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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 12/31/99
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
CREDIT SUISSE ASSET MANAGEMENT, LLC
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
153 EAST 53RD STREET NEW YORK NY 10022
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-3702
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
HAL LIEBES 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 - 02/15/00
------------------------------------------
(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: 4,417
Form 13F Information Table Value Total: $20,610,826.
(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 377,328.00 5,200.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 231,846.00 5,700.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 22,300.00 1,600.00 (a) N/A (b)
ACTV INC COMMON STOCKS 00088E10 125,438.00 9,000.00 (c) N/A (b)
ACTV INC COMMON STOCKS 00088E10 2,544,822.00 55,700.00 (c) N/A (c)
AFLAC INC COMMON STOCKS 00105510 47,188.00 1,000.00 (a) N/A (a)
AFLAC INC COMMON STOCKS 00105510 100,500.00 2,400.00 (a) N/A (c)
AFLAC INC COMMON STOCKS 00105510 33,500.00 800.00 (c) N/A (b)
AES CORP COMMON STOCKS 00130H10 13,476,957.00 228,423.00 (a) N/A (a)
AES CORP COMMON STOCKS 00130H10 4,847,086.00 82,154.00 (a) N/A (b)
AES CORP COMMON STOCKS 00130H10 6,963,770.00 118,030.00 (a) N/A (c)
AES CORP COMMON STOCKS 00130H10 7,534,890.00 127,710.00 (c) N/A (a)
AES CORP COMMON STOCKS 00130H10 1,029,550.00 17,450.00 (c) N/A (b)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 457,546.00 5,098.00 (a) N/A (a)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 987.00 11.00 (a) N/A (b)
AMFM INC COMMON STOCKS 00169310 15,546,968.00 252,518.00 (a) N/A (a)
AMFM INC COMMON STOCKS 00169310 3,279,832.00 53,989.00 (a) N/A (b)
AMFM INC COMMON STOCKS 00169310 10,843,875.00 178,500.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 157,950.00 2,600.00 (c) N/A (a)
AMFM INC COMMON STOCKS 00169310 243,000.00 4,000.00 (c) N/A (b)
AMR CORP DELA COMMON STOCKS 00176510 603,000.00 9,000.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 130,800.00 2,400.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 70,581,678.00 1,407,748.50 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 5,097,634.00 117,187.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 13,124,150.00 299,430.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 392,152.00 9,015.00 (c) N/A (a)
A T & T CORP COMMON STOCKS 00195710 514,300.00 11,823.00 (c) N/A (b)
A T & T CORP COMMON STOCKS 00195710 79,268.00 1,560.00 (c) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 53,056,410.00 1,397,226.04 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 34,677,267.00 929,374.00 (a) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 32,152,181.00 861,700.00 (a) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 8,527,846.00 228,552.00 (c) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 4,010,944.00 107,496.00 (c) N/A (b)
AT & T CANADA INC COMMON STOCKS 00207Q20 275,735.00 6,850.55 (a) N/A (a)
ATMI INC COMMON STOCKS 00207R10 279,844.00 7,500.00 (c) N/A (b)
AXA FINANCIAL INC COMMON STOCKS 00245110 3,293.00 59.00 (a) N/A (a)
AAVID THERMAL TECHNOLOGIES COMMON STOCKS 00253910 1,089,769.00 48,300.00 (a) N/A (a)
ABACUS DIRECT CORP COMMON STOCKS 00255310 8,757,572.00 71,857.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 11,201,514.00 306,483.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 4,046,374.00 110,293.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 36,313.00 1,000.00 (a) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 1,889,406.00 51,500.00 (c) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 1,262,197.00 34,404.00 (c) N/A (b)
ABERCROMBE & FITCH COMMON STOCKS 00289620 456,436.00 15,500.00 (a) N/A (a)
ABERCROMBE & FITCH COMMON STOCKS 00289620 180,395.00 5,296.00 (a) N/A (b)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 81,909.00 2,530.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 48,174.00 1,488.00 (c) N/A (c)
ABGENIX INC COMMON STOCKS 00339B10 2,173,000.00 16,400.00 (c) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 427,799.00 456,075.00 (a) N/A (a)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 67,104.00 71,539.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 271,220.00 289,147.00 (c) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 4,561.00 456,075.00 (a) N/A (a)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 715.00 71,539.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 2,891.00 289,147.00 (c) N/A (c)
ABITIBI-CONSOLIDATED INC COMMON STOCKS 00392410 965,000.00 80,000.00 (a) N/A (a)
ABITIBI-CONSOLIDATED INC COMMON STOCKS 00392410 3,761,691.00 311,850.00 (a) N/A (c)
ACADIA REALTY TRUST COMMON STOCKS 00423910 3,675.00 700.00 (c) N/A (b)
ACCLAIM ENMNT INC COMMON STOCKS 00432520 474,575.00 92,600.00 (c) N/A (c)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 5,757,916.00 182,791.00 (a) N/A (a)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 135,796.00 4,311.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 (34,308.00) (1,367.00) (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 45,375.00 2,000.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 3,669,703.00 161,750.00 (a) N/A (c)
ACNIELSEN CORP COMMON STOCKS 00483310 17,016.00 750.00 (c) N/A (b)
ACTUATE SOFTWARE CORP COMMON STOCKS 00508B10 5,041,752.00 148,834.00 (a) N/A (a)
ACUSON CORP COMMON STOCKS 00511310 25,126.00 2,000.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 4,884,578.00 248,500.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 371,503.00 18,900.00 (a) N/A (b)
ACXIOM CORP COMMON STOCKS 00512510 12,114,540.00 616,320.00 (a) N/A (c)
ADAMS GOLF INC COMMON STOCKS 00622810 919.00 300.00 (a) N/A (a)
ADAMS GOLF INC COMMON STOCKS 00622810 19,294.00 6,300.00 (c) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 1,266,300.00 37,800.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 318,250.00 9,500.00 (a) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 8,646,350.00 258,100.00 (a) N/A (c)
ADELPHIA BUSINESS SOLUTIONS COMMON STOCKS 00684710 748,800.00 15,600.00 (c) N/A (c)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 10,083,012.00 168,200.00 (a) N/A (a)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 1,182,131.00 20,100.00 (a) N/A (b)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 30,576,619.00 519,900.00 (a) N/A (c)
ADFORCE INC COMMON STOCKS 00686710 7,612.00 300.00 (a) N/A (a)
ADMINISTAFF INC COMMON STOCKS 00709410 795,575.00 26,300.00 (c) N/A (c)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 34,618.00 305.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 11,241,872.00 205,331.00 (a) N/A (a)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 343,556.00 6,275.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 16,364,775.00 298,900.00 (a) N/A (c)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 20,451,197.00 912,600.00 (a) N/A (a)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 574,050.00 25,800.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 52,102,825.00 2,341,700.00 (a) N/A (c)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 2,650,969.00 159,843.50 (a) N/A (a)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 75,750.00 6,000.00 (a) N/A (c)
ADVANCED TISSUE SCIENCES INC COMMON STOCKS 00755F10 16,314.00 5,300.00 (c) N/A (b)
ADVEST GROUP INC COMMON STOCKS 00756610 299,512.00 16,300.00 (c) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 4,933,011.00 245,588.00 (a) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 700,085.00 35,114.00 (a) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 86,628.00 4,345.00 (a) N/A (c)
ADVO SYSTEMS INC COMMON STOCKS 00758510 2,224,487.00 111,573.00 (c) N/A (a)
ADVO SYSTEMS INC COMMON STOCKS 00758510 417,711.00 20,951.00 (c) N/A (b)
ADVO SYSTEMS INC COMMON STOCKS 00758510 3,783,230.00 166,215.00 (c) N/A (c)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 85,054,570.00 2,939,200.00 (a) N/A (a)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 1,368,767.00 47,300.00 (a) N/A (c)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 1,289.00 75.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 22,797,356.00 787,800.00 (c) N/A (c)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,108,412.00 35,900.00 (a) N/A (a)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 333,450.00 10,800.00 (a) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,182,512.00 38,300.00 (a) N/A (c)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 18,442,372.00 296,263.00 (a) N/A (a)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 275,456.00 4,425.00 (a) N/A (b)
AETNA INC COMMON STOCKS 00811710 14,170,921.00 253,900.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 7,388.00 150.00 (a) N/A (b)
AETNA INC COMMON STOCKS 00811710 971,146.00 17,400.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 6,008.00 122.00 (c) N/A (b)
AETNA INC COMMON STOCKS 00811710 68,650.00 1,230.00 (c) N/A (c)
AFFILIATED COMPUTER SVCS CONV CONVERTIBLES 008190AD 3,733,562.00 3,100.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 15,911,607.00 580,960.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 1,357,677.00 49,823.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 98,438.00 1,000.00 (a) N/A (a)
AFFYMETRIX INC COMMON STOCKS 00826T10 49,219.00 500.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 9,844.00 100.00 (c) N/A (b)
AIR EXPRESS INTERNATIONAL COMMON STOCKS 00910410 226,191.00 7,000.00 (a) N/A (a)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 315,492.00 9,400.00 (a) N/A (a)
AIR TRANSPORTATION HOLDING CO INC COMMON STOCKS 00922430 600.00 150.00 (c) N/A (b)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 1,967,238.00 93,400.00 (a) N/A (c)
AIRGATE PCS INC WTS WARRANTS 00936711 24,938.00 2,850.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 1,312.00 150.00 (c) N/A (c)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 2,872,800.00 136,800.00 (a) N/A (a)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 399,000.00 19,000.00 (a) N/A (b)
AIRONET WIRELESS COMMUNICATIONS INC COMMON STOCKS 00943A10 107,100.00 5,100.00 (a) N/A (c)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 165,825.00 3,300.00 (a) N/A (a)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 11,362.00 300.00 (a) N/A (b)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 628,125.00 12,500.00 (a) N/A (c)
AKZO NOBEL ADR COMMON STOCKS 01019930 3,632.00 73.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 16,666.00 335.00 (c) N/A (c)
ALANCO ENVIRONMENTAL RESOURCES CORP COMMON STOCKS 01161240 374.00 285.00 (c) N/A (b)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 701,662.00 24,300.00 (a) N/A (a)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 329,175.00 11,400.00 (a) N/A (b)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 3,681,562.00 127,500.00 (a) N/A (c)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 480,769.00 16,650.00 (c) N/A (a)
ALBERTO-CULVER CO COMMON STOCKS 01306810 10,325.00 400.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 645,478.00 19,533.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 19,781.00 500.00 (a) N/A (b)
ALBERTSON'S INC COMMON STOCKS 01310410 11,288.00 350.00 (a) N/A (c)
ALBERTSON'S INC COMMON STOCKS 01310410 28,058.00 870.00 (c) N/A (c)
ALCAN ALUMINUM LTD COMMON STOCKS 01371610 284,375.00 9,100.00 (c) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 1,662,156.00 25,500.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 17,013,748.00 274,004.00 (a) N/A (c)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 11,385.00 253.00 (a) N/A (a)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 19,425.00 700.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 6,771.00 244.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 48,555.00 1,079.00 (c) N/A (c)
ALEXANDER'S INC COMMON STOCKS 01475210 316,000.00 4,000.00 (a) N/A (a)
ALEXANDER'S INC COMMON STOCKS 01475210 31,600.00 400.00 (a) N/A (c)
ALEXION PHARMACEUTICALS INC COMMON STOCKS 01535110 421,850.00 28,600.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 5,561,562.00 193,026.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 15,777,725.00 547,600.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 609,336.00 10,881.00 (a) N/A (a)
ALLAIRE CORP COMMON STOCKS 01671410 59,080.00 1,055.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 1,361,307.00 7,691.00 (a) N/A (a)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 626,934.00 3,542.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 187,620.00 1,060.00 (c) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 105,188.00 3,300.00 (a) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 15,938.00 500.00 (a) N/A (b)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 6,937,594.00 217,650.00 (a) N/A (c)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 788,906.00 46,750.00 (a) N/A (a)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 656,438.00 38,900.00 (a) N/A (b)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 687,656.00 40,750.00 (a) N/A (c)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 172,125.00 10,200.00 (c) N/A (a)
ALLEGHENY TELEDYNE INC COMMON STOCKS 01741510 85,219.00 5,050.00 (c) N/A (b)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 2,730,600.00 29,600.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 149,250.00 3,000.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 66,000.00 600.00 (a) N/A (b)
ALLERGAN INC COMMON STOCKS 01849010 2,216,000.00 31,100.00 (a) N/A (c)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 568.00 45.00 (a) N/A (a)
ALLERGAN SPECIALTY THERAPEUTIC COMMON STOCKS 01849410 360.00 30.00 (a) N/A (b)
ALLIED HEALTHCARE PRODUCTS INC COMMON STOCKS 01922210 1,503,750.00 601,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 114,469.00 4,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 87,759.00 3,450.00 (a) N/A (b)
ALLIEDSIGNAL INC COMMON STOCKS 01951210 6,134,603.00 102,350.00 (a) N/A (a)
ALLIEDSIGNAL INC COMMON STOCKS 01951210 2,436,459.00 40,650.00 (a) N/A (b)
ALLIEDSIGNAL INC COMMON STOCKS 01951210 17,202,062.00 287,000.00 (a) N/A (c)
ALLIEDSIGNAL INC COMMON STOCKS 01951210 1,650,439.00 27,536.00 (c) N/A (b)
ALLIED WASTE INDUSTRIES INC COMMON STOCKS 01958930 70,125.00 6,000.00 (c) N/A (b)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 5,971.00 245.00 (a) N/A (a)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 25,637.00 1,052.00 (c) N/A (c)
ALLMERICA FINANCIAL CORP. COMMON STOCKS 01975410 50,062.00 900.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 6,663,558.00 276,100.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 413,884.00 17,200.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 389,025.00 15,600.00 (c) N/A (a)
ALLSTATE COMMON STOCKS 02000210 60,448.00 2,424.00 (c) N/A (b)
ALLTEL CORP COMMON STOCKS 02003910 10,353,861.00 125,216.00 (a) N/A (a)
ALLTEL CORP COMMON STOCKS 02003910 460,956.00 6,550.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 3,734,094.00 66,200.00 (a) N/A (a)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 355,359.00 6,300.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 9,543,938.00 169,200.00 (a) N/A (c)
ALPHARMA INC CL A COMMON STOCKS 02081310 515,562.00 14,600.00 (a) N/A (c)
ALTERRA HEALTHCARE CORP COMMON STOCKS 02146C10 7,988.00 900.00 (a) N/A (c)
ALZA CORP COMMON STOCKS 02261510 2,813,188.00 81,200.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 17,125.00 400.00 (a) N/A (b)
ALZA CORP COMMON STOCKS 02261510 655,031.00 15,300.00 (a) N/A (c)
WTS-ALZA CORP EXP 12-31-99 WARRANTS 02261515 78.00 2,500.00 (a) N/A (b)
ALZA CORP CONV SUB DEB CONVERTIBLES 022615AD 4,830,000.00 4,600.00 (a) N/A (a)
ALYSIS TECHNOLOGIES INC COMMON STOCKS 02261D10 4,594.00 3,000.00 (c) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 73,534,457.00 920,052.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 63,950.00 800.00 (a) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 1,231,038.00 15,400.00 (a) N/A (c)
AMAZON.COM COMMON STOCKS 02313510 25,740.00 322.00 (c) N/A (b)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 5,045,438.00 106,500.00 (a) N/A (a)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 28,425.00 600.00 (a) N/A (b)
AMBAC FINANCIAL GROUP INC COMMON STOCKS 02313910 24,957,150.00 526,800.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 920,650.00 15,200.00 (a) N/A (a)
AMERADA HESS COMMON STOCKS 02355110 12,189.00 199.00 (a) N/A (b)
AMERADA HESS COMMON STOCKS 02355110 11,698,750.00 191,000.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 12,250.00 200.00 (c) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 79,406.00 2,100.00 (a) N/A (b)
AMEREN CORP COMMON STOCKS 02360810 37,812.00 1,000.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 97,529,128.00 1,213,724.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 9,927,979.00 95,404.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 2,231,244.00 23,500.00 (a) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 557,775.00 5,360.00 (c) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 1,710,371.00 16,436.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 13,445,050.00 177,200.00 (c) N/A (c)
AMERICAN CAPITAL CORP COMMON STOCKS 02489810 - 149,404.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 2,984,169.00 130,100.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 357,825.00 15,600.00 (a) N/A (b)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 1,153,756.00 50,300.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 587,772.00 18,147.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 1,331.00 39.00 (a) N/A (b)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 4,664,888.00 136,700.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 35,422.00 1,038.00 (c) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 22,041,190.00 147,319.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 11,919,285.00 88,291.00 (a) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 2,450,650.00 16,440.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 4,866,750.00 36,050.00 (c) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 690,255.00 5,113.00 (c) N/A (b)
AMERICAN FINANCIAL GROUP INC COMMON STOCKS 02593210 31,650.00 1,200.00 (a) N/A (a)
AMERICAN FREIGHTWAYS CORP COMMON STOCKS 02629V10 388,512.00 24,000.00 (c) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 1,686,853.00 22,232.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 6,641.00 105.00 (a) N/A (b)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 190,294.00 2,508.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 15,016,100.00 381,200.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 895,196.00 21,571.00 (a) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,527,950.00 38,900.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,041,484.00 25,096.00 (c) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 770,904.00 18,576.00 (c) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 43,716,246.00 501,339.00 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 26,815,959.00 308,451.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 15,034,253.00 172,689.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 5,895,232.00 67,810.00 (c) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 7,877,668.00 90,613.00 (c) N/A (b)
AMERICAN MOBILE SATELLITE CP COMMON STOCKS 02755R10 1,053.00 50.00 (a) N/A (a)
AMERICAN MOBILE SAT-WT08 144A WARRANTS 02755R11 180,000.00 3,000.00 (a) N/A (a)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 67,000.00 1,000.00 (a) N/A (a)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 20,100.00 300.00 (a) N/A (b)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 3,904,500.00 205,500.00 (a) N/A (a)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 2,675,200.00 140,800.00 (a) N/A (b)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 136,800.00 7,200.00 (c) N/A (a)
AMERICAN POWER CONVERSION CORP COMMON STOCKS 02906610 236,360.00 12,440.00 (c) N/A (b)
AMERICAN SKIING CO COMMON STOCKS 02965430 2,250.00 600.00 (a) N/A (a)
AMERICAN SKIING CO COMMON STOCKS 02965430 1,125.00 300.00 (c) N/A (b)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 706,838.00 18,300.00 (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 10,020,167.00 254,614.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 1,740,567.00 57,201.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 5,888.00 300.00 (c) N/A (b)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 6,919.00 450.00 (a) N/A (a)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 37,619.00 1,300.00 (a) N/A (a)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 49,194.00 1,700.00 (a) N/A (b)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 2,894.00 100.00 (c) N/A (b)
AMERICAN WOODMARK CORP COMMON STOCKS 03050610 362,812.00 13,500.00 (a) N/A (a)
AMERICAN WOODMARK CORP COMMON STOCKS 03050610 155,875.00 5,800.00 (a) N/A (c)
AMERICREDIT CORP COMMON STOCKS 03060R10 8,202,181.00 549,100.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 315,181.00 21,100.00 (a) N/A (b)
AMERICREDIT CORP COMMON STOCKS 03060R10 18,214,788.00 1,219,400.00 (a) N/A (c)
AMERIKING INC. COMMON STOCKS 03071G10 5,000.00 500.00 (a) N/A (a)
AMERIKING INC PFD 13% PREFERREDS 03071G20 2,363,602.00 107,436.44 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 71,384.00 4,700.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL-A COMMON STOCKS 03071P10 668,272.00 44,000.00 (c) N/A (c)
AMERITRADE HOLDING CORP CL A COMMON STOCKS 03072H10 1,838.00 100.00 (c) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 4,452,938.00 139,700.00 (a) N/A (a)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 344,250.00 10,800.00 (a) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 11,169,000.00 350,400.00 (a) N/A (c)
AMERITECH CORP COMMON STOCKS 03095410 283,020.00 4,240.00 (a) N/A (a)
AMERITECH CORP COMMON STOCKS 03095410 384,480.00 5,760.00 (a) N/A (b)
AMERITECH CORP COMMON STOCKS 03095410 14,858,550.00 222,600.00 (a) N/A (c)
AMERITECH CORP COMMON STOCKS 03095410 24,030.00 360.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 40,004,467.00 664,400.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 138,550.00 1,700.00 (a) N/A (b)
AMGEN INC COMMON STOCKS 03116210 3,300,750.00 40,500.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 40,750.00 500.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 204,214.00 3,400.00 (c) N/A (c)
AMPEX 144A WTS WARRANTS 03209211 276,250.00 85,000.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 392,273.00 16,737.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 9,375.00 400.00 (a) N/A (b)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 3,884,775.00 169,050.00 (a) N/A (c)
AMSURG INC CL B COMMON STOCKS 03232P20 2,500.00 400.00 (c) N/A (b)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 5,031,219.00 122,900.00 (a) N/A (a)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 1,177,362.00 28,760.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 470,925.00 13,800.00 (a) N/A (a)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 34,125.00 1,000.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 597,188.00 17,500.00 (c) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 239,132.00 4,666.00 (c) N/A (b)
ANCHOR FINANCIAL CORP COMMON STOCKS 03303610 3,625.00 100.00 (c) N/A (b)
ANCHOR GAMING COMMON STOCKS 03303710 104,251.00 2,400.00 (a) N/A (a)
ANCHOR GAMING COMMON STOCKS 03303710 790,572.00 18,200.00 (c) N/A (c)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 502,275.00 7,400.00 (a) N/A (a)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 3,631,312.00 53,500.00 (c) N/A (c)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 109,019.00 1,674.00 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 128,296.00 1,970.00 (a) N/A (c)
ANGLOGOLD LIMITED-SPON ADR COMMON STOCKS 03512820 472,659.00 18,400.00 (c) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 13,190,994.00 186,200.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 336,300.00 4,800.00 (a) N/A (b)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 5,001,330.00 71,080.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 280,250.00 4,000.00 (c) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 24,806.00 350.00 (c) N/A (c)
ANIXTER INTL INC. COMMON STOCKS 03529010 589,875.00 28,600.00 (c) N/A (c)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 3,106,500.00 76,000.00 (a) N/A (a)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 241,162.00 5,900.00 (a) N/A (b)
ANNTAYLOR STORES CORP COMMON STOCKS 03611510 7,950,188.00 194,500.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 13,712,188.00 267,500.00 (a) N/A (a)
ANTEC CORP COMMON STOCKS 03664P10 472,812.00 8,900.00 (a) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 29,473,750.00 554,800.00 (a) N/A (c)
ANTENNA TV S.A. SPONSORED ADR COMMON STOCKS 03672N10 5,550.00 600.00 (a) N/A (b)
ANTENNA TV S.A. SPONSORED ADR COMMON STOCKS 03672N10 39,775.00 4,300.00 (a) N/A (c)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 2,354,727.00 244,647.00 (a) N/A (a)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 5,775.00 600.00 (c) N/A (b)
AON CORP COMMON STOCKS 03738910 1,426,652.00 35,725.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 40,116.00 1,357.00 (c) N/A (b)
APACHE CORP COMMON STOCKS 03741110 1,078,590.00 29,200.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 487,582.00 13,200.00 (c) N/A (c)
APEX INC COMMON STOCKS 03754810 1,749,150.00 93,600.00 (a) N/A (c)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 1,837,875.00 87,000.00 (a) N/A (a)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 490,100.00 23,200.00 (a) N/A (b)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 3,620,825.00 171,400.00 (a) N/A (c)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 422.00 20.00 (c) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 11,184,486.00 108,900.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 15,195.00 240.00 (a) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 18,994.00 300.00 (c) N/A (b)
APPLEBEE'S INTERNATIONAL INC COMMON STOCKS 03789910 1,307,075.00 38,800.00 (a) N/A (a)
APPLEBEE'S INTERNATIONAL INC COMMON STOCKS 03789910 909,562.00 27,000.00 (a) N/A (c)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 1,675.00 100.00 (a) N/A (b)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 450,244.00 25,100.00 (c) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 14,888,177.00 141,372.00 (a) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 1,926,650.00 24,800.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 8,646,619.00 111,300.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 532,159.00 6,850.00 (c) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 196,366.00 1,550.00 (c) N/A (c)
APPLIED POWER INC CL A COMMON STOCKS 03822510 3,061,800.00 100,800.00 (a) N/A (a)
APPLIED POWER INC CL A COMMON STOCKS 03822510 367,538.00 12,100.00 (a) N/A (b)
APPLIED POWER INC CL A COMMON STOCKS 03822510 8,714,588.00 286,900.00 (a) N/A (c)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 3,947,820.00 69,260.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 2,255,262.00 39,566.00 (a) N/A (b)
APTARGROUP INC COMMON STOCKS 03833610 32,100.00 1,200.00 (a) N/A (a)
APTARGROUP INC COMMON STOCKS 03833610 459,788.00 18,300.00 (c) N/A (c)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 312.00 250.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 312.00 250.00 (a) N/A (b)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 7,140,000.00 272,000.00 (a) N/A (a)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 2,548,875.00 97,100.00 (a) N/A (c)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 11,331.00 700.00 (a) N/A (a)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 387,353.00 18,500.00 (c) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 111,721,391.00 9,214,135.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 17,496.00 1,443.00 (a) N/A (b)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 2,476,325.00 204,233.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 37,922,138.00 3,127,599.00 (c) N/A (c)
ARDENT SOFTWARE INC COMMON STOCKS 03979410 844,087.00 31,335.00 (a) N/A (a)
ARDENT SOFTWARE INC COMMON STOCKS 03979410 239,744.00 8,900.00 (a) N/A (c)
ARMSTRONG WORLD INDUSTRIES COMMON STOCKS 04247610 (120,150.00) (3,600.00) (a) N/A (a)
ARROW ELECTRONICS INC COMMON STOCKS 04273510 45,332.00 2,572.00 (c) N/A (b)
ARTHROCARE CORP COMMON STOCKS 04313610 19,697,666.00 360,598.00 (a) N/A (a)
ARVIN INDUSTRIES INC COMMON STOCKS 04333910 309,288.00 10,900.00 (c) N/A (c)
ASCENT ENTERTAINMENT GROUP INC COMMON STOCKS 04362810 8,044.00 585.00 (a) N/A (b)
ASHLAND INC COMMON STOCKS 04420410 33.00 1.00 (a) N/A (a)
ASIA PACIFIC HUND INC EQUITY FUNDS 04490110 4,500.00 500.00 (c) N/A (b)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 862,312.00 109,500.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 30,398.00 3,860.00 (a) N/A (c)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 2,540,318.00 322,580.00 (c) N/A (c)
ASIA SATELLITE TELECOMMUNICATIONS COMMON STOCKS 04516X10 18,360.00 720.00 (a) N/A (b)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 20,590,706.00 813,460.00 (a) N/A (a)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 442,969.00 17,500.00 (a) N/A (b)
ASPECT DEVELOPMENT INC COMMON STOCKS 04523410 12,714,469.00 502,300.00 (a) N/A (c)
ASPECT TELECOMMUNICATIONS CORP COMMON STOCKS 04523710 1,715,541.00 101,100.00 (a) N/A (a)
ASPECT TELECOMMUNICATIONS CORP COMMON STOCKS 04523710 327,497.00 19,300.00 (a) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 22,328.00 617.00 (c) N/A (b)
ASSOCIATED GROUP INC CL-A COMMON STOCKS 04565110 146,000.00 1,600.00 (a) N/A (a)
ASSOCIATED GROUP INC CL-A COMMON STOCKS 04565110 63,875.00 700.00 (a) N/A (c)
ASSOCIATED GROUP INC CL-B COMMON STOCKS 04565120 147,200.00 1,600.00 (a) N/A (a)
ASSOCIATED GROUP INC CL-B COMMON STOCKS 04565120 64,400.00 700.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 168,009,436.00 4,053,163.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 3,964,574.00 95,676.00 (a) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 1,777,669.00 42,900.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 41,438.00 1,000.00 (c) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 91,328.00 2,204.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 27,440.00 640.00 (c) N/A (c)
INDONESIA EQUITY FUND COMMON STOCKS 0459992 757,500.00 250,000.00 (c) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 780,461.00 27,552.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 1,179,648.00 32,768.00 (a) N/A (b)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 206,553.00 7,528.00 (a) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 24,420.00 890.00 (c) N/A (c)
ASTORIA FINANCIAL CORP COMMON STOCKS 04626510 17,681.00 575.00 (a) N/A (b)
ASTRAZENECA GROUP PLC SPONSORED ADR COMMON STOCKS 04635310 14,365.00 340.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 240,900.00 7,300.00 (a) N/A (c)
ATHENA NEUROSCIENCES CNV NOTES CONVERTIBLES 046854AB 8,369,126.00 8,200.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 578,332.00 6,540.00 (a) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 772,810.00 8,720.00 (a) N/A (b)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 346,346.00 3,908.00 (c) N/A (a)
ATLANTIC RICHFIELD COMMON STOCKS 04882510 963,797.00 10,875.00 (c) N/A (b)
ATMEL CORPORATION COMMON STOCKS 04951310 66,522,663.00 2,250,200.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 886,890.00 30,000.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 19,139,086.00 647,400.00 (c) N/A (c)
ATWOOD OCEANICS INC COMMON STOCKS 05009510 459,638.00 11,900.00 (c) N/A (c)
AURORA FOODS INC COMMON STOCKS 05164B10 7,584,000.00 474,000.00 (a) N/A (a)
AURORA FOODS INC COMMON STOCKS 05164B10 824,000.00 51,500.00 (a) N/A (c)
AUSTRALIS HOLDINGS WT WARRANTS 05258A11 48.00 4,794.00 (a) N/A (a)
AUSTRALIS HOLDINGS WT WARRANTS 05258A11 1.00 100.00 (a) N/A (c)
AUTHENTIC FITNESS CORP COMMON STOCKS 05266110 52,688.00 3,000.00 (a) N/A (a)
AUTOLIV INC COMMON STOCKS 05280010 80,818.00 2,148.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 8,763,094.00 188,350.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 9,768,457.00 218,901.00 (a) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 129,300.00 2,400.00 (a) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 1,213,800.00 27,200.00 (c) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 321,300.00 7,200.00 (c) N/A (b)
AUTONATION INC. COMMON STOCKS 05329W10 (149,850.00) (16,200.00) (a) N/A (a)
AUTONATION INC. COMMON STOCKS 05329W10 12,500.00 1,000.00 (a) N/A (b)
AUTOTOTE CORP CL A COMMON STOCKS 05332310 262.00 100.00 (c) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 9,989,913.00 559,855.00 (a) N/A (a)
AVANT! CORP COMMON STOCKS 05348710 305,128.00 17,100.00 (a) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 34,019,645.00 1,906,530.00 (a) N/A (c)
AVATAR HOLDINGS INC CONVERTIBLE CONVERTIBLES 053494AD 1,387,500.00 1,500,000.00 (c) N/A (a)
AVENTIS SPON ADR COMMON STOCKS 05356110 10,863.00 191.00 (c) N/A (c)
AVERY DENNISON CORP COMMON STOCKS 05361110 14,284,420.00 258,548.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 6,005,376.00 113,846.00 (a) N/A (b)
AVERY DENNISON CORP COMMON STOCKS 05361110 4,560,238.00 86,450.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 611,900.00 11,600.00 (c) N/A (b)
AVIATION SALES CO COMMON STOCKS 05367210 9,500.00 500.00 (a) N/A (b)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 60,090.00 4,600.00 (a) N/A (a)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 421,935.00 32,300.00 (c) N/A (c)
AVIRON COMMON STOCKS 05376210 213,400.00 8,800.00 (a) N/A (c)
AVIS RENT A CAR INC COMMON STOCKS 05379010 109,921.00 4,300.00 (a) N/A (a)
AVIS RENT A CAR INC COMMON STOCKS 05379010 2,671,334.00 104,500.00 (c) N/A (c)
AVON PRODUCTS COMMON STOCKS 05430310 2,695,338.00 85,200.00 (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 377,249.00 15,204.00 (a) N/A (b)
AVON PRODUCTS COMMON STOCKS 05430310 7,444.00 300.00 (a) N/A (c)
AVON PRODUCTS COMMON STOCKS 05430310 29,775.00 1,200.00 (c) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 7,100.00 100.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 32,944.00 464.00 (c) N/A (c)
AWARE INC/MASS COMMON STOCKS 05453N10 574,725.00 15,800.00 (c) N/A (c)
AXENT TECHNOLOGIES INC COMMON STOCKS 05459C10 56,796.00 4,390.00 (a) N/A (a)
AXENT TECHNOLOGIES INC COMMON STOCKS 05459C10 5,175.00 400.00 (a) N/A (b)
AXYS PHARMACEUTICALS INC COMMON STOCKS 05463510 47,423.00 12,044.00 (c) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 975,290.00 30,619.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 217,884.00 6,730.00 (a) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 501,586.00 15,493.00 (c) N/A (b)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 2,867.00 55.00 (a) N/A (a)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 11,728.00 225.00 (c) N/A (c)
BCE INC COMMON STOCKS 05534B10 2,337,402.00 25,917.00 (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 6,716,224.00 143,184.00 (a) N/A (a)
BISYS GROUP INC COMMON STOCKS 05547210 17,181,759.00 366,300.00 (a) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 12,779,081.00 401,700.00 (a) N/A (a)
BJ SERVICES CO COMMON STOCKS 05548210 314,944.00 9,900.00 (a) N/A (b)
BJ SERVICES CO COMMON STOCKS 05548210 9,750,531.00 306,500.00 (a) N/A (c)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 4,517,150.00 152,800.00 (a) N/A (a)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 16,469,269.00 557,100.00 (a) N/A (c)
BMC INDUSTRIES INC COMMON STOCKS 05560710 2,093.00 170.00 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 19,223,723.00 182,135.14 (a) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 11,493,528.00 103,720.50 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 30,275,305.00 273,212.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 3,401,833.00 30,699.00 (c) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 4,148,044.00 37,433.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 65,244.00 1,100.00 (c) N/A (c)
BSB BANCORP INC COMMON STOCKS 05565210 54,000.00 2,250.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 8,961,464.00 125,846.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 3,957,120.00 55,296.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 23,268,547.00 325,150.00 (a) N/A (c)
BAKER FENTRESS & CO EQUITY FUNDS 05721310 15,777.00 1,132.00 (c) N/A (b)
BAKER HUGHES INC COMMON STOCKS 05722410 4,263,151.00 202,400.00 (a) N/A (a)
J. BAKER INC COMMON STOCKS 05723210 2,522,362.00 320,300.00 (a) N/A (c)
BALL CORP COMMON STOCKS 05849810 15,750.00 400.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 1,201,322.00 60,633.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 493,344.00 24,900.00 (a) N/A (c)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 1,016,215.00 42,900.00 (a) N/A (a)
BANCO FRANCES RIO PLATA ADR COMMON STOCKS 05959110 350,582.00 14,800.00 (a) N/A (c)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 168,465.00 16,296.00 (a) N/A (a)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 9,178.00 890.00 (a) N/A (b)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 15,194.00 1,300.00 (c) N/A (c)
BANCORPSOUTH INC COMMON STOCKS 05969210 33,875.00 2,000.00 (c) N/A (b)
BANCWEST CORPORATION COMMON STOCKS 05979010 768,300.00 39,400.00 (c) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 27,058,305.00 536,505.00 (a) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 957,769.00 17,199.00 (a) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 1,154,525.00 23,004.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 5,137,506.00 92,256.00 (c) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 399,892.00 7,181.00 (c) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 50.00 1.00 (c) N/A (c)
BANK OF NEW YORK INC COMMON STOCKS 06405710 20,733,535.00 601,816.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 15,646,042.00 467,919.00 (a) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 718,906.00 21,500.00 (c) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 3,871,561.00 115,785.00 (c) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 40.00 1.00 (c) N/A (c)
BANK ONE CORP COMMON STOCKS 06423A10 1,036,730.00 31,733.00 (a) N/A (a)
BANK ONE CORP COMMON STOCKS 06423A10 1,122,564.00 32,246.00 (a) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 16,000.00 500.00 (a) N/A (c)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 3,847.00 276.00 (a) N/A (a)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 11,484.00 750.00 (a) N/A (b)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 16,726.00 1,200.00 (c) N/A (c)
BANKBOSTON CORP COMMON STOCKS 06605R10 381,700.00 8,800.00 (a) N/A (a)
BANKBOSTON CORP COMMON STOCKS 06605R10 293,822.00 6,774.00 (a) N/A (b)
BANKBOSTON CORP COMMON STOCKS 06605R10 190,850.00 4,400.00 (c) N/A (b)
BANYAN SYSTEMS INC COMMON STOCKS 06690810 14,438.00 1,500.00 (c) N/A (b)
BARD C R INC COM COMMON STOCKS 06738310 1,060,000.00 20,000.00 (a) N/A (c)
BARCLAYS PLC - SPONS ADR COMMON STOCKS 06738E20 98,892.00 859.00 (a) N/A (a)
BARNES & NOBLE INC COMMON STOCKS 06777410 10,400.00 400.00 (a) N/A (b)
BARNES & NOBLE INC COMMON STOCKS 06777410 13,000.00 500.00 (c) N/A (b)
BARNES GROUP INC COMMON STOCKS 06780610 303,422.00 18,600.00 (c) N/A (c)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 28,969.00 1,500.00 (a) N/A (b)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 1,931.00 100.00 (c) N/A (b)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 406,244.00 13,800.00 (c) N/A (c)
BASS PLC SPONSORED ADR COMMON STOCKS 06990420 30,678.00 2,597.00 (a) N/A (a)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 175.00 55.00 (c) N/A (b)
BATTLE MTN GOLD CO COMMON STOCKS 07159310 518,019.00 251,100.00 (c) N/A (c)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 2,377,415.00 38,200.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 12,050.00 200.00 (a) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 8,833,932.00 146,600.00 (a) N/A (c)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 26,381.00 420.00 (c) N/A (c)
BEA SYSTEMS INC COMMON STOCKS 07332510 5,942,988.00 168,297.00 (a) N/A (a)
BEA SYSTEMS INC COMMON STOCKS 07332510 388,438.00 11,000.00 (a) N/A (b)
BEA SYSTEMS INC COMMON STOCKS 07332510 4,127,996.00 116,899.00 (c) N/A (a)
BEA SYSTEMS INC COMMON STOCKS 07332510 282,500.00 8,000.00 (c) N/A (b)
BEAR STEARNS CO INC COMMON STOCKS 07390210 472,704.00 12,298.00 (a) N/A (b)
BEAR STEARNS CO INC COMMON STOCKS 07390210 175,582.00 4,568.00 (c) N/A (b)
BECKMAN COULTER INC COMMON STOCKS 07581110 (264,550.00) (5,200.00) (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 1,815,644.00 64,700.00 (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 1,808,488.00 64,445.00 (a) N/A (b)
BECTON DICKINSON & CO COMMON STOCKS 07588710 9,824,681.00 350,100.00 (a) N/A (c)
BECTON DICKINSON & CO COMMON STOCKS 07588710 224,500.00 8,000.00 (c) N/A (a)
BED BATH & BEYOND INC COMMON STOCKS 07589610 4,082,447.00 116,850.00 (a) N/A (a)
BED BATH & BEYOND INC COMMON STOCKS 07589610 3,787,050.00 108,395.00 (a) N/A (b)
BED BATH & BEYOND INC COMMON STOCKS 07589610 13,975.00 400.00 (a) N/A (c)
BED BATH & BEYOND INC COMMON STOCKS 07589610 31,444.00 900.00 (c) N/A (a)
BED BATH & BEYOND INC COMMON STOCKS 07589610 17,469.00 500.00 (c) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 675.00 100.00 (a) N/A (a)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 675.00 100.00 (a) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 3,375.00 500.00 (c) N/A (b)
BELCO OIL & GAS CONVERTIBLE PREFERRED CONVERTIBLES 07741020 670,000.00 40,000.00 (c) N/A (a)
BELDEN INC COMMON STOCKS 07745910 119,700.00 5,700.00 (a) N/A (a)
BELDEN INC COMMON STOCKS 07745910 344,400.00 16,400.00 (c) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 18,756,062.00 289,548.00 (a) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 3,018,696.00 44,846.00 (a) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 40,142,354.00 597,462.00 (a) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 109,316.00 1,624.00 (c) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 159,396.00 2,368.00 (c) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 33,860.00 550.00 (c) N/A (c)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 3,881,825.00 3,140.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 23,820,308.00 509,144.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 581,580.00 12,924.00 (a) N/A (b)
BELLSOUTH CORP COMMON STOCKS 07986010 2,572,774.00 55,036.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 24,300.00 540.00 (c) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 43,560.00 968.00 (c) N/A (b)
BELLSOUTH CORP COMMON STOCKS 07986010 47.00 1.00 (c) N/A (c)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 1,169,953.00 61,198.00 (a) N/A (a)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 359,550.00 18,800.00 (a) N/A (b)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 244,800.00 12,800.00 (c) N/A (a)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 9,562.00 500.00 (c) N/A (b)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 9,253,750.00 538,400.00 (a) N/A (a)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 206,250.00 12,000.00 (a) N/A (b)
BEN & JERRY'S HOMEMADE INC CL A COMMON STOCKS 08146510 9,190,156.00 534,700.00 (a) N/A (c)
BENCHMARK ELECTRONICS INC COMMON STOCKS 08160H10 1,603,188.00 45,400.00 (a) N/A (c)
BERGEN BRUNSWIG CORP COMMON STOCKS 08373910 28,264.00 3,400.00 (a) N/A (a)
BERGEN BRUNSWIG CO CV CONVERTIBLES 083739AC 1,338,120.00 1,593.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 2,255,000.00 41.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 770,000.00 14.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 4,345,000.00 79.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 330,000.00 6.00 (c) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 22,792,608.00 12,280.50 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 17,310,912.00 9,327.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 668,160.00 360.00 (a) N/A (c)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 3,286,976.00 1,771.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 4,252,096.00 2,291.00 (c) N/A (b)
BERKSHIRE REALTY COMPANY INC COMMON STOCKS 08471010 12,000.00 1,000.00 (a) N/A (b)
BERKSHIRE REALTY COMPANY INC COMMON STOCKS 08471010 36,000.00 3,000.00 (c) N/A (b)
BEST BUY INC COMMON STOCKS 08651610 296,475.00 5,900.00 (a) N/A (a)
BEST BUY INC COMMON STOCKS 08651610 12,400.00 200.00 (c) N/A (b)
BESTFOODS COMMON STOCKS 08658U10 4,791,947.00 93,000.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 553,612.00 11,400.00 (a) N/A (b)
BESTFOODS COMMON STOCKS 08658U10 988,184.00 18,800.00 (a) N/A (c)
BESTFOODS COMMON STOCKS 08658U10 97,125.00 2,000.00 (c) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 19,425.00 400.00 (c) N/A (b)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 37,688.00 4,500.00 (a) N/A (a)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 804,838.00 96,100.00 (c) N/A (c)
BETHLEHEM STEEL CORP CONV PFD CONVERTIBLES 08750930 20,475.00 400.00 (a) N/A (a)
BID.COM INTERNATIONAL INC COMMON STOCKS 08878810 5,125.00 1,000.00 (c) N/A (b)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 154,305.00 10,244.00 (a) N/A (a)
BINDLEY WESTERN INDS COMMON STOCKS 09032410 1,477,680.00 98,100.00 (c) N/A (c)
BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 19,188.00 2,000.00 (c) N/A (a)
BIOGEN INC COMMON STOCKS 09059710 5,214,950.00 65,700.00 (a) N/A (a)
BIOGEN INC COMMON STOCKS 09059710 1,418,625.00 18,000.00 (a) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 11,798,231.00 149,700.00 (a) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 126,100.00 1,600.00 (c) N/A (b)
BIOMATRIX INC COMMON STOCKS 09060P10 2,244.00 100.00 (c) N/A (b)
BIONOVA HOLDING CORP COMMON STOCKS 09063Q10 1,306.00 550.00 (c) N/A (b)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 1,875.00 500.00 (c) N/A (b)
BIORA AB SPONSORED ADR COMMON STOCKS 09065Q10 7,695.00 760.00 (a) N/A (b)
BIORA AB SPONSORED ADR COMMON STOCKS 09065Q10 103,275.00 10,200.00 (a) N/A (c)
BLACKROCK 2001 TERM TRUST FUND FIXED INCOME FUND09247710 35,100.00 3,900.00 (a) N/A (b)
E.W. BLANCH HOLDINGS INC. COMMON STOCKS 09321010 753,375.00 12,300.00 (c) N/A (c)
BLOCK DRUG CO INC CL A COMMON STOCKS 09364410 29,612.00 824.00 (c) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 418,390.00 9,632.00 (a) N/A (a)
BLOCK [H & R] INC COMMON STOCKS 09367110 282,778.00 6,510.00 (a) N/A (b)
BLOCK [H & R] INC COMMON STOCKS 09367110 119,019.00 2,740.00 (c) N/A (b)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 146,625.00 11,500.00 (a) N/A (a)
BLUEFLY INC COMMON STOCKS 09622710 4,656.00 500.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 12,159,201.00 290,200.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 1,615,488.00 37,900.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 9,501,112.00 222,900.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 4,262.00 100.00 (c) N/A (b)
BOEING CO COMMON STOCKS 09702310 26,520.00 640.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 72,900.00 1,800.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 364,500.00 9,000.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 55,350.00 11,500.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 1,358,500.00 83,600.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 609,375.00 37,500.00 (a) N/A (c)
BORDERS GROUP INC COMMON STOCKS 09970910 441.00 30.00 (c) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 490,219.00 15,750.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 307.00 10.00 (a) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 305,025.00 9,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 63,735,000.00 2,913,600.00 (a) N/A (a)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 1,111,250.00 50,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 1,470,000.00 67,200.00 (c) N/A (c)
BOWATER INC COMMON STOCKS 10218310 (477,954.00) (8,800.00) (a) N/A (a)
BOWNE & CO INC COMMON STOCKS 10304310 24,250.00 2,000.00 (a) N/A (b)
BOYD GAMING CORP COMMON STOCKS 10330410 480.00 80.00 (c) N/A (b)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 637,592.00 32,697.00 (a) N/A (a)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 16,380.00 840.00 (a) N/A (c)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 1,546.00 266.00 (a) N/A (a)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 8,250.00 2,000.00 (a) N/A (b)
BREED TECHNOLOGIES INC COMMON STOCKS 10670210 562.00 1,000.00 (a) N/A (b)
BRIGGS & STRATTON COMMON STOCKS 10904310 123,338.00 2,300.00 (a) N/A (a)
BRILLIANT DIGITAL ENTERTAINMENT INC COMMON STOCKS 10950210 3,150.00 900.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 78,236,644.00 1,183,791.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 29,742,795.00 440,634.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 26,830,174.00 399,800.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 2,588,625.00 38,350.00 (c) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 4,553,280.00 67,456.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 209,253.00 3,260.00 (c) N/A (c)
BRITISH AEROSPACE SPONS ADR COMMON STOCKS 11041820 93,181.00 3,451.16 (a) N/A (a)
BRITISH SKY BROADCASTING ADR COMMON STOCKS 11101310 37,100.00 400.00 (a) N/A (a)
BRITISH STEEL PLC ADR FULLY PAID COMMON STOCKS 11101530 8,626.00 335.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 142,800.00 600.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 9,296.00 60.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 38,318.00 161.00 (c) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 26,470,096.00 216,597.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 381,325.00 1,400.00 (a) N/A (c)
BROADCOM CORP-CL A COMMON STOCKS 11132010 1,090.00 10.00 (c) N/A (b)
BROADVISION INC COMMON STOCKS 11141210 17,793,517.00 133,723.00 (a) N/A (a)
BROADWING INC COMMON STOCKS 11162010 2,923,819.00 79,290.00 (a) N/A (a)
BROADWING INC COMMON STOCKS 11162010 641,625.00 17,400.00 (a) N/A (c)
BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCKS 11162110 41,630,820.00 198,242.00 (a) N/A (a)
BROOKE GROUP LTD COMMON STOCKS 11252510 379,425.00 25,400.00 (c) N/A (c)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 206,100.00 3,600.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 108,338.00 8,100.00 (a) N/A (a)
BRUNSWICK CORP COMMON STOCKS 11704310 73,425.00 3,300.00 (a) N/A (a)
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 27,000.00 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 3,531.00 500.00 (a) N/A (b)
BUFFETS INC COMMON STOCKS 11988210 714,000.00 71,400.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 72,000.00 7,200.00 (a) N/A (c)
BUILDING ONE SERVICES CORP COMMON STOCKS 12011410 61.00 5.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,448,935.00 100,374.00 (a) N/A (a)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 58,658.00 2,133.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 3,971,000.00 144,400.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 324,017.00 9,800.00 (a) N/A (a)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 36,750.00 1,000.00 (a) N/A (b)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 16,532.00 500.00 (a) N/A (c)
BURR-BROWN CORP COMMON STOCKS 12257410 17,447,150.00 441,700.00 (a) N/A (a)
BURR-BROWN CORP COMMON STOCKS 12257410 950,962.00 24,075.00 (a) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 53,544,146.00 1,355,548.00 (a) N/A (c)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 7,333,759.00 124,301.00 (a) N/A (a)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 495,600.00 8,400.00 (a) N/A (b)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 22,437,700.00 380,300.00 (a) N/A (c)
CCB FINANCIAL CORP COMMON STOCKS 12487510 (36,013.00) (800.00) (a) N/A (a)
CB RICHARD ELLIS SERVICES INC COMMON STOCKS 12489L10 6,125,625.00 405,000.00 (a) N/A (a)
CB RICHARD ELLIS SERVICES INC COMMON STOCKS 12489L10 17,808,175.00 1,177,400.00 (a) N/A (c)
CBRL GROUP INC COMMON STOCKS 12489V10 7,750.00 500.00 (c) N/A (b)
CBS INC COMMON STOCKS 12490K10 49,414,514.00 1,046,049.00 (a) N/A (a)
CBS INC COMMON STOCKS 12490K10 29,158,359.00 630,451.00 (a) N/A (b)
CBS INC COMMON STOCKS 12490K10 26,553,922.00 566,490.00 (a) N/A (c)
CBS INC COMMON STOCKS 12490K10 3,658,838.00 79,110.00 (c) N/A (a)
CBS INC COMMON STOCKS 12490K10 3,698,474.00 79,967.00 (c) N/A (b)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 10,422,600.00 239,600.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 617,700.00 14,200.00 (a) N/A (b)
C-CUBE MICROSYSTEMS INC COMMON STOCKS 12501510 21,819,600.00 501,600.00 (a) N/A (c)
CDNOW INC COMMON STOCKS 12508610 186,562.00 15,000.00 (a) N/A (a)
CDW COMPUTER CENTERS INC COMMON STOCKS 12512910 298,138.00 6,100.00 (a) N/A (a)
CDW COMPUTER CENTERS INC COMMON STOCKS 12512910 2,614,812.00 53,500.00 (a) N/A (c)
CIC I ACQUISITION CORP COMMON STOCKS 12541@99 400,384.00 5,888.00 (a) N/A (a)
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 34,788,732.00 433,800.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 1,107,938.00 14,250.00 (a) N/A (b)
CIGNA CORP COMMON STOCKS 12550910 12,835,289.00 164,100.00 (a) N/A (c)
CIT GROUP INC COMMON STOCKS 12557710 20,562.00 1,000.00 (a) N/A (a)
CLECO CORP COMMON STOCKS 12561W10 97,312.00 3,000.00 (a) N/A (b)
CMS ENERGY CORP COMMON STOCKS 12589610 1,565,638.00 50,200.00 (a) N/A (a)
CMS ENERGY CORP COMMON STOCKS 12589610 237,562.00 7,000.00 (a) N/A (b)
CPI CORP COMMON STOCKS 12590210 44,444.00 1,300.00 (a) N/A (a)
CPI CORP COMMON STOCKS 12590210 119,656.00 3,500.00 (a) N/A (b)
CTG RESOURCES INC COMMON STOCKS 12595710 291,900.00 8,400.00 (c) N/A (c)
CNA FINANCIAL CORP COMMON STOCKS 12611710 38,938.00 1,000.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 21,000.00 600.00 (a) N/A (b)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 25,943,524.00 946,628.00 (a) N/A (a)
CSG SYSTEMS INTERNATIONAL INC COMMON STOCKS 12634910 3,068,020.00 111,946.00 (a) N/A (b)
CSX CORP COMMON STOCKS 12640810 84,750.00 2,000.00 (a) N/A (a)
CSX CORP COMMON STOCKS 12640810 35,426.00 836.00 (a) N/A (b)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 2,838,756.00 172,700.00 (a) N/A (a)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 313,956.00 19,100.00 (a) N/A (b)
CTC COMMUNICATIONS CORP COMMON STOCKS 12641810 7,595,769.00 462,100.00 (a) N/A (c)
CVS CORP COMMON STOCKS 12665010 1,277,431.00 31,300.00 (a) N/A (a)
CVS CORP COMMON STOCKS 12665010 388,535.00 9,520.00 (a) N/A (b)
CVS CORP COMMON STOCKS 12665010 187,738.00 4,600.00 (c) N/A (b)
CV THERAPEUTICS INC COMMON STOCKS 12666710 694,658.00 47,498.00 (a) N/A (a)
CABLE & WIRELESS COMMUNICATIONS PLC COMMON STOCKS 12682P10 8,861.00 170.00 (a) N/A (b)
CABLE & WIRELESS PUB LTD CO COMMON STOCKS 12683020 37,057.00 700.00 (a) N/A (a)
CABLE & WIRELESS PUB LTD CO COMMON STOCKS 12683020 10,136.00 306.00 (a) N/A (b)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 4,581,475.00 60,700.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 28,690.00 380.00 (c) N/A (c)
CABLETRON SYS INC COMMON STOCKS 12692010 11,854,750.00 686,000.00 (a) N/A (a)
CABLETRON SYS INC COMMON STOCKS 12692010 40,476,888.00 2,580,200.00 (a) N/A (c)
ANTHONY C.R. HLGS 14.5% PFD PREFERREDS 12699P99 - 2,097.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 199,500.00 8,400.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 57,000.00 2,400.00 (a) N/A (b)
CABOT OIL & GAS CORP CL A COMMON STOCKS 12709710 56,235.00 3,260.00 (a) N/A (b)
CADBURY SCHWEPPS DELAWARE L.P. 8.625% PREFERRED STOCKS 12720720 10,050.00 400.00 (a) N/A (b)
CADENCE DESIGN SYSTEMS INC COMMON STOCKS 12738710 3,379,555.00 252,677.00 (a) N/A (a)
CALGON CARBON CORP COMMON STOCKS 12960310 2,725.00 400.00 (c) N/A (b)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 1,142,600.00 78,800.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 466,900.00 32,200.00 (a) N/A (c)
CALIFORNIA FEDERAL PFD CAPITAL CORP PREFERRED STOCKS 13021420 587,500.00 25,000.00 (a) N/A (b)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 210,487.00 11,900.00 (a) N/A (a)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 2,438.00 200.00 (c) N/A (b)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 291,852.00 16,500.00 (c) N/A (c)
CALLON PETROLEUM CORP COMMON STOCKS 13123X10 122.00 8.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 270,483.00 18,654.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 270,483.00 18,654.00 (a) N/A (b)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 1,503,650.00 103,700.00 (a) N/A (c)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 9,788.00 675.00 (c) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 2,630,784.00 68,000.00 (a) N/A (a)
CAMPBELL SOUP CO COMMON STOCKS 13442910 117,375.00 3,000.00 (a) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 391,250.00 10,000.00 (c) N/A (a)
CANADIAN PACIFIC LTD COMMON STOCKS 13592310 11,406.00 500.00 (a) N/A (b)
CANADIAN NATIONAL RAILWAY COMMON STOCKS 13637510 2,236,600.00 84,400.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 6,450.00 159.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 24,338.00 600.00 (c) N/A (c)
CAPITAL GAMING INTL INC COMMON STOCKS 14018030 1.00 17.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 1,908,245.00 39,600.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 321.00 32,074.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 25.00 2,528.00 (a) N/A (c)
THE CARBIDE/GRAPHITE GROUP INC COMMON STOCKS 14077710 363,975.00 42,200.00 (a) N/A (a)
THE CARBIDE/GRAPHITE GROUP INC COMMON STOCKS 14077710 106,950.00 12,400.00 (a) N/A (c)
CARAUSTAR INDUSTRIES INC COMMON STOCKS 14090910 3,514,665.00 137,830.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 153,200.00 3,200.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 98,100.00 1,800.00 (a) N/A (b)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 16,350.00 300.00 (c) N/A (b)
CAREINSITE INC COMMON STOCKS 14170M10 820,125.00 16,200.00 (a) N/A (a)
CAREINSITE INC COMMON STOCKS 14170M10 298,688.00 5,900.00 (a) N/A (c)
CAREY DIVERSIFIED LLC COMMON STOCKS 14174P10 10,000.00 500.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 1,029,147.00 118,463.00 (a) N/A (a)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 1,738.00 200.00 (a) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 53,515.00 6,160.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 156,375.00 18,000.00 (c) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 24,494,002.00 533,415.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 7,888,638.00 181,348.00 (a) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 21,750.00 500.00 (a) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 456,750.00 10,500.00 (c) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 1,722,600.00 39,600.00 (c) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 48.00 1.00 (c) N/A (c)
CAROLINA PWR & LT CO COMMON STOCKS 14414110 126,689.00 4,000.00 (a) N/A (a)
CAROLINA POWER & LIGHT CO 8.55% QTRLY PREFERRED STOCKS 14414185 12,438.00 500.00 (a) N/A (b)
CARRIER ACCESS CORP COMMON STOCKS 14446010 8,144,866.00 194,795.00 (a) N/A (a)
CARRIER ACCESS CORP COMMON STOCKS 14446010 150,274.00 3,594.00 (a) N/A (b)
CARRIER ACCESS CORP COMMON STOCKS 14446010 75,137.00 1,797.00 (a) N/A (c)
CARRIER1 INTL SA - WT WARRANTS 14450011 4,100.00 4,100.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 1,300.00 1,300.00 (a) N/A (c)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 491,774.00 26,200.00 (a) N/A (a)
CARSON INC CL A COMMON STOCKS 14584510 5,750.00 2,000.00 (c) N/A (b)
CASE CORP COMMON STOCKS 14743R10 856,775.00 17,200.00 (a) N/A (a)
CASE CORP COMMON STOCKS 14743R10 8,336,122.00 167,350.00 (a) N/A (c)
CASELLA WASTE SYSTEMS INC COMMON STOCKS 14744810 36,712.00 2,200.00 (a) N/A (a)
CASEY'S GENERAL STORES INC COMMON STOCKS 14752810 277,651.00 26,600.00 (c) N/A (c)
CASTLE & COOKE INC COMMON STOCKS 14843310 18,450.00 1,200.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 11,158,826.00 132,446.00 (a) N/A (a)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 220,512.00 2,600.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 17,853,031.00 210,500.00 (a) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 84,812.00 1,000.00 (c) N/A (b)
CATERPILLAR INC COMMON STOCKS 14912310 736,926.00 13,600.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 6,196,553.00 113,050.00 (a) N/A (c)
CATERPILLAR INC COMMON STOCKS 14912310 197,325.00 3,600.00 (c) N/A (b)
CELLSTAR CORP COMMON STOCKS 15092510 225.00 30.00 (a) N/A (b)
CENTENNIAL HEALTHCARE CORP COMMON STOCKS 15093710 289,139.00 100,570.00 (a) N/A (a)
CELESTICA INC COMMON STOCKS 15101Q10 5,908,904.00 119,674.00 (a) N/A (a)
CELESTICA INC COMMON STOCKS 15101Q10 1,585,481.00 32,111.00 (a) N/A (b)
CEMEX SA ADR WTS WARRANTS 15129087 927.00 223.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 27,083,565.00 971,607.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 6,861,403.00 246,149.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 11,150.00 400.00 (c) N/A (c)
CENDANT CORP COMMON STOCKS 15131310 179,825.00 10,131.00 (a) N/A (b)
CENDANT CORP COMMON STOCKS 15131310 3,550.00 200.00 (c) N/A (b)
CENTER TRUST INC COMMON STOCKS 15184510 22,250.00 2,000.00 (c) N/A (b)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 1,100,344.00 30,250.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 54,562.00 1,500.00 (a) N/A (c)
CENTEX CORP COMMON STOCKS 15231210 49,376.00 2,000.00 (a) N/A (a)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 3,741,500.00 2,800.00 (a) N/A (a)
ELETROBRAS PN ADR COMMON STOCKS 15234Q10 3,712,905.00 330,036.00 (a) N/A (a)
ELETROBRAS PN ADR COMMON STOCKS 15234Q10 2,244,971.00 199,553.00 (a) N/A (c)
CENTRAL & SOUTH WEST CORP COMMON STOCKS 15235710 21,125.00 1,000.00 (a) N/A (a)
CENTRAL EUROPEAN EQUITY FUND COMMON STOCKS 15343610 21,657.00 1,500.00 (a) N/A (a)
CENTRAL EUROPEAN EQUITY FUND COMMON STOCKS 15343610 61,636.00 5,006.00 (a) N/A (b)
CENTRAL EUROPEAN VALUE FUND INC EQUITY FUNDS 15345510 1,000.00 100.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 133,500.00 3,000.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 3,052,700.00 68,600.00 (a) N/A (c)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 44,500.00 1,000.00 (c) N/A (b)
CENTRAL SECURITIES CORP EQUITY FUNDS 15512310 341,325.00 13,320.00 (c) N/A (b)
CENTRAL VERMONT PUB SERV COMMON STOCKS 15577110 91,375.00 8,600.00 (a) N/A (a)
CENTRAL VERMONT PUB SERV COMMON STOCKS 15577110 835,125.00 78,600.00 (c) N/A (c)
CENTURY BANCORP INC CL A COMMON STOCKS 15643210 3,990,683.00 223,255.00 (a) N/A (c)
CENTURYTEL INC COMMON STOCKS 15670010 189,500.00 4,000.00 (a) N/A (a)
CERIDIAN CORP COMMON STOCKS 15677T10 447,750.00 18,000.00 (a) N/A (b)
CERNER CORP COMMON STOCKS 15678210 120,097.00 6,100.00 (a) N/A (a)
CERNER CORP COMMON STOCKS 15678210 970,618.00 49,300.00 (c) N/A (c)
CHAMPION ENTERPRISES INC COMMON STOCKS 15849610 64,600.00 7,600.00 (a) N/A (a)
CHAMPION ENTERPRISES INC COMMON STOCKS 15849610 287,300.00 33,800.00 (c) N/A (c)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 3,385,200.00 130,200.00 (a) N/A (a)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 2,550,600.00 98,100.00 (a) N/A (c)
CHAPARRAL RESOURCES INC COMMON STOCKS 15942030 336.00 34.00 (c) N/A (b)
CHARTER ONE FIN INC COMMON STOCKS 16090310 155,850.00 8,149.00 (a) N/A (a)
CHARTER ONE FIN INC COMMON STOCKS 16090310 104,710.00 4,528.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 37,393,361.00 481,609.00 (a) N/A (a)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 414,186.00 5,495.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 2,584,004.00 33,300.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 545,338.00 7,235.00 (c) N/A (b)
CHATTEM INC COMMON STOCKS 16245610 111,283.00 5,857.00 (a) N/A (a)
CHECKERS DRIVE-IN RESTAURANTS WARRANTS 16280911 184.00 2,914.00 (a) N/A (c)
CHECKFREE HOLDINGS CORP COMMON STOCKS 16281610 7,898,673.00 192,065.00 (a) N/A (a)
CHECKPOINT SYSTEMS INC COMMON STOCKS 16282510 13,969.00 1,500.00 (a) N/A (b)
CHEESECAKE FACTORY INC COMMON STOCKS 16307210 2,081.00 75.00 (c) N/A (b)
CHEMDEX CORP COMMON STOCKS 16359510 280,394.00 9,100.00 (a) N/A (c)
CHEMED CORP COMMON STOCKS 16359610 435,100.00 15,200.00 (c) N/A (c)
CHESAPEAKE CORP COMMON STOCKS 16515910 27,225.00 900.00 (a) N/A (a)
CHESAPEAKE CORP COMMON STOCKS 16515910 72,600.00 2,400.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 44,371,996.00 511,840.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 934,271.00 10,527.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 1,524,600.00 17,600.00 (a) N/A (c)
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CHEVRON CORP COMMON STOCKS 16675110 604,920.00 6,816.00 (c) N/A (b)
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CHICAGO TITLE CORP COMMON STOCKS 16822810 314,747.00 7,881.00 (a) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 291,743.00 7,305.00 (a) N/A (b)
CHICAGO TITLE CORP COMMON STOCKS 16822810 115,819.00 2,900.00 (c) N/A (a)
CHICAGO TITLE CORP COMMON STOCKS 16822810 1,160,875.00 25,100.00 (c) N/A (c)
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CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 792,300.00 41,700.00 (a) N/A (c)
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CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 2,620,950.00 128,604.00 (a) N/A (c)
CHINA FUND INC EQUITY FUNDS 16937310 308.00 30.00 (c) N/A (b)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 15,242,062.00 118,500.00 (a) N/A (a)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 4,360,388.00 33,900.00 (a) N/A (c)
CHINA TELECOM HK LTD SP ADR COMMON STOCKS 16942810 14,701,838.00 114,300.00 (c) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 352,039.00 20,557.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 34,250.00 2,000.00 (a) N/A (c)
CHIQUITA BRANDS INTL COMMON STOCKS 17003210 87,875.00 18,500.00 (a) N/A (a)
CHIREX INC COMMON STOCKS 17003810 8,525,869.00 330,300.00 (a) N/A (a)
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CHIRON CORP COMMON STOCKS 17004010 14,287.00 516.00 (a) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 487,300.00 17,600.00 (a) N/A (c)
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CHIRON CORP COMMON STOCKS 17004010 3,433.00 124.00 (c) N/A (b)
CHITTENDEN CORP COMMON STOCKS 17022810 308,100.00 10,400.00 (c) N/A (c)
CHOICEPOINT INC COMMON STOCKS 17038810 7,681.00 114.00 (c) N/A (b)
CHRIS CRAFT INDS INC COMMON STOCKS 17052010 (158,675.00) (2,200.00) (a) N/A (a)
CHROMAVISION MEDICAL SYSTEMS INC COMMON STOCKS 17111P10 2,500.00 200.00 (c) N/A (b)
CHUBB CORP COMMON STOCKS 17123210 46,449.00 936.00 (a) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 53,113,670.00 1,436,643.00 (a) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 7,457,607.00 204,318.00 (a) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 1,335,900.00 36,600.00 (a) N/A (c)
CIENA CORP. COMMON STOCKS 17177910 14,600.00 400.00 (c) N/A (b)
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CIFRA SA ADR V COMMON STOCKS 17178540 7,600.00 400.00 (c) N/A (c)
CINCINNATI FINANCIAL CORP COMMON STOCKS 17206210 (43,663.00) (1,400.00) (a) N/A (a)
CINCINNATI GAS & ELECTRIC CO 8.28% JR PREFERRED STOCKS 17207083 12,188.00 500.00 (a) N/A (b)
CIRCUIT CITY COMMON STOCKS 17273710 2,248,644.00 49,900.00 (a) N/A (a)
CIRCUIT CITY COMMON STOCKS 17273710 75,255.00 1,670.00 (c) N/A (c)
CIRCUIT CITY STORES INC - CARMAX GROUP COMMON STOCKS 17273730 1,688.00 500.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 336,791,399.00 4,072,121.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 41,450,556.00 604,566.00 (a) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 40,852,998.00 563,510.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 3,771,212.00 55,004.00 (c) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 4,690,498.00 68,412.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 23,924,226.00 223,330.00 (c) N/A (c)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 10,238.00 300.00 (c) N/A (b)
CINTAS CORP COMMON STOCKS 17290810 (69,062.00) (1,300.00) (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 38,441,392.00 835,682.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 19,709,756.00 447,949.00 (a) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 9,526,500.00 215,316.00 (a) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 2,389,508.00 54,307.00 (c) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 3,053,380.00 69,395.00 (c) N/A (b)
CITIZENS UTILITIES CO CL-B COMMON STOCKS 17734220 (51,077.00) (3,600.00) (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 141,095,636.00 2,278,624.00 (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 1,381,206.00 22,300.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 108,904,706.00 1,758,300.00 (a) N/A (c)
CITY INVESTING LIQUIDATING TRUST UBI COMMON STOCKS 17790010 13,589.00 10,606.00 (a) N/A (b)
CITY NATIONAL CORP COMMON STOCKS 17856610 114,112.00 3,400.00 (a) N/A (a)
CLAIRE'S STORES INC COMMON STOCKS 17958410 6,625.00 400.00 (c) N/A (b)
CLARIFY INC COMMON STOCKS 18049210 2,245,195.00 44,625.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 170,034.00 10,200.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 152,030.00 9,120.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 45,009.00 2,700.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 34,283,959.00 422,530.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 18,564,787.00 232,423.00 (a) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 5,798,925.00 72,600.00 (a) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 7,132,838.00 89,300.00 (c) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 1,319,136.00 16,515.00 (c) N/A (b)
CLEAR CHANNEL COMM CNV SR NTS CONVERTIBLES 184502AB 8,813,400.00 5,955.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS CONVERTIBLES 184502AE 5,137,500.00 5,000.00 (a) N/A (a)
CLEARNET COMMUNICATIONS-CL A COMMON STOCKS 18490210 1,615,625.00 47,000.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 181,830.00 9,570.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 68,970.00 3,630.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 3,657,352.00 83,920.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 2,554,718.00 66,790.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 187,425.00 4,900.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 15,300.00 400.00 (c) N/A (a)
CLOROX CO COMMON STOCKS 18905410 99,450.00 2,600.00 (c) N/A (b)
COASTAL CORP COMMON STOCKS 19044110 450,722.00 11,010.00 (a) N/A (b)
COCA-COLA BOTT CO CONS COMMON STOCKS 19109810 94,750.00 2,000.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 147,411,660.00 2,568,366.00 (a) N/A (a)
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COCA-COLA CO COMMON STOCKS 19121610 2,429,025.00 41,700.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 4,487,250.00 93,000.00 (c) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 1,934,922.00 40,102.00 (c) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 42,227,755.00 724,940.00 (c) N/A (c)
COCA-COLA ENTERPRISES INC COMMON STOCKS 19121910 4,287.00 190.00 (a) N/A (b)
COCA-COLA ENTERPRISES INC COMMON STOCKS 19121910 203,062.00 9,000.00 (c) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 11,022,662.00 627,607.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 4,749,509.00 270,427.00 (a) N/A (c)
COEUR D'ALENE MINES CORP MANDATORY CONVERTIBLES 19210820 3,488.00 600.00 (c) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 5,969.00 125.00 (a) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 282,150.00 7,425.00 (a) N/A (c)
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COGNEX CORP COMMON STOCKS 19242210 5,563,556.00 184,300.00 (a) N/A (a)
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COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 662,350.00 101,900.00 (a) N/A (a)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 19,500.00 3,000.00 (a) N/A (c)
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COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 3,053,355.00 66,740.00 (c) N/A (b)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 28,600.00 440.00 (c) N/A (c)
COLLINS & AIKMAN CORP COMMON STOCKS 19483010 700.00 100.00 (c) N/A (b)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 3,256,452.00 15,963.00 (a) N/A (a)
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COLUMBIA HCA HEALTHCARE CORP COMMON STOCKS 19767710 76,890,930.00 2,623,100.00 (a) N/A (a)
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COMFORT SYSTEMS USA INC COMMON STOCKS 19990810 59.00 5.00 (a) N/A (b)
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COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 331,760.00 8,320.00 (c) N/A (b)
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COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 266,891.00 6,600.00 (a) N/A (a)
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BARRICK GOLD CORP (C$) COMMON STOCKS 2024644 641,440.00 36,100.00 (c) N/A (c)
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CONCORD EFS COMMON STOCKS 20619710 8,112,362.00 393,600.00 (a) N/A (a)
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CONCUR TECHNOLOGIES INC COMMON STOCKS 20670810 11,473,502.00 402,579.00 (a) N/A (a)
CONCUR TECHNOLOGIES INC COMMON STOCKS 20670810 119,700.00 4,200.00 (a) N/A (b)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 2068277 339,291.00 59,600.00 (a) N/A (a)
DUNDEE PRECIOUS METALS INC COMMON STOCKS 2068277 68,314.00 12,000.00 (a) N/A (c)
CONECTIV INC COMMON STOCKS 20682910 516,159.00 30,700.00 (a) N/A (a)
CONECTIV INC COMMON STOCKS 20682910 319,447.00 19,000.00 (a) N/A (c)
TALISMAN ENERGY INC (C$) COMMON STOCKS 2068299 476,375.00 18,500.00 (c) N/A (c)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 30,734.00 423.00 (a) N/A (b)
CONEXANT SYSTEMS INC COMMON STOCKS 20714210 59,288.00 816.00 (c) N/A (b)
BANK OF MONTREAL COMMON STOCKS 2076009 2,527,595.00 74,300.00 (a) N/A (a)
CONOCO INC CL A COMMON STOCKS 20825130 277,500.00 10,000.00 (a) N/A (c)
CONOCO INC CLASS B COMMON STOCKS 20825140 2,552,175.00 102,600.00 (a) N/A (a)
CONOCO INC CLASS B COMMON STOCKS 20825140 805,950.00 32,400.00 (a) N/A (c)
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CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 47,559.00 1,146.00 (a) N/A (b)
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CONSOLIDATED GRAPHICS INC COMMON STOCKS 20934110 43,320.00 2,900.00 (a) N/A (a)
CONSOLIDATED GRAPHICS INC COMMON STOCKS 20934110 279,341.00 18,700.00 (c) N/A (c)
CONSOLIDATED NATURAL GAS COMMON STOCKS 20961510 10,916.00 175.00 (a) N/A (b)
CONSOLIDATED NATURAL GAS COMMON STOCKS 20961510 3,572.00 55.00 (a) N/A (c)
CONSOLIDATED STORES COMMON STOCKS 21014910 10,692.00 658.00 (a) N/A (a)
CONSOLIDATED STORES COMMON STOCKS 21014910 7,638.00 470.00 (a) N/A (c)
CONSTELLATION ENERGY GROUP INC COMMON STOCKS 21037110 42,188.00 1,500.00 (c) N/A (a)
CONTINENTAL AIRLINES INC CL B COMMON STOCKS 21079530 13,100.00 400.00 (c) N/A (b)
BCO DO BRASIL WTS -A- WARRANTS 2114705 16,518.00 22,953,400.00 (a) N/A (a)
BCO DO BRASIL WTS -B- WARRANTS 2114716 31,447.00 34,430,100.00 (a) N/A (a)
BCO DO BRASIL WTS -C- WARRANTS 2114727 58,448.00 57,383,500.00 (a) N/A (a)
CONVERGYS CORP COMMON STOCKS 21248510 288,742.00 9,390.00 (a) N/A (a)
CONVERGYS CORP COMMON STOCKS 21248510 73,800.00 2,400.00 (a) N/A (c)
CONVERGYS CORP COMMON STOCKS 21248510 200,047.00 10,097.00 (c) N/A (b)
GREAT AMERICAN COOKIE WARRANTS WARRANTS 21637311 - 315.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 16,651,525.00 441,100.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 1,479,800.00 39,200.00 (a) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 43,650,325.00 1,156,300.00 (a) N/A (c)
COOPER COMPANIES INC. COMMON STOCKS 21664840 269,107.00 8,933.00 (a) N/A (a)
COOPER IND INC COMMON STOCKS 21666910 97,051.00 2,400.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 141,750.00 2,700.00 (a) N/A (a)
COPPER MOUNTAIN NETWORKS INC COMMON STOCKS 21751010 1,813,838.00 20,700.00 (a) N/A (a)
COPPER MOUNTAIN NETWORKS INC COMMON STOCKS 21751010 1,025,212.00 11,700.00 (a) N/A (c)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 174,688.00 6,500.00 (a) N/A (a)
COR THERAPEUTICS INC. COMMON STOCKS 21775310 1,440,500.00 53,600.00 (c) N/A (c)
CORE INC COMMON STOCKS 21867P10 3,154,725.00 400,600.00 (a) N/A (a)
CORE INC COMMON STOCKS 21867P10 8,253,000.00 1,048,000.00 (a) N/A (c)
CORIXA CORP COMMON STOCKS 21887F10 504,901.00 37,574.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 33,694.00 1,050.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 730,500.00 24,000.00 (a) N/A (c)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 648,450.00 19,800.00 (c) N/A (c)
CORNELL CORRECTIONS INC COMMON STOCKS 21914110 91,864.00 5,610.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 6,812,040.00 94,600.00 (a) N/A (a)
CORNING INC. COMMON STOCKS 21935010 1,851,188.00 27,000.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 12,053,288.00 175,800.00 (a) N/A (c)
CORPORATE EXPRESS INC COMMON STOCKS 21988810 5,644.00 600.00 (a) N/A (b)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 7,062.00 1,000.00 (c) N/A (b)
COMINCO LTD COMMON STOCKS 2213066 4,458,614.00 212,897.00 (a) N/A (a)
COMINCO LTD COMMON STOCKS 2213066 894,249.00 42,700.00 (c) N/A (c)
COST PLUS INC COMMON STOCKS 22148510 24,250.00 500.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 5,894,970.00 78,185.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 4,538,880.00 63,040.00 (a) N/A (b)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 21,600.00 300.00 (a) N/A (c)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 201,600.00 2,800.00 (c) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 1,106,640.00 15,370.00 (c) N/A (b)
COSTCO COS CNV SUB NOTES CONVERTIBLES 22160QAC 9,009,812.00 8,450.00 (a) N/A (a)
COULTER PHARMACEUTICAL INC COMMON STOCKS 22211610 4,778,093.00 210,600.00 (a) N/A (a)
COUNTRYWIDE CREDIT INDUSTRIES INC COMMON STOCKS 22237210 1,151,325.00 35,700.00 (a) N/A (a)
COUNTRYWIDE CREDIT INDUSTRIES INC COMMON STOCKS 22237210 2,128.00 66.00 (a) N/A (b)
COUNTRYWIDE CREDIT INDUSTRIES INC COMMON STOCKS 22237210 11,855,100.00 367,600.00 (a) N/A (c)
COUNTY SAV BK SANTA BARBARA PREFERREDS 22240799 - 200.00 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 56,579,727.00 1,297,688.00 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 456,906.00 10,481.00 (a) N/A (b)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 1,150,875.00 26,400.00 (a) N/A (c)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 5,768,761.00 132,330.00 (c) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 596,450.00 13,682.00 (c) N/A (b)
COVANCE INC COMMON STOCKS 22281610 30,031.00 3,100.00 (a) N/A (a)
COVANCE INC COMMON STOCKS 22281610 19,375.00 2,000.00 (a) N/A (b)
COX COMMUNICATIONS INC CL A COMMON STOCKS 22404410 6,906,327.00 165,421.00 (a) N/A (a)
COX COMMUNICATIONS INC CL A COMMON STOCKS 22404410 5,378,694.00 128,831.00 (a) N/A (b)
COX COMMUNICATIONS INC CL A COMMON STOCKS 22404410 2,246,568.00 53,810.00 (a) N/A (c)
COX COMMUNICATIONS INC CL A COMMON STOCKS 22404410 526,468.00 12,610.00 (c) N/A (a)
COX COMMUNICATIONS INC CL A COMMON STOCKS 22404410 538,784.00 12,905.00 (c) N/A (b)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 22404430 3,400,000.00 50,000.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 2,011,100.00 33,800.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 1,142,400.00 19,200.00 (a) N/A (c)
COYOTE NETWORK SYSTEMS INC COMMON STOCKS 22406P10 1,902.00 358.00 (c) N/A (b)
CRANE CO COMMON STOCKS 22439910 55,650.00 2,800.00 (a) N/A (a)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 342,000.00 19,000.00 (a) N/A (a)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 63,900.00 3,550.00 (a) N/A (b)
CRESCENT REAL ESTATE EQUITIES INC COMMON STOCKS 22575610 180,000.00 10,000.00 (c) N/A (a)
CRITICAL PATH INC COMMON STOCKS 22674V10 6,519,671.00 161,603.00 (a) N/A (a)
CROSS [A.T.] CO CL A COMMON STOCKS 22747810 335.00 80.00 (c) N/A (b)
C R ANTHONY CO COMMON STOCKS 22799610 - 9,250.00 (a) N/A (a)
CROWN CASTLE INTL CORP COMMON STOCKS 22822710 2,852,700.00 88,800.00 (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 240.00 3,000.00 (a) N/A (a)
CUBIST PHARMACEUTICALS INC COMMON STOCKS 22967810 307,899.00 35,959.00 (c) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 927,650.00 36,800.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 1,740,000.00 69,600.00 (a) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 200,000.00 8,000.00 (c) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 480,000.00 19,200.00 (c) N/A (b)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 5,314,988.00 162,600.00 (a) N/A (a)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 539,344.00 16,500.00 (a) N/A (b)
CUMULUS MEDIA INC CL A COMMON STOCKS 23108210 9,999,106.00 305,900.00 (a) N/A (c)
CURATIVE TECHNOLOGIES INC COMMON STOCKS 23126410 23,750.00 5,000.00 (c) N/A (a)
CYBEAR INC COMMON STOCKS 23243P10 2,503.00 300.00 (c) N/A (b)
CYBERCASH INC COMMON STOCKS 23246210 3,656.00 500.00 (a) N/A (b)
CYBERCASH INC COMMON STOCKS 23246210 731.00 100.00 (c) N/A (b)
CYMER INC COMMON STOCKS 23257210 7,342,105.00 182,476.00 (a) N/A (a)
CYMER INC COMMON STOCKS 23257210 10,406.00 300.00 (c) N/A (b)
CYPRESS BIOSCIENCE INC COMMON STOCKS 23267410 5,500.00 2,000.00 (a) N/A (b)
CYPRESS SEMICONDUCTOR CORP COMMON STOCKS 23280610 7,337,864.00 341,296.00 (a) N/A (a)
CYTEC INDUSTRIES INC COMMON STOCKS 23282010 61,053.00 2,598.00 (c) N/A (a)
DII GROUP INC COMMON STOCKS 23294910 131,953.00 3,750.00 (a) N/A (a)
DII GROUP INC COMMON STOCKS 23294910 131,953.00 3,750.00 (a) N/A (b)
DPL INC COMMON STOCKS 23329310 142,745.00 8,099.00 (a) N/A (a)
DPL INC COMMON STOCKS 23329310 35,691.00 2,025.00 (a) N/A (b)
DPL INC COMMON STOCKS 23329310 59,467.00 3,374.00 (c) N/A (a)
DPL INC COMMON STOCKS 23329310 130,866.00 7,425.00 (c) N/A (b)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 11,177,250.00 10,645.00 (a) N/A (a)
D.R. HORTON INC COMMON STOCKS 23331A10 475,167.00 34,400.00 (c) N/A (c)
DST SYSTEMS INC COMMON STOCKS 23332610 909,925.00 12,000.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 56,875.00 1,000.00 (a) N/A (b)
DST SYSTEMS INC COMMON STOCKS 23332610 38,156.00 500.00 (a) N/A (c)
DSP GROUP INC COMMON STOCKS 23332B10 3,720,338.00 93,300.00 (a) N/A (a)
DSP GROUP INC COMMON STOCKS 23332B10 315,012.00 7,900.00 (a) N/A (b)
DSP GROUP INC COMMON STOCKS 23332B10 9,262,962.00 232,300.00 (a) N/A (c)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 10,168,800.00 535,200.00 (a) N/A (a)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 150,100.00 7,900.00 (a) N/A (b)
DSP COMMUNICATIONS INC COMMON STOCKS 23332K10 27,010,400.00 1,421,600.00 (a) N/A (c)
DTE ENERGY COMPANY COMMON STOCKS 23333110 5,951,825.00 188,200.00 (a) N/A (a)
DTE ENERGY COMPANY COMMON STOCKS 23333110 127,312.00 3,500.00 (a) N/A (b)
DTI HOLDINGS INC WARRANT 144A WARRANTS 23333W11 388.00 38,750.00 (a) N/A (a)
DAIN RAUCHER CORP COMMON STOCKS 23385610 292,950.00 6,300.00 (c) N/A (c)
DAIRY MART CONVEN STRS WT WARRANTS 23386099 10,093.00 28,837.00 (a) N/A (a)
DAISY SYSTEM CORP CONV SUB DEB CONVERTIBLES 234050AA - 189,000.00 (a) N/A (a)
DANA CORP COMMON STOCKS 23581110 256,162.00 6,900.00 (a) N/A (a)
DANA CORP COMMON STOCKS 23581110 4,065,188.00 109,500.00 (a) N/A (c)
DARDEN RESTAURANTS INC COMMON STOCKS 23719410 1,750,875.00 96,600.00 (a) N/A (a)
DATA BROADCASTING CORP COMMON STOCKS 23759610 189.00 25.00 (c) N/A (b)
DATAPOINT SUB DEB CONV CONVERTIBLES 238100AB 782,000.00 2,300.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 32,317,338.00 440,500.00 (a) N/A (a)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 322,656.00 5,372.00 (a) N/A (b)
DAYTON-HUDSON CORP COMMON STOCKS 23975310 35,985.00 490.00 (c) N/A (c)
DEAN FOODS CO COMMON STOCKS 24236110 210,675.00 5,300.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 - 1,200.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 - 1,800.00 (a) N/A (c)
DEERE AND CO COMMON STOCKS 24419910 355,675.00 8,200.00 (a) N/A (a)
DEERE AND CO COMMON STOCKS 24419910 11,606.00 300.00 (c) N/A (b)
INCO LTD COMMON STOCKS 2460367 379,606.00 16,300.00 (c) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 52,616,198.00 1,098,513.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 10,556,402.00 252,470.00 (a) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 933,300.00 18,300.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 3,987,658.00 95,370.00 (c) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 2,017,119.00 48,242.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 166,260.00 3,260.00 (c) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 119,713.00 7,578.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 2,217.00 138.00 (a) N/A (b)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 3,196.00 199.00 (c) N/A (b)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 139,950.00 4,665.00 (a) N/A (a)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 879,000.00 29,300.00 (c) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 1,115,811.00 22,400.00 (a) N/A (a)
DELTIC TIMBER CORP COMMON STOCKS 24785010 30,599.00 1,345.00 (a) N/A (b)
DELUXE CORP COMMON STOCKS 24801910 54,876.00 2,000.00 (a) N/A (a)
DELUXE CORP COMMON STOCKS 24801910 439,008.00 16,000.00 (a) N/A (c)
DENDRITE INTERNATIONAL INC COMMON STOCKS 24823910 572,488.00 16,900.00 (c) N/A (c)
DEPARTMENT 56 INC COMMON STOCKS 24950910 2,394.00 100.00 (c) N/A (b)
DEPOMED INC COMMON STOCKS 24990810 97,200.00 16,200.00 (a) N/A (a)
DEPOMED INC COMMON STOCKS 24990810 49,800.00 8,300.00 (a) N/A (c)
DEPOMED INC WARRANTS 24990811 22,500.00 15,000.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 12,000.00 8,000.00 (a) N/A (c)
DESC S.A. ADR COMMON STOCKS 25030910 2,758,725.00 164,700.00 (a) N/A (a)
DESC S.A. ADR COMMON STOCKS 25030910 512,550.00 30,600.00 (a) N/A (c)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 4,845.00 57.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 20,655.00 243.00 (c) N/A (c)
DEUTSCHE BANK 144A CNV BONDS CONVERTIBLES 25152QAB 2,502,750.00 2,350.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 212,438.00 16,500.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 19,600.00 1,400.00 (a) N/A (b)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,525,688.00 118,500.00 (c) N/A (c)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 3,673,550.00 89,500.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 833,225.00 20,108.00 (a) N/A (b)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 8,875,912.00 214,200.00 (a) N/A (c)
DEVON ENERGY CORP CNV DEBS CONVERTIBLES 25179MAB 6,632,640.00 6,768.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 10,612,020.00 530,976.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 286,000.00 14,300.00 (a) N/A (b)
DEVRY INC COMMON STOCKS 25189310 29,700,000.00 1,485,000.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 798,975.00 20,100.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 628,050.00 15,800.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 318,000.00 8,000.00 (c) N/A (c)
DIAGEO PLC SPON ADR COMMON STOCKS 25243Q20 216,760.00 5,436.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 1,950,148.00 76,900.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 2,080,162.00 81,575.00 (a) N/A (b)
DIAL CORP COMMON STOCKS 25247D10 1,428,000.00 56,000.00 (a) N/A (c)
DIAL CORP COMMON STOCKS 25247D10 108,375.00 4,250.00 (c) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 114,750.00 4,500.00 (c) N/A (b)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 5,856,375.00 5,820.00 (a) N/A (a)
DIAMOND TECHNOLOGY PARTNERS INC CL A COMMON STOCKS 25276210 4,488.00 100.00 (c) N/A (b)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 3,809,000.00 146,500.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 2,600.00 100.00 (a) N/A (c)
DIGITAL ORIGIN INC COMMON STOCKS 25385X10 110.00 20.00 (c) N/A (b)
DIGITAL RIVER INC COMMON STOCKS 25388B10 1,289,213.00 38,700.00 (c) N/A (c)
DIGITAL GENERATION SYSTEMS INC COMMON STOCKS 25392110 2,362.00 700.00 (c) N/A (b)
DIME BANCORP COMMON STOCKS 25429Q10 1,028.00 68.00 (a) N/A (a)
DIME BANCORP COMMON STOCKS 25429Q10 3,500.00 200.00 (c) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 28,336,009.00 1,061,184.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 22,212,476.00 854,326.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 1,230,158.00 47,220.00 (a) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 6,554,132.00 252,082.00 (c) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 4,272,268.00 164,318.00 (c) N/A (b)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 563,550.00 28,900.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 1,310,848.00 67,223.00 (a) N/A (c)
DITECH COMMUNICATIONS CORP COMMON STOCKS 25500M103 4,557,611.00 51,310.00 (a) N/A (a)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 4,090,500.00 11,250.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 647,928.00 53,994.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 72,000.00 6,000.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 18,000.00 1,500.00 (c) N/A (c)
DIVA SYSTEMS PFD PREFERREDS 25501390 2,664,000.00 333,000.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 559,304.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 140,000.00 17,500.00 (a) N/A (c)
DR PEPPER BTLG HLDGS PRIVATE COMMON STOCKS 25612T10 3,000,000.00 120,000.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 9,264,453.00 428,414.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 325,370.00 15,046.00 (a) N/A (b)
DOLE FOOD COMMON STOCKS 25660510 138,125.00 8,500.00 (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 22,800.00 1,200.00 (a) N/A (b)
DOLE FOOD COMMON STOCKS 25660510 307,125.00 18,900.00 (a) N/A (c)
DOLLAR THRIFTY AUTOMOTIVE GP COMMON STOCKS 25674310 450,034.00 18,800.00 (c) N/A (c)
DOLLAR TREE STORES INC COMMON STOCKS 25674710 67,894.00 1,700.00 (a) N/A (b)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 90,205.00 1,999.00 (a) N/A (a)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 451.00 10.00 (a) N/A (b)
DOMINION RESOURCES INC-VA COMMON STOCKS 25747010 20,396.00 452.00 (c) N/A (b)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 19,781.00 500.00 (a) N/A (a)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 15,825.00 400.00 (c) N/A (b)
DLJDIRECT COMMON STOCKS 25766150 305.00 20.00 (c) N/A (b)
DONNA KARAN INTL INC COMMON STOCKS 25782610 492,225.00 75,000.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 162,550.00 6,375.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 49,088.00 1,700.00 (a) N/A (b)
DORAL FINANCIAL CORP COMMON STOCKS 25811P10 66,875.00 5,000.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 2,183,561.00 18,330.00 (a) N/A (a)
DOUBLECLICK INC COMMON STOCKS 25860930 1,552,199.00 13,030.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 35,738.00 300.00 (c) N/A (b)
DOVER CORP COMMON STOCKS 26000310 4,714,462.00 103,900.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 1,104.00 27.00 (c) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 10,989,554.00 83,270.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 1,282,800.00 9,600.00 (a) N/A (c)
DOW CHEMICAL COMMON STOCKS 26054310 262,246.00 2,308.00 (c) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 5,338.00 100.00 (a) N/A (b)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 276,576.00 13,700.00 (c) N/A (c)
DRAXIS HEALTH INC COMMON STOCKS 26150J10 2,875.00 2,000.00 (a) N/A (b)
DRKOOP.COM INC COMMON STOCKS 26209810 1,419.00 100.00 (c) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 131,312,836.00 1,994,551.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,401,301.00 23,162.00 (a) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 2,252,925.00 34,200.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 217,800.00 3,600.00 (c) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 222,156.00 3,672.00 (c) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 40,677,812.00 617,500.00 (c) N/A (c)
DUANE READE INC COMMON STOCKS 26357810 15,062.00 500.00 (a) N/A (b)
DUFF & PHELPS UTILITIES INC FIXED INCOME FUND26432410 4,844.00 500.00 (c) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 318,070.00 6,160.00 (a) N/A (a)
DUKE ENERGY CORP. COMMON STOCKS 26439910 27,066.00 491.00 (a) N/A (b)
DUKE ENERGY CORP. COMMON STOCKS 26439910 220,500.00 4,000.00 (c) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 8,130,762.00 275,600.00 (a) N/A (a)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 47,800.00 1,600.00 (a) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 119,500.00 4,000.00 (a) N/A (c)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 11,950.00 400.00 (c) N/A (b)
DURA PHARMACEUTICALS INC. COMMON STOCKS 26632S10 (37,633.00) (2,700.00) (a) N/A (a)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 314,650.00 40,600.00 (a) N/A (c)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 775.00 100.00 (c) N/A (b)
ECC INTERNATIONAL CORP COMMON STOCKS 26825510 125.00 40.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 9,579,687.00 302,915.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 3,456.00 140.00 (a) N/A (b)
EEX CORP COMMON STOCKS 26842V20 19,778.00 6,733.00 (a) N/A (a)
EEX CORP COMMON STOCKS 26842V20 97.00 33.00 (c) N/A (b)
E4L INC COMMON STOCKS 26845210 76,250.00 20,000.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 60,711,986.00 781,197.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 30,407,891.00 426,030.00 (a) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 17,229,925.00 241,400.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 10,654,860.00 149,280.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 4,268,011.00 59,797.00 (c) N/A (b)
EMC CORP CONVERTIBLE BOND CONVERTIBLES 268648AE 4,834,375.00 3,500.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 59,475.00 2,600.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 3,612.00 200.00 (c) N/A (b)
ENI SPA SPONSORED ADR COMMON STOCKS 26874R10 7,560.00 120.00 (a) N/A (b)
ESAT TELECOM GROUP PLC ADR COMMON STOCKS 26883Y10 131,175.00 3,300.00 (a) N/A (c)
ESCO ELECTRONICS CORP COMMON STOCKS 26903010 133,581.00 11,190.00 (a) N/A (c)
ESS TECHNOLOGY COMMON STOCKS 26915110 383,852.00 17,300.00 (c) N/A (c)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,281,491.00 211,018.45 (a) N/A (a)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 8,231.00 1,416.00 (a) N/A (c)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,812.00 250.00 (c) N/A (b)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 3,679,725.00 97,800.00 (a) N/A (a)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 274,662.00 7,300.00 (a) N/A (b)
ETEC SYSTEMS INC COMMON STOCKS 26922C10 9,628,238.00 255,900.00 (a) N/A (c)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 18,728,185.00 345,220.00 (a) N/A (a)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 496,550.00 9,153.00 (a) N/A (b)
E*TRADE GROUP INC COMMON STOCKS 26924610 24,910.00 1,060.00 (c) N/A (b)
EAGLE USA AIRFREIGHT INC COMMON STOCKS 27001810 1,832,175.00 61,200.00 (a) N/A (a)
EAGLE USA AIRFREIGHT INC COMMON STOCKS 27001810 1,109,184.00 37,050.00 (a) N/A (c)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 111,262.00 6,900.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 7,080.00 320.00 (c) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 803,025.00 49,800.00 (c) N/A (c)
EARTHLINK NETWORK INC COMMON STOCKS 27032210 2,147.00 50.00 (c) N/A (b)
RIO ALTO EXPLORATION LTD COMMON STOCKS 2740241 3,054,651.00 217,000.00 (a) N/A (a)
ROYAL BANK OF CANADA (C$) COMMON STOCKS 2754383 3,229,950.00 73,200.00 (a) N/A (a)
EAST WEST BANCORP INC COMMON STOCKS 27579R10 3,562.00 300.00 (c) N/A (b)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 6,966.00 150.00 (a) N/A (b)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 5,341.00 112.00 (a) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 137,103.00 2,875.00 (a) N/A (c)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 26,876.00 674.00 (c) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 93,467.00 2,344.00 (c) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 570,455.00 8,573.00 (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 62,164.00 822.00 (a) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 417,375.00 6,300.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 204,188.00 2,700.00 (c) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 787,181.00 10,409.00 (c) N/A (b)
EASYRIDERS INC COMMON STOCKS 27784810 281.00 300.00 (a) N/A (b)
EATON CORP COMMON STOCKS 27805810 476,506.00 5,600.00 (a) N/A (a)
EATON CORP COMMON STOCKS 27805810 7,293,406.00 84,500.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 163,400.00 4,300.00 (a) N/A (a)
EATON VANCE CORP COMMON STOCKS 27826510 969,000.00 25,500.00 (c) N/A (c)
EBAY INC COMMON STOCKS 27864210 5,024,638.00 35,800.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 644,662.00 6,900.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 22,703.00 250.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 245,194.00 2,700.00 (c) N/A (b)
ECOLOGY & ENVIRONMENT INC COMMON STOCKS 27887810 16,500.00 3,000.00 (a) N/A (b)
EDISON INTERNATIONAL COMMON STOCKS 28102010 11,551,527.00 441,100.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 68,464.00 2,816.00 (a) N/A (b)
EDISON INTERNATIONAL COMMON STOCKS 28102010 26,188.00 1,000.00 (a) N/A (c)
EDISON INTERNATIONAL COMMON STOCKS 28102010 26.00 1.00 (c) N/A (c)
EDWARDS [JD] & CO COMMON STOCKS 28166710 2,072.00 100.00 (c) N/A (b)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 11,814.00 352.00 (c) N/A (b)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 2,794,625.00 158,000.00 (a) N/A (a)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 1,636,094.00 92,500.00 (a) N/A (c)
ELCOR CORP COMMON STOCKS 28444310 3,936,250.00 157,450.00 (a) N/A (c)
ELECTROGLAS INC COMMON STOCKS 28532410 2,905,512.00 124,300.00 (a) N/A (a)
ELECTROGLAS INC COMMON STOCKS 28532410 883,575.00 37,800.00 (a) N/A (c)
ELECTRONIC ARTS COMMON STOCKS 28551210 21,712.00 300.00 (a) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 15,776,945.00 235,720.00 (a) N/A (a)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 2,342,830.00 35,000.00 (a) N/A (c)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 9,679,797.00 188,300.00 (a) N/A (a)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 30,844.00 600.00 (a) N/A (b)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 42,153,125.00 820,000.00 (a) N/A (c)
ELF AQUITAINE SPON ADR REPSTG 1/2 ORD COMMON STOCKS 28626910 11,911.00 130.00 (a) N/A (b)
ELSINORE CORP COMMON STOCKS 29030830 40,609.00 92,715.00 (a) N/A (a)
EMBOTELLADORA ARICA-ADR REGS COMMON STOCKS 29081520 750,000.00 75,000.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 23,670,794.00 868,653.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 7,472,277.00 274,212.00 (a) N/A (c)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 1,162,746.00 79,504.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 1,397,419.00 95,550.00 (a) N/A (c)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 1,125.00 100.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 461,475.00 7,800.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 1,249,090.00 19,768.00 (a) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 6,683,079.00 109,065.00 (a) N/A (c)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 75,825.00 1,200.00 (c) N/A (b)
EMMIS BROADCASTING CORP CL A COMMON STOCKS 29152510 66,062.00 1,000.00 (a) N/A (b)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 969,807.00 68,354.00 (a) N/A (a)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 571,776.00 40,300.00 (a) N/A (c)
EMULEX CORP COMMON STOCKS 29247520 6,148,650.00 71,600.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 4,388,212.00 51,100.00 (a) N/A (c)
ENDOCARE INC COMMON STOCKS 29264P10 631.00 100.00 (c) N/A (b)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 143,610.00 6,900.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 141,340.00 6,112.00 (a) N/A (a)
ENGELHARD CORP COMMON STOCKS 29284510 230,275.00 12,200.00 (a) N/A (a)
ENGINEERING MEASUREMENTS CO COMMON STOCKS 29288010 1,266.00 250.00 (c) N/A (b)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 7,943,388.00 449,600.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 20,911,931.00 1,182,300.00 (a) N/A (c)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 466,375.00 28,700.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 31,071,512.00 701,970.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 434,934.00 10,592.00 (a) N/A (b)
ENRON CORP COMMON STOCKS 29356110 1,899,250.00 42,800.00 (a) N/A (c)
ENRON CORP COMMON STOCKS 29356110 30,619.00 690.00 (c) N/A (c)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 3,142,800.00 87,300.00 (a) N/A (a)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 244,800.00 6,800.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 532,800.00 14,800.00 (a) N/A (c)
ENTERGY CORP COMMON STOCKS 29364G10 61,800.00 2,400.00 (a) N/A (a)
ENTERTAINMENT PROPERTIES TR COMMON STOCKS 29380T10 280,904.00 21,300.00 (c) N/A (c)
ENTRUST TECHNOLOGIES INC COMMON STOCKS 29384810 761,843.00 33,954.00 (a) N/A (a)
ENZO BIOCHEM INC COM COMMON STOCKS 29410010 1,292,600.00 28,100.00 (c) N/A (c)
EQUIFAX INC COMMON STOCKS 29442910 61,264.00 2,600.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 96,581.00 3,434.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 32,175.00 1,144.00 (c) N/A (b)
EQUITABLE RES INC COMMON STOCKS 29454910 420,525.00 12,600.00 (c) N/A (c)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 202,875.00 1,000.00 (a) N/A (a)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 53,122.00 270.00 (a) N/A (b)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 59,025.00 300.00 (c) N/A (b)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 553,816.00 22,490.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 547,143.00 22,219.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 1,627,369.00 38,140.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 2,470,932.00 58,300.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPERTIES 7.25% CONV CONVERTIBLES 29476L85 3,616,725.00 174,300.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 1,510,824.00 23,000.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 304,688.00 9,750.00 (a) N/A (b)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 1,721,026.00 26,200.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 28,750.00 920.00 (c) N/A (b)
ESCALADE INC COMMON STOCKS 29605610 1,600.00 100.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 66,562.00 1,000.00 (a) N/A (a)
ETOYS INC COMMON STOCKS 29786210 121,477.00 1,825.00 (a) N/A (b)
ETOYS INC COMMON STOCKS 29786210 8,320.00 125.00 (c) N/A (a)
EUROPEAN WARRANT FUND INC EQUITY FUNDS 29879210 52,360.00 3,520.00 (a) N/A (b)
EVEREST REINSURANCE HOLDINGS INC COMMON STOCKS 29980810 21,431.00 900.00 (a) N/A (b)
EVERGREEN RESOURCES INC COMMON STOCKS 29990030 3,205,125.00 133,200.00 (a) N/A (c)
SAL SMITH BARNEY SP PURPOSE CONVERTIBLES 30149TAA 9,812,250.00 8,900.00 (a) N/A (a)
SSB EXCHANGEABLE CERTS CORP CONVERTIBLES 30149TAC 7,437,500.00 8,500.00 (a) N/A (a)
EXECUTONE INFORMATION SYSTEMS INC COMMON STOCKS 30160710 6,000.00 2,000.00 (c) N/A (a)
EXIDE CORPORATION COMMON STOCKS 30205110 416.00 50.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 63,832,674.00 885,796.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 8,140,612.00 112,966.00 (a) N/A (b)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 21,625,956.00 300,100.00 (a) N/A (c)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 7,206.00 100.00 (c) N/A (b)
EXPEDITORS INTERNATIONAL OF WASHINGTON COMMON STOCKS 30213010 1,912,788.00 59,600.00 (a) N/A (a)
EXPEDITORS INTERNATIONAL OF WASHINGTON COMMON STOCKS 30213010 1,084,769.00 33,800.00 (a) N/A (c)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 5,675,864.00 72,535.00 (a) N/A (a)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 20,772,636.00 265,465.00 (a) N/A (c)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 5,865,300.00 651,700.00 (a) N/A (a)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 13,050,900.00 1,450,100.00 (a) N/A (c)
EXTREME NETWORKS INC COMMON STOCKS 30226D10 2,382,703.00 37,634.00 (a) N/A (a)
EXTREME NETWORKS INC COMMON STOCKS 30226D10 68,061.00 1,075.00 (a) N/A (b)
EXXON CORP COMMON STOCKS 30229010 31,832,448.00 418,848.00 (a) N/A (a)
EXXON CORP COMMON STOCKS 30229010 13,331,236.00 175,411.00 (a) N/A (b)
EXXON CORP COMMON STOCKS 30229010 33,607,200.00 442,200.00 (a) N/A (c)
EXXON CORP COMMON STOCKS 30229010 8,223,200.00 108,200.00 (c) N/A (a)
EXXON CORP COMMON STOCKS 30229010 8,829,604.00 116,179.00 (c) N/A (b)
EXXON MOBIL CORP COMMON STOCKS 30231G10 82,502,393.00 1,024,073.00 (a) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 1,470,758.00 18,256.00 (a) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 38,678,296.00 480,100.00 (c) N/A (c)
FMC CORP NEW COMMON STOCKS 30249130 (171,939.00) (3,000.00) (a) N/A (a)
FMC CORP NEW COMMON STOCKS 30249130 9,650.00 200.00 (a) N/A (b)
FNB CORP COMMON STOCKS 30251910 42,000.00 2,000.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 742,806.00 17,350.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 90,675.00 1,800.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 466,662.00 10,900.00 (a) N/A (c)
FPL GROUP INC COMMON STOCKS 30257110 100,750.00 2,000.00 (c) N/A (b)
F.Y.I. INC COMMON STOCKS 30271210 1,091,172.00 32,391.00 (a) N/A (a)
F.Y.I. INC COMMON STOCKS 30271210 65,691.00 1,950.00 (a) N/A (b)
FCNB CORP COMMON STOCKS 30292010 298.00 16.00 (c) N/A (b)
FAIR HLDGS CORP SR. PFD PREFERREDS 30324520 - 115,178.65 (a) N/A (a)
FAIR ISAAC & COMPANY INC COMMON STOCKS 30325010 159,000.00 3,000.00 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 11,825,625.00 1,081,200.00 (a) N/A (a)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 475,781.00 43,500.00 (a) N/A (b)
FAIRFIELD COMMUNITIES INC COMMON STOCKS 30423130 31,483,594.00 2,878,500.00 (a) N/A (c)
FAMILY GOLF CENTERS INC COMMON STOCKS 30701A10 9,112.00 3,600.00 (a) N/A (a)
FARMSTEAD TELEPHONE GROUP INC COMMON STOCKS 31156530 119.00 100.00 (c) N/A (b)
FATBRAIN.COM INC COMMON STOCKS 31188910 1,015,750.00 68,000.00 (a) N/A (a)
FASTENAL CO COMMON STOCKS 31190010 50,895.00 1,080.00 (c) N/A (b)
FDX CORP. COMMON STOCKS 31304N10 806,479.00 19,700.00 (a) N/A (a)
FDX CORP. COMMON STOCKS 31304N10 155,500.00 4,000.00 (c) N/A (b)
FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCKS 31314830 1,941,912.00 97,400.00 (a) N/A (a)
FEDERAL AGRICULTURAL MORTGAGE CORP COMMON STOCKS 31314830 211,338.00 10,600.00 (a) N/A (c)
FED CORP COMMON SH(RESTRICTED) 31332090 470,568.00 44,816.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 10,199,141.00 197,495.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 11,252,540.00 216,395.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 2,600,000.00 50,000.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 769,600.00 14,800.00 (c) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 763,360.00 14,680.00 (c) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 26,355.00 560.00 (c) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 3,402,544.00 54,373.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 1,679,273.00 26,788.00 (a) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,447,419.00 86,900.00 (a) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 275,825.00 4,400.00 (c) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 44,331.00 710.00 (c) N/A (c)
FEDERAL REALTY INVT TRUST SBI COMMON STOCKS 31374720 41,875.00 2,000.00 (c) N/A (b)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 320,050.00 7,200.00 (a) N/A (a)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 21,844.00 500.00 (a) N/A (b)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 9,925,800.00 227,200.00 (a) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 20,752.00 475.00 (c) N/A (b)
C WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H11 9,726.00 517.00 (a) N/A (a)
D WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H12 9,564.00 517.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 713,281.00 33,300.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 7,820,622.00 366,950.00 (a) N/A (c)
FERRO CORP COMMON STOCKS 31540510 459,800.00 20,900.00 (c) N/A (c)
FIDELITY NATIONAL FINL INC COMMON STOCKS 31632610 425,500.00 29,600.00 (c) N/A (c)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 155,152.00 2,550.00 (a) N/A (a)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 42,591.00 700.00 (a) N/A (b)
FILENET CORP COMMON STOCKS 31686910 147,900.00 5,800.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 915,450.00 35,900.00 (c) N/A (c)
FINANCIAL SECURITY ASSURANCE HOLDINGS COMMON STOCKS 31769P10 41,350.00 800.00 (a) N/A (b)
FINOVA GROUP INC COMMON STOCKS 31792810 36,500.00 1,000.00 (a) N/A (a)
FINOVA GROUP INC COMMON STOCKS 31792810 63,145.00 1,730.00 (a) N/A (b)
FINOVA GROUP INC COMMON STOCKS 31792810 35,734.00 979.00 (c) N/A (b)
FIREARMS TRAINING SYSTEMS INC COMMON STOCKS 31812010 625.00 1,000.00 (a) N/A (b)
FIRST AMER FINL CORP CALF COMMON STOCKS 31852230 262,442.00 21,100.00 (c) N/A (c)
FIRST AUSTRALIA PRIME INCOME FUND FIXED INCOME FUND31865310 6,358.00 1,038.00 (a) N/A (b)
FIRST AUSTRALIA PRIME INCOME FUND FIXED INCOME FUND31865310 2,450.00 400.00 (c) N/A (b)
FIRST AMERICAN CORP - TENN COMMON STOCKS 31890010 139,200.00 3,200.00 (a) N/A (a)
FIRST AMERICAN CORP - TENN COMMON STOCKS 31890010 2,135,850.00 49,100.00 (a) N/A (c)
FIRST CITIZENS BANCSHARES INC CL A COMMON STOCKS 31946M10 241,532.00 3,147.00 (a) N/A (a)
FIRST CONSULTING GROUP INC COMMON STOCKS 31986R10 1,340.00 134.00 (c) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 4,995,349.00 108,884.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 315,022.00 7,180.00 (a) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 614,776.00 14,012.00 (c) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 257,917.00 9,400.00 (a) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 9,900.00 400.00 (a) N/A (b)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 688,694.00 25,100.00 (c) N/A (c)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 4,637,831.00 206,700.00 (a) N/A (a)
FIRST HEALTH GROUP CORP COMMON STOCKS 32096010 14,840,162.00 661,400.00 (a) N/A (c)
FIRST PHILIPPINE FUND INC EQUITY FUNDS 33610010 3,825.00 600.00 (a) N/A (b)
FIRST REPUBLIC BANK COMMON STOCKS 33615810 75,200.00 3,200.00 (a) N/A (a)
FIRST SECURITY CORP DELA COMMON STOCKS 33629410 503,757.00 20,772.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 2,878,201.00 82,285.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 1,369,140.00 38,432.00 (a) N/A (b)
FIRST UNION CORP COMMON STOCKS 33735810 709,792.00 19,924.00 (c) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 60,349.00 1,694.00 (c) N/A (b)
FIRST UN REAL ESTATE EQ & MTG COMMON STOCKS 33740010 5,624.00 1,184.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 374,775.00 17,400.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 81,180.00 3,168.00 (a) N/A (b)
FISERV INC COMMON STOCKS 33773810 2,925,000.00 90,000.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 143,175.00 8,300.00 (a) N/A (a)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 1,198,875.00 69,500.00 (c) N/A (c)
FIRSTENERGY CORP COMMON STOCKS 33793210 766,854.00 33,800.00 (a) N/A (a)
FLASHNET COMMUNICATIONS INC COMMON STOCKS 33852710 400.00 50.00 (c) N/A (b)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 102,550.00 2,800.00 (a) N/A (b)
FLEET FINANCIAL GROUP INC COMMON STOCKS 33891510 15,676.00 428.00 (c) N/A (b)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 669,036.00 19,218.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 618,488.00 17,766.00 (a) N/A (c)
FLEMING COS INC COMMON STOCKS 33913010 179,375.00 17,500.00 (a) N/A (a)
FLEMING COS INC COMMON STOCKS 33913010 13,041.00 1,329.00 (c) N/A (b)
FLEMING COS INC COMMON STOCKS 33913010 309,550.00 30,200.00 (c) N/A (c)
FLORA REAL ESTATE MTG. CO. CMN COMMON STOCKS 33999G99 - 38,385.00 (a) N/A (a)
FLORIDA BANKS INC COMMON STOCKS 34056010 6,875.00 1,000.00 (a) N/A (b)
FLORIDA EAST COAST INDUSTRIES INC COMMON STOCKS 34063210 75,150.00 2,400.00 (a) N/A (b)
FOCAL INC COMMON STOCKS 34390910 4,900,345.00 980,069.00 (a) N/A (c)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 7,771,925.00 174,650.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 2,371,628.00 53,295.00 (a) N/A (c)
FOODMAKER INC COMMON STOCKS 34483920 2,576,044.00 103,300.00 (a) N/A (a)
FOODMAKER INC COMMON STOCKS 34483920 321,694.00 12,900.00 (a) N/A (b)
FOODMAKER INC COMMON STOCKS 34483920 9,975.00 400.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 47,197,415.00 886,461.00 (a) N/A (a)
FORD MOTOR CO COMMON STOCKS 34537010 2,401,548.00 47,792.00 (a) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 19,916,740.00 392,966.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 7,136.00 142.00 (c) N/A (b)
FOREST LABS INC COMMON STOCKS 34583810 (49,150.00) (800.00) (a) N/A (a)
FOREST LABS INC COMMON STOCKS 34583810 918,325.00 21,800.00 (a) N/A (c)
FORT JAMES CORP COMMON STOCKS 34747110 34,652,945.00 1,298,471.00 (a) N/A (a)
FORTE SOFTWARE INC COMMON STOCKS 34954610 1,875,582.00 68,203.00 (a) N/A (a)
FORTE SOFTWARE INC COMMON STOCKS 34954610 1,429,038.00 51,965.00 (a) N/A (b)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 2,592.00 71.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 7,300.00 200.00 (c) N/A (c)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 36,369.00 1,100.00 (a) N/A (a)
FOSTER WHEELER CORP COMMON STOCKS 35024410 88,750.00 10,000.00 (a) N/A (a)
FOSTER WHEELER CORP COMMON STOCKS 35024410 247,612.00 27,900.00 (c) N/A (c)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 7,567,931.00 801,900.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 307,662.00 32,600.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 14,993,356.00 1,588,700.00 (a) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 2,459,561.00 99,000.00 (a) N/A (a)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 21,062.00 1,000.00 (a) N/A (b)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 105,312.00 5,000.00 (a) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 2,106.00 100.00 (c) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 (202,036.00) (6,100.00) (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 106,969.00 3,500.00 (a) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 82,519.00 2,700.00 (c) N/A (b)
FREEPORT-MCMORAN COPPER & GOLD INC CL A COMMON STOCKS 35671D10 2,608.00 188.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 164,015.00 8,466.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 2,924,194.00 187,900.00 (a) N/A (c)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 7,781.00 500.00 (c) N/A (b)
FREMONT GENERAL CORP COMMON STOCKS 35728810 391,612.00 53,100.00 (a) N/A (a)
FRESENIUS MEDICAL CARE AG SPONSORED ADR COMMON STOCKS 35802910 14,057.00 630.00 (a) N/A (b)
FUJI BANK LTD-UNSPONSORED ADR COMMON STOCKS 35955020 18,800.00 200.00 (c) N/A (c)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 7,161.00 31.00 (a) N/A (a)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 33,495.00 145.00 (c) N/A (c)
FULLER [H.B.] CO COMMON STOCKS 35969410 30,438.00 500.00 (a) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 126,240.00 4,208.00 (a) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 44,370.00 1,479.00 (a) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 125,100.00 4,170.00 (c) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 52,320.00 1,744.00 (c) N/A (b)
GRC INTERNATIONAL INC COMMON STOCKS 36192210 1,788.00 200.00 (c) N/A (a)
GRC INTERNATIONAL INC COMMON STOCKS 36192210 20,556.00 2,300.00 (c) N/A (b)
GST TELECOMMUNICATIONS INC COMMON STOCKS 36194210 1,406.00 200.00 (c) N/A (b)
GPU INC COMMON STOCKS 36225X10 880,600.00 29,600.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 5,522,502.00 74,902.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 2,215,384.00 28,818.00 (a) N/A (b)
GTE CORP COMMON STOCKS 36232010 5,666,818.00 74,700.00 (a) N/A (c)
GTE CORP COMMON STOCKS 36232010 69,188.00 900.00 (c) N/A (a)
GTE CORP COMMON STOCKS 36232010 156,210.00 2,032.00 (c) N/A (b)
GALILEO INTERNATIONAL INC COMMON STOCKS 36354710 311,355.00 10,400.00 (a) N/A (a)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 5,016,150.00 94,200.00 (a) N/A (a)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 298,200.00 5,600.00 (a) N/A (c)
GALLAGHER (ARTHUR J) CO COMMON STOCKS 36357610 343,175.00 5,300.00 (c) N/A (c)
GANNETT CO COMMON STOCKS 36473010 14,694,319.00 185,500.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,566,751.00 22,645.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 1,500,759.00 18,400.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 581,175.00 8,400.00 (c) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,819,631.00 26,300.00 (c) N/A (b)
GANNETT CO COMMON STOCKS 36473010 88,088.00 1,080.00 (c) N/A (c)
GAP INC COMMON STOCKS 36476010 10,779,520.00 337,735.00 (a) N/A (a)
GAP INC COMMON STOCKS 36476010 6,656,320.00 208,010.00 (a) N/A (b)
GAP INC COMMON STOCKS 36476010 5,340,800.00 166,900.00 (a) N/A (c)
GAP INC COMMON STOCKS 36476010 244,000.00 7,625.00 (c) N/A (a)
GAP INC COMMON STOCKS 36476010 954,848.00 29,839.00 (c) N/A (b)
GARDNER DENVER MACHINERY INC COMMON STOCKS 36555810 442,232.00 26,500.00 (c) N/A (c)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 13,951.00 845.00 (a) N/A (a)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 5,640.00 338.00 (a) N/A (b)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 1,736.00 104.00 (c) N/A (b)
GATEWAY INC COMMON STOCKS 36762610 360,315.00 5,000.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 648,567.00 9,000.00 (a) N/A (c)
GATEWAY INC COMMON STOCKS 36762610 5,456.00 124.00 (c) N/A (b)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 74,943.00 11,000.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 2,231,400.00 313,179.00 (a) N/A (c)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 526,645.00 77,300.00 (c) N/A (c)
GENELABS TECHNOLOGIES INC COMMON STOCKS 36870610 1,706.00 600.00 (c) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 4,930,731.00 33,700.00 (a) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 1,214,394.00 8,300.00 (a) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 10,432,081.00 71,300.00 (a) N/A (c)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 2,578,068.00 166,327.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 11,516,086.00 353,661.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 1,486,185.00 45,641.00 (a) N/A (b)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 113,773.00 3,494.00 (c) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 3,190,672.00 52,250.00 (a) N/A (a)
GEN DYNAMICS CORP COMMON STOCKS 36955010 1,220,341.00 19,545.00 (a) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 4,776,469.00 76,500.00 (a) N/A (c)
GEN DYNAMICS CORP COMMON STOCKS 36955010 31,219.00 500.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 101,158,764.00 762,591.00 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 29,566,642.00 249,376.00 (a) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 34,717,152.00 283,553.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 2,501,669.00 21,100.00 (c) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 10,276,286.00 86,674.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 269,420.00 1,741.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 204,400.00 6,850.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 283,500.00 9,000.00 (a) N/A (b)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 56,000.00 2,000.00 (a) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 47,250.00 1,500.00 (c) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 63,000.00 2,000.00 (c) N/A (b)
GENERAL INSTRUMENT CORP COMMON STOCKS 37012010 514,800.00 6,100.00 (a) N/A (a)
GENERAL INSTRUMENT CORP COMMON STOCKS 37012010 72,000.00 1,500.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 7,494,094.00 193,950.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 70,984.00 875.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 12,906,988.00 159,100.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 29,984,605.00 412,732.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 12,525.00 199.00 (a) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 3,038,358.00 41,800.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 18,063.00 287.00 (c) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 1,820,246.00 18,973.00 (a) N/A (a)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 3,020,778.00 60,427.07 (a) N/A (a)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 1,103,248.00 22,069.17 (a) N/A (c)
PRIMESTAR-GEN MTR CL H STOCK WARRANTS 37044291 328,058.00 6,562.40 (c) N/A (c)
GENESCO INC COMMON STOCKS 37153210 1,250.00 100.00 (c) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 956,781.00 46,800.00 (a) N/A (a)
GENTEX CORP COMMON STOCKS 37190110 264,400.00 12,800.00 (a) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 2,325,894.00 112,600.00 (a) N/A (c)
GENESIS ENERGY LP COMMON STOCKS 37192710 394,000.00 32,000.00 (a) N/A (a)
GENESYS TELECOMMUNICATIONS COMMON STOCKS 37193110 2,541,504.00 55,628.00 (a) N/A (a)
GENESYS TELECOMMUNICATIONS COMMON STOCKS 37193110 814,014.00 17,817.00 (a) N/A (b)
GENESIS DIRECT INC COMMON STOCKS 37193510 20.00 2,000.00 (c) N/A (b)
GENOME THERAPEUTICS CORP COMMON STOCKS 37243010 400.00 100.00 (c) N/A (b)
GENRAD INC COMMON STOCKS 37244710 462,788.00 28,700.00 (c) N/A (c)
GENUINE PARTS CO COMMON STOCKS 37246010 (34,738.00) (1,400.00) (a) N/A (a)
GEON CO COMMON STOCKS 37246W10 1,196,000.00 36,800.00 (c) N/A (c)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 103,193.00 2,290.00 (a) N/A (b)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 838,162.00 18,600.00 (a) N/A (c)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 90,125.00 2,000.00 (c) N/A (b)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 799.00 139.00 (a) N/A (b)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 1,236.00 215.00 (c) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 1,294.00 230.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 10,468.00 1,861.00 (a) N/A (c)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 2,008.00 357.00 (c) N/A (b)
GEORGIA-PACIFIC COMMON STOCKS 37329810 96,425.00 1,900.00 (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 137,488.00 3,400.00 (c) N/A (b)
GEORGIA-PACIFIC CORP [TIMBER GROUP] COMMON STOCKS 37329870 2,288.00 100.00 (c) N/A (b)
GEOTEK COMMUNICATIONS INC COMMON STOCKS 37365410 106.00 26,444.00 (a) N/A (a)
GEOTEK COMM PFD UNIT PRIVATE PFD SHR & 1 WARRA37365493 - 2,179.00 (a) N/A (a)
GEOTEK COMM CNV PFD PRIV PLACE 37365495 - 1,000.00 (a) N/A (a)
GERMANY FUND INC EQUITY FUNDS 37414310 348.00 26.00 (c) N/A (b)
GETTY IMAGES INC COMMON STOCKS 37427610 4,094,012.00 169,700.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 15,555,800.00 644,800.00 (a) N/A (c)
GETTY REALTY CORP NEW PART CONV RED CONVERTIBLES 37429720 23,440.00 1,172.00 (a) N/A (b)
GIBSON GREETINGS INC COMMON STOCKS 37482710 2,656.00 500.00 (a) N/A (b)
GIBSON GREETINGS INC COMMON STOCKS 37482710 38,516.00 7,250.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 92,012.00 1,700.00 (a) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 171,445.00 2,671.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 709,038.00 13,100.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 4,511,150.00 133,908.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 2,791,495.00 82,254.00 (a) N/A (b)
GILLETTE CO. COMMON STOCKS 37576610 343,448.00 10,120.00 (c) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 159,167.00 4,690.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 263,835.00 4,837.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 83,200.00 1,600.00 (a) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 7,800.00 150.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 44,756.00 801.00 (c) N/A (c)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 8,247.00 2,749.00 (a) N/A (a)
GLOBAL CROSSING LTD 7% CNV PFD PREFERREDS 37932J30 693,750.00 2,500.00 (a) N/A (a)
GLOBAL INDUSTRIES LTD COMMON STOCKS 37933610 1,827,719.00 224,950.00 (a) N/A (c)
GLOBAL MARINE INC. COMMON STOCKS 37935240 400,248.00 24,075.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 42,738.00 2,600.00 (a) N/A (b)
GLOBAL MARINE INC. COMMON STOCKS 37935240 83,125.00 5,000.00 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS WARRANTS 37936412 352,500.00 2,350.00 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS WARRANTS 37936412 97,500.00 650.00 (a) N/A (c)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 6,100,918.00 175,566.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 55,370.00 2,808.00 (a) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 47,838.00 2,426.00 (c) N/A (b)
GLOBIX CORP COMMON STOCKS 37957F10 3,020,160.00 50,336.00 (a) N/A (a)
GLOBIX CORP COMMON STOCKS 37957F10 485,760.00 8,096.00 (a) N/A (c)
GLOBIX CORP COMMON STOCKS 37957F10 105,600.00 1,760.00 (c) N/A (c)
GOLDEN OCEAN GROUP LTD WARRANTS 38113811 - 5,250.00 (a) N/A (a)
WTS-GOLDEN STATE BANCORP INC WARRANTS 38119713 238.00 200.00 (c) N/A (b)
GOLDEN STAR RESOURCES LTD COMMON STOCKS 38119T10 1,528.00 2,200.00 (a) N/A (b)
GOLDEN TELECOM INC COMMON STOCKS 38122G10 11,200,000.00 350,000.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 2,987,669.00 73,900.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 80,616.00 820.00 (a) N/A (b)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 10,932,350.00 111,200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 3,630,502.00 55,980.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 3,814,330.00 62,530.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 18,838.00 200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 472,750.00 7,750.00 (c) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 262,300.00 4,300.00 (c) N/A (b)
GOLF ENTERTAINMENT INC COMMON STOCKS 38163Q10 20.00 25.00 (c) N/A (b)
GOLF TRUST OF AMERICA INC COMMON STOCKS 38168B10 318,434.00 18,800.00 (c) N/A (c)
GOODRICH [B.F.] CO COMMON STOCKS 38238810 14,500.00 500.00 (c) N/A (b)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 (224,504.00) (8,000.00) (a) N/A (a)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 24,062.00 500.00 (a) N/A (b)
GOODY'S FAMILY CLOTHING INC COMMON STOCKS 38258810 32,788.00 6,100.00 (a) N/A (a)
GOODY'S FAMILY CLOTHING INC COMMON STOCKS 38258810 254,775.00 47,400.00 (c) N/A (c)
GO2NET INC COMMON STOCKS 38348610 5,312,450.00 69,400.00 (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 6,293,700.00 97,200.00 (a) N/A (c)
GRACO INC COMMON STOCKS 38410910 2,928,352.00 89,245.00 (a) N/A (c)
GRADCO SYSTEMS INC COMMON STOCKS 38411110 1,356.00 700.00 (a) N/A (a)
GPA GROUP PLC PFD 7% PREFERREDS 38411190 4,717,500.00 9,250,000.00 (a) N/A (a)
GRAINGER (W.W.) INC COMMON STOCKS 38480210 191,651.00 4,000.00 (a) N/A (a)
GRAND UNION CO-WTS WARRANTS 38653213 - 1,394.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 270,844.00 26,750.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 101,250.00 10,000.00 (a) N/A (c)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 3,338.00 300.00 (c) N/A (b)
GRANT IND CNV DEB-IN DEFAULT CONVERTIBLES 388092AA - 336.00 (a) N/A (a)
GREAT ATLANTIC & PAC TEA COMMON STOCKS 39006410 303,838.00 10,900.00 (c) N/A (c)
GREAT LAKES CHEMICAL CORP COMMON STOCKS 39056810 19,031.00 500.00 (a) N/A (b)
GREATER CHINA FUND CLOSED END FUNDS 39167B10 21,775.00 2,600.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 10,625.00 400.00 (c) N/A (b)
GREKA ENERGY CORP COMMON STOCKS 39763710 872.00 83.00 (c) N/A (b)
GREY ADVERTISING INC COMMON STOCKS 39783810 341,872.00 929.00 (a) N/A (a)
GREY WOLF INC COMMON STOCKS 39788810 300.00 100.00 (a) N/A (b)
GRIFFIN LAND & NURSERIES INC COMMON STOCKS 39823110 75,688.00 7,000.00 (a) N/A (b)
GRIFFON CORP COMMON STOCKS 39843310 312,520.00 40,000.00 (c) N/A (c)
GROUP MAINTENANCE AMERICAN CORP COMMON STOCKS 39943E10 188.00 15.00 (a) N/A (b)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 129,149.00 2,673.00 (a) N/A (a)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 37,064.00 796.00 (c) N/A (c)
GRUPO SIDEK SPONSORED ADR COMMON STOCKS 40049010 - 55.00 (a) N/A (a)
GRUPO TRIBASA SA CV SPONSORED ADR COMMON STOCKS 40049F10 15.00 30.00 (c) N/A (b)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 42,414,167.00 621,453.00 (a) N/A (a)
GRUPO TELEVISA-GDS COMMON STOCKS 40049J20 9,350,250.00 137,000.00 (a) N/A (c)
GRUPO IUSACELL SA-ADR SER L COMMON STOCKS 40049W30 52,611.00 3,582.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 744,700.00 33,850.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 341,000.00 15,500.00 (a) N/A (c)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 423,650.00 3,700.00 (a) N/A (a)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 125,250.00 1,500.00 (c) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 128,127,294.00 2,724,888.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 262,762.00 4,900.00 (a) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 2,035,100.00 43,300.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 36,702,300.00 780,900.00 (c) N/A (c)
HCC INSURANCE HOLDINGS INC COMMON STOCKS 40413210 3,312,600.00 197,032.00 (a) N/A (c)
HCR MANOR CARE INC COMMON STOCKS 40413410 1,719.00 100.00 (a) N/A (b)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 54,172.00 36,115.00 (a) N/A (a)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 7,890.00 5,260.00 (a) N/A (c)
HRPT PROPERTIES TRUST COMMON STOCKS 40426W10 38,250.00 3,400.00 (c) N/A (b)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 341,988.00 5,890.00 (a) N/A (a)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 14,275.00 200.00 (c) N/A (c)
HSB GROUP INC COMMON STOCKS 40428N10 348,356.00 9,900.00 (a) N/A (a)
HSB GROUP INC COMMON STOCKS 40428N10 77,412.00 2,200.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 13,256,125.00 323,375.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 5,783,050.00 141,050.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 17,914,300.00 437,300.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 799,500.00 19,500.00 (c) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 102,500.00 2,500.00 (c) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 30,750.00 3,000.00 (c) N/A (a)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 6,150.00 600.00 (c) N/A (b)
HALSEY DRUG CO COMMON STOCKS 40636910 636,433.00 678,500.00 (a) N/A (a)
HALSEY DRUG CO - RESTRICTED COMMON STOCKS 40636998 269,675.00 287,500.00 (a) N/A (a)
HAMILTON BANCORP INC COMMON STOCKS 40701310 588,625.00 27,700.00 (a) N/A (a)
HAMILTON BANCORP INC COMMON STOCKS 40701310 184,875.00 8,700.00 (a) N/A (c)
HANGER ORTHOPEDIC GROUP INC COMMON STOCKS 41043F20 5,157,650.00 355,700.00 (a) N/A (a)
HANGER ORTHOPEDIC GROUP INC COMMON STOCKS 41043F20 3,771,450.00 260,100.00 (a) N/A (c)
HANOVER DIRECT INC COMMON STOCKS 41078310 23,815,788.00 9,293,966.00 (a) N/A (a)
HARCOR ENERGY 144A WARRANTS WARRANTS 41162811 - 22,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 4,722,273.00 113,448.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 2,965,157.00 71,235.00 (a) N/A (b)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 1,282,050.00 30,800.00 (c) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 477,272.00 11,466.00 (c) N/A (b)
HARLAND JOHN H CO COMMON STOCKS 41269310 (34,795.00) (1,900.00) (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 125,156.00 2,500.00 (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 22,929.00 458.00 (a) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 15,019.00 300.00 (a) N/A (c)
HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCKS 41308610 4,313,509.00 102,550.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 477,912.00 17,300.00 (a) N/A (a)
HARSCO CORP COMMON STOCKS 41586410 8,451,869.00 305,950.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 71,825.00 2,600.00 (c) N/A (b)
HARTE-HANKS INC COMMON STOCKS 41619610 1,586,460.00 62,986.00 (a) N/A (a)
HARTE-HANKS INC COMMON STOCKS 41619610 403,000.00 16,000.00 (a) N/A (b)
HARTE-HANKS INC COMMON STOCKS 41619610 604,500.00 24,000.00 (c) N/A (a)
HARTE-HANKS INC COMMON STOCKS 41619610 83,622.00 3,320.00 (c) N/A (b)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 5,092,812.00 107,500.00 (a) N/A (a)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 98,100.00 2,400.00 (a) N/A (b)
HARTFORD LIFE INC. COMMON STOCKS 41659210 664,250.00 14,500.00 (a) N/A (a)
HARTFORD LIFE INC. COMMON STOCKS 41659210 450,638.00 9,150.00 (a) N/A (b)
HARTFORD LIFE INC. COMMON STOCKS 41659210 27,720.00 630.00 (c) N/A (c)
HASBRO INC COMMON STOCKS 41805610 35,982.00 1,900.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 312,407.00 10,762.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 407,138.00 14,100.00 (c) N/A (c)
HAYES LEMMERZ INTERNATIONAL INC COMMON STOCKS 42078110 3,488.00 150.00 (c) N/A (b)
HEALTH CARE PPTYS INVEST INC COMMON STOCKS 42191510 699,538.00 29,300.00 (c) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 41,710,912.00 3,360,900.00 (a) N/A (a)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 16,639,038.00 2,124,400.00 (a) N/A (c)
HEALTH MGMT ASSOC INC CL A COMMON STOCKS 42193310 11,311,238.00 845,700.00 (c) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 497,656.00 31,850.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 48,750.00 2,600.00 (a) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 318,750.00 20,400.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 18,750.00 1,000.00 (c) N/A (b)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 557,812.00 35,700.00 (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 273,762.00 18,100.00 (c) N/A (c)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 4,884,560.00 131,930.00 (a) N/A (a)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 1,004,439.00 27,147.00 (a) N/A (b)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 3,700.00 100.00 (c) N/A (a)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 55,000.00 20,000.00 (c) N/A (a)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 48,400.00 17,600.00 (c) N/A (b)
HEALTHY PLANET PRODUCTS INC COMMON STOCKS 42221N10 25.00 44.00 (a) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 35,217.00 1,638.00 (a) N/A (a)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 205,476.00 9,557.00 (a) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 4,300.00 200.00 (c) N/A (b)
HEILIG MEYERS CO COMMON STOCKS 42289310 23,750.00 5,000.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 3,205,842.00 80,254.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 38,700.00 900.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 55,738.00 1,400.00 (a) N/A (c)
HEINZ (H.J.) CO COMMON STOCKS 42307410 645.00 15.00 (c) N/A (b)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 3,447,444.00 288,779.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 2,670,531.00 223,700.00 (a) N/A (c)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 23,234.00 629.00 (a) N/A (a)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 23,234.00 629.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 1,080,658.00 22,532.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 137,883.00 2,832.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 96,888.00 1,990.00 (c) N/A (b)
HERTZ CORP CL-A COMMON STOCKS 42804010 70,175.00 1,400.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 13,898,900.00 138,000.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 9,491,815.00 104,593.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 8,149,350.00 89,800.00 (a) N/A (c)
HEWLETT-PACKARD COMMON STOCKS 42823610 816,750.00 9,000.00 (c) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 648,862.00 7,150.00 (c) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 27,300.00 240.00 (c) N/A (c)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 10,827,150.00 15,720.00 (a) N/A (a)
HIGH PLAINS CORP COMMON STOCKS 42970110 575.00 400.00 (c) N/A (b)
HIGH SPEED ACCESS CORP COMMON STOCKS 42979U10 68,812.00 3,000.00 (a) N/A (a)
HILLS STORES CO WTS WARRANTS 43169212 - 5,929.00 (a) N/A (a)
HILTON GROUP PLC SPON ADR COMMON STOCKS 43283M10 13,500.00 2,000.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 9,875.00 1,000.00 (a) N/A (a)
HITACHI LTD SPONSORED ADR COMMON STOCKS 43357850 16,369.00 150.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 25,506,671.00 335,063.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 441,525.00 5,800.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 39,783,915.00 522,613.00 (a) N/A (c)
HOLLINGER INTL INC COMMON STOCKS 43556910 225,768.00 17,450.00 (a) N/A (a)
HOLLINGER INTL INC COMMON STOCKS 43556910 19,407.00 1,500.00 (a) N/A (c)
HOLLYWOOD ENTERTAINMENT CORP COMMON STOCKS 43614110 2,589,750.00 172,650.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 43,635,665.00 635,628.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 28,310,626.00 412,541.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 15,018,581.00 218,850.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 2,654,072.00 38,675.00 (c) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 4,048,738.00 58,998.00 (c) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 104,156.00 1,515.00 (c) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 2,616,183.00 334,850.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 1,312,584.00 168,000.00 (a) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 589,882.00 75,500.00 (c) N/A (c)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 3,543,189.00 183,300.00 (a) N/A (a)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 56,057.00 2,900.00 (a) N/A (c)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 6,350.00 83.00 (a) N/A (a)
HONDA MOTOR CO LTD SPON ADR COMMON STOCKS 43812830 29,070.00 380.00 (c) N/A (c)
HONEYWELL INC COMMON STOCKS 43850610 313,567.00 2,817.00 (a) N/A (a)
HONEYWELL INC COMMON STOCKS 43850610 66,788.00 600.00 (a) N/A (b)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 4,441,976.00 77,000.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 138,451.00 2,400.00 (a) N/A (c)
HOOPER HOLMES INC COMMON STOCKS 43910410 3,461,938.00 135,100.00 (a) N/A (c)
HORMEL GEO A &CO COMMON STOCKS 44045210 414,375.00 10,200.00 (a) N/A (a)
HOSIERY CORP OF AMERICA COMMON STOCKS 44101610 80,000.00 2,000.00 (a) N/A (a)
HOSPITALITY PROPERTIES TRUST COMMON STOCKS 44106M10 1,807,172.00 94,800.00 (c) N/A (c)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 497,632.00 55,622.00 (a) N/A (a)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 171,000.00 18,000.00 (a) N/A (b)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 142,500.00 15,000.00 (c) N/A (a)
HOST MARRIOTT CORP COMMON STOCKS 44107P10 11,875.00 1,250.00 (c) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 4,730,866.00 118,025.00 (a) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 3,728,616.00 92,925.00 (a) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 12,422,700.00 309,600.00 (a) N/A (c)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 236,738.00 5,900.00 (c) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 397,238.00 9,900.00 (c) N/A (b)
HUBBELL INC CL A COMMON STOCKS 44351010 134,500.00 4,000.00 (a) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 364,204.00 11,426.00 (a) N/A (a)
HUBBELL INC CL B COMMON STOCKS 44351020 443,955.00 13,928.00 (a) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 95,625.00 3,000.00 (c) N/A (a)
HUBBELL INC CL B COMMON STOCKS 44351020 81,090.00 2,544.00 (c) N/A (b)
HUBCO INC COMMON STOCKS 44416510 562,386.00 22,000.00 (c) N/A (c)
HUMANA INC COM COMMON STOCKS 44485910 24,707.00 3,441.00 (a) N/A (a)
HUSSMANN INTERNATIONAL INC COMMON STOCKS 44811010 25,500.00 1,500.00 (a) N/A (b)
HUTCHISON WHAMPOA - UNSP ADR COMMON STOCKS 44841520 14,675.00 200.00 (c) N/A (c)
HUTTIG BUILDING PRODUCTS INC COMMON STOCKS 44845110 3,062.00 620.00 (a) N/A (a)
IDT CORP COMMON STOCKS 44894710 2,094.00 100.00 (c) N/A (b)
IDT CORP COMMON STOCKS 44894710 275,575.00 14,600.00 (c) N/A (c)
HYPERCOM CORP COMMON STOCKS 44913M10 721,600.00 90,200.00 (a) N/A (a)
HYPERCOM CORP COMMON STOCKS 44913M10 219,200.00 27,400.00 (a) N/A (c)
HYPERCOM CORP COMMON STOCKS 44913M10 8,000.00 1,000.00 (c) N/A (b)
HYPERFEED TECHNOLOGIES INC COMMON STOCKS 44913S10 8,062.00 1,000.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 14,851,870.00 675,085.00 (a) N/A (a)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 600,710.00 27,305.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 6,249,100.00 284,050.00 (a) N/A (c)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 460,020.00 20,910.00 (c) N/A (b)
IBP INC. COMMON STOCKS 44922310 34,200.00 1,900.00 (a) N/A (a)
ICG COMMUNICATION INC COMMON STOCKS 44924610 123,750.00 6,600.00 (a) N/A (a)
ICG COMMUNICATION INC COMMON STOCKS 44924610 9,338.00 600.00 (c) N/A (b)
ICO INC COMMON STOCKS 44929310 175.00 100.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 561,600.00 19,200.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 3,061,556.00 32,200.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 630,009.00 6,700.00 (a) N/A (b)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 5,237,541.00 55,700.00 (a) N/A (c)
IDX SYSTEMS CORP COMMON STOCKS 44949110 90,625.00 5,000.00 (a) N/A (a)
IHOP CORP COMMON STOCKS 44962310 4,050.00 200.00 (c) N/A (b)
IMC GLOBAL INC COMMON STOCKS 44966910 57,363,676.00 3,503,228.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 1,016,888.00 62,100.00 (a) N/A (c)
IMC GLOBAL INC COMMON STOCKS 44966910 11,752,338.00 717,700.00 (c) N/A (c)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 59.00 343.00 (a) N/A (a)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 29.00 166.00 (c) N/A (a)
IMCO RECYCLING INC COMMON STOCKS 44968110 45,000.00 3,000.00 (c) N/A (b)
IMCO RECYCLING INC COMMON STOCKS 44968110 325,725.00 25,800.00 (c) N/A (c)
IPC INFORMATION SYSTEMS INC COMMON STOCKS 44980K20 36,900.00 600.00 (c) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 150,031.00 6,500.00 (a) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 230,406.00 10,100.00 (a) N/A (b)
IMS HEALTH INC COMMON STOCKS 44993410 18,250.00 800.00 (c) N/A (b)
IRT PROPERTY CO COMMON STOCKS 45005810 8,919.00 991.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 4,102,406.00 150,547.00 (a) N/A (a)
ISS GROUP INC COMMON STOCKS 45030610 1,005,934.00 36,915.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 10,900.00 400.00 (c) N/A (b)
ITC DELTACOM INC COMMON STOCKS 45031T10 7,784,178.00 283,061.00 (a) N/A (a)
ITC DELTACOM INC COMMON STOCKS 45031T10 7,265,170.00 264,188.00 (a) N/A (c)
ITEQ INC COMMON STOCKS 45043010 287.00 139.00 (c) N/A (b)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 7,369,050.00 377,900.00 (a) N/A (a)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 16,333,200.00 837,600.00 (a) N/A (c)
IBIS TECHNOLOGY CORP COMMON STOCKS 45090910 403,340.00 11,691.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 496,275.00 15,600.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 6,362.00 200.00 (a) N/A (b)
ITT INDUSTRIES INC COMMON STOCKS 45091110 6,461,119.00 203,100.00 (a) N/A (c)
IDACORP INC COMMON STOCKS 45110710 3,111,672.00 103,292.00 (a) N/A (c)
IDEX CORP COMMON STOCKS 45167R10 318,938.00 10,500.00 (c) N/A (c)
IDEXX LABORATORIES CORP COMMON STOCKS 45168D10 1,582,403.00 91,900.00 (a) N/A (a)
IDEXX LABORATORIES CORP COMMON STOCKS 45168D10 334,044.00 19,400.00 (a) N/A (c)
IKON OFFICE SOLUTIONS INC COMMON STOCKS 45171310 (19,076.00) (2,800.00) (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 6,448,553.00 95,300.00 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 465,568.00 6,244.00 (a) N/A (b)
ILLINOVA CORP COMMON STOCKS 45231710 70,156.00 2,500.00 (a) N/A (a)
ILLINOVA CORP COMMON STOCKS 45231710 11,225.00 400.00 (a) N/A (b)
ILLINOVA CORP COMMON STOCKS 45231710 4,032,581.00 143,700.00 (a) N/A (c)
IMALL INC COMMON STOCKS 45244X30 7,475.00 400.00 (c) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 369,193.00 11,000.00 (a) N/A (a)
IMATION CORPORATION COMMON STOCKS 45245A10 1,550.00 50.00 (a) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 724,961.00 21,600.00 (c) N/A (c)
IMAX CORP COMMON STOCKS 45245E10 8,841,000.00 442,050.00 (a) N/A (a)
IMAX CORP COMMON STOCKS 45245E10 867,000.00 43,350.00 (a) N/A (b)
IMCLONE SYSTEMS COMMON STOCKS 45245W10 384,362.00 9,700.00 (c) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 52,050.00 1,200.00 (a) N/A (a)
IMMUNEX CORP COMMON STOCKS 45252810 173,500.00 4,000.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 2,092,410.00 48,240.00 (a) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 19,952.00 460.00 (c) N/A (b)
IMPERIAL CHEM INDS PLC ADR NEW COMMON STOCKS 45270450 12,769.00 300.00 (a) N/A (a)
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR COMMON STOCKS 45314210 2,374.00 101.00 (a) N/A (b)
INCO LTD COMMON STOCKS 45325840 89,300.00 3,800.00 (c) N/A (c)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 5,089,744.00 5,495.00 (a) N/A (a)
INDIA FUND INC CLOSED END FUNDS 45408910 616,400.00 36,800.00 (a) N/A (a)
INDIA FUND INC CLOSED END FUNDS 45408910 5,150.00 400.00 (c) N/A (b)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 6,315,446.00 43,624.00 (a) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 210,547.00 87,500.00 (a) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 31,883.00 13,250.00 (a) N/A (b)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 115,500.00 48,000.00 (c) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 10,527.00 4,375.00 (c) N/A (b)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 43,312.00 18,000.00 (c) N/A (c)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 7,498,500.00 499,900.00 (a) N/A (a)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 19,912,500.00 1,327,500.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 7,821,512.00 263,900.00 (a) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 7,036,466.00 240,050.00 (a) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 4,443,775.00 151,600.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 1,937,556.00 66,100.00 (c) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 38,106.00 1,300.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 1,665,945.00 145,650.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 2,381.00 300.00 (a) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 1,210,140.00 105,800.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 46,831.00 5,900.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 714,875.00 62,500.00 (c) N/A (c)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 2,640,000.00 8,000.00 (a) N/A (a)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 3,927,000.00 11,900.00 (a) N/A (c)
INFOSEEK CORP COMMON STOCKS 45678M10 9,907,664.00 320,896.00 (a) N/A (a)
INFOSEEK CORP COMMON STOCKS 45678M10 6,175.00 200.00 (a) N/A (b)
INFOSEEK CORP COMMON STOCKS 45678M10 15,438.00 500.00 (c) N/A (b)
INFOSPACE.COM COMMON STOCKS 45678T10 8,116,012.00 186,000.00 (a) N/A (a)
INFOSPACE.COM COMMON STOCKS 45678T10 411,250.00 10,000.00 (a) N/A (b)
INFOSPACE.COM COMMON STOCKS 45678T10 13,583,588.00 330,300.00 (a) N/A (c)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 37,610.00 677.00 (a) N/A (a)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 416,757.00 7,612.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 24,705.00 405.00 (c) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 6,021,818.00 109,500.00 (a) N/A (a)
INGERSOLL-RAND CO COMMON STOCKS 45686610 604,312.00 11,000.00 (a) N/A (b)
INGERSOLL-RAND CO COMMON STOCKS 45686610 18,607,331.00 338,700.00 (a) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 1,648.00 30.00 (c) N/A (b)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 2,734.00 90.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 24,342,032.00 210,303.00 (a) N/A (a)
INKTOMI CORP COMMON STOCKS 45727710 2,936,805.00 24,467.00 (a) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 23,163,484.00 193,500.00 (a) N/A (c)
INKTOMI CORP COMMON STOCKS 45727710 120,700.00 1,360.00 (c) N/A (c)
INPUT/OUTPUT INC COMMON STOCKS 45765210 6,625.00 1,000.00 (c) N/A (a)
INSIGHT ENTERPRISES INC COMMON STOCKS 45765U10 678,438.00 16,700.00 (c) N/A (c)
INPRISE CORP COMMON STOCKS 45766C10 4,094.00 1,000.00 (c) N/A (a)
INSO CORP COMMON STOCKS 45767410 1,080,000.00 135,000.00 (a) N/A (a)
INSO CORP COMMON STOCKS 45767410 360,000.00 45,000.00 (a) N/A (c)
INSIGHT COMMUNICATIONS CO INC COMMON STOCKS 45768V10 65,838.00 2,300.00 (a) N/A (b)
INNKEEPERS USA TRUST COMMON STOCKS 4576J010 296,406.00 36,200.00 (c) N/A (c)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 1,993,750.00 290,000.00 (a) N/A (a)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 13,750.00 2,000.00 (a) N/A (b)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 5,194,750.00 755,600.00 (a) N/A (c)
INSTRUMENTARIUM CORP ADR COMMON STOCKS 45780520 58,500.00 3,600.00 (a) N/A (a)
INTEGRATED HEALTH CARE PREFERREDS 45797420 - 869.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 136,300.00 4,700.00 (a) N/A (a)
INTEGRATED ELECTRICAL SERVICES INC COMMON STOCKS 45811E10 79.00 5.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 115,040,739.00 1,487,336.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 39,820,130.00 535,847.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 44,765,972.00 597,600.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 25,534,295.00 343,607.00 (c) N/A (a)
INTEL CORP COMMON STOCKS 45814010 13,731,018.00 184,774.00 (c) N/A (b)
INTEL CORP COMMON STOCKS 45814010 263,484.00 3,201.00 (c) N/A (c)
INTER ACT ELECTR WTS(144A) WARRANTS 45816F14 38.00 3,750.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 8,875.00 500.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 47,925.00 2,700.00 (a) N/A (b)
INTER-TEL INC COMMON STOCKS 45837210 213,000.00 12,000.00 (a) N/A (c)
INTERACTIVE PICTURES CORP COMMON STOCKS 45839N10 1,981,605.00 85,000.00 (a) N/A (a)
INTERACTIVE PICTURES CORP COMMON STOCKS 45839N10 4,300.00 200.00 (a) N/A (b)
INTERGROUP CORP COMMON STOCKS 45868510 30,756.00 2,812.00 (a) N/A (a)
INTERIM SERVICES INC COMMON STOCKS 45868P10 173,250.00 7,000.00 (a) N/A (a)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 2,145,675.00 2,440.00 (a) N/A (a)
INTERLEAF INC COMMON STOCKS 45872920 6,800,000.00 400,000.00 (a) N/A (c)
INTERMAGNETICS GENERAL CORP COMMON STOCKS 45877110 6.00 1.00 (c) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 1,026,551.00 26,448.64 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 54,649.00 1,408.00 (a) N/A (c)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 6,525.00 300.00 (c) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 79,910,416.00 696,646.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 28,948,040.00 239,240.00 (a) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 39,588,850.00 329,350.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 6,776,000.00 56,000.00 (c) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 3,913,866.00 32,346.00 (c) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 193,096.00 1,790.00 (c) N/A (c)
INTERNATIONAL FLAVORS & FRAGRANCES INC COMMON STOCKS 45950610 51,750.00 1,500.00 (a) N/A (a)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 245,000.00 14,000.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 10,500.00 600.00 (c) N/A (b)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 (89,377.00) (4,400.00) (a) N/A (a)
INTL MULTIFOODS CORP COMMON STOCKS 46004310 287,525.00 21,700.00 (c) N/A (c)
INTERNATIONAL NETWORK SERVICES COMMON STOCKS 46005310 57,762,780.00 1,062,304.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 800,363.00 14,300.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 48,062.00 1,000.00 (a) N/A (b)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 2,403.00 50.00 (c) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 162,412.00 1,680.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 238,000.00 1,400.00 (c) N/A (c)
INTERNET COMMERCE GROUP CL A COMMON STOCKS 46059F10 39,750.00 3,000.00 (c) N/A (b)
INTERNET INITIATIVE JAPAN ADR COMMON STOCKS 46059T10 204,837,644.00 2,107,600.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 5,059,755.00 88,800.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 768,955.00 18,698.00 (a) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 32,900.00 800.00 (c) N/A (b)
INTERPUBLIC GROUP CONV SUB NTS CONVERTIBLES 460690AJ 1,136,250.00 1,000.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 23,800.00 1,700.00 (a) N/A (a)
INTERNET.COM LLC COMMON STOCKS 46096710 560.00 40.00 (c) N/A (b)
INTERSTATE NATIONAL DEALER SERVICES INC COMMON STOCKS 46102P10 34,450.00 5,300.00 (c) N/A (b)
INTERWORLD CORP COMMON STOCKS 46114Q10 126,438.00 3,500.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 1,155,750.00 26,800.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 24,520,784.00 279,738.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 506,828.00 5,782.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 2,743,641.00 31,300.00 (a) N/A (c)
INTUIT INC COMMON STOCKS 46120210 177,942.00 2,030.00 (c) N/A (a)
INTUIT INC COMMON STOCKS 46120210 1,399,958.00 15,971.00 (c) N/A (b)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 (132,250.00) (4,600.00) (a) N/A (a)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 23,000.00 1,000.00 (c) N/A (b)
INVESTORS FINANCIAL SERVICES CORP COMMON STOCKS 46191510 89,375.00 2,600.00 (a) N/A (a)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 6,681,844.00 197,250.00 (a) N/A (a)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 352,300.00 10,400.00 (a) N/A (b)
IRON MOUNTAIN INC COMMON STOCKS 46284P10 3,748,269.00 110,650.00 (a) N/A (c)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 4,475.00 400.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 1,119.00 100.00 (a) N/A (b)
ISLE OF CAPRIS CASINOS INC COMMON STOCKS 46459210 262,824.00 19,929.00 (a) N/A (a)
ISLE OF CAPRI CASINO WTS WARRANTS 46459211 18,636.00 3,528.00 (a) N/A (a)
SAN PAOLO IMI SPA SPONSORED ADR COMMON STOCKS 46522410 520.00 20.00 (a) N/A (b)
ITALY FUND INC EQUITY FUNDS 46539510 72,812.00 5,000.00 (c) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 203,875.00 14,000.00 (c) N/A (b)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 20,925.00 200.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 97,656,000.00 500,800.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 1,267,500.00 6,500.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 25,350,000.00 130,000.00 (c) N/A (c)
IVAX CORP COMMON STOCKS 46582310 4,817,050.00 289,700.00 (a) N/A (a)
IVAX CORP COMMON STOCKS 46582310 14,585,050.00 881,700.00 (a) N/A (c)
IXOS SOFTWARE AG SPONSORED ADR COMMON STOCKS 46600V10 201,600.00 6,300.00 (a) N/A (c)
IXYS CORP-DEL COMMON STOCKS 46600W10 14,082.00 2,852.00 (a) N/A (a)
IXYS CORP-DEL COMMON STOCKS 46600W10 8,892.00 1,801.00 (a) N/A (b)
JB OXFORD HOLDINGS INC COMMON STOCKS 46610710 577.00 75.00 (c) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 24,783,796.00 203,336.00 (a) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 1,684,425.00 14,800.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 62,665,162.00 550,600.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 90,335.00 560.00 (c) N/A (c)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 3,908,055.00 334,379.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 87,072.00 7,450.00 (a) N/A (b)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 920,391.00 78,750.00 (a) N/A (c)
JLG INDUSTRIES COMMON STOCKS 46621010 317,166.00 19,900.00 (c) N/A (c)
J.SAINSBURY PLC SPONSORED ADR COMMON STOCKS 46624910 10,128.00 431.00 (a) N/A (a)
JBL CIRCUIT INC COMMON STOCKS 46631310 29,700.00 600.00 (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 167,573.00 8,100.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 2,298,437.00 111,100.00 (c) N/A (c)
JAPAN OTC EQUITY FUND INC CLOSED END FUNDS 47109110 1,783,751.00 150,999.00 (a) N/A (a)
JARDINE FLEMING INDIA FUND INC EQUITY FUNDS 47111210 3,525.00 400.00 (c) N/A (b)
JAZZTEL PLC-ADR COMMON STOCKS 47214R15 1,940,725.00 29,800.00 (a) N/A (a)
JAZZTEL PLC-ADR COMMON STOCKS 47214R15 618,688.00 9,500.00 (c) N/A (c)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 20,875.00 1,000.00 (c) N/A (b)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 358,600.00 16,300.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 1,135,875.00 17,800.00 (a) N/A (a)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 285,923.00 4,525.00 (a) N/A (b)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 94,781.00 1,500.00 (c) N/A (b)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 (57,146.00) (4,100.00) (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 61,125,192.00 661,432.30 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 27,860,726.00 303,246.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,232,562.00 24,300.00 (a) N/A (c)
JOHNSON & JOHNSON COMMON STOCKS 47816010 5,622,750.00 61,200.00 (c) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 4,908,422.00 53,425.00 (c) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 26,110.00 280.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 11,198,688.00 196,900.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 57.00 1.00 (c) N/A (c)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 2,202,250.00 76,600.00 (a) N/A (a)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 592,250.00 20,600.00 (a) N/A (b)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 143,750.00 5,000.00 (a) N/A (c)
JONES APPAREL GROUP INC COMMON STOCKS 48007410 5,750.00 200.00 (c) N/A (b)
JORDAN TELECOM PRODUCTS COMMON STOCKS 48076710 3,000.00 1,000.00 (a) N/A (a)
JORDAN TELECOM PIK PFD PREFERREDS 48076770 1,446,605.00 1,339.45 (a) N/A (a)
JOSTENS INC COMMON STOCKS 48108810 193,354.00 10,110.00 (a) N/A (b)
JOSTENS INC COMMON STOCKS 48108810 651,588.00 26,800.00 (c) N/A (c)
JUNIPER NETWORKS INC COMMON STOCKS 48203R10 36,412.00 200.00 (a) N/A (a)
JUNO LIGHTING INC COMMON STOCKS 48204720 90,152.00 7,552.00 (a) N/A (c)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 32,375.00 2,000.00 (a) N/A (a)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 324.00 20.00 (c) N/A (b)
KLA TENCOR CORP COMMON STOCKS 48248010 17,163,050.00 181,000.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 24,927,500.00 383,500.00 (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 37,233.00 3,700.00 (a) N/A (a)
K MART CORP COMMON STOCKS 48258410 5,844.00 500.00 (c) N/A (b)
KN ENERGY INC COMMON STOCKS 48262010 21,607.00 963.00 (a) N/A (b)
KAISER ALUMINUM CORP COMMON STOCKS 48300710 2,620,931.00 315,300.00 (a) N/A (c)
KAMAN CORP CL A COMMON STOCKS 48354810 97,850.00 7,600.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 733,875.00 57,000.00 (c) N/A (c)
KANEB PIPELINE PARTNERS LP COMMON STOCKS 48416910 28,875.00 1,000.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 1,694,786.00 36,447.00 (a) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 695,454.00 14,956.00 (a) N/A (b)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 271,095.00 5,830.00 (c) N/A (a)
KANSAS CITY SOUTHERN INDUSTRIES INC COMMON STOCKS 48517010 455,886.00 9,804.00 (c) N/A (b)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 3,468.00 12.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 7,514.00 26.00 (c) N/A (c)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 33,863.00 1,400.00 (a) N/A (a)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 1,446,442.00 59,800.00 (c) N/A (c)
KEANE INC COMMON STOCKS 48666510 (112,438.00) (3,500.00) (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,338,400.00 44,800.00 (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 13,657,356.00 457,150.00 (a) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,494.00 50.00 (c) N/A (b)
KELLOGG CO COMMON STOCKS 48783610 2,723,869.00 88,400.00 (a) N/A (a)
KELLOGG CO COMMON STOCKS 48783610 26,206.00 700.00 (c) N/A (b)
KEMPER DEFINED FDS UT INSD NAT COMMON STOCKS 48790444 207,439.00 22,115.00 (a) N/A (c)
KELLWOOD CO COMMON STOCKS 48804410 351,828.00 18,100.00 (c) N/A (c)
KEMET CORP COMMON STOCKS 48836010 1,393,838.00 43,600.00 (a) N/A (a)
KEMET CORP COMMON STOCKS 48836010 786,431.00 24,600.00 (a) N/A (c)
KEMPER NEW EUROPE FUND-M COMMON STOCKS 48841Y40 542,934.00 21,700.00 (a) N/A (a)
KEMPER TAX EXEMPT INSD INC FR COMMON STOCKS 48891549 99,160.00 100.00 (a) N/A (c)
KENNAMETAL INC COMMON STOCKS 48917010 41,400.00 1,600.00 (c) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 179,725.00 7,900.00 (a) N/A (a)
KENT ELECTONICS CORP COMMON STOCKS 49055310 1,467,375.00 64,500.00 (c) N/A (c)
KERR-MCGEE CORP COMMON STOCKS 49238610 725,283.00 13,172.00 (c) N/A (b)
KEY ENERGY WARRANT WARRANTS 49291412 166,250.00 6,650.00 (a) N/A (a)
KEY ENERGY WARRANT WARRANTS 49291412 60,000.00 2,400.00 (a) N/A (c)
KEY ENERGY WARRANT WARRANTS 49291412 18,750.00 750.00 (c) N/A (c)
KEYCORP COMMON STOCKS 49326710 35,400.00 1,600.00 (a) N/A (a)
KEYSPAN CORP COMMON STOCKS 49337W10 12,910.00 451.00 (a) N/A (b)
KEYSPAN CORP COMMON STOCKS 49337W10 1,431.00 50.00 (c) N/A (b)
KILROY REALTY CORP COMMON STOCKS 49427F10 22,375.00 1,000.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 44,750.00 2,000.00 (a) N/A (c)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 11,674,449.00 193,872.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 47,897.00 908.00 (a) N/A (b)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 1,107,328.00 20,992.00 (c) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 32,916.00 624.00 (c) N/A (b)
KIMCO REALTY CORP COMMON STOCKS 49446R10 345,525.00 10,200.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 139,425.00 3,900.00 (a) N/A (b)
KINGFISHER PLC SPONSORED ADR COMMON STOCKS 49572420 34,649.00 1,565.00 (a) N/A (a)
KINROSS GOLD CORP COMMON STOCKS 49690210 534,000.00 284,800.00 (c) N/A (c)
KNOLL INC COMMON STOCKS 49890410 18,593,791.00 691,862.00 (a) N/A (a)
KNOLL INC COMMON STOCKS 49890410 731,672.00 27,225.00 (a) N/A (b)
KNOLL INC COMMON STOCKS 49890410 7,310,914.00 272,034.00 (a) N/A (c)
KNOLL INC COMMON STOCKS 49890410 4,460,417.00 165,969.00 (c) N/A (a)
KNOLL INC COMMON STOCKS 49890410 683,028.00 25,415.00 (c) N/A (b)
KNIGHT RIDDER INC COMMON STOCKS 49904010 476,504.00 8,000.00 (a) N/A (a)
KNIGHT/TRIMARK GROUP INC CL A COMMON STOCKS 49906710 5,925.00 200.00 (c) N/A (a)
KNIGHT/TRIMARK GROUP INC CL A COMMON STOCKS 49906710 15,553.00 525.00 (c) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 866,238.00 13,100.00 (a) N/A (a)
KOHL'S CORP COMMON STOCKS 50025510 406,669.00 6,150.00 (a) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 105,800.00 1,600.00 (c) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 459,540.00 3,404.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 189,476.00 1,876.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 149,040.00 1,104.00 (a) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 26,730.00 198.00 (c) N/A (c)
KOOR INDUSTRIES LTD-ADR COMMON STOCKS 50050710 336,000.00 16,800.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 8,357,412.00 498,950.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 1,435,475.00 85,700.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 10,445,300.00 623,600.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 1,504,500.00 88,500.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 204,000.00 12,000.00 (a) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 11,188.00 895.00 (c) N/A (b)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 43,679,864.00 584,346.00 (a) N/A (a)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 9,216,675.00 123,300.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 7,343,440.00 98,240.00 (c) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 3,255,562.00 89,500.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 7,831,238.00 414,900.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 8,825.00 400.00 (a) N/A (b)
KROGER CO COMMON STOCKS 50104410 885,581.00 46,800.00 (a) N/A (c)
KROGER CO COMMON STOCKS 50104410 30,200.00 1,600.00 (c) N/A (c)
KROLL-O'GARA CO COMMON STOCKS 50105010 43,388.00 2,600.00 (a) N/A (a)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 899,562.00 37,000.00 (a) N/A (a)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 291,750.00 12,000.00 (a) N/A (c)
KULICKE & SOFFA INDUSTRIES COMMON STOCKS 50124210 672,495.00 15,800.00 (c) N/A (c)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 26,200.00 100.00 (a) N/A (a)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 52,400.00 200.00 (c) N/A (c)
LG&E ENERGY CORP COMMON STOCKS 50191710 12,750.00 600.00 (c) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 54,486,750.00 838,900.00 (a) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 1,518,400.00 29,200.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 35,278,000.00 675,800.00 (a) N/A (c)
LSI LOGIC CORP COMMON STOCKS 50216110 10,400.00 200.00 (c) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 10,766,250.00 159,500.00 (c) N/A (c)
LTX CORP COMMON STOCKS 50239210 205,312.00 15,000.00 (a) N/A (c)
LVMH MOET HENNESSY LOUIS COMMON STOCKS 50244120 239,544.00 3,992.40 (a) N/A (a)
LABRANCHE & CO INC COMMON STOCKS 50544710 161,100.00 14,400.00 (a) N/A (a)
LABRANCHE & CO INC COMMON STOCKS 50544710 2,641,369.00 236,100.00 (a) N/A (c)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 1,489,950.00 30,100.00 (a) N/A (a)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 4,950.00 100.00 (a) N/A (c)
LAMAR ADVERTISING CO COMMON STOCKS 51281510 34,650.00 700.00 (c) N/A (b)
LAMONTS APPAREL INC- 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 31,237.00 347,074.00 (a) N/A (a)
LAMONTS APPAREL INC. WARRENT WARRANTS 51362898 - 205,945.00 (a) N/A (a)
LANCE INC COMMON STOCKS 51460610 9,000.00 900.00 (a) N/A (a)
LANDAMERICA FINANCIAL GROUP COMMON STOCKS 51493610 314,212.00 17,100.00 (c) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 3,125,693.00 89,948.00 (a) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 402,442.00 9,400.00 (c) N/A (c)
LASON INC COMMON STOCKS 51808R10 16,813,308.00 377,562.00 (a) N/A (a)
LASON INC COMMON STOCKS 51808R10 71,250.00 1,600.00 (a) N/A (b)
LASON INC COMMON STOCKS 51808R10 1,905,938.00 42,800.00 (a) N/A (c)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 126,250.00 10,000.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,050,032.00 22,600.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 523,438.00 13,400.00 (a) N/A (b)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 93,750.00 2,400.00 (c) N/A (b)
LEAP WIRELESS INTERNATIONAL INC COMMON STOCKS 52186310 5,875.00 250.00 (a) N/A (b)
LEAR CORPORATION COMMON STOCKS 52186510 (28,800.00) (900.00) (a) N/A (a)
LEARNING TREE INTERNATIONAL INC COMMON STOCKS 52201510 6,625.00 400.00 (c) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 57,488.00 2,100.00 (a) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 481,800.00 17,600.00 (a) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 82,125.00 3,000.00 (c) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 6,844.00 250.00 (c) N/A (b)
LEGAL & GENERAL GROUP SPON ADR COMMON STOCKS 52463H10 16,284.00 1,200.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 25,276,354.00 579,816.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 985,219.00 22,600.00 (a) N/A (b)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 16,914,375.00 388,000.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 5,926,099.00 77,880.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 11,675.00 200.00 (a) N/A (b)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 18,152,900.00 310,700.00 (a) N/A (c)
LEHMAN BRO HLDGS 5.00% CNV PFD PREFERREDS 52490850 4,706,052.00 172,250.00 (a) N/A (a)
LEHMAN BRO HLDGS 5.00% CNV PFD PREFERREDS 52490850 66,936.00 2,450.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 4,013,987.00 251,858.00 (a) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 337,875.00 21,200.00 (a) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 1,673,724.00 105,018.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 189,592.00 11,896.00 (c) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 156,188.00 9,800.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 358,594.00 22,500.00 (c) N/A (c)
LEUKOSITE INC COMMON STOCKS 52728R10 3,158,075.00 156,923.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 6,488,124.00 119,308.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 10,444.00 200.00 (c) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 12,287,100.00 140,200.00 (a) N/A (a)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 1,022,350.00 12,700.00 (a) N/A (b)
LEXMARK HOLDING INC CL-A COMMON STOCKS 52977110 7,381,850.00 91,700.00 (a) N/A (c)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 6,000.00 60,000.00 (a) N/A (a)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 30,000.00 300,000.00 (a) N/A (c)
LIBERTY DIGITAL INC CL A COMMON STOCKS 53043610 363,675.00 15,600.00 (a) N/A (b)
LIBERTY DIGITAL INC CL A COMMON STOCKS 53043610 50,005.00 2,145.00 (c) N/A (b)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 24.00 2.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 17.00 2.00 (c) N/A (b)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 1,210.00 94.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 78,507,183.00 1,183,901.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 2,674,565.00 41,668.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 12,309,012.00 191,100.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 2,455,172.00 38,250.00 (c) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 430,056.00 6,700.00 (c) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 26,127,850.00 392,900.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 333,510.00 7,700.00 (a) N/A (a)
LIMITED INC COMMON STOCKS 53271610 191,250.00 5,000.00 (a) N/A (b)
ING BK (LAND & HOUSE PLC) WT WARRANTS 5327287 3.00 8,877.00 (c) N/A (c)
LINCARE HOLDINGS INC COMMON STOCKS 53279110 (31,219.00) (900.00) (a) N/A (a)
JEWEL RECOVERY L.P. COMMON STOCKS 532999BW - 1,674,299.22 (a) N/A (a)
LINCOLN NATIONAL CONVERTIBLE SECURITIES EQUITY FUNDS 53418310 23,088.00 1,664.00 (a) N/A (b)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 848,000.00 21,200.00 (a) N/A (a)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 3,756.00 100.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 3,149,790.00 44,300.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 458,494.00 7,800.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 799,425.00 13,600.00 (c) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 2,055,375.00 60,900.00 (a) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 158,625.00 4,700.00 (a) N/A (b)
LINENS 'N THINGS INC COMMON STOCKS 53567910 5,190,750.00 153,800.00 (a) N/A (c)
LIPOSOME COMPANY COMMON STOCKS 53631010 761.00 100.00 (c) N/A (b)
LIPOSOME COMPANY COMMON STOCKS 53631010 2,534,563.00 207,700.00 (c) N/A (c)
LIQUID AUDIO INC COMMON STOCKS 53631T10 6,623,000.00 179,000.00 (a) N/A (a)
LIQUID AUDIO INC COMMON STOCKS 53631T10 414,400.00 11,200.00 (a) N/A (b)
LIQUID AUDIO INC COMMON STOCKS 53631T10 18,862,600.00 509,800.00 (a) N/A (c)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 93,075.00 1,700.00 (a) N/A (a)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 5,606,400.00 102,400.00 (a) N/A (c)
LIZ CLAIBORNE INC COMMON STOCKS 53932010 1,584,100.00 51,100.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 121,673,125.00 5,562,200.00 (a) N/A (a)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 620,082.00 18,970.00 (a) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 2,200,625.00 100,600.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 46,907.00 1,435.00 (c) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 42,840,000.00 1,958,400.00 (c) N/A (c)
LOEWS CORP COMMON STOCKS 54042410 7,622,413.00 125,600.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 893,136.00 12,725.00 (a) N/A (b)
LOWES CORP SUB NOTE EXCH INTO SHS CONVERTIBLES 540424AL 17,000.00 20,000.00 (a) N/A (b)
LOG ON AMERICA INC COMMON STOCKS 54047310 199,969.00 9,875.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 20,250.00 1,000.00 (a) N/A (c)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 24,000.00 1,200.00 (a) N/A (b)
LONGS DRUG STORES INC COMMON STOCKS 54316210 10,325.00 400.00 (a) N/A (a)
LOOKSMART LTD COMMON STOCKS 54344210 11,906.00 500.00 (a) N/A (a)
LOUISIANA PACIFIC CORP COMMON STOCKS 54634710 7,812.00 500.00 (a) N/A (b)
LOWES COMPANIES COMMON STOCKS 54866110 2,366,100.00 39,600.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 19,500.00 400.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 93,411,920.00 1,298,898.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 15,430,194.00 237,845.00 (a) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 14,770,864.00 226,019.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,860,728.00 44,096.00 (c) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 1,775,110.00 27,362.00 (c) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 14,751,750.00 196,690.00 (c) N/A (c)
LUMISYS CORP COMMON STOCKS 55027410 499.00 190.00 (c) N/A (b)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 28,594.00 1,500.00 (a) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 611,906.00 32,100.00 (a) N/A (c)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 305,000.00 16,000.00 (c) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 162,031.00 8,500.00 (c) N/A (b)
LYCOS INC COMMON STOCKS 55081810 603,884.00 8,700.00 (a) N/A (a)
LYCOS INC COMMON STOCKS 55081810 2,387,053.00 47,622.00 (a) N/A (b)
LYCOS INC COMMON STOCKS 55081810 240,600.00 4,800.00 (c) N/A (a)
M & T CORP COMMON STOCKS 55261F10 22,950.00 50.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 191,910.00 4,700.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 6,574,125.00 141,000.00 (a) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 1,815,230.00 66,675.00 (a) N/A (a)
MBNA CORPORATION COMMON STOCKS 55262L10 79,844.00 3,500.00 (a) N/A (b)
MDC HOLDINGS INC COMMON STOCKS 55267610 337,292.00 21,500.00 (c) N/A (c)
MCN CORP COMMON STOCKS 55267J10 225,844.00 13,140.00 (a) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 236,648,893.00 4,024,700.00 (a) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 14,621,747.00 203,433.00 (a) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 18,018,905.00 274,450.00 (a) N/A (c)
MCI WORLDCOM INC COMMON STOCKS 55268B10 452,812.00 6,300.00 (c) N/A (a)
MCI WORLDCOM INC COMMON STOCKS 55268B10 2,148,847.00 29,897.00 (c) N/A (b)
MCI WORLDCOM INC COMMON STOCKS 55268B10 39,469,321.00 743,820.00 (c) N/A (c)
MCI WORLDCOM .25 CNV PFD PREFERREDS 55268B20 6,670,690.00 130,000.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 3,886,292.00 82,300.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 945,450.00 19,800.00 (a) N/A (b)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 18,006,525.00 377,100.00 (a) N/A (c)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 152,800.00 3,200.00 (c) N/A (b)
M/A/R/C INC COMMON STOCKS 55291410 2,825.00 200.00 (c) N/A (b)
MMC NETWORKS INC COMMON STOCKS 55308N10 19,025,248.00 610,028.00 (a) N/A (a)
MMC NETWORKS INC COMMON STOCKS 55308N10 96,681.00 3,100.00 (a) N/A (b)
MMC NETWORKS INC COMMON STOCKS 55308N10 1,032,306.00 33,100.00 (a) N/A (c)
M.S. CARRIERS INC COMMON STOCKS 55353310 2,046,336.00 85,264.00 (a) N/A (c)
MACDERMID INC COMMON STOCKS 55427310 275,906.00 8,100.00 (a) N/A (c)
MACROMEDIA INC. COMMON STOCKS 55610010 (80,438.00) (1,100.00) (a) N/A (a)
MACROMEDIA INC. COMMON STOCKS 55610010 20,438.00 500.00 (c) N/A (b)
MAGAININ PHARMACEUTICALS INC COMMON STOCKS 55903610 53.00 50.00 (c) N/A (b)
MAGNA INTL INC CONV CONVERTIBLES 559222AG 1,705,000.00 2,000.00 (a) N/A (a)
MAGYAR TAVKOZLESI RT SPONSORED ADR COMMON STOCKS 55977610 4,769.00 175.00 (a) N/A (b)
MAIL-WELL INC COMMON STOCKS 56032120 120,712.00 8,700.00 (a) N/A (b)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 431,433.00 31,958.00 (a) N/A (a)
MAINE PUBLIC SERVICE CO COMMON STOCKS 56048310 720.00 40.00 (a) N/A (b)
MALLINCKRODT INC COMMON STOCKS 56123210 73,205.00 2,425.00 (a) N/A (a)
MANITOWOC CO INC COMMON STOCKS 56357110 758,200.00 22,300.00 (c) N/A (c)
MANOR CARE INC COMMON STOCKS 56405510 335,392.00 20,962.00 (a) N/A (a)
MANOR CARE INC COMMON STOCKS 56405510 416,000.00 26,000.00 (a) N/A (c)
MANPOWER INC COMMON STOCKS 56418H10 4,092,529.00 138,298.00 (a) N/A (a)
MANPOWER INC COMMON STOCKS 56418H10 1,441,688.00 49,500.00 (a) N/A (b)
MANPOWER INC COMMON STOCKS 56418H10 1,320,236.00 45,330.00 (a) N/A (c)
MANPOWER INC COMMON STOCKS 56418H10 1,384,894.00 47,550.00 (c) N/A (a)
MANPOWER INC COMMON STOCKS 56418H10 352,995.00 12,120.00 (c) N/A (b)
MARCONI PLC - UNSPONSORED ADR COMMON STOCKS 56630610 370,125.00 21,000.00 (a) N/A (a)
MARIMBA INC COMMON STOCKS 56781Q10 29,875.00 1,000.00 (a) N/A (b)
MARINE TRANSPORT CORP COMMON STOCKS 56791210 1,470.00 490.00 (c) N/A (b)
MARITRANS INC COMMON STOCKS 57036310 2,562.00 500.00 (c) N/A (a)
MARK IV INDUSTRIES INC COMMON STOCKS 57038710 689,832.00 39,000.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 896,985.00 12,539.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 444,908.00 6,495.00 (a) N/A (b)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 1,262,520.00 40,000.00 (a) N/A (a)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 25,566.00 810.00 (c) N/A (c)
A WTS-MARVEL ENTERPRISES INC @ 02 WARRANTS 57383M12 4.00 6.00 (c) N/A (b)
C WTS-MARVEL ENTERPRISES INC @ 08.50 WARRANTS 57383M14 3.00 10.00 (c) N/A (b)
MASCO CORP COMMON STOCKS 57459910 20,300.00 800.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 706,800.00 22,800.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 609,000.00 24,000.00 (a) N/A (c)
MASCOTECH INC CONV SUB DEB CONVERTIBLES 574670AB 20,062.00 25,000.00 (a) N/A (b)
MASTEC INC COMMON STOCKS 57632310 147.00 5.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 12,179,304.00 641,016.00 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 2,107,385.00 110,915.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 12,169,804.00 640,516.00 (c) N/A (a)
MATTEL INC COMMON STOCKS 57708110 2,169,629.00 114,191.00 (c) N/A (b)
MATTHEWS STUDIO EQUIPMENT GROUP COMMON STOCKS 57714010 5,000.00 1,000.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 89,571,594.00 1,439,524.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 1,324,969.00 21,000.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 59,043,131.00 935,800.00 (a) N/A (c)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 2,010,623.00 57,557.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 16,704,020.00 458,576.00 (a) N/A (c)
MAXAGER TECHNOLOGY SER B PFD PREFERREDS 57790090 147,500.00 125,000.00 (a) N/A (a)
MAXICARE HEALTH PLANS INC COMMON STOCKS 57790420 6.00 2.00 (a) N/A (a)
MAXIMUS INC. COMMON STOCKS 57793310 376,712.00 11,100.00 (c) N/A (c)
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 29,750.00 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 458,135.00 50,550.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 1,486,337.00 87,100.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 15,135,146.00 357,558.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 4,021,688.00 92,987.00 (a) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 7,661,011.00 178,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 2,339,825.00 54,100.00 (c) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 1,280,200.00 29,600.00 (c) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 288,988.00 5,700.00 (a) N/A (a)
MCGRAW HILL INC COMMON STOCKS 58064510 309,600.00 6,400.00 (a) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 14,512.00 300.00 (c) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 954,925.00 41,950.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 14,500.00 500.00 (a) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 94,500.00 4,200.00 (a) N/A (c)
MCLEOD INC COMMON STOCKS 58226610 78,657,940.00 1,827,208.00 (a) N/A (a)
MCLEOD INC COMMON STOCKS 58226610 63,844.00 1,500.00 (a) N/A (b)
MCLEOD INC COMMON STOCKS 58226610 30,708,844.00 721,500.00 (a) N/A (c)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 6,686.00 311.00 (a) N/A (a)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 2,408.00 112.00 (c) N/A (b)
MEAD CORP COMMON STOCKS 58283410 52,126.00 1,200.00 (a) N/A (a)
MEADOWBROOK INSURANCE GROUP INC COMMON STOCKS 58319P10 8,719.00 750.00 (a) N/A (b)
MECH FINANCIAL INC COMMON STOCKS 58349210 16,500.00 500.00 (c) N/A (b)
MEDALLION FINANCIAL CORP COMMON STOCKS 58392810 4,050.00 200.00 (c) N/A (b)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 1,352,000.00 26,000.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 30,412,691.00 422,826.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 5,447,239.00 79,740.00 (a) N/A (b)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 11,046,131.00 161,700.00 (a) N/A (c)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 1,640,866.00 24,020.00 (c) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 1,288,715.00 18,865.00 (c) N/A (b)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 721,375.00 14,500.00 (a) N/A (a)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 3,139,225.00 63,100.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CORP CL A COMMON STOCKS 58469030 940.00 33.00 (c) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 74,473,344.00 696,736.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,368,381.00 33,800.00 (a) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 9,966.00 100.00 (c) N/A (b)
MEDQUIST INC COMMON STOCKS 58494910 16,719.00 500.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 755,756.00 133,489.00 (a) N/A (a)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 44,863.00 5,278.00 (a) N/A (b)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 45,320.00 8,240.00 (c) N/A (c)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,660,000.00 2,000.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 72,655,994.00 2,003,144.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 6,032,645.00 169,635.00 (a) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 1,968,382.00 54,702.40 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 92,462.00 2,600.00 (c) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 2,684,400.00 75,484.00 (c) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 19,122,662.00 524,800.00 (c) N/A (c)
MEGO FINANCIAL CORP COMMON STOCKS 58516230 116.00 32.67 (a) N/A (b)
MELLON BANK CORP COMMON STOCKS 58550910 71,398,585.00 2,123,378.00 (a) N/A (a)
MELLON BANK CORP COMMON STOCKS 58550910 3,239,298.00 96,336.00 (a) N/A (b)
MELLON BANK CORP COMMON STOCKS 58550910 29,755,906.00 884,934.00 (c) N/A (a)
MELLON BANK CORP COMMON STOCKS 58550910 7,074,431.00 210,392.00 (c) N/A (b)
MELLON BANK CORP COMMON STOCKS 58550910 3,362,500.00 100,000.00 (c) N/A (c)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 5,313,828.00 156,000.00 (a) N/A (a)
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 27,844.00 900.00 (c) N/A (b)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 6,764.00 178.00 (a) N/A (a)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 124,488.00 3,276.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 86,954,231.00 1,302,322.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 11,962,638.00 184,573.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 5,217,126.00 78,872.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 10,410,184.00 160,620.00 (c) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 3,251,514.00 50,168.00 (c) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 8,929,957.00 132,910.00 (c) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 9,556,452.00 145,600.00 (a) N/A (a)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 12,912.00 200.00 (a) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 34,276,231.00 530,900.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 1,575,895.00 14,600.00 (c) N/A (c)
MEREDITH CORP COMMON STOCKS 58943310 18,156.00 500.00 (c) N/A (b)
MERISEL INC COMMON STOCKS 58984910 130.00 80.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 1,538.00 100.00 (c) N/A (b)
MERISTAR HOSPITALITY CORP COMMON STOCKS 58984Y10 300,800.00 18,800.00 (c) N/A (c)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 81,412.00 3,900.00 (a) N/A (a)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 4,995,388.00 239,300.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 13,583,790.00 168,000.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,374,450.00 20,400.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 1,906,998.00 23,100.00 (a) N/A (c)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 3,362,012.00 49,900.00 (c) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 168,438.00 2,500.00 (c) N/A (b)
MERRILL LYNCH CNV PFD 6.250% PREFERREDS 59018875 1,843,560.00 108,000.00 (a) N/A (a)
MERRILL LYNCH .25% CONV (TWX) CONVERTIBLES 590188JV 4,825,000.00 5,000.00 (a) N/A (a)
MET-PRO CORP COMMON STOCKS 59087630 2,816.00 262.00 (c) N/A (b)
METACREATIONS CORP COMMON STOCKS 59101610 10,863,675.00 1,264,100.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 101,409.00 11,800.00 (a) N/A (c)
METACREATIONS CORP COMMON STOCKS 59101610 1,135,267.00 132,100.00 (c) N/A (c)
METALS USA INC COMMON STOCKS 59132410 59,088.00 5,800.00 (a) N/A (a)
METALS USA INC COMMON STOCKS 59132410 3,378,175.00 331,600.00 (a) N/A (c)
METRICOM INC COMMON STOCKS 59159610 235,875.00 3,000.00 (a) N/A (a)
METRICOM INC COMMON STOCKS 59159610 2,275.00 100.00 (c) N/A (b)
METRICOM INC COMMON STOCKS 59159610 2,170,050.00 27,600.00 (c) N/A (c)
METRIS COMPANIES INC COMMON STOCKS 59159810 107,064.00 3,000.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC CL A COMMON STOCKS 59168910 44,100.00 1,800.00 (a) N/A (b)
METROMEDIA FIBER NETWORK INC CL A COMMON STOCKS 59168910 66,248.00 2,704.00 (c) N/A (b)
MEXICO EQUITY & INCOME FUND EQUITY FUNDS 59283410 8,100.00 1,200.00 (a) N/A (b)
MEXICO FUND INC EQUITY FUNDS 59283510 22,300.00 1,600.00 (a) N/A (b)
MICREL INC COMMON STOCKS 59479310 2,246,825.00 51,800.00 (a) N/A (a)
MICREL INC COMMON STOCKS 59479310 1,275,225.00 29,400.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 343,203,907.00 3,152,306.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 54,325,636.00 599,869.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 42,440,162.00 443,500.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 20,821,224.00 229,910.00 (c) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 10,053,886.00 111,016.00 (c) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 48,960,397.00 419,361.00 (c) N/A (c)
MICROAGE INC COMMON STOCKS 59492810 8,625.00 4,000.00 (a) N/A (b)
MICROVISION INC COMMON STOCKS 59496010 8,025.00 600.00 (c) N/A (b)
MICRO THERAPEUTICS INC COMMON STOCKS 59500W10 5,509,719.00 479,106.00 (a) N/A (a)
MICROCHIP TECHNOLOGIES INC. COMMON STOCKS 59501710 6,809,581.00 99,500.00 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 1,188,529.00 36,152.97 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 320,761.00 9,757.00 (a) N/A (c)
MICROMUSE INC COMMON STOCKS 59509410 7,972,076.00 124,079.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 62,414,062.00 798,900.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 914,062.00 11,700.00 (a) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 17,125,000.00 219,200.00 (c) N/A (c)
MICRON TECHNOLOGY CVT 7.0% CONVERTIBLES 595112AB 1,673,750.00 1,300.00 (a) N/A (a)
MID-AMERICA APARTMENT COMMUNITIES INC COMMON STOCKS 59522J10 47,300.00 2,200.00 (a) N/A (b)
MID-AMERICA APARTMENT COMMUNITIES INC COMMON STOCKS 59522J10 8,600.00 400.00 (c) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 43,271.00 4,300.00 (a) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 20,126.00 2,000.00 (a) N/A (c)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 1,028,706.00 115,100.00 (a) N/A (a)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 97,419.00 10,900.00 (a) N/A (c)
MIDAS INC COMMON STOCKS 59562610 13,736.00 666.00 (a) N/A (b)
MIDAS INC COMMON STOCKS 59562610 275,625.00 12,600.00 (c) N/A (c)
S & P MID CAP 400 DEPOSITORY RECEIPTS COMMON STOCKS 59563510 43,088.00 600.00 (a) N/A (b)
MIDWAY GAMES INC COMMON STOCKS 59814810 4,468,275.00 283,700.00 (a) N/A (c)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 1,694,745.00 26,073.00 (a) N/A (a)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 3,888,775.00 196,900.00 (a) N/A (a)
MILLER [HERMAN] INC COMMON STOCKS 60054410 2,391.00 100.00 (a) N/A (c)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 5,845.00 167.00 (a) N/A (a)
MINEBEA CO LTD SPON ADR COMMON STOCKS 60272530 26,775.00 765.00 (c) N/A (c)
MINERALS TECHNOLOGIES INC COMMON STOCKS 60315810 14,569.00 300.00 (a) N/A (b)
MINIMED INC COMMON STOCKS 60365K10 21,156,369.00 215,332.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 20,612,850.00 209,800.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 4,239,762.00 43,543.00 (a) N/A (a)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 48,031.00 500.00 (a) N/A (b)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 10,672,544.00 111,100.00 (a) N/A (c)
MIRAVANT MEDICAL TECHNOLOGIES COMMON STOCKS 60469010 405.00 40.00 (c) N/A (b)
MISSION WEST PROPERTIES INC COMMON STOCKS 60520310 2,377,569.00 281,786.00 (a) N/A (c)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 87,631.00 20,030.00 (a) N/A (a)
MOBIUS MANAGEMENT SYSTEMS INC COMMON STOCKS 60692510 23,901.00 5,463.00 (a) N/A (b)
MOBIL CORP COMMON STOCKS 60705910 6,295,263.00 62,484.00 (a) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 5,255,120.00 52,160.00 (a) N/A (b)
MOBIL CORP COMMON STOCKS 60705910 880,152.00 8,736.00 (c) N/A (a)
MOBIL CORP COMMON STOCKS 60705910 1,482,032.00 14,710.00 (c) N/A (b)
MODERN TIMES GROUP SPONSORED ADR COMMON STOCKS 60769810 14,040.00 90.00 (a) N/A (b)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 328,020.00 15,620.00 (a) N/A (a)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 23,100.00 1,100.00 (a) N/A (c)
MOLECULAR BIOSYSTEMS INC COMMON STOCKS 60851310 175.00 100.00 (c) N/A (b)
MOLEX INC COMMON STOCKS 60855410 90,938.00 2,500.00 (a) N/A (a)
MOLEX INC CL A COMMON STOCKS 60855420 67,081.00 2,072.00 (a) N/A (a)
MONACO COACH CORP COMMON STOCKS 60886R10 319,538.00 12,500.00 (c) N/A (c)
ROBERT MONDAVI CORP CL A COMMON STOCKS 60920010 15,025.00 400.00 (c) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 124,195,208.00 3,503,700.00 (a) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 3,466,184.00 97,126.00 (a) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 1,934,915.00 54,600.00 (a) N/A (c)
MONSANTO CO COMMON STOCKS 61166210 1,100,959.00 30,850.00 (c) N/A (a)
MONSANTO CO COMMON STOCKS 61166210 1,488,204.00 41,701.00 (c) N/A (b)
MONSANTO CO COMMON STOCKS 61166210 40,955,697.00 1,155,700.00 (c) N/A (c)
MONSANTO CO 6.50% CNV PFD PREFERREDS 61166230 3,346,950.00 101,040.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 54,094.00 1,500.00 (a) N/A (c)
BANK DAGANG NASIONAL WT (FGN) WARRANTS 6146339 - 1,903,000.00 (a) N/A (a)
BANK DAGANG NASIONAL WT (FGN) WARRANTS 6146339 - 400.00 (a) N/A (c)
THE MONY GROUP INC COMMON STOCKS 61533710 144,375.00 5,000.00 (a) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 8,662.00 300.00 (a) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 28,875.00 1,000.00 (c) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 294,799.00 10,100.00 (c) N/A (c)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 140,499.00 301,550.00 (a) N/A (a)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 384,385.00 825,000.00 (a) N/A (c)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 1,584,598.00 3,401,000.00 (c) N/A (c)
MORGAN J. P. COMMON STOCKS 61688010 30,775,364.00 243,308.00 (a) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 948,618.00 8,303.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 2,253,925.00 17,800.00 (a) N/A (c)
MORGAN J. P. COMMON STOCKS 61688010 173,203.00 1,516.00 (c) N/A (b)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 18,378,841.00 126,952.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61698810 25,312.00 1,500.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 29,624,188.00 207,600.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 53,423.00 599.00 (a) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 69,566.00 780.00 (c) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 9,811.00 110.00 (c) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 6,558,750.00 397,500.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 1,650.00 100.00 (a) N/A (c)
MORGAN STANLEY DEAN WITTER HIGH INCOME EQUITY FUNDS 61745P20 8,500.00 2,000.00 (a) N/A (b)
YTL CORP BERHAD WTS WARRANTS 6175128 406,853.00 606,291.00 (c) N/A (c)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 79,693.00 10,200.00 (a) N/A (a)
MORRISON KNUDSEN CORP COMMON STOCKS 61844A10 611,758.00 78,300.00 (c) N/A (c)
MORRISON MANAGEMENT SPECIALISTS INC COMMON STOCKS 61845910 2,099,250.00 93,300.00 (a) N/A (c)
MOTELS OF AMERICA 144A COMMON STOCKS 61975110 13,500.00 750.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 11,658,519.00 79,175.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 686,664.00 7,803.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 2,076,225.00 14,100.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 6,160.00 70.00 (c) N/A (b)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 221,125.00 6,100.00 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 1,486,250.00 41,000.00 (c) N/A (c)
MULTEX.COM INC COMMON STOCKS 62536710 1,216,350.00 95,400.00 (a) N/A (a)
MULTEX.COM INC COMMON STOCKS 62536710 354,450.00 27,800.00 (a) N/A (c)
MULTIGRAPHICS INC. COMMON STOCKS 62544010 580,552.00 516,046.00 (a) N/A (a)
MUNIYIELD INSURED FUND INC CLOSED END FUNDS 62630E10 236,260.00 20,000.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 254,580.00 4,709.00 (a) N/A (b)
MUSICLAND STORES CORP COMMON STOCKS 62758B10 59,066.00 7,000.00 (a) N/A (a)
MUSICLAND STORES CORP COMMON STOCKS 62758B10 521,468.00 61,800.00 (c) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 94,676,654.00 3,758,800.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 22,050.00 1,200.00 (a) N/A (b)
MYLAN LABS INC COMMON STOCKS 62853010 1,546,543.00 61,400.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 27,925,936.00 1,108,700.00 (c) N/A (c)
NABI INC COMMON STOCKS 62871610 330,651.00 63,740.00 (a) N/A (a)
NBTY INC COMMON STOCKS 62878210 1,144.00 150.00 (c) N/A (b)
NCR CORP COMMON STOCKS 62886E10 8,074.00 241.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 14,845.00 449.00 (a) N/A (b)
NCR CORP COMMON STOCKS 62886E10 11,109.00 336.00 (c) N/A (a)
NCR CORP COMMON STOCKS 62886E10 16,961.00 513.00 (c) N/A (b)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 5,972.00 49.00 (a) N/A (a)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 25,838.00 212.00 (c) N/A (c)
NPC INTERNATIONAL INC COMMON STOCKS 62936030 1,248,750.00 111,000.00 (a) N/A (a)
NPC INTERNATIONAL INC COMMON STOCKS 62936030 722,250.00 64,200.00 (a) N/A (c)
NTL INC. COMMON STOCKS 62940710 8,584,097.00 79,400.00 (a) N/A (a)
NTL INC. COMMON STOCKS 62940710 1,541,920.00 16,046.00 (a) N/A (b)
NTL INC. COMMON STOCKS 62940710 1,739,297.00 18,100.00 (a) N/A (c)
NTL INC. COMMON STOCKS 62940710 3,296,016.00 34,300.00 (c) N/A (a)
NTL INC. COMMON STOCKS 62940710 675,251.00 7,027.00 (c) N/A (b)
NTL INC. COMMON STOCKS 62940710 29,940.00 240.00 (c) N/A (c)
NTL INC.13% PFD PREFERREDS 62940750 10,268.00 9.25 (a) N/A (a)
NTL INC.13% PFD PREFERREDS 629407503 567.00 0.51 (a) N/A (a)
NVR INC COMMON STOCKS 62944T10 453,625.00 9,500.00 (c) N/A (c)
NABISCO HOLDING CORP CL A COMMON STOCKS 62952610 532,350.00 16,900.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 65,744,312.00 6,187,700.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 1,387,625.00 130,600.00 (a) N/A (c)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 2,955.00 197.00 (c) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 20,058,938.00 1,887,900.00 (c) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 8,502,500.00 340,100.00 (a) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 302,500.00 12,100.00 (a) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 31,925,000.00 1,277,000.00 (a) N/A (c)
NACCO INDS INC CL A COMMON STOCKS 62957910 122,239.00 2,200.00 (a) N/A (a)
NACCO INDS INC CL A COMMON STOCKS 62957910 322,265.00 5,800.00 (c) N/A (c)
NAMIBIAN MINERALS CORP COMMON STOCKS 62991310 5,074.00 1,000.00 (c) N/A (b)
NASHUA CORP COMMON STOCKS 63122610 375,000.00 50,000.00 (a) N/A (a)
NASHUA CORP COMMON STOCKS 63122610 5,250.00 700.00 (a) N/A (c)
NATIONAL BANK OF GREECE ADR COMMON STOCKS 63364340 5,471,815.00 389,093.00 (a) N/A (a)
NATIONAL BANK OF GREECE ADR COMMON STOCKS 63364340 2,397,742.00 170,500.00 (a) N/A (c)
NATIONAL CITY CORP COMMON STOCKS 63540510 1,475,762.00 62,300.00 (a) N/A (a)
NATIONAL DATA CORP COMMON STOCKS 63562110 (20,363.00) (600.00) (a) N/A (a)
NATIONAL DISCOUNT BROKERS GROUP INC COMMON STOCKS 63564610 80,634.00 3,050.00 (c) N/A (b)
NATIONAL FUEL GAS COMMON STOCKS 63618010 (23,250.00) (500.00) (a) N/A (a)
NATIONAL HEALTH INVESTORS INC. COMMON STOCKS 63633D10 276,675.00 18,600.00 (c) N/A (c)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 10,869,970.00 307,550.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 36,483,515.00 1,032,248.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 8,219.00 500.00 (c) N/A (b)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 6,195,041.00 144,700.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 15,281.00 500.00 (c) N/A (b)
NATIONAL SVC INDS INC COMMON STOCKS 63765710 47,200.00 1,600.00 (a) N/A (a)
NATIONAL WESTERN LIFE INSURANCE CO CL A COMMON STOCKS 63852210 2,093,325.00 24,700.00 (a) N/A (c)
NATL WESTMINSTER BK PLC ADR COMMON STOCKS 63853940 83,625.00 647.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICES INC COMMON STOCKS 63861210 63,675.00 1,800.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICES INC COMMON STOCKS 63861210 152,112.00 4,300.00 (a) N/A (b)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 389,538.00 28,330.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 319,000.00 23,200.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 328,625.00 23,900.00 (c) N/A (c)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 1,211,288.00 87,300.00 (a) N/A (a)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 277,500.00 20,000.00 (a) N/A (c)
NATURE'S SUNSHINE PRODUCTS INC COMMON STOCKS 63902710 35,157.00 3,713.00 (c) N/A (b)
NAVARRE CORP COMMON STOCKS 63920810 969.00 100.00 (c) N/A (b)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 3,218,200.00 69,200.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 641,700.00 13,800.00 (a) N/A (b)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 14,735,850.00 316,900.00 (a) N/A (c)
NEIMAN MARCUS GROUP - CL B COMMON STOCKS 64020430 2,694.00 100.00 (a) N/A (a)
NEOPATH INC COMMON STOCKS 64051710 4,812.00 1,000.00 (a) N/A (a)
NEOWARE SYSTEMS INC COMMON STOCKS 64065P10 2,250.00 2,000.00 (c) N/A (b)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 6,459,662.00 288,700.00 (a) N/A (a)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 440,788.00 19,700.00 (a) N/A (b)
NETWORK EVENT THEATER INC COMMON STOCKS 64092410 21,678,533.00 968,873.00 (a) N/A (c)
NET.B@NK INC COMMON STOCKS 64093310 1,549.00 70.00 (c) N/A (b)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 7,153,744.00 374,052.00 (a) N/A (a)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 3,324,977.00 173,855.00 (a) N/A (c)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 39,455.00 2,063.00 (c) N/A (b)
NET2PHONE INC COMMON STOCKS 64108N10 10,425.00 200.00 (c) N/A (b)
NETEGRITY INC COMMON STOCKS 64110P10 2,072.00 85.00 (a) N/A (b)
NETGRAVITY INC COMMON STOCKS 64111410 9,919.00 300.00 (a) N/A (a)
NETGRAVITY INC COMMON STOCKS 64111410 6,612.00 200.00 (a) N/A (b)
NETMANAGE INC COMMON STOCKS 64114410 30,016.00 14,553.00 (a) N/A (b)
NETMANAGE INC COMMON STOCKS 64114410 206.00 100.00 (c) N/A (b)
NETOPIA INC COMMON STOCKS 64114K10 8,171,464.00 204,927.00 (a) N/A (a)
NETIQ CORP COMMON STOCKS 64115P10 2,962.00 100.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 84,530,542.00 1,176,589.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 2,457,597.00 34,312.00 (a) N/A (b)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 1,711,838.00 23,900.00 (a) N/A (c)
NETWORK SOLUTIONS INC CL A COMMON STOCKS 64121Q10 27,562.00 300.00 (c) N/A (b)
NETWORK PERIPHERALS INC COMMON STOCKS 64121R10 841,050.00 17,800.00 (c) N/A (c)
NEW CENTURY FINANCIAL CORP COMMON STOCKS 64352D10 123,375.00 7,000.00 (a) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,934,512.00 135,700.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 300,588.00 13,900.00 (a) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,865,312.00 132,500.00 (a) N/A (c)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 1,081.00 50.00 (c) N/A (b)
NEW GERMANY FUND INC EQUITY FUNDS 64446510 284.00 24.00 (c) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 20,517.00 1,151.81 (a) N/A (b)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 1,781.00 100.00 (c) N/A (b)
NEW VALLEY CORP-WTS WARRANTS 64908011 207,948.00 302,250.00 (a) N/A (a)
NEW VALLEY CORPORATION COMMON STOCKS 64908050 992,062.00 214,500.00 (a) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 5,076,975.00 135,386.00 (a) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 2,268,375.00 60,490.00 (a) N/A (b)
NEW YORK TIMES CL A COMMON STOCKS 65011110 8,639,250.00 230,380.00 (a) N/A (c)
NEW YORK TIMES CL A COMMON STOCKS 65011110 976,650.00 26,044.00 (c) N/A (a)
NEW YORK TIMES CL A COMMON STOCKS 65011110 654,000.00 17,440.00 (c) N/A (b)
NEWBRIDGE NETWORKS CORP COMMON STOCKS 65090110 104,250.00 4,000.00 (c) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 875,557.00 30,674.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 502,443.00 17,591.00 (a) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 137,141.00 4,729.00 (a) N/A (c)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 442,376.00 15,488.00 (c) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 56,954.00 1,994.00 (c) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 32,920,669.00 999,489.00 (a) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 1,240,723.00 37,669.00 (a) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 7,860,633.00 238,653.00 (c) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 1,085,884.00 32,968.00 (c) N/A (b)
NEWGEN RESULTS CO COMMON STOCKS 65135910 3,010,200.00 276,800.00 (a) N/A (a)
NEWGEN RESULTS CO COMMON STOCKS 65135910 69,600.00 6,400.00 (a) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 70,400,466.00 2,873,404.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 10,350.00 400.00 (a) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 1,372,000.00 56,000.00 (a) N/A (c)
NEWMONT MNG CORP COMMON STOCKS 65163910 27,876,100.00 1,137,800.00 (c) N/A (c)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 65,100.00 8,400.00 (c) N/A (b)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 120,189.00 4,360.00 (a) N/A (a)
NEWPORT NEWS SHIPBUILDING COMMON STOCKS 65222810 1,020,250.00 37,100.00 (c) N/A (c)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 2,201,062.00 77,400.00 (a) N/A (a)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 568,750.00 20,000.00 (a) N/A (b)
NEWS CORP LTD ADR REPSTG 4 ORD COMMON STOCKS 65248770 4,080,781.00 143,500.00 (a) N/A (c)
NEXELL THERAPEUTICS INC COMMON STOCKS 65332H10 14,688.00 10,000.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 28,354,776.00 404,991.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 14,948,927.00 220,445.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 20,763,872.00 304,793.00 (a) N/A (c)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 142,406.00 2,100.00 (c) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 439,425.00 6,480.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 51,562.00 500.00 (c) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 2,942,184.00 52,539.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 326,894.00 5,837.40 (a) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 24,464.00 435.34 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 - 0.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 8,121,789.00 112,459.00 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 170,773.00 3,294.00 (a) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 173,521.00 3,347.00 (a) N/A (c)
NFRONT INC COMMON STOCKS 65334N10 414,962.00 37,300.00 (a) N/A (a)
NFRONT INC COMMON STOCKS 65334N10 205,812.00 18,500.00 (a) N/A (c)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 69,690.00 5,000.00 (a) N/A (a)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 4,393,071.00 118,133.00 (a) N/A (a)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 22,312.00 600.00 (a) N/A (b)
NIELSEN MEDIA RESEARCH COMMON STOCKS 65392930 19,709,375.00 530,000.00 (a) N/A (c)
NIKE INC CL B COMMON STOCKS 65410610 18,200.00 320.00 (a) N/A (b)
NIKE INC CL B COMMON STOCKS 65410610 3,941,438.00 69,300.00 (a) N/A (c)
NIKE INC CL B COMMON STOCKS 65410610 37,538.00 660.00 (c) N/A (b)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 2,199,109.00 60,875.00 (a) N/A (a)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 5,890,181.00 163,050.00 (a) N/A (c)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 6,064.00 294.00 (a) N/A (a)
NINTENDO OF AMERICA INC ADR COMMON STOCKS 65444530 22,688.00 1,100.00 (c) N/A (c)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 8,612.00 100.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 10,795.00 175.00 (a) N/A (b)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 51,675.00 600.00 (c) N/A (c)
NISOURCE INC COMMON STOCKS 65473P10 218,075.00 12,200.00 (a) N/A (a)
NISOURCE INC COMMON STOCKS 65473P10 51,838.00 2,900.00 (a) N/A (c)
NOBLE AFFILIATES COMMON STOCKS 65489410 375,165.00 17,500.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 4,769,504.00 29,650.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 683,050.00 7,600.00 (a) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 44,039.00 490.00 (c) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 76,425.00 400.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 153,125.00 7,000.00 (a) N/A (b)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 6,850.00 38.00 (a) N/A (a)
NOMURA SECURITIES UNSPO ADR COMMON STOCKS 65536130 31,183.00 173.00 (c) N/A (c)
NORDSTROM INC COMMON STOCKS 65566410 13,156.00 500.00 (a) N/A (c)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 111,575.00 5,150.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 380,020.00 15,511.00 (a) N/A (b)
NORSK HYDRO AS ADR COMMON STOCKS 65653160 206,400.00 4,800.00 (c) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 28,089,678.00 550,778.00 (a) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 3,505,230.00 68,730.00 (a) N/A (b)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 5,533,500.00 108,500.00 (a) N/A (c)
NORTEL NETWORKS CORP COMMON STOCKS 65656910 153,000.00 3,000.00 (c) N/A (b)
NORTH FORK BANCORP INC NY COMMON STOCKS 65942410 10,042.00 515.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 1,239,949.00 60,300.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 2,756.00 150.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 41,126.00 2,000.00 (a) N/A (c)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 345,000.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 69,000.00 3,000.00 (a) N/A (c)
NORTHERN STATES POWER CO MINN COMMON STOCKS 66577210 34,500.00 1,600.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 13,257,356.00 159,136.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 9,461,802.00 113,315.00 (a) N/A (b)
NORTHERN TRUST CORP COMMON STOCKS 66585910 11,138,900.00 133,400.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 3,824,300.00 45,800.00 (c) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 789,075.00 9,450.00 (c) N/A (b)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 7,268,535.00 393,310.00 (a) N/A (a)
NORTHROP CORP COMMON STOCKS 66680710 19,069.00 300.00 (a) N/A (b)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 24,886,732.00 1,288,600.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 454,242.00 23,520.00 (a) N/A (c)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 4,975,029.00 257,600.00 (c) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 26,122,175.00 1,044,887.00 (a) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 772,675.00 30,907.00 (a) N/A (b)
NOVA CORP-GA COMMON STOCKS 66978410 725,000.00 29,000.00 (a) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 2,732,325.00 109,293.00 (c) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 1,625,375.00 65,015.00 (c) N/A (b)
NU HORIZONS ELECTRONICS INC COMMON STOCKS 66990810 27,200.00 3,400.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 2,512,244.00 63,000.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 12,412.00 600.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 1,157,801.00 31,400.00 (a) N/A (c)
NOVELL INC COMMON STOCKS 67000610 2,069.00 100.00 (c) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 16,225,462.00 240,600.00 (a) N/A (a)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 26,975.00 400.00 (a) N/A (b)
NOVELLUS SYSTEMS INC COMMON STOCKS 67000810 47,152,300.00 699,200.00 (a) N/A (c)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 9,041,018.00 544,639.00 (a) N/A (a)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 326,700.00 19,800.00 (c) N/A (c)
NU MED INC. COMMON STOCK COMMON STOCKS 67018K10 3,864.00 4,067.00 (a) N/A (a)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 27,189.00 3,000.00 (a) N/A (a)
NSTAR COMMON STOCKS 67019E10 113,382.00 2,926.00 (a) N/A (b)
NSTAR COMMON STOCKS 67019E10 2,624,344.00 67,725.00 (a) N/A (c)
NUCOR CORP COMMON STOCKS 67034610 131,551.00 2,400.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 57,150.00 1,200.00 (a) N/A (b)
NUEVO ENERGY CO COMMON STOCKS 67050910 103,125.00 5,500.00 (a) N/A (a)
NUEVO GRUPO IUSACELL ADR (V) COMMON STOCKS 67051210 7,159,873.00 479,306.00 (a) N/A (a)
NUEVO GRUPO IUSACELL ADR (V) COMMON STOCKS 67051210 1,701,204.00 118,544.00 (a) N/A (c)
NUVEEN NEW YORK MUNICIPAL VALUE FUND FIXED INCOME FUND67062M10 4,375.00 500.00 (a) N/A (b)
NUVEEN INSURED NY SELECT FUND COMMON STOCKS 67063V10 12,500.00 1,000.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 7,966,863.00 413,863.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 555,824.00 28,874.00 (a) N/A (b)
NYCOMED AMERSHAM PLC SPONSORED ADR COMMON STOCKS 67066H10 15,156.00 500.00 (a) N/A (a)
ODS NETWORKS INC COMMON STOCKS 67082N10 114,375.00 20,000.00 (a) N/A (a)
ODS NETWORKS INC COMMON STOCKS 67082N10 28,594.00 5,000.00 (a) N/A (c)
OGE ENERGY CORP COMMON STOCKS 67083710 153,392.00 6,894.00 (a) N/A (b)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 4,469.00 1,000.00 (c) N/A (b)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 3,420,959.00 158,182.00 (a) N/A (a)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 578.00 25.00 (c) N/A (b)
OFFICE DEPOT INC COMMON STOCKS 67622010 27,500.00 2,500.00 (a) N/A (a)
OFFICE DEPOT INC COMMON STOCKS 67622010 78,750.00 7,500.00 (a) N/A (b)
OFFICE DEPOT INC COMMON STOCKS 67622010 33,222.00 3,164.00 (c) N/A (b)
OGDEN CORP COMMON STOCKS 67634610 359,334.00 30,100.00 (c) N/A (c)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 435,000.00 8,700.00 (a) N/A (a)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 1,590,000.00 31,800.00 (a) N/A (c)
OLD KENT FINANCIAL CORP COMMON STOCKS 67983310 35,375.00 1,000.00 (a) N/A (a)
OLD REPUBLIC INTERNATIONAL CORP COMMON STOCKS 68022310 181,912.00 12,600.00 (a) N/A (a)
OLD REPUBLIC INTERNATIONAL CORP COMMON STOCKS 68022310 2,715,694.00 188,100.00 (a) N/A (c)
OLIN CORP COMMON STOCKS 68066520 19,075.00 1,400.00 (a) N/A (a)
OMNICARE INC COMMON STOCKS 68190410 19,250.00 2,000.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 31,975,968.00 394,155.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 22,739,245.00 287,157.00 (a) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 14,325,019.00 180,900.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 2,066,794.00 26,100.00 (c) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 932,037.00 11,770.00 (c) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 25,000.00 250.00 (c) N/A (c)
OMNICOM GROUP CNV SUB DEB CONVERTIBLES 681919AE 4,135,625.00 1,300.00 (a) N/A (a)
OMEGA HEALTHCARE INVESTORS INC COMMON STOCKS 68193610 258,835.00 20,400.00 (c) N/A (c)
OMEGA RESEARCH INC COMMON STOCKS 68211E10 1,550.00 400.00 (c) N/A (b)
OMNIPOINT CORP COMMON STOCKS 68212D10 11,471,138.00 205,300.00 (a) N/A (a)
OMNIPOINT CORP COMMON STOCKS 68212D10 1,553,325.00 27,800.00 (a) N/A (b)
OMNIPOINT CORP COMMON STOCKS 68212D10 25,758,375.00 461,000.00 (a) N/A (c)
ON ASSIGNMENT INC COMMON STOCKS 68215910 8,668,800.00 361,200.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 25,706,400.00 1,071,100.00 (a) N/A (c)
ONE VALLEY BANCORP INC COMMON STOCKS 68241910 410,375.00 13,400.00 (c) N/A (c)
ONEOK INC COMMON STOCKS 68268010 335,921.00 13,370.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 663,300.00 26,400.00 (a) N/A (c)
ONHEALTH NETWORK CO COMMON STOCKS 68272W10 1,250.00 200.00 (c) N/A (b)
ONYX ACCEPTANCE CORP COMMON STOCKS 68291410 568,238.00 74,523.00 (a) N/A (a)
OPEN MARKET INC COMMON STOCKS 68370M10 6,562.00 500.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 1,940,375.00 43,000.00 (c) N/A (c)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 504,262.00 11,300.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 12,750.00 1,000.00 (a) N/A (b)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 160,650.00 3,600.00 (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)
OPTIMAL ROBOTICS CORP COMMON STOCKS 68388R20 401,400.00 22,300.00 (a) N/A (a)
OPTIMAL ROBOTICS CORP COMMON STOCKS 68388R20 1,125,000.00 62,500.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 17,989,453.00 204,900.00 (a) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 1,640,502.00 36,055.00 (a) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 5,642,000.00 124,000.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 89,044.00 1,957.00 (c) N/A (b)
OPPENHEIMER MULTI-SECTOR INCOME TRUST FIXED INCOME FUND68393310 12,562.00 1,500.00 (c) N/A (a)
ORANGE PLC - ADR COMMON STOCKS 68521110 16,550.00 100.00 (a) N/A (a)
ORANGE PLC - ADR COMMON STOCKS 68521110 13,930.00 140.00 (a) N/A (b)
ORANGE PLC - ADR COMMON STOCKS 68521110 32,272.00 195.00 (c) N/A (c)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 7,000.00 400.00 (a) N/A (b)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 3,850.00 220.00 (c) N/A (b)
ORBITAL IMAGING CORP- WT 144A WARRANTS 68556F11 60,000.00 2,000.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 11,117.00 98.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 26,122.00 430.00 (a) N/A (b)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 45,375.00 400.00 (c) N/A (c)
ORPHAN MEDICAL INC COMMON STOCKS 68730310 6,750.00 1,000.00 (c) N/A (a)
ORTHO MATTRESS HLDGS PFD SER 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 3,820.00 150.00 (c) N/A (b)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 11,630,083.00 325,317.00 (a) N/A (a)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 1,693,370.00 47,367.00 (a) N/A (c)
OUTDOOR SYSTEMS INC COMMON STOCKS 69005710 14,300.00 400.00 (c) N/A (b)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 77,188.00 5,000.00 (a) N/A (a)
OWENS & MINOR INC HLDG CO COMMON STOCKS 69073210 292,273.00 32,700.00 (c) N/A (c)
OWENS CORNING COMMON STOCKS 69073F10 1,275.00 66.00 (a) N/A (a)
OWENS CORNING COMMON STOCKS 69073F10 3,015.00 139.00 (a) N/A (b)
OWENS-ILLINOIS COMMON STOCKS 69076840 823,320.00 32,850.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 85,214.00 3,400.00 (a) N/A (c)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 6,184,822.00 494,700.00 (a) N/A (a)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 262,500.00 21,000.00 (a) N/A (b)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 26,516,688.00 2,121,335.00 (a) N/A (c)
PECO ENERGY CO COMMON STOCKS 69330410 41,700.00 1,200.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 252,412.00 6,731.00 (a) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 695,000.00 20,000.00 (a) N/A (c)
PECO ENERGY CO COMMON STOCKS 69330410 7,500.00 200.00 (c) N/A (b)
PG&E CORP COMMON STOCKS 69331C10 8,311,975.00 405,200.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 119,258.00 4,609.00 (a) N/A (b)
PG&E CORP COMMON STOCKS 69331C10 713,400.00 34,800.00 (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 5,327,399.00 74,800.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 1,358,300.00 18,800.00 (a) N/A (b)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 13,005,000.00 180,000.00 (a) N/A (c)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 1,445.00 20.00 (c) N/A (b)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 2,012.00 50.00 (a) N/A (a)
P.F. CHANG`S CHINA BISTRO INC COMMON STOCKS 69333Y10 465,435.00 21,523.00 (a) N/A (a)
P.F. CHANG`S CHINA BISTRO INC COMMON STOCKS 69333Y10 444,286.00 20,545.00 (a) N/A (b)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 1,606,530.00 42,678.00 (a) N/A (a)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 94,500.00 3,000.00 (c) N/A (b)
PIMCO ADVISORS HOLDINGS LP COMMON STOCKS 69338P10 7,538.00 200.00 (c) N/A (c)
PLD TELEKOM WTS WARRANTS 69340T11 34,000.00 6,800.00 (a) N/A (a)
PLD TELEKOM WTS WARRANTS 69340T11 1,000.00 200.00 (a) N/A (c)
PLD TELEKOM INC WT WARRANTS 69340T14 6,263.00 3,000.00 (a) N/A (a)
PLD TELEKOM INC WT WARRANTS 69340T15 2,088.00 1,000.00 (a) N/A (a)
PLC SYSTEMS INC COMMON STOCKS 69341D10 331.00 100.00 (c) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 3,360,854.00 23,724.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 916,690.00 22,650.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 15,288,660.00 374,034.50 (a) N/A (c)
PNC FINANCIAL COMMON STOCKS 69347510 1,799,109.00 37,550.00 (a) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 958,596.00 18,194.00 (a) N/A (b)
PNC FINANCIAL COMMON STOCKS 69347510 252,900.00 4,800.00 (c) N/A (a)
PNC FINANCIAL COMMON STOCKS 69347510 157,536.00 2,990.00 (c) N/A (b)
PNV.NET INC COMMON STOCKS 69348A10 1,319,906.00 161,200.00 (a) N/A (a)
P P & L RESOURCES INC COMMON STOCKS 69349910 86,925.00 3,800.00 (a) N/A (a)
PPG INDUSTRIES INC COMMON STOCKS 69350610 48,000.00 800.00 (a) N/A (b)
PACCAR INC COMMON STOCKS 69371810 3,607,078.00 81,400.00 (a) N/A (a)
PACCAR INC COMMON STOCKS 69371810 15,262.00 300.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 1,031,428.00 36,350.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 70,078.00 2,500.00 (a) N/A (b)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 2,250,909.00 80,300.00 (a) N/A (c)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 914,812.00 28,700.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS INC CL A COMMON STOCKS 69511210 1,427.00 33.00 (c) N/A (b)
PACIFICORP COMMON STOCKS 69511410 282.00 14.00 (a) N/A (b)
PACIFICORP 8.55% QUARTERLY INCOME DEBT PREFERRED STOCKS 69511461 2,500.00 100.00 (c) N/A (b)
PACKAGED ICE INC COMMON STOCKS 69514810 1,167,075.00 345,800.00 (a) N/A (c)
PACKETEER INC COMMON STOCKS 69521010 3,406.00 100.00 (a) N/A (b)
PACTIV CORPORATION COMMON STOCKS 69525710 58,438.00 5,500.00 (a) N/A (a)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 6,751,125.00 529,500.00 (a) N/A (a)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 409,275.00 32,100.00 (a) N/A (b)
PAIRGAIN TECHNOLOGIES INC COMMON STOCKS 69593410 11,339,850.00 889,400.00 (a) N/A (c)
PANAMSAT CORP COMMON STOCKS 69793310 3,176,562.00 53,500.00 (a) N/A (a)
PANJA INC COMMON STOCKS 69849310 183,487.00 14,182.00 (a) N/A (a)
PAPER WAREHOUSE INC COMMON STOCKS 69894110 16,047.00 7,900.00 (c) N/A (a)
PARADIGM GEOPHYSICAL CL A COMMON STOCKS 69901000 31,250.00 10,000.00 (a) N/A (a)
PARADISE MUSIC & ENTERTAINMENT INC COMMON STOCKS 69907110 3,712.00 880.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 4,647,172.00 344,235.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 1,259,982.00 93,332.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 7,191,450.00 532,700.00 (a) N/A (c)
PARK ELECTROCHEMICAL CORP COMMON STOCKS 70041620 108,908.00 4,100.00 (a) N/A (a)
PARK ELECTROCHEMICAL CORP COMMON STOCKS 70041620 664,075.00 25,000.00 (c) N/A (c)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 12,500.00 1,000.00 (a) N/A (a)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 64,000.00 5,120.00 (a) N/A (b)
PARKER-HANNIFIN CORP COMMON STOCKS 70109410 466,050.00 10,400.00 (a) N/A (a)
PARKER-HANNIFIN CORP COMMON STOCKS 70109410 7,125,188.00 159,000.00 (a) N/A (c)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 1,928,150.00 157,400.00 (a) N/A (a)
PAXSON COMMUNICATONS CORP COMMON STOCKS 70423110 9,452,100.00 771,600.00 (a) N/A (c)
PAY N SAVE CORPORATION CNV DEB CONVERTIBLES 704320AA - 2,000.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 6,404,000.00 160,100.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 527,026.00 15,444.00 (a) N/A (b)
PAYLESS SHOESOURCE INC. COMMON STOCKS 70437910 5,786,100.00 114,500.00 (a) N/A (a)
PAYLESS SHOESOURCE INC. COMMON STOCKS 70437910 22,420,687.00 443,974.00 (a) N/A (c)
PCORDER.COM INC COMMON STOCKS 70453H10 35,125.00 1,000.00 (a) N/A (a)
PEARSON PLC SPONSORED ADR COMMON STOCKS 70501510 52,070.00 1,566.00 (a) N/A (a)
PECHINEY S.A. SPONSORED ADR A COMMON STOCKS 70515120 13,444.00 490.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 4,057,554.00 84,655.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 960,802.00 21,292.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 2,986,686.00 63,556.00 (a) N/A (c)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 171,150.00 163.00 (a) N/A (a)
PEGASUS COMM PFD PIK 12.75% PREFERREDS 70590430 556,000.00 500.00 (a) N/A (a)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 111,206.00 3,295.00 (a) N/A (a)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 42,795.00 1,268.00 (c) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 85,733.00 4,300.00 (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 27,600.00 800.00 (a) N/A (b)
PENNEY J.C CO INC COMMON STOCKS 70816010 23,926.00 1,200.00 (a) N/A (c)
PENNSYLVANIA REAL ESTATE INVT TRUST COMMON STOCKS 70910210 33,635.00 1,782.00 (a) N/A (b)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 78,448.00 7,700.00 (a) N/A (a)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 16,708.00 1,640.00 (a) N/A (c)
PEOPLES BANK CT COMMON STOCKS 71019810 (59,150.00) (2,800.00) (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 190,816.00 5,466.00 (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 9,360.00 266.00 (a) N/A (b)
PEOPLESOFT INC COMMON STOCKS 71271310 4,581,865.00 270,516.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 8,469.00 500.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 986,192.00 29,235.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 1,938,000.00 63,541.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 104,524.00 3,427.00 (c) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 42,300.00 1,200.00 (c) N/A (c)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356920 2,406.00 700.00 (a) N/A (b)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356920 2,922.00 850.00 (c) N/A (b)
PEREZ COMPANC ADR COMMON STOCKS 71366510 1,646,512.00 158,700.00 (a) N/A (a)
PEREZ COMPANC ADR COMMON STOCKS 71366510 475,175.00 45,800.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 31,219,553.00 766,124.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 774,250.00 19,000.00 (a) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 18,113,375.00 444,500.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 3,527,477.00 41,900.00 (c) N/A (c)
PERKINELMER INC COMMON STOCKS 71404610 16,675.00 400.00 (a) N/A (a)
PERMA-FIX ENVIRONMENTAL SERVICES COMMON STOCKS 71415710 6,875.00 5,000.00 (c) N/A (b)
PERPETUAL SAVINGS BANK FSB ALEXANDRIA CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 1,852,398.00 85,660.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 2,039,862.00 185,442.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 33.00 3.00 (c) N/A (c)
PERVASIVE SOFTWARE INC COMMON STOCKS 71571010 1,218,506.00 35,319.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 29,205,489.00 1,174,090.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 7,687,868.00 309,060.00 (a) N/A (c)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 16,205,031.00 850,100.00 (a) N/A (a)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 385,062.00 20,200.00 (a) N/A (b)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 56,154,312.00 2,945,800.00 (a) N/A (c)
PETROLEUM GEO SERVICES SPONSORED ADR COMMON STOCKS 71659710 38,125.00 2,000.00 (c) N/A (b)
PETSMART INC COMMON STOCKS 71676810 3,719.00 1,000.00 (a) N/A (b)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 4,446.00 78.00 (a) N/A (a)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 19,038.00 334.00 (c) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 7,232,288.00 159,700.00 (a) N/A (a)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 176,119.00 3,549.00 (a) N/A (b)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 7,272,638.00 146,660.00 (a) N/A (c)
PHARMACIA & UPJOHN INC COMMON STOCKS 71694110 27,294.00 550.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 92,639,213.00 2,813,186.64 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 20,017,532.00 557,980.00 (a) N/A (b)
PFIZER INC COMMON STOCKS 71708110 2,597,462.00 75,900.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 1,746,216.00 48,675.00 (c) N/A (a)
PFIZER INC COMMON STOCKS 71708110 1,693,121.00 47,195.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 23,529,552.00 725,370.00 (c) N/A (c)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 632,562.00 47,300.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 330,125.00 27,800.00 (c) N/A (c)
PHELPS DODGE CORP COMMON STOCKS 71726510 1,665,983.00 24,727.00 (a) N/A (a)
PHELPS DODGE CORP COMMON STOCKS 71726510 1,367,712.00 20,300.00 (a) N/A (c)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 138,610.00 6,700.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 686,842.00 33,200.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 136,967,144.00 5,920,768.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 2,252,546.00 65,888.00 (a) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 20,259,406.00 633,600.00 (a) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 136,750.00 4,000.00 (c) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 40,681,250.00 1,768,750.00 (c) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 1,060,875.00 41,000.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 1,557,800.00 33,100.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 97,500.00 2,000.00 (a) N/A (b)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 48,750.00 1,000.00 (c) N/A (b)
PHILIPS-VAN HEUSEN CORP COMMON STOCKS 71859210 42,955.00 4,840.00 (a) N/A (a)
PHOENIX INTERNATIONAL LIFE SCIENCES INC COMMON STOCKS 71891910 1,740.00 306.00 (c) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 15,150.00 100.00 (c) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 4,130,744.00 184,100.00 (a) N/A (a)
PHOTRONICS INC COMMON STOCKS 71940510 316,369.00 14,100.00 (a) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 10,754,294.00 479,300.00 (a) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 189,788.00 6,300.00 (a) N/A (a)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 957,975.00 31,800.00 (c) N/A (c)
PILOT NETWORK SERVICES INC COMMON STOCKS 72159610 925.00 100.00 (c) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 7,203,969.00 275,750.00 (a) N/A (a)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 677,944.00 25,950.00 (a) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 2,228,462.00 85,300.00 (a) N/A (c)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 131,421.00 4,300.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 327,375.00 9,000.00 (a) N/A (b)
PITNEY BOWES INC COMMON STOCKS 72447910 8,259,773.00 135,545.00 (a) N/A (a)
PITNEY BOWES INC COMMON STOCKS 72447910 7,153,880.00 117,397.00 (a) N/A (b)
PITNEY BOWES INC COMMON STOCKS 72447910 5,283,281.00 86,700.00 (a) N/A (c)
PITNEY BOWES INC COMMON STOCKS 72447910 819,609.00 13,450.00 (c) N/A (a)
PITNEY BOWES INC COMMON STOCKS 72447910 856,172.00 14,050.00 (c) N/A (b)
PITTWAY CORP-DEL COMMON STOCKS 72579010 135,600.00 4,800.00 (a) N/A (a)
PITTWAY CORP CL A COMMON STOCKS 72579020 5,446,350.00 172,900.00 (a) N/A (a)
PITTWAY CORP CL A COMMON STOCKS 72579020 1,168,650.00 37,100.00 (a) N/A (c)
PLACER DOME INC COMMON STOCKS 72590610 32,460,700.00 3,019,600.00 (a) N/A (a)
PLACER DOME INC COMMON STOCKS 72590610 615,975.00 57,300.00 (a) N/A (c)
PLACER DOME INC COMMON STOCKS 72590610 14,837,150.00 1,380,200.00 (c) N/A (c)
PLANAR SYSTEMS INC COMMON STOCKS 72690010 33,150.00 5,100.00 (c) N/A (b)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 2,815,531.00 105,500.00 (a) N/A (a)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 8,006.00 300.00 (a) N/A (c)
PLAYBOY ENTERPRISES CL B COMMON STOCKS 72811730 342,813.00 14,100.00 (c) N/A (c)
PLAY BY PLAY TOYS & NOVELTIES COMMON STOCKS 72811K10 4,000.00 1,000.00 (c) N/A (b)
PLEXUS CORP COMMON STOCKS 72913210 145,200.00 3,300.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 1,126,400.00 25,600.00 (c) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,560,000.00 2,080.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 8,785,945.00 251,027.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 1,318,450.00 37,670.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 13,349,000.00 381,400.00 (c) N/A (c)
POLAROID CORP COMMON STOCKS 73109510 188,130.00 10,000.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 15,678.00 603.00 (a) N/A (c)
POLARIS FUND II 73110190 1,956,081.00 750,000.00 (a) N/A (a)
POLYCOM INC COMMON STOCKS 73172K10 1,876,131.00 39,368.00 (a) N/A (a)
POPE EVANS & ROBBINS COMMON STOCKS 73285210 - 2,110,500.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 8,658,049.00 796,142.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 12,394.00 300.00 (a) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 39,150.00 3,600.00 (c) N/A (c)
POST PROPERTIES INC COMMON STOCKS 73746410 39,312.00 1,000.00 (a) N/A (b)
POTASH CORP OF SASKATCHEWAN INC COMMON STOCKS 73755L10 2,530.00 49.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,088.00 200.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,088.00 200.00 (c) N/A (b)
POWER-ONE INC COMMON STOCKS 73930810 1,912,500.00 75,000.00 (a) N/A (a)
POWER-ONE INC COMMON STOCKS 73930810 925,650.00 36,300.00 (a) N/A (c)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 6,061,097.00 125,700.00 (a) N/A (a)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 327,888.00 6,800.00 (a) N/A (b)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 10,926,369.00 226,600.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 7,281,731.00 129,200.00 (a) N/A (a)
POWERTEL INC COMMON STOCKS 73936C10 368,919.00 6,700.00 (a) N/A (b)
POWERTEL INC COMMON STOCKS 73936C10 18,021,956.00 327,300.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 953,562.00 9,500.00 (c) N/A (c)
PRAXAIR INC COMMON STOCKS 74005P10 1,011,291.00 20,100.00 (a) N/A (a)
PRAXAIR INC COMMON STOCKS 74005P10 27,672.00 550.00 (c) N/A (c)
PRECEPT BUSINESS SERVICES CL A COMMON STOCKS 74016520 18.00 4.00 (c) N/A (b)
PREMARK INTERNATIONAL INC COMMON STOCKS 74045910 68,478.00 1,356.00 (a) N/A (b)
PREMIER CRUISES LTD COMMON STOCKS 74049999 749,841.00 222,175.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 529.00 58.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 8,860.00 971.00 (c) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 34,410.00 1,776.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 23,405.00 1,208.00 (a) N/A (b)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 15,151.00 782.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 20,378,010.00 702,690.00 (a) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 748,200.00 25,800.00 (a) N/A (b)
PREMIER PARKS INC COMMON STOCKS 74054020 16,553,200.00 570,800.00 (a) N/A (c)
PREMIER PARKS INC COMMON STOCKS 74054020 133,400.00 4,600.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 92,800.00 3,200.00 (c) N/A (b)
PREVIEW TRAVEL INC COMMON STOCKS 74137R10 151,162.00 2,900.00 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 16,445,073.00 591,272.99 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 98,671.00 3,937.00 (a) N/A (b)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 5,167,628.00 185,799.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 1,311,021.00 47,137.00 (c) N/A (c)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 170,112.00 6,200.00 (a) N/A (b)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 1,706,612.00 62,200.00 (a) N/A (c)
T. ROWE PRICE ASSOCIATES INC COMMON STOCKS 74147710 54,875.00 2,000.00 (c) N/A (b)
PRICELINE.COM COMMON STOCKS 74150310 4,738.00 100.00 (a) N/A (a)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 1,844,993.00 18,000.00 (a) N/A (a)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 204,999.00 2,000.00 (a) N/A (c)
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 5,530.00 280.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 156,787.00 4,099.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 93,445.00 2,443.00 (a) N/A (c)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 2,109,681.00 148,700.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 7,299,469.00 514,500.00 (a) N/A (c)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 113,177.00 3,911.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 1,545,289.00 53,400.00 (c) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 38,853,334.00 356,716.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 3,413,156.00 36,407.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 620,048.00 6,150.00 (a) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 28,125.00 300.00 (c) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 18,750.00 200.00 (c) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 1,744,353.00 15,921.00 (c) N/A (c)
PROGRESS SOFTWARE CORP COMMON STOCKS 74331210 760,450.00 13,400.00 (c) N/A (c)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 20,422.00 250.00 (a) N/A (a)
PROGRESSIVE CORP OHIO COMMON STOCKS 74331510 4,084.00 50.00 (a) N/A (b)
PROMUS HOTEL CORP COMMON STOCKS 74342P10 211,656.00 6,500.00 (a) N/A (c)
PROSPERITY BANCSHARES INC COMMON STOCKS 74360610 3,462,869.00 229,900.00 (a) N/A (c)
PROTEIN DESIGN LABS INC COMMON STOCKS 74369L10 490,000.00 7,000.00 (a) N/A (a)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 1,469,896.00 127,817.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 5,527,524.00 60,700.00 (a) N/A (a)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 28,230.00 310.00 (c) N/A (c)
PROXIM INC COMMON STOCKS 74428410 4,374,600.00 95,100.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 349,600.00 7,600.00 (a) N/A (b)
PROXIM INC COMMON STOCKS 74428410 11,026,200.00 239,700.00 (a) N/A (c)
PRUDENTIAL CORP PLC SPON ADR COMMON STOCKS 74435K20 28,215.00 287.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 1,232,380.00 35,400.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 73,542.00 1,904.00 (a) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 557,008.00 16,000.00 (a) N/A (c)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 26,188.00 678.00 (c) N/A (b)
PUGET SOUND POWER & LIGHT CO COMMON STOCKS 74533210 11,219.00 500.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 174,439.00 4,200.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 264,992.00 5,832.00 (a) N/A (b)
PULITZER INC COMMON STOCKS 74576910 274,128.00 6,800.00 (c) N/A (c)
PULTE CORP COMMON STOCKS 74586710 45,000.00 2,000.00 (a) N/A (a)
PUTNAM PREMIER INCOME FUND SBI EQUITY FUNDS 74685310 13,750.00 2,000.00 (c) N/A (a)
QLT PHOTOTHERAPEUTICS INC COMMON STOCKS 74692710 305,750.00 4,000.00 (a) N/A (c)
QRS CORP COMMON STOCKS 74726X10 23,543,494.00 367,150.00 (a) N/A (a)
QRS CORP COMMON STOCKS 74726X10 307,800.00 4,800.00 (a) N/A (b)
QRS CORP COMMON STOCKS 74726X10 73,631,467.00 1,148,249.00 (a) N/A (c)
QLOGIC CORP COMMON STOCKS 74727710 4,104,975.00 58,800.00 (a) N/A (a)
QLOGIC CORP COMMON STOCKS 74727710 7,972,588.00 114,200.00 (a) N/A (c)
QUAD SYSTEMS CORP COMMON STOCKS 74730Q10 19,219.00 12,300.00 (c) N/A (b)
QUAKER OATS CO COMMON STOCKS 74740210 1,876,875.00 28,600.00 (a) N/A (a)
QUAKER OATS CO COMMON STOCKS 74740210 433,125.00 7,000.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 34,923,257.00 193,130.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 7,188,179.00 37,995.00 (a) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 15,992,656.00 85,500.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 845,668.00 4,470.00 (c) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 373,645.00 1,975.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 169,784.00 964.00 (c) N/A (c)
QUANTA SERVICES INC COMMON STOCKS 74762E10 147.00 5.00 (a) N/A (b)
QUANTUM CORP CONV SUB DEB CONVERTIBLES 747906AC 806,250.00 1,075.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 1,383,950.00 124,400.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 997,912.00 89,700.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 27,133,946.00 865,032.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 2,256,446.00 76,328.00 (a) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,641,312.00 157,000.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 942,452.00 31,880.00 (c) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,177,093.00 141,297.00 (c) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 26,660.00 620.00 (c) N/A (c)
R&B FALCON CORP COMMON STOCKS 74912E10 752,375.00 57,400.00 (a) N/A (a)
R&B FALCON CORP COMMON STOCKS 74912E10 6,884,062.00 524,500.00 (a) N/A (c)
RCN CORP COMMON STOCKS 74936110 970,000.00 20,000.00 (a) N/A (a)
RCN CORP COMMON STOCKS 74936110 4,100.00 100.00 (c) N/A (b)
RF MONOLITHICS INC COMMON STOCKS 74955F10 230,625.00 22,500.00 (a) N/A (c)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 6,342.00 340.00 (a) N/A (a)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 4,842.00 260.00 (a) N/A (b)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 688,860.00 33,500.00 (c) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 1,325,956.00 157,141.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 1,004,062.00 37,800.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 252,344.00 9,500.00 (a) N/A (b)
RSA SECURITY INC COMMON STOCKS 74971910 8,561,094.00 322,300.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 1,815,870.00 42,291.00 (a) N/A (a)
RADIAN GROUP INC COMMON STOCKS 75023610 2,767,880.00 64,463.00 (a) N/A (c)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 12,249,081.00 756,700.00 (a) N/A (a)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 362,600.00 22,400.00 (a) N/A (b)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 15,481,725.00 956,400.00 (a) N/A (c)
RADIO ONE INC COMMON STOCKS 75040P10 1,506,450.00 36,300.00 (a) N/A (a)
RADIO ONE INC COMMON STOCKS 75040P10 2,253,450.00 54,300.00 (a) N/A (c)
RADISYS CORP COMMON STOCKS 75045910 2,669,000.00 68,000.00 (a) N/A (c)
RAILWORKS CORP COMMON STOCKS 75078910 135.00 15.00 (a) N/A (b)
RAINFOREST CAFE INC COMMON STOCKS 75086K10 5,312.00 1,000.00 (c) N/A (b)
RAMBUS INC COMMON STOCKS 75091710 22,919,386.00 345,953.00 (a) N/A (a)
RAMBUS INC COMMON STOCKS 75091710 162,511.00 2,453.00 (a) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 1,362,307.00 48,872.00 (a) N/A (a)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 41,812.00 1,500.00 (a) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 1,393,750.00 50,000.00 (a) N/A (c)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 20,349.00 730.00 (c) N/A (b)
RANGER OIL LTD COMMON STOCKS 75280510 425.00 100.00 (c) N/A (b)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 95,220.00 4,400.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 573,486.00 26,500.00 (c) N/A (c)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 324,188.00 9,500.00 (a) N/A (a)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 9,506.00 900.00 (c) N/A (b)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 2,518,425.00 73,800.00 (c) N/A (c)
RAYONIER INC COMMON STOCKS 75490710 25,200.00 600.00 (a) N/A (b)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 603,948.00 12,580.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 582.00 12.00 (a) N/A (b)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 6,636,361.00 136,903.00 (a) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 679.00 14.00 (c) N/A (b)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 3,678,976.00 138,500.00 (a) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 6,351,638.00 217,150.00 (a) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 1,383,525.00 47,300.00 (a) N/A (b)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 7,947,225.00 271,700.00 (a) N/A (c)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 839,475.00 28,700.00 (c) N/A (a)
READER'S DIGEST ASSOCIATION INC CL A COMMON STOCKS 75526710 10,238.00 350.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 14,038,444.00 132,858.00 (a) N/A (a)
REALNETWORKS COMMON STOCKS 75605L10 32,236,619.00 308,300.00 (a) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 31,369.00 300.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 40,906.00 340.00 (c) N/A (c)
RECKSON SERVICES INDUSTRIES INC COMMON STOCKS 75621J10 79,062.00 5,000.00 (a) N/A (a)
RECKSON ASSOC REALTY CORP COMMON STOCKS 75621K10 373,100.00 18,200.00 (c) N/A (c)
RED HAT INC COMMON STOCKS 75657710 28,800.00 300.00 (a) N/A (a)
RED HAT INC COMMON STOCKS 75657710 1,920.00 20.00 (c) N/A (b)
REDBACK NETWORKS INC COMMON STOCKS 75720910 31,409,640.00 290,830.00 (a) N/A (a)
REDBACK NETWORKS INC COMMON STOCKS 75720910 2,858,112.00 26,464.00 (a) N/A (b)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 17,925.00 600.00 (a) N/A (a)
REED INTL PLC -SPON ADR COMMON STOCKS 75821287 6,930.00 280.00 (a) N/A (b)
REGENERON PHARMACEUTICALS INC COMMON STOCKS 75886F10 687,225.00 53,900.00 (c) N/A (c)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 544,335.00 18,632.00 (a) N/A (a)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 297,480.00 9,916.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 8,308,815.00 323,457.50 (a) N/A (a)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 31,672,585.00 1,232,996.00 (a) N/A (c)
RELIANT ENERGY INC COMMON STOCKS 75952J10 96,975.00 3,800.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 335,575.00 12,400.00 (a) N/A (b)
RELIANT ENERGY 2.0% CV SUB DEB CONVERTIBLES 75952J20 5,362,500.00 75,000.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 135,019.00 3,900.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 100,748.00 3,030.00 (a) N/A (b)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 8,978.00 270.00 (c) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 5,828,225.00 205,400.00 (a) N/A (a)
REMEDY CORP COMMON STOCKS 75954810 456,838.00 16,100.00 (a) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 15,013,212.00 529,100.00 (a) N/A (c)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 75966470 - 1.95 (a) N/A (a)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 759664709 - 4.46 (a) N/A (a)
RENAL CARE GROUP INC COMMON STOCKS 75993010 3,824,831.00 174,600.00 (a) N/A (a)
RENAL CARE GROUP INC COMMON STOCKS 75993010 10,488,712.00 478,800.00 (a) N/A (c)
REPAP ENTERPRISES 144A CONVERTIBLES 76026MAC 2,080,000.00 4,000.00 (a) N/A (a)
REPSOL SA SPONSORED ADR COMMON STOCKS 76026T20 119,625.00 6,000.00 (c) N/A (a)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 88,962.00 1,448.00 (a) N/A (a)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 311,242.00 5,066.00 (a) N/A (b)
REPUBLIC NEW YORK CORP COMMON STOCKS 76071910 202,744.00 3,300.00 (a) N/A (c)
RESEARCH IN MOTION COMMON STOCKS 76097510 1,962,990.00 42,500.00 (a) N/A (a)
RESEARCH IN MOTION COMMON STOCKS 76097510 228,901.00 7,370.00 (a) N/A (c)
RESPIRONICS INC COMMON STOCKS 76123010 759.00 92.00 (c) N/A (b)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 10,506.00 130.00 (c) N/A (c)
REX STORES CORP COMMON STOCKS 76162410 206,305.00 6,655.00 (a) N/A (b)
REYNOLDS METALS CO COMMON STOCKS 76176310 12,075.00 200.00 (c) N/A (b)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 88,125.00 5,000.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 88,125.00 5,000.00 (a) N/A (c)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 2,133.00 79.00 (c) N/A (b)
RHONE POULENC SA SPONSORED ADR REPSTG COMMON STOCKS 76242660 153,750.00 3,000.00 (a) N/A (a)
RHONE POULENC SA SPONSORED ADR REPSTG COMMON STOCKS 76242660 10,469,658.00 204,286.00 (a) N/A (c)
RIGGS NATIONAL CORP WASH DC COMMON STOCKS 76657010 327,062.00 24,800.00 (c) N/A (c)
RITE AID CORP COMMON STOCKS 76775410 98,928.00 7,240.00 (a) N/A (a)
RITE AID CORP COMMON STOCKS 76775410 13,812.00 1,000.00 (a) N/A (b)
ROBERT HALF INTERNATIONAL INC COMMON STOCKS 77032310 25,935.00 1,092.00 (a) N/A (b)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 46,253.00 12,132.00 (a) N/A (a)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 30,359.00 7,963.00 (a) N/A (b)
ROCHE HLDGS INC CONV 144A CONVERTIBLES 771196AC 9,840,000.00 16,000.00 (a) N/A (a)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 44,468.00 847.00 (a) N/A (b)
ROCKWELL INTERNATIONAL CORP COMMON STOCKS 77390310 85,680.00 1,632.00 (c) N/A (b)
ROGERS COMMUNICATIONS INC CL B NON-VTG COMMON STOCKS 77510920 1,681.00 100.00 (c) N/A (b)
ROGERS CORP COMMON STOCKS 77513310 114,750.00 3,000.00 (a) N/A (a)
ROHM & HAAS CO COMMON STOCKS 77537110 347,343.00 8,794.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 740,600.00 36,800.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 20,125.00 1,000.00 (a) N/A (b)
ROSS STORES INC COMMON STOCKS 77829610 14,190,138.00 705,100.00 (a) N/A (c)
ROWAN COMPANIES INC COMMON STOCKS 77938210 8,125.00 500.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 57,905,578.00 966,345.00 (a) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 15,839,322.00 268,179.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 32,378,461.00 547,000.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 829,828.00 14,050.00 (c) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 2,793,656.00 47,300.00 (c) N/A (b)
RUSSELL CORP COMMON STOCKS 78235210 11,350.00 800.00 (a) N/A (b)
RYDER SYSTEM INC COMMON STOCKS 78354910 87,977.00 3,600.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 60,258.00 3,100.00 (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 2,734,716.00 118,258.00 (a) N/A (c)
RYLAND GROUP INC COMMON STOCKS 78376410 184,504.00 8,000.00 (a) N/A (a)
RYLAND GROUP INC COMMON STOCKS 78376410 2,375,489.00 103,000.00 (c) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 117,354,263.00 2,404,310.20 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 2,470,761.00 48,387.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 16,380,259.00 322,728.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 230,905.00 4,522.00 (c) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 159,724.00 3,128.00 (c) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 37,118,250.00 761,400.00 (c) N/A (c)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 5,096,138.00 414,300.00 (a) N/A (a)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 63,075.00 5,800.00 (a) N/A (b)
SCC COMMUNICATIONS CORP COMMON STOCKS 78388X10 178,365.00 32,430.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 156,463.00 6,658.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 156,463.00 6,658.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 3,111,706.00 132,413.00 (a) N/A (c)
SF HOLDINGS GROUP INC 144A COMMON STOCKS 78414185 8.00 750.00 (a) N/A (a)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 61,250.00 2,000.00 (a) N/A (b)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 27,562.00 900.00 (c) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 13,176,517.00 343,362.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 10,209.00 990.00 (a) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 160,599.00 4,185.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 31,965,531.00 832,978.00 (c) N/A (c)
SL INDUSTRIES INC COMMON STOCKS 78441310 3,705.00 260.00 (c) N/A (b)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 3,798,993.00 89,917.00 (a) N/A (a)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 587,275.00 13,900.00 (a) N/A (c)
SPS TECHNOLOGIES COMMON STOCKS 78462610 8,783.00 275.00 (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 (315,171.00) (3,900.00) (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 335,775.00 3,700.00 (a) N/A (c)
SPX CORP COMMON STOCKS 78463510 2,995.00 33.00 (c) N/A (b)
S3 INCORPATED COMMON STOCKS 78484910 856,818.00 74,100.00 (c) N/A (c)
SAATCHI & SAATCHI PLC SPONSORED ADR COMMON STOCKS 78514420 1,315,519.00 77,100.00 (a) N/A (c)
SABRELINER CORP WARRANTS WARRANTS 78571L99 13,600.00 1,360.00 (a) N/A (a)
SABRE GROUP HOLDINGS INC CL A COMMON STOCKS 78590510 64,500.00 1,500.00 (a) N/A (b)
SAFECO CORP COMMON STOCKS 78642910 1,067,138.00 42,900.00 (a) N/A (a)
SAFECO CORP COMMON STOCKS 78642910 584,562.00 23,500.00 (a) N/A (c)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 4,488,000.00 66,000.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 34,000.00 500.00 (a) N/A (b)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 13,606,800.00 200,100.00 (a) N/A (c)
SAFESKIN CORP COMMON STOCKS 78645410 16,438.00 2,000.00 (c) N/A (a)
SAFETY-KLEEN CORP COMMON STOCKS 78648R20 4,234.00 351.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 2,063,118.00 54,410.00 (a) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 3,987,237.00 104,755.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 76,125.00 2,000.00 (c) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 513,844.00 13,500.00 (c) N/A (b)
SAGA COMMUNICATIONS INC CL A COMMON STOCKS 78659810 18,400.00 800.00 (c) N/A (b)
ST FRANCIS CAPITAL CORP COMMON STOCKS 78937410 20,562.00 1,000.00 (c) N/A (b)
ST. JOE CORP COMMON STOCKS 79014810 19,406.00 900.00 (a) N/A (b)
ST. JUDE MEDICAL INC COMMON STOCKS 79084910 (33,757.00) (1,100.00) (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 2,478.00 42.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 11,328.00 192.00 (c) N/A (c)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 2,246,550.00 88,100.00 (a) N/A (a)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 331,500.00 13,000.00 (a) N/A (b)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 3,791,850.00 148,700.00 (a) N/A (c)
SALON.COM INC COMMON STOCKS 79549F10 418,206.00 84,700.00 (a) N/A (a)
SALON.COM INC COMMON STOCKS 79549F10 502,144.00 101,700.00 (a) N/A (c)
SAN JACINTO HLDGS INC. COMMON STOCKS 79789010 65,553.00 21,851.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 2,710.00 99.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 11,607.00 424.00 (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 32,315.00 920.00 (c) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 2,842,175.00 43,600.00 (a) N/A (a)
SANDISK CORP COMMON STOCKS 80004C10 234,675.00 3,600.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 7,829,019.00 120,100.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 17,639,875.00 221,000.00 (a) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 10,942,372.00 141,420.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 5,261,500.00 68,000.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 2,776,215.00 35,880.00 (c) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 902,192.00 11,660.00 (c) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 10,470,373.00 489,842.00 (a) N/A (a)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 119,700.00 5,600.00 (a) N/A (b)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 1,080.00 120.00 (a) N/A (a)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 3,195.00 355.00 (a) N/A (b)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 3,213.00 27.00 (a) N/A (a)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 14,399.00 121.00 (c) N/A (c)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 10,413.00 200.00 (a) N/A (a)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 7,550.00 200.00 (c) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 20,825.00 400.00 (c) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 8,298,716.00 375,282.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 187,421.00 8,018.00 (a) N/A (b)
SARA LEE CORP COMMON STOCKS 80311110 22,063.00 1,000.00 (a) N/A (c)
SARA LEE CORP COMMON STOCKS 80311110 4,675.00 200.00 (c) N/A (b)
SAUCONY INC COMMON STOCKS 80412010 73,750.00 5,000.00 (a) N/A (c)
SAUCONY INC CL B COMMON STOCKS 80412020 4,348,575.00 276,100.00 (a) N/A (c)
SCANA CORP COMMON STOCKS 80589810 43,538.00 1,800.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 91,270,745.00 2,126,742.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 29,188,571.00 669,079.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 4,274,810.00 98,520.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 10,949,875.00 251,000.00 (c) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 4,475,052.00 102,580.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 16,594,050.00 391,600.00 (c) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,097,312.00 19,000.00 (a) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,078,629.00 17,310.00 (a) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 78,575.00 1,400.00 (a) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 222,456.00 3,570.00 (c) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,246.00 20.00 (c) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 15,000.00 300.00 (a) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 2,315,000.00 46,300.00 (a) N/A (c)
SCHOOL SPECIALTY INC COMMON STOCKS 80786310 15,125.00 1,000.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 15,635,419.00 415,450.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 448,062.00 13,400.00 (a) N/A (b)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 3,410,625.00 102,000.00 (a) N/A (c)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 669.00 20.00 (c) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 6,688.00 200.00 (c) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 11,630,950.00 230,100.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 14,869.00 300.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 37,890,531.00 764,500.00 (a) N/A (c)
SCIOS INC COMMON STOCKS 80890510 1,475.00 400.00 (c) N/A (b)
SCOTTISH POWER PLC-ADR COMMON STOCKS 81013T70 406,000.00 14,500.00 (a) N/A (a)
SCOTTS CO CL A COMMON STOCKS 81018610 17,312.00 500.00 (a) N/A (b)
SCOTTS CO CL A COMMON STOCKS 81018610 218,138.00 6,300.00 (c) N/A (a)
SCOTTS CO CL A COMMON STOCKS 81018610 38,088.00 1,100.00 (c) N/A (b)
SCRIPPS CO [E.W.] CL A COMMON STOCKS 81105420 29,475.00 600.00 (a) N/A (b)
SCUDDER GLOBAL HIGH INCOME FUND INC FIXED INCOME FUND81115E10 7,420.00 1,522.00 (c) N/A (b)
SEA CONTAINERS LTD CL A COMMON STOCKS 81137170 84,840.00 3,030.00 (c) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,727,487.00 37,100.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,098,887.00 23,600.00 (a) N/A (c)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 1,072.00 35.00 (c) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 6,447,400.00 141,800.00 (a) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 3,230,272.00 70,995.00 (a) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 7,921,550.00 174,100.00 (a) N/A (c)
SEAGRAM CO LTD COMMON STOCKS 81185010 493,675.00 10,850.00 (c) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 254,800.00 5,600.00 (c) N/A (b)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 4,344,162.00 142,896.00 (a) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 31,375.00 1,000.00 (c) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 30.00 1.00 (c) N/A (c)
SECURITY CAPITAL GROUP INC CL B COMMON STOCKS 81413P20 1,469.00 100.00 (a) N/A (b)
SEITEL INC COMMON STOCKS 81607430 66,150.00 9,800.00 (a) N/A (a)
SEITEL INC COMMON STOCKS 81607430 423,225.00 62,700.00 (c) N/A (c)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 3,006.00 34.00 (a) N/A (a)
SEKISUI HOUSE UNSPON ADR COMMON STOCKS 81607820 13,880.00 157.00 (c) N/A (c)
SEMINIS INC CL A COMMON STOCKS 81665810 2,697,038.00 312,700.00 (a) N/A (a)
SEMINIS INC CL A COMMON STOCKS 81665810 9,312,412.00 1,079,700.00 (a) N/A (c)
SEMTECH CORP COMMON STOCKS 81685010 1,794,625.00 49,000.00 (a) N/A (a)
SEMTECH CORP COMMON STOCKS 81685010 21,975.00 600.00 (a) N/A (c)
SENECA FOODS CORP CL B COMMON STOCKS 81707010 22,050.00 1,800.00 (a) N/A (b)
SENECA FOODS CORP CL A COMMON STOCKS 81707050 11,250.00 900.00 (a) N/A (b)
SENETEK PLC SPONSORED ADR COMMON STOCKS 81720930 328.00 300.00 (c) N/A (b)
SENSAR CORP COMMON STOCKS 81725310 1,181.00 300.00 (c) N/A (b)
SENSORMATIC ELECTRONICS CORP COMMON STOCKS 81726510 19,031.00 1,500.00 (a) N/A (b)
SEPRACOR INC COMMON STOCKS 81731510 181,200.00 2,400.00 (a) N/A (a)
SEROLOGICALS CORP COMMON STOCKS 81752310 22,950.00 5,400.00 (a) N/A (a)
SERVICE CORP INTERNATIONAL COMMON STOCKS 81756510 25,456.00 2,410.00 (a) N/A (a)
SERVICE EXPERTS INC COMMON STOCKS 81756710 52.00 5.00 (a) N/A (b)
SERVICEMASTER CO COMMON STOCKS 81760N10 573,736.00 35,719.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 3,125.00 1,000.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 31,250.00 10,000.00 (c) N/A (a)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 9,375.00 3,000.00 (c) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 1,623,431.00 58,900.00 (a) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 1,062,534.00 38,550.00 (a) N/A (b)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 3,452,754.00 125,270.00 (a) N/A (c)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 683,550.00 24,800.00 (c) N/A (a)
SHAW COMMUNICATIONS INC CL B COMMON STOCKS 82028K20 148,286.00 5,380.00 (c) N/A (b)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 22,500.00 11,250.00 (a) N/A (a)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 2,500.00 1,250.00 (a) N/A (c)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 280,000.00 6,000.00 (a) N/A (a)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 45,500.00 1,000.00 (c) N/A (b)
SHERWIN WILLIAMS COMMON STOCKS 82434810 8,400.00 400.00 (a) N/A (a)
SHERWIN WILLIAMS COMMON STOCKS 82434810 541,800.00 25,800.00 (a) N/A (c)
SHERWIN WILLIAMS COMMON STOCKS 82434810 8,375.00 400.00 (c) N/A (b)
SHOPKO STORES INC COMMON STOCKS 82491110 522,100.00 22,700.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 23,000.00 1,000.00 (a) N/A (c)
SHOPKO STORES INC COMMON STOCKS 82491110 397,900.00 17,300.00 (c) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 4,537,162.00 68,100.00 (a) N/A (a)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 17,895,475.00 268,600.00 (a) N/A (c)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 18,705.00 145.00 (c) N/A (c)
SIERRA HEALTH SERVICES INC COMMON STOCKS 82632210 1,578,488.00 155,900.00 (a) N/A (c)
SIERRA HEALTH SERVICES INC COMMON STOCKS 82632210 262,170.00 39,200.00 (c) N/A (c)
SIERRA PACIFIC RESOURCES COMMON STOCKS 82642810 724,538.00 41,700.00 (c) N/A (c)
SILICON GRAPHICS INC COMMON STOCKS 82705610 9,572.00 988.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 458,252.00 47,301.00 (a) N/A (c)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 3,716,325.00 119,400.00 (a) N/A (a)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 199,200.00 6,400.00 (a) N/A (c)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 295,101.00 12,880.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 24,412.00 1,088.00 (a) N/A (b)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 5,332,892.00 588,457.00 (a) N/A (a)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 1,869,594.00 206,300.00 (a) N/A (c)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 3,625.00 400.00 (c) N/A (b)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 1,878.00 91.00 (a) N/A (a)
SINGAPORE TELECOM -SP ADR COMMON STOCKS 82929R10 4,252.00 206.00 (c) N/A (c)
SINGER CO NV COMMON STOCKS 82930F10 319.00 300.00 (c) N/A (b)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 625,625.00 77,000.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 276,250.00 34,000.00 (a) N/A (c)
SKYEPHARMA PLC SPONSORED ADR COMMON STOCKS 83080810 9,376.00 1,103.00 (c) N/A (b)
SKY NETWORK TELEVISION LTD ADR COMMON STOCKS 83080U10 10,395.00 660.00 (a) N/A (b)
SKYMALL INC COMMON STOCKS 83085910 138.00 25.00 (c) N/A (b)
SKYTEL COMMUNICATIONS INC COMMON STOCKS 83087Q10 91,562.00 5,000.00 (a) N/A (b)
SKYTEL COMMUNICATIONS INC COMMON STOCKS 83087Q10 36,625.00 2,000.00 (c) N/A (a)
SMITH (A.O.) COM COMMON STOCKS 83186520 113,750.00 5,200.00 (a) N/A (a)
SMITH (A.O.) COM COMMON STOCKS 83186520 675,938.00 30,900.00 (c) N/A (c)
SMITH-GARDNER & ASSOCIATES INC COMMON STOCKS 83205910 341,688.00 43,736.00 (a) N/A (a)
SMITH-GARDNER & ASSOCIATES INC COMMON STOCKS 83205910 142,477.00 18,237.00 (a) N/A (b)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 3,203,550.00 79,100.00 (a) N/A (a)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 490,050.00 12,100.00 (a) N/A (b)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 13,960,350.00 344,700.00 (a) N/A (c)
SMITHFIELD FOODS COMMON STOCKS 83224810 412,800.00 17,200.00 (c) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 8,743,528.00 148,325.00 (a) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,740,381.00 64,909.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 1,924,675.00 33,400.00 (a) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 5,261,162.00 91,300.00 (c) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,140,562.00 54,500.00 (c) N/A (b)
SNAP-ON INC COMMON STOCKS 83303410 29,250.00 900.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 1,051,048.00 33,300.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 413,475.00 13,100.00 (a) N/A (c)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 28,728.00 912.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 5,828.00 185.00 (a) N/A (c)
SOFTNET SYSTEMS INC COMMON STOCKS 83396410 849,225.00 33,800.00 (c) N/A (c)
SOLECTRON CORP COMMON STOCKS 83418210 61,211,348.00 850,040.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 1,479,338.00 20,600.00 (a) N/A (b)
SOLECTRON CORP COMMON STOCKS 83418210 7,195,612.00 100,200.00 (a) N/A (c)
SOLUTIA INC COMMON STOCKS 83437610 46,314.00 3,000.00 (a) N/A (a)
SOLUTIA INC COMMON STOCKS 83437610 358.00 20.00 (c) N/A (b)
SONAT INC COMMON STOCKS 83541510 129,540.00 3,264.00 (a) N/A (a)
SONAT INC COMMON STOCKS 83541510 396,875.00 10,000.00 (c) N/A (a)
SONERA CORP SPON ADR COMMON STOCKS 83543320 554,000.00 8,000.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 10,754,723.00 37,769.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 10,504.00 70.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 85,425.00 300.00 (a) N/A (c)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 22,509.00 150.00 (c) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 85,425.00 300.00 (c) N/A (c)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 387.00 15.00 (c) N/A (b)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 9,931.00 700.00 (a) N/A (a)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 4,256.00 300.00 (a) N/A (b)
SOURCE MEDIA WARRANTS WARRANTS 83615312 603,450.00 60,345.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 67,050.00 6,705.00 (a) N/A (c)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 6,902.00 690.21 (a) N/A (a)
SOUTHDOWN INC COMMON STOCKS 84129710 (46,462.00) (900.00) (a) N/A (a)
SOUTHDOWN INC COMMON STOCKS 84129710 2,247.00 42.00 (c) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 965,450.00 40,700.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 149,762.00 5,816.00 (a) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 596,900.00 25,400.00 (a) N/A (c)
SOUTHERN PERU COPPER CORP ORD COMMON STOCKS 84361110 490,928.00 31,800.00 (a) N/A (a)
SOUTHERN PERU COPPER CORP ORD COMMON STOCKS 84361110 154,380.00 10,000.00 (a) N/A (c)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 2,756.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERREDS 84454488 36,890.00 90,861.00 (a) N/A (a)
SOUTHTRUST CORP COMMON STOCKS 84473010 121,078.00 3,375.00 (a) N/A (b)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 375,416.00 16,675.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 6,986.00 460.00 (a) N/A (b)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 38,103.00 4,190.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 833,479.00 44,900.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 185,630.00 10,000.00 (a) N/A (c)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 10,782,975.00 267,900.00 (a) N/A (a)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 3,018,750.00 75,000.00 (a) N/A (c)
SPARTECH CORP COMMON STOCKS 84722020 3,518.00 120.00 (c) N/A (b)
SPARTECH CORP COMMON STOCKS 84722020 322,500.00 10,000.00 (c) N/A (c)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 2,625.00 52,500.00 (a) N/A (a)
SPECTRALINK CORP COMMON STOCKS 84758010 555,101.00 121,666.00 (a) N/A (a)
SPORTSLINE USA INC COMMON STOCKS 84893410 7,410,728.00 250,680.00 (a) N/A (a)
SPORTSLINE USA INC COMMON STOCKS 84893410 143,142.00 4,842.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 404,219.00 6,040.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 54,250.00 1,000.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 1,265,484.00 18,800.00 (a) N/A (c)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 10,850.00 200.00 (c) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 1,229,795.00 11,998.00 (a) N/A (a)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 18,641.00 250.00 (a) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 19,312.00 259.00 (c) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 22,500.00 1,800.00 (c) N/A (b)
STANCORP FINANCIAL GROUP INC COMMON STOCKS 85289110 3,936,881.00 175,950.00 (a) N/A (c)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 88,000.00 8,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 1,269,400.00 115,400.00 (c) N/A (c)
STANFORD COMMUNICATIONS INC COMMON STOCKS 85440210 8,070,831.00 253,700.00 (a) N/A (a)
STANFORD COMMUNICATIONS INC COMMON STOCKS 85440210 2,945,838.00 92,600.00 (a) N/A (c)
STANLEY WORKS COMMON STOCKS 85461610 152,256.00 5,300.00 (a) N/A (a)
STANLEY WORKS COMMON STOCKS 85461610 35,262.00 1,400.00 (c) N/A (b)
STAR CHOICE COMM WARRANT WARRANTS 85492111 257,298.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 110,270.00 27,792.00 (c) N/A (c)
STAPLES INC COMMON STOCKS 85503010 9,343,373.00 429,275.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 736,346.00 33,758.00 (a) N/A (b)
STAPLES INC COMMON STOCKS 85503010 2,034,016.00 93,250.00 (a) N/A (c)
STAPLES INC COMMON STOCKS 85503010 188,678.00 8,650.00 (c) N/A (a)
STAPLES INC COMMON STOCKS 85503010 61,511.00 2,820.00 (c) N/A (b)
STAPLES INC COMMON STOCKS 85503010 25,938.00 1,250.00 (c) N/A (c)
STAR MULTI CARE SERVICES INC COMMON STOCKS 85515610 132.00 117.00 (c) N/A (b)
STARBUCKS CORP COMMON STOCKS 85524410 49,562.00 2,000.00 (c) N/A (a)
STARBUCKS CORP COMMON STOCKS 85524410 12,391.00 500.00 (c) N/A (b)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 14,688.00 400.00 (a) N/A (b)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 3,100.00 3,100.00 (a) N/A (a)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 400.00 400.00 (c) N/A (c)
STARWOOD FINANCIAL INC COMMON STOCKS 85569R10 5,484.00 325.00 (a) N/A (a)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 (30,550.00) (1,300.00) (a) N/A (a)
STARWOOD HOTELS & RESORTS WOR COMMON STOCKS 85590A20 17,872.00 801.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 253,869.00 3,850.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 120,073.00 1,858.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 616,716.00 9,543.00 (c) N/A (b)
STATION CASINOS INC. COMMON STOCKS 85768910 877,326.00 39,100.00 (c) N/A (c)
STET HELLAS TELECOMM SA ADR COMMON STOCKS 85982310 5,151,450.00 168,900.00 (a) N/A (a)
STEWART INFO SVCS COMMON STOCKS 86037210 336,819.00 25,300.00 (c) N/A (c)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 133,875.00 4,200.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 15,144.00 100.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 30,288.00 200.00 (c) N/A (c)
STMICROELECTRONICS NV CONVERTIBLES 861012AB 3,453,125.00 2,500.00 (a) N/A (a)
STONE & WEBSTER INC COMMON STOCKS 86157210 109,284.00 6,500.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 8,409,900.00 164,900.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 438,600.00 8,600.00 (a) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 17,895,900.00 350,900.00 (a) N/A (c)
STONE ENERGY CORP COMMON STOCKS 86164210 591,375.00 16,600.00 (c) N/A (c)
STORAGE USA COMMON STOCKS 86190710 151,250.00 5,000.00 (a) N/A (a)
STORAGE TECH INC COMMON STOCKS 86211120 (25,813.00) (1,400.00) (a) N/A (a)
STRATEGIC DIAGNOSTICS INC COMMON STOCKS 86270010 108,696.00 11,994.00 (c) N/A (b)
STRATEGIC DISTRIBUTION INC COMMON STOCKS 86270120 29,688.00 9,500.00 (c) N/A (b)
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 2,140,538.00 107,700.00 (a) N/A (a)
STRAYER EDUCATION INC COMMON STOCKS 86323610 7,562,438.00 380,500.00 (a) N/A (c)
STRYKER CORP COMMON STOCKS 86366710 (111,400.00) (1,600.00) (a) N/A (a)
STYLESITE MARKETING INC COMMON STOCKS 86422610 700.00 2,800.00 (c) N/A (b)
SUMMIT BANCORP COMMON STOCKS 86600510 453,153.00 14,709.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 45,938.00 1,500.00 (a) N/A (c)
SUMMIT BANCORP COMMON STOCKS 86600510 3,244.00 100.00 (c) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 40,706,974.00 457,940.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 11,008,038.00 118,366.00 (a) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 26,960,700.00 289,900.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 809,100.00 8,700.00 (c) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 169,818.00 1,826.00 (c) N/A (b)
SUNBEAM CORP-DEL COMMON STOCKS 86707110 7,394.00 1,300.00 (a) N/A (b)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 5,617,456.00 213,490.00 (a) N/A (a)
SUNGARD DATA SYSTEMS INC COMMON STOCKS 86736310 11,156.00 424.00 (c) N/A (b)
SUNOCO INC COMMON STOCKS 86764P10 197,400.00 8,400.00 (a) N/A (a)
SUNOCO INC COMMON STOCKS 86764P10 24.00 1.00 (c) N/A (c)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 68,750.00 5,000.00 (a) N/A (a)
SUNTERRA CORP COMMON STOCKS 86787D10 13,118,312.00 1,104,700.00 (a) N/A (a)
SUNTERRA CORP COMMON STOCKS 86787D10 420,375.00 35,400.00 (a) N/A (b)
SUNTERRA CORP COMMON STOCKS 86787D10 36,471,688.00 3,071,300.00 (a) N/A (c)
SUNTRUST BANKS INC COMMON STOCKS 86791410 371,876.00 5,600.00 (a) N/A (a)
SUNTRUST BANKS INC COMMON STOCKS 86791410 14,794.00 225.00 (a) N/A (b)
SUNTRUST BANKS INC COMMON STOCKS 86791410 4,326,350.00 65,800.00 (a) N/A (c)
SUPERGEN INC COMMON STOCKS 86805910 346,625.00 11,800.00 (c) N/A (c)
SUPERIOR INDUSTRIES INTERNATIONAL INC COMMON STOCKS 86816810 3,528,616.00 126,022.00 (a) N/A (c)
SUPERIOR TELECOM INC COMMON STOCKS 86836510 12,892.00 925.00 (a) N/A (b)
SUPERMARKET HOLDINGS L.P. 86844791 3,345,600.00 1,020,000.00 (a) N/A (a)
SUPERTEX INC COMMON STOCKS 86853210 2,332,688.00 143,000.00 (a) N/A (c)
SUPERTEX INC COMMON STOCKS 86853210 1,142.00 70.00 (c) N/A (b)
SUPERVALU INC COMMON STOCKS 86853610 3,982,000.00 199,100.00 (a) N/A (a)
SUPERVALU INC COMMON STOCKS 86853610 300,000.00 15,000.00 (a) N/A (c)
SURGICAL LASER TECHNOLOGIES INC COMMON STOCKS 86881920 4.00 3.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 646,000.00 38,000.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 2,339,200.00 137,600.00 (a) N/A (c)
SWIFT TRANSPORTATION CO INC COMMON STOCKS 87075610 8,653,641.00 439,550.00 (a) N/A (a)
SWIFT TRANSPORTATION CO INC COMMON STOCKS 87075610 11,047,641.00 561,150.00 (a) N/A (c)
SYBASE INC COMMON STOCKS 87113010 18,900.00 1,600.00 (c) N/A (b)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 11,920,749.00 198,687.00 (a) N/A (a)
SYNAPTIC PHARMACEUTICAL CORP COMMON STOCKS 87156R10 500.00 100.00 (c) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 28,078.00 500.00 (a) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 1,106,278.00 19,700.00 (a) N/A (c)
SYNOPSYS INC COMMON STOCKS 87160710 56,156.00 1,000.00 (c) N/A (b)
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C10 42,047.00 2,250.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 2,633,454.00 71,000.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 357,638.00 10,200.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 175,312.00 5,000.00 (c) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 91,162.00 2,600.00 (c) N/A (b)
SYSTEMSOFT CORP COMMON STOCKS 87192610 161.00 2,175.00 (a) N/A (a)
SYMPHONIX DEVICES INC COMMON STOCKS 87195110 300.00 100.00 (c) N/A (b)
TCI PACIFIC COMM CONV PFD 5% CONVERTIBLES 87229420 25,896.00 84.00 (a) N/A (a)
TCI SATELLITE ENTERTNMENT A COMMON STOCKS 87229810 921,840.00 57,615.00 (a) N/A (a)
TDK CORP ADR COMMON STOCKS 87235140 20,936.00 180.00 (a) N/A (b)
TDK CORP ADR COMMON STOCKS 87235140 25,304.00 187.00 (c) N/A (c)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 337,978.00 17,500.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 100,000.00 5,000.00 (c) N/A (a)
THQ INC COMMON STOCKS 87244340 1,638,750.00 38,000.00 (a) N/A (a)
THQ INC COMMON STOCKS 87244340 336,375.00 7,800.00 (a) N/A (c)
TJX COS INC NEW COMMON STOCKS 87254010 4,379,735.00 198,700.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 11,225.00 400.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 13,256,725.00 472,400.00 (a) N/A (c)
TNP ENTERPRISES INC COMMON STOCKS 87259410 31,150.00 800.00 (c) N/A (a)
T-NETIX INC COMMON STOCKS 87259710 202.00 45.00 (c) N/A (b)
TRW INC COMMON STOCKS 87264910 (145,426.00) (2,800.00) (a) N/A (a)
TSI INTL SOFTWARE LTD COMMON STOCKS 87287910 819,175.00 30,200.00 (a) N/A (a)
TSI INTL SOFTWARE LTD COMMON STOCKS 87287910 382,462.00 14,100.00 (a) N/A (c)
TLC THE LASER CENTER INC COMMON STOCKS 87293410 12,312.00 500.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 4,656,938.00 76,500.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 16,558,000.00 272,000.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 24,350.00 400.00 (c) N/A (b)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 259,860.00 259,860.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 1,290,000.00 30,000.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 1,721,500.00 44,000.00 (c) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 7,825.00 200.00 (c) N/A (b)
TAIWAN FUND INC COMMON STOCKS 87403610 2,181,531.00 107,069.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 66,173,805.00 1,470,529.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 16,136.00 547.00 (a) N/A (b)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 1,797,030.00 39,934.00 (a) N/A (c)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 450,000.00 10,000.00 (c) N/A (c)
TALCON CLASS B LP COMMON STOCKS 87418110 1,890.00 37,800.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 1,497.00 50.00 (c) N/A (b)
TANDY CORP COMMON STOCKS 87538210 (339,397.00) (6,900.00) (a) N/A (a)
TANDY CORP COMMON STOCKS 87538210 4,135.00 80.00 (c) N/A (b)
TARGETED GENETICS CORP COMMON STOCKS 87612M10 478.00 300.00 (c) N/A (b)
TECH DATA CORP COMMON STOCKS 87823710 316,625.00 13,600.00 (a) N/A (a)
TECH DATA CORP COMMON STOCKS 87823710 4,923,984.00 211,500.00 (a) N/A (c)
TECHNICLONE CORP COMMON STOCKS 87851730 312.00 500.00 (c) N/A (b)
TECHNITROL INC COMMON STOCKS 87855510 173,550.00 3,900.00 (a) N/A (a)
TECHNITROL INC COMMON STOCKS 87855510 1,232,650.00 27,700.00 (c) N/A (c)
TECHNOLOGY SOLUTIONS CO COMMON STOCKS 87872T10 1,428,038.00 101,100.00 (a) N/A (a)
TECHNOLOGY SOLUTIONS CO COMMON STOCKS 87872T10 313,575.00 22,200.00 (a) N/A (c)
TECUMSEH PRODUCTS CO CL A COMMON STOCKS 87889520 75,188.00 1,500.00 (a) N/A (b)
TEGAL CORP COMMON STOCKS 87900810 356,016.00 122,500.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 3,461,412.00 250,600.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 250,006.00 18,100.00 (a) N/A (b)
TEKELEC COMMON STOCKS 87910110 360,506.00 26,100.00 (a) N/A (c)
TEL - SAVE HOLDINGS INC CONVERTIBLE CONVERTIBLES 879176AC 22,238.00 30,000.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 3,512,625.00 275,500.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 249,900.00 19,600.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 4,541,550.00 356,200.00 (a) N/A (c)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 21,558,570.00 237,560.00 (a) N/A (a)
TELECENTRO SUL PARTICIP ADR COMMON STOCKS 87923910 6,650,160.00 73,280.00 (a) N/A (c)
TELE DANMARK A/S SPONSORED ADR REPSTG COMMON STOCKS 87924210 9,480.00 320.00 (a) N/A (b)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 22,462,950.00 880,900.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 6,800,850.00 266,700.00 (a) N/A (c)
TELE-COMMUNICATIONS INC 6% CUM REDEEM PREFERRED STOCKS 87924V30 1,600.00 16.00 (a) N/A (b)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 5,945,800.00 173,600.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 1,356,300.00 39,600.00 (a) N/A (c)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 4,309.00 50.00 (a) N/A (b)
TELECOMUNICACOES BRASILEIRAS SA COMMON STOCKS 87928710 8.00 250.00 (a) N/A (b)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 63,110,160.00 490,176.00 (a) N/A (a)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 1,673,750.00 13,000.00 (a) N/A (c)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 17,768.00 138.00 (c) N/A (c)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 116,965.00 12,393.00 (a) N/A (a)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 808,925.00 26,200.00 (a) N/A (a)
TELEFONICA DE ARGENTINA ADR COMMON STOCKS 87937820 731,738.00 23,700.00 (a) N/A (c)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 1,179,858.00 16,854.00 (a) N/A (a)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 39,958.00 507.00 (c) N/A (c)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 4,048,078.00 302,660.00 (a) N/A (a)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 868,439.00 64,930.00 (a) N/A (c)
TELEFONICA DEL PERU ADR COMMON STOCKS 87938410 10,750.00 800.00 (c) N/A (b)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 89,562,262.00 796,109.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 19,162,912.00 170,337.00 (a) N/A (c)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 22,500.00 200.00 (c) N/A (c)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 3,911,250.00 3,000.00 (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 (50,400.00) (400.00) (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 44,406.00 500.00 (a) N/A (b)
TELESP PARTICIP SA ADR COMMON STOCKS 87952K10 430,109.00 17,600.00 (a) N/A (c)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 4,584,975.00 108,200.00 (a) N/A (a)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 1,152,600.00 27,200.00 (a) N/A (c)
TELIGENT INC COMMON STOCKS 87959Y10 265,525.00 4,300.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 149,062.00 3,000.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 987,834.00 16,700.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 2,601,133.00 45,684.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 1,320,950.00 23,200.00 (c) N/A (a)
TELLABS INC COMMON STOCKS 87966410 455,500.00 8,000.00 (c) N/A (b)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 4,015,624.00 60,900.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 32,969.00 500.00 (a) N/A (c)
TELESYSTEM INTL WIRELESS INC COMMON STOCKS 87994610 1,601,750.00 43,000.00 (a) N/A (a)
TEMPLETON CHINA WORLD FUND INC EQUITY FUNDS 88018X10 7,000.00 1,000.00 (c) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 166,703.00 17,900.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 46,565.00 5,000.00 (a) N/A (c)
TENFOLD CORP COMMON STOCKS 88033A10 26,500.00 1,000.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 2,898.00 165.00 (a) N/A (b)
TENNECO INC COMMON STOCKS 88037E10 5,100.00 300.00 (a) N/A (a)
TERADYNE INC COMMON STOCKS 88077010 7,860,600.00 119,100.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 668,770.00 10,647.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 1,711.00 35.00 (c) N/A (b)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 2,022,579.00 32,200.00 (c) N/A (c)
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)
TESCO PLC SPONSORED ADR COMMON STOCKS 88157530 40,677.00 4,470.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 8,180,318.00 114,110.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 2,107,627.00 29,400.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 8,024,983.00 143,732.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 2,047,964.00 32,443.00 (a) N/A (b)
TEXACO INC COMMON STOCKS 88169410 113,625.00 1,800.00 (c) N/A (a)
TEXAS BIOTECHNOLOGY CORP COMMON STOCKS 88221T10 6,000.00 1,500.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 15,541,262.00 176,700.00 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 3,233,741.00 39,316.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 13,818,000.00 168,000.00 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 641,550.00 7,800.00 (c) N/A (b)
TEXAS REGIONAL BANCSHARES INC COMMON STOCKS 88267310 1,785,539.00 72,143.00 (a) N/A (c)
TEXAS UTILITIES COMMON STOCKS 88284810 40,328.00 1,134.00 (a) N/A (a)
TEXAS UTILITIES COMMON STOCKS 88284810 173,951.00 4,662.00 (a) N/A (b)
TEXTRON INC COMMON STOCKS 88320310 10,498,587.00 136,900.00 (a) N/A (a)
TEXTRON INC COMMON STOCKS 88320310 125,768.00 1,640.00 (c) N/A (c)
THACKERAY CORP COMMON STOCKS 88321710 22,275.00 6,600.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 59,945.00 4,461.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 26,203.00 1,950.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 134,375.00 10,000.00 (c) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 58,789.00 4,375.00 (c) N/A (b)
THERMO INSTRUMENT SYSTEMS INC COMMON STOCKS 88355910 5,622.00 526.00 (c) N/A (b)
THERMOLASE CORP COMMON STOCKS 88362410 1,192.00 636.00 (c) N/A (b)
THERMOTREX CORP COMMON STOCKS 88366610 11,350.00 1,816.00 (c) N/A (b)
THERMEDICS INC COMMON STOCKS 88390110 3,688.00 500.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 225,600.00 4,800.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 46,518.00 1,618.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 116,438.00 4,050.00 (c) N/A (b)
3DO CO COMMON STOCKS 88553W10 738,588.00 73,400.00 (a) N/A (a)
3DO CO COMMON STOCKS 88553W10 374,325.00 37,200.00 (a) N/A (b)
3DO CO COMMON STOCKS 88553W10 946,881.00 94,100.00 (a) N/A (c)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 5,777,269.00 238,500.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 14,933,362.00 617,400.00 (a) N/A (c)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 12,094.00 500.00 (c) N/A (b)
TIDEWATER INC COMMON STOCKS 88642310 97,200.00 2,700.00 (a) N/A (a)
TIMBERLAND CO CL A COMMON STOCKS 88710010 2,730,469.00 69,900.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 74,702,900.00 1,124,802.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 27,895,367.00 459,183.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 15,068,464.00 244,900.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 3,565,418.00 58,690.00 (c) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 3,433,894.00 56,525.00 (c) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 28,925.00 400.00 (c) N/A (c)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 2,776,553.00 55,600.00 (a) N/A (a)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 208,750.00 10,000.00 (a) N/A (c)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 39,488.00 600.00 (a) N/A (b)
TIMES MIRROR CO SER A COMMON STOCKS 88736410 19,744.00 300.00 (a) N/A (c)
TIMES MIRROR CONV LYON SUB NTS CONVERTIBLES 887364AE 1,551,781.00 3,175.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 8,175.00 400.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 9,675.00 600.00 (a) N/A (b)
TODD-AO CORP CL A COMMON STOCKS 88889610 1,080.00 72.00 (a) N/A (b)
TOLL BROTHERS INC COMMON STOCKS 88947810 187,766.00 9,850.00 (c) N/A (b)
TOO INC COMMON STOCKS 89033310 13,800.00 800.00 (a) N/A (a)
TOOTSIE ROLL INDUSTRIES INC COMMON STOCKS 89051610 14,334.00 436.00 (a) N/A (a)
TOOTSIE ROLL INDUSTRIES INC COMMON STOCKS 89051610 2,531.00 77.00 (c) N/A (b)
TOPS APPLIANCE CITY INC COMMON STOCKS 89091010 1,125.00 1,000.00 (c) N/A (b)
TORCHMARK CORP COMMON STOCKS 89102710 656,824.00 22,600.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 465,008.00 16,000.00 (a) N/A (c)
TORO CO COMMON STOCKS 89109210 175,371.00 4,700.00 (a) N/A (a)
TORO CO COMMON STOCKS 89109210 458,950.00 12,300.00 (c) N/A (c)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 976,393.00 15,048.00 (a) N/A (a)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 11,114,884.00 175,210.00 (a) N/A (c)
TOTAL FINA SA SPON ADR COMMON STOCKS 89151E10 33,932.00 490.00 (c) N/A (c)
TOWER AUTOMOTIVE INC COMMON STOCKS 89170710 365,881.00 23,700.00 (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 287,000.00 56,000.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 61,500.00 12,000.00 (a) N/A (c)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 6,135.00 63.00 (a) N/A (a)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 23,565.00 242.00 (c) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 6,298.00 440.00 (a) N/A (a)
TOYS R US INC COMMON STOCKS 89233510 6,000.00 400.00 (c) N/A (b)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 677,867.00 246,497.00 (a) N/A (a)
TRANS WORLD AIRLINES COMMON STOCKS 89334983 7,125.00 2,000.00 (a) N/A (b)
TRANSACTION NETWORK SERVICES INC COMMON STOCKS 89341410 3,925.00 100.00 (c) N/A (b)
TRANSACTION SYSTEMS ARCHITECTS INC COMMON STOCKS 89341610 64,650.00 2,400.00 (a) N/A (a)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 150,335.00 2,140.00 (a) N/A (b)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 63,225.00 900.00 (c) N/A (b)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 456,750.00 52,200.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 276,500.00 31,600.00 (a) N/A (c)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 470.00 36.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 8,732,979.00 169,985.00 (a) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 539,438.00 10,500.00 (a) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 1,862,446.00 36,252.00 (c) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 381,768.00 7,431.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 792,244.00 17,150.00 (c) N/A (c)
TRAVELERS PROPERTY CASUALTY-A COMMON STOCKS 89393910 315,100.00 9,200.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 9,627,300.00 168,900.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 444,600.00 7,800.00 (a) N/A (b)
TRANSWITCH CORP COMMON STOCKS 89406510 3,588,150.00 62,950.00 (a) N/A (c)
TRANSWITCH CORP COMMON STOCKS 89406510 323,019.00 5,667.00 (c) N/A (b)
TREX MEDICAL CORP COMMON STOCKS 89531R10 1,114.00 270.00 (a) N/A (b)
TREX MEDICAL CORP COMMON STOCKS 89531R10 874.00 212.00 (c) N/A (b)
TRI-CONTINENTAL CORP EQUITY FUNDS 89543610 239,470.00 8,187.00 (a) N/A (b)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 30.00 2.00 (a) N/A (a)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 20.00 2.00 (c) N/A (b)
TRIANGLE PHARMACEUTICALS INC COMMON STOCKS 89589H10 192,654.00 10,008.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 139,344.00 6,500.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 27,869.00 1,300.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 (28,338.00) (760.00) (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 67,547.00 1,650.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 6,550.00 160.00 (c) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 1,515,008.00 30,100.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 546,752.00 10,990.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 132,151.00 2,400.00 (a) N/A (c)
TRIBUNE CO COMMON STOCKS 89604710 477,600.00 9,600.00 (c) N/A (a)
TRIBUNE CO 2.00% CNV SUB DEB CONVERTIBLES 89604730 5,611,650.00 35,800.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 649,350.00 22,200.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 9,319,167.00 318,604.00 (a) N/A (c)
TRIMERIS INC COMMON STOCKS 89626310 200,450.00 12,012.00 (a) N/A (a)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 2,470.00 80.00 (c) N/A (b)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 648,386.00 22,800.00 (c) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 6,643,984.00 114,950.00 (a) N/A (a)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 503,250.00 8,800.00 (a) N/A (b)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 16,532,906.00 289,100.00 (a) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 1,012,375.00 9,100.00 (c) N/A (c)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 8,102,150.00 1,322,800.00 (a) N/A (a)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 263,988.00 43,100.00 (a) N/A (b)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 13,038,288.00 2,128,700.00 (a) N/A (c)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 30,625.00 5,000.00 (c) N/A (a)
TRISTAR AEROSPACE CO COMMON STOCKS 89674L10 306.00 50.00 (c) N/A (b)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 36,375.00 1,000.00 (a) N/A (b)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 308,347.00 6,900.00 (c) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 3,902,618.00 287,740.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 962,973.00 71,000.00 (a) N/A (c)
TUBOSCOPE INC. COMMON STOCKS 89860010 106,362.00 6,700.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 33,876.00 2,000.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 27,459.00 1,356.00 (a) N/A (b)
TWEETER HOME ENTERTAINMENT GROUP INC COMMON STOCKS 90116710 585,218.00 15,658.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 106,875.00 1,900.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 1,563,750.00 27,800.00 (c) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 51,294,598.00 604,908.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 25,550,142.00 247,459.00 (a) N/A (b)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 29,756,650.00 288,200.00 (a) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 5,738,119.00 55,575.00 (c) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 3,647,306.00 35,325.00 (c) N/A (b)
UBS AG STAMFORD CT CONV.(ATT) CONVERTIBLES 90261AAA 3,770,000.00 4,000.00 (a) N/A (a)
UBS AG SPONS ADR COMMON STOCKS 90261R10 4,125.00 300.00 (a) N/A (a)
UBS AG SPONS ADR COMMON STOCKS 90261R10 20,625.00 1,500.00 (c) N/A (c)
USX-MARATHON GROUP COMMON STOCKS 90290582 5,351,124.00 216,750.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 666,576.00 27,000.00 (a) N/A (c)
UST INC COMMON STOCKS 90291110 9,056.00 300.00 (a) N/A (b)
U S RESTAURANT PROPERTIES INC COMMON STOCKS 90297110 74,100.00 3,900.00 (a) N/A (a)
U S BANCORP-DEL COMMON STOCKS 90297310 82,231.00 2,724.00 (a) N/A (a)
U S BANCORP-DEL COMMON STOCKS 90297310 709,587.00 23,506.00 (a) N/A (b)
U S BANCORP-DEL COMMON STOCKS 90297310 164,099.00 5,436.00 (c) N/A (a)
U S BANCORP-DEL COMMON STOCKS 90297310 1,273,852.00 42,198.00 (c) N/A (b)
U S LIQUIDS INC COMMON STOCKS 90297410 28,000.00 4,000.00 (c) N/A (b)
USA NETWORKS INC COMMON STOCKS 90298410 3,762,625.00 97,100.00 (a) N/A (a)
USA NETWORKS INC COMMON STOCKS 90298410 1,154,750.00 29,800.00 (a) N/A (b)
USA NETWORKS INC COMMON STOCKS 90298410 9,532,500.00 246,000.00 (a) N/A (c)
USA NETWORKS INC COMMON STOCKS 90298410 58,125.00 1,500.00 (c) N/A (b)
URS CORP COMMON STOCKS 90323610 310,138.00 14,300.00 (c) N/A (c)
USG CORP COMMON STOCKS 90329340 4,243,738.00 89,900.00 (a) N/A (a)
USG CORP COMMON STOCKS 90329340 11,603,831.00 243,650.00 (a) N/A (c)
U.S. FOODSERVICE COMMON STOCKS 90331R10 130,650.00 7,800.00 (a) N/A (a)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 221.00 10.00 (a) N/A (c)
U.S. INTERACTIVE INC COMMON STOCKS 90334M10 17,200.00 400.00 (c) N/A (c)
USN COMMUNICATIONS WT WARRANTS 90336N11 - 30,540.00 (a) N/A (a)
USX-U S STEEL GROUP COMMON STOCKS 90337T10 326,700.00 9,900.00 (c) N/A (c)
ULTRAPAR PARTICPAC-SPON ADR COMMON STOCKS 90400P10 2,273,550.00 197,700.00 (a) N/A (a)
ULTRAPAR PARTICPAC-SPON ADR COMMON STOCKS 90400P10 607,200.00 52,800.00 (a) N/A (c)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 1,421,900.00 47,200.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 2,440,125.00 81,000.00 (a) N/A (c)
UNIDIGITAL INC COMMON STOCKS 90466910 17,714.00 4,300.00 (a) N/A (a)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 36,482.00 1,206.00 (a) N/A (a)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 10,263.00 267.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 115,084,127.00 2,112,200.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 27,318.00 401.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 2,165,653.00 39,782.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 45,774,301.00 840,852.00 (c) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 847,550.00 25,300.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 522,600.00 15,600.00 (a) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 5,171.00 140.00 (c) N/A (b)
UNIGRAPHICS SOLUTIONS INC COMMON STOCKS 90492810 342,900.00 12,700.00 (c) N/A (c)
UNION PACIFIC CORP COMMON STOCKS 90781810 215,384.00 4,900.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 146,591.00 3,050.00 (a) N/A (b)
UNION PACIFIC CORP COMMON STOCKS 90781810 6,553.00 150.00 (a) N/A (c)
UNION PACIFIC CORP COMMON STOCKS 90781810 96,125.00 2,000.00 (c) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 728,000.00 49,000.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 5,921,469.00 364,425.00 (a) N/A (c)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 3,250.00 200.00 (c) N/A (b)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 1,343,850.00 105,400.00 (c) N/A (c)
UNION PLANTERS CORP COMMON STOCKS 90806810 (122,258.00) (3,100.00) (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 245,071.00 6,400.00 (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 5,372,250.00 148,200.00 (a) N/A (c)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 1,116,250.00 47,500.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 253,800.00 10,800.00 (a) N/A (c)
UNISOURCE ENERGY CORP COMMON STOCKS 90920510 1,930,162.00 163,400.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 9,584,984.00 213,900.00 (a) N/A (a)
UNISYS CORP COMMON STOCKS 90921410 2,272,495.00 50,360.00 (a) N/A (b)
UNISYS CORP COMMON STOCKS 90921410 35,808,944.00 793,550.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 429,118.00 43,455.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 470,682.00 47,664.00 (a) N/A (c)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 55,938.00 5,000.00 (c) N/A (b)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 10,072,500.00 189,600.00 (a) N/A (a)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 2,241,875.00 42,200.00 (a) N/A (c)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 438,188.00 9,000.00 (c) N/A (b)
UNITED HEALTHCARE CORP COMMON STOCKS 91058110 26,031.00 490.00 (c) N/A (c)
UNITED PAN-EUROPE COMMUNICATIONS NV COMMON STOCKS 91130020 15,860.00 260.00 (a) N/A (b)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 1,508,700.00 85,600.00 (a) N/A (a)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 930,600.00 52,800.00 (a) N/A (c)
UNITED PAYORS & UNITED PROVIDERS COMMON STOCKS 91131910 17,625.00 1,000.00 (c) N/A (b)
U S BIOSCIENCE INC COMMON STOCKS 91164620 1,425.00 100.00 (a) N/A (b)
U S BIOSCIENCE INC COMMON STOCKS 91164620 356.00 25.00 (c) N/A (b)
US CELLULAR CORP COMMON STOCKS 91168410 80,750.00 800.00 (a) N/A (a)
US AIRWAYS GROUP INC COMMON STOCKS 91190510 341.00 13.00 (c) N/A (b)
U.S. HOME COMMON STOCKS 91192010 181,497.00 7,100.00 (a) N/A (a)
U.S. HOME COMMON STOCKS 91192010 2,062,934.00 80,700.00 (c) N/A (c)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 504.00 32.00 (c) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 7,937,661.00 110,504.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 54,951.00 963.00 (a) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 39,944.00 700.00 (a) N/A (c)
U S WEST INC COMMON STOCKS 91273H10 7,019.00 123.00 (c) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 7,133.00 125.00 (c) N/A (b)
U.S.TRUST CORP COMMON STOCKS 91288L10 69,122.00 860.00 (c) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 20,331,350.00 313,000.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 725,036.00 12,224.00 (a) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 1,402,131.00 22,000.00 (a) N/A (c)
UNITED TELEVISION INC COMMON STOCKS 91306610 11,275.00 100.00 (a) N/A (b)
UNITED WATER RESOURCES INC COMMON STOCKS 91319010 55,462.00 1,700.00 (a) N/A (b)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 3,683,253.00 52,152.25 (a) N/A (a)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 1,281,138.00 18,140.00 (a) N/A (c)
UNITRIN INC. COMMON STOCKS 91327510 97,995.00 2,820.00 (a) N/A (a)
UNITRIN INC. COMMON STOCKS 91327510 301,000.00 8,000.00 (a) N/A (c)
UNIVERSAL CORP VA COMMON STOCKS 91345610 120,909.00 5,300.00 (a) N/A (a)
UNIVERSAL CORP VA COMMON STOCKS 91345610 287,444.00 12,600.00 (c) N/A (c)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 244,125.00 3,000.00 (a) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 176,326.00 5,088.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 140,838.00 3,800.00 (a) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 785,374.00 23,400.00 (a) N/A (c)
UNOCAL INC COMMON STOCKS 91528910 74,125.00 2,000.00 (c) N/A (a)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 1,675,453.00 34,590.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 148,462.00 11,100.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 2,277,762.00 170,300.00 (a) N/A (c)
UNOVA INC COMMON STOCKS 91529B10 1,338.00 100.00 (c) N/A (b)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 104,344.00 3,500.00 (a) N/A (a)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 8,831.00 300.00 (c) N/A (b)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 3,206.00 75.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 8,562.00 250.00 (a) N/A (b)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 14,578.00 341.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 138,838.00 2,900.00 (a) N/A (a)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 947,925.00 19,800.00 (c) N/A (c)
URBAN OUTFITTERS INC COMMON STOCKS 91704710 442.00 20.00 (a) N/A (b)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 51,538.00 1,900.00 (a) N/A (a)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 585,900.00 21,600.00 (c) N/A (c)
UROMED CORP COMMON STOCKS 91727430 374.00 332.00 (c) N/A (b)
USABANCSHARES INC COMMON STOCKS 91728910 26,962.00 3,536.00 (a) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 3,125.00 100.00 (c) N/A (b)
USWEB CORP COMMON STOCKS 91732710 7,033,492.00 203,862.00 (a) N/A (a)
USWEB CORP COMMON STOCKS 91732710 1,716.00 50.00 (a) N/A (b)
USWEB CORP COMMON STOCKS 91732710 3,431.00 100.00 (c) N/A (b)
UTILICORP UNITED INC COMMON STOCKS 91800510 1,557,956.00 80,150.00 (a) N/A (a)
VAIL RESORTS INC COMMON STOCKS 91879Q10 46,375.00 2,000.00 (a) N/A (a)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 21,175.00 1,100.00 (a) N/A (b)
VALERO ENERGY CORP COMMON STOCKS 91913Y10 7,700.00 400.00 (c) N/A (b)
VALUE CITY DEPARTMENT STORES INC COMMON STOCKS 92038710 799,500.00 53,300.00 (a) N/A (c)
VALUE AMERICA INC COMMON STOCKS 92038N10 1,136,025.00 89,100.00 (a) N/A (a)
VALUE AMERICA INC COMMON STOCKS 92038N10 170,850.00 13,400.00 (a) N/A (c)
VALUE AMERICA INC COMMON STOCKS 92038N10 12,750.00 1,000.00 (c) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 6,276,400.00 241,400.00 (a) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 351,000.00 13,500.00 (a) N/A (b)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 12,490,400.00 480,400.00 (a) N/A (c)
VARCO INTERNATIONAL INC COMMON STOCKS 92212610 2,652,914.00 217,675.00 (a) N/A (c)
VARIAN INC COMMON STOCKS 92220610 21,300.00 1,200.00 (a) N/A (b)
VARIAN INC COMMON STOCKS 92220610 8,875.00 500.00 (c) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 2,784,462.00 132,200.00 (a) N/A (a)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 25,275.00 1,200.00 (a) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 1,004,681.00 47,700.00 (a) N/A (c)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 10,531.00 500.00 (c) N/A (b)
VARIAN MEDICAL SYSTEMS INC COMMON STOCKS 92220P10 26,250.00 1,200.00 (a) N/A (b)
VARIAN MEDICAL SYSTEMS INC COMMON STOCKS 92220P10 10,938.00 500.00 (c) N/A (b)
VENTAS INC COMMON STOCKS 92276F10 950.00 200.00 (c) N/A (b)
VENWORLD TELECOM PRIV PLACEMEN 92339590 2,065,217.00 206,248.00 (a) N/A (a)
VERIO INC COMMON STOCKS 92343310 4,228,050.00 91,540.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 130,485,148.00 1,686,825.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 854,752.00 11,256.00 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 2,483,156.00 32,700.00 (a) N/A (c)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 21,888,225.00 288,240.00 (c) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 5,232,094.00 68,900.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 1,659,012.00 20,980.00 (c) N/A (c)
VERITY INC COMMON STOCKS 92343C10 5,800,894.00 84,300.00 (a) N/A (a)
VERITY INC COMMON STOCKS 92343C10 13,349,625.00 194,000.00 (a) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 23,976,424.00 222,919.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 1,049,025.00 9,850.00 (a) N/A (b)
VERISIGN INC COMMON STOCKS 92343E10 31,428,150.00 295,100.00 (a) N/A (c)
VERITAS DGC INC COMMON STOCKS 92343P10 28,875.00 1,500.00 (c) N/A (b)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 199,500.00 5,700.00 (a) N/A (a)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 353,500.00 10,100.00 (c) N/A (c)
VERTICALNET INC COMMON STOCKS 92532L10 2,427,200.00 65,600.00 (a) N/A (a)
VERTICALNET INC COMMON STOCKS 92532L10 92,500.00 2,500.00 (a) N/A (b)
VERTICALNET INC COMMON STOCKS 92532L10 4,081,100.00 110,300.00 (a) N/A (c)
VIACOM INC COMMON STOCKS 92552410 94,186.00 2,134.00 (a) N/A (a)
VIACOM INC COMMON STOCKS 92552410 274,724.00 6,352.00 (a) N/A (b)
VIACOM INC COMMON STOCKS 92552410 10,986.00 254.00 (c) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 1,122,161.00 25,910.00 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 531,082.00 12,570.00 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 50,700.00 1,200.00 (c) N/A (b)
VIATEL INC COMMON STOCKS 92552920 10,346,335.00 318,759.16 (a) N/A (a)
VIATEL INC COMMON STOCKS 92552920 413,875.00 14,000.00 (a) N/A (b)
VIATEL INC COMMON STOCKS 92552920 17,474,172.00 580,551.00 (a) N/A (c)
VIAD CORP COMMON STOCKS 92552R10 5,799,700.00 196,600.00 (a) N/A (a)
VIAD CORP COMMON STOCKS 92552R10 22,071,900.00 748,200.00 (a) N/A (c)
VICAL INC COMMON STOCKS 92560210 1,381.00 100.00 (c) N/A (b)
VIEWCAST.COM INC COMMON STOCKS 92671310 650.00 100.00 (c) N/A (b)
VIGNETE CORPORATION COMMON STOCKS 92673410 52,674,690.00 580,759.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 117,412.00 3,100.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 382,538.00 10,100.00 (a) N/A (c)
VINTAGE PETROLEUM INC COMMON STOCKS 92746010 484,933.00 40,200.00 (c) N/A (c)
VISIO CORPORATION COMMON STOCKS 92791410 152,000.00 3,200.00 (a) N/A (a)
VIROPHARMA INC COMMON STOCKS 92824110 3,556,823.00 159,633.00 (a) N/A (a)
VIROPHARMA INC COMMON STOCKS 92824110 812,887.00 36,483.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 7,733,594.00 325,625.00 (a) N/A (a)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 3,349.00 141.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 25,108,500.00 1,057,200.00 (a) N/A (c)
VISTANA INC COMMON STOCKS 92839P10 12,045,000.00 803,000.00 (a) N/A (a)
VISTANA INC COMMON STOCKS 92839P10 39,679,500.00 2,645,300.00 (a) N/A (c)
VISUAL DATA CORP COMMON STOCKS 92842820 36,000.00 4,000.00 (c) N/A (a)
VISUAL DATA CORP COMMON STOCKS 92842820 2,700.00 300.00 (c) N/A (b)
VISUAL NETWORKS INC COMMON STOCKS 92844410 42,438.00 1,000.00 (a) N/A (a)
VISUAL NETWORKS INC COMMON STOCKS 92844410 2,368,861.00 55,820.00 (a) N/A (b)
VISX INC COMMON STOCKS 92844S10 2,846,788.00 36,200.00 (a) N/A (a)
VISX INC COMMON STOCKS 92844S10 174,006.00 2,200.00 (a) N/A (b)
VISX INC COMMON STOCKS 92844S10 21,568,866.00 272,700.00 (a) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 16,400,538.00 192,100.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 1,282,162.00 15,018.00 (a) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 30,974,050.00 362,800.00 (a) N/A (c)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 7,428.00 87.00 (c) N/A (b)
VITRO SOCIEDAD ANONIMA -ADR COMMON STOCKS 92850230 992,750.00 180,500.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 7,410.00 406.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 34,675.00 1,900.00 (c) N/A (c)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 2,636.00 380.00 (a) N/A (b)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 6,938.00 1,000.00 (c) N/A (a)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 56,888.00 8,200.00 (c) N/A (b)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 5,117.00 97.00 (a) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 21,100.00 400.00 (c) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 43,378,481.00 462,240.00 (a) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 19,400,638.00 81,601.00 (a) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 5,789,212.00 24,350.00 (a) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 2,813,771.00 11,835.00 (c) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 1,525,880.00 6,418.00 (c) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 53,212.00 1,075.00 (c) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 80,644,101.00 1,272,687.00 (a) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 1,644,373.00 26,643.00 (a) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 49,541,641.00 802,700.00 (a) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 12,344.00 200.00 (c) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 21,347.00 150.00 (c) N/A (c)
VOLT INFO SCIENCES INC COMMON STOCKS 92870310 124,150.00 5,200.00 (a) N/A (a)
VOLT INFO SCIENCES INC COMMON STOCKS 92870310 661,338.00 27,700.00 (c) N/A (c)
WHG BANCSHARES CORP COMMON STOCKS 92894910 9,062.00 1,000.00 (a) N/A (b)
VOYAGER.NET INC COMMON STOCKS 92906W10 363,125.00 41,500.00 (a) N/A (a)
VOYAGER.NET INC COMMON STOCKS 92906W10 531,125.00 60,700.00 (a) N/A (c)
VULCAN MATLS CO COMMON STOCKS 92916010 47,926.00 1,200.00 (a) N/A (a)
WEBS-AUSTRALIA INDEX SERIES EQUITY FUNDS 92923H10 14,025.00 1,360.00 (a) N/A (b)
WEBS-GERMANY INDEX SERIES EQUITY FUNDS 92923H60 21,566.00 1,030.00 (a) N/A (b)
WEBS-UNITED KINGDOM INDEX SERIES EQUITY FUNDS 92923H79 20,109.00 990.00 (a) N/A (b)
WHX CORP COMMON STOCKS 92924810 75,000.00 7,500.00 (a) N/A (b)
WASTE MANAGEMENT CONV SUB NTS CONVERTIBLES 92929QAF 2,133,512.00 2,590.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 604,500.00 6,500.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 827,700.00 8,900.00 (a) N/A (c)
WRT ENEGRY CORP - WTS WARRANTS 92931K13 - 8,000.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 2,912,072.00 42,051.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 290,834.00 3,699.00 (a) N/A (b)
WACHOVIA CORP NEW COMMON STOCKS 92977110 12,092,525.00 153,800.00 (a) N/A (c)
WADDELL & REED FINANCIAL INC CL A COMMON STOCKS 93005910 66,562.00 3,000.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 53,181,996.00 780,222.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 2,645,949.00 55,631.00 (a) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 5,882,538.00 85,100.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 6,916,539.00 145,420.00 (c) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 1,445,520.00 30,392.00 (c) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 488,783.00 7,071.00 (c) N/A (c)
WALDEN RESIDENTIAL PROPERTIES INC COMMON STOCKS 93121010 8,725.00 400.00 (a) N/A (b)
WALDEN RESIDENTIAL PROPERTIES INC CONVERTIBLES 93121030 9,900.00 400.00 (c) N/A (b)
WALGREEN CO COMMON STOCKS 93142210 841,004.00 32,410.00 (a) N/A (a)
WALGREEN CO COMMON STOCKS 93142210 1,074,378.00 42,340.00 (a) N/A (b)
WALGREEN CO COMMON STOCKS 93142210 43,138.00 1,700.00 (c) N/A (b)
WALLACE COMPUTER SVCS INC COMMON STOCKS 93227010 272,650.00 16,400.00 (c) N/A (c)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 830,309.00 76,788.00 (a) N/A (a)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 1,759,725.00 130,350.00 (a) N/A (c)
WARNACO GROUP INC COMMON STOCKS 93439010 34,675.00 1,900.00 (a) N/A (a)
WARNER CHILCOTT LABS SPONSORED ADR COMMON STOCKS 93443520 2,950.00 400.00 (c) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 60,572,811.00 842,583.00 (a) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 20,111,758.00 303,002.00 (a) N/A (b)
WARNER-LAMBERT COMMON STOCKS 93448810 21,313,971.00 320,200.00 (a) N/A (c)
WARNER-LAMBERT COMMON STOCKS 93448810 3,013,425.00 45,400.00 (c) N/A (a)
WARNER-LAMBERT COMMON STOCKS 93448810 2,980,901.00 44,910.00 (c) N/A (b)
WASHINGTON CORP CL A (TWC) COMMON STOCKS 93747920 615,927.00 410,618.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 1,326,020.00 45,334.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 832,367.00 28,457.00 (a) N/A (b)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 596,700.00 20,400.00 (c) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 48,262.00 1,650.00 (c) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 743,089.00 42,897.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 2,791.00 145.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 310,879.00 18,087.00 (a) N/A (c)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 64,718.00 3,362.00 (c) N/A (b)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 47,250.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 28,125.00 37,500.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 5,146,000.00 6,200.00 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 332,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 332,000.00 400.00 (c) N/A (c)
WATSCO INC COMMON STOCKS 94262220 2,275.00 200.00 (c) N/A (b)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 59,231,121.00 1,653,900.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 966,951.00 27,000.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 19,317,532.00 539,400.00 (c) N/A (c)
WATTS INDUSTRIES INC CL A COMMON STOCKS 94274910 2,112,034.00 97,105.00 (a) N/A (c)
WAVE SYSTEMS CORP CL A COMMON STOCKS 94352610 1,398.00 130.00 (c) N/A (b)
WAVO CORP COMMON STOCKS 94402710 888.00 200.00 (c) N/A (b)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 3,257,755.00 81,570.00 (a) N/A (a)
WEBSTER FINANCIAL CORP COMMON STOCKS 94789010 2,734,875.00 107,250.00 (a) N/A (c)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 147,964.00 3,800.00 (a) N/A (a)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 56,062.00 1,500.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 29,900.00 800.00 (c) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 288,141.00 7,400.00 (c) N/A (c)
WEIRTON STEEL CORP COMMON STOCKS 94877410 149.00 70.00 (c) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 995,664.00 15,100.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 3,135.00 55.00 (a) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 27,694.00 420.00 (c) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 21,363,685.00 533,387.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 7,456,791.00 188,184.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 107,565.00 2,660.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 3,096,099.00 78,135.00 (c) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 528,994.00 13,350.00 (c) N/A (b)
WENDY'S INTERNATIONAL INC COMMON STOCKS 95059010 15,900.00 600.00 (a) N/A (c)
WESCO INTERNATIONAL INC COMMON STOCKS 95082P10 310,750.00 22,000.00 (a) N/A (c)
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 DIGITAL CORP COMMON STOCKS 95810210 1,844.00 500.00 (c) N/A (b)
WESTERN WATER CO COMMON STOCKS 95988110 1,196,569.00 736,350.00 (a) N/A (c)
WESTERN WATER CO COMMON STOCKS 95988110 21,125.00 13,000.00 (c) N/A (a)
WESTERN WATER CO COMMON STOCKS 95988110 14,029.00 8,633.00 (c) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 61,189,987.00 1,351,277.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 1,305,446.00 29,111.00 (a) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 45,520,891.00 1,015,100.00 (a) N/A (c)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 1,647,502.00 94,143.00 (a) N/A (a)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 3,079,519.00 130,350.00 (a) N/A (c)
WESTVACO CORP COMMON STOCKS 96154810 38,438.00 1,500.00 (a) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 8,458,681.00 187,450.00 (a) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 135,375.00 3,000.00 (a) N/A (b)
WESTWOOD ONE INC COMMON STOCKS 96181510 24,818,750.00 550,000.00 (a) N/A (c)
WESTWOOD ONE INC COMMON STOCKS 96181510 142,144.00 3,150.00 (c) N/A (a)
WESTWOOD ONE INC COMMON STOCKS 96181510 1,670.00 37.00 (c) N/A (b)
WEYERHAEUSER CO COMMON STOCKS 96216610 16,516,990.00 230,000.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 5,538,654.00 40,838.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 1,768,279.00 13,038.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 1,837,719.00 13,550.00 (a) N/A (c)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 3,912,781.00 28,850.00 (c) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS 96412610 366,188.00 2,700.00 (c) N/A (b)
WHITMAN CORP COMMON STOCKS 96647R10 (91,378.00) (6,800.00) (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 42,750.00 3,000.00 (a) N/A (b)
WHOLE FOODS MARKET INC COMMON STOCKS 96683710 22,903.00 700.00 (a) N/A (a)
WHOLE FOODS MARKET INC COMMON STOCKS 96683710 16,359.00 500.00 (c) N/A (b)
WILD OATS MARKETS INC COMMON STOCKS 96808B10 7,159,770.00 181,260.00 (a) N/A (a)
WILD OATS MARKETS INC COMMON STOCKS 96808B10 461,834.00 11,692.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 17,543,331.00 1,118,300.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 7,217,850.00 460,102.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 26,807,741.00 1,708,860.00 (a) N/A (c)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 6,331,475.00 403,600.00 (c) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 2,225,272.00 141,850.00 (c) N/A (b)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 59,604.00 3,830.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 62,250.00 4,000.00 (a) N/A (b)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 3,234.00 75.00 (a) N/A (a)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 13,931.00 300.00 (a) N/A (c)
WILLBROS GROUP INC COMMON STOCKS 96919910 33,452.00 4,695.00 (a) N/A (b)
WILLIAMS COMPANIES INC COMMON STOCKS 96945710 403,942.00 10,736.00 (a) N/A (b)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 301,088.00 6,200.00 (a) N/A (a)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 4,856.00 100.00 (c) N/A (b)
WILMAR INDUSTRIES INC COMMON STOCKS 97142610 1,442,000.00 112,000.00 (a) N/A (c)
WILMINGTON TRUST CORP COMMON STOCKS 97180710 9,712.00 200.00 (c) N/A (b)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 19,000.00 1,000.00 (c) N/A (a)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,951,950.00 1,540.00 (a) N/A (a)
WINFIELD CAPITAL CORP COMMON STOCKS 97385910 1,694.00 100.00 (a) N/A (a)
WINK COMMUNICATIONS INC COMMON STOCKS 97416810 589,781.00 13,500.00 (a) N/A (c)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 148,466.00 7,400.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 2,519,913.00 125,600.00 (c) N/A (c)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 200,000.00 4,000.00 (a) N/A (a)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 50,000.00 1,000.00 (a) N/A (c)
WINSTAR COMMUNICATIONS INC COMMON STOCKS 97551510 2,088,906.00 28,000.00 (a) N/A (a)
WISCONSIN CENTRAL TRANSPORT COMMON STOCKS 97659210 (47,033.00) (3,500.00) (a) N/A (a)
WISCONSIN ENERGY CORP COMMON STOCKS 97665710 65,625.00 2,800.00 (a) N/A (a)
WISCONSIN ENERGY CORP COMMON STOCKS 97665710 4,973,438.00 212,200.00 (a) N/A (c)
WOLVERINE TUBE INC COMMON STOCKS 97809310 278,262.00 19,700.00 (c) N/A (c)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 635,625.00 90,000.00 (a) N/A (c)
WORLD ACESS COMMON STOCKS 98141A10 120,948.00 6,283.00 (a) N/A (a)
WORLDGATE COMMUNICATIONS INC COMMON STOCKS 98156L30 13,725.00 600.00 (c) N/A (b)
WORTHINGTON INDS INC COMMON STOCKS 98181110 7,650.00 450.00 (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 75,800,913.00 914,100.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 30,966.00 450.00 (a) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 1,302,127.00 15,700.00 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 103,219.00 1,500.00 (c) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 100,810.00 1,465.00 (c) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 27,112,432.00 326,900.00 (c) N/A (c)
WYNNS INTL INC COMMON STOCKS 98319510 303,688.00 21,500.00 (c) N/A (c)
XILINX INC COMMON STOCKS 98391910 22,246,156.00 339,474.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 1,028,841.00 15,700.00 (a) N/A (b)
XILINX INC COMMON STOCKS 98391910 10,891,294.00 166,200.00 (a) N/A (c)
XILINX INC COMMON STOCKS 98391910 24,509.00 374.00 (c) N/A (b)
XIRCOM COMMON STOCKS 98392210 255,000.00 3,400.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 4,440,000.00 59,200.00 (c) N/A (c)
XEROX COMMON STOCKS 98412110 950,205.00 27,110.00 (a) N/A (a)
XEROX COMMON STOCKS 98412110 578,738.00 13,800.00 (a) N/A (b)
XEROX COMMON STOCKS 98412110 8,943,172.00 213,250.00 (a) N/A (c)
XEROX COMMON STOCKS 98412110 50,325.00 1,200.00 (c) N/A (a)
XEROX COMMON STOCKS 98412110 50,325.00 1,200.00 (c) N/A (b)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 6,014,625.00 11,190.00 (a) N/A (a)
XOMED SURGICAL PRODUCTS INC COMMON STOCKS 98412V10 206,625.00 3,625.00 (a) N/A (a)
XOMED SURGICAL PRODUCTS INC COMMON STOCKS 98412V10 684,114.00 12,002.00 (c) N/A (b)
XOOM.COM INC COMMON STOCKS 98413F10 3,776,611.00 76,103.00 (a) N/A (a)
XOOM.COM INC COMMON STOCKS 98413F10 292,788.00 5,900.00 (a) N/A (b)
XOOM.COM INC COMMON STOCKS 98413F10 9,685,212.00 195,168.00 (a) N/A (c)
YAGEO CORP GDR- 144A COMMON STOCKS 98432610 1,025,920.00 183,200.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 188,080,192.00 983,952.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 3,022,780.00 16,840.00 (a) N/A (b)
YAHOO INC COMMON STOCKS 98433210 2,809,175.00 15,650.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 19,745.00 110.00 (c) N/A (b)
YAHOO INC COMMON STOCKS 98433210 237,978.00 550.00 (c) N/A (c)
YOUBET.COM INC COMMON STOCKS 98741310 7,500.00 1,000.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 1,834,800.00 41,700.00 (a) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 2,906,200.00 66,050.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 198,000.00 4,500.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 325,600.00 7,400.00 (c) N/A (b)
YOUNG BROADCASTING INC CL A COMMON STOCKS 98743410 5,238.00 100.00 (c) N/A (b)
ZALE CORP COMMON STOCKS 98885810 15,325.00 400.00 (a) N/A (b)
ZEMEX CANADA CORP COMMON STOCKS 98891010 22,904.00 3,243.00 (a) N/A (b)
ZIFF-DAVISZD INC COMMON STOCKS 98951110 2,286,525.00 141,800.00 (a) N/A (c)
ZIONS BANCORPORATION COMMON STOCKS 98970110 812,377.00 14,737.00 (a) N/A (a)
ZIONS BANCORPORATION COMMON STOCKS 98970110 110,250.00 2,000.00 (c) N/A (a)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 865,886.00 12,470.00 (a) N/A (b)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 7.00 0.10 (a) N/A (c)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 8,610.00 124.00 (c) N/A (b)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 133,504.00 8,000.00 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 40,051.00 2,400.00 (a) N/A (c)
AMDOCS LTD COMMON STOCKS G0260210 32,760.00 1,560.00 (a) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 849,062.00 32,500.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON STOCKS G2004510 395,469.00 253,100.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON STOCKS G2004510 10,938.00 7,000.00 (a) N/A (b)
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON STOCKS G2004510 942,031.00 602,900.00 (a) N/A (c)
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON STOCKS G2004510 3,125.00 2,000.00 (c) N/A (b)
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD COMMON STOCKS G2004520 160,125.00 22,875.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 4,102,366.00 124,550.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 61,758.00 1,875.00 (a) N/A (b)
CORECOMM LTD COMMON STOCKS G2422R10 11,594,000.00 352,000.00 (a) N/A (c)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 799,620.00 66,635.00 (a) N/A (a)
CREDICORP LTD ADR COMMON STOCKS G2519Y10 310,080.00 25,840.00 (a) N/A (c)
FRUIT OF THE LOOM LTD CL A HOLDING CO COMMON STOCKS G3682L10 464.00 135.00 (c) N/A (b)
GEMSTAR NTL GROUP LTD COMMON STOCKS G3788V10 2,315,625.00 32,500.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 1,345,675.00 27,877.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 34,106.00 1,287.00 (a) N/A (b)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 4,876.00 184.00 (c) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 2,066,644.00 67,028.00 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 344,908.00 14,996.00 (a) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 1,089,602.00 47,374.00 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 4,155,088.00 180,656.00 (c) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 833,474.00 36,238.00 (c) N/A (b)
IRIDIUM WORLD COMMUNICATIONS LTD CL A COMMON STOCKS G4939810 3,753.00 1,500.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 7,288,985.00 402,813.80 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 2,581,030.00 150,169.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 573,433.00 33,125.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 4,394,844.00 255,700.00 (c) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 636,677.00 37,043.00 (c) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 1,769,062.00 51,000.00 (a) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 359,016.00 10,350.00 (a) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 1,809,369.00 52,162.00 (a) N/A (c)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 10,406.00 300.00 (c) N/A (a)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 112,734.00 3,250.00 (c) N/A (b)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 312,188.00 9,000.00 (c) N/A (c)
SANTA FE INTERNATIONAL CORP COMMON STOCKS G7805C10 129,375.00 6,000.00 (a) N/A (b)
TERRA NOVA BERMUDA HOLDINGS LTD ORD COMMON STOCKS G8761510 897,444.00 28,100.00 (a) N/A (a)
TERRA NOVA BERMUDA HOLDINGS LTD ORD COMMON STOCKS G8761510 9,324,153.00 291,950.00 (a) N/A (c)
TOMMY HILFIGER CORP COMMON STOCKS G8915Z10 5,638.00 200.00 (a) N/A (b)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 8,078,875.00 263,800.00 (a) N/A (a)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 1,780,538.00 58,140.00 (a) N/A (b)
TRANSOCEAN OFFSHORE INC CAYMAN ORD COMMON STOCKS G9007610 27,825,875.00 908,600.00 (a) N/A (c)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 91,307.00 2,710.40 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 9,131.00 271.04 (a) N/A (c)
TRITON ENERGY LTD COMMON STOCKS G9075110 7,031.00 500.00 (c) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 279,990.00 6,222.00 (a) N/A (a)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 70,065.00 1,557.00 (a) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 5,395.00 104.00 (a) N/A (c)
XOMA LTD [BERMUDA] COMMON STOCKS G9825R10 294.00 100.00 (c) N/A (b)
MILLICOM INTL CELLULAR S.A. COMMON STOCKS L6388F10 2,540,846.00 40,735.00 (a) N/A (a)
STOLT-NIELSEN SA COMMON STOCKS L8874210 747.00 50.00 (c) N/A (b)
A.C.L.N. LIMITED COMMON STOCKS M0176410 23,719.00 1,500.00 (c) N/A (b)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 7,148,750.00 190,000.00 (a) N/A (a)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 455,262.00 12,100.00 (a) N/A (b)
AUDIOCODES LTD ORD COMMON STOCKS M1534210 22,588,169.00 600,350.00 (a) N/A (c)
BACKWEB TECHNOLOGIES LTD ORD COMMON STOCKS M1563310 73,100.00 4,300.00 (a) N/A (c)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 4,812,500.00 192,500.00 (a) N/A (a)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 490,000.00 19,600.00 (a) N/A (b)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 16,182,500.00 647,300.00 (a) N/A (c)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 23,216,600.00 375,500.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 1,362,075.00 25,400.00 (a) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 21,197,962.00 395,300.00 (a) N/A (c)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 139,425.00 2,600.00 (c) N/A (b)
NEXUS TELOCATION SYSTEMS LTD COMMON STOCKS M7491910 1,293,750.00 450,000.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 6,637,062.00 103,825.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 11,138.00 180.00 (a) N/A (b)
ORBOTECH LTD COMMON STOCKS M7525310 16,088.00 260.00 (a) N/A (c)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 485,875.00 16,900.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 816.00 46.00 (c) N/A (b)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 70,294.00 6,900.00 (a) N/A (c)
BANCO LATINOAMERICANO DE EXPORTACIONES COMMON STOCKS P1699413 3,241,388.00 141,700.00 (a) N/A (a)
BANCO LATINOAMERICANO DE EXPORTACIONES COMMON STOCKS P1699413 258,488.00 11,300.00 (a) N/A (c)
PANAMERICAN BEVERAGES INC CL-A COMMON STOCKS P7482310 2,290,718.00 111,400.00 (a) N/A (a)
PANAMERICAN BEVERAGES INC CL-A COMMON STOCKS P7482310 744,381.00 36,200.00 (a) N/A (c)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 1,104.00 57.00 (a) N/A (a)
SUN INTL HOTELS LTD COMMON STOCKS P8797T13 2,053.00 86.00 (c) N/A (b)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 733,500.00 16,300.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 567,000.00 12,600.00 (a) N/A (b)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 18,000.00 400.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 29,250.00 1,200.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 3,310,125.00 135,800.00 (c) N/A (c)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 40,574,202.00 697,301.00 (a) N/A (a)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 378,219.00 6,500.00 (a) N/A (b)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 2,263,494.00 38,900.00 (a) N/A (c)
KOREA THRUNET CO LTD CL A SHS COMMON STOCKS Y4997510 447,975.00 6,600.00 (c) N/A (c)
OMI CORP COMMON STOCKS Y6476W10 12,556.00 4,900.00 (c) N/A (b)
PACIFIC INTERNET LTD COMMON STOCKS Y6618310 41,600.00 1,300.00 (a) N/A (c)
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