99,844.00 1,500.00 (c) N/A (b)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 (71,740.00) (5,500.00) (a) N/A (a)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 25,500.00 2,400.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 27,138,861.00 386,318.30 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 6,007,991.00 85,523.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 14,050.00 200.00 (a) N/A (c)
JOHNSON & JOHNSON COMMON STOCKS 47816010 1,854,600.00 26,400.00 (c) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,151,406.00 30,625.00 (c) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 33,018.00 470.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 532,519.00 9,850.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 4,276,344.00 79,100.00 (a) N/A (c)
SES TLMACE COMMON STOCKS 4788261 25,244.00 10,000.00 (a) N/A (a)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 6,325.00 200.00 (c) N/A (b)
ESCROW JORDAN TELECOM PRODUCTS COMMON STOCKS 48076798 30,000.00 1,000.00 (a) N/A (a)
JOSTENS INC COMMON STOCKS 48108810 227,394.00 9,329.00 (a) N/A (b)
JOSTENS INC COMMON STOCKS 48108810 633,750.00 26,000.00 (c) N/A (c)
JOURNAL REGISTER CO COMMON STOCKS 48113810 590.00 40.00 (a) N/A (b)
JOURNAL REGISTER CO COMMON STOCKS 48113810 1,180.00 80.00 (c) N/A (a)
JUNIPER NETWORKS INC COMMON STOCKS 48203R10 90,058,252.00 341,696.00 (a) N/A (a)
JUNIPER NETWORKS INC COMMON STOCKS 48203R10 118,232,820.00 448,595.00 (a) N/A (b)
JUNIPER NETWORKS INC COMMON STOCKS 48203R10 42,170.00 160.00 (c) N/A (b)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 3,150.00 200.00 (c) N/A (b)
KLA TENCOR CORP COMMON STOCKS 48248010 25,414,012.00 301,650.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 1,137,375.00 13,500.00 (a) N/A (b)
KLA TENCOR CORP COMMON STOCKS 48248010 24,537,812.00 291,250.00 (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 36,814.00 3,800.00 (a) N/A (a)
K MART CORP COMMON STOCKS 48258410 38,750.00 4,000.00 (c) N/A (b)
KAMAN CORP CL A COMMON STOCKS 48354810 74,100.00 7,600.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 540,150.00 55,400.00 (c) N/A (c)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 3,167,780.00 46,585.00 (a) N/A (a)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 603,364.00 8,873.00 (a) N/A (b)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 1,360.00 20.00 (c) N/A (b)
KANEB PIPELINE PARTNERS LP COMMON STOCKS 48416910 25,062.00 1,000.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 4,447,008.00 51,747.00 (a) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 1,959,289.00 22,799.00 (a) N/A (b)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 4,503,125.00 52,400.00 (a) N/A (c)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 62,734.00 730.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 257,812.00 3,000.00 (c) N/A (b)
SURGUTNEFTEGAZ RUR1000 (REGD) COMMON STOCKS 4851732 172,800.00 600,000.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 3,674.00 12.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 7,960.00 26.00 (c) N/A (c)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 21,438.00 1,000.00 (a) N/A (a)
KAYDON CORP COMMON STOCKS 48658710 308,637.00 11,300.00 (a) N/A (a)
KEANE INC COMMON STOCKS 48666510 (118,675.00) (4,700.00) (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 367,201.00 12,800.00 (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 45,900.00 1,600.00 (a) N/A (b)
KEEBLER FOODS CO COMMON STOCKS 48725610 9,646,172.00 336,250.00 (a) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,434.00 50.00 (c) N/A (b)
KELLOGG CO COMMON STOCKS 48783610 1,578,475.00 61,300.00 (a) N/A (a)
KELLOGG CO COMMON STOCKS 48783610 18,025.00 700.00 (c) N/A (b)
KEMET CORP COMMON STOCKS 48836010 717,888.00 11,350.00 (a) N/A (c)
KEMPER NEW EUROPE FUND-M COMMON STOCKS 48841Y40 580,244.00 21,200.00 (a) N/A (a)
KENNAMETAL INC COMMON STOCKS 48917010 48,100.00 1,600.00 (c) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 81,726.00 2,800.00 (a) N/A (a)
KENT ELECTONICS CORP COMMON STOCKS 49055310 723,862.00 24,800.00 (c) N/A (c)
KERR-MCGEE COMMON STOCKS 49238610 219,450.00 3,800.00 (a) N/A (a)
KERR-MCGEE COMMON STOCKS 49238610 5,515,125.00 95,500.00 (a) N/A (c)
KERR-MCGEE COMMON STOCKS 49238610 760,683.00 13,172.00 (c) N/A (b)
KEY ENERGY WARRANT WARRANTS 49291412 598,500.00 6,650.00 (a) N/A (a)
KEY ENERGY WARRANT WARRANTS 49291412 216,000.00 2,400.00 (a) N/A (c)
KEY ENERGY WARRANT WARRANTS 49291412 67,500.00 750.00 (c) N/A (c)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 1,596,000.00 2,100.00 (a) N/A (a)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 684,000.00 900.00 (a) N/A (c)
KEYCORP COMMON STOCKS 49326710 32,300.00 1,700.00 (a) N/A (a)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 488,962.00 17,700.00 (a) N/A (a)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 29,365.00 1,063.00 (a) N/A (b)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 4,144.00 150.00 (c) N/A (b)
KEYSTONE FINANCIAL INC COMMON STOCKS 49348210 9,188.00 500.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 12,638.00 600.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 42,126.00 2,000.00 (a) N/A (c)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 9,803,875.00 174,873.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 68,901.00 1,229.00 (a) N/A (b)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 1,176,864.00 20,992.00 (c) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 32,853.00 586.00 (c) N/A (b)
KIMCO REALTY CORP COMMON STOCKS 49446R10 382,500.00 10,200.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 146,250.00 3,900.00 (a) N/A (b)
KINDER MORGAN ENERGY PARTNERS COMMON STOCKS 49455010 55,562.00 1,400.00 (a) N/A (b)
KINDER MORGAN INC COMMON STOCKS 49455P10 9,235,650.00 267,700.00 (a) N/A (a)
KINDER MORGAN INC COMMON STOCKS 49455P10 68,655.00 1,990.00 (a) N/A (b)
KINDER MORGAN INC COMMON STOCKS 49455P10 3,739,800.00 108,400.00 (a) N/A (c)
KING PHARMACEUTICALS INC. COMMON STOCKS 49558210 9,450.00 300.00 (a) N/A (a)
KING PHARMACEUTICALS INC. COMMON STOCKS 49558210 69,300.00 2,200.00 (a) N/A (b)
KNIGHT RIDDER INC COMMON STOCKS 49904010 410,000.00 8,000.00 (a) N/A (a)
KNIGHT/TRIMARK GROUP INC COMMON STOCKS 49906810 2,550.00 50.00 (a) N/A (a)
THE KNOT INC COMMON STOCKS 49918410 7,250.00 1,000.00 (a) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 7,318,500.00 71,400.00 (a) N/A (a)
KOHL'S CORP COMMON STOCKS 50025510 599,625.00 5,850.00 (a) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 410,000.00 4,000.00 (a) N/A (c)
KOHL'S CORP COMMON STOCKS 50025510 164,000.00 1,600.00 (c) N/A (b)
ROSTELECOM COMMON STOCKS 5004148 1,554.00 80,000.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 575,269.00 3,358.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 354,788.00 2,071.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 189,130.00 1,104.00 (a) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 33,920.00 198.00 (c) N/A (c)
KOOR INDUSTRIES LTD-ADR COMMON STOCKS 50050710 60,775.00 3,400.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 11,778,155.00 744,840.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 985,150.00 62,300.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 5,063,323.00 320,200.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 953,044.00 63,800.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 179,256.00 12,000.00 (a) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 15,759.00 1,055.00 (c) N/A (b)
KOREA FUND INC COMMON STOCKS 50063410 239,008.00 16,000.00 (c) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 26,206,746.00 598,150.00 (a) N/A (a)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 4,705,516.00 107,400.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 7,789,776.00 177,796.00 (c) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 130,900.00 4,400.00 (a) N/A (a)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 3,581,900.00 120,400.00 (c) N/A (c)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 1,254,000.00 88,000.00 (a) N/A (a)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 171,000.00 12,000.00 (a) N/A (c)
KROGER CO COMMON STOCKS 50104410 4,167,700.00 237,300.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 42,852.00 2,440.00 (a) N/A (b)
KROGER CO COMMON STOCKS 50104410 744,671.00 42,400.00 (a) N/A (c)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 275,471.00 4,300.00 (c) N/A (c)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 16,600.00 100.00 (a) N/A (a)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 3,320.00 20.00 (a) N/A (b)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 33,200.00 200.00 (c) N/A (c)
LJL BIOSYSTEMS INC COMMON STOCKS 50187310 119,227.00 6,533.00 (a) N/A (a)
LJL BIOSYSTEMS INC COMMON STOCKS 50187310 119,227.00 6,533.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 42,811,128.00 589,210.00 (a) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 2,458,950.00 33,800.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 44,173,072.00 607,190.00 (a) N/A (c)
LSI LOGIC CORP COMMON STOCKS 50216110 29,100.00 400.00 (c) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 8,221,150.00 113,200.00 (c) N/A (c)
L-3 COMMUNICATIONS CORP COMMON STOCKS 50242410 57,131.00 1,100.00 (a) N/A (b)
LVMH MOET HENNESSY LOUIS COMMON STOCKS 50244120 339,354.00 3,992.40 (a) N/A (a)
LABRANCHE & COMPANY COMMON STOCKS 50544710 74,857.00 5,900.00 (a) N/A (a)
LABRANCHE & COMPANY COMMON STOCKS 50544710 2,210,162.00 174,200.00 (a) N/A (c)
MALACCA DYNAMIC FUND CLOSED END FUNDS 5116690 578,940.00 500.00 (c) N/A (c)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 104,650.00 2,300.00 (a) N/A (c)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 31,850.00 700.00 (c) N/A (b)
LAMONTS APPAREL INC- WTS A WARRANTS 51362813 - 209,426.00 (a) N/A (a)
LAMONTS APPAREL INC B WT WARRANTS 51362814 - 71,579.00 (a) N/A (a)
LAMONTS APPAREL INC COMMON STOCKS 51362840 20,824.00 347,074.00 (a) N/A (a)
LAMONTS APPAREL INC. WARRENT WARRANTS 51362898 - 205,945.00 (a) N/A (a)
LANCE INC COMMON STOCKS 51460610 9,562.00 900.00 (a) N/A (a)
LANDAMERICA FINANCIAL GROUP COMMON STOCKS 51493610 308,062.00 15,900.00 (c) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 3,460,200.00 63,200.00 (a) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 377,775.00 6,900.00 (c) N/A (c)
PLIVA D.D. GDR REG S COMMON STOCKS 5174706 159,870.00 10,432.00 (a) N/A (a)
PLIVA D.D. GDR REG S COMMON STOCKS 5174706 1,353,198.00 88,300.00 (c) N/A (c)
LASON INC COMMON STOCKS 51808R10 1,978.00 300.00 (a) N/A (c)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 322,799.00 23,800.00 (a) N/A (a)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 4,788.00 353.00 (c) N/A (b)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 310,300.00 23,200.00 (a) N/A (a)
LATITUDE COMMUNICATIONS INC COMMON STOCKS 51829210 11,234,606.00 427,985.00 (a) N/A (a)
LATTICE SEMICONDUCTOR CORP COMMON STOCKS 51841510 9,991,352.00 147,610.00 (a) N/A (a)
LATTICE SEMICONDUCTOR CORP COMMON STOCKS 51841510 42,310,779.00 625,090.00 (a) N/A (c)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,116,401.00 22,300.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,346,781.00 26,902.00 (a) N/A (b)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 50,062.00 1,000.00 (c) N/A (b)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 4,786,368.00 48,500.00 (a) N/A (a)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 24,672.00 250.00 (a) N/A (b)
LEAR CORPORATION COMMON STOCKS 52186510 (149,062.00) (5,300.00) (a) N/A (a)
LEARN2.COM INC COMMON STOCKS 52200210 25,142.00 6,095.00 (a) N/A (b)
LECHTERS INC COMMON STOCKS 52323810 24,375.00 15,000.00 (c) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 13,062.00 500.00 (a) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 339,625.00 13,000.00 (a) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 78,375.00 3,000.00 (c) N/A (a)
LEGAL & GENERAL GROUP SPON ADR COMMON STOCKS 52463H10 86,966.00 6,700.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 759,160.00 17,012.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 44,625.00 1,000.00 (a) N/A (c)
LEGG MASON INC COMMON STOCKS 52490110 203,275.00 4,700.00 (a) N/A (a)
LEGG MASON INC COMMON STOCKS 52490110 432,500.00 10,000.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 13,130,405.00 135,365.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 2,504,540.00 25,820.00 (a) N/A (b)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 35,337,100.00 364,300.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 19,400.00 200.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 1,194,005.00 55,055.00 (a) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 3,621,812.00 167,000.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 1,952.00 90.00 (c) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 186,512.00 8,600.00 (c) N/A (b)
LENNOX INTERNATIONAL INC COMMON STOCKS 52610710 26.00 3.00 (a) N/A (b)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 920,025.00 8,700.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 21,150.00 200.00 (c) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 6,630,525.00 62,700.00 (a) N/A (a)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 211,500.00 2,000.00 (a) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 21,150.00 200.00 (a) N/A (c)
LIBBEY INC. COMMON STOCKS 52989810 104,025.00 3,800.00 (a) N/A (a)
LIBERATE TECHNOLOGIES INC COMMON STOCKS 53012910 6,902.00 110.00 (c) N/A (b)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 24,000.00 60,000.00 (a) N/A (a)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 120,000.00 300,000.00 (a) N/A (c)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 1,054,900.00 27,400.00 (a) N/A (a)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 600,600.00 15,600.00 (a) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 13,282.00 345.00 (c) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 26,565.00 690.00 (c) N/A (c)
LIBERTY LIFE INS AFR -SPN ADR COMMON STOCKS 53070620 41,022.00 4,300.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 33.00 2.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 33.00 2.00 (c) N/A (b)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 1,668.00 94.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 86,089,961.00 1,374,690.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 2,256,880.00 36,038.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 10,502,212.00 167,700.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 18,788.00 300.00 (c) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 237,975.00 3,800.00 (c) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 19,432,538.00 310,300.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 126,375.00 3,000.00 (a) N/A (a)
LIMITED INC COMMON STOCKS 53271610 8,425.00 200.00 (a) N/A (b)
LIMITED INC COMMON STOCKS 53271610 16,850.00 400.00 (a) N/A (c)
ING BK (LAND & HOUSE PLC) WT WARRANTS 5327287 - 269.00 (c) N/A (c)
JEWEL RECOVERY L.P. COMMON STOCKS 532999BW - 1,674,299.22 (a) N/A (a)
LINCOLN NATIONAL CONVERTIBLE SECURITIES EQUITY FUNDS 53418310 33,800.00 1,664.00 (a) N/A (b)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 753,750.00 22,500.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 2,167,000.00 39,400.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 858,000.00 15,600.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 264,000.00 4,800.00 (c) N/A (a)
LIPOSOME COMPANY COMMON STOCKS 53631010 1,747.00 100.00 (c) N/A (b)
LIPOSOME COMPANY COMMON STOCKS 53631010 438,472.00 25,100.00 (c) N/A (c)
LIQUID AUDIO INC COMMON STOCKS 53631T10 5,536,539.00 417,852.00 (a) N/A (a)
LIQUID AUDIO INC COMMON STOCKS 53631T10 4,549,918.00 343,390.00 (a) N/A (c)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 442.00 10.00 (c) N/A (b)
LOJACK CORP COMMON STOCKS 53945110 2,727,225.00 351,900.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 141,269,500.00 6,912,100.00 (a) N/A (a)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 209,893.00 10,270.00 (a) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 2,376,939.00 116,300.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 5,559.00 272.00 (c) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 37,311,613.00 1,825,600.00 (c) N/A (c)
LOEWS CORP COMMON STOCKS 54042410 4,695,000.00 93,900.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 492,300.00 9,846.00 (a) N/A (b)
LOWES CORP SUB NOTE EXCH INTO SHS CONVERTIBLES 540424AL 17,650.00 20,000.00 (a) N/A (b)
LOG ON AMERICA INC COMMON STOCKS 54047310 97,031.00 8,625.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 11,250.00 1,000.00 (a) N/A (c)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 116,562.00 2,500.00 (a) N/A (a)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 55,950.00 1,200.00 (a) N/A (b)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 862,562.00 18,500.00 (c) N/A (c)
LOWES COMPANIES COMMON STOCKS 54866110 1,494,400.00 25,600.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 40,862.00 700.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 186,958,396.00 3,015,458.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 12,822,158.00 206,809.00 (a) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 9,818,010.00 158,355.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,142,472.00 34,556.00 (c) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,332,130.00 37,615.00 (c) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 32,848,220.00 529,810.00 (c) N/A (c)
LUMISYS CORP COMMON STOCKS 55027410 653.00 190.00 (c) N/A (b)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 36,750.00 1,500.00 (a) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 392,000.00 16,000.00 (c) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 134,750.00 5,500.00 (c) N/A (b)
LYCOS INC COMMON STOCKS 55081810 3,153,522.00 44,890.00 (a) N/A (a)
LYCOS INC COMMON STOCKS 55081810 3,170,382.00 45,130.00 (a) N/A (b)
LYCOS INC COMMON STOCKS 55081810 25,992.00 370.00 (c) N/A (c)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 8,160,306.00 274,296.00 (a) N/A (a)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 401,625.00 13,500.00 (a) N/A (b)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 13,420,225.00 451,100.00 (a) N/A (c)
LYONDELL PETROCHEMICAL CO COMMON STOCKS 55207810 140,125.00 9,500.00 (a) N/A (c)
MBIA INC COMMON STOCKS 55262C10 (166,603.00) (3,200.00) (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 5,003,206.00 96,100.00 (a) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 255,000.00 10,000.00 (a) N/A (a)
MBNA CORPORATION COMMON STOCKS 55262L10 28,688.00 1,125.00 (a) N/A (b)
MBNA CORPORATION COMMON STOCKS 55262L10 114,750.00 4,500.00 (a) N/A (c)
MDC HOLDINGS INC COMMON STOCKS 55267610 391,048.00 21,800.00 (c) N/A (c)
MCN CORP COMMON STOCKS 55267J10 328,500.00 13,140.00 (a) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 144,889,115.00 3,197,520.00 (a) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 5,917,631.00 130,596.00 (a) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 9,855,514.00 217,500.00 (a) N/A (c)
MCI WORLDCOM INC COMMON STOCKS 55268B10 793,830.00 17,519.00 (c) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 438,716.00 9,682.00 (c) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 29,289,417.00 646,380.00 (c) N/A (c)
MFS CHARTER INCOME TRUST SBI FXED INC FUNDS 55272710 8,869.00 1,075.00 (a) N/A (a)
MFS MULTIMARKET INCOME TRUST SBI FXED INC FUNDS 55273710 1,162.00 200.00 (a) N/A (a)
MFS INTERMEDIATE INCOME TRUST SBI COMMON STOCKS 55273C10 4,594.00 750.00 (a) N/A (a)
MGC COMMUNICATIONS INC COMMON STOCKS 55276330 576,362.00 8,061.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 (69,800.00) (1,600.00) (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 7,634.00 175.00 (a) N/A (b)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 3,738,662.00 85,700.00 (a) N/A (c)
MMC NETWORKS INC COMMON STOCKS 55308N10 264,000.00 8,000.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 6,716,112.00 73,300.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 2,377,669.00 25,950.00 (a) N/A (c)
M.S. CARRIERS INC COMMON STOCKS 55353310 2,175,254.00 92,564.00 (a) N/A (c)
MACROVISION CORP COMMON STOCKS 55590410 4,461,275.00 51,800.00 (a) N/A (a)
MACROVISION CORP COMMON STOCKS 55590410 2,695,712.00 31,300.00 (a) N/A (c)
MACROMEDIA INC COMMON STOCKS 55610010 7,667,531.00 84,900.00 (a) N/A (a)
MACROMEDIA INC COMMON STOCKS 55610010 41,832,750.00 463,200.00 (a) N/A (c)
MACROMEDIA INC COMMON STOCKS 55610010 45,156.00 500.00 (c) N/A (b)
MACRONIX INTL CO ADR COMMON STOCKS 55610310 1,363,000.00 47,000.00 (a) N/A (a)
MAGAININ PHARMACEUTICALS INC COMMON STOCKS 55903610 238.00 50.00 (c) N/A (b)
MAGNA INTL INC CONV CONVERTIBLES 559222AG 1,406,300.00 1,640.00 (a) N/A (a)
MAGYAR TAVKOZLESI RT SPONSORED ADR COMMON STOCKS 55977610 14,503.00 325.00 (a) N/A (b)
MAIL.COM INC COMMON STOCKS 56031110 3,450.00 200.00 (c) N/A (b)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 277,651.00 31,958.00 (a) N/A (a)
MAINE PUBLIC SERVICE CO COMMON STOCKS 56048310 698.00 40.00 (a) N/A (b)
MALLINCKRODT INC COMMON STOCKS 56123210 69,719.00 2,425.00 (a) N/A (a)
MANITOWOC CO INC COMMON STOCKS 56357110 596,750.00 21,700.00 (c) N/A (c)
MANOR CARE INC COMMON STOCKS 56405510 270,837.00 20,062.00 (a) N/A (a)
MANOR CARE INC COMMON STOCKS 56405510 1,350.00 100.00 (a) N/A (b)
MANOR CARE INC COMMON STOCKS 56405510 2,346,975.00 173,850.00 (a) N/A (c)
MANPOWER INC-WIS COMMON STOCKS 56418H10 2,071,354.00 58,348.00 (a) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 873,300.00 24,600.00 (a) N/A (b)
MANPOWER INC-WIS COMMON STOCKS 56418H10 772,125.00 21,750.00 (c) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 323,760.00 9,120.00 (c) N/A (b)
MANSUR INDUSTRIES INC COMMON STOCKS 56449110 847,213.00 135,554.00 (a) N/A (c)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 20,642,250.00 404,750.00 (a) N/A (a)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 581,400.00 11,400.00 (a) N/A (b)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 21,001,800.00 411,800.00 (a) N/A (c)
MARCHFIRST INC COMMON STOCKS 56624410 117,306.00 3,287.00 (a) N/A (a)
MARCONI PLC - UNSPONSORED ADR COMMON STOCKS 56630610 411,369.00 34,453.00 (a) N/A (a)
MARIMBA INC COMMON STOCKS 56781Q10 16,805,006.00 380,850.00 (a) N/A (a)
MARIMBA INC COMMON STOCKS 56781Q10 600,100.00 13,600.00 (a) N/A (b)
MARIMBA INC COMMON STOCKS 56781Q10 34,327,044.00 777,950.00 (a) N/A (c)
MARINE TRANSPORT CORP COMMON STOCKS 56791210 1,225.00 490.00 (c) N/A (b)
MARITRANS INC COMMON STOCKS 57036310 3,031.00 500.00 (c) N/A (a)
MARK IV INDUSTRIES INC COMMON STOCKS 57038710 838,394.00 38,000.00 (a) N/A (a)
MARKEL CORP COMMON STOCKS 57053510 15,816.00 108.70 (a) N/A (a)
MARKEL CORP COMMON STOCKS 57053510 508,265.00 3,493.23 (a) N/A (c)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 1,270,801.00 11,520.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 517,366.00 4,690.00 (a) N/A (b)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 872,550.00 27,700.00 (a) N/A (a)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 3,150.00 100.00 (a) N/A (b)
A WTS-MARVEL ENTERPRISES INC @ 02 WARRANTS 57383M12 3.00 6.00 (c) N/A (b)
C WTS-MARVEL ENTERPRISES INC @ 08.50 WARRANTS 57383M14 5.00 10.00 (c) N/A (b)
MASCO CORP COMMON STOCKS 57459910 32,800.00 1,600.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 328,000.00 16,000.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 492,000.00 24,000.00 (a) N/A (c)
MASCOTECH INC CONV SUB DEB CONVERTIBLES 574670AB 18,594.00 25,000.00 (a) N/A (b)
HON HAI PRECISION GDR REG-S COMMON STOCKS 5758218 2,668,050.00 77,000.00 (a) N/A (a)
HON HAI PRECISION GDR REG-S COMMON STOCKS 5758218 1,067,220.00 30,800.00 (c) N/A (c)
MASTEC INC COMMON STOCKS 57632310 445.00 5.00 (a) N/A (b)
MATRIXONE INC COMMON STOCKS 57685P30 567,112.00 14,200.00 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 1,972,294.00 187,837.50 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 331,716.00 31,592.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 706,209.00 67,258.00 (c) N/A (a)
MATTEL INC COMMON STOCKS 57708110 409,269.00 38,978.00 (c) N/A (b)
MATTHEWS STUDIO EQUIPMENT GROUP COMMON STOCKS 57714010 938.00 1,000.00 (a) N/A (b)
MAVESA SA SPONSORED ADR COMMON STOCKS 57771710 3,938.00 1,500.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 64,588,035.00 908,890.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 9,483,291.00 133,450.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 130,327,914.00 1,833,990.00 (a) N/A (c)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 760,369.00 10,700.00 (c) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 369,525.00 5,200.00 (c) N/A (b)
MAXYGEN INC COMMON STOCKS 57777610 6,582,047.00 100,971.00 (a) N/A (a)
MAXYGEN INC COMMON STOCKS 57777610 172,747.00 2,650.00 (a) N/A (b)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 945,716.00 33,183.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 9,831,816.00 344,976.00 (a) N/A (c)
MAXICARE HEALTH PLANS INC COMMON STOCKS 57790420 4.00 2.00 (a) N/A (a)
MAXIMUS INC. COMMON STOCKS 57793310 286,700.00 9,400.00 (c) N/A (c)
MAYTAG CO COMMON STOCKS 57859210 16,562.00 500.00 (c) N/A (b)
MCCAW INTL WTS WARRANTS 57947211 21,125.00 8,450.00 (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 1,750.00 700.00 (a) N/A (c)
MCCORMICK & CO NON VTG COMMON STOCKS 57978020 32,250.00 1,000.00 (a) N/A (a)
MC CRORY PARENT CORP CO OF NY COMMON STOCKS 57986910 - 41,133.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 552,658.00 60,150.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 273,802.00 29,800.00 (a) N/A (c)
MCDERMOTT INTL INC COMMON STOCKS 58003710 1,378.00 150.00 (c) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 4,976,780.00 133,158.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 2,502,518.00 66,957.00 (a) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 807,300.00 21,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 1,371,662.00 36,700.00 (c) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 777,400.00 20,800.00 (c) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 350,350.00 7,700.00 (a) N/A (a)
MCGRAW HILL INC COMMON STOCKS 58064510 227,500.00 5,000.00 (a) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 13,650.00 300.00 (c) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 653,100.00 31,100.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 88,200.00 4,200.00 (a) N/A (c)
MCLEOD INC COMMON STOCKS 58226610 129,685,393.00 1,529,083.00 (a) N/A (a)
MCLEOD INC COMMON STOCKS 58226610 127,219.00 1,500.00 (a) N/A (b)
MCLEOD INC COMMON STOCKS 58226610 35,699,702.00 420,925.00 (a) N/A (c)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 1,231.00 65.00 (a) N/A (a)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 227.00 12.00 (c) N/A (b)
MEDAREX INC COMMON STOCKS 58391610 7,376,700.00 146,800.00 (a) N/A (a)
MEDAREX INC COMMON STOCKS 58391610 371,850.00 7,400.00 (a) N/A (b)
MEDAREX INC COMMON STOCKS 58391610 12,462,000.00 248,000.00 (a) N/A (c)
MEDALLION FINANCIAL CORP COMMON STOCKS 58392810 3,362.00 200.00 (c) N/A (b)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 1,230,812.00 23,500.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 16,454,745.00 203,145.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 926,640.00 11,440.00 (a) N/A (b)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 698,220.00 8,620.00 (c) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 66,825.00 825.00 (c) N/A (b)
MEDIAONE GROUP 7.00% CNV PFD PREFERREDS 58440J50 2,100,800.00 40,400.00 (a) N/A (a)
MEDIA METRIX INC COMMON STOCKS 58440X10 434,952.00 10,356.00 (a) N/A (a)
MEDIA METRIX INC COMMON STOCKS 58440X10 396,312.00 9,436.00 (a) N/A (b)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 10,539,640.00 263,491.00 (a) N/A (a)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 472,000.00 11,800.00 (a) N/A (b)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 16,620,000.00 415,500.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 1,320.00 33.00 (c) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 134,795,038.00 774,128.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,493,818.00 20,065.00 (a) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,378,025.00 19,400.00 (a) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,064,600.00 17,600.00 (c) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 31,865.00 183.00 (c) N/A (b)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 2,176.00 1,200.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 3,836.00 2,046.00 (a) N/A (b)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,745,620.00 2,000.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 36,654,704.00 712,604.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 10,232,719.00 198,935.00 (a) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 1,805,580.00 35,102.40 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 792,138.00 15,400.00 (c) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 4,498,312.00 87,452.00 (c) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 14,726,699.00 286,300.00 (c) N/A (c)
MEGO FINANCIAL CORP COMMON STOCKS 58516230 4.00 1.00 (a) N/A (b)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 12,184,172.00 409,552.00 (a) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 2,563,260.00 86,160.00 (a) N/A (b)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 2,772,700.00 93,200.00 (a) N/A (c)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 4,190,704.00 140,864.00 (c) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 2,237,706.00 75,217.00 (c) N/A (b)
MEMOREX INTL NV WTS EXP1/28/99 COMMON STOCKS 58600599 - 87,495.00 (a) N/A (a)
MEMOREX TELEX NV EQUITY RTS COMMON STOCKS 58601199 - 2,729,872.00 (a) N/A (a)
MENTUS MEDIA WARRANT WARRANTS 58726811 111.00 11,131.50 (a) N/A (a)
MERCANTILE BANKSHARES CORP COMMON STOCKS 58740510 18,338.00 600.00 (a) N/A (a)
MERCANTILE BANKSHARES CORP COMMON STOCKS 58740510 27,506.00 900.00 (c) N/A (b)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 5,852.00 356.00 (a) N/A (a)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 74,824.00 4,552.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 51,985,082.00 836,782.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 9,091,745.00 146,346.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 2,852,904.00 45,922.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 9,661,680.00 155,520.00 (c) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 2,282,845.00 36,746.00 (c) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 4,953,226.00 79,730.00 (c) N/A (c)
MERCURY GENERAL CORP COMMON STOCKS 58940010 3,081,275.00 104,450.00 (a) N/A (c)
MERCURY GENERAL CORP COMMON STOCKS 58940010 14,750.00 500.00 (c) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 28,928,231.00 365,025.00 (a) N/A (a)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 31,700.00 400.00 (a) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 60,655,969.00 765,375.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 2,203,150.00 27,800.00 (c) N/A (c)
MEREDITH CORP COMMON STOCKS 58943310 13,844.00 500.00 (c) N/A (b)
MERISEL INC COMMON STOCKS 58984910 135.00 80.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 1,744.00 100.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 366,198.00 21,000.00 (c) N/A (c)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 145,476.00 9,200.00 (a) N/A (a)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 3,690,638.00 233,400.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 11,854,500.00 112,900.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 2,058,000.00 19,600.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,911,000.00 18,200.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 5,071,500.00 48,300.00 (c) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 262,500.00 2,500.00 (c) N/A (b)
MERRILL LYNCH CNV PFD 6.250% PREFERREDS 59018875 1,796,900.00 105,700.00 (a) N/A (a)
MERRILL LYNCH CONV NTS (TIL.A) CONVERTIBLES 590188A2 6,690,125.00 5,980.00 (a) N/A (a)
MESSAGEMEDIA INC COMMON STOCKS 59078710 48,214.00 3,800.00 (a) N/A (a)
MESSAGEMEDIA INC COMMON STOCKS 59078710 303,243.00 23,900.00 (c) N/A (c)
MET-PRO CORP COMMON STOCKS 59087630 2,391.00 262.00 (c) N/A (b)
METACREATIONS CORP COMMON STOCKS 59101610 31,003,750.00 1,459,000.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 316,625.00 14,900.00 (a) N/A (c)
METACREATIONS CORP COMMON STOCKS 59101610 4,239,375.00 199,500.00 (c) N/A (c)
METAL MANAGEMENT INC COMMON STOCKS 59109710 1,109.00 500.00 (a) N/A (a)
METAMOR WORLDWIDE INC COMMON STOCKS 59133P10 1,712,906.00 60,500.00 (a) N/A (a)
METAMOR WORLDWIDE INC COMMON STOCKS 59133P10 645,525.00 22,800.00 (a) N/A (c)
METRICOM INC COMMON STOCKS 59159610 115,938.00 2,500.00 (a) N/A (a)
METRICOM INC COMMON STOCKS 59159610 6,956.00 150.00 (c) N/A (b)
METRICOM INC COMMON STOCKS 59159610 1,242,850.00 26,800.00 (c) N/A (c)
METRICOM INC -WTS EXP 02/15/00 WARRANTS 59159613 174,000.00 2,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES INC COMMON STOCKS 59159Q10 2,375,000.00 200,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES WTS '03 WARRANTS 59159Q11 875,000.00 100,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES 8.0% PFD COMMON STOCKS 59159Q20 2,377,000.00 1,000.00 (a) N/A (a)
METRO-GOLDWYN MAYER INC COMMON STOCKS 59161010 480,778.00 18,900.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 12,335,625.00 127,500.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 2,273,625.00 23,500.00 (a) N/A (b)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 22,436,325.00 231,900.00 (a) N/A (c)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 216,236.00 2,235.00 (c) N/A (b)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 40,635.00 420.00 (c) N/A (c)
METSO OYJ ADR COMMON STOCKS 59267110 14,512.00 1,075.00 (a) N/A (b)
METTLER-TOLEDO INTERNATIONAL INC COMMON STOCKS 59268810 16,375.00 400.00 (a) N/A (b)
MEXICO EQUITY & INCOME FUND EQUITY FUNDS 59283410 13,650.00 1,200.00 (a) N/A (b)
MEXICO FUND INC EQUITY FUNDS 59283510 17,562.00 1,000.00 (a) N/A (a)
MEXICO FUND INC EQUITY FUNDS 59283510 28,100.00 1,600.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 386,249,562.00 3,635,290.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 62,429,312.00 587,570.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 82,768,750.00 779,000.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 19,731,688.00 185,710.00 (c) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 10,816,888.00 101,806.00 (c) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 34,861,794.00 328,111.00 (c) N/A (c)
MICROVISION INC COMMON STOCKS 59496010 347,656.00 6,250.00 (a) N/A (a)
MICROVISION INC COMMON STOCKS 59496010 30,594.00 550.00 (c) N/A (b)
MICRO THERAPEUTICS INC COMMON STOCKS 59500W10 297,972.00 44,144.00 (a) N/A (a)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 9,813,188.00 149,250.00 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 1,604,288.00 36,152.97 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 347,323.00 7,827.00 (a) N/A (c)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 444.00 10.00 (c) N/A (b)
MICROMUSE INC COMMON STOCKS 59509410 34,879,140.00 251,268.00 (a) N/A (a)
MICROMUSE INC COMMON STOCKS 59509410 20,487,337.00 147,590.00 (a) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 5,014,800.00 39,800.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 50,400.00 400.00 (a) N/A (b)
MICRON TECHNOLOGY COMMON STOCKS 59511210 16,783,200.00 133,200.00 (c) N/A (c)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 39,775.00 4,300.00 (a) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 18,500.00 2,000.00 (a) N/A (c)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 1,451,325.00 156,900.00 (a) N/A (a)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 307,100.00 33,200.00 (a) N/A (c)
MIDAS INC COMMON STOCKS 59562610 15,984.00 666.00 (a) N/A (b)
S & P MID CAP 400 DEPOSITORY RECEIPTS COMMON STOCKS 59563510 54,750.00 600.00 (a) N/A (b)
MIDWAY GAMES INC COMMON STOCKS 59814810 1,878,850.00 141,800.00 (a) N/A (a)
MIDWAY GAMES INC COMMON STOCKS 59814810 601,550.00 45,400.00 (a) N/A (c)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 22,150,441.00 170,552.00 (a) N/A (a)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 7,575,868.00 58,332.00 (a) N/A (b)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 467,550.00 3,600.00 (a) N/A (c)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 688,280.00 34,414.00 (a) N/A (a)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 140.00 7.00 (a) N/A (b)
INDAH KIAT PULP AND PAPER WTS WARRANTS 6013228 1.00 5.00 (a) N/A (a)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 4,444.00 167.00 (a) N/A (a)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 20,357.00 765.00 (c) N/A (c)
MINERALS TECHNOLOGIES INC. COMMON STOCKS 60315810 115,864.00 2,600.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 17,871,000.00 138,000.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 1,023,050.00 7,900.00 (a) N/A (b)
MINIMED INC COMMON STOCKS 60365K10 35,172,200.00 271,600.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 2,952,954.00 33,343.00 (a) N/A (a)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 72,621.00 820.00 (a) N/A (b)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 9,423,050.00 106,400.00 (a) N/A (c)
MISSION CRITICAL SOFTWARE INC COMMON STOCKS 60504710 8,002,363.00 130,918.00 (a) N/A (a)
MISSION CRITICAL SOFTWARE INC COMMON STOCKS 60504710 4,255,950.00 69,627.00 (a) N/A (b)
MISSION WEST PROPERTIES INC COMMON STOCKS 60520310 2,480,436.00 289,686.00 (a) N/A (c)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 914,564.00 75,428.00 (a) N/A (a)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 1,191,051.00 98,231.00 (a) N/A (b)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 21,318.00 1,100.00 (a) N/A (a)
MOLEX INC CL A COMMON STOCKS 60855420 114,931.00 2,590.00 (a) N/A (a)
ROBERT MONDAVI CORP CL A COMMON STOCKS 60920010 13,950.00 400.00 (c) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 149,880,450.00 2,910,300.00 (a) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 1,149,120.00 22,313.00 (a) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 2,518,350.00 48,900.00 (a) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 103,000.00 2,000.00 (c) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 115,926.00 2,251.00 (c) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 45,773,200.00 888,800.00 (c) N/A (c)
MONSANTO CO 6.50% CNV PFD PREFERREDS 61166230 4,548,465.00 99,420.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 32,000.00 500.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 268,800.00 4,200.00 (a) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 161,562.00 5,000.00 (a) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 9,694.00 300.00 (a) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 32,312.00 1,000.00 (c) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 617,178.00 19,100.00 (c) N/A (c)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 63,124.00 232,850.00 (a) N/A (a)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 197,355.00 728,000.00 (a) N/A (c)
MOORE MEDICAL CORP COMMON STOCKS 61579910 305,900.00 26,600.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 27,972,633.00 212,316.00 (a) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 1,054,395.00 8,003.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 2,042,125.00 15,500.00 (a) N/A (c)
MORGAN J. P. COMMON STOCKS 61688010 81,158.00 616.00 (c) N/A (b)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 25,581,244.00 153,328.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 37,898,738.00 457,300.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 2,250,388.00 27,154.00 (a) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 16,243,500.00 196,000.00 (a) N/A (c)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 129,285.00 1,560.00 (c) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 41,438.00 500.00 (c) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 1,319.00 100.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 5,356,966.00 406,200.00 (c) N/A (c)
YTL CORP BERHAD WTS WARRANTS 6175128 336,049.00 493,050.00 (c) N/A (c)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 560,500.00 76,000.00 (c) N/A (c)
MORRISON MANAGEMENT SPECIALISTS INC COMMON STOCKS 61845910 2,999,775.00 108,100.00 (a) N/A (c)
MOTELS OF AMERICA 144A COMMON STOCKS 61975110 11,250.00 750.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 30,624,376.00 209,756.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 3,526,192.00 24,152.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 24,907,600.00 170,600.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 10,220.00 70.00 (c) N/A (b)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 185,288.00 6,100.00 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 1,208,925.00 39,800.00 (c) N/A (c)
MULTEX.COM INC COMMON STOCKS 62536710 59,400.00 1,600.00 (a) N/A (a)
MUNIYIELD INSURED FUND INC CLOSED END FUNDS 62630E10 245,000.00 20,000.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 46,100.00 800.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 271,356.00 4,709.00 (a) N/A (b)
MYLAN LABS INC COMMON STOCKS 62853010 94,404,750.00 3,432,900.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 1,655,500.00 60,200.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 24,604,250.00 894,700.00 (c) N/A (c)
NBC INTERNET INC -A COMMON STOCKS 62873D10 4,435,568.00 103,003.00 (a) N/A (a)
NBC INTERNET INC -A COMMON STOCKS 62873D10 318,662.00 7,400.00 (a) N/A (b)
NBC INTERNET INC -A COMMON STOCKS 62873D10 10,656,591.00 247,468.00 (a) N/A (c)
NBC INTERNET INC -A COMMON STOCKS 62873D10 564,125.00 13,100.00 (c) N/A (c)
NBTY INC COMMON STOCKS 62878210 2,053.00 150.00 (c) N/A (b)
NCR CORP COMMON STOCKS 62886E10 9,269.00 231.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 15,930.00 397.00 (a) N/A (b)
NCR CORP COMMON STOCKS 62886E10 13,482.00 336.00 (c) N/A (a)
NCR CORP COMMON STOCKS 62886E10 19,862.00 495.00 (c) N/A (b)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 7,273.00 49.00 (a) N/A (a)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 31,469.00 212.00 (c) N/A (c)
NTL INC. COMMON STOCKS 62940710 34,091,169.00 367,312.00 (a) N/A (a)
NTL INC. COMMON STOCKS 62940710 20,353,456.00 219,296.50 (a) N/A (b)
NTL INC. COMMON STOCKS 62940710 15,757,799.00 169,781.00 (a) N/A (c)
NTL INC. COMMON STOCKS 62940710 5,415,099.00 58,344.50 (c) N/A (a)
NTL INC. COMMON STOCKS 62940710 3,623,771.00 39,044.00 (c) N/A (b)
NTL INC. COMMON STOCKS 62940710 24,131.00 260.00 (c) N/A (c)
NTL INC.13% PFD PREFERREDS 62940750 9,528.00 9.25 (a) N/A (a)
NTL INC.13% PFD PREFERREDS 629407503 723.00 0.70 (a) N/A (a)
NABISCO HOLDING CORP CL A COMMON STOCKS 62952610 545,025.00 16,900.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 106,243,666.00 8,807,400.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 78,406.00 6,500.00 (a) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 1,959,031.00 162,400.00 (a) N/A (c)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 2,376.00 197.00 (c) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 24,865,462.00 2,061,300.00 (c) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 20,109,727.00 518,125.00 (a) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 267,806.00 6,900.00 (a) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 55,085,611.00 1,419,275.00 (a) N/A (c)
NAMIBIAN MINERALS CORP COMMON STOCKS 62991310 4,649.00 1,000.00 (c) N/A (b)
NASHUA CORP COMMON STOCKS 63122610 418,750.00 50,000.00 (a) N/A (a)
NASHUA CORP COMMON STOCKS 63122610 5,862.00 700.00 (a) N/A (c)
NATIONAL BANK OF GREECE ADR COMMON STOCKS 63364340 919,738.00 67,193.00 (a) N/A (a)
NATIONAL CITY CORP COMMON STOCKS 63540510 928,125.00 45,000.00 (a) N/A (a)
NATIONAL COMMERCE BANCORP COMMON STOCKS 63544910 27,750.00 1,500.00 (a) N/A (a)
NATIONAL DATA CORP COMMON STOCKS 63562110 1,300,000.00 50,000.00 (a) N/A (c)
NATIONAL DATA CORP CONVERTIBLE BOND CONVERTIBLES 635621AA 33,000.00 40,000.00 (a) N/A (a)
NATIONAL FUEL GAS COMMON STOCKS 63618010 (155,970.00) (3,500.00) (a) N/A (a)
NATIONAL HEALTH INVESTORS INC. COMMON STOCKS 63633D10 299,644.00 25,100.00 (c) N/A (c)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 16,064,829.00 342,260.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 43,943,592.00 936,215.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 6,900,562.00 223,500.00 (a) N/A (a)
NATIONAL OILWELL INC COMMON STOCKS 63707110 395,200.00 12,800.00 (a) N/A (b)
NATIONAL OILWELL INC COMMON STOCKS 63707110 13,618,962.00 441,100.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 15,438.00 500.00 (c) N/A (b)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 6,348,375.00 104,500.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 12,150.00 200.00 (a) N/A (b)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 1,944,000.00 32,000.00 (a) N/A (c)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 30,375.00 500.00 (c) N/A (b)
NATIONAL STEEL CORP CL B COMMON STOCKS 63784430 2,472,838.00 335,300.00 (a) N/A (c)
NATIONAL WESTERN LIFE INSURANCE CO CL A COMMON STOCKS 63852210 1,777,950.00 21,950.00 (a) N/A (c)
NATIONAL WESTERN LIFE INSURANCE CO CL A COMMON STOCKS 63852210 16,200.00 200.00 (c) N/A (b)
NATL WESTMINSTER BK PLC ADR COMMON STOCKS 63853940 49,490.00 404.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 239,850.00 8,200.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 58,500.00 2,000.00 (a) N/A (b)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 283,183.00 27,130.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 242,162.00 23,200.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 310,009.00 29,700.00 (c) N/A (c)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 8,463,525.00 98,700.00 (a) N/A (a)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 240,100.00 2,800.00 (a) N/A (c)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 180,562.00 4,500.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 28,088.00 700.00 (a) N/A (b)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 4,730,738.00 117,900.00 (a) N/A (c)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 132,028.00 4,801.00 (a) N/A (a)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 55,852.00 2,031.00 (a) N/A (b)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 49,638.00 1,805.00 (c) N/A (a)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 16,225.00 590.00 (c) N/A (b)
NEOFORMA.COM INC COMMON STOCKS 64047510 196,500.00 12,000.00 (a) N/A (c)
NET.B@NK INC COMMON STOCKS 64093310 7,410.00 570.00 (c) N/A (b)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 7,786,440.00 241,440.00 (a) N/A (a)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 4,838.00 150.00 (a) N/A (b)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 36,905,610.00 1,144,360.00 (a) N/A (c)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 82,463.00 2,557.00 (c) N/A (b)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 9,253,436.00 250,516.00 (a) N/A (a)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 402,624.00 10,900.00 (c) N/A (c)
NET2PHONE INC COMMON STOCKS 64108N10 17,738.00 300.00 (c) N/A (b)
NETEGRITY INC COMMON STOCKS 64110P10 5,822.00 85.00 (a) N/A (b)
NETMANAGE INC COMMON STOCKS 64114410 82,315.00 14,553.00 (a) N/A (b)
NETOPIA INC COMMON STOCKS 64114K10 13,182,691.00 183,252.00 (a) N/A (a)
NETOPIA INC COMMON STOCKS 64114K10 129,488.00 1,800.00 (a) N/A (b)
NETRO CORP COMMON STOCKS 64114R10 8,987,305.00 138,233.00 (a) N/A (a)
NETRO CORP COMMON STOCKS 64114R10 1,157,278.00 17,800.00 (a) N/A (c)
NETSOLVE INC COMMON STOCKS 64115J10 490,426.00 15,207.00 (a) N/A (a)
NETSOLVE INC COMMON STOCKS 64115J10 7,699,268.00 238,737.00 (a) N/A (b)
NETSCOUT SYSTEMS INC COMMON STOCKS 64115T10 31,658.00 1,890.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 113,800,531.00 1,375,233.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 858,283.00 10,372.00 (a) N/A (b)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 26,320,706.00 318,075.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 22,342.00 270.00 (c) N/A (c)
NETWORK SOLUTIONS INC COMMON STOCKS 64121Q10 10,114,704.00 65,800.00 (a) N/A (a)
NETWORK SOLUTIONS INC COMMON STOCKS 64121Q10 1,014,544.00 6,600.00 (a) N/A (b)
NETWORK SOLUTIONS INC COMMON STOCKS 64121Q10 8,731,225.00 56,800.00 (a) N/A (c)
NETWORK PERIPHERALS INC COMMON STOCKS 64121R10 614,150.00 17,300.00 (c) N/A (c)
NET2000 COMMUNICATIONS INC COMMON STOCKS 64122G10 275,500.00 11,600.00 (a) N/A (a)
NET2000 COMMUNICATIONS INC COMMON STOCKS 64122G10 2,375.00 100.00 (a) N/A (c)
NETZERO INC COMMON STOCKS 64122R10 4,575.00 300.00 (a) N/A (a)
NEUROGEN CORP COMMON STOCKS 64124E10 27,788.00 900.00 (a) N/A (a)
NEUROGEN CORP COMMON STOCKS 64124E10 324,188.00 10,500.00 (c) N/A (c)
NEW CENTURY FINANCIAL CORP COMMON STOCKS 64352D10 34,781.00 3,500.00 (a) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 957,700.00 24,400.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,962.00 50.00 (c) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 17,662.00 450.00 (c) N/A (c)
NEW GERMANY FUND INC EQUITY FUNDS 64446510 354.00 24.00 (c) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 25.00 1.81 (a) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 1,375.00 100.00 (c) N/A (b)
NEW VALLEY CORP-WTS WARRANTS 64908011 89,768.00 302,250.00 (a) N/A (a)
NEW VALLEY CORPORATION COMMON STOCKS 64908050 791,076.00 214,500.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 5,141,852.00 119,752.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 2,268,818.00 52,840.00 (a) N/A (b)
NY TIMES CO CL A COMMON STOCKS 65011110 7,560,435.00 176,080.00 (a) N/A (c)
NY TIMES CO CL A COMMON STOCKS 65011110 1,023,802.00 23,844.00 (c) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 690,435.00 16,080.00 (c) N/A (b)
NEWBRIDGE NETWORKS CORP COMMON STOCKS 65090110 64,875.00 2,000.00 (c) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 107,885.00 4,348.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 150,959.00 6,084.00 (a) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 148,875.00 6,000.00 (c) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 49,476.00 1,994.00 (c) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 57,951.00 1,644.00 (a) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 3,447,450.00 97,800.00 (a) N/A (c)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 8,460.00 240.00 (c) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 704,788.00 19,994.00 (c) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 33,724.00 1,503.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 8,975.00 400.00 (a) N/A (b)
NEWPORT CORP COMMON STOCKS 65182410 13,594,500.00 100,700.00 (a) N/A (a)
NEWPORT CORP COMMON STOCKS 65182410 499,500.00 3,700.00 (a) N/A (c)
NEWPORT NEWS SHIPBUILDING INC COMMON STOCKS 65222810 1,815.00 60.00 (a) N/A (a)
NEWPORT NEWS SHIPBUILDING INC COMMON STOCKS 65222810 575.00 19.00 (c) N/A (b)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 8,021,250.00 142,600.00 (a) N/A (a)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 1,633,781.00 29,045.00 (a) N/A (b)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 16,560,000.00 294,400.00 (a) N/A (c)
NEWS CORP LTD -SPON ADR PRF COMMON STOCKS 65248780 7,162,500.00 150,000.00 (c) N/A (c)
NEXELL THERAPEUTICS INC COMMON STOCKS 65332H10 38,438.00 10,000.00 (a) N/A (b)
NEXELL THERAPEUTICS INC COMMON STOCKS 65332H10 1,153.00 300.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 66,021,358.00 445,338.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 29,721,160.00 200,480.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 37,609,987.00 253,693.00 (a) N/A (c)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 385,450.00 2,600.00 (c) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 786,466.00 5,305.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 31,132.00 210.00 (c) N/A (c)
NEXTEL PARTNERS INC COMMON STOCKS 65333F10 58,000.00 2,000.00 (a) N/A (c)
NEXTEL PARTNERS INC COMMON STOCKS 65333F10 5,800.00 200.00 (c) N/A (b)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 2,811,606.00 54,069.34 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 314,132.00 6,041.00 (a) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H608 38,713.00 742.32 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H608 - 0.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 14,782,925.00 119,518.00 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 74,212.00 600.00 (a) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 247,375.00 2,000.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 618.00 5.00 (c) N/A (b)
NEXT LEVEL COMMUNICATION INC COMMON STOCKS 65333U10 489,375.00 4,500.00 (a) N/A (a)
NEXT LEVEL COMMUNICATION INC COMMON STOCKS 65333U10 163,125.00 1,500.00 (a) N/A (b)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 93,150.00 6,900.00 (a) N/A (a)
NIKE INC CL B COMMON STOCKS 65410610 26,945.00 680.00 (a) N/A (b)
NIKE INC CL B COMMON STOCKS 65410610 15,850.00 400.00 (c) N/A (b)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 310,036.00 7,899.00 (a) N/A (a)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 816,400.00 20,800.00 (c) N/A (c)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 6,465.00 294.00 (a) N/A (a)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 24,189.00 1,100.00 (c) N/A (c)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 7,881.00 100.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 3,547.00 45.00 (a) N/A (b)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 47,288.00 600.00 (c) N/A (c)
NISOURCE INC COMMON STOCKS 65473P10 205,875.00 12,200.00 (a) N/A (a)
NISOURCE INC COMMON STOCKS 65473P10 48,938.00 2,900.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 9,844.00 300.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 17,377,050.00 78,275.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 3,744,696.00 16,868.00 (a) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 11,566,200.00 52,100.00 (a) N/A (c)
NOKIA CORP ADR-A COMMON STOCKS 65490220 91,020.00 410.00 (c) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 88,800.00 400.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 11,448,876.00 276,710.00 (a) N/A (a)
NOBLE DRILLING CORP COMMON STOCKS 65504210 3,058,440.00 73,920.00 (a) N/A (b)
NOBLE DRILLING CORP COMMON STOCKS 65504210 37,427,411.00 904,590.00 (a) N/A (c)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 12,412.00 38.00 (a) N/A (a)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 56,505.00 173.00 (c) N/A (c)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 52,012.00 3,650.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 158,930.00 11,153.00 (a) N/A (b)
NORSK HYDRO AS ADR COMMON STOCKS 65653160 182,700.00 4,800.00 (c) N/A (a)
NORTEL INVERSORA ADR COMMON STOCKS 65656740 3,094.00 150.00 (a) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 196,437,528.00 1,559,028.00 (a) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 14,246,190.00 113,065.00 (a) N/A (b)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 24,444,000.00 194,000.00 (a) N/A (c)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 1,171,800.00 9,300.00 (c) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 1,787,940.00 14,190.00 (c) N/A (b)
NORTH FORK BANCORP INC NY COMMON STOCKS 65942410 17,875.00 1,000.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 1,296,450.00 60,300.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 3,225.00 150.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 43,000.00 2,000.00 (a) N/A (c)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 406,875.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 81,375.00 3,000.00 (a) N/A (c)
NORTHERN STATES POWER CO MINN COMMON STOCKS 66577210 31,800.00 1,600.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 25,832,185.00 382,345.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 18,923,918.00 280,095.00 (a) N/A (b)
NORTHERN TRUST CORP COMMON STOCKS 66585910 24,727,875.00 366,000.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 6,364,388.00 94,200.00 (c) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 1,141,806.00 16,900.00 (c) N/A (b)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 37,222,334.00 1,613,976.00 (a) N/A (a)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 11,137,758.00 482,938.00 (a) N/A (b)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 11,531.00 500.00 (c) N/A (b)
NORTHROP CORP COMMON STOCKS 66680710 15,881.00 300.00 (a) N/A (b)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 26,172,900.00 1,342,200.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 487,890.00 25,020.00 (a) N/A (c)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 3,422,250.00 175,500.00 (c) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 4,645,438.00 159,500.00 (a) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 1,913,512.00 65,700.00 (a) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 9,611.00 330.00 (c) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 1,186,786.00 40,748.00 (c) N/A (b)
NU HORIZONS ELECTRONICS INC COMMON STOCKS 66990810 78,986.00 3,570.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 1,763,300.00 61,600.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 17,175.00 600.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 755,700.00 26,400.00 (a) N/A (c)
NOVELL INC COMMON STOCKS 67000610 7,156.00 250.00 (c) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 8,154,962.00 145,300.00 (a) N/A (a)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 67,350.00 1,200.00 (a) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 28,062.00 500.00 (a) N/A (c)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 21,789,880.00 544,747.00 (a) N/A (a)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 2,828,000.00 70,700.00 (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 48,750.00 10,000.00 (c) N/A (b)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 30,958.00 3,900.00 (a) N/A (a)
NSTAR COMMON STOCKS 67019E10 68,292.00 1,626.00 (a) N/A (b)
NSTAR COMMON STOCKS 67019E10 2,854,950.00 67,975.00 (a) N/A (c)
NUCOR CORP COMMON STOCKS 67034610 60,000.00 1,200.00 (a) N/A (b)
NUEVO ENERGY CO COMMON STOCKS 67050910 118,250.00 5,500.00 (a) N/A (a)
NUEVO GRUPO IUSACELL ADR (V) COMMON STOCKS 67051210 14,750,080.00 728,399.00 (a) N/A (a)
NUEVO GRUPO IUSACELL ADR (V) COMMON STOCKS 67051210 2,846,360.00 140,561.00 (a) N/A (c)
NUEVO GRUPO IUSACELL ADR (V) COMMON STOCKS 67051210 72,536.00 3,582.00 (c) N/A (c)
NUVEEN NEW YORK MUNICIPAL VALUE FUND FXD INC FUNDS 67062M10 4,125.00 500.00 (a) N/A (b)
NVIDIA CORP COMMON STOCKS 67066G10 14,636,411.00 173,244.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 19,896,070.00 235,500.00 (a) N/A (c)
NVIDIA CORP COMMON STOCKS 67066G10 253,453.00 3,000.00 (c) N/A (b)
NYCOMED AMERSHAM PLC SPONSORED ADR COMMON STOCKS 67066H10 19,750.00 500.00 (a) N/A (a)
OCI COMMUNICATIONS INC 144A WARRANTS 67082H11 7,590,356.00 580,000.00 (a) N/A (a)
OCI COMMUNICATIONS INC REG S WARRANTS 67082H90 10,914,408.00 834,000.00 (a) N/A (a)
ODS NETWORKS INC COMMON STOCKS 67082N10 96,000.00 4,000.00 (a) N/A (c)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 1,925.00 100.00 (a) N/A (b)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 28,875.00 1,500.00 (c) N/A (b)
REMBRANDT GROUP LIMITED COMMON STOCKS 6731928 1,817,524.00 205,100.00 (a) N/A (a)
REMBRANDT GROUP LIMITED COMMON STOCKS 6731928 3,278,809.00 370,000.00 (a) N/A (c)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 3,962,876.00 190,982.00 (a) N/A (a)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 412,925.00 19,900.00 (a) N/A (c)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 519.00 25.00 (c) N/A (b)
ODETICS INC CL A COMMON STOCKS 67606520 1,007,875.00 73,300.00 (a) N/A (a)
ODETICS INC CL A COMMON STOCKS 67606520 400,125.00 29,100.00 (a) N/A (c)
OFFICE DEPOT INC COMMON STOCKS 67622010 9,250.00 800.00 (c) N/A (b)
OFFICIAL PAYMENTS CORP COMMON STOCKS 67623510 4,943,400.00 117,700.00 (a) N/A (a)
OFFICIAL PAYMENTS CORP COMMON STOCKS 67623510 243,600.00 5,800.00 (a) N/A (c)
OGDEN CORP COMMON STOCKS 67634610 3,581.00 300.00 (a) N/A (a)
OGDEN CORP COMMON STOCKS 67634610 23,875.00 2,000.00 (a) N/A (b)
OGDEN CORP COMMON STOCKS 67634610 348,590.00 29,200.00 (c) N/A (c)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 992,160.00 15,900.00 (a) N/A (a)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 1,297,920.00 20,800.00 (a) N/A (c)
OLD KENT FINANCIAL CORP COMMON STOCKS 67983310 38,400.00 1,200.00 (a) N/A (a)
OLD REPUBLIC INT'L CORP COMMON STOCKS 68022310 327,250.00 23,800.00 (a) N/A (a)
OLD REPUBLIC INT'L CORP COMMON STOCKS 68022310 605,000.00 44,000.00 (a) N/A (c)
OLIN CORP COMMON STOCKS 68066520 24,850.00 1,400.00 (a) N/A (a)
OMNICARE INC COMMON STOCKS 68190410 2,934,806.00 243,300.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 37,241,684.00 397,775.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 25,872,052.00 276,337.00 (a) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 16,936,762.00 180,900.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 1,292,025.00 13,800.00 (c) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 1,933,356.00 20,650.00 (c) N/A (b)
OMNICOM GROUP CNV SUB DEB CONVERTIBLES 681919AE 3,271,312.00 1,095.00 (a) N/A (a)
OMEGA HEALTHCARE INVESTORS INC COMMON STOCKS 68193610 325,751.00 51,600.00 (c) N/A (c)
OMEGA RESEARCH INC COMMON STOCKS 68211E10 1,850.00 400.00 (c) N/A (b)
VOICE STREAM MAY 00 CALL OPTIONS 68212D7EG 225,000.00 300.00 (a) N/A (a)
VOICESTREAM MAY 00 PUT OPTIONS 68212D7QG 806,250.00 300.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 16,089,300.00 357,540.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 34,144,200.00 758,760.00 (a) N/A (c)
ON TECHNOLOGY CORP COMMON STOCKS 68219P10 2,155,839.00 205,318.00 (a) N/A (b)
ONDISPLAY INC COMMON STOCKS 68232L10 1,065,862.00 12,900.00 (a) N/A (a)
ONDISPLAY INC COMMON STOCKS 68232L10 82,625.00 1,000.00 (a) N/A (c)
ONE VALLEY BANCORP INC COMMON STOCKS 68241910 450,125.00 13,000.00 (c) N/A (c)
ONEOK INC COMMON STOCKS 68268010 329,250.00 13,170.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 660,000.00 26,400.00 (a) N/A (c)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 5,291,250.00 166,000.00 (a) N/A (a)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 191,250.00 6,000.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 66,950.00 2,600.00 (a) N/A (a)
OPEN MARKET INC COMMON STOCKS 68370M10 12,875.00 500.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 1,063,475.00 41,300.00 (c) N/A (c)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 112,129.00 2,650.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 38,082.00 900.00 (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 74,020,653.00 948,220.00 (a) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 20,293,752.00 259,968.00 (a) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 42,286,466.00 541,700.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 4,981,949.00 63,820.00 (c) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 1,901,134.00 24,354.00 (c) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 143,636.00 1,840.00 (c) N/A (c)
OPTIKA INC COMMON STOCKS 68397310 108,752.00 3,884.00 (a) N/A (b)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 12,000.00 800.00 (c) N/A (b)
ORBITAL IMAGING CORP- WT 144A WARRANTS 68556F11 60,000.00 2,000.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 7,987.00 98.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 27,710.00 340.00 (a) N/A (b)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 32,600.00 400.00 (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)
OUTBACK STEAKHOUSE INC COMMON STOCKS 68989910 4,809.00 150.00 (c) N/A (b)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 91,750.00 4,000.00 (a) N/A (a)
OWENS CORNING COMMON STOCKS 69073F10 1,279.00 66.00 (a) N/A (a)
OWENS CORNING COMMON STOCKS 69073F10 2,693.00 139.00 (a) N/A (b)
OWENS-ILLINOIS COMMON STOCKS 69076840 554,918.00 32,884.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 57,375.00 3,400.00 (a) N/A (c)
OXFORD HEALTH PLANS INC COMMON STOCKS 69147110 8,210,524.00 538,395.00 (a) N/A (a)
OXFORD HEALTH PLANS INC COMMON STOCKS 69147110 486,475.00 31,900.00 (a) N/A (b)
OXFORD HEALTH PLANS INC COMMON STOCKS 69147110 13,949,175.00 914,700.00 (a) N/A (c)
PC-TEL INC COMMON STOCKS 69325Q10 4,778,375.00 63,500.00 (a) N/A (a)
PC-TEL INC COMMON STOCKS 69325Q10 6,629,525.00 88,100.00 (a) N/A (c)
PC-TEL INC COMMON STOCKS 69325Q10 7,525.00 100.00 (c) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 44,250.00 1,200.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 248,206.00 6,731.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 737,500.00 20,000.00 (a) N/A (c)
PG&E CORP COMMON STOCKS 69331C10 2,074,800.00 98,800.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 96,789.00 4,609.00 (a) N/A (b)
PG&E CORP COMMON STOCKS 69331C10 382,200.00 18,200.00 (a) N/A (c)
PGI INC. CNV SUB DEB CONVERTIBLES 69331DAA 12,500.00 250.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 29,765,425.00 308,450.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 10,853,838.00 112,475.00 (a) N/A (b)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 53,270,412.00 552,025.00 (a) N/A (c)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 3,796,310.00 39,340.00 (c) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 1,338,455.00 13,870.00 (c) N/A (b)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 9,212.00 100.00 (a) N/A (a)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 41,456.00 450.00 (a) N/A (b)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 1,584,932.00 41,368.00 (a) N/A (a)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 7,663.00 200.00 (c) N/A (c)
PLD TELEKOM WTS WARRANTS 69340T11 238,000.00 6,800.00 (a) N/A (a)
PLD TELEKOM WTS WARRANTS 69340T11 7,000.00 200.00 (a) N/A (c)
PLD TELEKOM INC WT WARRANTS 69340T14 7,668.00 3,000.00 (a) N/A (a)
PLD TELEKOM INC WT WARRANTS 69340T15 2,556.00 1,000.00 (a) N/A (a)
PLC SYSTEMS INC COMMON STOCKS 69341D10 244.00 100.00 (c) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 54,691,951.00 268,509.00 (a) N/A (a)
PMC- SIERRA INC COMMON STOCKS 69344F10 663,614.00 3,258.00 (a) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 37,646,542.00 184,825.00 (a) N/A (c)
PMC- SIERRA INC COMMON STOCKS 69344F10 20,369.00 100.00 (c) N/A (c)
THE PMI GROUP INC COMMON STOCKS 69344M10 11,860.00 250.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 22,983.00 484.50 (a) N/A (c)
PNC FINANCIAL COMMON STOCKS 69347510 871,967.00 19,350.00 (a) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 719,603.00 15,969.00 (a) N/A (b)
PNC FINANCIAL COMMON STOCKS 69347510 139,694.00 3,100.00 (c) N/A (a)
PNV.NET INC COMMON STOCKS 69348A10 725,400.00 161,200.00 (a) N/A (a)
PNV.NET INC COMMON STOCKS 69348A10 59,400.00 13,200.00 (a) N/A (c)
PPL CORPORATION COMMON STOCKS 69351T10 79,564.00 3,800.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 5,122,275.00 83,800.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 385,088.00 6,300.00 (a) N/A (b)
PRI AUTOMATION INC COMMON STOCKS 69357H10 13,190,775.00 215,800.00 (a) N/A (c)
PRI AUTOMATION INC COMMON STOCKS 69357H10 482,888.00 7,900.00 (c) N/A (c)
PYR ENERGY CORP COMMON STOCKS 69367710 26,000.00 8,000.00 (c) N/A (b)
PACCAR INC COMMON STOCKS 69371810 2,930,000.00 58,600.00 (a) N/A (a)
PACCAR INC COMMON STOCKS 69371810 15,000.00 300.00 (a) N/A (c)
PAC-WEST TELECOM INC COMMON STOCKS 69371Y10 21,875.00 700.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 127,050.00 3,300.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 1,074,150.00 27,900.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS INC CL A COMMON STOCKS 69511210 1,646.00 33.00 (c) N/A (b)
PACIFICORP 8.55% QUARTERLY INCOME DEBT PREFERREDS 69511461 2,334.00 100.00 (c) N/A (b)
PACKAGED ICE INC COMMON STOCKS 69514810 1,548,000.00 344,000.00 (a) N/A (c)
PACKETEER INC COMMON STOCKS 69521010 5,813,045.00 166,087.00 (a) N/A (a)
PACKETEER INC COMMON STOCKS 69521010 2,996,770.00 85,622.00 (a) N/A (b)
PACKETEER INC COMMON STOCKS 69521010 518,000.00 14,800.00 (a) N/A (c)
PACTIV CORPORATION COMMON STOCKS 69525710 33,883.00 3,900.00 (a) N/A (a)
PACTIV CORPORATION COMMON STOCKS 69525710 19,981.00 2,300.00 (a) N/A (b)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 12,485,642.00 668,128.00 (a) N/A (a)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 674,619.00 36,100.00 (a) N/A (b)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 22,628,694.00 1,210,900.00 (a) N/A (c)
PALL CORP COMMON STOCKS 69642930 114,431.00 5,100.00 (a) N/A (b)
PALM INC COMMON STOCKS 69664210 1,287,912.00 28,700.00 (a) N/A (a)
PALM INC COMMON STOCKS 69664210 67,312.00 1,500.00 (a) N/A (b)
PALM INC COMMON STOCKS 69664210 2,244.00 50.00 (c) N/A (b)
PANAMSAT CORP COMMON STOCKS 69793310 6,378,190.00 130,000.00 (a) N/A (a)
PAPER WAREHOUSE INC COMMON STOCKS 69894110 26,250.00 21,000.00 (c) N/A (b)
PARADISE MUSIC & ENTERTAINMENT INC COMMON STOCKS 69907110 1,815.00 880.00 (a) N/A (a)
PARADYNE NETWORKS INC COMMON STOCKS 69911G10 4,990,349.00 160,979.00 (a) N/A (a)
PARADYNE NETWORKS INC COMMON STOCKS 69911G10 1,158,532.00 37,372.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 1,413,706.00 67,118.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 605,884.00 28,766.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 1,194,244.00 56,700.00 (a) N/A (c)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 4,212.00 200.00 (c) N/A (b)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 11,562.00 1,000.00 (a) N/A (a)
PARKER HANNIFIN CORP COMMON STOCKS 70109410 202,432.00 4,900.00 (a) N/A (a)
PARKER HANNIFIN CORP COMMON STOCKS 70109410 4,866,612.00 117,800.00 (a) N/A (c)
PARKERVISION INC COMMON STOCKS 70135410 224,200.00 7,600.00 (a) N/A (a)
PARKERVISION INC COMMON STOCKS 70135410 389,400.00 13,200.00 (c) N/A (c)
PATTERSON ENERGY INC COMMON STOCKS 70341410 2,584,450.00 81,400.00 (a) N/A (a)
PATTERSON ENERGY INC COMMON STOCKS 70341410 533,400.00 16,800.00 (a) N/A (c)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 151,202.00 19,510.00 (a) N/A (a)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 5,732,598.00 739,690.00 (a) N/A (c)
PAY N SAVE CORPORATION CNV DEB CONVERTIBLES 704320AA - 2,000.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 8,767,575.00 167,400.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 808,880.00 15,444.00 (a) N/A (b)
PAYCHEX INC COMMON STOCKS 70432610 15,696,788.00 299,700.00 (a) N/A (c)
PAYLESS SHOESOURCE INC. COMMON STOCKS 70437910 (1.00) - (a) N/A (a)
PAYLESS SHOESOURCE INC. COMMON STOCKS 70437910 3,272,738.00 63,013.00 (a) N/A (c)
PECHINEY S.A. SPONSORED ADR A COMMON STOCKS 70515120 12,434.00 490.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 12,764,758.00 90,691.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 900,800.00 6,400.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 16,630,457.00 118,156.00 (a) N/A (c)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 56,300.00 400.00 (c) N/A (b)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 176,773.00 168.36 (a) N/A (a)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 705904209 5,288.00 5.04 (a) N/A (a)
PEGASUS COMM PFD PIK 12.75% PREFERREDS 70590430 650,000.00 500.00 (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)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 96,398.00 4,639.00 (a) N/A (a)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 26,349.00 1,268.00 (c) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 (197,838.00) (13,300.00) (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 13,388.00 900.00 (a) N/A (b)
PENNEY J.C CO INC COMMON STOCKS 70816010 17,850.00 1,200.00 (a) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 10,412.00 700.00 (c) N/A (b)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 107,511.00 10,300.00 (a) N/A (a)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 17,118.00 1,640.00 (a) N/A (c)
PEOPLES BANK CT COMMON STOCKS 71019810 (77,471.00) (3,700.00) (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 226,800.00 8,266.00 (a) N/A (a)
PEOPLESOFT INC. COMMON STOCKS 71271310 23,106,320.00 1,155,316.00 (a) N/A (a)
PEOPLESOFT INC. COMMON STOCKS 71271310 1,152,000.00 57,600.00 (a) N/A (c)
PEOPLESOFT INC. COMMON STOCKS 71271310 44,000.00 2,200.00 (c) N/A (b)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 2,000.00 100.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 1,963,114.00 56,290.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 1,707,271.00 48,954.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 33,933.00 973.00 (c) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 37,665.00 1,080.00 (c) N/A (c)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356930 1,369.00 233.00 (a) N/A (b)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356930 300.00 51.00 (a) N/A (c)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356930 341.00 58.00 (c) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 106,564,258.00 1,589,029.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 3,084,875.00 46,000.00 (a) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 109,767,900.00 1,636,800.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 202,529.00 3,020.00 (c) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 2,306,967.00 34,400.00 (c) N/A (c)
PERICOM SEMICONDUCTOR CORP COMMON STOCKS 71383110 8,922,000.00 250,000.00 (a) N/A (a)
PERKINELMER INC COMMON STOCKS 71404610 10,574.00 159.00 (a) N/A (b)
PERKINELMER INC COMMON STOCKS 71404610 615,125.00 9,250.00 (a) N/A (c)
PERMA-FIX ENVIRONMENTAL SERVICES COMMON STOCKS 71415710 4,375.00 2,500.00 (c) N/A (b)
PERPETUAL SAVINGS BANK FSB ALEXANDRIA CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
PERSISTENCE SOFTWARE INC COMMON STOCKS 71532910 386,807.00 19,462.00 (a) N/A (b)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 7,830,165.00 455,560.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 3,262,699.00 343,442.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 22,762.00 2,396.00 (a) N/A (c)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 2,187,916.00 230,307.00 (c) N/A (c)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 37,706,808.00 1,412,240.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 12,703,860.00 475,800.00 (a) N/A (c)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 6,608,181.00 381,700.00 (a) N/A (a)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 315,088.00 18,200.00 (a) N/A (b)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 18,972,111.00 1,095,862.00 (a) N/A (c)
PETSMART INC COMMON STOCKS 71676810 3,000.00 1,000.00 (a) N/A (b)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 4,217.00 78.00 (a) N/A (a)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 18,056.00 334.00 (c) N/A (c)
PHARMACYCLICS INC COMMON STOCKS 71693310 163,276.00 2,932.00 (a) N/A (a)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 36,034,092.00 605,615.00 (a) N/A (a)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 10,027,773.00 168,534.00 (a) N/A (b)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 45,967,320.00 772,560.00 (a) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 708,050.00 11,900.00 (c) N/A (a)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 2,368,100.00 39,800.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 111,322,784.00 3,044,688.78 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 14,543,173.00 397,762.00 (a) N/A (b)
PFIZER INC COMMON STOCKS 71708110 3,561,206.00 97,400.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 467,086.00 12,775.00 (c) N/A (a)
PFIZER INC COMMON STOCKS 71708110 1,290,473.00 35,295.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 22,340,724.00 611,020.00 (c) N/A (c)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 89,771.00 5,300.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 457,326.00 27,000.00 (c) N/A (c)
PHARMACOPEIA INC COMMON STOCKS 71713B10 8,987,482.00 183,418.00 (a) N/A (a)
PHARMACOPEIA INC COMMON STOCKS 71713B10 133,182.00 2,718.00 (a) N/A (b)
PHARMACOPEIA INC COMMON STOCKS 71713B10 4,895,100.00 99,900.00 (a) N/A (c)
PHELPS DODGE CORP COMMON STOCKS 71726510 1,142,449.00 24,115.00 (a) N/A (a)
PHELPS DODGE CORP COMMON STOCKS 71726510 2,369.00 50.00 (a) N/A (b)
PHELPS DODGE CORP COMMON STOCKS 71726510 961,712.00 20,300.00 (a) N/A (c)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 121,438.00 6,700.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 583,625.00 32,200.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 142,586,066.00 6,749,814.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 964,771.00 46,495.00 (a) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 3,513,088.00 166,300.00 (a) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 66,400.00 3,200.00 (c) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 34,279,326.00 1,622,690.00 (c) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 899,458.00 41,000.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 2,048,875.00 44,300.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 69,375.00 1,500.00 (a) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 56,950,689.00 349,123.00 (a) N/A (a)
PHONE.COM INC COMMON STOCKS 71920Q10 6,150,628.00 37,705.00 (a) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 33,677,156.00 206,450.00 (a) N/A (c)
PHONE.COM INC COMMON STOCKS 71920Q10 32,625.00 200.00 (c) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 13,422,246.00 380,099.00 (a) N/A (a)
PHOTRONICS INC COMMON STOCKS 71940510 635,625.00 18,000.00 (a) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 20,735,500.00 587,200.00 (a) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 164,197.00 6,300.00 (a) N/A (a)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 1,016,457.00 39,000.00 (c) N/A (c)
PILOT NETWORK SERVICES INC COMMON STOCKS 72159610 1,220,006.00 36,900.00 (a) N/A (a)
PILOT NETWORK SERVICES INC COMMON STOCKS 72159610 76,044.00 2,300.00 (a) N/A (b)
PILOT NETWORK SERVICES INC COMMON STOCKS 72159610 2,572,262.00 77,800.00 (a) N/A (c)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 11,085,938.00 206,250.00 (a) N/A (a)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 212,312.00 3,950.00 (a) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 3,380,875.00 62,900.00 (a) N/A (c)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 284,699.00 10,100.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 253,688.00 9,000.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 151,938.00 3,400.00 (a) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 6,480.00 145.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 3,834,188.00 85,800.00 (a) N/A (c)
PIVOTAL CORP COMMON STOCKS 72581R10 8,495,553.00 264,453.00 (a) N/A (a)
PIVOTAL CORP COMMON STOCKS 72581R10 1,170,956.00 36,450.00 (a) N/A (b)
PLANTRONICS INC COMMON STOCKS 72749310 540,490.00 5,800.00 (c) N/A (c)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 290,175.00 14,600.00 (c) N/A (c)
PLEXUS CORP COMMON STOCKS 72913210 219,862.00 3,300.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 1,658,962.00 24,900.00 (c) N/A (c)
PLUG POWER INC COMMON STOCKS 72919P10 42,500.00 500.00 (a) N/A (a)
PLUM CREEK TIMBER CO INC COMMON STOCKS 72925110 64,025.00 2,600.00 (a) N/A (b)
POGO PRODUCING CO COMMON STOCKS 73044810 10,805,194.00 378,300.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 228,500.00 8,000.00 (a) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,089,900.00 1,260.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 5,430,562.00 197,475.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 946,550.00 34,420.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 11,136,125.00 404,950.00 (c) N/A (c)
POLAROID CORP COMMON STOCKS 73109510 237,500.00 10,000.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 14,321.00 603.00 (a) N/A (c)
POLYCOM INC COMMON STOCKS 73172K10 27,570,870.00 348,172.00 (a) N/A (a)
POLYCOM INC COMMON STOCKS 73172K10 538,475.00 6,800.00 (a) N/A (b)
POLYCOM INC COMMON STOCKS 73172K10 64,840,705.00 818,825.00 (a) N/A (c)
POPE EVANS & ROBBINS COMMON STOCKS 73285210 - 2,110,500.00 (a) N/A (a)
PORTAL SOFTWARE COMMON STOCKS 73612610 49,972,517.00 877,673.00 (a) N/A (a)
PORTAL SOFTWARE COMMON STOCKS 73612610 1,190,278.00 20,905.00 (a) N/A (b)
PORTAL SOFTWARE COMMON STOCKS 73612610 2,847.00 50.00 (c) N/A (b)
PORTAL SOFTWARE COMMON STOCKS 73612610 24,483.00 430.00 (c) N/A (c)
PORTUGAL FUND INC COMMON STOCKS 73726510 425,640.00 30,000.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 9,902,418.00 796,142.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 21,144.00 1,700.00 (a) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 7,462.00 600.00 (c) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 44,777.00 3,600.00 (c) N/A (c)
POST PROPERTIES INC COMMON STOCKS 73746410 40,312.00 1,000.00 (a) N/A (b)
POTASH CORP OF SASKATCHEWAN INC COMMON STOCKS 73755L10 2,450.00 49.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 17,534.00 775.00 (a) N/A (b)
POWER-ONE INC COMMON STOCKS 73930810 1,322,212.00 21,900.00 (a) N/A (a)
POWER-ONE INC COMMON STOCKS 73930810 193,200.00 3,200.00 (a) N/A (c)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 15,678,125.00 125,425.00 (a) N/A (a)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 962,500.00 7,700.00 (a) N/A (b)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 33,350,000.00 266,800.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 11,358,029.00 164,163.00 (a) N/A (a)
POWERTEL INC COMMON STOCKS 73936C10 463,556.00 6,700.00 (a) N/A (b)
POWERTEL INC COMMON STOCKS 73936C10 18,334,688.00 265,000.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 1,563,649.00 22,600.00 (c) N/A (c)
PRAXAIR INC COMMON STOCKS 74005P10 491,175.00 11,800.00 (a) N/A (a)
PRAXAIR INC COMMON STOCKS 74005P10 2,914.00 70.00 (a) N/A (b)
PRECEPT BUSINESS SERVICES CL A COMMON STOCKS 74016520 9.00 4.00 (c) N/A (b)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 11,153,925.00 334,200.00 (a) N/A (a)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 634,125.00 19,000.00 (a) N/A (b)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 22,638,262.00 678,300.00 (a) N/A (c)
PREMIER CRUISES LTD COMMON STOCKS 74049999 722,069.00 222,175.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 743.00 58.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 12,441.00 971.00 (c) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 29,944.00 1,576.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 14,858.00 782.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 4,106,172.00 195,532.00 (a) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 46,200.00 2,200.00 (a) N/A (b)
PREMIER PARKS INC COMMON STOCKS 74054020 1,018,500.00 48,500.00 (a) N/A (c)
PREVIEW SYSTEMS INC COMMON STOCKS 74137910 104,088.00 2,200.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 13,599,279.00 591,272.99 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 90,551.00 3,937.00 (a) N/A (b)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 3,692,144.00 160,528.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 1,070,351.00 46,537.00 (c) N/A (c)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 244,900.00 6,200.00 (a) N/A (b)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 853,200.00 21,600.00 (a) N/A (c)
PRICELINE.COM COMMON STOCKS 74150310 3,240,000.00 40,500.00 (a) N/A (a)
PRICELINE.COM COMMON STOCKS 74150310 56,800.00 710.00 (c) N/A (c)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 1,844,993.00 18,000.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 708,750.00 7,500.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 236,250.00 2,500.00 (a) N/A (c)
PRIMEX TECHNOLOGIES INC COMMON STOCKS 74159710 5,968.00 280.00 (a) N/A (a)
PRIMUS KNOWLEDGE SOLUTIONS INC COMMON STOCKS 74163Q10 1,049,200.00 12,200.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 211,869.00 4,099.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 126,274.00 2,443.00 (a) N/A (c)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 12,434,850.00 543,600.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 38,010,244.00 1,661,650.00 (a) N/A (c)
PRINCETON VIDEO IMAGE INC COMMON STOCKS 74247610 3,500.00 500.00 (c) N/A (b)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 130,650.00 2,600.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 1,452,225.00 28,900.00 (c) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 14,623,504.00 258,808.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 1,657,214.00 29,202.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 348,325.00 6,150.00 (a) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 11,350.00 200.00 (c) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 26,555.00 470.00 (c) N/A (c)
PROGENICS PHARMACEUTICALS INC COMMON STOCKS 74318710 245,000.00 3,500.00 (a) N/A (c)
PROGENICS PHARMACEUTICALS INC COMMON STOCKS 74318710 28,000.00 400.00 (c) N/A (b)
PROGRESS SOFTWARE CORP COMMON STOCKS 74331210 609,388.00 26,000.00 (c) N/A (c)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 15,212.00 200.00 (a) N/A (a)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 1,983,254.00 26,074.00 (a) N/A (b)
PROLOGIS TRUST COMMON STOCKS 74341010 427,350.00 22,200.00 (a) N/A (a)
PROLOGIS TRUST COMMON STOCKS 74341010 100,100.00 5,200.00 (a) N/A (c)
PROLOGIS TRUST PFD SER C 8.54% PREFERREDS 74341040 1,114,389.00 27,250.00 (a) N/A (a)
PROSPERITY BANCSHARES INC COMMON STOCKS 74360610 3,675,700.00 249,200.00 (a) N/A (c)
PROTEIN DESIGN LABS INC COMMON STOCKS 74369L10 1,224,936.00 15,408.00 (a) N/A (a)
PROTEIN DESIGN LABS INC COMMON STOCKS 74369L10 1,319,700.00 16,600.00 (c) N/A (c)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 4,943,652.00 172,704.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 4,747,050.00 54,800.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 19,491.00 225.00 (a) N/A (b)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 32,051.00 370.00 (c) N/A (c)
PROXIM INC COMMON STOCKS 74428410 8,904,750.00 74,400.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 682,219.00 5,700.00 (a) N/A (b)
PROXIM INC COMMON STOCKS 74428410 21,639,500.00 180,800.00 (a) N/A (c)
PROXIM INC COMMON STOCKS 74428410 394,970.00 3,300.00 (c) N/A (c)
PSINET INC COMMON STOCKS 74437C10 20,409.00 600.00 (a) N/A (b)
PSINET INC COMMON STOCKS 74437C10 3,810.00 112.00 (c) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 4,366,725.00 147,400.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 56,406.00 1,904.00 (a) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 474,000.00 16,000.00 (a) N/A (c)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 20,086.00 678.00 (c) N/A (b)
PULITZER INC COMMON STOCKS 74576910 347,438.00 8,500.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 204,334.00 4,999.00 (a) N/A (b)
PULITZER INC COMMON STOCKS 74576910 433,275.00 10,600.00 (c) N/A (c)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 7,279,875.00 143,800.00 (a) N/A (a)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 399,938.00 7,900.00 (a) N/A (b)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 13,749,750.00 271,600.00 (a) N/A (c)
PUTNAM PREMIER INCOME FUND SBI EQUITY FUNDS 74685310 11,500.00 2,000.00 (c) N/A (a)
QLT PHOTOTHERAPEUTICS INC COMMON STOCKS 74692710 1,221,025.00 22,100.00 (a) N/A (c)
QLT PHOTOTHERAPEUTICS INC COMMON STOCKS 74692710 1,658.00 30.00 (c) N/A (b)
QRS CORP COMMON STOCKS 74726X10 23,398,837.00 310,948.00 (a) N/A (a)
QRS CORP COMMON STOCKS 74726X10 361,200.00 4,800.00 (a) N/A (b)
QRS CORP COMMON STOCKS 74726X10 49,679,975.00 660,199.00 (a) N/A (c)
QLOGIC CORP COMMON STOCKS 74727710 1,463,400.00 10,800.00 (a) N/A (a)
QLOGIC CORP COMMON STOCKS 74727710 6,409,150.00 47,300.00 (a) N/A (c)
QUAKER OATS CO COMMON STOCKS 74740210 1,861,188.00 30,700.00 (a) N/A (a)
QUAKER OATS CO COMMON STOCKS 74740210 3,970,938.00 65,500.00 (a) N/A (c)
QUAKER OATS CO COMMON STOCKS 74740210 212,188.00 3,500.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 48,036,886.00 321,720.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 17,478,521.00 117,060.00 (a) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 17,887,644.00 119,800.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 2,668,961.00 17,875.00 (c) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 2,090,375.00 14,000.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 98,547.00 660.00 (c) N/A (c)
QUANTA SERVICES INC COMMON STOCKS 74762E10 303.00 5.00 (a) N/A (b)
QUIDEL CORP WTS @ $ 7.50 WARRANTS 74838J11 - 19,729.00 (a) N/A (b)
QUINENCO SA ADR COMMON STOCKS 74871810 1,474,557.00 130,700.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 1,138,354.00 100,900.00 (a) N/A (c)
QUINTUS CORP COMMON STOCKS 74879810 2,375.00 80.00 (c) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 30,069,216.00 626,442.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 7,853,184.00 163,608.00 (a) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 16,204,800.00 337,600.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 3,805,440.00 79,280.00 (c) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,917,744.00 102,453.00 (c) N/A (b)
R&B FALCON CORP COMMON STOCKS 74912E10 131,902.00 6,700.00 (a) N/A (a)
R&B FALCON CORP COMMON STOCKS 74912E10 9,410,625.00 478,000.00 (a) N/A (c)
RCN CORP COMMON STOCKS 74936110 5,388.00 100.00 (c) N/A (b)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 4,080.00 240.00 (a) N/A (a)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 1,742.00 82.00 (c) N/A (b)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 694,875.00 32,700.00 (c) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 1,706,805.00 172,841.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 11,554,188.00 223,000.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 647,656.00 12,500.00 (a) N/A (b)
RSA SECURITY INC COMMON STOCKS 74971910 24,849,275.00 479,600.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 1,033,367.00 21,698.00 (a) N/A (a)
RADIAN GROUP INC COMMON STOCKS 75023610 3,822,525.00 80,263.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 1,209,675.00 25,400.00 (c) N/A (c)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 29,494,662.00 469,100.00 (a) N/A (a)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 974,562.00 15,500.00 (a) N/A (b)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 37,819,312.00 601,500.00 (a) N/A (c)
RADIO ONE INC COMMON STOCKS 75040P10 8,521,204.00 127,898.00 (a) N/A (a)
RADIO UNICA COMMINICATIONS CORP COMMON STOCKS 75040Q10 7,088.00 600.00 (a) N/A (b)
RADIO UNICA COMMINICATIONS CORP COMMON STOCKS 75040Q10 602,438.00 51,000.00 (a) N/A (c)
RAILWORKS CORP COMMON STOCKS 75078910 152.00 15.00 (a) N/A (b)
RAINFOREST CAFE INC COMMON STOCKS 75086K10 3,547.00 1,000.00 (c) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 1,288,980.00 46,872.00 (a) N/A (a)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 15,675.00 570.00 (a) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 20,075.00 730.00 (c) N/A (b)
RANGER OIL LTD COMMON STOCKS 75280510 394.00 100.00 (c) N/A (b)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 85,527.00 4,400.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 499,557.00 25,700.00 (c) N/A (c)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 163,262.00 3,700.00 (a) N/A (a)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 39,712.00 900.00 (c) N/A (b)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 2,263,612.00 51,300.00 (c) N/A (c)
RAVISENT TECHNOLOGIES INC COMMON STOCKS 75444010 5,563,251.00 400,955.00 (a) N/A (b)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 6,923.00 368.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 11,344.00 603.00 (a) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 414.00 22.00 (c) N/A (b)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 363,875.00 20,500.00 (a) N/A (a)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 1,775.00 100.00 (c) N/A (b)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 5,661,769.00 160,050.00 (a) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 997,575.00 28,200.00 (a) N/A (b)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 9,611,388.00 271,700.00 (a) N/A (c)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 636,750.00 18,000.00 (c) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 3,538.00 100.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 32,748,997.00 575,170.00 (a) N/A (a)
REALNETWORKS COMMON STOCKS 75605L10 449,810.00 7,900.00 (a) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 28,469.00 500.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 1,290,215.00 22,660.00 (c) N/A (c)
RECKSON ASSOC REALTY CORP COMMON STOCKS 75621K10 331,875.00 17,700.00 (c) N/A (c)
RED HAT INC COMMON STOCKS 75657710 4,753,246.00 112,171.00 (a) N/A (a)
RED HAT INC COMMON STOCKS 75657710 8,560.00 202.00 (a) N/A (b)
RED HAT INC COMMON STOCKS 75657710 1,695.00 40.00 (c) N/A (b)
REDBACK NETWORKS COMMON STOCKS 75720910 217,627,756.00 725,577.00 (a) N/A (a)
REDBACK NETWORKS COMMON STOCKS 75720910 976,297.00 3,255.00 (a) N/A (b)
REDBACK NETWORKS COMMON STOCKS 75720910 2,999.00 10.00 (c) N/A (b)
REDBACK NETWORKS COMMON STOCKS 75720910 38,992.00 130.00 (c) N/A (c)
REED INTL SPONSORED ADR COMMON STOCKS 75821287 14,370.00 480.00 (a) N/A (b)
REGENERON PHARMACEUTICALS INC COMMON STOCKS 75886F10 730,206.00 24,700.00 (c) N/A (c)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 121,547.00 5,328.00 (a) N/A (a)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 356,605.00 15,632.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 12,372,118.00 519,564.00 (a) N/A (a)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 154,781.00 6,500.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 33,161,192.00 1,392,596.00 (a) N/A (c)
RELIANT ENERGY INC COMMON STOCKS 75952J10 65,976.00 2,800.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 197,925.00 8,400.00 (a) N/A (b)
RELIANT ENERGY 2.0% CV SUB DEB CONVERTIBLES 75952J20 6,156,898.00 63,310.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 40,650.00 1,200.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 186,312.00 5,500.00 (a) N/A (b)
REMEC INC COMMON STOCKS 75954310 60,600.00 1,200.00 (a) N/A (a)
REMEC INC COMMON STOCKS 75954310 505,000.00 10,000.00 (c) N/A (c)
REMEDY CORP COMMON STOCKS 75954810 8,075,362.00 191,700.00 (a) N/A (a)
REMEDY CORP COMMON STOCKS 75954810 606,600.00 14,400.00 (a) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 20,679,162.00 490,900.00 (a) N/A (c)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 75966470 - 1.00 (a) N/A (a)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 759664709 - 4.46 (a) N/A (a)
REPLIGEN CORP COMMON STOCKS 75991610 2,888.00 300.00 (c) N/A (b)
REPAP ENTERPRISES 144A CONVERTIBLES 76026MAC 2,080,000.00 4,000.00 (a) N/A (a)
REPSOL SA SPONSORED ADR COMMON STOCKS 76026T20 2,558.00 120.00 (a) N/A (b)
REPSOL SA SPONSORED ADR COMMON STOCKS 76026T20 127,875.00 6,000.00 (c) N/A (a)
REPUBLIC SERVICES INC CL A COMMON STOCKS 76075910 6,563.00 600.00 (a) N/A (a)
REPUBLIC SERVICES INC CL A COMMON STOCKS 76075910 1,094.00 100.00 (a) N/A (b)
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 LTD COMMON STOCKS 76097510 115,020.00 1,080.00 (a) N/A (a)
RESPIRONICS INC COMMON STOCKS 76123010 1,322.00 92.00 (c) N/A (b)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 143,250.00 1,200.00 (a) N/A (a)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 15,519.00 130.00 (c) N/A (c)
REXX ENVIRONMENTAL CORP COMMON STOCKS 76168W10 7,375.00 1,000.00 (c) N/A (b)
REYNOLDS & REYNOLDS -CL A COMMON STOCKS 76169510 159,300.00 5,900.00 (a) N/A (a)
REYNOLDS & REYNOLDS -CL A COMMON STOCKS 76169510 3,923,100.00 145,300.00 (a) N/A (c)
REYNOLDS METALS CO COMMON STOCKS 76176310 13,375.00 200.00 (c) N/A (b)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 85,000.00 5,000.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 85,000.00 5,000.00 (a) N/A (c)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 1,343.00 79.00 (c) N/A (b)
RHYTHMS NETCONNECTIONS INC COMMON STOCKS 76243020 18,191,486.00 494,166.00 (a) N/A (a)
RHYTHMS NETCONNECTIONS INC COMMON STOCKS 76243020 5,242,063.00 142,399.00 (a) N/A (b)
RICHARDSON ELECTRONICS CONVERTIBLE SR CONVERTIBLES 763165AB 3,712.00 5,000.00 (a) N/A (a)
RICHARDSON ELECTRONICS LTD CONVERTIBLE CONVERTIBLES 763165AC 20,875.00 25,000.00 (a) N/A (a)
RIGGS NATIONAL CORP WASH DC COMMON STOCKS 76657010 390,016.00 32,000.00 (c) N/A (c)
RITE AID CORP COMMON STOCKS 76775410 1,100.00 200.00 (c) N/A (b)
ROBERT HALF INTERNATIONAL INC COMMON STOCKS 77032310 51,789.00 1,092.00 (a) N/A (b)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 127,408.00 7,963.00 (a) N/A (b)
ROCHE HLDGS INC CONV 144A CONVERTIBLES 771196AC 7,831,800.00 13,740.00 (a) N/A (a)
ROCHE HLDGS INC 0 CPN CNV 144A CONVERTIBLES 771196AG 2,133,350.00 2,580.00 (a) N/A (a)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 68,238.00 1,632.00 (a) N/A (a)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 14,802.00 354.00 (a) N/A (b)
ROGERS CORP COMMON STOCKS 77513310 188,250.00 3,000.00 (a) N/A (a)
ROHM & HAAS CO COMMON STOCKS 77537110 374,582.00 8,394.00 (a) N/A (a)
ROHN INDUSTRIES INC COMMON STOCKS 77538110 325.00 100.00 (c) N/A (b)
ROME BANCORP INC COMMON STOCKS 77587710 662.00 100.00 (a) N/A (b)
ROME BANCORP INC COMMON STOCKS 77587710 13,250.00 2,000.00 (c) N/A (b)
ROSS STORES INC COMMON STOCKS 77829610 404,251.00 16,800.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 11,350,281.00 471,700.00 (a) N/A (c)
ROSTELECOM ADR COMMON STOCKS 77852910 4,721,500.00 198,800.00 (a) N/A (a)
ROWAN COMPANIES INC COMMON STOCKS 77938210 6,785,344.00 230,500.00 (a) N/A (a)
ROWAN COMPANIES INC COMMON STOCKS 77938210 585,806.00 19,900.00 (a) N/A (b)
ROWAN COMPANIES INC COMMON STOCKS 77938210 2,004,694.00 68,100.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 30,901,432.00 534,508.00 (a) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 8,795,247.00 152,134.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 9,469,707.00 163,800.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 592,578.00 10,250.00 (c) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 2,370,312.00 41,000.00 (c) N/A (b)
RYDER SYSTEM INC COMMON STOCKS 78354910 (156,547.00) (6,900.00) (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 66,650.00 4,300.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 1,423,288.00 91,825.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 129,469,385.00 3,073,457.20 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 1,338,143.00 31,766.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 12,329,019.00 292,677.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 190,489.00 4,522.00 (c) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 146,848.00 3,486.00 (c) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 28,788,225.00 683,400.00 (c) N/A (c)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 20,517,200.00 466,300.00 (a) N/A (a)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 378,400.00 8,600.00 (a) N/A (b)
SCI SYSTEMS INC COMMON STOCKS 78389010 10,750.00 200.00 (a) N/A (a)
SCI SYSTEMS CNV SUB NOTES CONVERTIBLES 783890AF 2,875,000.00 2,500.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 203,901.00 6,658.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 203,901.00 6,658.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 3,333,929.00 108,863.00 (a) N/A (c)
SF HOLDINGS GROUP INC 144A COMMON STOCKS 78414185 8.00 750.00 (a) N/A (a)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 81,625.00 2,000.00 (a) N/A (b)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 44,894.00 1,100.00 (c) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 13,083,798.00 335,482.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 38,610.00 990.00 (a) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 307,515.00 7,885.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 22,451,442.00 575,678.00 (c) N/A (c)
SL INDUSTRIES INC COMMON STOCKS 78441310 2,405.00 260.00 (c) N/A (b)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 2,983,354.00 89,555.00 (a) N/A (a)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 463,051.00 13,900.00 (a) N/A (c)
SPS TECHNOLOGIES COMMON STOCKS 78462610 8,388.00 275.00 (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 (273,451.00) (2,400.00) (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 421,569.00 3,700.00 (a) N/A (c)
SPX CORP COMMON STOCKS 78463510 3,760.00 33.00 (c) N/A (b)
S1 CORPORATION COMMON STOCKS 78463B10 1,859,247.00 21,698.00 (a) N/A (a)
S1 CORPORATION COMMON STOCKS 78463B10 942,568.00 11,000.00 (c) N/A (c)
SRS LABS INC COMMON STOCKS 78464M10 240,000.00 10,000.00 (a) N/A (c)
STM WIRELESS INC COMMON STOCKS 78477610 2,047.00 250.00 (c) N/A (b)
S3 INCORPATED COMMON STOCKS 78484910 1,497,300.00 71,300.00 (a) N/A (a)
S3 INCORPATED COMMON STOCKS 78484910 1,864,800.00 88,800.00 (a) N/A (c)
S3 INCORPATED COMMON STOCKS 78484910 1,010,100.00 48,100.00 (c) N/A (c)
SAATCHI & SAATCHI PLC SPONSORED ADR COMMON STOCKS 78514420 1,585,675.00 53,300.00 (a) N/A (c)
SABRELINER CORP WARRANTS WARRANTS 78571L99 13,600.00 1,360.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 218,747.00 5,922.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 62,424.00 1,690.00 (a) N/A (b)
SAFECO CORP COMMON STOCKS 78642910 1,115,646.00 42,000.00 (a) N/A (a)
SAFECO CORP COMMON STOCKS 78642910 1,859.00 70.00 (a) N/A (b)
SAFECO CORP COMMON STOCKS 78642910 624,230.00 23,500.00 (a) N/A (c)
SAFECO CORP COMMON STOCKS 78642910 2,656.00 100.00 (c) N/A (b)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 227,700.00 3,300.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 3,450.00 50.00 (c) N/A (b)
SAFETY-KLEEN CORP COMMON STOCKS 78648R20 461.00 351.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 570,150.00 12,600.00 (a) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 289,600.00 6,400.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 6,158,525.00 136,100.00 (a) N/A (c)
SAFEWAY INC COMMON STOCKS 78651420 9,050.00 200.00 (c) N/A (a)
SAFLINK CORP COMMON STOCKS 78657810 269.00 50.00 (c) N/A (b)
SAGA COMMUNICATIONS INC CL A COMMON STOCKS 78659810 19,125.00 1,000.00 (c) N/A (b)
SAGA SYSTEMS INC COMMON STOCKS 78661010 3,532,100.00 98,800.00 (a) N/A (a)
SAGA SYSTEMS INC COMMON STOCKS 78661010 965,250.00 27,000.00 (a) N/A (c)
SAGENT TECHNOLOGY INC COMMON STOCKS 78669310 2,158,200.00 74,905.00 (a) N/A (a)
ST FRANCIS CAPITAL CORP COMMON STOCKS 78937410 14,000.00 1,000.00 (c) N/A (b)
ST JUDE MEDICAL INC COMMON STOCKS 79084910 25,812.00 1,000.00 (c) N/A (b)
ST PAUL COMPANIES INC COMMON STOCKS 79286010 3,412.00 100.00 (a) N/A (b)
ST PAUL COMPANIES INC COMMON STOCKS 79286010 3,412.00 100.00 (c) N/A (b)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 3,198.00 42.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 14,619.00 192.00 (c) N/A (c)
SAKS INC COMMON STOCKS 79377W10 59,450.00 4,100.00 (a) N/A (b)
SAKS INC COMMON STOCKS 79377W10 875,800.00 60,400.00 (a) N/A (c)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 5,118,191.00 428,749.00 (a) N/A (a)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 270,981.00 22,700.00 (a) N/A (b)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 4,169,769.00 349,300.00 (a) N/A (c)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 2,388.00 200.00 (c) N/A (b)
SALESLOGIX CORP COMMON STOCKS 79466P10 4,008,362.00 148,115.00 (a) N/A (a)
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 2,822.00 99.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 12,084.00 424.00 (c) N/A (c)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 590,802.00 16,820.00 (a) N/A (a)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 590,802.00 16,820.00 (a) N/A (b)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 14,752.00 420.00 (c) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 27,317,500.00 223,000.00 (a) N/A (a)
SANDISK CORP COMMON STOCKS 80004C10 1,494,500.00 12,200.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 54,978,000.00 448,800.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 44,073,770.00 652,340.00 (a) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 24,873,134.00 368,150.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 18,444,562.00 273,000.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 5,798,214.00 85,820.00 (c) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 3,605,811.00 53,370.00 (c) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 16,292,516.00 588,443.00 (a) N/A (a)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 155,050.00 5,600.00 (a) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 35,994.00 1,300.00 (c) N/A (b)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 4,811,250.00 513,200.00 (a) N/A (a)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 234,375.00 25,000.00 (a) N/A (b)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 7,666,875.00 817,800.00 (a) N/A (c)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 27,740.00 2,920.00 (a) N/A (a)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 3,372.00 355.00 (a) N/A (b)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 2,811.00 27.00 (a) N/A (a)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 12,599.00 121.00 (c) N/A (c)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 8,962.00 150.00 (a) N/A (a)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 2,390.00 40.00 (a) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 11,950.00 200.00 (c) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 23,900.00 400.00 (c) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 3,744,000.00 208,000.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 18,000.00 1,000.00 (a) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 3,600.00 200.00 (c) N/A (b)
SATYAM INFOWAY LIMITED ADR COMMON STOCKS 80409910 80,438.00 1,500.00 (a) N/A (a)
SAWTEK INC COMMON STOCKS 80546810 16,352,194.00 311,100.00 (a) N/A (a)
SAWTEK INC COMMON STOCKS 80546810 32,220,812.00 613,000.00 (a) N/A (c)
SCANA CORP COMMON STOCKS 80589M10 3,996,319.00 162,700.00 (a) N/A (c)
SCANSOFT INC COMMON STOCKS 80603P10 1,038.00 205.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 40,080,609.00 1,076,913.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 21,535,082.00 578,123.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 2,604,395.00 69,920.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 7,617,625.00 204,500.00 (c) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 3,316,368.00 89,030.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 6,270,412.00 168,900.00 (c) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,530,000.00 20,000.00 (a) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,327,504.00 17,353.00 (a) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 107,100.00 1,400.00 (a) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 273,105.00 3,570.00 (c) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,530.00 20.00 (c) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 16,181.00 300.00 (a) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 1,914,781.00 35,500.00 (a) N/A (c)
SCHOOL SPECIALTY INC COMMON STOCKS 80786310 43,000.00 2,000.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 12,948,975.00 229,150.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 22,800.00 400.00 (a) N/A (b)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 1,710.00 30.00 (c) N/A (b)
SCH JUN 00 CALL OPTIONS 8085139FL 900,000.00 1,500.00 (a) N/A (a)
SCH JUN 00 PUT OPTIONS 8085139RL 1,275,000.00 1,500.00 (a) N/A (a)
SCIENT CORP COMMON STOCKS 80864H10 9,069.00 100.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 17,969,325.00 284,100.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 37,950.00 600.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 47,956,150.00 758,200.00 (a) N/A (c)
SCIOS INC COMMON STOCKS 80890510 2,075.00 400.00 (c) N/A (b)
SCITEX CORP LTD ORD COMMON STOCKS 80909010 3,478,219.00 223,500.00 (a) N/A (a)
SCITEX CORP LTD ORD COMMON STOCKS 80909010 27,084,975.00 1,740,400.00 (a) N/A (c)
SCOTTISH POWER PLC-ADR COMMON STOCKS 81013T70 459,476.00 14,500.00 (a) N/A (a)
SCOTTISH POWER PLC-ADR COMMON STOCKS 81013T70 254.00 8.00 (a) N/A (b)
SCOTTS CO CL A COMMON STOCKS 81018610 264,600.00 6,300.00 (c) N/A (a)
SCOTTS CO CL A COMMON STOCKS 81018610 126,000.00 3,000.00 (c) N/A (b)
SCUDDER GLOBAL HIGH INCOME FUND INC FXD INC FUNDS 81115E10 7,420.00 1,522.00 (c) N/A (b)
SEA CONTAINERS LTD CL A COMMON STOCKS 81137170 67,039.00 3,030.00 (c) N/A (b)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 31,594,953.00 512,697.00 (a) N/A (a)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 1,026,056.00 16,650.00 (a) N/A (b)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 28,531,759.00 462,990.00 (a) N/A (c)
SEACOAST FINANCIAL SERVICES CORP COMMON STOCKS 81170Q10 988.00 100.00 (a) N/A (b)
SEACOAST FINANCIAL SERVICES CORP COMMON STOCKS 81170Q10 39,500.00 4,000.00 (c) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 2,181,250.00 34,900.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 44,218.00 719.00 (a) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,475,000.00 23,600.00 (a) N/A (c)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 2,152.00 35.00 (c) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 2,011,100.00 33,800.00 (a) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 1,671,652.00 28,095.00 (a) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 476,000.00 8,000.00 (c) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 30,404.00 511.00 (c) N/A (b)
SEACOR HOLDINGS INC COMMON STOCKS 81190410 7,782,338.00 128,900.00 (a) N/A (a)
SEACOR HOLDINGS INC COMMON STOCKS 81190410 2,119,162.00 35,100.00 (a) N/A (c)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 88,690.00 2,896.00 (a) N/A (a)
SECURITY CAPITAL GROUP INC CL B COMMON STOCKS 81413P20 1,444.00 100.00 (a) N/A (b)
SEITEL INC COMMON STOCKS 81607430 77,792.00 9,800.00 (a) N/A (a)
SEITEL INC COMMON STOCKS 81607430 483,424.00 60,900.00 (c) N/A (c)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 3,119.00 34.00 (a) N/A (a)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 14,403.00 157.00 (c) N/A (c)
SEMINIS INC CL A COMMON STOCKS 81665810 193,125.00 30,000.00 (a) N/A (c)
SEMTECH CORP COMMON STOCKS 81685010 10,736,875.00 167,600.00 (a) N/A (a)
SEMTECH CORP COMMON STOCKS 81685010 2,479,219.00 38,700.00 (a) N/A (c)
SENETEK PLC SPONSORED ADR COMMON STOCKS 81720930 712.00 300.00 (c) N/A (b)
SENSORMATIC ELECTRONICS CORP COMMON STOCKS 81726510 677,612.00 30,200.00 (a) N/A (c)
SEPRACOR INC. COMMON STOCKS 81731510 2,948,922.00 40,500.00 (a) N/A (a)
SEPRACOR INC. COMMON STOCKS 81731510 29,125.00 400.00 (a) N/A (b)
SEPRACOR INC. COMMON STOCKS 81731510 22,317,031.00 306,500.00 (a) N/A (c)
SEPRACOR INC. COMMON STOCKS 81731510 44,416.00 610.00 (c) N/A (c)
SEQUENOM INC COMMON STOCKS 81733710 854,438.00 21,700.00 (a) N/A (a)
SEQUENOM INC COMMON STOCKS 81733710 354,375.00 9,000.00 (a) N/A (c)
SERVICEMASTER CO COMMON STOCKS 81760N10 178,065.00 15,828.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 2,000.00 1,000.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 26,000.00 13,000.00 (c) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 630,338.00 23,400.00 (a) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 431,000.00 16,000.00 (a) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 3,065,488.00 113,800.00 (a) N/A (c)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 102,362.00 3,800.00 (c) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 55,491.00 2,060.00 (c) N/A (b)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 22,500.00 11,250.00 (a) N/A (a)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 2,500.00 1,250.00 (a) N/A (c)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 515,160.00 10,500.00 (a) N/A (a)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 2,453.00 50.00 (a) N/A (b)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 49,062.00 1,000.00 (c) N/A (b)
SHERWIN-WILLIAMS CO COMMON STOCKS 82434810 2,655.00 120.00 (a) N/A (b)
SHERWIN-WILLIAMS CO COMMON STOCKS 82434810 8,850.00 400.00 (c) N/A (b)
SHOPKO STORES INC COMMON STOCKS 82491110 321,275.00 18,100.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 17,750.00 1,000.00 (a) N/A (c)
SHOREWOOD PACKAGING CORP COMMON STOCKS 82522910 4,288.00 200.00 (a) N/A (a)
SHURGARD STORAGE CENTERS-A COMMON STOCKS 82567D10 360,525.00 13,800.00 (c) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 39,056,226.00 327,000.00 (a) N/A (a)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 740,516.00 6,200.00 (a) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 11,322,722.00 94,800.00 (c) N/A (c)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 20,810.00 145.00 (c) N/A (c)
SIERRA PACIFIC RESOURCES COMMON STOCKS 82642810 506,250.00 40,500.00 (c) N/A (c)
SILICON GRAPHICS INC COMMON STOCKS 82705610 10,436.00 988.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 499,640.00 47,301.00 (a) N/A (c)
SILICON IMAGE INC COMMON STOCKS 82705T10 3,971,391.00 55,447.00 (a) N/A (a)
SILICONIX INC COMMON STOCKS 82707920 399,265.00 4,200.00 (c) N/A (c)
SILKNET SOFTWARE INC COMMON STOCKS 82709410 20,712.00 200.00 (a) N/A (c)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 4,291,103.00 58,086.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 352,026.00 15,100.00 (a) N/A (a)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 3,575.00 400.00 (c) N/A (b)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 1,298.00 91.00 (a) N/A (a)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 2,938.00 206.00 (c) N/A (c)
SINGER CO NV COMMON STOCKS 82930F10 262.00 300.00 (c) N/A (b)
SIRIUS SATELLITE RADIO INC COMMON STOCKS 82966U10 22,800.00 400.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 473,025.00 74,200.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 216,750.00 34,000.00 (a) N/A (c)
SKILLSOFT CORP COMMON STOCKS 83066P10 145,312.00 5,000.00 (a) N/A (b)
SKY NETWORK TELEVISION LTD ADR COMMON STOCKS 83080U10 15,922.00 660.00 (a) N/A (b)
SKYMALL INC COMMON STOCKS 83085910 175.00 25.00 (c) N/A (b)
SMITH (A.O.) COM COMMON STOCKS 83186520 327,600.00 18,200.00 (c) N/A (c)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 26,037,055.00 335,962.00 (a) N/A (a)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 1,085,000.00 14,000.00 (a) N/A (b)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 64,047,938.00 826,425.00 (a) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 6,642,601.00 100,550.00 (a) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 1,084,614.00 16,418.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 1,426,950.00 21,600.00 (c) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 799,356.00 12,100.00 (c) N/A (b)
SNAP-ON INC COMMON STOCKS 83303410 23,569.00 900.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 294,300.00 10,800.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 356,975.00 13,100.00 (a) N/A (c)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 10,888.00 357.00 (a) N/A (a)
SOFTNET SYSTEMS INC COMMON STOCKS 83396410 3,100,500.00 106,000.00 (a) N/A (a)
SOFTNET SYSTEMS INC COMMON STOCKS 83396410 1,430,325.00 48,900.00 (a) N/A (c)
SOFTNET SYSTEMS INC COMMON STOCKS 83396410 693,225.00 23,700.00 (c) N/A (c)
SOLECTRON CORP COMMON STOCKS 83418210 1,982,175.00 49,400.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 877,935.00 21,880.00 (a) N/A (b)
SOLECTRON CORP COMMON STOCKS 83418210 2,937,150.00 73,200.00 (a) N/A (c)
SOLECTRON CORP 0 CPN CNV BND CONVERTIBLES 834182AJ 5,067,300.00 7,620.00 (a) N/A (a)
SOLUTIA INC COMMON STOCKS 83437610 28,088.00 2,100.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 7,358,604.00 26,269.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 85,438.00 305.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 84,038.00 300.00 (a) N/A (c)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 81,236.00 290.00 (c) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 84,038.00 300.00 (c) N/A (c)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 37,500.00 2,000.00 (a) N/A (a)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 281.00 15.00 (c) N/A (b)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 12,250.00 700.00 (a) N/A (a)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 5,250.00 300.00 (a) N/A (b)
SOURCE MEDIA WARRANTS WARRANTS 83615312 452,588.00 60,345.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 50,288.00 6,705.00 (a) N/A (c)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 1,064.00 59.11 (a) N/A (a)
SOUTH AFRICAN BREWERIES ADR COMMON STOCKS 83622010 37,387.00 4,900.00 (a) N/A (a)
SOUTHDOWN INC COMMON STOCKS 84129710 2,488.00 42.00 (c) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 796,050.00 36,600.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 109,098.00 5,016.00 (a) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 552,450.00 25,400.00 (a) N/A (c)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 20,672.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERREDS 84454488 36,980.00 90,861.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 376,715.00 18,100.00 (a) N/A (a)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 7,562.00 1,000.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 715,616.00 44,900.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 159,380.00 10,000.00 (a) N/A (c)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 6,283,059.00 267,900.00 (a) N/A (a)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 1,758,975.00 75,000.00 (a) N/A (c)
SPANISH BROADCASTING SYS CL A COMMON STOCKS 84642588 929,916.00 39,650.00 (a) N/A (a)
SPANISH BROADCASTING SYS CL A COMMON STOCKS 84642588 20,987,029.00 894,850.00 (a) N/A (c)
SPARTECH CORP COMMON STOCKS 84722020 4,125.00 120.00 (c) N/A (b)
SPARTECH CORP COMMON STOCKS 84722020 457,188.00 13,300.00 (c) N/A (c)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 2,625.00 52,500.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 10,320,614.00 364,525.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 29,243,273.00 1,032,875.00 (a) N/A (c)
SPEEDFAM-IPEC INC COMMON STOCKS 84770510 1,559,194.00 78,450.00 (a) N/A (c)
SPIEKER PROPERTIES INC COMMON STOCKS 84849710 (293,700.00) (6,600.00) (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 374,220.00 5,940.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 69,930.00 1,110.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 12,600.00 200.00 (c) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 168,990.00 2,580.00 (a) N/A (a)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 32,750.00 500.00 (a) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 33,929.00 518.00 (c) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 14,229,852.00 183,500.00 (a) N/A (a)
SPYGLASS INC COMMON STOCKS 85219210 736,695.00 9,500.00 (a) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 23,729,344.00 306,000.00 (a) N/A (c)
STAMPS.COM INC COMMON STOCKS 85285710 369,487.00 19,132.00 (a) N/A (a)
STANCORP FINANCIAL GROUP INC COMMON STOCKS 85289110 3,592,969.00 131,250.00 (a) N/A (c)
STANDARD AUTOMOTIVE CORP COMMON STOCKS 85309710 34,375.00 5,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 80,000.00 8,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 1,121,000.00 112,100.00 (c) N/A (c)
STANLEY WORKS COMMON STOCKS 85461610 139,788.00 5,300.00 (a) N/A (a)
STARBASE CORP COMMON STOCKS 85491020 7,500.00 800.00 (c) N/A (b)
STAR CHOICE COMM WARRANT WARRANTS 85492111 396,411.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 169,890.00 27,792.00 (c) N/A (c)
STAR TELECOMMUNICATIONS INC COMMON STOCKS 85492310 6,000.00 1,000.00 (c) N/A (a)
STAR TELECOMMUNICATIONS INC COMMON STOCKS 85492310 2,400.00 400.00 (c) N/A (b)
STAPLES INC COMMON STOCKS 85503010 121,000.00 6,050.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 66,700.00 3,335.00 (a) N/A (b)
STAPLES INC COMMON STOCKS 85503010 100,000.00 5,000.00 (a) N/A (c)
STAPLES INC COMMON STOCKS 85503010 6,000.00 300.00 (c) N/A (b)
STAR MULTI CARE SERVICES INC COMMON STOCKS 85515620 249.00 39.00 (c) N/A (b)
STARBUCKS CORPORATION COMMON STOCKS 85524410 501,906.00 11,200.00 (a) N/A (a)
STARBUCKS CORPORATION COMMON STOCKS 85524410 44,812.00 1,000.00 (c) N/A (a)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 3,006.00 100.00 (c) N/A (b)
STARTEK INC COMMON STOCKS 85569C10 2,287,794.00 31,100.00 (a) N/A (c)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 5,580.00 3,100.00 (a) N/A (a)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 720.00 400.00 (c) N/A (c)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 10,343,134.00 401,675.09 (a) N/A (a)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 77,276.00 3,001.00 (a) N/A (b)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 1,703,672.00 66,162.00 (a) N/A (c)
STATE STREET CORP. COMMON STOCKS 85747710 385,078.00 3,975.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 589,969.00 6,090.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 9,688.00 100.00 (c) N/A (b)
STATION CASINOS INC. COMMON STOCKS 85768910 828,894.00 38,000.00 (c) N/A (c)
STERLING SOFTWARE COMMON STOCKS 85954710 9,825.00 300.00 (a) N/A (a)
STET HELLAS TELECOMM SA ADR COMMON STOCKS 85982310 4,789,750.00 166,600.00 (a) N/A (a)
STEWART INFO SVCS COMMON STOCKS 86037210 363,699.00 23,000.00 (c) N/A (c)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 168,000.00 4,200.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 18,719.00 100.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 24,334.00 130.00 (a) N/A (b)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 37,438.00 200.00 (c) N/A (c)
STMICROELECTRONICS NV CONVERTIBLES 861012AB 4,153,587.00 2,460.00 (a) N/A (a)
STOLT-NIELSEN SA SPONSORED ADR COMMON STOCKS 86156510 925.00 50.00 (c) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 16,829,070.00 341,707.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 630,400.00 12,800.00 (a) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 25,693,725.00 521,700.00 (a) N/A (c)
STONE ENERGY CORP COMMON STOCKS 86164210 792,925.00 16,100.00 (c) N/A (c)
STORAGE USA COMMON STOCKS 86190710 202,125.00 6,600.00 (a) N/A (a)
STRATEGIC DIAGNOSTICS INC COMMON STOCKS 86270010 237,138.00 31,100.00 (a) N/A (a)
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)
STRAYER EDUCATION INC COMMON STOCKS 86323610 2,204,800.00 84,800.00 (a) N/A (a)
STRAYER EDUCATION INC COMMON STOCKS 86323610 158,600.00 6,100.00 (a) N/A (b)
STRAYER EDUCATION INC COMMON STOCKS 86323610 5,057,000.00 194,500.00 (a) N/A (c)
STRYKER CORP COMMON STOCKS 86366710 (146,475.00) (2,100.00) (a) N/A (a)
STRYKER CORP COMMON STOCKS 86366710 34,875.00 500.00 (a) N/A (b)
STUDENT ADVANTAGE INC COMMON STOCKS 86386Q10 1,204,000.00 120,400.00 (a) N/A (a)
STUDENT ADVANTAGE INC COMMON STOCKS 86386Q10 641,000.00 64,100.00 (a) N/A (c)
SUMMIT BANCORP COMMON STOCKS 86600510 602,674.00 22,959.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 39,375.00 1,500.00 (a) N/A (c)
SUN COMMUNITIES COMMON STOCKS 86667410 317,625.00 11,000.00 (a) N/A (a)
SUN COMMUNITIES COMMON STOCKS 86667410 314,738.00 10,900.00 (c) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 76,924,801.00 820,942.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 25,880,241.00 276,194.00 (a) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 30,481,626.00 325,300.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 5,291,415.00 56,470.00 (c) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 614,411.00 6,557.00 (c) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 67,466.00 720.00 (c) N/A (c)
SUNBEAM CORP-DEL COMMON STOCKS 86707110 5,444.00 1,300.00 (a) N/A (b)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 5,825,202.00 154,310.00 (a) N/A (a)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 28,761,348.00 761,890.00 (a) N/A (c)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 7,286.00 193.00 (c) N/A (b)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 66,250.00 5,000.00 (a) N/A (a)
SUNTRUST BANKS INC COMMON STOCKS 86791410 361,515.00 6,260.00 (a) N/A (a)
SUNTRUST BANKS INC COMMON STOCKS 86791410 3,389,925.00 58,700.00 (a) N/A (c)
SUPERGEN INC COMMON STOCKS 86805910 14,400.00 300.00 (a) N/A (b)
SUPERGEN INC COMMON STOCKS 86805910 297,600.00 6,200.00 (c) N/A (c)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 253,504.00 8,000.00 (a) N/A (a)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 1,698,292.00 53,595.00 (a) N/A (c)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 386,594.00 12,200.00 (c) N/A (c)
SUPERIOR TELECOM INC COMMON STOCKS 86836510 12,875.00 1,000.00 (c) N/A (b)
SUPERTEX INC COMMON STOCKS 86853210 2,091.00 70.00 (c) N/A (b)
SUPERVALU INC COMMON STOCKS 86853610 554,883.00 29,300.00 (a) N/A (a)
SUPERVALU INC COMMON STOCKS 86853610 284,070.00 15,000.00 (a) N/A (c)
SURGICAL LASER TECHNOLOGIES INC COMMON STOCKS 86881920 9.00 3.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 703,671.00 48,900.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 915,204.00 63,600.00 (a) N/A (c)
SWITCHBOARD INC COMMON STOCKS 87104510 51,562.00 1,500.00 (c) N/A (b)
SYBASE INC COMMON STOCKS 87113010 8,738,458.00 430,201.00 (a) N/A (a)
SYBASE INC COMMON STOCKS 87113010 335,156.00 16,500.00 (a) N/A (b)
SYBASE INC COMMON STOCKS 87113010 11,117,031.00 547,300.00 (a) N/A (c)
SYBASE INC COMMON STOCKS 87113010 8,125.00 400.00 (c) N/A (b)
SYBRON INTERNATIONAL CORP COMMON STOCKS 87114F10 37,700.00 1,300.00 (a) N/A (b)
SYCAMORE NETWORKS INC COMMON STOCKS 87120610 19,165,788.00 148,572.00 (a) N/A (a)
SYCAMORE NETWORKS INC COMMON STOCKS 87120610 1,439,511.00 11,159.00 (a) N/A (b)
SYCAMORE NETWORKS INC COMMON STOCKS 87120610 100,620.00 780.00 (c) N/A (b)
SYKES ENTERPRISES INC COMMON STOCKS 87123710 21,541.00 1,130.00 (a) N/A (a)
SYKES ENTERPRISES INC COMMON STOCKS 87123710 26,116.00 1,370.00 (a) N/A (c)
SYMANTEC CORP COMMON STOCKS 87150310 30,050.00 400.00 (a) N/A (b)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 14,629,977.00 177,737.00 (a) N/A (a)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 33,824,264.00 410,925.00 (a) N/A (c)
SYNBIOTICS CORP COMMON STOCKS 87156610 22,852.00 6,529.00 (a) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 565,305.00 11,596.00 (a) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 565,500.00 11,600.00 (a) N/A (c)
SYNOPSYS INC COMMON STOCKS 87160710 24,375.00 500.00 (c) N/A (b)
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C10 42,469.00 2,250.00 (a) N/A (b)
SYNTROLEUM CORP COMMON STOCKS 87163010 86,488.00 3,700.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 2,138,600.00 59,200.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 368,475.00 10,200.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 180,625.00 5,000.00 (c) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 93,925.00 2,600.00 (c) N/A (b)
SYSTEMSOFT CORP COMMON STOCKS 87192610 392.00 2,175.00 (a) N/A (a)
TCI PACIFIC COMM CONV PFD 5% CONVERTIBLES 87229420 30,240.00 84.00 (a) N/A (a)
TDK CORP ADR COMMON STOCKS 87235140 23,670.00 180.00 (a) N/A (b)
TDK CORP ADR COMMON STOCKS 87235140 24,590.00 187.00 (c) N/A (c)
TD WATERHOUSE GROUP INC COMMON STOCKS 87236210 5,000.00 200.00 (a) N/A (b)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 369,350.00 16,600.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 111,250.00 5,000.00 (c) N/A (a)
THQ INC COMMON STOCKS 87244340 2,570,425.00 143,800.00 (a) N/A (a)
THQ INC COMMON STOCKS 87244340 230,588.00 12,900.00 (a) N/A (b)
THQ INC COMMON STOCKS 87244340 10,936,819.00 611,850.00 (a) N/A (c)
TJX COS INC NEW COMMON STOCKS 87254010 3,878,455.00 174,800.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 6,656.00 300.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 8,011,906.00 361,100.00 (a) N/A (c)
TJX COS INC NEW COMMON STOCKS 87254010 532.00 24.00 (c) N/A (b)
T-NETIX INC COMMON STOCKS 87259710 363.00 45.00 (c) N/A (b)
TRW INC COMMON STOCKS 87264910 (573,300.00) (9,800.00) (a) N/A (a)
TSI INTERNATIONAL SOFTWARE LTD COMMON STOCKS 87287910 11,196,825.00 134,800.00 (a) N/A (a)
TSI INTERNATIONAL SOFTWARE LTD COMMON STOCKS 87287910 4,103,288.00 49,400.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 10,220,238.00 131,450.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 32,184,612.00 413,950.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 62,200.00 800.00 (c) N/A (b)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 259,860.00 259,860.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 2,883,780.00 60,000.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 19,225.00 400.00 (c) N/A (b)
TAIWAN FUND INC COMMON STOCKS 87403610 1,810,565.00 74,469.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 78,276,447.00 1,373,271.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 31,179.00 547.00 (a) N/A (b)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 2,065,338.00 36,234.00 (a) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 434,340.00 7,620.00 (c) N/A (c)
TALCON CLASS B LP COMMON STOCKS 87418110 1,890.00 37,800.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 1,428.00 50.00 (c) N/A (b)
TALK.COM INC COMMON STOCKS 87426410 2,699,200.00 168,700.00 (a) N/A (a)
TALK.COM INC COMMON STOCKS 87426410 1,737,600.00 108,600.00 (a) N/A (c)
TALX CORP COMMON STOCKS 87491810 144,153.00 7,587.00 (a) N/A (a)
TANDY CORP COMMON STOCKS 87538210 (187,775.00) (3,700.00) (a) N/A (a)
TANDY CORP COMMON STOCKS 87538210 4,060.00 80.00 (c) N/A (b)
TARGET CORPORATION COMMON STOCKS 87612E10 19,337,825.00 258,700.00 (a) N/A (a)
TARGET CORPORATION COMMON STOCKS 87612E10 179,923.00 2,407.00 (a) N/A (b)
TARGET CORPORATION COMMON STOCKS 87612E10 22,425.00 300.00 (c) N/A (b)
TARGETED GENETICS CORP COMMON STOCKS 87612M10 2,775.00 200.00 (c) N/A (b)
TAUBMAN CENTERS INC. COMMON STOCKS 87666410 133,500.00 12,000.00 (a) N/A (a)
TECH DATA CORP COMMON STOCKS 87823710 23,012.00 700.00 (a) N/A (c)
TECHNITROL INC COMMON STOCKS 87855510 227,175.00 3,900.00 (a) N/A (a)
TECHNITROL INC COMMON STOCKS 87855510 1,566,925.00 26,900.00 (c) N/A (c)
TECUMSEH PRODUCTS CO CL A COMMON STOCKS 87889520 66,000.00 1,500.00 (a) N/A (b)
TEKELEC COMMON STOCKS 87910110 17,777,195.00 478,847.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 671,962.00 18,100.00 (a) N/A (b)
TEKELEC COMMON STOCKS 87910110 23,229,112.00 625,700.00 (a) N/A (c)
TEKTRONIX INC COMMON STOCKS 87913110 263,200.00 4,700.00 (a) N/A (b)
TEL - SAVE HOLDINGS INC CONVERTIBLE CONVERTIBLES 879176AC 23,738.00 30,000.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 15,909,473.00 525,933.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 459,800.00 15,200.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 5,992,525.00 198,100.00 (a) N/A (c)
TELE CELULAR SUL PARTICIP ADR COMMON STOCKS 87923810 1,260,000.00 25,200.00 (a) N/A (a)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 16,407,360.00 202,560.00 (a) N/A (a)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 5,621,400.00 69,400.00 (a) N/A (c)
TELECENTRO OESTE CELLULAR ADR COMMON STOCKS 87923P10 3,685,125.00 317,000.00 (a) N/A (a)
TELE DANMARK A/S SPONSORED ADR REPSTG COMMON STOCKS 87924210 14,860.00 320.00 (a) N/A (b)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 28,326,338.00 1,063,900.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 8,376,225.00 314,600.00 (a) N/A (c)
TELENORDESTE CELLULAR PAR ADR COMMON STOCKS 87924W10 3,494,225.00 48,700.00 (a) N/A (a)
TELESUDESTE CELULAR PART ADR COMMON STOCKS 87925210 734,089.00 14,700.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 5,476,600.00 157,600.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 1,633,250.00 47,000.00 (a) N/A (c)
TELECOM CORP OF NEW ZEALAND LTD COMMON STOCKS 87927820 73,375.00 2,000.00 (a) N/A (a)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 3,511,200.00 23,100.00 (a) N/A (a)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 689,320.00 4,535.00 (a) N/A (b)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 7,235,200.00 47,600.00 (a) N/A (c)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 63,062,838.00 421,825.00 (a) N/A (a)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 3,408,600.00 22,800.00 (a) N/A (c)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 2,778,906.00 18,588.00 (c) N/A (c)
TELECOMUNICACOES DE S.P. ADR COMMON STOCKS 87929A10 1,392,367.00 46,900.00 (a) N/A (a)
TELECOMUNICACOES DE S.P. ADR COMMON STOCKS 87929A10 1,852,531.00 62,400.00 (a) N/A (c)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 7,918.00 428.00 (a) N/A (a)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 10,693.00 578.00 (a) N/A (b)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 1,275,531.00 17,150.00 (a) N/A (a)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 37,708.00 507.00 (c) N/A (c)
TELEFONICA DEL PERU SA SPONSORED ADR COMMON STOCKS 87938410 17,000.00 1,000.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 63,351,580.00 950,868.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 1,332.00 20.00 (a) N/A (b)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 17,435,762.00 261,700.00 (a) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 6,736,987.00 101,118.00 (c) N/A (c)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 1,714,625.00 1,100.00 (a) N/A (a)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 2,338,125.00 1,500.00 (c) N/A (c)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 (99,900.00) (900.00) (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 44,400.00 400.00 (a) N/A (b)
TELEMIG CELLULAR PARTICIP ADR COMMON STOCKS 87944E10 2,559,471.00 28,900.00 (a) N/A (a)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 1,065,734.00 18,800.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 220,483.00 3,300.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 200,438.00 3,000.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 13,560,467.00 215,300.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 2,430,189.00 38,584.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 138,566.00 2,200.00 (c) N/A (a)
TELLABS INC COMMON STOCKS 87966410 125,969.00 2,000.00 (c) N/A (b)
TELXON CORP COMMON STOCKS 87970010 702.00 40.00 (c) N/A (b)
TELULAR CORP COMMON STOCKS 87970T20 838,750.00 55,000.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 2,356,155.00 47,300.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 24,906.00 500.00 (a) N/A (c)
TELETECH HOLDINGS INC COMMON STOCKS 87993910 5,661,692.00 164,107.00 (a) N/A (a)
TELESYSTEM INTL WIRELESS INC COMMON STOCKS 87994610 5,730,500.00 157,000.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 121,062.00 14,900.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 40,625.00 5,000.00 (a) N/A (c)
TENFOLD CORP COMMON STOCKS 88033A10 60,500.00 1,000.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 6,440.00 280.00 (a) N/A (b)
TENNECO AUTOMOTIVE INC COMMON STOCKS 88034910 476.00 60.00 (a) N/A (a)
TERADYNE INC COMMON STOCKS 88077010 10,200,800.00 124,400.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 973,955.00 4,751.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 2,993,000.00 14,600.00 (c) N/A (c)
TEREX CORP COMMON STOCKS 88077910 38,812.00 2,700.00 (a) N/A (b)
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)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 6,235,749.00 167,120.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 1,544,748.00 41,400.00 (a) N/A (c)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 67,163.00 1,800.00 (c) N/A (c)
TEXACO INC COMMON STOCKS 88169410 87,027,270.00 1,619,112.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 224,836.00 4,183.00 (a) N/A (b)
TEXACO INC COMMON STOCKS 88169410 1,456,625.00 27,100.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 1,811,375.00 33,700.00 (c) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 45,728,320.00 285,802.00 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 8,113,280.00 50,708.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 23,536,000.00 147,100.00 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 1,664,000.00 10,400.00 (c) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 907,200.00 5,670.00 (c) N/A (b)
TEXAS REGIONAL BANCSHARES INC COMMON STOCKS 88267310 2,148,019.00 84,443.00 (a) N/A (c)
TEXAS UTILITIES COMMON STOCKS 88284810 (289,933.00) (9,766.00) (a) N/A (a)
TEXAS UTILITIES COMMON STOCKS 88284810 2,820.00 95.00 (a) N/A (b)
TEXTRON INC COMMON STOCKS 88320310 5,210,900.00 85,600.00 (a) N/A (a)
TEXTRON INC COMMON STOCKS 88320310 243,500.00 4,000.00 (a) N/A (c)
THERMA-WAVE INC COMMON STOCKS 88343A10 2,138,600.00 62,900.00 (a) N/A (c)
THERMO ELECTRON CORP COMMON STOCKS 88355610 15,505.00 761.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 39,731.00 1,950.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 183,375.00 9,000.00 (a) N/A (c)
THERMO ELECTRON CORP COMMON STOCKS 88355610 203,750.00 10,000.00 (c) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 20,375.00 1,000.00 (c) N/A (b)
THERMO INSTRUMENT SYSTEMS INC COMMON STOCKS 88355910 11,079.00 526.00 (c) N/A (b)
THOMSON MULTIMEDIA SPONSORED ADR COMMON STOCKS 88511810 21,825.00 225.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 1,941,312.00 34,900.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 90,001.00 1,618.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 53,400.00 960.00 (c) N/A (b)
3DO CO COMMON STOCKS 88553W10 1,667,219.00 172,100.00 (a) N/A (a)
3DO CO COMMON STOCKS 88553W10 360,375.00 37,200.00 (a) N/A (b)
3DO CO COMMON STOCKS 88553W10 930,969.00 96,100.00 (a) N/A (c)
TIBCO SOFTWARE INC COMMON STOCKS 88632Q10 23,898,326.00 293,231.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 1,431,097.00 57,100.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 62,656.00 2,500.00 (a) N/A (c)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 22,807.00 910.00 (c) N/A (c)
TIDEWATER INC COMMON STOCKS 88642310 184,515.00 5,800.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 25,088.00 300.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 2,299,688.00 27,500.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 77,011,200.00 770,112.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 33,557,300.00 335,573.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 880,000.00 8,800.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 5,062,000.00 50,620.00 (c) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 4,384,000.00 43,840.00 (c) N/A (b)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 6,984,075.00 87,850.00 (a) N/A (a)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 17,152,125.00 215,750.00 (a) N/A (c)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 40,892.00 440.00 (a) N/A (b)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 27,881.00 300.00 (a) N/A (c)
TIMES MIRROR CONV LYON SUB NTS CONVERTIBLES 887364AE 1,256,938.00 2,275.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 16,250.00 1,000.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 25,611,990.00 504,900.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 618,864.00 12,200.00 (a) N/A (b)
TITAN CORP COMMON STOCKS 88826610 21,497,917.00 423,800.00 (a) N/A (c)
TIVO INC COMMON STOCKS 88870610 6,618,880.00 191,159.00 (a) N/A (a)
TIVO INC COMMON STOCKS 88870610 6,925.00 200.00 (c) N/A (b)
TODD-AO CORP CL A COMMON STOCKS 88889610 2,484.00 72.00 (a) N/A (b)
TOLL BROTHERS INC COMMON STOCKS 88947810 400,000.00 20,000.00 (a) N/A (a)
TOLL BROTHERS INC COMMON STOCKS 88947810 17,000.00 850.00 (c) N/A (b)
TOO INC COMMON STOCKS 89033310 7,196.00 228.00 (a) N/A (a)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 206,296.00 6,549.08 (a) N/A (a)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 2,426.00 77.00 (c) N/A (b)
TORCHMARK CORP COMMON STOCKS 89102710 518,000.00 22,400.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 370,000.00 16,000.00 (a) N/A (c)
TOSCO CORP COMMON STOCKS 89149030 9,188.00 300.00 (a) N/A (b)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 272,412.00 3,700.00 (a) N/A (a)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 18,774.00 255.00 (a) N/A (b)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 9,108,149.00 123,710.00 (a) N/A (c)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 36,076.00 490.00 (c) N/A (c)
TOWN & COUNTRY CORP CONVERTIBLES 89202740 - 1,338.00 (a) N/A (a)
TOWN & COUNTRY HOLDINGS INC COMMON STOCKS 89202798 - 30,805.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 323,125.00 51,700.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 75,000.00 12,000.00 (a) N/A (c)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 6,552.00 63.00 (a) N/A (a)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 25,168.00 242.00 (c) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 261,294.00 17,640.00 (a) N/A (a)
TOYS R US INC COMMON STOCKS 89233510 6,548,606.00 442,100.00 (a) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 48,881.00 3,300.00 (c) N/A (b)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 570,148.00 246,497.00 (a) N/A (a)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 47,025.00 550.00 (a) N/A (b)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 394,789.00 52,200.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 390,251.00 51,600.00 (a) N/A (c)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 272.00 36.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 9,269,628.00 166,645.00 (a) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 796,995.00 14,328.00 (a) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 4,714,108.00 84,748.00 (a) N/A (c)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 528,882.00 9,508.00 (c) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 211,431.00 3,801.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 428,312.00 7,700.00 (c) N/A (c)
TRAVELERS PROPERTY CASUALTY-A COMMON STOCKS 89393910 379,500.00 9,200.00 (a) N/A (a)
TRAVELOCITY.COM INC COMMON STOCKS 89395310 79,312.00 2,700.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 5,415,682.00 56,340.00 (a) N/A (a)
TREDEGAR CORP COMMON STOCKS 89465010 2,694.00 100.00 (c) N/A (b)
TREGA BIOSCIENCES INC COMMON STOCKS 89469910 260,574.00 55,221.00 (a) N/A (a)
TREX MEDICAL CORP COMMON STOCKS 89531R10 240.00 80.00 (a) N/A (b)
TREX MEDICAL CORP COMMON STOCKS 89531R10 90.00 30.00 (c) N/A (b)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 34.00 2.00 (a) N/A (a)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 34.00 2.00 (c) N/A (b)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 130,000.00 6,500.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 26,000.00 1,300.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 (76,415.00) (2,460.00) (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 2,796.00 90.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 4,970.00 160.00 (c) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 892,126.00 24,400.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 375,022.00 10,257.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 87,751.00 2,400.00 (a) N/A (c)
TRIBUNE CO COMMON STOCKS 89604710 351,000.00 9,600.00 (c) N/A (a)
TRIBUNE CO 2.00% CNV SUB DEB CONVERTIBLES 89604730 4,359,218.00 30,780.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 268,125.00 7,500.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 7,169,806.00 200,554.00 (a) N/A (c)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 1,895.00 80.00 (c) N/A (b)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 523,505.00 22,100.00 (c) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 191,100.00 2,600.00 (a) N/A (a)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 22,050.00 300.00 (a) N/A (b)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 1,131,900.00 15,400.00 (c) N/A (c)
TRIQUINT SEMICONDUCTOR CNV CONVERTIBLES 89674KAA 781,430.00 1,000.00 (a) N/A (a)
TRIPATH IMAGING INC COMMON STOCKS 89694210 183,639.00 20,547.00 (a) N/A (a)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 353,817.00 9,000.00 (c) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 1,978,100.00 120,800.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 424,112.00 25,900.00 (a) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 563,955.00 34,440.00 (c) N/A (c)
TUBOSCOPE INC. COMMON STOCKS 89860010 113,900.00 6,700.00 (a) N/A (a)
TUPPERWARE CORP COMMON STOCKS 89989610 11,954.00 756.00 (a) N/A (b)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 460,000.00 4,000.00 (a) N/A (a)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 80,500.00 700.00 (a) N/A (c)
TV AZTECA SA SPON ADR COMMON STOCKS 90114510 3,411,675.00 231,300.00 (a) N/A (a)
TV AZTECA SA SPON ADR COMMON STOCKS 90114510 1,185,900.00 80,400.00 (a) N/A (c)
24/7 MEDIA INC COMMON STOCKS 90131410 75,050.00 1,900.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 1,066,500.00 27,000.00 (c) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 36,523,682.00 728,652.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 9,892,018.00 197,347.00 (a) N/A (b)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 6,902,212.00 137,700.00 (a) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 1,157,888.00 23,100.00 (c) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 610,122.00 12,172.00 (c) N/A (b)
UAL CORP. COMMON STOCKS 90254950 (220,825.00) (3,650.00) (a) N/A (a)
UBS AG STAMFORD CT CONV.(ATT) CONVERTIBLES 90261AAA 3,378,912.00 3,470.00 (a) N/A (a)
UBS AG SPONS ADR COMMON STOCKS 90261R10 3,942.00 300.00 (a) N/A (a)
UBS AG SPONS ADR COMMON STOCKS 90261R10 19,710.00 1,500.00 (c) N/A (c)
UCAR INTERNATIONAL INC COMMON STOCKS 90262K10 11,869.00 900.00 (a) N/A (b)
USX-MARATHON GROUP COMMON STOCKS 90290582 2,190,595.00 84,050.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 13,031.00 500.00 (a) N/A (b)
USX-MARATHON GROUP COMMON STOCKS 90290582 703,701.00 27,000.00 (a) N/A (c)
U S RESTAURANT PROPERTIES INC COMMON STOCKS 90297110 13,062.00 1,000.00 (c) N/A (b)
U.S. BANCORP COMMON STOCKS 90297310 137,812.00 6,300.00 (a) N/A (a)
U.S. BANCORP COMMON STOCKS 90297310 10,938.00 500.00 (a) N/A (b)
U.S. BANCORP COMMON STOCKS 90297310 74,288.00 3,396.00 (c) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 3,984,538.00 176,600.00 (a) N/A (a)
USA NETWORKS COMMON STOCKS 90298410 992,750.00 44,000.00 (a) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 9,769,562.00 433,000.00 (a) N/A (c)
USA NETWORKS COMMON STOCKS 90298410 22,562.00 1,000.00 (c) N/A (b)
USG CORP COMMON STOCKS 90329340 419,377.00 10,000.00 (a) N/A (a)
USG CORP COMMON STOCKS 90329340 7,437,616.00 177,350.00 (a) N/A (c)
US INTERACTIVE INC COMMON STOCKS 90334M10 143,000.00 4,000.00 (a) N/A (a)
US INTERACTIVE INC COMMON STOCKS 90334M10 10,725.00 300.00 (a) N/A (b)
USN COMMUNICATIONS WT WARRANTS 90336N11 - 30,540.00 (a) N/A (a)
U.S. WIRELESS CORP COMMON STOCKS 90339C10 6,200.00 200.00 (c) N/A (b)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 5,800,725.00 182,700.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 4,349,750.00 137,000.00 (a) N/A (c)
UNIDIGITAL INC COMMON STOCKS 90466910 1,031.00 300.00 (a) N/A (a)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 669,300.00 34,500.00 (a) N/A (a)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 873,000.00 45,000.00 (a) N/A (c)
UNIFY CORP COMMON STOCKS 90474310 14,214,281.00 695,500.00 (a) N/A (a)
UNIFY CORP COMMON STOCKS 90474310 574,294.00 28,100.00 (a) N/A (b)
UNIFY CORP COMMON STOCKS 90474310 21,060,844.00 1,030,500.00 (a) N/A (c)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 52.00 2.00 (a) N/A (a)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 2,612.00 100.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 127,999,122.00 2,659,722.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 19,106.00 397.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 2,135,884.00 44,382.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 34,909,875.00 725,400.00 (c) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 970,900.00 26,600.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 569,400.00 15,600.00 (a) N/A (c)
UNIGRAPHICS SOLUTIONS INC COMMON STOCKS 90492810 363,625.00 12,300.00 (c) N/A (c)
UNION PACIFIC CORP COMMON STOCKS 90781810 187,800.00 4,800.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 78,250.00 2,000.00 (a) N/A (b)
UNION PACIFIC CORP COMMON STOCKS 90781810 78,250.00 2,000.00 (c) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 191,400.00 13,200.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 3,843,950.00 265,100.00 (a) N/A (c)
UNION PLANTERS CORP COMMON STOCKS 90806810 (120,171.00) (3,900.00) (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 1,110,788.00 40,300.00 (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 854,438.00 31,000.00 (a) N/A (c)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 178,000.00 4,000.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 480,600.00 10,800.00 (a) N/A (c)
UNISOURCE ENERGY CORP COMMON STOCKS 90920510 2,117,938.00 144,200.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 616,507.00 24,000.00 (a) N/A (a)
UNISYS CORP COMMON STOCKS 90921410 8,559,075.00 333,200.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 437,288.00 43,455.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 479,643.00 47,664.00 (a) N/A (c)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 304,088.00 5,100.00 (a) N/A (a)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 11,925.00 200.00 (a) N/A (b)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 566,438.00 9,500.00 (a) N/A (c)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 351,788.00 5,900.00 (c) N/A (b)
UNITED PAN-EUROPE COMMUNICATIONS NV COMMON STOCKS 91130020 27,507.00 555.00 (a) N/A (b)
UNITED PARCEL SERVICE INC CL B COMMON STOCKS 91131210 9,330,454.00 148,130.00 (a) N/A (a)
UNITED PARCEL SERVICE INC CL B COMMON STOCKS 91131210 10,042,852.00 159,440.00 (a) N/A (b)
UNITED PARCEL SERVICE INC CL B COMMON STOCKS 91131210 1,381,963.00 21,940.00 (c) N/A (a)
UNITED PARCEL SERVICE INC CL B COMMON STOCKS 91131210 576,343.00 9,150.00 (c) N/A (b)
US CELLULAR CORP COMMON STOCKS 91168410 3,585,500.00 50,500.00 (a) N/A (a)
US AIRWAYS GROUP INC COMMON STOCKS 91190510 362.00 13.00 (c) N/A (b)
U.S. HOME COMMON STOCKS 91192010 1,212,200.00 31,900.00 (c) N/A (c)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 354.00 32.00 (c) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 16,714,934.00 230,154.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 69,647.00 959.00 (a) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 50,838.00 700.00 (a) N/A (c)
U S WEST INC COMMON STOCKS 91273H10 8,933.00 123.00 (c) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 145.00 2.00 (c) N/A (b)
U.S.TRUST CORP COMMON STOCKS 91288L10 162,792.00 860.00 (c) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 16,542,618.00 261,800.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 760,778.00 12,040.00 (a) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 1,396,452.00 22,100.00 (a) N/A (c)
UNITED TELEVISION INC COMMON STOCKS 91306610 13,238.00 100.00 (a) N/A (b)
UNITED THERAPEUTICS CORP COMMON STOCKS 91307C10 6,640,472.00 85,408.00 (a) N/A (a)
UNITED WATER RESOURCES INC COMMON STOCKS 91319010 59,075.00 1,700.00 (a) N/A (b)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 6,992,248.00 93,152.00 (a) N/A (a)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 28,309,080.00 377,140.00 (a) N/A (c)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 37,531.00 500.00 (c) N/A (b)
UNITRIN INC. COMMON STOCKS 91327510 112,095.00 2,820.00 (a) N/A (a)
UNITRIN INC. COMMON STOCKS 91327510 318,000.00 8,000.00 (a) N/A (c)
UNIVERSAL STAINLESS & ALLOY PRODUCTS INC COMMON STOCKS 91383710 3,625.00 500.00 (a) N/A (b)
UNIVERSAL HEALTH SERVICES INC CL B COMMON STOCKS 91390310 6,494,754.00 132,546.00 (a) N/A (a)
UNIVERSAL HEALTH SERVICES INC CL B COMMON STOCKS 91390310 1,952,650.00 39,850.00 (a) N/A (c)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 226,000.00 2,000.00 (a) N/A (b)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 22,600.00 200.00 (c) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 151,368.00 5,088.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 116,918.00 3,930.00 (a) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 630,700.00 21,200.00 (a) N/A (c)
UNOCAL INC COMMON STOCKS 91528910 59,500.00 2,000.00 (c) N/A (a)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 1,497,161.00 33,930.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 17,550.00 1,300.00 (a) N/A (c)
UNOVA INC COMMON STOCKS 91529B10 1,350.00 100.00 (c) N/A (b)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 35,570.00 2,100.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 2,100.00 75.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 9,548.00 341.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 108,570.00 2,900.00 (a) N/A (a)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 718,810.00 19,200.00 (c) N/A (c)
URBAN OUTFITTERS INC COMMON STOCKS 91704710 295.00 20.00 (a) N/A (b)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 642,292.00 22,100.00 (c) N/A (c)
UROMED CORP COMMON STOCKS 91727430 1,120.00 332.00 (c) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 3,962,129.00 102,248.50 (a) N/A (a)
USINTERNETWORKING INC COMMON STOCKS 91731180 2,142,894.00 55,300.50 (a) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 14,240,238.00 367,490.00 (a) N/A (c)
USINTERNETWORKING INC COMMON STOCKS 91731180 8,719.00 225.00 (c) N/A (b)
UTILICORP UNITED INC COMMON STOCKS 91800510 20,772.00 1,150.00 (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 312,252.00 4,000.00 (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 7,806.00 100.00 (a) N/A (c)
UTSARCOM INC COMMON STOCKS 91807610 718,180.00 9,200.00 (c) N/A (c)
V.F. CORP COMMON STOCKS 91820410 1,684.00 70.00 (a) N/A (b)
VTEL CORP COMMON STOCKS 91833310 155.00 20.00 (c) N/A (b)
VALASSIS COMMUNICATIONS INC COMMON STOCKS 91886610 36,644.00 1,100.00 (a) N/A (b)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 33,756.00 1,100.00 (a) N/A (b)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 12,275.00 400.00 (c) N/A (b)
VALLEY NATIONAL BANCORP COMMON STOCKS 91979410 21,315.00 840.00 (a) N/A (a)
VALUE CITY DEPARTMENT STORES INC COMMON STOCKS 92038710 1,538,765.00 110,902.00 (a) N/A (c)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 15,901,985.00 384,338.00 (a) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 558,562.00 13,500.00 (a) N/A (b)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 20,468,212.00 494,700.00 (a) N/A (c)
VARCO INTERNATIONAL INC COMMON STOCKS 92212610 2,714,059.00 214,975.00 (a) N/A (c)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 12,960,412.00 203,700.00 (a) N/A (a)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 216,325.00 3,400.00 (a) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 12,012,400.00 188,800.00 (a) N/A (c)
VENTRO CORP COMMON STOCKS 92281510 5,477,053.00 96,725.00 (a) N/A (a)
VERIO INC COMMON STOCKS 92343310 13,065,747.00 289,944.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 49,717,644.00 379,524.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 567,950.00 4,335.50 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 3,793,236.00 28,956.00 (a) N/A (c)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 9,493,963.00 72,473.00 (c) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 11,174,824.00 85,304.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 15,434,420.00 117,820.00 (c) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 49,306,146.00 329,807.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 672,750.00 4,500.00 (a) N/A (b)
VERISIGN INC COMMON STOCKS 92343E10 17,872,725.00 119,550.00 (a) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 76,245.00 510.00 (c) N/A (b)
VERITAS DGC INC COMMON STOCKS 92343P10 253,125.00 9,000.00 (a) N/A (c)
VERITAS DGC INC COMMON STOCKS 92343P10 14,062.00 500.00 (c) N/A (b)
VERTEL CORP COMMON STOCKS 92490710 7,555,674.00 356,610.00 (a) N/A (a)
VERSANT OBJECT TECHNOLOGY CORP COMMON STOCKS 92528410 1,276,562.00 95,000.00 (a) N/A (a)
VERSANT OBJECT TECHNOLOGY CORP COMMON STOCKS 92528410 419,250.00 31,200.00 (a) N/A (c)
VERSATA INC COMMON STOCKS 92529810 1,095,412.00 18,200.00 (a) N/A (a)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 266,834.00 5,700.00 (a) N/A (a)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 1,057,962.00 22,600.00 (a) N/A (c)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 1,455,884.00 31,100.00 (c) N/A (c)
VERTICALNET INC COMMON STOCKS 92532L10 18,758,888.00 137,933.00 (a) N/A (a)
VERTICALNET INC COMMON STOCKS 92532L10 516,800.00 3,800.00 (a) N/A (b)
VERTICALNET INC COMMON STOCKS 92532L10 29,022,400.00 213,400.00 (a) N/A (c)
VERTICALNET INC COMMON STOCKS 92532L10 2,720.00 20.00 (c) N/A (b)
VIACOM INC COMMON STOCKS 92552410 102,066.00 1,910.00 (a) N/A (a)
VIACOM INC COMMON STOCKS 92552410 339,435.00 6,352.00 (a) N/A (b)
VIACOM INC COMMON STOCKS 92552410 13,573.00 254.00 (c) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 109,192.00 2,070.00 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 663,068.00 12,570.00 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 63,300.00 1,200.00 (c) N/A (b)
VIATEL INC COMMON STOCKS 92552920 17,923,543.00 357,131.16 (a) N/A (a)
VIATEL INC COMMON STOCKS 92552920 406,519.00 8,100.00 (a) N/A (b)
VIATEL INC COMMON STOCKS 92552920 17,515,491.00 349,001.00 (a) N/A (c)
THE VIALINK CO COMMON STOCKS 92552Q10 5,627,820.00 170,540.00 (a) N/A (a)
VIAD CORP COMMON STOCKS 92552R10 32,025.00 1,400.00 (a) N/A (b)
VIANT CORP COMMON STOCKS 92553N10 10,882,274.00 324,844.00 (a) N/A (a)
VIANT CORP COMMON STOCKS 92553N10 197,818.00 5,905.00 (a) N/A (b)
VICAL INC COMMON STOCKS 92560210 73,700.00 2,200.00 (a) N/A (a)
VICAL INC COMMON STOCKS 92560210 341,700.00 10,200.00 (c) N/A (c)
VICINITY CORP COMMON STOCKS 92565310 5,000,525.00 143,900.00 (a) N/A (a)
VICINITY CORP COMMON STOCKS 92565310 208,500.00 6,000.00 (a) N/A (c)
VIA NET.WORKS INC COMMON STOCKS 92591210 956,250.00 36,000.00 (a) N/A (a)
VIA NET.WORKS INC COMMON STOCKS 92591210 132,815.00 5,000.00 (c) N/A (c)
VIEWCAST.COM INC COMMON STOCKS 92671310 575.00 100.00 (c) N/A (b)
VIGNETE CORPORATION COMMON STOCKS 92673410 72,964,068.00 455,314.00 (a) N/A (a)
VIGNETE CORPORATION COMMON STOCKS 92673410 80,125.00 500.00 (c) N/A (b)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 415,800.00 10,800.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 381,150.00 9,900.00 (a) N/A (c)
VINTAGE PETROLEUM INC COMMON STOCKS 92746010 784,875.00 39,000.00 (c) N/A (c)
VION PHARMACEUTICALS INC COMMON STOCKS 92762410 355.00 20.00 (c) N/A (b)
VIRATA CORP COMMON STOCKS 92764610 852,633.00 8,537.00 (a) N/A (a)
VIRATA CORP COMMON STOCKS 92764610 1,065,766.00 10,671.00 (a) N/A (b)
VIROPHARMA INC COMMON STOCKS 92824110 3,084,632.00 50,310.00 (a) N/A (a)
VIROPHARMA INC COMMON STOCKS 92824110 147,150.00 2,400.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 14,937,816.00 268,545.00 (a) N/A (a)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 39,576,075.00 711,480.00 (a) N/A (c)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 2,974,800.00 80,400.00 (a) N/A (a)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 927,738.00 25,074.00 (a) N/A (c)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 320,901.00 8,673.00 (c) N/A (a)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 6,438.00 174.00 (c) N/A (b)
VISUAL DATA CORP COMMON STOCKS 92842820 2,738.00 300.00 (c) N/A (b)
VISUAL NETWORKS INC COMMON STOCKS 92844410 991,763.00 17,476.00 (a) N/A (a)
VISUAL NETWORKS INC COMMON STOCKS 92844410 1,880,808.00 33,142.00 (a) N/A (b)
VISUAL NETWORKS INC COMMON STOCKS 92844410 113,500.00 2,000.00 (c) N/A (b)
VISX INC COMMON STOCKS 92844S10 9,125.00 500.00 (c) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 3,965,500.00 41,200.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 570,570.00 5,928.00 (a) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 2,887,500.00 30,000.00 (a) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 16,748.00 174.00 (c) N/A (b)
VITRO SOCIEDAD ANONIMA -ADR COMMON STOCKS 92850230 857,375.00 180,500.00 (c) N/A (c)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 9,362.00 406.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 43,814.00 1,900.00 (c) N/A (c)
VIXEL CORP COMMON STOCKS 92855210 4,086,430.00 253,422.00 (a) N/A (a)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 380.00 160.00 (a) N/A (b)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 5,712.00 97.00 (a) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 23,556.00 400.00 (c) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 58,478,475.00 1,052,480.00 (a) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 30,670,500.00 552,000.00 (a) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 42,741,453.00 769,250.00 (a) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 5,327,055.00 95,875.00 (c) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 3,103,999.00 55,865.00 (c) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 59,730.00 1,075.00 (c) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 94,854,239.00 736,374.34 (a) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 25,723,724.00 199,698.97 (a) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 67,240,841.00 522,005.56 (a) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 3,812,850.00 29,600.00 (c) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 1,875,510.00 14,560.00 (c) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 19,322.00 150.00 (c) N/A (c)
VOICE STREAM MAY 00 CALL OPTIONS 9286157EL 147,500.00 200.00 (a) N/A (a)
VOICESTREAM MAY PUT OPTIONS 9286157QL 752,500.00 200.00 (a) N/A (a)
VULCAN MATLS CO COMMON STOCKS 92916010 54,976.00 1,200.00 (a) N/A (a)
WICOR INC COMMON STOCKS 92925310 313,100.00 10,100.00 (c) N/A (c)
WPP GROUP PLC ADR COMMON STOCKS 92930930 190,850.00 2,200.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 532,191.00 7,877.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 251,265.00 3,719.00 (a) N/A (b)
WACHOVIA CORP NEW COMMON STOCKS 92977110 7,519,706.00 111,300.00 (a) N/A (c)
WRT CREDITRS LIQUIDATING TRUST COMMON STOCKS 92999A933 - 84,446.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 57,283,824.00 1,013,873.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 6,118,159.00 108,286.00 (a) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 25,560,600.00 452,400.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 8,577,830.00 151,820.00 (c) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 1,790,598.00 31,692.00 (c) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 179,670.00 3,180.00 (c) N/A (c)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 20,757,933.00 837,689.00 (a) N/A (a)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 7,431,522.00 299,900.00 (a) N/A (c)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 9,912.00 400.00 (c) N/A (c)
WALGREEN CO COMMON STOCKS 93142210 244,625.00 9,500.00 (a) N/A (a)
WALGREEN CO COMMON STOCKS 93142210 406,592.00 15,790.00 (a) N/A (b)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 595,107.00 76,788.00 (a) N/A (a)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 1,643,775.00 212,100.00 (a) N/A (c)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 13,950.00 1,800.00 (c) N/A (b)
WARNACO GROUP INC COMMON STOCKS 93439010 22,444.00 1,900.00 (a) N/A (a)
WARNER CHILCOTT LABS SPONSORED ADR COMMON STOCKS 93443520 6,450.00 400.00 (c) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 68,884,896.00 705,155.00 (a) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 29,278,507.00 299,716.00 (a) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 41,683,258.00 426,700.00 (a) N/A (c)
WARNER-LAMBERT COMMON STOCKS 93448810 4,552,238.00 46,600.00 (c) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 4,333,418.00 44,360.00 (c) N/A (b)
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 473,071.00 17,400.00 (c) N/A (c)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 75,180.00 2,837.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 194,166.00 7,327.00 (a) N/A (b)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 29,150.00 1,100.00 (c) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 711,738.00 51,997.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 1,985.00 145.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 322,859.00 23,587.00 (a) N/A (c)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 25,869.00 1,890.00 (c) N/A (b)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 31,500.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 18,750.00 37,500.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 4,154,000.00 6,200.00 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 268,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 268,000.00 400.00 (c) N/A (c)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 2,828.00 390.00 (a) N/A (a)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 1,464.00 202.00 (a) N/A (b)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 906.00 125.00 (c) N/A (b)
WATERS CORP COMMON STOCKS 94184810 9,525.00 100.00 (a) N/A (b)
WATERS CORP COMMON STOCKS 94184810 1,209,675.00 12,700.00 (a) N/A (c)
WATSCO INC COMMON STOCKS 94262220 2,088.00 200.00 (c) N/A (b)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 36,474,260.00 919,025.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 17,683,765.00 445,575.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 17,958,820.00 452,500.00 (c) N/A (c)
WATTS INDUSTRIES INC CL A COMMON STOCKS 94274910 1,837,131.00 148,455.00 (a) N/A (c)
WAUSAU-MOSINEE PAPER CORP COMMON STOCKS 94331510 1,875,291.00 144,950.00 (a) N/A (c)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 131,795.00 3,300.00 (a) N/A (a)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 3,994.00 100.00 (c) N/A (b)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 527,182.00 13,200.00 (c) N/A (c)
WAVO CORP COMMON STOCKS 94402710 894.00 200.00 (c) N/A (b)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 4,543,695.00 77,670.00 (a) N/A (a)
WEBMETHODS INC COMMON STOCKS 94768C10 3,137,875.00 13,000.00 (a) N/A (c)
WEBLINK WIRELESS INC COMMON STOCKS 94769A10 2,061,823.00 154,155.00 (a) N/A (a)
WEBSTER FINANCIAL CORP COMMON STOCKS 94789010 2,848,550.00 123,850.00 (a) N/A (c)
WEBVAN GROUP INC COMMON STOCKS 94845V10 15,375.00 2,000.00 (a) N/A (a)
WEBVAN GROUP INC COMMON STOCKS 94845V10 769.00 100.00 (c) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 216,825.00 5,900.00 (a) N/A (a)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 18,375.00 500.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 665,175.00 18,100.00 (c) N/A (c)
WEIRTON STEEL CORP COMMON STOCKS 94877410 569.00 70.00 (c) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 579,962.00 8,300.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 216,612.00 3,100.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 21,516,204.00 528,005.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 5,789,352.00 142,070.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 2,850,870.00 69,960.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 2,737,381.00 67,175.00 (c) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 503,262.00 12,350.00 (c) N/A (b)
WENDY'S INTERNATIONAL INC COMMON STOCKS 95059010 12,112.00 600.00 (a) N/A (c)
WESTAMERICA BANCORPORATION COMMON STOCKS 95709010 1,229,325.00 44,300.00 (a) N/A (a)
WESTAMERICA BANCORPORATION COMMON STOCKS 95709010 31,080.00 1,120.00 (c) N/A (c)
WESTELL TECHNOLOGIES INC COMMON STOCKS 95754110 38,250.00 1,200.00 (a) N/A (a)
WESTFED HOLDINGS PRIVATE PLACE COMMON STOCKS 95799100 - 16,893.00 (a) N/A (a)
WESTFED HLDGS PREF A PRIVATE PREFERREDS 95799101 57,005.00 57,005.00 (a) N/A (a)
WESTERN WATER CO COMMON STOCKS 95988110 1,008,052.00 816,650.00 (a) N/A (c)
WESTERN WATER CO COMMON STOCKS 95988110 68,672.00 55,633.00 (c) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 13,670,962.00 298,410.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 343,594.00 7,500.00 (a) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 10,940,025.00 238,800.00 (a) N/A (c)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 13,744.00 300.00 (c) N/A (b)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 4,572,350.00 240,650.00 (a) N/A (c)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 13,300.00 700.00 (c) N/A (b)
WESTVACO CORP COMMON STOCKS 96154810 50,062.00 1,500.00 (a) N/A (a)
WESTVACO CORP COMMON STOCKS 96154810 52,866.00 1,584.00 (a) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 4,781,738.00 131,910.00 (a) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 217,500.00 6,000.00 (a) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 22,945,888.00 632,990.00 (a) N/A (c)
WESTWOOD ONE COMMON STOCKS 96181510 228,375.00 6,300.00 (c) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 2,682.00 74.00 (c) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 2,849,250.00 78,600.00 (c) N/A (c)
WEYERHAEUSER CO COMMON STOCKS 96216610 9,826,800.00 172,400.00 (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 (125,442.00) (9,000.00) (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 41,812.00 3,000.00 (a) N/A (b)
WILD OATS MARKETS INC COMMON STOCKS 96808B10 359,529.00 17,538.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 7,263,000.00 403,500.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 3,622,176.00 201,232.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 722,880.00 40,160.00 (a) N/A (c)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 4,460,400.00 247,800.00 (c) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 576,000.00 32,000.00 (c) N/A (b)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 20,892.00 1,220.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 10,275.00 600.00 (a) N/A (b)
WILLBROS GROUP INC COMMON STOCKS 96919910 33,452.00 4,695.00 (a) N/A (b)
WILLIAMS COMPANIES INC COMMON STOCKS 96945710 385,727.00 8,779.00 (a) N/A (b)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 1,367,100.00 44,100.00 (a) N/A (a)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 68,200.00 2,200.00 (a) N/A (b)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 2,132,800.00 68,800.00 (a) N/A (c)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 3,100.00 100.00 (c) N/A (b)
WILMAR INDUSTRIES INC COMMON STOCKS 97142610 2,876,738.00 168,600.00 (a) N/A (c)
WILMINGTON TRUST CORP COMMON STOCKS 97180710 9,725.00 200.00 (c) N/A (b)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 5,870,688.00 161,950.00 (a) N/A (a)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 141,375.00 3,900.00 (a) N/A (b)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 23,067,688.00 636,350.00 (a) N/A (c)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 36,250.00 1,000.00 (c) N/A (a)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,315,600.00 920.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 133,666.00 7,400.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 2,203,686.00 122,000.00 (c) N/A (c)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 202,200.00 4,000.00 (a) N/A (a)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 50,550.00 1,000.00 (a) N/A (c)
WINSTAR COMMUNICATIONS INC COMMON STOCKS 97551510 4,881,000.00 81,350.00 (a) N/A (a)
WIT CAPITAL GROUP INC COMMON STOCKS 97737K30 938,450.00 54,800.00 (a) N/A (a)
WOLVERINE TUBE INC COMMON STOCKS 97809310 339,544.00 26,500.00 (c) N/A (c)
WOMEN.COM NETWORKS INC COMMON STOCKS 97814910 9,900.00 1,200.00 (a) N/A (c)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 240,825.00 50,700.00 (a) N/A (c)
WORLD ACESS COMMON STOCKS 98141A10 2,032,663.00 106,283.00 (a) N/A (a)
WORLDGATE COMMUNICATIONS INC COMMON STOCKS 98156L30 18,038.00 600.00 (c) N/A (b)
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)
WORONOCO BANCORP COMMON STOCKS 98163010 19,250.00 2,000.00 (c) N/A (b)
WORTHINGTON INDS INC COMMON STOCKS 98181110 5,569.00 450.00 (c) N/A (b)
WRIGHT MEDICAL TECH WRTS 144A WARRANTS 98235111 16.00 1,523.51 (a) N/A (a)
WRIGHT MEDICAL TECH WRTS 144A WARRANTS 98235111 5.00 494.10 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 87,121,304.00 1,134,200.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 34,566.00 450.00 (a) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 1,205,964.00 15,700.00 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 51,080.00 665.00 (c) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 20,532,115.00 267,300.00 (c) N/A (c)
WYNNS INTL INC COMMON STOCKS 98319510 354,994.00 25,700.00 (c) N/A (c)
XM SATELLITE RADIO HOLDING INC COMMON STOCKS 98375910 17,438.00 500.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 10,219,064.00 123,400.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 4,877,656.00 58,900.00 (a) N/A (b)
XILINX INC COMMON STOCKS 98391910 25,299,219.00 305,500.00 (a) N/A (c)
XILINX INC COMMON STOCKS 98391910 13,084.00 158.00 (c) N/A (b)
XIRCOM COMMON STOCKS 98392210 125,800.00 3,400.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 2,127,500.00 57,500.00 (c) N/A (c)
XEROX COMMON STOCKS 98412110 348,660.00 13,410.00 (a) N/A (a)
XEROX COMMON STOCKS 98412110 28,288.00 1,088.00 (a) N/A (b)
XEROX COMMON STOCKS 98412110 13,000.00 500.00 (c) N/A (b)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 4,968,000.00 9,200.00 (a) N/A (a)
XYBERNAUT CORP COMMON STOCKS 98414910 5,006.00 300.00 (c) N/A (b)
YAGEO CORP GDR- 144A COMMON STOCKS 98432610 691,650.00 95,400.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 184,749,448.00 1,078,042.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 1,054,984.00 6,156.00 (a) N/A (b)
YAHOO INC COMMON STOCKS 98433210 3,975,900.00 23,200.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 44,558.00 260.00 (c) N/A (b)
YAHOO INC COMMON STOCKS 98433210 3,689,704.00 21,530.00 (c) N/A (c)
YORK INTERNATIONAL CORP COMMON STOCKS 98667010 7,854.00 336.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 3,273,315.00 69,645.00 (a) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 3,501,735.00 74,505.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 1,833,000.00 39,000.00 (a) N/A (c)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 601,600.00 12,800.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 333,700.00 7,100.00 (c) N/A (b)
YOUNG & RUBICAM INC CONV 144A CONVERTIBLES 987425AA 1,156,250.00 1,250.00 (a) N/A (a)
YOUNG BROADCASTING INC CL A COMMON STOCKS 98743410 1,900.00 100.00 (c) N/A (b)
YOUTHSTREAM MEDIA NETWORKS INC COMMON STOCKS 98781910 3,726,844.00 283,950.00 (a) N/A (a)
YOUTHSTREAM MEDIA NETWORKS INC COMMON STOCKS 98781910 258,562.00 19,700.00 (a) N/A (b)
YOUTHSTREAM MEDIA NETWORKS INC COMMON STOCKS 98781910 21,945,452.00 1,672,034.42 (a) N/A (c)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 2,994,600.00 71,300.00 (a) N/A (a)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 1,932,000.00 46,000.00 (a) N/A (c)
ZALE CORP COMMON STOCKS 98885810 18,875.00 400.00 (a) N/A (b)
ZAPME! CORP COMMON STOCKS 98912E10 1,308,450.00 171,600.00 (a) N/A (a)
ZAPME! CORP COMMON STOCKS 98912E10 96,075.00 12,600.00 (a) N/A (b)
ZAPME! CORP COMMON STOCKS 98912E10 3,148,362.00 412,900.00 (a) N/A (c)
ZIFF-DAVISZD INC COMMON STOCKS 98951110 1,723,438.00 110,300.00 (a) N/A (c)
LERNOUT & HAUSPIE SPEECH PROD COMMON STOCKS B5628B10 287,300.00 2,600.00 (a) N/A (a)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 4,581.00 70.00 (a) N/A (b)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 7.00 0.10 (a) N/A (c)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 183,000.00 8,000.00 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 54,900.00 2,400.00 (a) N/A (c)
AMDOCS LTD COMMON STOCKS G0260210 69,580,054.00 940,271.00 (a) N/A (a)
AMDOCS LTD COMMON STOCKS G0260210 552,262.00 7,463.00 (a) N/A (b)
AMDOCS LTD COMMON STOCKS G0260210 62,604,000.00 846,000.00 (a) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 845,000.00 32,500.00 (a) N/A (a)
BANCO COMERCIAL PORTUGUES PFD CONVERTIBLES G0904720 2,958,000.00 29,000.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENT COMMON STOCKS G2004520 285,938.00 22,875.00 (a) N/A (a)
CHINA.COM CORP CL A COMMON STOCKS G2108N10 40,500.00 500.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 9,510,600.00 216,150.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 123,728.00 2,812.00 (a) N/A (b)
CORECOMM LTD COMMON STOCKS G2422R10 25,208,700.00 572,925.00 (a) N/A (c)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 763,776.00 70,635.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 388,619.00 35,940.00 (a) N/A (c)
DELPHI INTERNATIONAL LTD COMMON STOCKS G2706W10 107,818.00 27,824.00 (a) N/A (a)
XCELERA.COM INC COMMON STOCKS G3161110 648,000.00 4,000.00 (a) N/A (a)
EVEREST REINSURANCE HOLDINGS INC COMMON STOCKS G3223R10 176,175.00 5,400.00 (a) N/A (b)
FRUIT OF THE LOOM LTD CL A HOLDING CO COMMON STOCKS G3682L10 119.00 100.00 (c) N/A (b)
GEMSTAR NTL GROUP LTD COMMON STOCKS G3788V10 2,795,000.00 32,500.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 8,841,665.00 215,977.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 175,499.00 4,287.00 (a) N/A (b)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 29,229.00 714.00 (c) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 768,077.00 55,356.90 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 63,076.00 4,546.00 (a) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 74,475.00 5,367.60 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 1,314,601.00 94,746.00 (c) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 15,401.00 1,110.00 (c) N/A (b)
INTERWAVE COMM INTL LTD COMMON STOCKS G4911N10 427,775.00 14,200.00 (a) N/A (a)
INTERWAVE COMM INTL LTD COMMON STOCKS G4911N10 198,825.00 6,600.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 2,527,926.00 248,129.80 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 145,722.00 14,304.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 87,358.00 8,575.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 220,050.00 21,600.00 (c) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 131,093.00 12,868.00 (c) N/A (b)
OPENTV CO COMMON STOCKS G6754310 3,172,450.00 26,800.00 (a) N/A (a)
OPENTV CO COMMON STOCKS G6754310 5,919.00 50.00 (c) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 4,047.00 99.00 (a) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 91,969.00 2,250.00 (c) N/A (b)
SANTA FE INTERNATIONAL CORP COMMON STOCKS G7805C10 148,000.00 4,000.00 (a) N/A (b)
TOTTA & ACCOR FIN 8.8750 SER A PREFERREDS G8957210 846,400.00 36,800.00 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 324,298.00 6,320.00 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 147,729.00 2,879.00 (a) N/A (b)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 35,406.00 690.00 (c) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 154.00 3.00 (c) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 2,807,370.00 20,931.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 1,233,145.00 9,194.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 2,461,194.00 18,350.00 (c) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 362,138.00 2,700.00 (c) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 505,131.00 9,122.00 (a) N/A (a)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 106,209.00 1,918.00 (a) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 3,688,196.00 66,604.00 (a) N/A (c)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 31,993,026.00 318,735.00 (a) N/A (a)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 792,962.00 7,900.00 (a) N/A (b)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 83,641,484.00 833,290.00 (a) N/A (c)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 21,322,847.00 620,301.00 (a) N/A (a)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 756,250.00 22,000.00 (a) N/A (b)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 57,177,656.00 1,663,350.00 (a) N/A (c)
COMMTOUCH SOFTWARE LTD COMMON STOCKS M2559610 14,119.00 300.00 (c) N/A (b)
GILAT COMMUNICATIONS LTD COMMON STOCKS M5087610 2,662.00 100.00 (c) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 43,874,950.00 374,200.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 1,442,175.00 12,300.00 (a) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 32,536,875.00 277,500.00 (a) N/A (c)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 304,850.00 2,600.00 (c) N/A (b)
JACADA LTD COMMON STOCKS M6184R10 14,625.00 1,000.00 (a) N/A (a)
METALINK LTD COMMON STOCKS M6989710 2,874,288.00 74,900.00 (a) N/A (a)
METALINK LTD COMMON STOCKS M6989710 153,500.00 4,000.00 (a) N/A (c)
METALINK LTD COMMON STOCKS M6989710 4,989.00 130.00 (c) N/A (b)
NEXUS TELOCATION SYSTEMS LTD COMMON STOCKS M7491910 2,081,250.00 450,000.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 22,600,905.00 265,893.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 255,000.00 3,000.00 (a) N/A (c)
ORCKIT COMMUNICATIONS LTD COMMON STOCKS M7531S10 201,670.00 3,010.00 (a) N/A (a)
ORCKIT COMMUNICATIONS LTD COMMON STOCKS M7531S10 9,848,330.00 146,990.00 (a) N/A (c)
RADVISION LTD COMMON STOCKS M8186910 1,576,488.00 30,100.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 347,000.00 8,000.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 8,024.00 185.00 (a) N/A (b)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 6,748,500.00 204,500.00 (a) N/A (a)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 244,200.00 7,400.00 (a) N/A (c)
VOCALTEC LTD ORD COMMON STOCKS M9760110 2,662,025.00 91,400.00 (a) N/A (a)
VOCALTEC LTD ORD COMMON STOCKS M9760110 84,462.00 2,900.00 (a) N/A (c)
ASM INTERNATIONAL N.V. COMMON STOCKS N0704510 278,400.00 9,600.00 (a) N/A (a)
ASM INTERNATIONAL N.V. COMMON STOCKS N0704510 232,000.00 8,000.00 (a) N/A (c)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 1,112.00 57.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 753,200.00 26,900.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 145,600.00 5,200.00 (a) N/A (b)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 14,000.00 500.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 34,800.00 1,200.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 3,859,900.00 133,100.00 (c) N/A (c)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 81,087,791.00 1,151,202.00 (a) N/A (a)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 2,416,006.00 34,300.00 (a) N/A (b)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 18,792,725.00 266,800.00 (a) N/A (c)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 965,650.00 17,800.00 (a) N/A (a)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 54,250.00 1,000.00 (a) N/A (c)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 4,258,625.00 78,500.00 (c) N/A (c)
KOREA THRUNET CO LTD CL A SHS COMMON STOCKS Y4997510 255,341.00 6,600.00 (c) N/A (c)
OMI CORP COMMON STOCKS Y6476W10 18,681.00 4,900.00 (c) N/A (b)
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