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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 06/30/00
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
CREDIT SUISSE ASSET MANAGEMENT, LLC
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
466 LEXINGTON AVENUE, NEW YORK, NY 10017
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-3702
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
HAL LIEBES, MANAGING DIRECTOR & GENERAL COUNSEL (212) 875-3500
-------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ HAL LIEBES
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
NEW YORK, NEW YORK - 07/19/00
------------------------------------------
(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: 4,510
Form 13F Information Table Value Total: $25,730,975
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name: 13F File No.: Name:
------------- --------------------- ------------- ---------------------
1. NONE 6.
------------- --------------------- ------------- ---------------------
2. 7.
------------- --------------------- ------------- ---------------------
3. 8.
------------- --------------------- ------------- ---------------------
4. 9.
------------- --------------------- ------------- ---------------------
5. 10.
------------- --------------------- ------------- ---------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INV DISC VTNG AUTH
SHARES OR (a)SOLE (a)SOLE
TITLE CUSIP FAIR PRINCIPAL (b)SHARED MANGA- (b)SHARED
NAME OF ISSUER OF CLASS NUMBER MARKET VALUE AMOUNT (c)SHARED OTHR GERS (c)NONE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
A B WATLEY GROUP INC COMMON STOCKS 00078810 72,000.00 3,000.00 (a) N/A (b)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 11,063,112.00 131,900.00 (a) N/A (a)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 1,140,700.00 13,600.00 (a) N/A (c)
ADC TELECOMMUNICATIONS INC COMMON STOCKS 00088610 61,229.00 730.00 (c) N/A (c)
ACTV INC COMMON STOCKS 00088E10 138,923.00 9,300.00 (a) N/A (a)
ACTV INC COMMON STOCKS 00088E10 23,900.00 1,600.00 (a) N/A (b)
ACTV INC COMMON STOCKS 00088E10 9,336.00 625.00 (c) N/A (b)
ACTV INC COMMON STOCKS 00088E10 630,384.00 42,200.00 (c) N/A (c)
ABN AMRO HOLDING NV SPONSORED ADR COMMON STOCKS 00093710 14,246.00 580.00 (a) N/A (b)
ACT MANUFACTURING INC COMMON STOCKS 00097310 673,344.00 14,500.00 (a) N/A (a)
ACT MANUFACTURING INC COMMON STOCKS 00097310 794,081.00 17,100.00 (a) N/A (c)
AFLAC INC COMMON STOCKS 00105510 73,501.00 1,600.00 (a) N/A (a)
AGCO CORP COMMON STOCKS 00108410 66,150.00 5,400.00 (a) N/A (a)
AES CORPORATION COMMON STOCKS 00130H10 13,636,309.00 298,878.00 (a) N/A (a)
AES CORPORATION COMMON STOCKS 00130H10 2,499,794.00 54,790.00 (a) N/A (b)
AES CORPORATION COMMON STOCKS 00130H10 1,617,862.00 35,460.00 (a) N/A (c)
AES CORPORATION COMMON STOCKS 00130H10 9,673,412.00 212,020.00 (c) N/A (a)
AES CORPORATION COMMON STOCKS 00130H10 1,181,688.00 25,900.00 (c) N/A (b)
WTS-AES CORP EXP 7-31-00 WARRANTS 00130H11 783,680.00 5,056.00 (a) N/A (a)
AES CORPORATION CONV JR SUB NT CONVERTIBLES 00130HAN 3,112,594.00 1,785.00 (a) N/A (a)
AMB PROPERTY CORP COMMON STOCKS 00163T10 732,783.00 32,100.00 (a) N/A (a)
AMB PROPERTY CORP COMMON STOCKS 00163T10 7,816,350.00 342,400.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 4,691,605.00 68,002.00 (a) N/A (a)
AMFM INC COMMON STOCKS 00169310 2,114,440.00 30,651.00 (a) N/A (b)
AMFM INC COMMON STOCKS 00169310 186,258.00 2,700.00 (a) N/A (c)
AMFM INC COMMON STOCKS 00169310 41,391.00 600.00 (c) N/A (a)
AMFM INC COMMON STOCKS 00169310 158,664.00 2,300.00 (c) N/A (b)
AMR CORP DELA COMMON STOCKS 00176510 29,082.00 1,100.00 (a) N/A (a)
AMR CORP DELA COMMON STOCKS 00176510 31,725.00 1,200.00 (a) N/A (b)
ANZ EXCH PFD TRUST II 8.08% PREFERREDS 00182410 79,777.00 3,600.00 (a) N/A (b)
APA OPTICS INC COMMON STOCKS 00185310 1,069.00 75.00 (c) N/A (b)
A T & T CORP COMMON STOCKS 00195710 18,540,846.00 582,808.00 (a) N/A (a)
A T & T CORP COMMON STOCKS 00195710 2,051,938.00 64,501.00 (a) N/A (b)
A T & T CORP COMMON STOCKS 00195710 3,620,072.00 113,794.00 (a) N/A (c)
A T & T CORP COMMON STOCKS 00195710 256,568.00 8,065.00 (c) N/A (a)
A T & T CORP COMMON STOCKS 00195710 166,666.00 5,239.00 (c) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 77,699,671.00 3,204,920.08 (a) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 41,850,657.00 1,726,913.00 (a) N/A (b)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 38,106,024.00 1,572,376.00 (a) N/A (c)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 8,082,261.00 333,504.00 (c) N/A (a)
AT&T - LIBERTY MEDIA GROUP COMMON STOCKS 00195720 5,055,581.00 208,612.00 (c) N/A (b)
A T & T WIRELESS GROUP COMMON STOCKS 00195740 5,994,000.00 222,000.00 (a) N/A (a)
A T & T WIRELESS GROUP COMMON STOCKS 00195740 27,773.00 1,000.00 (a) N/A (b)
AT & T CANADA INC COMMON STOCKS 00207Q20 227,364.00 6,850.80 (a) N/A (a)
AVX CORP NEW COMMON STOCKS 00244410 4,588.00 200.00 (a) N/A (b)
AXA FINANCIAL INC COMMON STOCKS 00245110 4,012.00 118.00 (a) N/A (a)
AXA FINANCIAL INC COMMON STOCKS 00245110 6,800.00 200.00 (a) N/A (b)
AAVID THERMAL TECH-WTS WARRANTS 00253911 42,500.00 4,250.00 (a) N/A (a)
AAVID THERMAL TECH-WTS WARRANTS 00253911 5,000.00 500.00 (a) N/A (c)
AAVID THERMAL TECH-WTS WARRANTS 00253911 2,500.00 250.00 (c) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 24,867,361.00 558,029.00 (a) N/A (a)
ABBOTT LAB COMMON STOCKS 00282410 2,421,303.00 54,335.00 (a) N/A (b)
ABBOTT LAB COMMON STOCKS 00282410 5,449,994.00 122,300.00 (a) N/A (c)
ABBOTT LAB COMMON STOCKS 00282410 8,912.00 200.00 (c) N/A (b)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 2,654.00 111.00 (a) N/A (a)
ABBEY NATIONAL PLC - SPN ADR COMMON STOCKS 00292010 12,361.00 517.00 (c) N/A (c)
ABGENIX INC COMMON STOCKS 00339B10 15,207,582.00 126,862.00 (a) N/A (a)
ABGENIX INC COMMON STOCKS 00339B10 575,400.00 4,800.00 (a) N/A (b)
ABGENIX INC COMMON STOCKS 00339B10 20,618,500.00 172,000.00 (a) N/A (c)
ABOUT.COM INC COMMON STOCKS 00373610 6,945,750.00 220,500.00 (a) N/A (a)
ABOUT.COM INC COMMON STOCKS 00373610 308,700.00 9,800.00 (a) N/A (b)
ABOUT.COM INC COMMON STOCKS 00373610 12,203,100.00 387,400.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 432,074.00 288,049.00 (a) N/A (a)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 44,714.00 29,809.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (NEW) COMMON STOCKS 00383010 76,012.00 50,675.00 (c) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 228,038.00 456,075.60 (a) N/A (a)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 29,809.00 59,618.00 (a) N/A (c)
ABRAXAS PETROLEUM CORP (CVR) WARRANTS 00383111 129,670.00 259,339.40 (c) N/A (c)
ACCREDO HEALTH INC COMMON STOCKS 00437V10 15,075,264.00 436,174.00 (a) N/A (a)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 9,494,750.00 186,400.00 (a) N/A (a)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 657,094.00 12,900.00 (a) N/A (b)
ACLARA BIOSCIENCES INC COMMON STOCKS 00461P10 764,062.00 15,000.00 (a) N/A (c)
ACNIELSEN CORP COMMON STOCKS 00483310 7,326.00 333.00 (a) N/A (a)
ACNIELSEN CORP COMMON STOCKS 00483310 88,000.00 4,000.00 (a) N/A (b)
ACNIELSEN CORP COMMON STOCKS 00483310 35,200.00 1,600.00 (a) N/A (c)
ACTIVE SOFTWARE INC COMMON STOCKS 00504E10 12,008,079.00 154,569.00 (a) N/A (a)
ACTIVE SOFTWARE INC COMMON STOCKS 00504E10 308,575.00 3,972.00 (a) N/A (b)
ACTUATE SOFTWARE CORP COMMON STOCKS 00508B10 7,565,479.00 141,742.00 (a) N/A (a)
ACUSON CORP COMMON STOCKS 00511310 54,000.00 4,000.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 21,772,096.00 798,976.00 (a) N/A (a)
ACXIOM CORP COMMON STOCKS 00512510 713,950.00 26,200.00 (a) N/A (b)
ACXIOM CORP COMMON STOCKS 00512510 19,931,740.00 731,440.00 (a) N/A (c)
ADAMS GOLF INC COMMON STOCKS 00622810 412.00 300.00 (a) N/A (a)
ADAMS GOLF INC COMMON STOCKS 00622810 20,625.00 15,000.00 (c) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 19,525,936.00 531,318.00 (a) N/A (a)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 867,300.00 23,600.00 (a) N/A (b)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 27,760,950.00 755,400.00 (a) N/A (c)
ADAPTIVE BROADBAND CORP COMMON STOCKS 00650M10 22,050.00 600.00 (c) N/A (b)
ADAPTEC INC COMMON STOCKS 00651F10 4,550.00 200.00 (a) N/A (a)
ADELPHIA BUSINESS SOLUTIONS COMMON STOCKS 00684710 234,199.00 10,100.00 (c) N/A (c)
ADELPHIA COMMUNICATIONS CL-A COMMON STOCKS 00684810 853,125.00 18,200.00 (a) N/A (a)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 442,000.00 3,400.00 (a) N/A (a)
ADOBE SYSTEMS INC COMMON STOCKS 00724F10 66,300.00 510.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 12,296,064.00 599,808.00 (a) N/A (a)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 496,100.00 24,200.00 (a) N/A (b)
ADVANCED PARADIGM INC COMMON STOCKS 00749110 18,238,850.00 889,700.00 (a) N/A (c)
ADVANCED DIGITAL INFOMATION CORP COMMON STOCKS 00752510 557,812.00 35,000.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 13,317,352.00 293,900.00 (a) N/A (a)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 702,344.00 15,500.00 (a) N/A (b)
ADVANCED FIBRE COMMUNICATION COMMON STOCKS 00754A10 21,895,000.00 483,200.00 (a) N/A (c)
ADVANCED RADIO TELECOM CORP COMMON STOCKS 00754U10 813,786.00 55,643.50 (a) N/A (a)
ADVANCED TISSUE SCIENCES INC COMMON STOCKS 00755F10 40,156.00 5,000.00 (c) N/A (b)
ADVO INC COMMON STOCKS 00758510 189,659.00 4,514.00 (a) N/A (b)
ADVO INC COMMON STOCKS 00758510 362,301.00 8,623.00 (c) N/A (a)
ADVO INC COMMON STOCKS 00758510 328,268.00 7,813.00 (c) N/A (b)
AEROFLEX INC COMMON STOCKS 00776810 1,505,531.00 30,300.00 (a) N/A (a)
AEROFLEX INC COMMON STOCKS 00776810 367,688.00 7,400.00 (a) N/A (c)
AEROFLEX INC COMMON STOCKS 00776810 4,223.00 85.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 46,350.00 600.00 (a) N/A (a)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 5,794.00 75.00 (c) N/A (b)
ADVANCED MICRO DEVICES INC COMMON STOCKS 00790310 702,975.00 9,100.00 (c) N/A (c)
ADVANTA CORP CL B NON-VTG COMMON STOCKS 00794220 8,500.00 1,000.00 (c) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 1,715,081.00 29,100.00 (a) N/A (a)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 636,525.00 10,800.00 (a) N/A (b)
ADVANCED ENERGY INDUSTRIES INC COMMON STOCKS 00797310 29,469.00 500.00 (a) N/A (c)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 33,174,930.00 514,340.00 (a) N/A (a)
ADVENT SOFTWARE INC COMMON STOCKS 00797410 570,825.00 8,850.00 (a) N/A (b)
AETNA INC COMMON STOCKS 00811710 100,454.00 1,565.00 (a) N/A (a)
AETNA INC COMMON STOCKS 00811710 930,719.00 14,500.00 (a) N/A (c)
AETNA INC COMMON STOCKS 00811710 7,831.00 122.00 (c) N/A (b)
AFFILIATED COMPUTER SVCS CONV CONVERTIBLES 008190AD 1,114,293.00 1,130.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 2,452,122.00 53,909.00 (a) N/A (a)
AFFILIATED MANAGERS GROUP INC COMMON STOCKS 00825210 1,183,000.00 26,000.00 (c) N/A (c)
AFFYMETRIX INC COMMON STOCKS 00826T10 1,238,438.00 7,500.00 (a) N/A (a)
AFFYMETRIX INC COMMON STOCKS 00826T10 231,175.00 1,400.00 (a) N/A (b)
AFFYMETRIX INC COMMON STOCKS 00826T10 2,031,038.00 12,300.00 (a) N/A (c)
AFTER SIX HLDGS INC COMMON STOCKS 00831410 - 8,749.08 (a) N/A (a)
AFTER SIX HLDGS INC COMMON STOCKS 00831420 - 10,051.65 (a) N/A (a)
AFTERMARKET TECHNOLOGY CORP COMMON STOCKS 00831810 2,036,600.00 239,600.00 (a) N/A (c)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 4,680,379.00 63,462.77 (a) N/A (a)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 1,964,752.00 26,640.71 (a) N/A (b)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 2,925,285.00 39,664.88 (a) N/A (c)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 168,740.00 2,288.00 (c) N/A (a)
AGILENT TECHNOLOGIES INC COMMON STOCKS 00846U10 185,497.00 2,515.22 (c) N/A (b)
AGILE SOFTWARE CORP COMMON STOCKS 00846X10 38,606,685.00 546,160.00 (a) N/A (a)
AGRIBRANDS INTERNATIONAL INC COMMON STOCKS 00849R10 6,288.00 150.00 (c) N/A (b)
AIR PRODUCTS & CHEMICAL COMMON STOCKS 00915810 319,300.00 10,300.00 (a) N/A (a)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 17,087,950.00 902,334.00 (a) N/A (a)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 801,056.00 42,300.00 (a) N/A (b)
AIRBORNE FREIGHT CORP COMMON STOCKS 00926610 28,237,706.00 1,491,100.00 (a) N/A (c)
AIRGATE PCS INC COMMON STOCKS 00936710 2,026,127.00 38,547.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 33,488.00 2,850.00 (a) N/A (a)
AIRGATE PCS INC WTS WARRANTS 00936711 1,762.00 150.00 (c) N/A (c)
AKTIEBOLGT ELEX ADR B SHRS COMMON STOCKS 01019820 103,950.00 3,300.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 3,071.00 73.00 (a) N/A (a)
AKZO NOBEL ADR COMMON STOCKS 01019930 11,988.00 285.00 (c) N/A (c)
ALBERTA ENERGY CO LTD COMMON STOCKS 01287310 93,150.00 2,300.00 (a) N/A (a)
ALBERTO-CULVER CO COMMON STOCKS 01306810 3,056.00 100.00 (a) N/A (a)
ALBERTSON'S INC COMMON STOCKS 01310410 83,956.00 2,525.00 (a) N/A (a)
ALCAN ALUMINIUM LTD COMMON STOCKS 01371610 12,500.00 400.00 (a) N/A (a)
ALCAN ALUMINIUM LTD COMMON STOCKS 01371610 244,777.00 7,900.00 (c) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 600,300.00 20,700.00 (a) N/A (a)
ALCOA INCORPORATED COMMON STOCKS 01381710 5,800.00 200.00 (a) N/A (b)
ALCOA INCORPORATED COMMON STOCKS 01381710 12,296.00 424.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 40,947,508.00 615,752.00 (a) N/A (a)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 51,870.00 780.00 (a) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 432,250.00 6,500.00 (a) N/A (c)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 16,226.00 244.00 (c) N/A (b)
ALCATEL ALSTHOM (CGE) SPON ADR COMMON STOCKS 01390430 2,708,878.00 40,735.00 (c) N/A (c)
ALEXANDER'S INC COMMON STOCKS 01475210 29,300.00 400.00 (a) N/A (c)
ALKERMES INC COMMON STOCKS 01642T10 43,282,050.00 918,452.00 (a) N/A (a)
ALKERMES INC COMMON STOCKS 01642T10 1,508,000.00 32,000.00 (a) N/A (b)
ALKERMES INC COMMON STOCKS 01642T10 51,894,050.00 1,101,200.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 14,160,436.00 385,318.00 (a) N/A (a)
ALLAIRE CORP COMMON STOCKS 01671410 9,275,332.00 252,390.00 (a) N/A (b)
ALLAIRE CORP COMMON STOCKS 01671410 12,586,875.00 342,500.00 (a) N/A (c)
ALLAIRE CORP COMMON STOCKS 01671410 374,850.00 10,200.00 (c) N/A (c)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 889,728.00 5,296.00 (a) N/A (a)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 276,528.00 1,646.00 (a) N/A (b)
ALLEGHENY CORP-DEL COMMON STOCKS 01717510 178,080.00 1,060.00 (c) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 193,200.00 6,900.00 (a) N/A (a)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 14,000.00 500.00 (a) N/A (b)
ALLEGHENY ENERGY INC COMMON STOCKS 01736110 4,775,400.00 170,550.00 (a) N/A (c)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 68,400.00 3,800.00 (a) N/A (a)
ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R10 36,450.00 2,025.00 (a) N/A (b)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 3,436,800.00 53,700.00 (a) N/A (a)
ALLEGIANCE TELECOM INC COMMON STOCKS 01747T10 152,320.00 2,380.00 (a) N/A (b)
ALLEN TELECOM INC COMMON STOCKS 01809110 532,864.00 30,100.00 (a) N/A (c)
ALLERGAN INC COMMON STOCKS 01849010 208,600.00 2,800.00 (a) N/A (a)
ALLERGAN INC COMMON STOCKS 01849010 89,400.00 1,200.00 (a) N/A (b)
ALLERGAN SPECIALTY THERAPEUTICS INC COMMON STOCKS 01849410 542.00 30.00 (a) N/A (b)
ALLIANCE PHARMACEUTICAL CORP COMMON STOCKS 01877310 13,500.00 1,200.00 (a) N/A (b)
ALLIANT ENERGY CONV(MCLD) CONVERTIBLES 01880320 1,568,250.00 22,500.00 (a) N/A (a)
ALLIED CAPITAL CORP COMMON STOCKS 01903Q10 136,000.00 8,000.00 (a) N/A (a)
ALLIED CAPITAL CORP COMMON STOCKS 01903Q10 4,114,000.00 242,000.00 (a) N/A (c)
ALLIED HEALTHCARE PRODUCTS INC COMMON STOCKS 01922210 2,030,062.00 601,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 62,125.00 3,500.00 (a) N/A (a)
ALLIED IRISH BANKS PLC SPONSORED ADR COMMON STOCKS 01922840 57,688.00 3,250.00 (a) N/A (b)
ALLIED RISER COMMUNICATIONS CORP COMMON STOCKS 01949610 4,238.00 300.00 (c) N/A (b)
ALLIED WASTE INDUSTRIES INC COMMON STOCKS 01958930 4,100.00 400.00 (a) N/A (a)
ALLIED ZURICH PLC SPON ADR COMMON STOCKS 01959Q10 1,230.00 52.00 (c) N/A (c)
ALLOS THERAPEUTICS INC COMMON STOCKS 01977710 9,750.00 1,000.00 (a) N/A (a)
ALLOS THERAPEUTICS INC COMMON STOCKS 01977710 411,450.00 42,200.00 (a) N/A (c)
ALLSTATE COMMON STOCKS 02000210 3,468,775.00 155,900.00 (a) N/A (a)
ALLSTATE COMMON STOCKS 02000210 11,570.00 520.00 (c) N/A (b)
ALLTEL CORP COMMON STOCKS 02003910 12,890,288.00 208,116.00 (a) N/A (a)
ALLTEL CORP COMMON STOCKS 02003910 5,109,844.00 82,500.00 (a) N/A (c)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 21,238,389.00 482,006.00 (a) N/A (a)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 863,625.00 19,600.00 (a) N/A (b)
ALPHA INDUSTRIES INC COMMON STOCKS 02075310 27,446,531.00 622,900.00 (a) N/A (c)
ALPHARMA INC CL A COMMON STOCKS 02081310 1,668,300.00 26,800.00 (a) N/A (a)
ALPHARMA INC CL A COMMON STOCKS 02081310 1,525,125.00 24,500.00 (a) N/A (c)
ALTERA CORP COMMON STOCKS 02144110 5,739,109.00 56,300.00 (a) N/A (a)
ALTERA CORP COMMON STOCKS 02144110 88,176.00 865.00 (a) N/A (b)
ALTERA CORP COMMON STOCKS 02144110 14,332,412.00 140,600.00 (a) N/A (c)
ALTERA CORP COMMON STOCKS 02144110 50,969.00 500.00 (c) N/A (b)
ALTEON WEBSYSTEMS INC COMMON STOCKS 02145A10 8,645,602.00 86,402.00 (a) N/A (a)
ALTEON WEBSYSTEMS INC 144 COMMON STOCKS 02145A9A 45,929.00 459.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 23,650.00 400.00 (a) N/A (a)
ALZA CORP COMMON STOCKS 02261510 23,650.00 400.00 (a) N/A (b)
ALZA CORP COMMON STOCKS 02261510 2,264,488.00 38,300.00 (a) N/A (c)
ALZA CORP CONV SUB DEB CONVERTIBLES 022615AD 7,327,005.00 4,650.00 (a) N/A (a)
ALYSIS TECHNOLOGIES INC COMMON STOCKS 02261D10 6,312.00 2,000.00 (c) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 2,136,722.00 58,842.00 (a) N/A (a)
AMAZON.COM COMMON STOCKS 02313510 9,078.00 250.00 (a) N/A (b)
AMAZON.COM COMMON STOCKS 02313510 21,788.00 600.00 (a) N/A (c)
AMAZON.COM COMMON STOCKS 02313510 4,358.00 120.00 (c) N/A (b)
AMAZON.COM JUL 00 CALL OPTION OPTIONS 0231357GH 75,000.00 500.00 (a) N/A (a)
AMBAC INC COMMON STOCKS 02313910 11,012,215.00 200,800.00 (a) N/A (a)
AMBAC INC COMMON STOCKS 02313910 5,485.00 100.00 (a) N/A (b)
AMBAC INC COMMON STOCKS 02313910 4,289,392.00 78,200.00 (a) N/A (c)
AMERADA HESS COMMON STOCKS 02355110 (98,800.00) (1,600.00) (a) N/A (a)
AMERADA HESS COMMON STOCKS 02355110 74,038.00 1,199.00 (a) N/A (b)
AMERADA HESS COMMON STOCKS 02355110 4,402,775.00 71,300.00 (a) N/A (c)
AMEREN CORP COMMON STOCKS 02360810 10,125.00 300.00 (a) N/A (a)
AMEREN CORP COMMON STOCKS 02360810 20,250.00 600.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 91,959,585.00 1,746,952.00 (a) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 6,346,798.00 120,034.00 (a) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 1,552,438.00 29,500.00 (a) N/A (c)
AMERICA ONLINE INC COMMON STOCKS 02364J10 95,175.00 1,800.00 (c) N/A (a)
AMERICA ONLINE INC COMMON STOCKS 02364J10 334,699.00 6,330.00 (c) N/A (b)
AMERICA ONLINE INC COMMON STOCKS 02364J10 22,080,924.00 419,590.00 (c) N/A (c)
AMERICAN CAPITAL CORP COMMON STOCKS 02489810 - 149,404.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 8,981,115.00 435,448.00 (a) N/A (a)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 426,938.00 20,700.00 (a) N/A (b)
AMERICAN CLASSIC VOYAGES CO COMMON STOCKS 02492810 11,003,438.00 533,500.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 140,630.00 4,747.00 (a) N/A (a)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 2,127,075.00 71,800.00 (a) N/A (c)
AMERICAN ELECTRIC POWER COMMON STOCKS 02553710 29,625.00 1,000.00 (c) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 47,886,143.00 918,679.00 (a) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 22,411,040.00 429,948.00 (a) N/A (b)
AMERICAN EXPRESS COMMON STOCKS 02581610 33,215,092.00 637,220.00 (a) N/A (c)
AMERICAN EXPRESS COMMON STOCKS 02581610 4,312,301.00 82,730.00 (c) N/A (a)
AMERICAN EXPRESS COMMON STOCKS 02581610 676,530.00 12,979.00 (c) N/A (b)
AMERICAN FINANCIAL GROUP INC COMMON STOCKS 02593210 (300,237.00) (12,100.00) (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 1,793,339.00 29,399.00 (a) N/A (a)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 4,978,088.00 81,608.00 (a) N/A (c)
AMERICAN GENERAL CORP COMMON STOCKS 02635110 1,220.00 20.00 (c) N/A (b)
AMERICAN GREETINGS CL A COMMON STOCKS 02637510 1,900.00 100.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 15,116,375.00 257,300.00 (a) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 2,654,736.00 45,187.00 (a) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 20,850,375.00 354,900.00 (a) N/A (c)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 1,321,640.00 22,496.00 (c) N/A (a)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 135,125.00 2,300.00 (c) N/A (b)
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 02660910 31,725.00 540.00 (c) N/A (c)
AMERICAN INDUSTRIAL PROPERTIES REIT COMMON STOCKS 02679120 1,127.00 83.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 67,969,990.00 578,468.00 (a) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 35,706,840.00 303,888.00 (a) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 28,132,320.00 239,424.00 (a) N/A (c)
AMERICAN INTL GROUP COMMON STOCKS 02687410 6,404,690.00 54,508.00 (c) N/A (a)
AMERICAN INTL GROUP COMMON STOCKS 02687410 9,110,128.00 77,533.00 (c) N/A (b)
AMERICAN INTL GROUP COMMON STOCKS 02687410 29,375.00 250.00 (c) N/A (c)
AMERICAN NATIONAL INSURANCE CO COMMON STOCKS 02859110 51,000.00 1,000.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 68,565.00 1,680.00 (a) N/A (a)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 166,515.00 4,080.00 (a) N/A (b)
AMERICAN POWER CONVERSION COMMON STOCKS 02906610 1,632.00 40.00 (c) N/A (b)
AMERICAN SKIING CO COMMON STOCKS 02965430 1,650.00 600.00 (a) N/A (a)
AMERICAN SKIING CO COMMON STOCKS 02965430 825.00 300.00 (c) N/A (b)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 (102,500.00) (2,500.00) (a) N/A (a)
AMERICAN STANDARD COMPANIES COMMON STOCKS 02971210 9,327,500.00 227,500.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 8,979,519.00 215,400.00 (a) N/A (a)
AMERICAN TOWER CORP COMMON STOCKS 02991220 1,021,344.00 24,500.00 (a) N/A (b)
AMERICAN TOWER CORP COMMON STOCKS 02991220 8,704,350.00 208,800.00 (a) N/A (c)
AMERICAN TOWER CORP COMMON STOCKS 02991220 4,169.00 100.00 (c) N/A (b)
AMERICAN TOWER CORP COMMON STOCKS 02991220 30,015.00 720.00 (c) N/A (c)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 518,688.00 10,750.00 (a) N/A (a)
AMERICAN SUPERCONDUCTOR CORP COMMON STOCKS 03011110 2,016,850.00 41,800.00 (c) N/A (c)
AMERICAN WATER WORKS CO COMMON STOCKS 03041110 22,500.00 900.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 11,487,248.00 675,100.00 (a) N/A (a)
AMERICREDIT CORP COMMON STOCKS 03060R10 359,030.00 21,100.00 (a) N/A (b)
AMERICREDIT CORP COMMON STOCKS 03060R10 16,278,848.00 956,700.00 (a) N/A (c)
AMERIKING INC. COMMON STOCKS 03071G10 5,000.00 500.00 (a) N/A (a)
AMERIKING INC PFD 13% PREFERREDS 03071G20 929,143.00 112,623.34 (a) N/A (a)
AMERIKING INC PFD 13% PK PIECE PREFERREDS 03071G201 15,729.00 1,906.58 (a) N/A (a)
AMERISOURCE HEALTH CORP CL A COMMON STOCKS 03071P10 8,371,117.00 269,900.00 (a) N/A (a)
AMERISOURCE HEALTH CORP CL A COMMON STOCKS 03071P10 629,617.00 20,300.00 (a) N/A (b)
AMERISOURCE HEALTH CORP CL A COMMON STOCKS 03071P10 19,012,578.00 613,000.00 (a) N/A (c)
AMERITRADE HOLDING CORP CL A COMMON STOCKS 03072H10 5,812.00 500.00 (c) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 1,687,175.00 217,700.00 (a) N/A (a)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 101,525.00 13,100.00 (a) N/A (b)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 3,217,800.00 415,200.00 (a) N/A (c)
AMES DEPARTMENT STORES INC COMMON STOCKS 03078950 132.00 17.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 34,624,820.00 492,880.00 (a) N/A (a)
AMGEN INC COMMON STOCKS 03116210 1,461,200.00 20,800.00 (a) N/A (b)
AMGEN INC COMMON STOCKS 03116210 10,586,675.00 150,700.00 (a) N/A (c)
AMGEN INC COMMON STOCKS 03116210 56,200.00 800.00 (c) N/A (b)
AMGEN INC COMMON STOCKS 03116210 153,145.00 2,180.00 (c) N/A (c)
AMKOR TECHNOLOGY INC COMMON STOCKS 03165210 1,864,500.00 52,800.00 (a) N/A (a)
AMKOR TECHNOLOGY INC COMMON STOCKS 03165210 21,657,156.00 613,300.00 (a) N/A (c)
AMPAL AMERICAN ISRAEL CL-A COMMON STOCKS 03201510 2,596,500.00 173,100.00 (a) N/A (a)
AMPEX 144A WTS WARRANTS 03209211 850.00 85,000.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 59,850.00 3,800.00 (a) N/A (a)
AMSOUTH BANCORPORATION COMMON STOCKS 03216510 54,133.00 3,437.00 (a) N/A (b)
AMSURG INC CL B COMMON STOCKS 03232P20 2,175.00 400.00 (c) N/A (b)
AMYLIN PHARMACEUTICALS INC COMMON STOCKS 03234610 493,761.00 32,511.00 (a) N/A (a)
AMYLIN PHARMACEUTICALS INC COMMON STOCKS 03234610 30,375.00 2,000.00 (c) N/A (b)
AMVESCAP PLC SPONSORED ADR COMMON STOCKS 03235E10 39,188.00 500.00 (a) N/A (c)
ANADARKO PETROLEUM CORP COMMON STOCKS 03251110 2,557,625.00 51,800.00 (a) N/A (a)
ANADIGICS INC COMMON STOCKS 03251510 12,926,669.00 379,498.50 (a) N/A (a)
ANADIGICS INC COMMON STOCKS 03251510 379,797.00 11,150.00 (a) N/A (b)
ANADIGICS INC COMMON STOCKS 03251510 11,879,297.00 348,750.00 (a) N/A (c)
ANADIGICS INC COMMON STOCKS 03251510 766,418.00 22,500.00 (c) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 12,015,600.00 158,100.00 (a) N/A (a)
ANALOG DEVICES INC COMMON STOCKS 03265410 1,140,000.00 15,000.00 (a) N/A (b)
ANALOG DEVICES INC COMMON STOCKS 03265410 31,540,000.00 415,000.00 (a) N/A (c)
ANALOG DEVICES INC COMMON STOCKS 03265410 329,232.00 4,332.00 (c) N/A (b)
ANALOG DEVICES INC COMMON STOCKS 03265410 45,600.00 600.00 (c) N/A (c)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 17,021,098.00 129,700.00 (a) N/A (a)
ANAREN MICROWAVE INC COMMON STOCKS 03274410 1,266,412.00 9,650.00 (a) N/A (c)
ANCHOR GAMING COMMON STOCKS 03303710 297,216.00 6,200.00 (c) N/A (c)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 293,281.00 8,200.00 (a) N/A (a)
ANCOR COMMUNICATIONS INC COMMON STOCKS 03332K10 1,151,665.00 32,200.00 (c) N/A (c)
ANDREW CORP COMMON STOCKS 03442510 11,384,400.00 339,200.00 (a) N/A (a)
ANDREW CORP COMMON STOCKS 03442510 4,077,844.00 121,500.00 (a) N/A (c)
ANDRX CORP COMMON STOCKS 03455110 25,569.00 400.00 (c) N/A (b)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 65,158.00 1,379.00 (a) N/A (a)
ANGLO AMERICAN PLC SPONS ADR COMMON STOCKS 03485P10 93,082.00 1,970.00 (a) N/A (c)
ANGIOTECH PHARMACEUTICALS INC COMMON STOCKS 03491810 1,578,150.00 37,800.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 18,729,434.00 250,769.00 (a) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 29,875.00 400.00 (a) N/A (b)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 6,705,457.00 89,780.00 (a) N/A (c)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 298,750.00 4,000.00 (c) N/A (a)
ANHEUSER BUSCH INC COMMON STOCKS 03522910 43,319.00 580.00 (c) N/A (c)
ANICOM INC COMMON STOCKS 03525010 55,958.00 14,922.00 (a) N/A (b)
ANIXTER INTL INC. COMMON STOCKS 03529010 143,100.00 5,400.00 (a) N/A (a)
ANIXTER INTL INC. COMMON STOCKS 03529010 1,250,800.00 47,200.00 (c) N/A (c)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 12,252,938.00 369,900.00 (a) N/A (a)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 460,438.00 13,900.00 (a) N/A (b)
ANNTAYLOR HLDGS INC COMMON STOCKS 03611510 16,420,062.00 495,700.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 35,972,484.00 865,503.00 (a) N/A (a)
ANTEC CORP COMMON STOCKS 03664P10 860,344.00 20,700.00 (a) N/A (b)
ANTEC CORP COMMON STOCKS 03664P10 62,597,281.00 1,506,100.00 (a) N/A (c)
ANTEC CORP COMMON STOCKS 03664P10 416.00 10.00 (c) N/A (b)
ANSWERTHINK CONSULTING GROUP INC COMMON STOCKS 03691610 3,325.00 200.00 (c) N/A (b)
ANTIGENICS INC COMMON STOCKS 03703210 433,912.00 26,100.00 (a) N/A (c)
AON CORP COMMON STOCKS 03738910 649,217.00 20,900.00 (a) N/A (a)
AON CORP COMMON STOCKS 03738910 42,152.00 1,357.00 (c) N/A (b)
APACHE CORP COMMON STOCKS 03741110 25,218,850.00 428,800.00 (a) N/A (a)
APACHE CORP COMMON STOCKS 03741110 3,193,519.00 54,300.00 (a) N/A (b)
APACHE CORP COMMON STOCKS 03741110 52,090,231.00 885,700.00 (a) N/A (c)
APARTMENT INVESTMENT & MGMT CO COMMON STOCKS 03748R10 1,232,833.00 28,300.00 (a) N/A (a)
APARTMENT INVESTMENT & MGMT CO COMMON STOCKS 03748R10 13,068,750.00 300,000.00 (a) N/A (c)
APOLLO GROUP INC CL A COMMON STOCKS 03760410 560.00 20.00 (c) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 14,886,546.00 284,230.00 (a) N/A (a)
APPLE COMPUTER INC COMMON STOCKS 03783310 1,538,778.00 29,380.00 (a) N/A (b)
APPLE COMPUTER INC COMMON STOCKS 03783310 13,722,250.00 262,000.00 (a) N/A (c)
APPLE COMPUTER INC COMMON STOCKS 03783310 20,950.00 400.00 (c) N/A (b)
APRIA HEALTHCARE GROUP INC COMMON STOCKS 03793310 1,227.00 100.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 31,659,300.00 349,344.00 (a) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 3,325,938.00 36,700.00 (a) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 11,445,938.00 126,300.00 (a) N/A (c)
APPLIED MATERIALS INC COMMON STOCKS 03822210 725,000.00 8,000.00 (c) N/A (a)
APPLIED MATERIALS INC COMMON STOCKS 03822210 77,938.00 860.00 (c) N/A (b)
APPLIED MATERIALS INC COMMON STOCKS 03822210 96,969.00 1,070.00 (c) N/A (c)
APPLIED POWER INC CL A COMMON STOCKS 03822510 13,943,336.00 416,219.00 (a) N/A (a)
APPLIED POWER INC CL A COMMON STOCKS 03822510 27,835,150.00 830,900.00 (a) N/A (c)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 20,692,865.00 209,548.00 (a) N/A (a)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 3,093,442.00 31,326.00 (a) N/A (b)
APPLIED MICRO CIRCUITS CORP COMMON STOCKS 03822W10 6,300,250.00 63,800.00 (a) N/A (c)
APTARGROUP INC COMMON STOCKS 03833610 32,400.00 1,200.00 (a) N/A (a)
APTARGROUP INC COMMON STOCKS 03833610 278,100.00 10,300.00 (c) N/A (c)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 281.00 250.00 (a) N/A (a)
AQUIS COMMUNICATIONS GROUPS INC COMMON STOCKS 03839910 281.00 250.00 (a) N/A (b)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 3,007,034.00 155,700.00 (a) N/A (a)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 1,479,376.00 76,600.00 (a) N/A (c)
ARACRUZ CELULOSE SA SPON ADR COMMON STOCKS 03849620 1,098,910.00 56,900.00 (c) N/A (c)
ARADIGM CORP COMMON STOCKS 03850510 18,532.00 1,059.00 (a) N/A (a)
ARADIGM CORP COMMON STOCKS 03850510 18,532.00 1,059.00 (a) N/A (b)
ARCH CHEMICALS INC COMMON STOCKS 03937R10 15,312.00 700.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 74,580,491.00 7,600,172.00 (a) N/A (a)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 14,159.00 1,443.00 (a) N/A (b)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 1,490,065.00 151,846.00 (a) N/A (c)
ARCHER DANIELS MIDLAND COMMON STOCKS 03948310 22,995,343.00 2,343,355.00 (c) N/A (c)
ARIAD PHARMACEUTICALS INC COMMON STOCKS 04033A10 23,962.00 1,800.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 99,218,865.00 1,011,792.00 (a) N/A (a)
ARIBA INC COMMON STOCKS 04033V10 4,290,136.00 43,749.00 (a) N/A (b)
ARIBA INC COMMON STOCKS 04033V10 98,062.00 1,000.00 (c) N/A (b)
ARMSTRONG HOLDINGS INC COMMON STOCKS 04238410 1,531.00 100.00 (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 (304,575.00) (9,825.00) (a) N/A (a)
ARROW ELECTRONICS COMMON STOCKS 04273510 139,500.00 4,500.00 (a) N/A (b)
ARROW ELECTRONICS COMMON STOCKS 04273510 64,232.00 2,072.00 (c) N/A (b)
ARTHROCARE CORP COMMON STOCKS 04313610 12,768,338.00 239,781.00 (a) N/A (a)
ARTISTDIRECT INC COMMON STOCKS 04315D10 2,500.00 800.00 (a) N/A (b)
ASHLAND INC COMMON STOCKS 04420410 3,541.00 101.00 (a) N/A (a)
ASIA PULP & PAPER ADR COMMON STOCKS 04516V10 554,398.00 109,500.00 (a) N/A (a)
ASIA PULP AND PAPER ADR WTS WARRANTS 04516V20 26.00 1,440.00 (a) N/A (a)
ASK JEEVES INC COMMON STOCKS 04517410 7,695.00 426.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 1,894,771.00 42,400.00 (a) N/A (a)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 2,578,498.00 57,700.00 (a) N/A (c)
ASIAINFO HOLDINGS INC COMMON STOCKS 04518A10 4,129,171.00 92,400.00 (c) N/A (c)
ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q10 3,711,100.00 94,400.00 (a) N/A (a)
ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q10 2,398,062.00 61,000.00 (a) N/A (c)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 16,796.00 770.00 (a) N/A (a)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 4,362.00 200.00 (a) N/A (b)
ASSOCIATED BANC CORP COMMON STOCKS 04548710 14,789.00 678.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 62,455,695.00 3,009,913.00 (a) N/A (a)
AT HOME CORPORATION COMMON STOCKS 04591910 1,155,310.00 55,677.58 (a) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 45,650.00 2,200.00 (a) N/A (c)
AT HOME CORPORATION COMMON STOCKS 04591910 73,911.00 3,562.00 (c) N/A (b)
AT HOME CORPORATION COMMON STOCKS 04591910 44,820.00 2,160.00 (c) N/A (c)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 310,732.00 13,926.00 (a) N/A (a)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 26,864.00 1,204.00 (a) N/A (b)
ASSOCIATES FIRST CAPITAL CORP COMMON STOCKS 04600810 34,317.00 1,538.00 (a) N/A (c)
ASTORIA FINANCIAL CORP COMMON STOCKS 04626510 14,806.00 575.00 (a) N/A (b)
ASTRAZENECA GROUP PLC SPONSORED ADR COMMON STOCKS 04635310 23,018.00 495.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 11,860,775.00 346,300.00 (a) N/A (a)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 465,800.00 13,600.00 (a) N/A (b)
ASYST TECHNOLOGIES INC COMMON STOCKS 04648X10 16,409,175.00 479,100.00 (a) N/A (c)
ATLAS AIR INC COMMON STOCKS 04916410 3,558,800.00 99,200.00 (a) N/A (a)
ATLAS AIR INC COMMON STOCKS 04916410 12,025,300.00 335,200.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 33,073,188.00 896,900.00 (a) N/A (a)
ATMEL CORPORATION COMMON STOCKS 04951310 837,062.00 22,700.00 (a) N/A (c)
ATMEL CORPORATION COMMON STOCKS 04951310 11,903,250.00 322,800.00 (c) N/A (c)
ATWOOD OCEANICS INC COMMON STOCKS 05009510 252,938.00 5,700.00 (c) N/A (c)
AUDIOVOX CORP COMMON STOCKS 05075710 442,353.00 20,050.00 (a) N/A (c)
AUDIOVOX CORP COMMON STOCKS 05075710 15,444.00 700.00 (c) N/A (b)
AUGUST TECHNOLOGY CORP COMMON STOCKS 05106U10 821,900.00 50,000.00 (a) N/A (a)
AUSTRALIS HOLDINGS WT WARRANTS 05258A11 48.00 4,794.00 (a) N/A (a)
AUTODESK INC COMMON STOCKS 05276910 3,469.00 100.00 (a) N/A (a)
AUTOLIV INC COMMON STOCKS 05280010 51,686.00 2,148.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 25,445,577.00 475,060.00 (a) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 10,447,901.00 195,060.00 (a) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 128,551.00 2,400.00 (a) N/A (c)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 171,400.00 3,200.00 (c) N/A (a)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 342,800.00 6,400.00 (c) N/A (b)
AUTOMATIC DATA PROCESSING INC COMMON STOCKS 05301510 34,280.00 640.00 (c) N/A (c)
AUTONATION INC. COMMON STOCKS 05329W10 536,788.00 76,000.00 (a) N/A (a)
AUTONATION INC. COMMON STOCKS 05329W10 242,244.00 34,300.00 (a) N/A (c)
AUTOTOTE CORP CL A COMMON STOCKS 05332310 438.00 100.00 (c) N/A (b)
AUTOZONE INC COMMON STOCKS 05333210 6,600.00 300.00 (a) N/A (a)
AVANT! CORP COMMON STOCKS 05348710 8,129,145.00 433,916.00 (a) N/A (a)
AVANT! CORP COMMON STOCKS 05348710 320,358.00 17,100.00 (a) N/A (b)
AVANT! CORP COMMON STOCKS 05348710 22,859,310.00 1,220,180.00 (a) N/A (c)
AVANT! CORP COMMON STOCKS 05348710 7,494.00 400.00 (c) N/A (b)
AVANEX CORP COMMON STOCKS 05348W10 64,417,997.00 674,534.00 (a) N/A (a)
AVANEX CORP COMMON STOCKS 05348W10 3,562,150.00 37,300.00 (a) N/A (c)
AVANEX CORP COMMON STOCKS 05348W10 19,100.00 200.00 (c) N/A (b)
AVENTIS SPON ADR COMMON STOCKS 05356110 170,522.00 2,350.00 (a) N/A (c)
AVENTIS SPON ADR COMMON STOCKS 05356110 290.00 4.00 (c) N/A (c)
AVERY DENNISON CORP COMMON STOCKS 05361110 14,054,297.00 209,375.00 (a) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 6,947,438.00 103,500.00 (a) N/A (b)
AVERY DENNISON CORP COMMON STOCKS 05361110 5,507,606.00 82,050.00 (c) N/A (a)
AVERY DENNISON CORP COMMON STOCKS 05361110 605,803.00 9,025.00 (c) N/A (b)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 96,000.00 8,000.00 (a) N/A (a)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 563,400.00 46,950.00 (a) N/A (c)
AVID TECHNOLOGY INC. COMMON STOCKS 05367P10 439,200.00 36,600.00 (c) N/A (c)
AVIS RENT A CAR INC COMMON STOCKS 05379010 43,125.00 2,300.00 (a) N/A (a)
AVIS RENT A CAR INC COMMON STOCKS 05379010 360,000.00 19,200.00 (c) N/A (c)
AVNET INC COMMON STOCKS 05380710 (654,713.00) (11,050.00) (a) N/A (a)
AVON PRODUCTS COMMON STOCKS 05430310 186,900.00 4,200.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 15,913.00 200.00 (a) N/A (a)
AXA SPONSORED ADR COMMON STOCKS 05453610 60,786.00 764.00 (c) N/A (c)
AWARE INC/MASS COMMON STOCKS 05453N10 2,505,125.00 49,000.00 (a) N/A (a)
AWARE INC/MASS COMMON STOCKS 05453N10 235,175.00 4,600.00 (c) N/A (c)
AXXENT INC 144A WARRANTS 05462811 17,969,479.00 2,500,000.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 86,595.00 3,627.00 (a) N/A (a)
BB&T CORP. COMMON STOCKS 05493710 89,054.00 3,730.00 (a) N/A (b)
BB&T CORP. COMMON STOCKS 05493710 2,770.00 116.00 (c) N/A (b)
BASF AG UNSPONSORED ADR COMMON STOCKS 05526250 1,009.00 25.00 (c) N/A (c)
BCE INC COMMON STOCKS 05534B10 9,525.00 400.00 (a) N/A (a)
BDK HOLDINGS INC. COMMON STOCKS 05536@9Z 913,450.00 182,690.00 (a) N/A (a)
THE BISYS GROUP INC COMMON STOCKS 05547210 12,047,850.00 195,900.00 (a) N/A (a)
THE BISYS GROUP INC COMMON STOCKS 05547210 39,975.00 650.00 (a) N/A (b)
THE BISYS GROUP INC COMMON STOCKS 05547210 338,250.00 5,500.00 (a) N/A (c)
BJ SERVICES CO COMMON STOCKS 05548210 34,014,552.00 562,224.00 (a) N/A (a)
BJ SERVICES CO COMMON STOCKS 05548210 762,300.00 12,600.00 (a) N/A (b)
BJ SERVICES CO COMMON STOCKS 05548210 26,983,000.00 446,000.00 (a) N/A (c)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 3,212,420.00 97,300.00 (a) N/A (a)
BJ'S WHOLESALE CLUB INC COMMON STOCKS 05548J10 26,412.00 800.00 (a) N/A (c)
BMC INDUSTRIES INC COMMON STOCKS 05560710 8,125.00 2,000.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 41,010,106.00 724,240.28 (a) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 15,864,853.00 280,174.00 (a) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 45,803,623.00 808,894.00 (a) N/A (c)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 6,685,317.00 118,063.00 (c) N/A (a)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 4,619,524.00 81,581.00 (c) N/A (b)
BP AMOCO PLC SPON ADR COMMON STOCKS 05562210 33,975.00 600.00 (c) N/A (c)
BRE PROPERTIES INC CL A COMMON STOCKS 05564E10 1,505,202.00 52,100.00 (a) N/A (c)
BSB BANCORP INC COMMON STOCKS 05565210 45,141.00 2,250.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 14,874,391.00 407,696.00 (a) N/A (a)
BMC SOFTWARE INC COMMON STOCKS 05592110 1,034,916.00 28,366.00 (a) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 277,278.00 7,600.00 (a) N/A (c)
BMC SOFTWARE INC COMMON STOCKS 05592110 18,242.00 500.00 (c) N/A (b)
BMC SOFTWARE INC COMMON STOCKS 05592110 8,942,228.00 245,100.00 (c) N/A (c)
B2B INTERNET HOLDRS TRUST DEPOSTRY RCPTS 05603310 12,442.00 300.00 (c) N/A (b)
BAKER HUGHES INC COMMON STOCKS 05722410 1,352,289.00 42,300.00 (a) N/A (a)
BALL CORP COMMON STOCKS 05849810 3,219.00 100.00 (a) N/A (a)
BANCO BILBAO VIZCAYA ARGENTINA SA COMMON STOCKS 05946K10 21,535.00 1,460.00 (a) N/A (b)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 354,031.00 23,900.00 (a) N/A (a)
BANCO GALICIA Y BUENOS ADR COMMON STOCKS 05953820 65,177.00 4,400.00 (a) N/A (c)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 153,508.00 14,796.00 (a) N/A (a)
BANCO SANTANDER CEN-SPON ADR COMMON STOCKS 05964H10 18,675.00 1,800.00 (c) N/A (c)
BANCO SANTANDER CHILE SPON ADR COMMON STOCKS 05965F10 420,800.00 26,300.00 (a) N/A (a)
BANCO SANTANDER CHILE SPON ADR COMMON STOCKS 05965F10 342,400.00 21,400.00 (a) N/A (c)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 554,125.00 31,000.00 (a) N/A (a)
BANCO SANTIAGO SA ADR COMMON STOCKS 05965L10 344,988.00 19,300.00 (a) N/A (c)
BANCORPSOUTH INC COMMON STOCKS 05969210 14,062.00 1,000.00 (c) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 8,246,815.00 190,255.00 (a) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 163,400.00 3,800.00 (a) N/A (b)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 659,300.00 15,200.00 (a) N/A (c)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 3,924,008.00 91,256.00 (c) N/A (a)
BANK OF AMERICA CORPORATION COMMON STOCKS 06050510 203,433.00 4,731.00 (c) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 26,122,119.00 561,766.00 (a) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 19,413,099.00 417,486.00 (a) N/A (b)
BANK OF NEW YORK INC COMMON STOCKS 06405710 925,350.00 19,900.00 (c) N/A (a)
BANK OF NEW YORK INC COMMON STOCKS 06405710 4,894,358.00 105,255.00 (c) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 5,740,260.00 216,100.00 (a) N/A (a)
BANK ONE CORP COMMON STOCKS 06423A10 376,098.00 14,159.00 (a) N/A (b)
BANK ONE CORP COMMON STOCKS 06423A10 4,149,062.00 156,200.00 (a) N/A (c)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 2,425.00 200.00 (a) N/A (a)
BANK OF TOKYO-MITSUBISHI ADR COMMON STOCKS 06537910 14,550.00 1,200.00 (c) N/A (c)
BANK UNITED CORP COMMON STOCKS 06541210 80,932.00 2,300.00 (a) N/A (a)
BANKATLANTIC BNC SUB DEBENTURES CORPORATE BONDS 065908AC 32,875.00 50,000.00 (a) N/A (a)
BARD C R INC COM COMMON STOCKS 06738310 4,812.00 100.00 (a) N/A (a)
BARD C R INC COM COMMON STOCKS 06738310 4,814.00 100.00 (a) N/A (b)
BARNES GROUP INC COMMON STOCKS 06780610 264,271.00 16,200.00 (c) N/A (c)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 9,797.00 1,500.00 (a) N/A (b)
BARNESANDNOBLE.COM INC COMMON STOCKS 06784610 653.00 100.00 (c) N/A (b)
BARRICK GOLD CORP COMMON STOCKS 06790110 6,795,037.00 373,600.00 (a) N/A (a)
BARRICK GOLD CORP COMMON STOCKS 06790110 351,028.00 19,300.00 (a) N/A (c)
BARR LABORATORIES INC COMMON STOCKS 06830610 448,125.00 10,000.00 (a) N/A (c)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 1,344,505.00 44,150.00 (a) N/A (c)
BARRETT RESOURCES CORP COMMON STOCKS 06848020 350,037.00 11,500.00 (c) N/A (c)
BATTLE MOUNTAIN GOLD CO CL A COMMON STOCKS 07159310 120.00 55.00 (c) N/A (b)
BAUSCH & LOMB COMMON STOCKS 07170710 7,738.00 100.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 1,947,668.00 27,700.00 (a) N/A (a)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 14,062.00 200.00 (a) N/A (b)
BAXTER INTERNATIONAL INC COMMON STOCKS 07181310 8,085,938.00 115,000.00 (a) N/A (c)
BAY VIEW CAPITAL CORP COMMON STOCKS 07262L10 70,654.00 7,200.00 (a) N/A (a)
BAY VIEW CAPITAL CORP COMMON STOCKS 07262L10 611,350.00 62,300.00 (c) N/A (c)
BE FREE INC COMMON STOCKS 07330810 8,951,067.00 994,563.00 (a) N/A (a)
BE FREE INC COMMON STOCKS 07330810 910,476.00 101,164.00 (a) N/A (b)
BE FREE INC COMMON STOCKS 07330810 1,350.00 150.00 (c) N/A (b)
BE INC COMMON STOCKS 07330910 25.00 5.00 (c) N/A (b)
BEA SYSTEMS INC. COMMON STOCKS 07332510 267,899,458.00 5,418,952.00 (a) N/A (a)
BEA SYSTEMS INC. COMMON STOCKS 07332510 896,994.00 18,144.00 (a) N/A (b)
BEA SYSTEMS INC. COMMON STOCKS 07332510 24,965,938.00 505,000.00 (a) N/A (c)
BEA SYSTEMS INC. COMMON STOCKS 07332510 15,014,070.00 303,698.00 (c) N/A (a)
BEAR STEARNS COS INC COMMON STOCKS 07390210 8,325.00 200.00 (a) N/A (a)
BEAR STEARNS COS INC COMMON STOCKS 07390210 608,890.00 14,628.00 (a) N/A (b)
BEAR STEARNS COS INC COMMON STOCKS 07390210 18,357.00 441.00 (c) N/A (b)
BECKMAN COULTER INC COMMON STOCKS 07581110 (671,312.00) (11,500.00) (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 481,951.00 16,800.00 (a) N/A (a)
BECTON DICKINSON & CO COMMON STOCKS 07588710 991,153.00 34,550.00 (a) N/A (b)
BECTON DICKINSON & CO COMMON STOCKS 07588710 7,702,594.00 268,500.00 (a) N/A (c)
BECTON DICKINSON & CO COMMON STOCKS 07588710 229,500.00 8,000.00 (c) N/A (a)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 677,875.00 18,700.00 (a) N/A (a)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 1,279,625.00 35,300.00 (a) N/A (b)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 10,875.00 300.00 (a) N/A (c)
BED BATH & BEYOND INC. COMMON STOCKS 07589610 18,125.00 500.00 (c) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 850.00 100.00 (a) N/A (a)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 850.00 100.00 (a) N/A (b)
BELCO OIL & GAS CORP COMMON STOCKS 07741010 4,250.00 500.00 (c) N/A (b)
BELDEN INC COMMON STOCKS 07745910 251,125.00 9,800.00 (a) N/A (a)
BELDEN INC COMMON STOCKS 07745910 861,000.00 33,600.00 (c) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 6,268,611.00 123,089.00 (a) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 326,115.00 6,418.00 (a) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 7,525,230.00 148,098.00 (a) N/A (c)
BELL ATLANTIC COMMON STOCKS 07785310 60,975.00 1,200.00 (c) N/A (a)
BELL ATLANTIC COMMON STOCKS 07785310 99,237.00 1,953.00 (c) N/A (b)
BELL ATLANTIC COMMON STOCKS 07785310 10,188.00 200.00 (c) N/A (c)
BELL ATLANTIC 144A CV BD (CWZ) CONVERTIBLES 07785GAC 3,153,325.00 2,590.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 19,580,646.00 459,370.00 (a) N/A (a)
BELLSOUTH CORP COMMON STOCKS 07986010 484,220.00 11,360.00 (a) N/A (b)
BELLSOUTH CORP COMMON STOCKS 07986010 1,803,038.00 42,300.00 (a) N/A (c)
BELLSOUTH CORP COMMON STOCKS 07986010 23,018.00 540.00 (c) N/A (b)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 334,141.00 19,300.00 (a) N/A (a)
BELO (A. H) CORP SERIES A COMMON STOCKS 08055510 1,731.00 100.00 (c) N/A (b)
BEMIS CO COMMON STOCKS 08143710 3,362.00 100.00 (a) N/A (a)
BERGEN BRUNSWIG CO CV CONVERTIBLES 083739AC 1,274,400.00 1,593.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 538,000.00 10.00 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 322,800.00 6.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 269,000.00 5.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL COMMON STOCKS 08467010 322,800.00 6.00 (c) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 5,594,160.00 3,178.50 (a) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 1,877,920.00 1,067.00 (a) N/A (b)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 501,600.00 285.00 (c) N/A (a)
BERKSHIRE HATHAWAY INC-DEL CL B COMMON STOCKS 08467020 964,480.00 548.00 (c) N/A (b)
BEST BUY INC COMMON STOCKS 08651610 828,575.00 13,100.00 (a) N/A (a)
BEST BUY INC COMMON STOCKS 08651610 19,923,750.00 315,000.00 (a) N/A (c)
BESTFOODS COMMON STOCKS 08658U10 6,253,275.00 90,300.00 (a) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 747,900.00 10,800.00 (a) N/A (b)
BESTFOODS COMMON STOCKS 08658U10 138,500.00 2,000.00 (c) N/A (a)
BESTFOODS COMMON STOCKS 08658U10 27,700.00 400.00 (c) N/A (b)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 280,764.00 78,800.00 (a) N/A (a)
BETHLEHEM STEEL CORP COMMON STOCKS 08750910 969,672.00 271,000.00 (a) N/A (c)
BETHLEHEM STEEL CORP CONV PFD CONVERTIBLES 08750930 15,100.00 400.00 (a) N/A (a)
BID.COM INTERNATIONAL INC COMMON STOCKS 08878810 1,344.00 500.00 (a) N/A (a)
BID.COM INTERNATIONAL INC COMMON STOCKS 08878810 2,688.00 1,000.00 (c) N/A (b)
BILLSERV.COM INC COMMON STOCKS 09018110 689.00 75.00 (c) N/A (b)
BINDLEY WESTERN INDUSTRY INC COMMON STOCKS 09032410 4,808,981.00 181,900.00 (a) N/A (c)
BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 26,375.00 2,000.00 (a) N/A (b)
BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 09057810 6,594.00 500.00 (c) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 11,429,400.00 177,200.00 (a) N/A (a)
BIOGEN INC COMMON STOCKS 09059710 32,250.00 500.00 (a) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 3,070,200.00 47,600.00 (a) N/A (c)
BIOGEN INC COMMON STOCKS 09059710 25,800.00 400.00 (c) N/A (b)
BIOGEN INC COMMON STOCKS 09059710 34,830.00 540.00 (c) N/A (c)
BIOMET INC COMMON STOCKS 09061310 7,688.00 200.00 (a) N/A (a)
BIOMARIN PHARMACEUTICAL INC COMMON STOCKS 09061G10 2,008,312.00 118,136.00 (a) N/A (a)
BIOMARIN PHARMACEUTICAL INC COMMON STOCKS 09061G10 287,300.00 16,900.00 (a) N/A (c)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 1,814.00 744.00 (a) N/A (b)
BIONX IMPLANTS INC COMMON STOCKS 09064Q10 2,647.00 1,086.00 (c) N/A (b)
BIOTRANSPLANT INC COMMON STOCKS 09066Y10 1,925.00 200.00 (c) N/A (b)
BIOTECH HOLDRS TRUST DEPOSTRY RCPTS 09067D20 17,775.00 100.00 (c) N/A (b)
BIOVAIL CORP COMMON STOCKS 09067J10 10,646,772.00 192,050.00 (a) N/A (a)
BIOVAIL CORP COMMON STOCKS 09067J10 35,582,559.00 641,850.00 (a) N/A (c)
BLACK & DECKER MFG COMMON STOCKS 09179710 7,856.00 200.00 (a) N/A (a)
BLACKROCK 2001 TERM TRUST FUND FXD INCOME FUNDS 09247710 81,212.00 8,900.00 (a) N/A (b)
BLACKROCK INCOME TRUST INC FXD INCOME FUNDS 09247F10 4,144.00 650.00 (a) N/A (b)
E.W. BLANCH HOLDINGS INC. COMMON STOCKS 09321010 239,693.00 11,800.00 (c) N/A (c)
BLOCK DRUG CO INC CL A COMMON STOCKS 09364410 35,881.00 848.00 (c) N/A (b)
BLOCK H & R INC COMMON STOCKS 09367110 (481,578.00) (14,875.00) (a) N/A (a)
BLOCK H & R INC COMMON STOCKS 09367110 225,524.00 6,966.00 (a) N/A (b)
BLOCK H & R INC COMMON STOCKS 09367110 88,319.00 2,728.00 (c) N/A (b)
BLUE SQUARE STORE LTD ADR COMMON STOCKS 09605510 1,692,000.00 169,200.00 (a) N/A (a)
BLUE WAVE SYSTEM INC COMMON STOCKS 09608110 1,701,562.00 165,000.00 (a) N/A (a)
BLUEFLY INC COMMON STOCKS 09622710 1,094.00 500.00 (a) N/A (b)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 4,555,498.00 177,343.00 (a) N/A (a)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 182,381.00 7,100.00 (a) N/A (b)
BLUESTONE SOFTWARE INC COMMON STOCKS 09623P10 6,881,681.00 267,900.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 95,421,445.00 2,282,100.00 (a) N/A (a)
BOEING CO COMMON STOCKS 09702310 418,460.00 10,008.00 (a) N/A (b)
BOEING CO COMMON STOCKS 09702310 6,848,911.00 163,800.00 (a) N/A (c)
BOEING CO COMMON STOCKS 09702310 30,770,187.00 735,900.00 (c) N/A (c)
BOISE CASCADE CORP COMMON STOCKS 09738310 23,288.00 900.00 (a) N/A (a)
BOISE CASCADE CORP COMMON STOCKS 09738310 38,812.00 1,500.00 (a) N/A (c)
BOOKHAM TECHNOLOGY PLC -SPON ADR COMMON STOCKS 09856Q10 13,183,125.00 222,500.00 (a) N/A (c)
BORDEN CHEMICAL & PLASTIC COM COMMON STOCKS 09954120 29,700.00 7,200.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 207,766.00 13,350.00 (a) N/A (a)
BORDERS GROUP INC COMMON STOCKS 09970910 116,722.00 7,500.00 (a) N/A (c)
BORDERS GROUP INC COMMON STOCKS 09970910 467.00 30.00 (c) N/A (b)
BORG WARNER INC COMMON STOCKS 09972410 115,912.00 3,300.00 (a) N/A (a)
BORG WARNER INC COMMON STOCKS 09972410 2,711,650.00 77,200.00 (a) N/A (c)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 185,400.00 4,800.00 (a) N/A (a)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 39,011.00 1,010.00 (a) N/A (b)
BOSTON PROPERTIES INC. COMMON STOCKS 10112110 11,927,400.00 308,800.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 22,609,303.00 1,030,600.00 (a) N/A (a)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 462,892.00 21,100.00 (a) N/A (c)
BOSTON SCIENTIFIC CORP COMMON STOCKS 10113710 23,015,156.00 1,049,100.00 (c) N/A (c)
BOWATER INC COMMON STOCKS 10218310 (339,762.00) (7,700.00) (a) N/A (a)
BOWNE & CO INC COMMON STOCKS 10304310 20,156.00 2,000.00 (a) N/A (b)
BOYD GAMING CORP COMMON STOCKS 10330410 450.00 80.00 (c) N/A (b)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 215,586.00 9,912.00 (a) N/A (a)
BRADLEY REAL ESTATE INC 8.4% CONVERTIBLES 10458020 18,270.00 840.00 (a) N/A (c)
BRANDERA.COM INC COMMON STOCKS 10526110 1,125.00 1,200.00 (c) N/A (b)
BRASIL TELECOM PART. ADR COMMON STOCKS 10553010 9,035,460.00 127,260.00 (a) N/A (a)
BRASIL TELECOM PART. ADR COMMON STOCKS 10553010 1,349,000.00 19,000.00 (a) N/A (c)
BRAUN CONSULTING INC COMMON STOCKS 10565110 2,112.00 100.00 (a) N/A (b)
BRAZILIAN EQUITY FUND COMMON STOCKS 10588410 1,546.00 266.00 (a) N/A (a)
BREAKAWAY SOLUTIONS INC COMMON STOCKS 10637210 2,029,509.00 75,167.00 (a) N/A (a)
BRIGGS & STRATTON COMMON STOCKS 10904310 23,975.00 700.00 (a) N/A (a)
BRILLIANT DIGITAL ENTERTAINMENT INC COMMON STOCKS 10950210 3,088.00 650.00 (c) N/A (b)
BRINKER INTERNATIONAL INC COMMON STOCKS 10964110 5,853.00 200.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 50,073,855.00 859,637.00 (a) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 19,506,294.00 334,872.00 (a) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 1,875,650.00 32,200.00 (a) N/A (c)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 1,517,412.00 26,050.00 (c) N/A (a)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 2,877,550.00 49,400.00 (c) N/A (b)
BRISTOL-MYERS SQUIBB CO COMMON STOCKS 11012210 152,032.00 2,610.00 (c) N/A (c)
BRITESMILE INC COMMON STOCKS 11041510 18,000.00 4,000.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 1,732,475.00 13,100.00 (a) N/A (a)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 11,241.00 85.00 (a) N/A (b)
BRITISH TELECOMMUNICATIONS ADR COMMON STOCKS 11102140 21,292.00 161.00 (c) N/A (c)
BROADBASE SOFTWARE INC COMMON STOCKS 11130R10 8,039,032.00 262,499.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 96,744,118.00 441,880.00 (a) N/A (a)
BROADCOM CORP-CL A COMMON STOCKS 11132010 2,128,072.00 9,720.00 (a) N/A (b)
BROADCOM CORP-CL A COMMON STOCKS 11132010 87,575.00 400.00 (c) N/A (b)
BROADVISION INC COMMON STOCKS 11141210 41,351,576.00 813,807.00 (a) N/A (a)
BROADVISION INC COMMON STOCKS 11141210 10.00 0.20 (a) N/A (c)
BROADVISION INC COMMON STOCKS 11141210 1,067.00 21.00 (c) N/A (b)
BROADWING INC COMMON STOCKS 11162010 4,101,556.00 157,390.00 (a) N/A (a)
BROADWING INC COMMON STOCKS 11162010 175,684.00 6,800.00 (a) N/A (b)
BROADWING INC COMMON STOCKS 11162010 62,551.00 2,400.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 110,095,046.00 599,973.00 (a) N/A (a)
BROCADE COMMON STOCKS 11162110 1,174,400.00 6,400.00 (a) N/A (b)
BROCADE COMMON STOCKS 11162110 9,817,250.00 53,500.00 (a) N/A (c)
BROCADE COMMON STOCKS 11162110 62,390.00 340.00 (c) N/A (c)
BROOKS AUTOMATION INC COMMON STOCKS 11434A10 516,807.00 8,083.00 (a) N/A (a)
BROOKTROUT TECHNOLOGY INC. COMMON STOCKS 11458010 17,450.00 800.00 (a) N/A (a)
BROWN-FORMAN INC-CL B COMMON STOCKS 11563720 5,375.00 100.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 703,422.00 30,500.00 (a) N/A (a)
TOM BROWN INC COMMON STOCKS 11566020 2,534,624.00 109,900.00 (c) N/A (c)
BROWN SHOE COMPANY INC COMMON STOCKS 11573610 13,026.00 1,002.00 (a) N/A (b)
BRUNSWICK CORP COMMON STOCKS 11704310 3,313.00 200.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 1,421,089.00 53,000.00 (a) N/A (a)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 26,812.00 1,000.00 (a) N/A (b)
BUCKEYE PARTNERS L.P. UNITS COMMON STOCKS 11823010 9,385.00 350.00 (c) N/A (c)
BUDGET GROUP INC CL A COMMON STOCKS 11900310 2,062.00 500.00 (a) N/A (b)
BUENOS AIRES EMB ADR CL B COMMON STOCKS 11942420 - 69.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 82,472.00 6,500.00 (a) N/A (a)
BUFFETS INC COMMON STOCKS 11988210 91,354.00 7,200.00 (a) N/A (c)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,340,548.00 100,716.00 (a) N/A (a)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 19,130.00 834.00 (a) N/A (b)
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T10 2,429,081.00 105,900.00 (a) N/A (c)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 990,675.00 25,900.00 (a) N/A (a)
BURLINGTON RESOURCES INC. COMMON STOCKS 12201410 3,825.00 100.00 (c) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 51,093,309.00 589,396.50 (a) N/A (a)
BURR-BROWN CORP COMMON STOCKS 12257410 1,552,746.00 17,912.00 (a) N/A (b)
BURR-BROWN CORP COMMON STOCKS 12257410 132,070,313.00 1,523,522.00 (a) N/A (c)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 11,360,282.00 128,911.00 (a) N/A (a)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 810,750.00 9,200.00 (a) N/A (b)
BUSINESS OBJECTS SA SPONSORED ADR COMMON STOCKS 12328X10 24,771,938.00 281,100.00 (a) N/A (c)
CAIS INTERNET INC COMMON STOCKS 12476Q10 141.00 10.00 (c) N/A (b)
CCB FINANCIAL CORP COMMON STOCKS 12487510 29,612.00 800.00 (a) N/A (a)
CCC INFORMATION SERVICES GRP COMMON STOCKS 12487Q10 29,750.00 2,800.00 (a) N/A (a)
CBRL GROUP INC COMMON STOCKS 12489V10 7,344.00 500.00 (c) N/A (b)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 7,716,550.00 393,200.00 (a) N/A (a)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 349,325.00 17,800.00 (a) N/A (b)
C-CUBE MICROSYSTEMS INC-NEW COMMON STOCKS 12501N10 13,078,100.00 666,400.00 (a) N/A (c)
CFS BANCORP INC COMMON STOCKS 12525D10 54,938.00 6,000.00 (c) N/A (b)
CHC HELICOPTER WARRANTS WARRANTS 12541C12 20,000.00 20,000.00 (a) N/A (a)
C. H. ROBINSON WORLDWIDE INC COMMON STOCKS 12541W10 2,915,550.00 58,900.00 (a) N/A (a)
C. H. ROBINSON WORLDWIDE INC COMMON STOCKS 12541W10 1,752,300.00 35,400.00 (a) N/A (c)
CHI ENERGY INC SR B WT WARRANTS 12541X11 27,295.00 11,368.00 (a) N/A (a)
CHI ENERGY INC SR C WT WARRANTS 12541X12 17,715.00 7,378.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 20,212,362.00 216,175.00 (a) N/A (a)
CIGNA CORP COMMON STOCKS 12550910 2,085,050.00 22,300.00 (a) N/A (c)
CIT GROUP INC COMMON STOCKS 12557710 64,594.00 4,000.00 (a) N/A (a)
CLECO CORP COMMON STOCKS 12561W10 67,000.00 2,000.00 (a) N/A (b)
CMGI INC COMMON STOCKS 12575010 4,308,326.00 94,042.00 (a) N/A (a)
CMGI INC COMMON STOCKS 12575010 25,197.00 550.00 (a) N/A (b)
CMGI INC COMMON STOCKS 12575010 36,650.00 800.00 (a) N/A (c)
CMGI INC COMMON STOCKS 12575010 21,532.00 470.00 (c) N/A (b)
CMS ENERGY CORP COMMON STOCKS 12589610 4,425.00 200.00 (a) N/A (a)
CPI CORP COMMON STOCKS 12590210 27,462.00 1,300.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 897,600.00 26,400.00 (a) N/A (a)
CNA FINANCIAL CORP COMMON STOCKS 12611710 20,400.00 600.00 (a) N/A (b)
CNET NETWORKS INC COMMON STOCKS 12613R10 4,220,654.00 171,830.00 (a) N/A (a)
CNET NETWORKS INC COMMON STOCKS 12613R10 48,143.00 1,960.00 (c) N/A (c)
CP & L ENERGY INC COMMON STOCKS 12614C10 73,457.00 2,300.00 (a) N/A (a)
CSX CORP COMMON STOCKS 12640810 55,088.00 2,600.00 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 13,719,240.00 381,090.00 (a) N/A (a)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 932,400.00 25,900.00 (a) N/A (b)
CTC COMMUNICATIONS GROUP INC COMMON STOCKS 12641910 26,071,200.00 724,200.00 (a) N/A (c)
CT HOLDINGS INC COMMON STOCKS 12643Y10 1,375.00 1,000.00 (a) N/A (b)
CVS CORP COMMON STOCKS 12665010 100,000.00 2,500.00 (a) N/A (a)
CVS CORP COMMON STOCKS 12665010 20,000.00 500.00 (c) N/A (b)
CV THERAPEUTICS INC COMMON STOCKS 12666710 691,115.00 9,971.00 (a) N/A (a)
CABLE & WIRELESS HKT LTD COMMON STOCKS 12682810 2,150.00 100.00 (a) N/A (a)
CABLE & WIRELESS HKT LTD COMMON STOCKS 12682810 8,600.00 400.00 (c) N/A (c)
CABLE & WIRELESS PLC SPONSORED ADR COMMON STOCKS 12683020 15,376.00 306.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 4,601,945.00 67,800.00 (a) N/A (a)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 74,705.00 1,100.00 (a) N/A (c)
CABLEVISION SYSTEMS CL-A COMMON STOCKS 12686C10 6,791.00 100.00 (c) N/A (b)
CABLETRON SYS INC COMMON STOCKS 12692010 4,598,025.00 182,100.00 (a) N/A (a)
CABLETRON SYS INC COMMON STOCKS 12692010 234,825.00 9,300.00 (a) N/A (c)
CABLETRON SYS INC COMMON STOCKS 12692010 252.00 10.00 (c) N/A (b)
CACHEFLOW INC COMMON STOCKS 12694610 1,466,665.00 23,824.00 (a) N/A (a)
CACHEFLOW INC COMMON STOCKS 12694610 18,469.00 300.00 (a) N/A (b)
ANTHONY C.R. HLGS 14.5% PFD PREFERREDS 12699P99 - 2,097.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 644,832.00 23,650.00 (a) N/A (a)
CABOT CORP COMMON STOCKS 12705510 738,898.00 27,100.00 (a) N/A (c)
CABOT OIL & GAS CORP CL A COMMON STOCKS 12709710 63,516.00 3,000.00 (a) N/A (b)
CADBURY SCHWEPPS DELAWARE L.P. 8.625% PREFERREDS 12720720 9,575.00 400.00 (a) N/A (b)
CADENCE DESIGN SYS INC COMMON STOCKS 12738710 6,617,331.00 324,777.00 (a) N/A (a)
CADENCE DESIGN SYS INC COMMON STOCKS 12738710 38,712.00 1,900.00 (c) N/A (c)
CALGON CARBON CORP COMMON STOCKS 12960310 3,100.00 400.00 (c) N/A (b)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 2,589,450.00 56,600.00 (a) N/A (a)
CALIFORNIA AMPLIFIER INC COMMON STOCKS 12990010 1,674,450.00 36,600.00 (a) N/A (c)
CALIPER TECHNOLOGIES CORP COMMON STOCKS 13087610 3,634,874.00 79,019.00 (a) N/A (a)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 339,278.00 20,800.00 (a) N/A (a)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 3,259.00 200.00 (c) N/A (b)
CALLAWAY GOLF COMPANY COMMON STOCKS 13119310 1,171,273.00 71,800.00 (c) N/A (c)
CALLON PETROLEUM CORP COMMON STOCKS 13123X10 119.00 8.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 162,640.00 18,654.00 (a) N/A (a)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 162,640.00 18,654.00 (a) N/A (b)
CAMBRIDGE TECHNOLOGY PARTNERS OF COMMON STOCKS 13252410 537,511.00 61,650.00 (a) N/A (c)
CAMPBELL SOUP CO COMMON STOCKS 13442910 2,332,912.00 80,100.00 (a) N/A (a)
CAMPBELL SOUP CO COMMON STOCKS 13442910 87,375.00 3,000.00 (a) N/A (b)
CAMPBELL SOUP CO COMMON STOCKS 13442910 291,250.00 10,000.00 (c) N/A (a)
CANADIAN PACIFIC LTD COMMON STOCKS 13592310 3,928.00 150.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 8,010.00 159.00 (a) N/A (a)
CANON INC - SPONSORED ADR COMMON STOCKS 13800630 35,262.00 700.00 (c) N/A (c)
CAPITAL GAMING INTL INC COMMON STOCKS 14018030 - 17.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 17,850.00 400.00 (a) N/A (a)
CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H10 4,462.00 100.00 (a) N/A (b)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 314.00 31,442.00 (a) N/A (a)
CAPITAL PACIFIC HLDGS 144A WTS WARRANTS 14040M11 25.00 2,528.00 (a) N/A (c)
CAPITAL FEDERAL FINANCIAL COMMON STOCKS 14057C10 1,106.00 100.00 (a) N/A (b)
CARBO CERAMICS INC COMMON STOCKS 14078110 2,209,362.00 62,900.00 (a) N/A (a)
CARBO CERAMICS INC COMMON STOCKS 14078110 1,457,688.00 41,500.00 (a) N/A (c)
CARAUSTAR INDUSTRIES INC COMMON STOCKS 14090910 454.00 30.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 73,200,800.00 989,200.00 (a) N/A (a)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 3,515,000.00 47,500.00 (a) N/A (c)
CARDINAL HEALTH INC COMMON STOCKS 14149Y10 21,156,600.00 285,900.00 (c) N/A (c)
CAREMARK RX INC COMMON STOCKS 14170510 22,342,956.00 3,279,700.00 (a) N/A (a)
CAREMARK RX INC COMMON STOCKS 14170510 450,306.00 66,100.00 (a) N/A (b)
CAREMARK RX INC COMMON STOCKS 14170510 5,398,225.00 792,400.00 (a) N/A (c)
CAREMARK RX INC COMMON STOCKS 14170510 6,131.00 900.00 (c) N/A (b)
CARIBINER INTERNATIONAL INC COMMON STOCKS 14188810 1,788.00 2,600.00 (c) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 4,042,818.00 207,324.00 (a) N/A (a)
CARNIVAL CORP COMMON STOCKS 14365810 140,790.00 7,220.00 (a) N/A (b)
CARNIVAL CORP COMMON STOCKS 14365810 15,600.00 800.00 (a) N/A (c)
CARNIVAL CORP COMMON STOCKS 14365810 8,580.00 440.00 (c) N/A (b)
CAROLINA POWER & LIGHT CO 8.55% QTRLY PREFERREDS 14414185 12,312.00 500.00 (a) N/A (b)
CARRAMERICA REALTY CORPORATION COMMON STOCKS 14441810 421,350.00 15,900.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 2,870,000.00 4,100.00 (a) N/A (a)
CARRIER1 INTL SA - WT WARRANTS 14450011 875,000.00 1,250.00 (a) N/A (c)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 497,620.00 89,500.00 (a) N/A (a)
CARSO GLOBAL TELECOM SP ADR COMMON STOCKS 14574P10 582,688.00 104,800.00 (c) N/A (c)
CARSON INC CL A COMMON STOCKS 14584510 9,000.00 2,000.00 (c) N/A (b)
CASEY'S GENERAL STORES INC COMMON STOCKS 14752810 229,288.00 22,100.00 (c) N/A (c)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 20,400.00 200.00 (a) N/A (a)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 265,200.00 2,600.00 (a) N/A (b)
CATALINA MARKETING CORP. COMMON STOCKS 14886710 102,000.00 1,000.00 (c) N/A (b)
CATELLUS DEVELOPMENT CORP COMMON STOCKS 14911110 28,500.00 1,900.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 23,712.00 700.00 (a) N/A (a)
CATERPILLAR INC COMMON STOCKS 14912310 121,950.00 3,600.00 (c) N/A (b)
CELLSTAR CORP COMMON STOCKS 15092510 83.00 30.00 (a) N/A (b)
CELESTICA INC COMMON STOCKS 15101Q10 13,796,146.00 281,554.00 (a) N/A (a)
CELESTICA INC COMMON STOCKS 15101Q10 1,542,765.00 31,485.00 (a) N/A (b)
CELESTICA INC COMMON STOCKS 15101Q10 26,136,600.00 533,400.00 (a) N/A (c)
CELGENE CORP COMMON STOCKS 15102010 1,789,800.00 30,400.00 (a) N/A (a)
CELGENE CORP COMMON STOCKS 15102010 3,232,238.00 54,900.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 13,954,622.00 596,975.00 (a) N/A (a)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 6,515,968.00 278,758.00 (a) N/A (c)
CEMEX SA ADR PART CER COMMON STOCKS 15129088 421.00 18.00 (c) N/A (c)
CENDANT CORP COMMON STOCKS 15131310 443,525.00 31,400.00 (a) N/A (a)
CENDANT CORP COMMON STOCKS 15131310 420.00 30.00 (c) N/A (b)
CENTER TRUST INC CONVERTIBLE SUB DEBS CONVERTIBLES 151845AA 48,312.00 50,000.00 (a) N/A (b)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 370,000.00 9,250.00 (a) N/A (a)
CENTERPOINT PROPERTIES CORP COMMON STOCKS 15189510 2,662,885.00 65,350.00 (a) N/A (c)
CENTEX CORP COMMON STOCKS 15231210 2,350.00 100.00 (a) N/A (a)
CENTOCOR INC CNV SUB DEBS CONVERTIBLES 152342AE 3,194,850.00 2,360.00 (a) N/A (a)
ELECTROBRAS ON ADR COMMON STOCKS 15234Q20 2,089,935.00 205,500.00 (a) N/A (a)
ELECTROBRAS ON ADR COMMON STOCKS 15234Q20 1,942,470.00 191,000.00 (a) N/A (c)
CENTRAL EUROPEAN EQUITY FUND INC EQUITY FUNDS 15343610 73,838.00 5,006.00 (a) N/A (b)
CENTRAL EUROPEAN VALUE FUND INC EQUITY FUNDS 15345510 1,125.00 100.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 189,750.00 3,000.00 (a) N/A (b)
CENTRAL NEWSPAPERS INC CL A COMMON STOCKS 15464710 94,875.00 1,500.00 (a) N/A (c)
CENTRAL SECURITIES CORP EQUITY FUNDS 15512310 520,146.00 14,652.00 (c) N/A (b)
CENTURA SOFTWARE CORP COMMON STOCKS 15640W10 550.00 100.00 (c) N/A (b)
CENTURY BANCORP INC CL A COMMON STOCKS 15643210 2,338,504.00 188,970.00 (a) N/A (c)
CENTURYTEL INC COMMON STOCKS 15670010 281,750.00 9,800.00 (a) N/A (a)
CENTURYTEL INC COMMON STOCKS 15670010 5,551,625.00 193,100.00 (a) N/A (c)
CEPHALON INC COMMON STOCKS 15670810 3,305,100.00 55,200.00 (a) N/A (a)
CEPHALON INC COMMON STOCKS 15670810 2,383,025.00 39,800.00 (a) N/A (c)
CERIDIAN CORP COMMON STOCKS 15677T10 7,219.00 300.00 (a) N/A (a)
CERIDIAN CORP COMMON STOCKS 15677T10 433,125.00 18,000.00 (a) N/A (b)
CERNER CORP COMMON STOCKS 15678210 286,125.00 10,500.00 (a) N/A (a)
CERNER CORP COMMON STOCKS 15678210 1,057,300.00 38,800.00 (c) N/A (c)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 3,516,450.00 137,900.00 (a) N/A (a)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 372,300.00 14,600.00 (a) N/A (b)
CHAMPIONSHIP AUTO RACING COMMON STOCKS 15871110 2,231,250.00 87,500.00 (a) N/A (c)
CHAPARRAL RESOURCES INC COMMON STOCKS 15942030 221.00 34.00 (c) N/A (b)
CHAPARRAL REP PRIVATE PLACMNT COMMON STOCKS 1594209B 79,167.00 8,333.33 (a) N/A (a)
CHARTER ONE FIN INC COMMON STOCKS 16090310 9,200.00 400.00 (a) N/A (a)
CHARTER COMMUNICATIONS INC COMMON STOCKS 16117M10 16,438.00 1,000.00 (a) N/A (b)
CHARTER COMMUNICATIONS INC COMMON STOCKS 16117M10 59,175.00 3,600.00 (c) N/A (b)
CHARTERED SEMICONDUCTOR MANUFACTURING COMMON STOCKS 16133R10 14,400.00 160.00 (a) N/A (b)
CHARTERED SEMICONDUCTOR MANUFACTURING COMMON STOCKS 16133R10 297,000.00 3,300.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 16,320,088.00 354,299.00 (a) N/A (a)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 289,503.00 6,285.00 (a) N/A (b)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 4,792,823.00 104,050.00 (a) N/A (c)
CHASE MANHATTAN CORP (NEW) COMMON STOCKS 16161A10 43,299.00 940.00 (c) N/A (b)
CHATTEM INC COMMON STOCKS 16245610 80,171.00 5,857.00 (a) N/A (a)
CHECKERS DRIVE-IN RESTAURANTS WARRANTS 16280911 274.00 2,914.00 (a) N/A (c)
CHECKFREE HOLDINGS CORP COMMON STOCKS 16281610 13,365,670.00 259,213.00 (a) N/A (a)
CHECKPOINT SYSTEMS INC COMMON STOCKS 16282510 192,750.00 25,700.00 (a) N/A (a)
CHEESECAKE FACTORY INC COMMON STOCKS 16307210 3,080.00 112.00 (c) N/A (b)
CHELSEA GCA REALTY INC COMMON STOCKS 16326210 103,641.00 3,000.00 (a) N/A (b)
CHELSEA GCA REALTY INC COMMON STOCKS 16326210 898.00 26.00 (c) N/A (b)
CHESAPEAKE CORP COMMON STOCKS 16515910 26,662.00 900.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 4,380,836.00 51,586.00 (a) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 548,398.00 6,466.00 (a) N/A (b)
CHEVRON CORP COMMON STOCKS 16675110 59,457.00 700.00 (a) N/A (c)
CHEVRON CORP COMMON STOCKS 16675110 337,723.00 3,982.00 (c) N/A (a)
CHEVRON CORP COMMON STOCKS 16675110 493,270.00 5,816.00 (c) N/A (b)
CHIEFTAIN INTERNATIONAL INC COMMON STOCKS 16867C10 13,344.00 700.00 (a) N/A (b)
CHILE FUND INC CLOSED END FUNDS 16883410 445,575.00 45,700.00 (a) N/A (a)
CHILECTRA S.A. SPON ADR COMMON STOCKS 16888410 768,366.00 48,600.00 (a) N/A (a)
CHINA FUND INC EQUITY FUNDS 16937310 287.00 30.00 (c) N/A (b)
CHINA SOUTHERN AIRLINES ADR COMMON STOCKS 16940910 70,128.00 6,000.00 (a) N/A (a)
CHINA TELEKOM HK LTD SP ADR COMMON STOCKS 16942810 26,280,761.00 147,800.00 (a) N/A (a)
CHINA TELEKOM HK LTD SP ADR COMMON STOCKS 16942810 142,250.00 800.00 (a) N/A (c)
CHINA TELEKOM HK LTD SP ADR COMMON STOCKS 16942810 20,110,650.00 113,100.00 (c) N/A (c)
CHINA UNICOM ADR COMMON STOCKS 16945R10 6,117,152.00 287,866.00 (a) N/A (a)
CHINA UNICOM ADR COMMON STOCKS 16945R10 3,194,172.00 150,314.00 (a) N/A (c)
CHINA UNICOM ADR COMMON STOCKS 16945R10 7,688,675.00 361,820.00 (c) N/A (c)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 31,374.00 3,157.00 (a) N/A (a)
CHOICE HOTELS INTL INC NEW COMMON STOCKS 16990510 19,876.00 2,000.00 (a) N/A (c)
CHIREX INC COMMON STOCKS 17003810 4,066,000.00 203,300.00 (a) N/A (a)
CHIREX INC COMMON STOCKS 17003810 486,000.00 24,300.00 (a) N/A (b)
CHIREX INC COMMON STOCKS 17003810 7,100,000.00 355,000.00 (a) N/A (c)
CHIRON CORP COMMON STOCKS 17004010 2,663,420.00 56,072.00 (a) N/A (a)
CHIRON CORP COMMON STOCKS 17004010 6,840.00 144.00 (a) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 4,750.00 100.00 (c) N/A (b)
CHIRON CORP COMMON STOCKS 17004010 44,650.00 940.00 (c) N/A (c)
CHITTENDEN CORP COMMON STOCKS 17022810 361,682.00 14,800.00 (c) N/A (c)
CHOICEPOINT INC COMMON STOCKS 17038810 10,060.00 228.00 (c) N/A (b)
CHRIS CRAFT INDS INC COMMON STOCKS 17052010 244,433.00 3,700.00 (a) N/A (a)
CHROMAVISION MEDICAL SYSTEMS INC COMMON STOCKS 17111P10 2,638.00 200.00 (c) N/A (b)
CHUBB CORP COMMON STOCKS 17123210 56,826.00 924.00 (a) N/A (a)
CHURCH & DWIGHT CO INC COMMON STOCKS 17134010 18,000.00 1,000.00 (a) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 189,863,088.00 1,139,036.00 (a) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 15,118,723.00 90,701.00 (a) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 17,735,550.00 106,400.00 (a) N/A (c)
CIENA CORP. COMMON STOCKS 17177910 11,326,416.00 67,950.00 (c) N/A (a)
CIENA CORP. COMMON STOCKS 17177910 383,381.00 2,300.00 (c) N/A (b)
CIENA CORP. COMMON STOCKS 17177910 46,673.00 280.00 (c) N/A (c)
CINAR CORP - CL B SUB VTG COMMON STOCKS 17190530 21,700.00 3,100.00 (c) N/A (b)
CINCINNATI FINANCIAL CORP COMMON STOCKS 17206210 (100,602.00) (3,200.00) (a) N/A (a)
CINCINNATI GAS & ELECTRIC CO 8.28% JR PREFERREDS 17207083 11,875.00 500.00 (a) N/A (b)
CINERGY CORP COMMON STOCKS 17247410 10,811.00 425.00 (a) N/A (a)
CIRCUIT CITY COMMON STOCKS 17273710 829,700.00 25,000.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 313,397,536.00 4,930,519.00 (a) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 64,106,976.00 1,008,566.00 (a) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 48,002,439.00 755,200.00 (a) N/A (c)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 8,195,622.00 128,938.00 (c) N/A (a)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 6,668,024.00 104,905.00 (c) N/A (b)
CISCO SYSTEMS INC COMMON STOCKS 17275R10 26,241,349.00 412,840.00 (c) N/A (c)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 1,866,571.00 53,426.00 (a) N/A (a)
CITADEL COMMUNICATIONS CORP COMMON STOCKS 17285320 10,481.00 300.00 (c) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 93,464,797.00 1,550,342.00 (a) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 38,730,688.00 642,833.00 (a) N/A (b)
CITIGROUP INC COMMON STOCKS 17296710 49,882,635.00 827,916.00 (a) N/A (c)
CITIGROUP INC COMMON STOCKS 17296710 3,193,672.00 53,007.00 (c) N/A (a)
CITIGROUP INC COMMON STOCKS 17296710 4,833,436.00 80,223.00 (c) N/A (b)
CITIZENS COMMUNICATIONS CO-B COMMON STOCKS 17453B10 664,160.00 38,502.00 (a) N/A (a)
CITIZENS COMMUNICATIONS CO-B COMMON STOCKS 17453B10 34.00 2.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 3,834,894.00 202,500.00 (a) N/A (a)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 7,575.00 400.00 (a) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 10,242,347.00 540,850.00 (a) N/A (c)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 5,492.00 290.00 (c) N/A (b)
CITRIX SYSTEMS INC COMMON STOCKS 17737610 3,031,974.00 160,100.00 (c) N/A (c)
CITY INVESTING LIQUIDATING TRUST UBI COMMON STOCKS 17790010 13,589.00 10,606.00 (a) N/A (b)
CITY NATIONAL CORP COMMON STOCKS 17856610 844,425.00 24,300.00 (a) N/A (a)
CITY NATIONAL CORP COMMON STOCKS 17856610 3,122,288.00 89,850.00 (a) N/A (c)
CLARENT CORP COMMON STOCKS 18046110 10,388,950.00 145,300.00 (a) N/A (a)
CLARENT CORP COMMON STOCKS 18046110 25,682,800.00 359,200.00 (a) N/A (c)
CLARUS CORPORATION COMMON STOCKS 18270710 2,219,102.00 57,083.00 (a) N/A (a)
CLARUS CORPORATION COMMON STOCKS 18270710 1,800,107.00 46,305.00 (a) N/A (b)
CLARUS CORPORATION COMMON STOCKS 18270710 1,582,212.00 40,700.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 170,034.00 10,200.00 (a) N/A (a)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 152,030.00 9,120.00 (a) N/A (c)
CLASSIC COMMUNICATIONS INC COMMON STOCKS 18272810 45,009.00 2,700.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 34,728,450.00 463,046.00 (a) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 12,439,950.00 165,866.00 (a) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 1,335,000.00 17,800.00 (a) N/A (c)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 5,925,000.00 79,000.00 (c) N/A (a)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 512,250.00 6,830.00 (c) N/A (b)
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 18450210 99,750.00 1,330.00 (c) N/A (c)
CLEAR CHANNEL COMMUNICATIONS CONVERTIBLES 184502AE 9,082,800.00 9,280.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 178,424.00 9,570.00 (a) N/A (a)
CLEARNET COMM 144A WARRANTS WARRANTS 18490211 67,678.00 3,630.00 (a) N/A (c)
CLEARWORKS.NET INC COMMON STOCKS 18539510 988.00 200.00 (c) N/A (b)
CLOROX CO COMMON STOCKS 18905410 1,447,444.00 32,300.00 (a) N/A (a)
CLOROX CO COMMON STOCKS 18905410 1,135,997.00 25,350.00 (a) N/A (b)
CLOROX CO COMMON STOCKS 18905410 255,431.00 5,700.00 (a) N/A (c)
CLOROX CO COMMON STOCKS 18905410 17,925.00 400.00 (c) N/A (a)
CLOROX CO COMMON STOCKS 18905410 116,512.00 2,600.00 (c) N/A (b)
COASTAL CORP COMMON STOCKS 19044110 164,362.00 2,700.00 (a) N/A (a)
COASTAL CORP COMMON STOCKS 19044110 676,321.00 11,110.00 (a) N/A (b)
COBALT GROUP INC COMMON STOCKS 19074Q10 687,500.00 100,000.00 (a) N/A (b)
COBALT NETWORKS INC COMMON STOCKS 19074R10 11,575.00 200.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 132,718,486.00 2,310,640.00 (a) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 9,204,072.00 160,245.00 (a) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 2,395,165.00 41,700.00 (a) N/A (c)
COCA-COLA CO COMMON STOCKS 19121610 3,225,116.00 56,150.00 (c) N/A (a)
COCA-COLA CO COMMON STOCKS 19121610 1,620,427.00 28,212.00 (c) N/A (b)
COCA-COLA CO COMMON STOCKS 19121610 35,067,622.00 610,530.00 (c) N/A (c)
COCA-COLA ENTERPRISES COMMON STOCKS 19121910 13,050.00 800.00 (a) N/A (a)
COCA-COLA ENTERPRISES COMMON STOCKS 19121910 146,812.00 9,000.00 (c) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 3,351,294.00 177,552.00 (a) N/A (a)
COCA- COLA FEMSA S.A. ADR COMMON STOCKS 19124110 2,379,496.00 126,066.00 (a) N/A (c)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 4,731,100.00 78,200.00 (a) N/A (a)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 14,822.00 245.00 (a) N/A (b)
COFLEXIP SA SPONSORED ADR COMMON STOCKS 19238410 246,538.00 4,075.00 (a) N/A (c)
COGNEX CORP COMMON STOCKS 19242210 11,198,700.00 216,400.00 (a) N/A (a)
COGNEX CORP COMMON STOCKS 19242210 34,548,300.00 667,600.00 (a) N/A (c)
COHERENT INC COMMON STOCKS 19247910 24,323,750.00 290,000.00 (a) N/A (a)
COHERENT INC COMMON STOCKS 19247910 863,912.00 10,300.00 (a) N/A (b)
COHERENT INC COMMON STOCKS 19247910 27,141,950.00 323,600.00 (a) N/A (c)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 159,000.00 24,000.00 (a) N/A (a)
COHEN & STEERS REALTY INC FD COMMON STOCKS 19247P10 19,875.00 3,000.00 (a) N/A (c)
COINMACH LAUNDRY CORP COMMON STOCKS 19259L10 11,350.00 800.00 (c) N/A (b)
COINSTAR INC COMMON STOCKS 19259P30 404,583.00 40,205.00 (a) N/A (a)
KENNETH COLE PRODUCTIONS-A COMMON STOCKS 19329410 292,000.00 7,300.00 (a) N/A (a)
KENNETH COLE PRODUCTIONS-A COMMON STOCKS 19329410 1,044,000.00 26,100.00 (c) N/A (c)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 18,062,491.00 301,670.00 (a) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 6,437,221.00 107,511.00 (a) N/A (b)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 2,730,300.00 45,600.00 (a) N/A (c)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 2,025,571.00 33,830.00 (c) N/A (a)
COLGATE-PALMOLIVE CO COMMON STOCKS 19416210 3,457,182.00 57,740.00 (c) N/A (b)
COLLINS & AIKMAN CORP COMMON STOCKS 19483010 519.00 100.00 (c) N/A (b)
COLONIAL BANCGROUP INC COMMON STOCKS 19549330 10,800.00 1,200.00 (a) N/A (a)
COLT TELECOM GROUP PLC ADR COMMON STOCKS 19687710 3,141,482.00 23,163.00 (a) N/A (a)
COLUMBIA ENERGY GROUP COMMON STOCKS 19764810 13,125.00 200.00 (a) N/A (a)
COMFORT SYSTEMS USA INC COMMON STOCKS 19990810 20.00 5.00 (a) N/A (b)
COMCAST CORP CL A COMMON STOCKS 20030010 46,650.00 1,200.00 (a) N/A (a)
COMCAST CORP CL A COMMON STOCKS 20030010 668,650.00 17,200.00 (a) N/A (b)
COMCAST CORP CL A COMMON STOCKS 20030010 46,650.00 1,200.00 (c) N/A (b)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 39,390,300.00 972,600.00 (a) N/A (a)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 12,992,198.00 320,795.00 (a) N/A (b)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 19,148,400.00 472,800.00 (a) N/A (c)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 315,900.00 7,800.00 (c) N/A (a)
COMCAST CORP SPECIAL CL A COMMON STOCKS 20030020 394,470.00 9,740.00 (c) N/A (b)
COMDISCO INC COMMON STOCKS 20033610 2,545.00 114.00 (c) N/A (b)
COMERICA INC COMMON STOCKS 20034010 603,569.00 13,450.00 (a) N/A (a)
COMERICA INC COMMON STOCKS 20034010 17,950.00 400.00 (a) N/A (b)
COMERICA INC COMMON STOCKS 20034010 9,612,225.00 214,200.00 (a) N/A (c)
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COMMERCE BANCORP INC/NJ COMMON STOCKS 20051910 358,800.00 7,800.00 (c) N/A (c)
COMMERCE ONE INC COMMON STOCKS 20069310 1,334,932.00 29,420.00 (a) N/A (a)
COMMERCE ONE INC COMMON STOCKS 20069310 236,858.00 5,220.00 (a) N/A (b)
COMMERCE ONE INC COMMON STOCKS 20069310 27,225.00 600.00 (c) N/A (a)
COMMERCE ONE INC COMMON STOCKS 20069310 18,150.00 400.00 (c) N/A (b)
COMBINED BROADCASTING COMMON STOCKS 20099F98 - 85,918.00 (a) N/A (a)
COMMERCIAL FEDERAL CORP COMMON STOCKS 20164710 63,808.00 4,100.00 (a) N/A (a)
COMMERCIAL FEDERAL CORP COMMON STOCKS 20164710 331,492.00 21,300.00 (c) N/A (c)
COMMERCIAL METALS CO COM COMMON STOCKS 20172310 299,750.00 10,900.00 (c) N/A (c)
COMMSCOPE INC COMMON STOCKS 20337210 106,600.00 2,600.00 (a) N/A (a)
COMMSCOPE INC COMMON STOCKS 20337210 711,633.00 17,400.00 (a) N/A (c)
COMMUNITY HEALTH SYSTEMS INC COMMON STOCKS 20366810 8,401,347.00 519,000.00 (a) N/A (a)
COMMUNITY HEALTH SYSTEMS INC COMMON STOCKS 20366810 480,769.00 29,700.00 (a) N/A (b)
COMMUNITY HEALTH SYSTEMS INC COMMON STOCKS 20366810 23,625,656.00 1,459,500.00 (a) N/A (c)
COMMUNITY TRUST BANCORP INC. COMMON STOCKS 20414910 111,434.00 6,300.00 (a) N/A (a)
BRASIL DISTR PAO ACU SP ADR COMMON STOCKS 20440T20 10,134,152.00 315,460.00 (a) N/A (a)
BRASIL DISTR PAO ACU SP ADR COMMON STOCKS 20440T20 2,595,058.00 80,780.00 (a) N/A (c)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 2,849,455.00 167,615.00 (a) N/A (a)
CIA CERVEJARIA BRAHMA ADR COMMON STOCKS 20440X10 1,762,475.00 103,675.00 (a) N/A (c)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 9,153,000.00 324,000.00 (a) N/A (a)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 2,522,725.00 89,300.00 (a) N/A (c)
CIA VALE DO RIO DOCE ADR COMMON STOCKS 20441210 655,400.00 23,200.00 (c) N/A (c)
CANTV(ANOMINA TELEF DE VEN)ADR COMMON STOCKS 20442110 2,879,073.00 105,895.00 (a) N/A (a)
CANTV(ANOMINA TELEF DE VEN)ADR COMMON STOCKS 20442110 1,449,256.00 53,305.00 (a) N/A (c)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 2,577,357.00 113,600.00 (a) N/A (a)
COMPANIA CERVECERIAS UNI-ADR COMMON STOCKS 20442910 1,563,203.00 68,900.00 (a) N/A (c)
MINAS BUENAVENTURA SPON ADR COMMON STOCKS 20444810 2,673,127.00 154,400.00 (a) N/A (a)
MINAS BUENAVENTURA SPON ADR COMMON STOCKS 20444810 1,099,376.00 63,500.00 (a) N/A (c)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 12,756,375.00 703,800.00 (a) N/A (a)
CIA DE TELECOMUNICACIONES ADR COMMON STOCKS 20444930 4,891,938.00 269,900.00 (a) N/A (c)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 35,142,632.00 1,374,746.00 (a) N/A (a)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 227,506.00 8,900.00 (a) N/A (b)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 9,719,593.00 380,228.00 (a) N/A (c)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 38,344.00 1,500.00 (c) N/A (b)
COMPAQ COMPUTER CORP COMMON STOCKS 20449310 754,108.00 29,500.00 (c) N/A (c)
COMPASS BANCSHARES INC. COMMON STOCKS 20449H10 121,144.00 7,100.00 (a) N/A (a)
COMPASS BANCSHARES INC. COMMON STOCKS 20449H10 3,870,628.00 226,850.00 (a) N/A (c)
COMPLETEL HLDGS LLC CL B 144A COMMON STOCKS 20452X10 2,399,824.00 48,976.00 (a) N/A (a)
COMPUTER CONCEPTS CORP COMMON STOCKS 20489730 9,062.00 10,000.00 (a) N/A (b)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 464,121.00 9,067.00 (a) N/A (a)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 166,359.00 3,250.00 (a) N/A (b)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 276,415.00 5,400.00 (a) N/A (c)
COMPUTER ASSOC INTL INC COMMON STOCKS 20491210 15,356.00 300.00 (c) N/A (b)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 1,254,758.00 16,800.00 (a) N/A (a)
COMPUTER SCIENCES CORP COMMON STOCKS 20536310 401,072.00 5,370.00 (a) N/A (b)
COMPUWARE CORPORATION COMMON STOCKS 20563810 19,712.00 1,900.00 (a) N/A (a)
COMPUWARE CORPORATION COMMON STOCKS 20563810 5,188.00 500.00 (c) N/A (b)
COMSAT CORP COMMON STOCKS 20564D10 1,551,000.00 66,000.00 (a) N/A (a)
COMSAT CORP COMMON STOCKS 20564D10 10,591.00 451.00 (a) N/A (b)
COMSAT CORP COMMON STOCKS 20564D10 94,000.00 4,000.00 (a) N/A (c)
COMSAT CORP COMMON STOCKS 20564D10 9,400.00 400.00 (c) N/A (c)
COMTECH TELECOMMUNICATIONS CORP COMMON STOCKS 20582620 165.00 10.00 (c) N/A (b)
COMVERSE TECHNOLOGY COMMON STOCKS 20586240 27,900.00 300.00 (a) N/A (a)
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CONAGRA INC COMMON STOCKS 20588710 2,211,250.00 116,000.00 (a) N/A (c)
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COM 21 INC COMMON STOCKS 20593710 685,000.00 27,400.00 (c) N/A (c)
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DUNDEE PRECIOUS METALS INC COMMON STOCKS 2068277 66,816.00 12,000.00 (a) N/A (c)
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CONEXANT SYSTEMS INC COMMON STOCKS 20714210 65,449.00 1,346.00 (a) N/A (b)
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CONNETICS CORP COMMON STOCKS 20819210 109,128.00 7,430.00 (a) N/A (a)
CONNETICS CORP COMMON STOCKS 20819210 109,143.00 7,431.00 (a) N/A (b)
CONOCO INC CLASS B COMMON STOCKS 20825140 2,345,766.00 95,500.00 (a) N/A (a)
CONOCO INC CLASS B COMMON STOCKS 20825140 854,792.00 34,800.00 (a) N/A (c)
CONSECO INC COMMON STOCKS 20846410 5,850.00 600.00 (a) N/A (a)
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CONSECO INC COMMON STOCKS 20846410 58,500.00 6,000.00 (c) N/A (b)
BERKLEY PETROLEUM CORP COMMON STOCKS 2087971 18,775,989.00 2,975,400.00 (a) N/A (a)
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CONSOLIDATED EDISON INC. COMMON STOCKS 20911510 33,950.00 1,146.00 (a) N/A (b)
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CONSOLIDATED PAPERS INC COMMON STOCKS 20975910 1,828.00 50.00 (a) N/A (a)
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CONSOLIDATED STORES COMMON STOCKS 21014910 6,110.00 470.00 (a) N/A (c)
CONSTELLATION ENERGY GROUP COMMON STOCKS 21037110 9,769.00 300.00 (a) N/A (a)
CONTINUUS SOFTWARE CORP COMMON STOCKS 21218R10 12,954.00 4,064.00 (a) N/A (a)
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DESCARTES SYSTEMS GRP (THE) COMMON STOCKS 2141941 65,117,477.00 2,192,800.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 49,810,515.00 754,310.00 (a) N/A (a)
COOPER CAMERON CORP COMMON STOCKS 21664010 2,410,426.00 36,500.00 (a) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 90,888,901.00 1,376,290.00 (a) N/A (c)
COOPER CAMERON CORP COMMON STOCKS 21664010 792.00 12.00 (c) N/A (b)
COOPER CAMERON CORP COMMON STOCKS 21664010 49,500.00 750.00 (c) N/A (c)
COOPER COMPANIES INC. COMMON STOCKS 21664840 1,525,313.00 41,933.00 (a) N/A (a)
COOPER IND INC COMMON STOCKS 21666910 87,267.00 2,675.00 (a) N/A (a)
COOPER TIRE & RUBR CO COMMON STOCKS 21683110 1,119.00 100.00 (a) N/A (a)
ROGERS COMMUNICATIONS CLASS B COMMON STOCKS 2169051 49,527,719.00 1,749,325.00 (a) N/A (a)
COORS (ADOLPH) CO CL B COMMON STOCKS 21701610 344,850.00 5,700.00 (a) N/A (a)
CANADIAN NATURAL RESOURCES COMMON STOCKS 2171573 49,039,905.00 1,689,800.00 (a) N/A (a)
COPPER MOUNTAIN INC COMMON STOCKS 21751010 8,295,999.00 94,139.00 (a) N/A (a)
COPPER MOUNTAIN INC COMMON STOCKS 21751010 703,678.00 7,985.00 (a) N/A (b)
COR THERAPEUTICS INC COMMON STOCKS 21775310 5,196,299.00 60,909.00 (a) N/A (a)
CORE INC COMMON STOCKS 21867P10 2,297,856.00 337,300.00 (a) N/A (a)
CORE INC COMMON STOCKS 21867P10 6,657,175.00 977,200.00 (a) N/A (c)
CORIXA CORP COMMON STOCKS 21887F10 1,613,334.00 37,574.00 (a) N/A (a)
CORN PRODUCTS INTL INC COMMON STOCKS 21902310 296,800.00 11,200.00 (c) N/A (c)
CORNELL CORRECTIONS INC COMMON STOCKS 21914110 44,880.00 5,610.00 (a) N/A (b)
CORNERSTONE REALTY INCOME TRUST COMMON STOCKS 21922V10 30,047.00 3,000.00 (c) N/A (b)
CORNING INC. COMMON STOCKS 21935010 19,491,025.00 73,300.00 (a) N/A (a)
CORNING INC. COMMON STOCKS 21935010 2,574,000.00 9,750.00 (a) N/A (b)
CORNING INC. COMMON STOCKS 21935010 21,278,400.00 80,600.00 (a) N/A (c)
CORNING INC. COMMON STOCKS 21935010 132,000.00 500.00 (c) N/A (a)
CORNING INC. COMMON STOCKS 21935010 6,600.00 25.00 (c) N/A (b)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 1,635,760.00 56,896.00 (a) N/A (a)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 611,398.00 21,266.00 (a) N/A (b)
CORSAIR COMMUNICATIONS INC COMMON STOCKS 22040610 336,375.00 11,700.00 (a) N/A (c)
CORUS ENTERTAINMENT INC CL B COMMON STOCKS 22087410 13,590.00 501.00 (a) N/A (a)
CORUS ENTERTAINMENT INC CL B COMMON STOCKS 22087410 25,226.00 930.00 (a) N/A (b)
CORUS ENTERTAINMENT INC CL B COMMON STOCKS 22087410 49,720.00 1,833.00 (a) N/A (c)
CORUS ENTERTAINMENT INC CL B COMMON STOCKS 22087410 4,964.00 183.00 (c) N/A (b)
CORUS GROUP PLC SPONSORED ADR COMMON STOCKS 22087M10 4,816.00 335.00 (a) N/A (b)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 22,812,240.00 691,280.00 (a) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 4,564,560.00 138,320.00 (a) N/A (b)
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COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 125,400.00 3,800.00 (c) N/A (a)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 983,730.00 29,810.00 (c) N/A (b)
COSTCO WHOLESALE CORP COMMON STOCKS 22160K10 415,800.00 12,600.00 (c) N/A (c)
COSTCO COS CNV SUB NOTES CONVERTIBLES 22160QAC 6,094,632.00 7,320.00 (a) N/A (a)
COUNTRYWIDE CREDIT INDS INC COMMON STOCKS 22237210 6,063.00 200.00 (a) N/A (a)
COUNTY SAV BK SANTA BARBARA PREFERREDS 22240799 - 200.00 (a) N/A (a)
COUSINS PROPERTIES INC COMMON STOCKS 22279510 115,453.00 3,000.00 (a) N/A (b)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 9,616,184.00 596,352.50 (a) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 23,720.00 1,471.00 (a) N/A (b)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 23,381.00 1,450.00 (a) N/A (c)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 13,174.00 817.00 (c) N/A (a)
COVAD COMMUNICATIONS GROUP INC COMMON STOCKS 22281420 12,094.00 750.00 (c) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 8,939,559.00 196,260.00 (a) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 6,844,101.00 150,265.00 (a) N/A (b)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 2,450,877.00 53,810.00 (a) N/A (c)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 483,252.00 10,610.00 (c) N/A (a)
COX COMMUNICATIONS CL A COMMON STOCKS 22404410 227,188.00 4,988.00 (c) N/A (b)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 22404430 1,221,420.00 20,000.00 (a) N/A (a)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 224044AW 2,085,000.00 2,000.00 (a) N/A (a)
COX COMMUNICATIONS CONV BOND CONVERTIBLES 224044AX 5,915,050.00 11,240.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 3,382,400.00 120,800.00 (a) N/A (a)
COX RADIO INC CL A COMMON STOCKS 22405110 10,894,800.00 389,100.00 (a) N/A (c)
CRANE CO COMMON STOCKS 22439910 2,431.00 100.00 (a) N/A (a)
CREDIT SUISSE ASSET MANAGEMENT FXD INCOME FUNDS 22491610 6,312.00 1,000.00 (c) N/A (b)
CREDIT SUISSE ASSET MANAGEMENT FXD INCOME FUNDS 22491810 7,188.00 1,000.00 (c) N/A (b)
CRAYFISH CO LTD SPONSOR ADR COMMON STOCKS 22522610 350.00 50.00 (c) N/A (b)
CREATIVE BIOMOLECULES INC COMMON STOCKS 22527010 2,800.00 200.00 (c) N/A (b)
CREE RESEARCH INC COMMON STOCKS 22544710 6,203,745.00 46,470.00 (a) N/A (a)
CRITICAL PATH INC COMMON STOCKS 22674V10 23,874,770.00 409,428.00 (a) N/A (a)
CRITICAL PATH INC COMMON STOCKS 22674V10 29,156.00 500.00 (c) N/A (b)
CROMPTON CORPORATION COMMON STOCKS 22711610 61,250.00 5,000.00 (a) N/A (a)
CROMPTON CORPORATION COMMON STOCKS 22711610 1,653,750.00 135,000.00 (a) N/A (c)
CROSS [A.T.] CO CL A COMMON STOCKS 22747810 395.00 80.00 (c) N/A (b)
CROSS TIMBERS OIL CO COMMON STOCKS 22757310 1,796,550.00 81,200.00 (a) N/A (c)
C R ANTHONY CO COMMON STOCKS 22799610 - 9,250.00 (a) N/A (a)
CROWN CASTLE INTL CORP COMMON STOCKS 22822710 4,971,556.00 136,207.00 (a) N/A (a)
CROWN CASTLE INTL CORP COMMON STOCKS 22822710 912.00 25.00 (c) N/A (b)
CROWN CORK & SEAL COMMON STOCKS 22825510 (87,225.00) (5,815.00) (a) N/A (a)
CROWN MEDIA HOLDINGS-CLASS A COMMON STOCKS 22841110 5,506,386.00 359,600.00 (a) N/A (a)
CROWN MEDIA HOLDINGS-CLASS A COMMON STOCKS 22841110 1,104,031.00 72,100.00 (a) N/A (b)
CROWN MEDIA HOLDINGS-CLASS A COMMON STOCKS 22841110 8,991,500.00 587,200.00 (a) N/A (c)
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 30.00 3,000.00 (a) N/A (a)
CRYPTOLOGIC INC COMMON STOCKS 22890610 41,506.00 2,000.00 (a) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 1,073,200.00 40,800.00 (a) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 525,938.00 20,000.00 (a) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 31,556.00 1,200.00 (c) N/A (a)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 115,706.00 4,400.00 (c) N/A (b)
CULLEN/FROST BANKERS INC COMMON STOCKS 22989910 1,541,942.00 58,600.00 (c) N/A (c)
CUMMINS ENGINE COMMON STOCKS 23102110 2,725.00 100.00 (a) N/A (a)
CURATIVE TECHNOLOGIES INC COMMON STOCKS 23126410 30,156.00 5,000.00 (c) N/A (b)
CANADIAN HUNTER EXPLOR LTD COMMON STOCKS 2324418 9,400,960.00 442,900.00 (a) N/A (a)
CYBERCASH INC COMMON STOCKS 23246210 475.00 100.00 (c) N/A (b)
CYGNUS INC COMMON STOCKS 23256010 7,125.00 500.00 (a) N/A (a)
CYGNUS INC COMMON STOCKS 23256010 9,975.00 700.00 (a) N/A (b)
CYMER INC COMMON STOCKS 23257210 16,860,620.00 353,102.00 (a) N/A (a)
CYMER INC COMMON STOCKS 23257210 525,250.00 11,000.00 (a) N/A (b)
CYMER INC COMMON STOCKS 23257210 17,376,225.00 363,900.00 (a) N/A (c)
CYPRESS SEMICONDUCTOR CORP COMMON STOCKS 23280610 1,150,157.00 27,214.00 (a) N/A (a)
CYTEC INDUSTRIES INC COMMON STOCKS 23282010 64,179.00 2,598.00 (c) N/A (a)
D & K WHOLESALE DRUG INC COMMON STOCKS 23286110 85,848.00 8,225.00 (a) N/A (a)
CYTYC CORP COMMON STOCKS 23294610 11,108,618.00 208,124.00 (a) N/A (a)
CYTYC CORP COMMON STOCKS 23294610 293,562.00 5,500.00 (a) N/A (c)
DPL INC COMMON STOCKS 23329310 177,672.00 8,099.00 (a) N/A (a)
DPL INC COMMON STOCKS 23329310 162,886.00 7,425.00 (c) N/A (b)
DSC COMM CNV SUB NOTES CONVERTIBLES 233311AC 10,385,325.00 9,090.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 1,575,788.00 20,700.00 (a) N/A (a)
DST SYSTEMS INC COMMON STOCKS 23332610 38,062.00 500.00 (a) N/A (c)
DSP GROUP INC COMMON STOCKS 23332B10 28,380,800.00 506,800.00 (a) N/A (a)
DSP GROUP INC COMMON STOCKS 23332B10 884,800.00 15,800.00 (a) N/A (b)
DSP GROUP INC COMMON STOCKS 23332B10 56,599,200.00 1,010,700.00 (a) N/A (c)
DTE ENERGY COMPANY COMMON STOCKS 23333110 4,052,654.00 132,600.00 (a) N/A (a)
DTI HOLDINGS INC WARRANT 144A WARRANTS 23333W11 438.00 43,750.00 (a) N/A (a)
DAIRY MART CONVEN STRS WT WARRANTS 23386099 10,093.00 28,837.00 (a) N/A (a)
DAISY SYSTEM CORP CONV SUB DEB CONVERTIBLES 234050AA - 189,000.00 (a) N/A (a)
DALLAS SEMICONDUCTOR CORP COMMON STOCKS 23520410 378,975.00 9,300.00 (a) N/A (a)
DANA CORP COMMON STOCKS 23581110 (247,370.00) (11,675.00) (a) N/A (a)
DANAHER CORP COMMON STOCKS 23585110 14,831.00 300.00 (a) N/A (a)
DANIELSON HOLDING CORP COMMON STOCKS 23627410 1,804.00 370.00 (a) N/A (b)
DARDEN RESTAURANTS INC COMMON STOCKS 23719410 1,451,125.00 89,300.00 (a) N/A (a)
DATAPOINT SUB DEB CONV CONVERTIBLES 238100AB 862,500.00 2,300.00 (a) N/A (a)
DATASTREAM SYSTEMS INC COMMON STOCKS 23812410 18,750.00 1,500.00 (a) N/A (b)
VERSUS TECHNOLOGIES INC COMMON STOCKS 2399494 147,329.00 14,700.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 106,200.00 1,200.00 (a) N/A (a)
DECRANE HOLDINGS WARRANT WARRANTS 24366211 159,300.00 1,800.00 (a) N/A (c)
DEERE AND CO COMMON STOCKS 24419910 14,800.00 400.00 (a) N/A (a)
DEERE AND CO COMMON STOCKS 24419910 11,100.00 300.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 28,604,129.00 580,053.00 (a) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 2,191,448.00 44,440.00 (a) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 1,878,825.00 38,100.00 (a) N/A (c)
DELL COMPUTER CORP COMMON STOCKS 24702510 78,900.00 1,600.00 (c) N/A (a)
DELL COMPUTER CORP COMMON STOCKS 24702510 289,464.00 5,870.00 (c) N/A (b)
DELL COMPUTER CORP COMMON STOCKS 24702510 402,394.00 8,160.00 (c) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 80,766.00 5,546.00 (a) N/A (a)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 174,750.00 12,000.00 (a) N/A (c)
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 24712610 1,820.00 125.00 (c) N/A (b)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 5,905,524.00 174,088.00 (a) N/A (a)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 2,237,148.00 65,950.00 (a) N/A (c)
DELPHI FINANCIAL GROUP CL A COMMON STOCKS 24713110 824,693.00 24,300.00 (c) N/A (c)
DELTA AIR LINES INC. COMMON STOCKS 24736110 55,619.00 1,100.00 (a) N/A (a)
DELTIC TIMBER CORP COMMON STOCKS 24785010 28,749.00 1,345.00 (a) N/A (b)
DELUXE CORP COMMON STOCKS 24801910 25,919.00 1,100.00 (a) N/A (a)
DELUXE CORP COMMON STOCKS 24801910 23,563.00 1,000.00 (a) N/A (c)
DENDRITE INTERNATIONAL INC COMMON STOCKS 24823910 266,504.00 8,000.00 (c) N/A (c)
CORUS ENTERTAINMENT INC-B SH COMMON STOCKS 2484516 2,186,033.00 82,000.00 (a) N/A (a)
CHAPTERS ONLINE INC COMMON STOCKS 2492638 347,180.00 131,900.00 (a) N/A (a)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 2,429,250.00 79,000.00 (a) N/A (a)
DESCARTES SYSTEMS GROUP INC COMMON STOCKS 24990610 13,069.00 425.00 (a) N/A (b)
DEPOMED INC COMMON STOCKS 24990810 26,775.00 10,200.00 (a) N/A (a)
DEPOMED INC COMMON STOCKS 24990810 21,788.00 8,300.00 (a) N/A (c)
DEPOMED INC WARRANTS 24990811 10,000.00 10,000.00 (a) N/A (a)
DEPOMED INC WARRANTS 24990811 8,000.00 8,000.00 (a) N/A (c)
DESC S.A. ADR COMMON STOCKS 25030910 562,638.00 43,700.00 (c) N/A (c)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 13,964.00 169.00 (a) N/A (a)
DEUTSCHE BANK SPON ADR COMMON STOCKS 25152530 57,097.00 691.00 (c) N/A (c)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 430,214.00 28,800.00 (a) N/A (a)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 4,486.00 300.00 (a) N/A (b)
DEVELOPERS DIVERSIFIED REALTY COMMON STOCKS 25159110 1,465,418.00 98,100.00 (c) N/A (c)
AXXENT INC COMMON STOCKS 2517285 10,912,505.00 1,518,200.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 18,754,400.00 334,900.00 (a) N/A (a)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 3,405,248.00 60,808.00 (a) N/A (b)
DEVON ENERGY CORPORATION COMMON STOCKS 25179M10 54,376,000.00 971,000.00 (a) N/A (c)
DEVON ENERGY CORP CNV DEBS CONVERTIBLES 25179MAB 5,806,762.00 6,033.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 16,210,851.00 613,175.00 (a) N/A (a)
DEVRY INC COMMON STOCKS 25189310 333,112.00 12,600.00 (a) N/A (b)
DEVRY INC COMMON STOCKS 25189310 37,578,818.00 1,421,421.00 (a) N/A (c)
DEXTER CORP COMMON STOCKS 25216510 100,800.00 2,100.00 (a) N/A (a)
DEXTER CORP COMMON STOCKS 25216510 86,400.00 1,800.00 (a) N/A (c)
DIAGEO PLC SPONSORED ADR COMMON STOCKS 25243Q20 143,530.00 4,036.00 (a) N/A (a)
DIAL CORP COMMON STOCKS 25247D10 40,750.00 4,000.00 (a) N/A (b)
DIAL CORP COMMON STOCKS 25247D10 2,038.00 200.00 (c) N/A (b)
DIAMOND OFFSHORE DRILLING CORP COMMON STOCKS 25271C10 17,562.00 500.00 (a) N/A (b)
DIAMOND OFFSHORE CONV SUB NTS CONVERTIBLES 25271CAA 5,135,543.00 4,900.00 (a) N/A (a)
DIAMOND TECHNOLOGY PARTNERS INC CL A COMMON STOCKS 25276210 7,321,600.00 83,200.00 (a) N/A (c)
DIAMOND TECHNOLOGY PARTNERS INC CL A COMMON STOCKS 25276210 13,200.00 150.00 (c) N/A (b)
DIEBOLD INC COMMON STOCKS 25365110 961,688.00 34,500.00 (a) N/A (a)
DIEBOLD INC COMMON STOCKS 25365110 19,512.00 700.00 (a) N/A (c)
DIGEX INC COMMON STOCKS 25375610 47,556.00 700.00 (a) N/A (c)
DIGITAL COURIER TECH INC COMMON STOCKS 25383810 85,425.00 13,400.00 (a) N/A (a)
DIGITAL COURIER TECH INC COMMON STOCKS 25383810 824,925.00 129,400.00 (c) N/A (c)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 3,694,312.00 96,900.00 (a) N/A (a)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 21,173,786.00 555,378.00 (a) N/A (b)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 2,043,500.00 53,600.00 (a) N/A (c)
DIGITAL MICROWAVE CORP COMMON STOCKS 25385910 758,688.00 19,900.00 (c) N/A (c)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 22,104,828.00 454,598.00 (a) N/A (a)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 311,200.00 6,400.00 (a) N/A (b)
DIGITAL ISLAND INC COMMON STOCKS 25385N10 9,428,388.00 193,900.00 (a) N/A (c)
DIGITAS INC COMMON STOCKS 25388K10 1,631.00 100.00 (a) N/A (a)
DIGITAL GENERATION SYSTEMS INC COMMON STOCKS 25392110 4,725.00 700.00 (c) N/A (b)
DILLARDS INC. COMMON STOCKS 25406710 (158,384.00) (12,065.00) (a) N/A (a)
DILLARDS INC. COMMON STOCKS 25406710 269,062.00 20,500.00 (c) N/A (c)
DIME BANCORP COMMON STOCKS 25429Q10 7,371.00 468.00 (a) N/A (a)
DIME BANCORP COMMON STOCKS 25429Q10 190,575.00 12,100.00 (a) N/A (c)
DIMON INC COMMON STOCKS 25439410 34,344.00 15,700.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 58,424,133.00 1,505,285.00 (a) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 25,476,680.00 656,404.00 (a) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 15,717,898.00 404,970.00 (a) N/A (c)
WALT DISNEY CO. COMMON STOCKS 25468710 6,272,993.00 161,623.00 (c) N/A (a)
WALT DISNEY CO. COMMON STOCKS 25468710 5,169,320.00 133,187.00 (c) N/A (b)
WALT DISNEY CO. COMMON STOCKS 25468710 1,940,650.00 50,000.00 (c) N/A (c)
GO.COM COMMON STOCKS 25468720 71,628.00 6,000.00 (a) N/A (a)
GO.COM COMMON STOCKS 25468720 3,577.00 300.00 (c) N/A (b)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 2,423,812.00 139,500.00 (a) N/A (a)
DISTRIBUCION Y SERVICIO ADR COMMON STOCKS 25475310 908,712.00 52,300.00 (a) N/A (c)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 86,150,223.00 911,040.00 (a) N/A (a)
DITECH COMMUNICATIONS COMMON STOCKS 25500M10 18,769,427.00 198,487.00 (a) N/A (b)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 9,135,000.00 13,050.00 (a) N/A (a)
DIVA SYSTEMS WARRANT 144A WARRANTS 25501311 140,000.00 200.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 1,840,644.00 70,794.00 (a) N/A (a)
DIVA SYSTEMS-WTS WARRANTS 25501315 148,200.00 5,700.00 (a) N/A (c)
DIVA SYSTEMS-WTS WARRANTS 25501315 46,800.00 1,800.00 (c) N/A (c)
DIVA SYSTEMS PFD PREFERREDS 25501390 8,658,000.00 333,000.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 1,817,738.00 69,913.00 (a) N/A (a)
DIVA SYSTEMS PFD PREFERREDS 25501391 455,000.00 17,500.00 (a) N/A (c)
DIVERSA CORP COMMON STOCKS 25506410 1,252,125.00 37,800.00 (a) N/A (a)
DIVERSA CORP COMMON STOCKS 25506410 390,875.00 11,800.00 (a) N/A (b)
DIVERSA CORP COMMON STOCKS 25506410 983,812.00 29,700.00 (a) N/A (c)
DOBSON COMMUNICATIONS CORP-A COMMON STOCKS 25606910 962.00 50.00 (a) N/A (b)
DR PEPPER BTLG HLDGS PRIVATE COMMON STOCKS 25612T10 3,000,000.00 120,000.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 48,929,238.00 547,460.00 (a) N/A (a)
DOCUMENTUM INC COMMON STOCKS 25615910 1,823,429.00 20,402.00 (a) N/A (b)
DOCUMENTUM INC COMMON STOCKS 25615910 34,874,125.00 390,200.00 (a) N/A (c)
DOLE FOOD COMMON STOCKS 25660510 (268,800.00) (19,200.00) (a) N/A (a)
DOLE FOOD COMMON STOCKS 25660510 12,600.00 900.00 (a) N/A (c)
DOLLAR GENERAL COMMON STOCKS 25666910 11,700.00 600.00 (a) N/A (a)
DOLLAR GENERAL COMMON STOCKS 25666910 19,500.00 1,000.00 (a) N/A (b)
DOMINION RESOURCES VA COMMON STOCKS 25746U10 21,438.00 500.00 (a) N/A (a)
DONALDSON LUFKIN & JENRETTE INC COMMON STOCKS 25766110 16,975.00 400.00 (c) N/A (b)
DLJDIRECT COMMON STOCK COMMON STOCKS 25766150 47,025.00 6,600.00 (a) N/A (a)
DLJDIRECT COMMON STOCK COMMON STOCKS 25766150 142.00 20.00 (c) N/A (b)
DLJDIRECT COMMON STOCK COMMON STOCKS 25766150 439,612.00 61,700.00 (c) N/A (c)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 18,050.00 800.00 (a) N/A (a)
DONNELLEY (R.R.) & SONS COMMON STOCKS 25786710 38,356.00 1,700.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 5,850,129.00 153,446.00 (a) N/A (a)
DOUBLECLICK INC COMMON STOCKS 25860930 979,241.00 25,685.00 (a) N/A (b)
DOUBLECLICK INC COMMON STOCKS 25860930 26,688.00 700.00 (a) N/A (c)
DOUBLECLICK INC COMMON STOCKS 25860930 13,344.00 350.00 (c) N/A (b)
DOUBLECLICK AUG 00 CALL OPTION OPTIONS 2586097HI 331,250.00 1,000.00 (a) N/A (a)
DOUBLECLICK AUG 00 PUT OPTION OPTIONS 2586097TI 975,000.00 1,000.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 4,210,439.00 103,800.00 (a) N/A (a)
DOVER CORP COMMON STOCKS 26000310 4,056.00 100.00 (c) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 3,620,383.00 118,398.00 (a) N/A (a)
DOW CHEMICAL COMMON STOCKS 26054310 135,844.00 4,500.00 (a) N/A (b)
DOW CHEMICAL COMMON STOCKS 26054310 154,681.00 5,124.00 (c) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 58,600.00 800.00 (a) N/A (a)
DOW JONES & CO INC COMMON STOCKS 26056110 7,325.00 100.00 (a) N/A (b)
DOWNEY FINANCIAL CORP COMMON STOCKS 26101810 408,900.00 14,100.00 (c) N/A (c)
DRAXIS HEALTH INC COMMON STOCKS 26150J10 4,375.00 2,000.00 (c) N/A (b)
DRKOOP.COM INC COMMON STOCKS 26209810 184.00 100.00 (c) N/A (b)
DRUGSTORE.COM INC COMMON STOCKS 26224110 15,062.00 2,000.00 (a) N/A (b)
DSET CORP COMMON STOCKS 26250410 3,977,546.00 130,948.00 (a) N/A (a)
DSET CORP COMMON STOCKS 26250410 364,500.00 12,000.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 96,532,234.00 2,196,276.00 (a) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 815,500.00 18,640.00 (a) N/A (b)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 1,498,797.00 34,100.00 (a) N/A (c)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 157,500.00 3,600.00 (c) N/A (a)
DU PONT (E.I.) DE NEMOUR COMMON STOCKS 26353410 27,422,277.00 623,900.00 (c) N/A (c)
DUKE ENERGY CORP. COMMON STOCKS 26439910 272,212.00 4,800.00 (a) N/A (a)
DUKE ENERGY CORP. COMMON STOCKS 26439910 225,500.00 4,000.00 (c) N/A (b)
DUKE REALTY INVESTMENTS INC COMMON STOCKS 26441150 12,530.00 560.00 (a) N/A (b)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 1,531,438.00 53,500.00 (a) N/A (a)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 57,250.00 2,000.00 (a) N/A (c)
DUN & BRADSTREET CORP-NEW COMMON STOCKS 26483B10 6,732,600.00 235,200.00 (c) N/A (c)
DUPONT PHOTOMASKS INC COMMON STOCKS 26613X10 9,729,192.00 142,032.00 (a) N/A (a)
DURAMED PHARMACEUTICALS INC COMMON STOCKS 26635410 544.00 100.00 (c) N/A (b)
DYNEGY INC COMMON STOCKS 26816Q10 95,632.00 1,400.00 (a) N/A (a)
DYNEGY INC COMMON STOCKS 26816Q10 116,125.00 1,700.00 (a) N/A (b)
ECI TELECOM LTD COMMON STOCKS 26825810 5,560,054.00 155,526.00 (a) N/A (a)
ECI TELECOM LTD COMMON STOCKS 26825810 14,410,825.00 403,100.00 (a) N/A (c)
EEX CORP COMMON STOCKS 26842V20 175.00 33.00 (c) N/A (b)
E4L INC COMMON STOCKS 26845210 16,250.00 20,000.00 (c) N/A (b)
EGL INC COMMON STOCKS 26848410 8,225,410.00 267,493.00 (a) N/A (a)
EGL INC COMMON STOCKS 26848410 18,450.00 600.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 115,278,945.00 1,498,086.00 (a) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 57,339,595.00 745,275.00 (a) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 29,214,438.00 379,700.00 (a) N/A (c)
EMC CORP MASS COMMON STOCKS 26864810 18,920,470.00 245,920.00 (c) N/A (a)
EMC CORP MASS COMMON STOCKS 26864810 8,749,332.00 113,720.00 (c) N/A (b)
EMC CORP MASS COMMON STOCKS 26864810 154,000.00 2,000.00 (c) N/A (c)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 1,000,912.00 27,900.00 (a) N/A (a)
ENSCO INTERNATIONAL INC COMMON STOCKS 26874Q10 4,075,400.00 113,600.00 (a) N/A (c)
EOG RESOURCES INC COMMON STOCKS 26875P10 340,664.00 10,200.00 (a) N/A (c)
E.PIPHANY INC COMMON STOCKS 26881V10 9,883,116.00 92,204.00 (a) N/A (a)
E.PIPHANY INC COMMON STOCKS 26881V10 872,721.00 8,142.00 (a) N/A (b)
E.PIPHANY INC COMMON STOCKS 26881V10 10,719.00 100.00 (c) N/A (b)
E.SPIRE COMMUNICATIONS INC COMMON STOCKS 26915310 1,166,770.00 172,854.75 (a) N/A (a)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 14,371,450.00 54,476.00 (a) N/A (a)
E-TEK DYNAMICS INC COMMON STOCKS 26924010 3,429,562.00 13,000.00 (a) N/A (b)
E*TRADE GROUP INC COMMON STOCKS 26924610 16,500.00 1,000.00 (c) N/A (b)
PRECISION DRILLING CORP COMMON STOCKS 2699688 15,978,548.00 413,900.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 270,188.00 13,900.00 (a) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 6,225.00 320.00 (c) N/A (a)
EARTHGRAINS COMPANY COMMON STOCKS 27031910 1,020,495.00 52,500.00 (c) N/A (c)
EARTHLINK INC COMMON STOCKS 27032110 72,559.00 4,700.00 (a) N/A (a)
EARTHLINK INC COMMON STOCKS 27032110 42,608.00 2,760.00 (a) N/A (b)
EARTHLINK INC COMMON STOCKS 27032110 2,316.00 150.00 (c) N/A (b)
RIO ALTO EXPLORATION LTD COMMON STOCKS 2740241 2,377,708.00 130,000.00 (c) N/A (c)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 6,300.00 100.00 (a) N/A (a)
EASTERN ENTERPRISES COMMON STOCKS 27637F10 9,452.00 150.00 (a) N/A (b)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 7,162.00 150.00 (a) N/A (a)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 17,906.00 375.00 (a) N/A (c)
EASTMAN CHEMICAL CO COMMON STOCKS 27743210 72,102.00 1,510.00 (c) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 169,063.00 2,836.00 (a) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 43,138.00 725.00 (a) N/A (b)
EASTMAN KODAK CO COMMON STOCKS 27746110 77,512.00 1,300.00 (a) N/A (c)
EASTMAN KODAK CO COMMON STOCKS 27746110 133,875.00 2,250.00 (c) N/A (a)
EASTMAN KODAK CO COMMON STOCKS 27746110 494,386.00 8,309.00 (c) N/A (b)
EASYRIDERS INC COMMON STOCKS 27784810 225.00 300.00 (a) N/A (b)
EATON CORP COMMON STOCKS 27805810 194,300.00 2,900.00 (a) N/A (a)
EATON CORP COMMON STOCKS 27805810 5,252,800.00 78,400.00 (a) N/A (c)
EATON VANCE CORP COMMON STOCKS 27826510 129,500.00 2,800.00 (a) N/A (a)
EATON VANCE CORP COMMON STOCKS 27826510 892,625.00 19,300.00 (c) N/A (c)
EBAY INC COMMON STOCKS 27864210 5,164,907.00 95,096.00 (a) N/A (a)
EBAY INC COMMON STOCKS 27864210 27,156.00 500.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 5,178,251.00 156,400.00 (a) N/A (a)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 148,992.00 4,500.00 (a) N/A (b)
ECHOSTAR COMMUNICATIONS - A COMMON STOCKS 27876210 76,152.00 2,300.00 (c) N/A (b)
ECLIPSYS CORP COMMON STOCKS 27885610 1,418,550.00 189,140.00 (a) N/A (a)
ECLIPSYS CORP COMMON STOCKS 27885610 20,265.00 2,702.00 (c) N/A (a)
ECOLAB INC COMMON STOCKS 27886510 7,813.00 200.00 (a) N/A (a)
EDISON INTERNATIONAL COMMON STOCKS 28102010 153,750.00 7,500.00 (a) N/A (a)
EDWARDS [JD] & CO COMMON STOCKS 28166710 424,762.00 28,200.00 (a) N/A (c)
EDWARDS [JD] & CO COMMON STOCKS 28166710 1,506.00 100.00 (c) N/A (b)
EDWARDS [AG] INC COMMON STOCKS 28176010 3,900.00 100.00 (c) N/A (b)
EDWARDS LIFESCIENCE CP COMMON STOCKS 28176E10 2,960.00 160.00 (a) N/A (a)
EDWARDS LIFESCIENCE CP COMMON STOCKS 28176E10 741.00 40.00 (a) N/A (b)
EFFICIENT NETWORKS INC COMMON STOCKS 28205610 24,405,582.00 331,766.00 (a) N/A (a)
EFFICIENT NETWORKS INC COMMON STOCKS 28205610 492,869.00 6,700.00 (a) N/A (c)
EGAIN COMMUNICATIONS CORP COMMON STOCKS 28225C10 8,926.00 736.20 (c) N/A (b)
EGLOBE INC COMMON STOCKS 28233910 1,800.00 600.00 (c) N/A (b)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 208,844.00 4,100.00 (a) N/A (a)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 5,771,219.00 113,300.00 (a) N/A (c)
EL PASO ENERGY CORPORATION COMMON STOCKS 28390510 509,375.00 10,000.00 (c) N/A (a)
ELAN FINANCE CNV BND YANKEE CONVERTIBLES 284129AC 7,190,500.00 9,850.00 (a) N/A (a)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 10,431,016.00 215,350.00 (a) N/A (a)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 1,751,112.00 36,152.00 (a) N/A (b)
ELAN CORP PLC SPONSORED ADR COMMON STOCKS 28413120 39,079,375.00 806,800.00 (a) N/A (c)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 5,382,012.00 77,300.00 (a) N/A (a)
ELANTEC SEMICONDUCTOR INC COMMON STOCKS 28415510 3,237,562.00 46,500.00 (a) N/A (c)
ELCOR CORP COMMON STOCKS 28444310 2,401,680.00 104,350.00 (a) N/A (c)
ELECTROGLAS INC COMMON STOCKS 28532410 546,100.00 25,400.00 (a) N/A (a)
ELECTROGLAS INC COMMON STOCKS 28532410 435,375.00 20,250.00 (a) N/A (c)
ELECTRONIC ARTS COMMON STOCKS 28551210 7,294.00 100.00 (a) N/A (b)
ELECTRONIC ARTS COMMON STOCKS 28551210 36,469.00 500.00 (c) N/A (b)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 2,512,950.00 60,920.00 (a) N/A (a)
ELECTRONIC DATA SYSTEMS CORP COMMON STOCKS 28566110 1,258,125.00 30,500.00 (a) N/A (c)
ELECTRONICS FOR IMAGING INC COMMON STOCKS 28608210 3,797.00 150.00 (a) N/A (b)
THOMSON CORP COMMON STOCKS 2889371 549,511.00 16,075.00 (a) N/A (a)
ELSINORE CORP COMMON STOCKS 29030830 110,145.00 92,715.00 (a) N/A (a)
EMBOTELLADORA ARICA-ADR REGS COMMON STOCKS 29081520 675,000.00 75,000.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 27,638,699.00 1,169,892.00 (a) N/A (a)
EMBRATEL PARTICIP ADR COMMON STOCKS 29081N10 8,006,512.00 338,900.00 (a) N/A (c)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 1,362,766.00 142,504.00 (a) N/A (a)
EMBOTELLADORA ANDINA ADR B COMMON STOCKS 29081P30 548,438.00 57,350.00 (a) N/A (c)
EMAGIN CORPORATION COMMON STOCKS 29082590 918,764.00 89,632.00 (a) N/A (a)
EMCORE CORP COMMON STOCKS 29084610 11,856,000.00 98,800.00 (a) N/A (a)
EMCORE CORP COMMON STOCKS 29084610 552,000.00 4,600.00 (a) N/A (b)
EMCORE CORP COMMON STOCKS 29084610 17,340,000.00 144,500.00 (a) N/A (c)
EMERGE INTERACTIVE INC COMMON STOCKS 29088W10 19,731.00 1,100.00 (a) N/A (a)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 1,175.00 100.00 (a) N/A (a)
EMERGING MKTS INFRASTRUCT FD COMMON STOCKS 29092110 10,575.00 900.00 (c) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 760,725.00 12,600.00 (a) N/A (a)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 857,204.00 14,198.00 (a) N/A (b)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 72,450.00 1,200.00 (a) N/A (c)
EMERSON ELECTRIC CO COMMON STOCKS 29101110 72,450.00 1,200.00 (c) N/A (b)
EMISPHERE TECHNOLOGIES INC COMMON STOCKS 29134510 21,305.00 500.00 (a) N/A (b)
EMMIS COMMUNICATIONS CL A COMMON STOCKS 29152510 4,907,075.00 118,600.00 (a) N/A (a)
EMMIS BROADCASTING CORP CONV PFD SER A CONVERTIBLES 29152520 116,000.00 2,000.00 (a) N/A (c)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,814,332.00 164,000.00 (a) N/A (a)
EMPRESA NACIONAL DE ELEC-ADR COMMON STOCKS 29244T10 1,514,525.00 136,900.00 (a) N/A (c)
EMULEX CORP COMMON STOCKS 29247520 1,583,081.00 24,100.00 (a) N/A (a)
EMULEX CORP COMMON STOCKS 29247520 1,562,718.00 23,790.00 (c) N/A (c)
EMUSIC.COM INC COMMON STOCKS 29247610 491,889.00 207,111.00 (a) N/A (a)
ENCOMPASS SERVICES CORP COMMON STOCKS 29255U10 121.00 21.00 (a) N/A (b)
ENDOCARE INC COMMON STOCKS 29264P10 8,100.00 400.00 (c) N/A (b)
ENERGY EAST CORPORATION COMMON STOCKS 29266M10 101,034.00 5,300.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 2,404,523.00 120,600.00 (a) N/A (a)
ENERSIS S.A. ADR COMMON STOCKS 29274F10 2,292,870.00 115,000.00 (a) N/A (c)
ENGAGE TECHNOLOGIES INC COMMON STOCKS 29282710 30,740.00 2,376.00 (a) N/A (a)
ENGELHARD CORP COMMON STOCKS 29284510 47,776.00 2,800.00 (a) N/A (a)
ENGELHARD CORP COMMON STOCKS 29284510 110,906.00 6,500.00 (a) N/A (b)
ENGINEERING MEASUREMENTS CO COMMON STOCKS 29288010 2,000.00 250.00 (c) N/A (b)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 6,805,125.00 473,400.00 (a) N/A (a)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 18,049,969.00 1,255,650.00 (a) N/A (c)
ENHANCE FINANCIAL SVCS GROUP COMMON STOCKS 29331010 508,875.00 35,400.00 (c) N/A (c)
ENRON CORP COMMON STOCKS 29356110 10,943,844.00 169,672.00 (a) N/A (a)
ENRON CORP COMMON STOCKS 29356110 867,525.00 13,450.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 5,633,489.00 115,800.00 (a) N/A (a)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 554,592.00 11,400.00 (a) N/A (b)
ENTERCOM COMMUNICATIONS CORP COMMON STOCKS 29363910 43,784.00 900.00 (a) N/A (c)
ENTERGY CORP COMMON STOCKS 29364G10 54,750.00 2,000.00 (a) N/A (a)
ENTREMED INC COMMON STOCKS 29382F10 83,826.00 2,800.00 (a) N/A (a)
ENTREMED INC COMMON STOCKS 29382F10 461,045.00 15,400.00 (c) N/A (c)
ENTRUST TECHNOLOGIES INC COMMON STOCKS 29384810 9,990,656.00 120,733.00 (a) N/A (a)
EPCOS AG-SPON ADR COMMON STOCKS 29410P10 10,342.00 105.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 351,750.00 13,400.00 (a) N/A (a)
EQUIFAX INC COMMON STOCKS 29442910 90,142.00 3,434.00 (a) N/A (b)
EQUIFAX INC COMMON STOCKS 29442910 422,625.00 16,100.00 (a) N/A (c)
EQUIFAX INC COMMON STOCKS 29442910 30,030.00 1,144.00 (c) N/A (b)
EQUINEX INC WARRANTS WARRANTS 29444U11 30,000.00 3,000.00 (a) N/A (a)
EQUITY INCOME FUND--1ST EXCHNG COMMON STOCKS 29470070 174,500.00 1,000.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 219,195.00 7,868.00 (a) N/A (a)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 27,547.00 1,000.00 (a) N/A (b)
EQUITY OFFICE PROPERTIES TRUST COMMON STOCKS 29474110 70,511.00 2,531.00 (a) N/A (c)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 1,771,645.00 38,540.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPS TR COMMON STOCKS 29476L10 68,954.00 1,500.00 (a) N/A (c)
EQUITY RES PRP PRF 8.60 SER D PREFERREDS 29476L80 1,696,738.00 75,200.00 (a) N/A (a)
EQUITY RESIDENTIAL PROPERTIES 7.25% CONV CONVERTIBLES 29476L85 3,028,500.00 134,600.00 (a) N/A (c)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 81,742,000.00 4,087,100.00 (a) N/A (a)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 1,242,000.00 62,100.00 (a) N/A (b)
ERICSSON (LM) TEL CO ADR CL B COMMON STOCKS 29482140 48,000.00 2,400.00 (c) N/A (b)
ESCALADE INC COMMON STOCKS 29605610 1,712.00 100.00 (a) N/A (b)
ESSEX PROPERTY TRUST INC COMMON STOCKS 29717810 1,867,595.00 44,450.00 (a) N/A (c)
ETOYS INC COMMON STOCKS 29786210 3,172.00 500.00 (a) N/A (a)
ETOYS INC COMMON STOCKS 29786210 1,116,145.00 175,944.00 (a) N/A (b)
EUROPEAN WARRANT FUND INC EQUITY FUNDS 29879210 51,480.00 3,520.00 (a) N/A (b)
EVERGREEN RESOURCES INC COMMON STOCKS 29990030 3,728,306.00 125,850.00 (a) N/A (c)
EXABYTE CORP COMMON STOCKS 30061510 863,550.00 191,900.00 (a) N/A (c)
EXAR CORP COMMON STOCKS 30064510 6,879,094.00 78,900.00 (a) N/A (a)
EXAR CORP COMMON STOCKS 30064510 313,875.00 3,600.00 (a) N/A (b)
EXAR CORP COMMON STOCKS 30064510 9,529,594.00 109,300.00 (a) N/A (c)
EXCALIBUR TECHNOLOGIES CORP COMMON STOCKS 30065120 3,187,052.00 79,800.00 (a) N/A (a)
EXCALIBUR TECHNOLOGIES CORP COMMON STOCKS 30065120 67,894.00 1,700.00 (a) N/A (c)
EXCELON CORP COMMON STOCKS 30069110 284,162.00 35,800.00 (a) N/A (a)
EXCELON CORP COMMON STOCKS 30069110 8,343,106.00 1,051,100.00 (a) N/A (c)
SAL SMITH BARNEY SP PURPOSE CONVERTIBLES 30149TAA 8,051,000.00 7,760.00 (a) N/A (a)
SSB EXCHANGEABLE CERTS CORP CONVERTIBLES 30149TAC 3,696,000.00 4,400.00 (a) N/A (a)
EXIDE CORPORATION COMMON STOCKS 30205110 400.00 50.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 76,832,782.00 1,668,010.00 (a) N/A (a)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 82,912.00 1,800.00 (a) N/A (c)
EXODUS COMMUNICATIONS INC COMMON STOCKS 30208810 93,968.00 2,040.00 (c) N/A (b)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 10,573,675.00 170,200.00 (a) N/A (a)
EXPRESS SCRIPTS INC CL A COMMON STOCKS 30218210 360,325.00 5,800.00 (a) N/A (c)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 13,212,781.00 1,426,000.00 (a) N/A (a)
EXTENDED STAY AMERICA INC COMMON STOCKS 30224P10 3,321,727.00 358,500.00 (a) N/A (c)
EXTREME NETWORKS COMMON STOCKS 30226D10 12,786,916.00 121,203.00 (a) N/A (a)
EXTREME NETWORKS COMMON STOCKS 30226D10 65,410.00 620.00 (c) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 87,656,748.00 1,116,646.47 (a) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 20,769,766.00 264,583.00 (a) N/A (b)
EXXON MOBIL CORP COMMON STOCKS 30231G10 30,764,150.00 391,900.00 (a) N/A (c)
EXXON MOBIL CORP COMMON STOCKS 30231G10 10,108,994.00 128,777.00 (c) N/A (a)
EXXON MOBIL CORP COMMON STOCKS 30231G10 8,356,560.00 106,453.00 (c) N/A (b)
FMC CORP NEW COMMON STOCKS 30249130 (542,298.00) (9,350.00) (a) N/A (a)
FMC CORP NEW COMMON STOCKS 30249130 40,627.00 700.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 109,314.00 2,200.00 (a) N/A (a)
FPL GROUP INC COMMON STOCKS 30257110 49,500.00 1,000.00 (a) N/A (b)
FPL GROUP INC COMMON STOCKS 30257110 44,719.00 900.00 (a) N/A (c)
FPL GROUP INC COMMON STOCKS 30257110 99,000.00 2,000.00 (c) N/A (b)
FCNB CORP COMMON STOCKS 30292010 289.00 16.00 (c) N/A (b)
FACTSET RESEARCH SYSTEMS INC COMMON STOCKS 30307510 175,150.00 6,200.00 (a) N/A (a)
FACTSET RESEARCH SYSTEMS INC COMMON STOCKS 30307510 1,531,150.00 54,200.00 (c) N/A (c)
FAIR HLDGS CORP SR. PFD PREFERREDS 30324520 - 115,178.65 (a) N/A (a)
FAIRMARKET INC COMMON STOCKS 30515810 108,056.00 15,300.00 (a) N/A (a)
FAIRMARKET INC COMMON STOCKS 30515810 108,056.00 15,300.00 (a) N/A (b)
FAMILY DOLLAR STORES INC COMMON STOCKS 30700010 7,825.00 400.00 (c) N/A (b)
FASTENAL CO COMMON STOCKS 31190010 54,675.00 1,080.00 (c) N/A (b)
FEDDERS CORP COMMON STOCKS 31313530 62,438.00 13,500.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 10,337,422.00 255,245.00 (a) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 6,635,925.00 163,850.00 (a) N/A (b)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 8,488,800.00 209,600.00 (a) N/A (c)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 421,200.00 10,400.00 (c) N/A (a)
FEDERAL HOME LOAN MTG CORP COMMON STOCKS 31340030 343,440.00 8,480.00 (c) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,217,387.00 99,813.00 (a) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 951,639.00 18,235.00 (a) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 6,205,094.00 118,900.00 (a) N/A (c)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 208,750.00 4,000.00 (c) N/A (a)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 5,219.00 100.00 (c) N/A (b)
FEDERAL NATL MTG ASSN COMMON STOCKS 31358610 57,021.00 1,090.00 (c) N/A (c)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 311,344.00 9,225.00 (a) N/A (a)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 23,625.00 700.00 (a) N/A (b)
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H10 5,811,750.00 172,200.00 (a) N/A (c)
D WTS-FEDERATED DEPARTMENT STORES WARRANTS 31410H12 4,976.00 517.00 (a) N/A (a)
FEDEX CORPORATION COMMON STOCKS 31428X10 771,400.00 20,300.00 (a) N/A (a)
FELCOR LODGING TRUST INC COMMON STOCKS 31430F10 1,300.00 65.00 (a) N/A (b)
FERRO CORP COMMON STOCKS 31540510 25,200.00 1,200.00 (a) N/A (a)
FERRO CORP COMMON STOCKS 31540510 266,700.00 12,700.00 (c) N/A (c)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 10,623,063.00 580,099.00 (a) N/A (a)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 486,765.00 26,581.00 (a) N/A (b)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 14,871,581.00 812,100.00 (a) N/A (c)
FIDELITY NATIONAL FINANCIAL INC COMMON STOCKS 31632610 71,840.00 3,923.00 (c) N/A (a)
FIFTH THIRD BANCORP COMMON STOCKS 31677310 199,238.00 3,150.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 185,588.00 10,100.00 (a) N/A (a)
FILENET CORP COMMON STOCKS 31686910 738,675.00 40,200.00 (c) N/A (c)
FINANCIAL SECURITY ASSURANCE HOLDINGS COMMON STOCKS 31769P10 7,591.00 100.00 (a) N/A (b)
FINLAY ENTERPRISES INC COMMON STOCKS 31788420 39,000.00 3,000.00 (a) N/A (b)
FINET.COM INC COMMON STOCKS 31792230 275.00 400.00 (a) N/A (a)
FINET.COM INC COMMON STOCKS 31792230 688.00 1,000.00 (a) N/A (b)
FINOVA GROUP INC COMMON STOCKS 31792810 8,816.00 653.00 (c) N/A (b)
FIRST BANCORP OF INDIANA INC COMMON STOCKS 31867T10 10,750.00 1,000.00 (c) N/A (b)
FIRST CITIZENS BANCSHARES INC CL A COMMON STOCKS 31946M10 11,364.00 191.00 (a) N/A (a)
FIRST CONSULTING GROUP INC COMMON STOCKS 31986R10 745.00 134.00 (c) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 3,552,356.00 71,584.00 (a) N/A (a)
FIRST DATA CORP COMMON STOCKS 31996310 243,162.00 4,900.00 (a) N/A (b)
FIRST DATA CORP COMMON STOCKS 31996310 695,346.00 14,012.00 (c) N/A (a)
FIRST INDUSTRIAL REALTY TR COMMON STOCKS 32054K10 767,000.00 26,000.00 (c) N/A (c)
FIRST PHILIPPINE FUND INC EQUITY FUNDS 33610010 2,438.00 600.00 (a) N/A (b)
FIRST SECURITY CORP DELA COMMON STOCKS 33629410 180,790.00 13,330.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 370,007.00 14,912.00 (a) N/A (a)
FIRST UNION CORP COMMON STOCKS 33735810 483,248.00 19,476.00 (a) N/A (b)
FIRST UNION CORP COMMON STOCKS 33735810 18,460.00 744.00 (c) N/A (a)
FIRST VIRGINIA BANKS INC COMMON STOCKS 33747710 20,888.00 600.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 219,896.00 10,440.00 (a) N/A (a)
FIRSTAR CORPORATION COMMON STOCKS 33763V10 31,594.00 1,500.00 (a) N/A (b)
FISERV INC COMMON STOCKS 33773810 2,837,200.00 65,600.00 (a) N/A (a)
FIRSTFED AMERICA BANCORP INC COMMON STOCKS 33792910 1,156.00 100.00 (c) N/A (b)
FLAGSTAR BANCORP INC COMMON STOCKS 33793010 117,812.00 14,500.00 (a) N/A (a)
FIRSTENERGY CORP COMMON STOCKS 33793210 1,149,252.00 48,775.00 (a) N/A (a)
FLAMEL TECHNOLOGIES-SP ADR COMMON STOCKS 33848810 76,514.00 14,574.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 9,002,282.00 264,773.00 (a) N/A (a)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 441,218.00 12,977.00 (a) N/A (b)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 911,200.00 26,800.00 (a) N/A (c)
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 33903010 79,866.00 2,349.00 (c) N/A (b)
FLEMING COS INC COMMON STOCKS 33913010 26,126.00 2,000.00 (a) N/A (a)
FLORA REAL ESTATE MTG. CO. CMN COMMON STOCKS 33999G99 - 38,385.00 (a) N/A (a)
FLORIDA EAST COAST INDS COMMON STOCKS 34063210 392,000.00 9,800.00 (a) N/A (a)
FLORIDA EAST COAST INDS COMMON STOCKS 34063210 456,000.00 11,400.00 (c) N/A (c)
FLORIDA PROGRESS COMMON STOCKS 34110910 9,375.00 200.00 (a) N/A (a)
FLUOR CORP COMMON STOCKS 34386110 (673,612.00) (21,300.00) (a) N/A (a)
FLUSHING FINANCIAL CORP COMMON STOCKS 34387310 5,719.00 375.00 (c) N/A (b)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 6,221,312.00 144,470.00 (a) N/A (a)
FOMENTO ECON ADS UNITS COMMON STOCKS 34441910 1,614,862.00 37,500.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 99,655,338.00 2,317,566.00 (a) N/A (a)
FORD MOTOR CO COMMON STOCKS 34537010 242,950.00 5,650.00 (a) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 11,323,534.00 263,338.00 (a) N/A (c)
FORD MOTOR CO COMMON STOCKS 34537010 860.00 20.00 (c) N/A (b)
FORD MOTOR CO COMMON STOCKS 34537010 20,506,700.00 476,900.00 (c) N/A (c)
FOREST LABORATORIES INC COMMON STOCKS 34583810 2,879,613.00 28,500.00 (a) N/A (c)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 6,960,875.00 95,600.00 (a) N/A (a)
FORRESTER RESEARCH INC COMMON STOCKS 34656310 334,938.00 4,600.00 (a) N/A (c)
FORT JAMES CORP. COMMON STOCKS 34747110 82,741.00 3,578.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 2,075.00 71.00 (a) N/A (a)
FORTIS (NL) SPON ADR COMMON STOCKS 34956J10 11,688.00 400.00 (c) N/A (c)
FORTUNE BRANDS INC. COMMON STOCKS 34963110 34,594.00 1,500.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 16,936,850.00 1,215,200.00 (a) N/A (a)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 822,312.00 59,000.00 (a) N/A (b)
FOUNDATION HEALTH SYSTEMS INC CL A COMMON STOCKS 35040410 7,441,231.00 533,900.00 (a) N/A (c)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 307,733,580.00 2,797,578.00 (a) N/A (a)
FOUNDRY NETWORKS INC COMMON STOCKS 35063R10 30,118,000.00 273,800.00 (a) N/A (c)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 4,422,600.00 145,600.00 (a) N/A (a)
FOX ENTERTAINMENT COMMON STOCKS 35138T10 3,797.00 125.00 (c) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 (455,625.00) (15,000.00) (a) N/A (a)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 106,312.00 3,500.00 (a) N/A (b)
FRANKLIN RESOURCES INC COMMON STOCKS 35461310 82,012.00 2,700.00 (c) N/A (b)
FREEPORT-MCMORAN COPPER & GOLD INC CL A COMMON STOCKS 35671D10 365.00 40.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 7,964.00 861.00 (a) N/A (a)
FREEPORT MCMORAN INC COPPER COMMON STOCKS 35671D85 1,464,275.00 158,300.00 (a) N/A (c)
FRESENIUS MEDICAL CARE AG SPONSORED ADR COMMON STOCKS 35802910 16,498.00 630.00 (a) N/A (b)
FRESENIUS MEDICAL CARE - ADR COMMON STOCKS 35802920 15,741,204.00 1,160,599.00 (a) N/A (a)
FRONTLINE CAPITAL GROUP COMMON STOCKS 35921N10 5,282,985.00 247,882.00 (a) N/A (a)
FRONTLINE CAPITAL GROUP COMMON STOCKS 35921N10 232,839.00 10,925.00 (a) N/A (b)
FRONTLINE CAPITAL GROUP COMMON STOCKS 35921N10 6,834,919.00 320,700.00 (a) N/A (c)
FUJI BANK LTD-UNSPONSORED ADR COMMON STOCKS 35955020 15,236.00 200.00 (c) N/A (c)
FUJI PHOTO FILM UNSPON ADR COMMON STOCKS 35958630 25,425.00 600.00 (a) N/A (a)
FUJI PHOTO FILM UNSPON ADR COMMON STOCKS 35958630 12,712.00 300.00 (c) N/A (c)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 5,376.00 31.00 (a) N/A (a)
FUJITSU LTD - UNSPON ADR COMMON STOCKS 35959030 25,147.00 145.00 (c) N/A (c)
FURNITURE BRANDS INTERNATIONAL INC COMMON STOCKS 36092110 348.00 23.00 (c) N/A (b)
FUSION MEDICAL TECHNOLOGIES INC COMMON STOCKS 36112810 196,509.00 12,330.00 (a) N/A (a)
FUTURELINK DISTRIBUTION CORP COMMON STOCKS 36114Q20 424,781.00 59,100.00 (a) N/A (c)
FUTURELINK DISTRIBUTION CORP COMMON STOCKS 36114Q20 1,438.00 200.00 (c) N/A (b)
GATX CORP COMMON STOCKS 36144810 1,511,995.00 44,450.00 (a) N/A (c)
GC COMPANIES INC COMMON STOCKS 36155Q10 70,705.00 3,160.00 (a) N/A (a)
GC COMPANIES INC COMMON STOCKS 36155Q10 4,475.00 200.00 (a) N/A (b)
GC COMPANIES INC COMMON STOCKS 36155Q10 14,544.00 650.00 (c) N/A (b)
GPU INC COMMON STOCKS 36225X10 806,477.00 29,800.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 3,229,032.00 51,872.00 (a) N/A (a)
GTE CORP COMMON STOCKS 36232010 1,315,342.00 21,130.00 (a) N/A (b)
GT GROUP TELECOM INC CLASS B COMMON STOCKS 36235940 2,767.00 175.00 (a) N/A (a)
GABELLI ASSET MGMT INC CL A COMMON STOCKS 36239Y10 2,822,500.00 112,900.00 (a) N/A (a)
GABELLI ASSET MGMT INC CL A COMMON STOCKS 36239Y10 45,000.00 1,800.00 (a) N/A (c)
GADZOOX NETWORKS INC COMMON STOCKS 36255510 27,375.00 2,000.00 (c) N/A (b)
GANNETT CO COMMON STOCKS 36473010 17,742,917.00 296,640.00 (a) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,139,428.00 19,050.00 (a) N/A (b)
GANNETT CO COMMON STOCKS 36473010 1,890,091.00 31,600.00 (a) N/A (c)
GANNETT CO COMMON STOCKS 36473010 251,212.00 4,200.00 (c) N/A (a)
GANNETT CO COMMON STOCKS 36473010 1,501,294.00 25,100.00 (c) N/A (b)
GAP INC COMMON STOCKS 36476010 520,312.00 16,650.00 (a) N/A (a)
GAP INC COMMON STOCKS 36476010 497,156.00 15,909.00 (a) N/A (b)
GAP INC COMMON STOCKS 36476010 15,625.00 500.00 (a) N/A (c)
GAP INC COMMON STOCKS 36476010 104,281.00 3,337.00 (c) N/A (b)
GARTNER GROUP INC CL B COMMON STOCKS 36665120 4,878.00 494.00 (a) N/A (a)
GASONICS INTERNATIONAL CORP COMMON STOCKS 36727810 10,253,947.00 260,005.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 456,000.00 8,000.00 (a) N/A (a)
GATEWAY INC COMMON STOCKS 36762610 28,375.00 500.00 (c) N/A (b)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 51,610.00 19,200.00 (a) N/A (a)
GAYLORD CONTAINER CORP CLASS A COMMON STOCKS 36814510 236,813.00 88,100.00 (c) N/A (c)
GENE LOGIC INC COMMON STOCKS 36868910 9,928,655.00 278,211.00 (a) N/A (a)
GENE LOGIC INC COMMON STOCKS 36868910 342,600.00 9,600.00 (a) N/A (b)
GENE LOGIC INC COMMON STOCKS 36868910 13,914,556.00 389,900.00 (a) N/A (c)
GENE LOGIC INC COMMON STOCKS 36868910 714.00 20.00 (c) N/A (b)
GENELABS TECHNOLOGIES INC COMMON STOCKS 36870610 1,219.00 300.00 (c) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 21,583,695.00 125,555.00 (a) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 6,548,769.00 38,095.00 (a) N/A (b)
GENENTECH INC COMMON STOCKS 36871040 21,969,619.00 127,800.00 (a) N/A (c)
GENENTECH INC COMMON STOCKS 36871040 868,127.00 5,050.00 (c) N/A (a)
GENENTECH INC COMMON STOCKS 36871040 1,171,541.00 6,815.00 (c) N/A (b)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 4,224,665.00 287,627.00 (a) N/A (a)
GENER S.A. SPONSORED ADR COMMON STOCKS 36873110 396,576.00 27,000.00 (a) N/A (c)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 15,039,183.00 383,775.00 (a) N/A (a)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 610,189.00 15,571.00 (a) N/A (b)
GENERAL AMERICAN INVESTORS INC COMMON STOCKS 36880210 136,921.00 3,494.00 (c) N/A (b)
GEN DYNAMICS CORP COMMON STOCKS 36955010 (99,275.00) (1,900.00) (a) N/A (a)
GEN DYNAMICS CORP COMMON STOCKS 36955010 418.00 8.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 186,004,651.00 3,534,244.00 (a) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 41,013,202.00 773,834.00 (a) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 38,541,338.00 727,800.00 (a) N/A (c)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 3,406,840.00 64,280.00 (c) N/A (a)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 13,590,207.00 256,419.00 (c) N/A (b)
GENERAL ELECTRIC CO COMMON STOCKS 36960410 1,808,509.00 34,530.00 (c) N/A (c)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 858,894.00 27,050.00 (a) N/A (a)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 31,766.00 1,000.00 (a) N/A (b)
GENERAL GROWTH PROPERTIES INC. COMMON STOCKS 37002110 63,500.00 2,000.00 (a) N/A (c)
GENERAL MILLS INC COMMON STOCKS 37033410 3,419,550.00 89,400.00 (a) N/A (a)
GENERAL MILLS INC COMMON STOCKS 37033410 15,300.00 400.00 (a) N/A (b)
GENERAL MILLS INC COMMON STOCKS 37033410 9,183,825.00 240,100.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 18,411,433.00 317,437.00 (a) N/A (a)
GENERAL MOTORS COMMON STOCKS 37044210 43,605.00 751.00 (a) N/A (b)
GENERAL MOTORS COMMON STOCKS 37044210 1,556,024.00 26,828.00 (a) N/A (c)
GENERAL MOTORS COMMON STOCKS 37044210 12,251.00 211.00 (c) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 3,225,255.00 36,753.25 (a) N/A (a)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 49,720.00 565.00 (a) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 53,264.00 607.00 (a) N/A (c)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 2,288.00 26.00 (c) N/A (b)
GENERAL MOTORS CLASS H COMMON STOCKS 37044283 39,488.00 450.00 (c) N/A (c)
GENESCO INC COMMON STOCKS 37153210 1,606.00 100.00 (c) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 27,638.00 1,100.00 (a) N/A (a)
GENTEX CORP COMMON STOCKS 37190110 5,025.00 200.00 (a) N/A (b)
GENTEX CORP COMMON STOCKS 37190110 334,162.00 13,300.00 (a) N/A (c)
GENESIS ENERGY LP COMMON STOCKS 37192710 220,000.00 32,000.00 (a) N/A (a)
GENUINE PARTS CO COMMON STOCKS 37246010 (75,500.00) (3,775.00) (a) N/A (a)
GENUITY INC COMMON STOCKS 37248E10 2,801,736.00 306,000.00 (a) N/A (a)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 130,762.00 2,200.00 (a) N/A (b)
GENZYME CORP-GENERAL DIVISION COMMON STOCKS 37291710 1,444,331.00 24,300.00 (a) N/A (c)
GENZYME MOLECULAR ONCOLOGY DIVISION COMMON STOCKS 37291750 1,498.00 108.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 1,779.00 179.00 (a) N/A (b)
GENZYME SURGICAL PRODUCTS DIVISION COMMON STOCKS 37291760 18,494.00 1,861.00 (a) N/A (c)
GEORGIA-PACIFIC COMMON STOCKS 37329810 (267,750.00) (10,200.00) (a) N/A (a)
GEORGIA-PACIFIC COMMON STOCKS 37329810 5,250.00 200.00 (a) N/A (b)
GEORGIA-PACIFIC COMMON STOCKS 37329810 84,000.00 3,200.00 (c) N/A (b)
GEORGIA-PACIFIC CORP [TIMBER GROUP] COMMON STOCKS 37329870 2,162.00 100.00 (a) N/A (b)
GEOTEK COMMUNICATIONS INC COMMON STOCKS 37365410 317.00 26,444.00 (a) N/A (a)
GEOWORKS COMMON STOCKS 37369210 4,725.00 300.00 (a) N/A (a)
GERALD STEVENS INC COMMON STOCKS 37369G10 719.00 500.00 (a) N/A (a)
GERDAU SA SPON ADR COMMON STOCKS 37373710 195,395.00 15,400.00 (a) N/A (a)
GERMANY FUND INC EQUITY FUNDS 37414310 367.00 26.00 (c) N/A (b)
GETTHERE.COM INC COMMON STOCKS 37426610 223,672.00 21,176.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 18,096,503.00 488,269.00 (a) N/A (a)
GETTY IMAGES INC COMMON STOCKS 37427610 24,872,644.00 671,100.00 (a) N/A (c)
GETTY REALTY CORP NEW PART CONV REDEEM CONVERTIBLES 37429720 22,049.00 1,172.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 36,775,466.00 517,054.00 (a) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 108,750.00 1,529.00 (a) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 2,105,300.00 29,600.00 (a) N/A (c)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 1,400,309.00 19,688.00 (c) N/A (a)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 95,308.00 1,340.00 (c) N/A (b)
GILEAD SCIENCES INC. COMMON STOCKS 37555810 9,473,850.00 133,200.00 (c) N/A (c)
GILLETTE CO. COMMON STOCKS 37576610 3,308,717.00 94,704.00 (a) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 2,208,679.00 63,218.00 (a) N/A (b)
GILLETTE CO. COMMON STOCKS 37576610 346,580.00 9,920.00 (c) N/A (a)
GILLETTE CO. COMMON STOCKS 37576610 39,200.00 1,122.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 471,753.00 8,160.00 (a) N/A (a)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 8,672.00 150.00 (c) N/A (b)
GLAXO WELLCOME PLC ADR COMMON STOCKS 37733W10 28,906.00 500.00 (c) N/A (c)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 29,036.00 2,749.00 (a) N/A (a)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 8,450.00 800.00 (a) N/A (b)
GLENAYRE TECHNOLOGIES INC COMMON STOCKS 37789910 3,169.00 300.00 (c) N/A (b)
GLOBAL CROSSING LTD 7% CNV PFD PREFERREDS 37932J30 1,513,000.00 8,500.00 (a) N/A (a)
GLOBAL INDUSTRIES LTD COMMON STOCKS 37933610 3,359,750.00 178,000.00 (a) N/A (c)
GLOBAL MARINE INC. COMMON STOCKS 37935240 5,988,495.00 212,564.00 (a) N/A (a)
GLOBAL MARINE INC. COMMON STOCKS 37935240 56,344.00 2,000.00 (a) N/A (b)
GLOBAL MARINE INC. COMMON STOCKS 37935240 140,940.00 5,000.00 (a) N/A (c)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 1,144,488.00 94,876.00 (a) N/A (a)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 33,872.00 2,808.00 (a) N/A (b)
GLOBAL TELESYSTEMS GROUP INC COMMON STOCKS 37936U10 24,969.00 2,070.00 (c) N/A (b)
GLOBESPAN INC COMMON STOCKS 37957110 33,888,519.00 277,597.00 (a) N/A (a)
GLOBESPAN INC COMMON STOCKS 37957110 409,816.00 3,357.00 (a) N/A (b)
GLOBESPAN INC COMMON STOCKS 37957110 146,494.00 1,200.00 (c) N/A (b)
GLOBIX CORP COMMON STOCKS 37957F10 2,950,999.00 100,672.00 (a) N/A (a)
GLOBIX CORP COMMON STOCKS 37957F10 412,727.00 14,080.00 (a) N/A (c)
GLOBIX CORP COMMON STOCKS 37957F10 103,182.00 3,520.00 (c) N/A (c)
GLOBO CABO S.A. SP ADR COMMON STOCKS 37957X10 1,069,762.00 77,100.00 (a) N/A (a)
GOLD BANC CORP INC COMMON STOCKS 37990710 320,765.00 64,153.00 (a) N/A (a)
GOLDEN OCEAN GROUP LTD WARRANTS 38113811 - 5,250.00 (a) N/A (a)
WTS-GOLDEN STATE BANCORP INC WARRANTS 38119713 225.00 200.00 (c) N/A (b)
GOLDEN STAR RESOURCES LTD COMMON STOCKS 38119T10 1,901.00 2,200.00 (a) N/A (b)
GOLDEN TELECOM INC COMMON STOCKS 38122G10 2,261,000.00 76,000.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 2,350,829.00 57,600.00 (a) N/A (a)
GOLDEN WEST FINCL CORP DEL COMMON STOCKS 38131710 94,277.00 2,310.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 6,895,868.00 72,760.00 (a) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 6,136,580.00 64,750.00 (a) N/A (b)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 18,975.00 200.00 (a) N/A (c)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 469,129.00 4,950.00 (c) N/A (a)
GOLDMAN SACHS GROUP INC COMMON STOCKS 38141G10 407,526.00 4,300.00 (c) N/A (b)
B.F. GOODRICH CO COMMON STOCKS 38238810 10,219.00 300.00 (a) N/A (a)
B.F. GOODRICH CO COMMON STOCKS 38238810 17,031.00 500.00 (c) N/A (b)
GOODYEAR TIRE & RUBBER COMMON STOCKS 38255010 (343,500.00) (17,175.00) (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 3,325,689.00 66,100.00 (a) N/A (a)
GO2NET INC COMMON STOCKS 38348610 166,031.00 3,300.00 (a) N/A (c)
GO2NET INC COMMON STOCKS 38348610 669,163.00 13,300.00 (c) N/A (c)
GOTO.COM INC COMMON STOCKS 38348T10 345,082.00 22,536.00 (a) N/A (a)
GOUVERNEUR BANCORP INC COMMON STOCKS 38358410 8,625.00 2,000.00 (c) N/A (b)
W.R. GRACE & CO COMMON STOCKS 38388F10 1,231.00 100.00 (a) N/A (a)
W.R. GRACE & CO COMMON STOCKS 38388F10 909.00 75.00 (c) N/A (b)
GRACO INC COMMON STOCKS 38410910 1,500,525.00 46,170.00 (a) N/A (c)
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 55,463.00 1,800.00 (a) N/A (a)
GRAND UNION CO-WTS WARRANTS 38653213 - 1,394.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 170,731.00 23,150.00 (a) N/A (a)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 73,750.00 10,000.00 (a) N/A (c)
GRANITE BROADCASTING CORP COMMON STOCKS 38724110 2,212.00 300.00 (c) N/A (b)
GRANT IND CNV DEB-IN DEFAULT CONVERTIBLES 388092AA - 336.00 (a) N/A (a)
GRANT PRIDECO INC COMMON STOCKS 38821G10 2,061,750.00 82,470.00 (a) N/A (a)
GREAT ATLANTIC & PAC TEA COMMON STOCKS 39006410 1,662.00 100.00 (a) N/A (a)
GREAT LAKES CHEM CORP COMMON STOCKS 39056810 53,550.00 1,700.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 467,812.00 24,950.00 (a) N/A (a)
GREENPOINT FINANCIAL CORP COMMON STOCKS 39538410 609,375.00 32,500.00 (a) N/A (c)
GREY ADVERTISING INC COMMON STOCKS 39783810 67,080.00 129.00 (a) N/A (b)
GREY WOLF INC COMMON STOCKS 39788810 502.00 100.00 (a) N/A (b)
GREY WOLF INC COMMON STOCKS 39788810 5,016.00 1,000.00 (c) N/A (b)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 140,075.00 5,200.00 (a) N/A (a)
GROUPE DANONE SPON ADR COMMON STOCKS 39944910 21,550.00 800.00 (c) N/A (c)
GROVE PROPERTY TRUST COMMON STOCKS 39961310 206,375.00 12,700.00 (a) N/A (c)
GRUPO CARSO SPON ADR COMMON STOCKS 40048520 235,620.00 34,000.00 (a) N/A (a)
BANCOMER B REG S COMMON STOCKS 40048630 217,210.00 21,400.00 (a) N/A (a)
GRUPO SIDEK SPONSORED ADR COMMON STOCKS 40049010 - 55.00 (a) N/A (a)
GRUPO TRIBASA SA-SPONS ADR COMMON STOCKS 40049F20 7.00 3.00 (c) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 23,952,715.00 347,453.00 (a) N/A (a)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 248,175.00 3,600.00 (a) N/A (b)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 7,148,871.00 103,700.00 (a) N/A (c)
GRUPO TELEVISA-SA SPONS ADR COMMON STOCKS 40049J20 3,150,467.00 45,700.00 (c) N/A (c)
GRUPO IUSACELL S.A. ADR (V) COMMON STOCKS 40050B10 11,977,766.00 766,577.00 (a) N/A (a)
GRUPO IUSACELL S.A. ADR (V) COMMON STOCKS 40050B10 2,203,094.00 140,998.00 (a) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 140,666.00 6,200.00 (a) N/A (a)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 40,838.00 1,800.00 (a) N/A (c)
GTECH HOLDINGS CORP COMMON STOCKS 40051810 499.00 22.00 (c) N/A (b)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 350,575.00 3,700.00 (a) N/A (a)
GUCCI GROUP NV-NY REG SHS COMMON STOCKS 40156610 142,125.00 1,500.00 (c) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 90,614,106.00 1,830,588.00 (a) N/A (a)
GUIDANT CORP COMMON STOCKS 40169810 19,800.00 400.00 (a) N/A (b)
GUIDANT CORP COMMON STOCKS 40169810 1,846,350.00 37,300.00 (a) N/A (c)
GUIDANT CORP COMMON STOCKS 40169810 29,883,150.00 603,700.00 (c) N/A (c)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 23,558.00 1,564.00 (a) N/A (a)
GUILFORD PHARMACEUTICALS INC COMMON STOCKS 40182910 23,558.00 1,564.00 (a) N/A (b)
HCA-THE HEALTHCARE COMPANY COMMON STOCKS 40411910 150,984.00 4,900.00 (a) N/A (a)
HCA-THE HEALTHCARE COMPANY COMMON STOCKS 40411910 20,655,000.00 680,000.00 (a) N/A (c)
HCA-THE HEALTHCARE COMPANY COMMON STOCKS 40411910 1,580.00 52.00 (c) N/A (b)
HCC INSURANCE HOLDINGS INC COMMON STOCKS 40413210 2,384,516.00 126,332.00 (a) N/A (c)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 361,150.00 36,115.00 (a) N/A (a)
HF HOLDINGS INC WARRANT WARRANTS 40417K11 52,600.00 5,260.00 (a) N/A (c)
HMN FINANCIAL INC COMMON STOCKS 40424G10 1,100.00 100.00 (a) N/A (b)
HMN FINANCIAL INC COMMON STOCKS 40424G10 11,000.00 1,000.00 (c) N/A (b)
HNC SOFTWARE COMMON STOCKS 40425P10 247,000.00 4,000.00 (a) N/A (a)
HNC SOFTWARE COMMON STOCKS 40425P10 938,600.00 15,200.00 (c) N/A (c)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 5,794.00 100.00 (a) N/A (a)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 133,256.00 2,300.00 (c) N/A (b)
HSBC HOLDINGS PLC- SPONS ADR COMMON STOCKS 40428040 11,588.00 200.00 (c) N/A (c)
HSB GROUP INC COMMON STOCKS 40428N10 180,525.00 5,800.00 (a) N/A (a)
HS RESOURCES INC COMMON STOCKS 40429710 1,624,500.00 54,150.00 (a) N/A (c)
HA-LO INDUSTRIES INC COMMON STOCKS 40442910 16,500.00 3,000.00 (a) N/A (b)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 8,118,944.00 221,300.00 (a) N/A (a)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 605,344.00 16,500.00 (a) N/A (b)
HAIN CELESTIAL GROUP INC COMMON STOCKS 40521710 8,364,750.00 228,000.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 9,108,369.00 193,025.00 (a) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 2,338,141.00 49,550.00 (a) N/A (b)
HALLIBURTON COMMON STOCKS 40621610 6,776,125.00 143,600.00 (a) N/A (c)
HALLIBURTON COMMON STOCKS 40621610 964,984.00 20,450.00 (c) N/A (a)
HALLIBURTON COMMON STOCKS 40621610 165,156.00 3,500.00 (c) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 912.00 100.00 (a) N/A (b)
HALLMARK CAPITAL CORP COMMON STOCKS 40624110 78,475.00 8,600.00 (c) N/A (b)
HALSEY DRUG CO COMMON STOCKS 40636910 904,662.00 761,500.00 (a) N/A (a)
HANARO TELECOM INC SPON ADR COMMON STOCKS 40964920 212,596.00 30,100.00 (a) N/A (a)
JOHN HANCOCK BANK & THRIFT OPPORTUNITY EQUITY FUNDS 40973510 13,375.00 2,000.00 (a) N/A (a)
HANOVER DIRECT INC COMMON STOCKS 41078310 6,701,562.00 4,289,000.00 (a) N/A (a)
HANSON PLC SPONSORED ADR COMMON STOCKS 41135240 423.00 12.00 (a) N/A (b)
HARCOR ENERGY 144A WARRANTS WARRANTS 41162811 - 22,000.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 1,315,875.00 24,200.00 (a) N/A (a)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 870,000.00 16,000.00 (a) N/A (b)
HARCOURT GENERAL INC COMMON STOCKS 41163G10 150,401.00 2,766.00 (c) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 731,500.00 19,000.00 (a) N/A (a)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 28,336.00 736.00 (a) N/A (b)
HARLEY-DAVIDSON INC COMMON STOCKS 41282210 127,050.00 3,300.00 (a) N/A (c)
HARMAN INTERNATIONAL INDUSTRIES INC COMMON STOCKS 41308610 3,459,586.00 56,700.00 (a) N/A (c)
HARMONIC LIGHTWAVES INC COMMON STOCKS 41316010 42,092.00 1,700.69 (a) N/A (a)
HARMONIC LIGHTWAVES INC COMMON STOCKS 41316010 38.00 1.53 (a) N/A (c)
HARRAH'S ENTERTAINMENT INC COMMON STOCKS 41361910 4,225.00 200.00 (a) N/A (a)
HARRAH'S ENTERTAINMENT INC COMMON STOCKS 41361910 1,047.00 50.00 (c) N/A (b)
HARRIS CORP COMMON STOCKS 41387510 22,142,275.00 676,100.00 (a) N/A (a)
HARRIS CORP COMMON STOCKS 41387510 15,067,292.00 460,070.00 (a) N/A (c)
HARSCO CORP COMMON STOCKS 41586410 247,220.00 9,700.00 (a) N/A (a)
HARSCO CORP COMMON STOCKS 41586410 6,085,669.00 238,800.00 (a) N/A (c)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 3,764,650.00 150,586.00 (a) N/A (a)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 175,000.00 7,000.00 (a) N/A (b)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 67,500.00 2,700.00 (a) N/A (c)
HARTE-HANKS COMMUNICATIONS COMMON STOCKS 41619610 63,000.00 2,520.00 (c) N/A (b)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 5,336,485.00 95,400.00 (a) N/A (a)
HARTFORD FINANCIAL SVCS. GRP. COMMON STOCKS 41651510 117,469.00 2,100.00 (a) N/A (b)
HARTFORD LIFE CL A COMMON STOCKS 41659210 35,350.00 700.00 (a) N/A (b)
HASBRO INC COMMON STOCKS 41805610 68,800.00 4,300.00 (a) N/A (a)
HASBRO INC COMMON STOCKS 41805610 4,519.00 300.00 (c) N/A (b)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 603,759.00 18,400.00 (a) N/A (a)
HAWAIIAN ELECTRIC INDS COMMON STOCKS 41987010 1,256,738.00 38,300.00 (c) N/A (c)
HEALTH CARE PPTYS INVEST INC COMMON STOCKS 42191510 517,750.00 19,000.00 (c) N/A (c)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 4,748,912.00 660,700.00 (a) N/A (a)
HEALTHSOUTH CORP. COMMON STOCKS 42192410 20,556,250.00 2,860,000.00 (a) N/A (c)
HEALTH MANAGEMENT ASSOCIATES INC CL A COMMON STOCKS 42193310 3,099,731.00 237,300.00 (a) N/A (a)
HEALTH MANAGEMENT ASSOCIATES INC CL A COMMON STOCKS 42193310 8,877,275.00 679,600.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 64,219.00 3,750.00 (a) N/A (a)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 41,100.00 2,400.00 (a) N/A (c)
HEALTHCARE REALTY TRUST INC COMMON STOCKS 42194610 505,188.00 29,500.00 (c) N/A (c)
HEALTH-CHEM CORP SUB DEB CV CONVERTIBLES 422174AA 8,500.00 34.00 (a) N/A (a)
HEALAXIS INC COMMON STOCKS 42219D10 953.00 250.00 (a) N/A (a)
HEALAXIS INC COMMON STOCKS 42219D10 9,531.00 2,500.00 (a) N/A (b)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 6,977,116.00 471,026.00 (a) N/A (a)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 4,661,686.00 314,713.00 (a) N/A (b)
HEALTHEON/WEBMD CORP COMMON STOCKS 42220910 31,996.00 2,160.00 (c) N/A (c)
HEALTHCARE RECOVERIES INC COMMON STOCKS 42220K10 14,606.00 4,100.00 (c) N/A (b)
HEARST-ARGYLE TELEVISION INC COMMON STOCKS 42231710 3,900.00 200.00 (c) N/A (b)
HEARX LTD COMMON STOCKS 42236030 18,438.00 5,000.00 (a) N/A (a)
HEILIG MEYERS CO COMMON STOCKS 42289310 5,938.00 5,000.00 (a) N/A (b)
HEINZ (H.J.) CO COMMON STOCKS 42307410 4,095,000.00 93,600.00 (a) N/A (a)
HEINZ (H.J.) CO COMMON STOCKS 42307410 61,250.00 1,400.00 (a) N/A (c)
HEINZ (H.J.) CO COMMON STOCKS 42307410 656.00 15.00 (c) N/A (b)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 8,298,809.00 680,900.00 (a) N/A (a)
HELLENIC TELECOMMUN ORG ADR COMMON STOCKS 42332530 3,505,269.00 287,600.00 (a) N/A (c)
HELMERICH & PAYNE INC COMMON STOCKS 42345210 52,347.00 1,400.00 (a) N/A (a)
HEMISPHERX BIOPHARMA INC COMMON STOCKS 42366C10 1,688.00 300.00 (c) N/A (b)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 63,057.00 1,258.00 (a) N/A (a)
HENRY [JACK] & ASSOCIATES INC COMMON STOCKS 42628110 63,057.00 1,258.00 (a) N/A (b)
HERCULES INC COMMON STOCKS 42705610 2,813.00 200.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 839,826.00 17,316.00 (a) N/A (a)
HERSHEY FOODS CORP COMMON STOCKS 42786610 156,752.00 3,232.00 (a) N/A (b)
HERSHEY FOODS CORP COMMON STOCKS 42786610 4,365.00 90.00 (c) N/A (b)
HERTZ CORP CL A COMMON STOCKS 42804010 56,125.00 2,000.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 24,532,568.00 196,457.00 (a) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 9,948,542.00 79,668.00 (a) N/A (b)
HEWLETT-PACKARD COMMON STOCKS 42823610 15,084,900.00 120,800.00 (a) N/A (c)
HEWLETT-PACKARD COMMON STOCKS 42823610 749,250.00 6,000.00 (c) N/A (a)
HEWLETT-PACKARD COMMON STOCKS 42823610 822,926.00 6,590.00 (c) N/A (b)
HEWLETT PACKARD CV CONVERTIBLES 428236AC 8,627,850.00 9,130.00 (a) N/A (a)
HI/FN INC COMMON STOCKS 42835810 11,227.00 253.00 (a) N/A (b)
HIBERNIA CORP CL A COMMON STOCKS 42865610 10,891.00 1,000.00 (a) N/A (a)
HIGH PLAINS CORP COMMON STOCKS 42970110 3,960.00 1,584.00 (c) N/A (b)
HILLS STORES CO WTS WARRANTS 43169212 - 5,929.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 15,938.00 1,700.00 (a) N/A (a)
HILTON HOTELS CORP COMMON STOCKS 43284810 5.00 0.53 (a) N/A (c)
HITACHI ADR COMMON STOCKS 43357850 28,825.00 200.00 (c) N/A (c)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 8,422,760.00 254,272.00 (a) N/A (a)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 848,000.00 25,600.00 (a) N/A (b)
HISPANIC BROADCASTING CORP COMMON STOCKS 43357B10 15,496,736.00 467,826.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 49,679,267.00 994,826.00 (a) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 28,147,322.00 563,651.00 (a) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 7,501,868.00 150,225.00 (a) N/A (c)
HOME DEPOT INC COMMON STOCKS 43707610 1,473,756.00 29,512.00 (c) N/A (a)
HOME DEPOT INC COMMON STOCKS 43707610 4,011,230.00 80,325.00 (c) N/A (b)
HOME DEPOT INC COMMON STOCKS 43707610 145,320.00 2,910.00 (c) N/A (c)
HOME PROPERTIES OF NEW YORK INC COMMON STOCKS 43730610 2,786,951.00 92,850.00 (a) N/A (c)
HOMESTAKE MINING COMMON STOCKS 43761410 106,219.00 15,450.00 (a) N/A (a)
HOMESTAKE MINING COMMON STOCKS 43761410 123,750.00 18,000.00 (a) N/A (c)
HOMESTORE.COM INC COMMON STOCKS 43785210 7,565,896.00 259,217.00 (a) N/A (a)
HOMESTORE.COM INC COMMON STOCKS 43785210 2,362,524.00 80,943.00 (a) N/A (b)
HON HAI PRECISION GDR 144A COMMON STOCKS 43809010 4,965,000.00 198,600.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 812,915.00 24,131.00 (a) N/A (a)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 648,484.00 19,250.00 (a) N/A (b)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 5,086,814.00 151,000.00 (a) N/A (c)
HONEYWELL NTERNATIONAL INC COMMON STOCKS 43851610 900,669.00 26,736.00 (c) N/A (b)
HOOPER HOLMES INC COMMON STOCKS 43910410 1,692,900.00 211,200.00 (a) N/A (c)
HORMEL GEO A &CO COMMON STOCKS 44045210 342,985.00 20,400.00 (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 764,886.00 33,900.00 (c) N/A (c)
HOTJOBS.COM LTD COMMON STOCKS 44147410 740,350.00 53,600.00 (a) N/A (a)
HOTJOBS.COM LTD COMMON STOCKS 44147410 3,978,000.00 288,000.00 (a) N/A (c)
HOUGHTON MIFFLIN CO COMMON STOCKS 44156010 9,338.00 200.00 (c) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 2,249,031.00 54,112.00 (a) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 2,539,469.00 61,100.00 (a) N/A (b)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 232,750.00 5,600.00 (c) N/A (a)
HOUSEHOLD INT'L INC COMMON STOCKS 44181510 411,469.00 9,900.00 (c) N/A (b)
HUBBELL INC CL B COMMON STOCKS 44351020 127,500.00 5,000.00 (c) N/A (b)
HUBCO INC COMMON STOCKS 44416510 320,863.00 14,300.00 (c) N/A (c)
HUMANA INC COM COMMON STOCKS 44485910 212,062.00 43,500.00 (a) N/A (a)
HUMAN GENOME SCIENCES INC COMMON STOCKS 44490310 66,688.00 500.00 (a) N/A (a)
HUNTINGTON BANCSHARES COMMON STOCKS 44615010 6,325.00 400.00 (a) N/A (a)
HUTCHISON WHAMPOA - UNSP ADR COMMON STOCKS 44841520 14,234.00 220.00 (c) N/A (c)
IDT CORP COMMON STOCKS 44894710 747.00 22.00 (c) N/A (b)
HYPERCOM CORP COMMON STOCKS 44913M10 509,594.00 35,450.00 (a) N/A (c)
HYPERFEED TECHNOLOGIES INC COMMON STOCKS 44913S10 3,625.00 1,000.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 25,900,857.00 798,485.00 (a) N/A (a)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 665,131.00 20,505.00 (a) N/A (b)
HYPERION SOLUTIONS CORP COMMON STOCKS 44914M10 619,556.00 19,100.00 (c) N/A (b)
ICG COMMUNICATION INC COMMON STOCKS 44924610 145,616.00 6,600.00 (a) N/A (a)
ICICI LIMITED - SPON ADR COMMON STOCKS 44926P20 14,438.00 770.00 (a) N/A (b)
ICO INC COMMON STOCKS 44929310 188.00 100.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 2,499,200.00 56,800.00 (a) N/A (a)
ICOS CORP COMMON STOCKS 44929510 8,800.00 200.00 (a) N/A (b)
ICOS CORP COMMON STOCKS 44929510 42,680.00 970.00 (c) N/A (c)
ICU MEDICAL INC COMMON STOCKS 44930G10 2,187,000.00 81,000.00 (a) N/A (c)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 5,330,096.00 45,435.00 (a) N/A (a)
IDEC PHARMACEUTICALS COMMON STOCKS 44937010 3,179,169.00 27,100.00 (a) N/A (c)
IDX SYSTEMS CORP COMMON STOCKS 44949110 70,625.00 5,000.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 24,902,534.00 1,915,579.00 (a) N/A (a)
IMC GLOBAL INC COMMON STOCKS 44966910 513,500.00 39,500.00 (a) N/A (c)
IMC GLOBAL INC COMMON STOCKS 44966910 14,664,000.00 1,128,000.00 (c) N/A (c)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 3.00 177.00 (a) N/A (a)
WTS-IMC GLOBAL INC EXP 12-22-00 WARRANTS 44966911 3.00 166.00 (c) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 135,000.00 7,500.00 (a) N/A (a)
IMS HEALTH INC COMMON STOCKS 44993410 324,000.00 18,000.00 (a) N/A (b)
IRT PROPERTY CO COMMON STOCKS 45005810 8,439.00 991.00 (a) N/A (b)
ISS GROUP INC COMMON STOCKS 45030610 30,183,197.00 305,701.00 (a) N/A (a)
ISS GROUP INC COMMON STOCKS 45030610 1,975.00 20.00 (c) N/A (b)
ITC DELTACOM INC COMMON STOCKS 45031T10 4,775,879.00 214,045.00 (a) N/A (a)
ITC DELTACOM INC COMMON STOCKS 45031T10 745,706.00 33,421.00 (a) N/A (c)
ITEQ INC COMMON STOCKS 45043010 100.00 139.00 (c) N/A (b)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 12,110,222.00 689,550.00 (a) N/A (a)
ITT EDUCATIONAL SERVICES INC COMMON STOCKS 45068B10 14,921,100.00 849,600.00 (a) N/A (c)
ITXC CORP COMMON STOCKS 45069F10 3,627,370.00 102,450.00 (a) N/A (a)
IBASIS INC COMMON STOCKS 45073210 20,160,829.00 468,176.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 203,512.00 6,700.00 (a) N/A (a)
ITT INDUSTRIES INC COMMON STOCKS 45091110 4,677,750.00 154,000.00 (a) N/A (c)
IDACORP INC COMMON STOCKS 45110710 2,358,617.00 73,100.00 (a) N/A (c)
IDEX CORP COMMON STOCKS 45167R10 359,818.00 11,400.00 (c) N/A (c)
IDENTIX INC. COMMON STOCKS 45190610 211,894.00 13,400.00 (a) N/A (a)
IDENTIX INC. COMMON STOCKS 45190610 796,975.00 50,400.00 (c) N/A (c)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 4,385,382.00 124,408.00 (a) N/A (a)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 155,382.00 4,408.00 (a) N/A (b)
ILEX ONCOLOGY INC COMMON STOCKS 45192310 352,500.00 10,000.00 (a) N/A (c)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 5,358,000.00 94,000.00 (a) N/A (a)
ILLINOIS TOOL WKS INC COMMON STOCKS 45230810 362,178.00 6,354.00 (a) N/A (b)
IMATION CORPORATION COMMON STOCKS 45245A10 528,750.00 18,000.00 (a) N/A (a)
IMATION CORPORATION COMMON STOCKS 45245A10 1,979,875.00 67,400.00 (c) N/A (c)
IMAX CORP COMMON STOCKS 45245E10 4,550.00 200.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 133,481.00 2,700.00 (a) N/A (a)
IMMUNEX CORP COMMON STOCKS 45252810 593,250.00 12,000.00 (a) N/A (b)
IMMUNEX CORP COMMON STOCKS 45252810 6,200,451.00 125,420.00 (a) N/A (c)
IMMUNEX CORP COMMON STOCKS 45252810 68,224.00 1,380.00 (c) N/A (b)
IMMUNE RESPONSE CORP-DEL COMMON STOCKS 45252T10 2,175.00 200.00 (c) N/A (b)
IMPATH INC COMMON STOCKS 45255G10 16,275.00 300.00 (a) N/A (b)
IMPERIAL CHEMICAL INDUSTRIES PLC ADR COMMON STOCKS 45270450 308,125.00 10,000.00 (a) N/A (b)
IMPERIAL PARKING CORP COMMON STOCKS 45307710 3.00 0.20 (a) N/A (a)
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR COMMON STOCKS 45314210 484.00 25.00 (a) N/A (b)
IMPSAT FIBER NETWORKS COMMON STOCKS 45321T10 1,852,550.00 110,600.00 (a) N/A (a)
IMPSAT FIBER NETWORKS COMMON STOCKS 45321T10 453,925.00 27,100.00 (a) N/A (c)
INCO LTD COMMON STOCKS 45325840 1,018,350.00 65,700.00 (a) N/A (a)
INCO LTD DEB YANKEE CONV CONVERTIBLES 453258AH 2,808,675.00 3,285.00 (a) N/A (a)
INDIA FUND INC CLOSED END FUNDS 45408910 5,675.00 400.00 (c) N/A (b)
INDIA FUND INC CLOSED END FUNDS 45408910 479,554.00 33,800.00 (c) N/A (c)
M.S. TAIWAN OPALS SER A REG S COMMON STOCKS 4553511 5,587,813.00 39,893.00 (a) N/A (a)
INDUSTRI-MATEMATIK INTERNATIONAL CORP COMMON STOCKS 45579210 14,781.00 2,750.00 (c) N/A (b)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 14,035,708.00 1,033,700.00 (a) N/A (a)
INDYMAC MORTGAGE HOLDINGS INC COMMON STOCKS 45660710 28,503,200.00 2,099,200.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 27,692,551.00 761,600.00 (a) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 12,273,371.00 337,775.00 (a) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 15,113,933.00 415,950.00 (a) N/A (c)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 3,886,129.00 106,950.00 (c) N/A (a)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 222,739.00 6,130.00 (c) N/A (b)
INFINITY BROADCASTING CO COMMON STOCKS 45662S10 69,232.00 1,900.00 (c) N/A (c)
INET TECHNOLOGIES INC COMMON STOCKS 45662V10 5,967,500.00 110,000.00 (a) N/A (a)
INET TECHNOLOGIES INC COMMON STOCKS 45662V10 558,775.00 10,300.00 (a) N/A (c)
INFOCROSSING INC. COMMON STOCKS 45664X10 56,625.00 3,000.00 (a) N/A (a)
INFORMATICA CORP COMMON STOCKS 45666Q10 3,777,319.00 46,100.00 (a) N/A (a)
INFORMATICA CORP COMMON STOCKS 45666Q10 180,262.00 2,200.00 (a) N/A (b)
INFORMATICA CORP COMMON STOCKS 45666Q10 5,383,294.00 65,700.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 272,603.00 36,650.00 (a) N/A (a)
INFORMIX CORP COMMON STOCKS 45677910 2,231.00 300.00 (a) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 43,140.00 5,800.00 (a) N/A (c)
INFORMIX CORP COMMON STOCKS 45677910 2,975.00 400.00 (c) N/A (b)
INFORMIX CORP COMMON STOCKS 45677910 445,536.00 59,900.00 (c) N/A (c)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 2,064,962.00 11,650.00 (a) N/A (a)
INFOSYS TECHNOLOGIES-SP ADR COMMON STOCKS 45678810 2,073,825.00 11,700.00 (a) N/A (c)
INFOSPACE INC COMMON STOCKS 45678T10 9,077,575.00 164,300.00 (a) N/A (a)
INFOSPACE INC COMMON STOCKS 45678T10 1,121,575.00 20,300.00 (a) N/A (c)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 59,805.00 886.00 (a) N/A (a)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 507,532.00 7,519.00 (a) N/A (b)
ING GROEP N.V. SPON ADR COMMON STOCKS 45683710 74,992.00 1,111.00 (c) N/A (c)
INGERSOLL-RAND CO COMMON STOCKS 45686610 1,446,988.00 35,950.00 (a) N/A (a)
INGERSOLL-RAND CO COMMON STOCKS 45686610 8,863,050.00 220,200.00 (a) N/A (c)
INFOINTERACTIVE INC COMMON STOCKS 45691810 2,025.00 500.00 (c) N/A (b)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 639,253.00 6,300.00 (a) N/A (c)
INHALE THERAPEUTIC SYSTEMS COMMON STOCKS 45719110 9,132.00 90.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 77,057,612.00 651,650.00 (a) N/A (a)
INKTOMI CORP COMMON STOCKS 45727710 25,813,975.00 218,300.00 (a) N/A (c)
INKTOMI CORP COMMON STOCKS 45727710 2,365.00 20.00 (c) N/A (b)
INKTOMI CORP COMMON STOCKS 45727710 11,718,575.00 99,100.00 (c) N/A (c)
INPUT/OUTPUT INC COMMON STOCKS 45765210 16,906.00 2,000.00 (c) N/A (b)
INSIGHT ENTERPRISES INC COMMON STOCKS 45765U10 231,321.00 3,900.00 (c) N/A (c)
INSIGNIA FINANCIAL GROUP INC COMMON STOCKS 45767A10 10,000.00 1,000.00 (a) N/A (a)
INSIGHT COMMUNICATIONS COMPANY INC COMMON STOCKS 45768V10 4,490,625.00 287,400.00 (a) N/A (a)
INSIGHT COMMUNICATIONS COMPANY INC COMMON STOCKS 45768V10 4,348,438.00 278,300.00 (a) N/A (c)
INSPIRE INSURANCE SOLUTIONS INC COMMON STOCKS 45773210 240,000.00 80,000.00 (a) N/A (c)
INSTRUMENTARIUM CORP ADR COMMON STOCKS 45780520 44,100.00 3,600.00 (a) N/A (a)
INTEGRATED HEALTH CARE PREFERREDS 45797420 - 869.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 293,388.00 4,900.00 (a) N/A (a)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 125,738.00 2,100.00 (a) N/A (b)
INTEGRATED DEVICE TECHNOLOGY COMMON STOCKS 45811810 1,808,225.00 30,200.00 (a) N/A (c)
INTEGRATED ELECTRICAL SERVICES INC COMMON STOCKS 45811E10 26.00 5.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 178,999,541.00 1,338,938.00 (a) N/A (a)
INTEL CORP COMMON STOCKS 45814010 60,266,325.00 450,800.00 (a) N/A (b)
INTEL CORP COMMON STOCKS 45814010 52,539,200.00 393,000.00 (a) N/A (c)
INTEL CORP COMMON STOCKS 45814010 25,697,144.00 192,218.00 (c) N/A (a)
INTEL CORP COMMON STOCKS 45814010 15,081,554.00 112,812.00 (c) N/A (b)
INTEL CORP COMMON STOCKS 45814010 372,990.00 2,790.00 (c) N/A (c)
INTERLOGIC TRACE INC. CMN STK COMMON STOCKS 45815W10 - 762,486.00 (a) N/A (a)
INTERLOGIC TRACE INC. PFD 10% PREFERREDS 45815W20 - 123,925.00 (a) N/A (a)
INTERACT SYSTEMS INC WARRANTS WARRANTS 45816F11 - 3,250.00 (a) N/A (a)
INTER ACT ELECTR WTS(144A) WARRANTS 45816F14 38.00 3,750.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 8,031.00 500.00 (a) N/A (a)
INTER-TEL INC COMMON STOCKS 45837210 33,731.00 2,100.00 (a) N/A (b)
INTERACT COMMERCE CORP COMMON STOCKS 45839Y10 1,603,122.00 135,714.00 (a) N/A (a)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 89,440.00 5,400.00 (a) N/A (a)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 33,125.00 2,000.00 (a) N/A (b)
INTERDIGITAL COMM CORP COMMON STOCKS 45866A10 399,168.00 24,100.00 (c) N/A (c)
INTERGROUP CORP COMMON STOCKS 45868510 50,616.00 2,812.00 (a) N/A (a)
INTERIM SERVICES INC COMMON STOCKS 45868P10 63,900.00 3,600.00 (a) N/A (b)
INTERIM SERVICES CONV SUB NTS CONVERTIBLES 45868PAA 798,850.00 1,040.00 (a) N/A (a)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 11,567,131.00 276,230.00 (a) N/A (a)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 502,500.00 12,000.00 (a) N/A (b)
INTERLINK ELECTRONICS INC COMMON STOCKS 45875110 3,412,812.00 81,500.00 (a) N/A (c)
INTERMAGNETICS GENERAL CORP COMMON STOCKS 45877110 19.00 1.00 (c) N/A (b)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 3,448,085.00 115,902.01 (a) N/A (a)
INTERMEDIA COMMUNICATIONS COMMON STOCKS 45880110 9,681,245.00 325,420.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 30,283,029.00 276,399.00 (a) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 11,903,746.00 108,648.00 (a) N/A (b)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 586,160.00 5,350.00 (a) N/A (c)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 3,747,038.00 34,200.00 (c) N/A (a)
INTL BUSINESS MACHINES COMMON STOCKS 45920010 543,101.00 4,957.00 (c) N/A (b)
INTL FLAVORS & FRAGRANCES COMMON STOCKS 45950610 51,319.00 1,700.00 (a) N/A (a)
INTL FLAVORS & FRAGRANCES COMMON STOCKS 45950610 3,019.00 100.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 293,344.00 14,000.00 (a) N/A (b)
INTERNATIONAL HOME OF FOODS INC COMMON STOCKS 45965510 12,572.00 600.00 (c) N/A (b)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 (262,350.00) (9,900.00) (a) N/A (a)
INTL GAME TECHNOLOGY COMMON STOCKS 45990210 610.00 23.00 (c) N/A (b)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 492,719.00 16,527.00 (a) N/A (a)
INTERNATIONAL PAPER CO COMMON STOCKS 46014610 1,491.00 50.00 (c) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 8,260,843.00 223,171.00 (a) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 1,173,395.00 31,700.00 (a) N/A (b)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 44,419.00 1,200.00 (c) N/A (a)
INTERNET CAPITAL GROUP COMMON STOCKS 46059C10 105,495.00 2,850.00 (c) N/A (b)
INTERNET PICTURES CORP COMMON STOCKS 46059S10 1,389,156.00 91,845.00 (a) N/A (a)
INTERNET INITIATIVE JAPAN ADR COMMON STOCKS 46059T10 79,626,075.00 1,343,900.00 (a) N/A (a)
INTERNET INFRASTRUCTURE HOLD DEPOSTRY RCPTS 46059V10 18,731.00 300.00 (c) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 2,674,600.00 62,200.00 (a) N/A (a)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 825,600.00 19,200.00 (a) N/A (b)
INTERPUBLIC GROUP COS INC COMMON STOCKS 46069010 34,400.00 800.00 (c) N/A (b)
INTERPUBLIC GROUP CONV SUB NTS CONVERTIBLES 460690AJ 832,050.00 860.00 (a) N/A (a)
INTERSIL HOLDING CORP COMMON STOCKS 46069S10 8,271,562.00 153,000.00 (a) N/A (a)
INTERSIL HOLDING CORP COMMON STOCKS 46069S10 432,500.00 8,000.00 (a) N/A (c)
INTRANET SOLUTIONS INC COMMON STOCKS 46093930 12,343,511.00 321,655.00 (a) N/A (a)
INTRANET SOLUTIONS INC COMMON STOCKS 46093930 364,562.00 9,500.00 (a) N/A (c)
INTERNET.COM LLC COMMON STOCKS 46096710 33,469.00 1,700.00 (a) N/A (a)
INTERWORLD CORP COMMON STOCKS 46114Q10 71,750.00 3,500.00 (a) N/A (a)
INTERWOVEN INC COMMON STOCKS 46114T10 4,529,800.00 41,180.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 1,224,000.00 61,200.00 (a) N/A (a)
INTIMATE BRANDS INC COMMON STOCKS 46115610 4,200.00 210.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 4,822,753.00 116,562.00 (a) N/A (a)
INTUIT INC COMMON STOCKS 46120210 808,509.00 19,541.00 (a) N/A (b)
INTUIT INC COMMON STOCKS 46120210 74,475.00 1,800.00 (a) N/A (c)
INTUIT INC COMMON STOCKS 46120210 251,974.00 6,090.00 (c) N/A (a)
INTUIT INC COMMON STOCKS 46120210 800,027.00 19,336.00 (c) N/A (b)
INTRUSION.COM INC COMMON STOCKS 46121E10 311,094.00 27,500.00 (a) N/A (a)
INTRUSION.COM INC COMMON STOCKS 46121E10 45,250.00 4,000.00 (a) N/A (c)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 12,738,750.00 322,500.00 (a) N/A (a)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 3,041,500.00 77,000.00 (a) N/A (c)
INVESTMENT TECHNOLOGY GROUP COMMON STOCKS 46145F10 19,750.00 500.00 (c) N/A (b)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 10,614,303.00 168,481.00 (a) N/A (a)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 882,000.00 14,000.00 (a) N/A (b)
IONA TECHNOLOGIES PLC SPON ADR COMMON STOCKS 46206P10 4,214,700.00 66,900.00 (a) N/A (c)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 81,200.00 5,600.00 (a) N/A (a)
ISIS PHARMACEUTICALS INC COMMON STOCKS 46433010 458,200.00 31,600.00 (c) N/A (c)
ISLE OF CAPRIS CASINOS INC COMMON STOCKS 46459210 270,297.00 19,929.00 (a) N/A (a)
ISLE OF CAPRI CASINO WTS WARRANTS 46459211 17,477.00 3,528.00 (a) N/A (a)
ISPAT INTERNATIONAL NV NY REG SHS COMMON STOCKS 46489910 3,800.00 400.00 (c) N/A (b)
ITALY FUND INC EQUITY FUNDS 46539510 90,625.00 5,000.00 (c) N/A (a)
ITALY FUND INC EQUITY FUNDS 46539510 253,750.00 14,000.00 (c) N/A (b)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 37,163.00 600.00 (a) N/A (a)
ITO YOKADO CO LTD SPON ADR COMMON STOCKS 46571430 12,388.00 200.00 (c) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 76,587,753.00 734,542.00 (a) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 52,133.00 500.00 (a) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 2,272,996.00 21,800.00 (a) N/A (c)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 20,853.00 200.00 (c) N/A (a)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 41,706.00 400.00 (c) N/A (b)
I2 TECHNOLOGIES INC. COMMON STOCKS 46575410 25,263,652.00 242,300.00 (c) N/A (c)
IVAX CORP COMMON STOCKS 46582310 22,573,219.00 552,250.00 (a) N/A (a)
IVAX CORP COMMON STOCKS 46582310 4,088.00 100.00 (a) N/A (b)
IVAX CORP COMMON STOCKS 46582310 48,142,575.00 1,177,800.00 (a) N/A (c)
IVEX PACKAGING CORP COMMON STOCKS 46585510 5,030,625.00 402,450.00 (a) N/A (c)
IVILLAGE INC COMMON STOCKS 46588H10 674,519.00 79,943.00 (a) N/A (a)
IXYS CORP-DEL COMMON STOCKS 46600W10 96,128.00 1,801.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 81,421,498.00 679,220.00 (a) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 4,216,603.00 35,175.00 (a) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 58,900,581.00 491,350.00 (a) N/A (c)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 17,981.00 150.00 (c) N/A (a)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 5,394.00 45.00 (c) N/A (b)
JDS UNIPHASE CORP COMMON STOCKS 46612J10 1,066,888.00 8,900.00 (c) N/A (c)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 11,537,175.00 601,286.00 (a) N/A (a)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 244,641.00 12,750.00 (a) N/A (b)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 520,365.00 27,120.00 (a) N/A (c)
JDA SOFTWARE GROUP INC COMMON STOCKS 46612K10 19,188.00 1,000.00 (c) N/A (b)
J.SAINSBURY PLC SPONSORED ADR COMMON STOCKS 46624910 126,775.00 6,981.00 (a) N/A (a)
JBL CIRCUIT INC COMMON STOCKS 46631310 59,597.00 1,200.00 (a) N/A (a)
JAB HLDG CMN STK COMMON STOCKS 46636#$A 1,900,477.00 410,914.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 132,975.00 5,400.00 (a) N/A (a)
JACK IN THE BOX INC COMMON STOCKS 46636710 925,900.00 37,600.00 (c) N/A (c)
JAPAN OTC EQUITY FUND INC CLOSED END FUNDS 47109110 1,203,327.00 126,666.00 (c) N/A (c)
JARDINE FLEMING INDIA FUND INC EQUITY FUNDS 47111210 4,500.00 400.00 (c) N/A (b)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 20,188.00 1,000.00 (c) N/A (b)
JEFFERIES GROUP INC NEW COMMON STOCKS 47231910 270,519.00 13,400.00 (c) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 3,905,502.00 69,200.00 (a) N/A (a)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 213,052.00 3,775.00 (a) N/A (b)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 897,364.00 15,900.00 (a) N/A (c)
JEFFERSON-PILOT CORP COMMON STOCKS 47507010 84,656.00 1,500.00 (c) N/A (b)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 (119,598.00) (8,900.00) (a) N/A (a)
JOHNS MANVILLE CORP COMMON STOCKS 47812910 2,688.00 200.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 30,435,696.00 298,755.30 (a) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 7,656,314.00 75,154.00 (a) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 224,125.00 2,200.00 (a) N/A (c)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,587,625.00 25,400.00 (c) N/A (a)
JOHNSON & JOHNSON COMMON STOCKS 47816010 2,732,797.00 26,825.00 (c) N/A (b)
JOHNSON & JOHNSON COMMON STOCKS 47816010 60,106.00 590.00 (c) N/A (c)
JOHNSON CTLS INC COMMON STOCKS 47836610 171,897.00 3,350.00 (a) N/A (a)
JOHNSON CTLS INC COMMON STOCKS 47836610 4,130,656.00 80,500.00 (a) N/A (c)
SES TLMACE COMMON STOCKS 4788261 24,741.00 10,000.00 (a) N/A (a)
JONES PHARMA INC COMMON STOCKS 48023610 13,614,694.00 340,900.00 (a) N/A (a)
JONES PHARMA INC COMMON STOCKS 48023610 4,209,412.00 105,400.00 (a) N/A (c)
ESCROW JORDAN TELECOM PRODUCTS COMMON STOCKS 48076798 30,000.00 1,000.00 (a) N/A (a)
JOURNAL REGISTER CO COMMON STOCKS 48113810 1,460.00 80.00 (c) N/A (a)
JUNIPER NETWORKS COMMON STOCKS 48203R10 257,567,023.00 1,769,460.00 (a) N/A (a)
JUNIPER NETWORKS COMMON STOCKS 48203R10 130,597,219.00 897,190.00 (a) N/A (b)
JUNIPER NETWORKS COMMON STOCKS 48203R10 43,669.00 300.00 (a) N/A (c)
JUNIPER NETWORKS COMMON STOCKS 48203R10 43,669.00 300.00 (c) N/A (b)
JUNO ONLINE SERVICES INC COMMON STOCKS 48204810 2,150.00 200.00 (c) N/A (b)
KLA TENCOR CORP COMMON STOCKS 48248010 1,967,715.00 33,600.00 (a) N/A (a)
KLA TENCOR CORP COMMON STOCKS 48248010 52,706.00 900.00 (a) N/A (c)
KMC TELECOM HLDGS INC-144A WT WARRANTS 48256212 68,750.00 2,750.00 (a) N/A (a)
KMC TELECOM HLDGS INC-144A WT WARRANTS 48256212 6,250.00 250.00 (a) N/A (c)
K MART CORP COMMON STOCKS 48258410 32,312.00 4,700.00 (a) N/A (a)
K MART CORP COMMON STOCKS 48258410 17,031.00 2,500.00 (c) N/A (b)
KAMAN CORP CL A COMMON STOCKS 48354810 143,219.00 13,400.00 (a) N/A (a)
KAMAN CORP CL A COMMON STOCKS 48354810 570,739.00 53,400.00 (c) N/A (c)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 2,539,350.00 41,040.00 (a) N/A (a)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 549,017.00 8,873.00 (a) N/A (b)
KANA COMMUNICATIONS INC COMMON STOCKS 48360010 1,546.00 24.98 (c) N/A (b)
KANEB PIPELINE PARTNERS LP COMMON STOCKS 48416910 24,375.00 1,000.00 (c) N/A (a)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517010 14,134,317.00 159,372.00 (a) N/A (a)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517010 2,671,622.00 30,124.00 (a) N/A (b)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517010 13,578,056.00 153,100.00 (a) N/A (c)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517010 64,742.00 730.00 (c) N/A (a)
KANSAS CITY SOUTHN INDS INC COMMON STOCKS 48517010 266,062.00 3,000.00 (c) N/A (b)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 12,862.00 42.00 (a) N/A (a)
KAO CORP - UNSPONSORED ADR COMMON STOCKS 48553720 7,962.00 26.00 (c) N/A (c)
KAUFMAN & BROAD HOME COMMON STOCKS 48616810 21,794.00 1,100.00 (a) N/A (a)
KAYDON CORP COMMON STOCKS 48658710 413,700.00 19,700.00 (a) N/A (a)
KAYDON CORP COMMON STOCKS 48658710 1,411,200.00 67,200.00 (c) N/A (c)
KEANE INC COMMON STOCKS 48666510 (166,512.00) (7,700.00) (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 512,325.00 13,800.00 (a) N/A (a)
KEEBLER FOODS CO COMMON STOCKS 48725610 37,125.00 1,000.00 (a) N/A (b)
KEEBLER FOODS CO COMMON STOCKS 48725610 12,798,844.00 344,750.00 (a) N/A (c)
KEEBLER FOODS CO COMMON STOCKS 48725610 1,856.00 50.00 (c) N/A (b)
KELLOGG CO COMMON STOCKS 48783610 3,224,900.00 108,400.00 (a) N/A (a)
KELLOGG CO COMMON STOCKS 48783610 20,825.00 700.00 (c) N/A (b)
KEMPER NEW EUROPE FUND-M COMMON STOCKS 48841Y40 495,600.00 20,000.00 (a) N/A (a)
KENNAMETAL INC COMMON STOCKS 48917010 34,275.00 1,600.00 (c) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 17,878.00 600.00 (a) N/A (b)
KENT ELECTONICS CORP COMMON STOCKS 49055310 496,118.00 16,650.00 (a) N/A (c)
KENT ELECTONICS CORP COMMON STOCKS 49055310 310,055.00 10,400.00 (c) N/A (c)
KERR-MCGEE COMMON STOCKS 49238610 223,963.00 3,800.00 (a) N/A (a)
KERR-MCGEE COMMON STOCKS 49238610 5,681,575.00 96,400.00 (a) N/A (c)
KERR-MCGEE COMMON STOCKS 49238610 776,325.00 13,172.00 (c) N/A (b)
KEY ENERGY WARRANT WARRANTS 49291412 399,000.00 6,650.00 (a) N/A (a)
KEY ENERGY WARRANT WARRANTS 49291412 144,000.00 2,400.00 (a) N/A (c)
KEY ENERGY WARRANT WARRANTS 49291412 45,000.00 750.00 (c) N/A (c)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 2,716,100.00 3,460.00 (a) N/A (a)
KEY ENERGY SVCS CNV SUB NOTES CONVERTIBLES 492914AF 1,020,500.00 1,300.00 (a) N/A (c)
KEYCORP COMMON STOCKS 49326710 14,100.00 800.00 (a) N/A (a)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 519,675.00 16,900.00 (a) N/A (a)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 13,868.00 451.00 (a) N/A (b)
KEYSPAN CORPORATION COMMON STOCKS 49337W10 4,612.00 150.00 (c) N/A (b)
KEYSTONE FINANCIAL INC COMMON STOCKS 49348210 10,625.00 500.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 15,563.00 600.00 (a) N/A (a)
KILROY REALTY CORP COMMON STOCKS 49427F10 51,876.00 2,000.00 (a) N/A (c)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 9,588,223.00 167,115.00 (a) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 347,807.00 6,062.00 (a) N/A (b)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 1,204,416.00 20,992.00 (c) N/A (a)
KIMBERLY-CLARK CORP COMMON STOCKS 49436810 33,622.00 586.00 (c) N/A (b)
KIMCO REALTY CORP COMMON STOCKS 49446R10 418,200.00 10,200.00 (a) N/A (a)
KIMCO REALTY CORP COMMON STOCKS 49446R10 159,961.00 3,900.00 (a) N/A (b)
KINDER MORGAN ENERGY PARTNERS COMMON STOCKS 49455010 3,994.00 100.00 (a) N/A (b)
KINDER MORGAN ENERGY PARTNERS COMMON STOCKS 49455010 7,988.00 200.00 (c) N/A (b)
KINDER MORGAN INC COMMON STOCKS 49455P10 6,843,011.00 197,900.00 (a) N/A (a)
KINDER MORGAN INC COMMON STOCKS 49455P10 68,810.00 1,990.00 (a) N/A (b)
KINDER MORGAN INC COMMON STOCKS 49455P10 2,565,697.00 74,200.00 (a) N/A (c)
KING PHARMACEUTICALS INC. COMMON STOCKS 49558210 19,698.00 450.00 (a) N/A (a)
KING PHARMACEUTICALS INC. COMMON STOCKS 49558210 144,452.00 3,300.00 (a) N/A (b)
KIRIN BREWERY CO UNSP ADR COMMON STOCKS 49735020 12,725.00 100.00 (a) N/A (a)
KIRIN BREWERY CO UNSP ADR COMMON STOCKS 49735020 25,450.00 200.00 (c) N/A (c)
KNIGHT RIDDER INC COMMON STOCKS 49904010 2,106,245.00 39,600.00 (a) N/A (a)
KNIGHT TRADING GROUP INC COMMON STOCKS 49906310 1,491.00 50.00 (a) N/A (a)
KNIGHT TRADING GROUP INC COMMON STOCKS 49906310 1,491.00 50.00 (c) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 3,309,688.00 59,500.00 (a) N/A (a)
KOHL'S CORP COMMON STOCKS 50025510 650,812.00 11,700.00 (a) N/A (b)
KOHL'S CORP COMMON STOCKS 50025510 13,350,000.00 240,000.00 (a) N/A (c)
KOHL'S CORP COMMON STOCKS 50025510 178,000.00 3,200.00 (c) N/A (b)
KONINKLIJKE AHOLD NV SPONS ADR COMMON STOCKS 50046730 18,320.00 625.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 210,383.00 4,432.00 (a) N/A (a)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 166,710.00 3,512.00 (a) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 209,623.00 4,416.00 (a) N/A (c)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 4,747.00 100.00 (c) N/A (b)
KONINKLIJKE PHILIPS ELECTRONIC COMMON STOCKS 50047220 37,595.00 792.00 (c) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 8,450,504.00 458,320.00 (a) N/A (a)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 390,332.00 21,170.00 (a) N/A (c)
KOREA ELECTRIC POWER ADR COMMON STOCKS 50063110 5,180,709.00 280,980.00 (c) N/A (c)
KOREA FUND INC COMMON STOCKS 50063410 548,457.00 39,000.00 (a) N/A (a)
KOREA FUND INC COMMON STOCKS 50063410 168,756.00 12,000.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 14,841,600.00 309,200.00 (a) N/A (a)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 1,459,200.00 30,400.00 (a) N/A (c)
KOREA TELECOM CORP SPON ADR COMMON STOCKS 50063P10 6,518,400.00 135,800.00 (c) N/A (c)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 424,619.00 13,400.00 (a) N/A (a)
KORN FERRY INTERNATIONAL COMMON STOCKS 50064320 4,474,346.00 141,200.00 (c) N/A (c)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 1,413,500.00 88,000.00 (a) N/A (a)
KOS PHARMACEUTICALS INC COMMON STOCKS 50064810 345,344.00 21,500.00 (a) N/A (c)
KRISPY KREME DOUGHNUTS INC COMMON STOCKS 50101410 66,150.00 900.00 (a) N/A (a)
KRISPY KREME DOUGHNUTS INC COMMON STOCKS 50101410 36,750.00 500.00 (a) N/A (b)
KROGER CO COMMON STOCKS 50104410 2,985,123.00 135,300.00 (a) N/A (a)
KROGER CO COMMON STOCKS 50104410 1,070,056.00 48,500.00 (a) N/A (c)
KULICKE & SOFFA INDUSTRIES INC COMMON STOCKS 50124210 445,312.00 7,500.00 (a) N/A (c)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 5,154.00 30.00 (a) N/A (a)
KYOCERA CORP - SPON ADR COMMON STOCKS 50155620 34,363.00 200.00 (c) N/A (c)
LJL BIOSYSTEMS INC COMMON STOCKS 50187310 126,577.00 6,533.00 (a) N/A (a)
LJL BIOSYSTEMS INC COMMON STOCKS 50187310 126,577.00 6,533.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 1,271,938.00 23,500.00 (a) N/A (a)
LSI LOGIC CORP COMMON STOCKS 50216110 189,438.00 3,500.00 (a) N/A (b)
LSI LOGIC CORP COMMON STOCKS 50216110 21,650.00 400.00 (c) N/A (b)
L-3 COMMUNICATIONS CORP COMMON STOCKS 50242410 14,275.00 250.00 (a) N/A (a)
LVMH MOET HENNESSY LOUIS COMMON STOCKS 50244120 333,332.00 3,992.00 (a) N/A (a)
LA-Z-BOY INC COMMON STOCKS 50533610 1,479,349.00 105,550.00 (a) N/A (c)
LABORATORY CORP OF AMERICA HOLDINGS COMMON STOCKS 50540R40 1,665,562.00 21,600.00 (a) N/A (c)
LABRANCHE & COMPANY COMMON STOCKS 50544710 35,938.00 2,500.00 (a) N/A (a)
LABRANCHE & COMPANY COMMON STOCKS 50544710 727,375.00 50,600.00 (a) N/A (c)
MALACCA DYNAMIC FUND CLOSED END FUNDS 5116690 538,120.00 500.00 (c) N/A (c)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 1,992,398.00 46,000.00 (a) N/A (a)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 108,281.00 2,500.00 (a) N/A (c)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 12,994.00 300.00 (c) N/A (b)
LAMAR ADVERTISING CO CL-A COMMON STOCKS 51281510 51,109.00 1,180.00 (c) N/A (c)
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.NEW CMN COMMON STOCKS 51362820 - 347,074.00 (a) N/A (a)
LAMONTS APPAREL INC. WARRENT WARRANTS 51362898 - 205,945.00 (a) N/A (a)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 3,037,688.00 51,000.00 (a) N/A (c)
LANDSTAR SYSTEM INC. COMMON STOCKS 51509810 345,465.00 5,800.00 (c) N/A (c)
PLIVA D.D. GDR REG S COMMON STOCKS 5174706 66,080.00 6,400.00 (a) N/A (a)
PLIVA D.D. GDR REG S COMMON STOCKS 5174706 911,698.00 88,300.00 (c) N/A (c)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 474,512.00 31,900.00 (a) N/A (a)
THE LATIN AMERICA INVT FUND COMMON STOCKS 51827910 5,251.00 353.00 (c) N/A (b)
THE LATIN AMERICA EQUITY FUND COMMON STOCKS 51827T10 694,200.00 53,400.00 (a) N/A (a)
LATITUDE COMMUNICATIONS INC COMMON STOCKS 51829210 6,751,444.00 603,481.00 (a) N/A (a)
LATTICE SEMICONDUCTOR CORP COMMON STOCKS 51841510 16,113,729.00 233,110.00 (a) N/A (a)
LATTICE SEMICONDUCTOR CORP COMMON STOCKS 51841510 43,568,796.00 630,290.00 (a) N/A (c)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,067,750.00 21,600.00 (a) N/A (a)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 1,399,232.00 28,312.00 (a) N/A (b)
ESTEE LAUDER CO CL-A COMMON STOCKS 51843910 49,422.00 1,000.00 (c) N/A (b)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 2,505,100.00 53,300.00 (a) N/A (a)
LEAP WIRELESS INTL INC COMMON STOCKS 52186310 11,750.00 250.00 (a) N/A (b)
LEAR CORPORATION COMMON STOCKS 52186510 (172,000.00) (8,600.00) (a) N/A (a)
LEARN2.COM INC COMMON STOCKS 52200210 12,000.00 6,095.00 (a) N/A (b)
LECHTERS INC COMMON STOCKS 52323810 51,250.00 40,000.00 (c) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 11,656.00 500.00 (a) N/A (a)
LEE ENTERPRISES INC COMMON STOCKS 52376810 303,062.00 13,000.00 (a) N/A (b)
LEE ENTERPRISES INC COMMON STOCKS 52376810 69,938.00 3,000.00 (c) N/A (a)
LEGAL & GENERAL GROUP SPON ADR COMMON STOCKS 52463H10 100,534.00 8,600.00 (a) N/A (a)
LEGATO SYSTEMS INC COMMON STOCKS 52465110 121,182.00 8,012.00 (a) N/A (a)
LEGGETT & PLATT INC COMMON STOCKS 52466010 6,600.00 400.00 (a) N/A (a)
LEGG MASON INC COMMON STOCKS 52490110 385,000.00 7,700.00 (a) N/A (a)
LEGG MASON INC COMMON STOCKS 52490110 705,551.00 14,100.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 24,335,109.00 257,250.00 (a) N/A (a)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 4,916,777.00 51,995.00 (a) N/A (b)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 55,962,200.00 591,800.00 (a) N/A (c)
LEHMAN BROTHERS HLDG INC COMMON STOCKS 52490810 85,106.00 900.00 (c) N/A (b)
LENNAR CORP COMMON STOCKS 52605710 5,121,123.00 252,700.00 (a) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 19,801,542.00 977,100.00 (a) N/A (c)
LENNAR CORP COMMON STOCKS 52605710 1,824.00 90.00 (c) N/A (a)
LENNAR CORP COMMON STOCKS 52605710 141,859.00 7,000.00 (c) N/A (b)
LENNOX INTERNATIONAL INC COMMON STOCKS 52610710 40.00 3.00 (a) N/A (b)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 3,599,200.00 40,900.00 (a) N/A (a)
LEVEL 3 COMMUNICATIONS INC COMMON STOCKS 52729N10 17,600.00 200.00 (c) N/A (b)
LEXMARK INTERNATIONAL INC COMMON STOCKS 52977110 3,369,225.00 50,100.00 (a) N/A (a)
LEXMARK INTERNATIONAL INC COMMON STOCKS 52977110 121,050.00 1,800.00 (a) N/A (b)
LEXMARK INTERNATIONAL INC COMMON STOCKS 52977110 13,450.00 200.00 (a) N/A (c)
LIBBEY INC. COMMON STOCKS 52989810 247,362.00 7,700.00 (a) N/A (a)
LIBBEY INC. COMMON STOCKS 52989810 504,362.00 15,700.00 (c) N/A (c)
LIBERATE TECHNOLOGIES INC COMMON STOCKS 53012910 6,156.00 210.00 (c) N/A (b)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 36,000.00 60,000.00 (a) N/A (a)
NIZHNEKAMSKSHINA $US COMMON STOCKS 5302400 180,000.00 300,000.00 (a) N/A (c)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 903,000.00 30,100.00 (a) N/A (a)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 468,000.00 15,600.00 (a) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 5,850.00 195.00 (c) N/A (b)
LIBERTY DIGITAL INC CLS A COMMON STOCKS 53043610 30,000.00 1,000.00 (c) N/A (c)
LIBERTY LIVEWIRE CORP CL A COMMON STOCKS 53070910 1,967.00 28.00 (a) N/A (b)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 1,337,225.00 60,100.00 (a) N/A (a)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 1,773,325.00 79,700.00 (a) N/A (c)
LIFEPOINT HOSPITALS INC COMMON STOCKS 53219L10 44.00 2.00 (c) N/A (b)
LIGAND PHARMACEUTICALS CL-B COMMON STOCKS 53220K20 158.00 12.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 136,441,734.00 1,366,125.00 (a) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 10,815,264.00 108,288.00 (a) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 46,002,425.00 460,600.00 (a) N/A (c)
LILLY ELI & CO COMMON STOCKS 53245710 1,507,114.00 15,090.00 (c) N/A (a)
LILLY ELI & CO COMMON STOCKS 53245710 1,504,717.00 15,066.00 (c) N/A (b)
LILLY ELI & CO COMMON STOCKS 53245710 28,764,000.00 288,000.00 (c) N/A (c)
LIMITED INC COMMON STOCKS 53271610 147,050.00 6,800.00 (a) N/A (a)
LIMITED INC COMMON STOCKS 53271610 51,900.00 2,400.00 (a) N/A (b)
JEWEL RECOVERY L.P. COMMON STOCKS 532999BW - 1,674,299.22 (a) N/A (a)
LINCOLN NATIONAL CONVERTIBLE SECURITIES EQUITY FUNDS 53418310 31,096.00 1,664.00 (a) N/A (b)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 1,553,375.00 43,000.00 (a) N/A (a)
LINCOLN NATIONAL CORP.INDIANA COMMON STOCKS 53418710 20,551,512.00 568,900.00 (a) N/A (c)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,374,665.00 21,500.00 (a) N/A (a)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 997,425.00 15,600.00 (a) N/A (b)
LINEAR TECHNOLOGY CORP COMMON STOCKS 53567810 1,739,100.00 27,200.00 (c) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 8,560,650.00 315,600.00 (a) N/A (a)
LINENS 'N THINGS INC COMMON STOCKS 53567910 336,350.00 12,400.00 (a) N/A (c)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 3,468,390.00 82,550.00 (a) N/A (a)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 15,062,602.00 358,500.00 (a) N/A (c)
LITTON INDUSTRIES INC COMMON STOCKS 53802110 420.00 10.00 (c) N/A (b)
LIZ CLAIBORNE INC COMMON STOCKS 53932010 3,525.00 100.00 (a) N/A (a)
LLOYDS TSB GROUP PLC SP ADR COMMON STOCKS 53943910 219,285.00 5,500.00 (a) N/A (a)
LOJACK CORP COMMON STOCKS 53945110 2,236,650.00 322,400.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 109,415,405.00 4,409,600.00 (a) N/A (a)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 254,824.00 10,270.00 (a) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 2,267,908.00 91,400.00 (a) N/A (c)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 1,786.00 72.00 (c) N/A (b)
LOCKHEED MARTIN CORP COMMON STOCKS 53983010 31,569,580.00 1,272,300.00 (c) N/A (c)
LOEWS CORP COMMON STOCKS 54042410 5,538,000.00 92,300.00 (a) N/A (a)
LOEWS CORP COMMON STOCKS 54042410 572,760.00 9,546.00 (a) N/A (b)
LOWES CORP SUB NOTE EXCH INTO SHS CONVERTIBLES 540424AL 16,750.00 20,000.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 33,308.00 6,125.00 (a) N/A (a)
LOG ON AMERICA INC COMMON STOCKS 54047310 5,438.00 1,000.00 (a) N/A (c)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 208,125.00 4,500.00 (a) N/A (a)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 79,319.00 1,715.00 (a) N/A (b)
LONE STAR TECHNOLOGIES INC COMMON STOCKS 54231210 726,125.00 15,700.00 (c) N/A (c)
LONGS DRUG STORES INC COMMON STOCKS 54316210 2,175.00 100.00 (a) N/A (a)
LOUISIANA PAC CORP COMMON STOCKS 54634710 2,175.00 200.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 362,454.00 8,800.00 (a) N/A (a)
LOWES COMPANIES COMMON STOCKS 54866110 16,425.00 400.00 (a) N/A (c)
LUBRIZOL CORP COMMON STOCKS 54927110 1,259.00 60.00 (a) N/A (a)
LUBRIZOL CORP COMMON STOCKS 54927110 1,198,208.00 57,100.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 152,720,246.00 2,601,618.00 (a) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 12,693,523.00 217,681.00 (a) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,144,244.00 36,500.00 (a) N/A (c)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 1,965,598.00 33,708.00 (c) N/A (a)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 2,112,195.00 36,222.00 (c) N/A (b)
LUCENT TECHNOLOGIES INC COMMON STOCKS 54946310 33,065,675.00 562,820.00 (c) N/A (c)
LUMISYS CORP COMMON STOCKS 55027410 570.00 190.00 (c) N/A (b)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 36,562.00 3,000.00 (a) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 390,000.00 32,000.00 (c) N/A (a)
LUXOTTICA GROUP SPA SPONSORED ADR COMMON STOCKS 55068R20 134,062.00 11,000.00 (c) N/A (b)
LYCOS INC COMMON STOCKS 55081810 3,646,296.00 67,524.00 (a) N/A (a)
LYCOS INC COMMON STOCKS 55081810 2,359,260.00 43,690.00 (a) N/A (b)
LYCOS INC COMMON STOCKS 55081810 70,740.00 1,310.00 (c) N/A (c)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 13,399,165.00 281,717.00 (a) N/A (a)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 642,094.00 13,500.00 (a) N/A (b)
LYNX THERAPEUTICS INC COMMON STOCKS 55181230 20,123,694.00 423,100.00 (a) N/A (c)
MBIA INC COMMON STOCKS 55262C10 6,568,024.00 136,300.00 (a) N/A (a)
MBIA INC COMMON STOCKS 55262C10 86,738.00 1,800.00 (a) N/A (b)
MBIA INC COMMON STOCKS 55262C10 21,443,438.00 445,000.00 (a) N/A (c)
MBNA CORPORATION COMMON STOCKS 55262L10 4,828,250.00 178,000.00 (a) N/A (a)
MBNA CORPORATION COMMON STOCKS 55262L10 878,850.00 32,400.00 (a) N/A (b)
MBNA CORPORATION COMMON STOCKS 55262L10 6,507,288.00 239,900.00 (a) N/A (c)
MCN CORP COMMON STOCKS 55267J10 281,073.00 13,140.00 (a) N/A (b)
MFS MULTIMARKET INCOME TRUST SBI FXD INCOME FUNDS 55273710 1,238.00 200.00 (a) N/A (a)
MGIC INVESTMENT CORPORATION COMMON STOCKS 55284810 (304,850.00) (6,700.00) (a) N/A (a)
MMC NETWORKS INC COMMON STOCKS 55308N10 4,483,299.00 83,898.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 9,973,175.00 148,300.00 (a) N/A (a)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 309,350.00 4,600.00 (a) N/A (b)
MRV COMMUNICATIONS INC COMMON STOCKS 55347710 25,131,325.00 373,700.00 (a) N/A (c)
M.S. CARRIERS INC COMMON STOCKS 55353310 1,287,753.00 73,064.00 (a) N/A (c)
MACROMEDIA INC COMMON STOCKS 55610010 2,549,939.00 26,373.00 (a) N/A (a)
MACROMEDIA INC COMMON STOCKS 55610010 1,498,656.00 15,500.00 (a) N/A (c)
MACROMEDIA INC COMMON STOCKS 55610010 48,344.00 500.00 (c) N/A (b)
MACRONIX INTL CO ADR COMMON STOCKS 55610310 86,582.00 3,387.00 (a) N/A (a)
MAGAININ PHARMACEUTICALS INC COMMON STOCKS 55903610 231.00 50.00 (c) N/A (b)
MAGNA INTL INC CONV CONVERTIBLES 559222AG 1,496,648.00 1,640.00 (a) N/A (a)
MAIL.COM INC COMMON STOCKS 56031110 1,138.00 200.00 (c) N/A (b)
MAIL-WELL HLDG 144A COMMON STOCKS 56032190 275,638.00 31,958.00 (a) N/A (a)
MAINE PUBLIC SERVICE CO COMMON STOCKS 56048310 815.00 40.00 (a) N/A (b)
MALLINCKRODT GROUP INC COMMON STOCKS 56123210 109,677.00 2,525.00 (a) N/A (a)
MAMAMEDIA PRIVATE PLACEMENT COMMON STOCKS 56146E9A 999,994.00 185,184.00 (a) N/A (a)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 5,214,000.00 260,700.00 (a) N/A (a)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 242,000.00 12,100.00 (a) N/A (b)
MANDALAY RESORT GROUP COMMON STOCKS 56256710 7,474,000.00 373,700.00 (a) N/A (c)
MANITOWOC CO INC COMMON STOCKS 56357110 232,725.00 8,700.00 (c) N/A (c)
MANNESMANN AG SPONSORED ADR COMMON STOCKS 56377530 47,546.00 200.00 (c) N/A (c)
MANOR CARE INC COMMON STOCKS 56405510 23,534.00 3,362.00 (a) N/A (a)
MANOR CARE INC COMMON STOCKS 56405510 700.00 100.00 (a) N/A (b)
MANOR CARE INC COMMON STOCKS 56405510 14,000.00 2,000.00 (a) N/A (c)
MANPOWER INC-WIS COMMON STOCKS 56418H10 970,662.00 30,348.00 (a) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 431,789.00 13,500.00 (a) N/A (b)
MANPOWER INC-WIS COMMON STOCKS 56418H10 263,871.00 8,250.00 (c) N/A (a)
MANPOWER INC-WIS COMMON STOCKS 56418H10 291,698.00 9,120.00 (c) N/A (b)
MANSUR INDUSTRIES INC COMMON STOCKS 56449110 364,301.00 135,554.00 (a) N/A (c)
MANUFACTURERS SERVICES LTD COMMON STOCKS 56500510 512,019.00 24,900.00 (a) N/A (a)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 26,618,094.00 569,371.00 (a) N/A (a)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 906,950.00 19,400.00 (a) N/A (b)
MANUGISTICS GROUP INC COMMON STOCKS 56501110 30,990,575.00 662,900.00 (a) N/A (c)
MARCHFIRST INC COMMON STOCKS 56624410 667,713.00 36,587.00 (a) N/A (a)
MARCHFIRST INC COMMON STOCKS 56624410 1,825.00 100.00 (c) N/A (b)
MARCHFIRST INC COMMON STOCKS 56624410 1,578,625.00 86,500.00 (c) N/A (c)
MARCONI PLC - UNSPONSORED ADR COMMON STOCKS 56630610 347,172.00 26,685.00 (a) N/A (a)
MARIMBA INC COMMON STOCKS 56781Q10 4,054,642.00 290,916.00 (a) N/A (a)
MARIMBA INC COMMON STOCKS 56781Q10 189,550.00 13,600.00 (a) N/A (b)
MARIMBA INC COMMON STOCKS 56781Q10 6,014,031.00 431,500.00 (a) N/A (c)
MARINE TRANSPORT CORP COMMON STOCKS 56791210 1,194.00 490.00 (c) N/A (b)
MARITRANS INC COMMON STOCKS 57036310 3,031.00 500.00 (c) N/A (a)
MARK IV INDUSTRIES INC COMMON STOCKS 57038710 793,250.00 38,000.00 (a) N/A (a)
MARKEL CORP COMMON STOCKS 57053510 99.00 0.70 (a) N/A (a)
RTS-MARKEL CORP COMMON STOCKS 57053511 5.00 0.70 (a) N/A (a)
RTS-MARKEL CORP COMMON STOCKS 57053511 4.00 0.62 (a) N/A (c)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 1,234,452.00 11,820.00 (a) N/A (a)
MARSH & MCLENNAN COS INC COMMON STOCKS 57174810 313,312.00 3,000.00 (a) N/A (b)
MARRIOTT INTL CLASS-A COMMON STOCKS 57190320 1,016,977.00 28,200.00 (a) N/A (a)
MARTIN MARIETTA MATERIALS INC COMMON STOCKS 57328410 4,935.00 122.00 (a) N/A (b)
MASCO CORP COMMON STOCKS 57459910 36,126.00 2,000.00 (a) N/A (a)
MASCO CORP COMMON STOCKS 57459910 3,612.00 200.00 (a) N/A (b)
MASCOTECH INC CONV SUB DEB CONVERTIBLES 574670AB 18,781.00 25,000.00 (a) N/A (b)
HON HAI PRECISION GDR REG-S COMMON STOCKS 5758218 2,322,500.00 92,900.00 (a) N/A (a)
HON HAI PRECISION GDR REG-S COMMON STOCKS 5758218 770,000.00 30,800.00 (c) N/A (c)
MASTEC INC COMMON STOCKS 57632310 267.00 7.00 (a) N/A (b)
MATRIXONE INC COMMON STOCKS 57685P30 81,534.00 2,007.00 (a) N/A (b)
MATSUSHITA ELEC INDL LTD ADR COMMON STOCKS 57687920 51,400.00 200.00 (c) N/A (c)
MATTEL INC COMMON STOCKS 57708110 2,225,235.00 168,738.00 (a) N/A (a)
MATTEL INC COMMON STOCKS 57708110 270,199.00 20,489.00 (a) N/A (b)
MATTEL INC COMMON STOCKS 57708110 1,282,590.00 97,258.00 (c) N/A (a)
MATTEL INC COMMON STOCKS 57708110 455,997.00 34,578.00 (c) N/A (b)
MAVESA SA SPONSORED ADR COMMON STOCKS 57771710 4,688.00 1,500.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 59,748,001.00 879,455.00 (a) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 8,856,672.00 130,365.00 (a) N/A (b)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 107,293,014.00 1,579,290.00 (a) N/A (c)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 726,931.00 10,700.00 (c) N/A (a)
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K10 353,275.00 5,200.00 (c) N/A (b)
MAXYGEN INC COMMON STOCKS 57777610 3,263,342.00 57,488.00 (a) N/A (a)
MAXYGEN INC COMMON STOCKS 57777610 133,399.00 2,350.00 (a) N/A (b)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 257,160.00 10,715.00 (a) N/A (a)
MAY DEPARTMENT STORES CO COMMON STOCKS 57777810 5,171,424.00 215,476.00 (a) N/A (c)
MAYTAG COMMON STOCKS 57859210 7,375.00 200.00 (a) N/A (a)
MAYTAG COMMON STOCKS 57859210 18,438.00 500.00 (c) N/A (b)
MCCAW INTL WTS WARRANTS 57947211 21,125.00 8,450.00 (a) N/A (a)
MCCAW INTL WTS WARRANTS 57947211 1,750.00 700.00 (a) N/A (c)
MC CRORY PARENT CORP CO OF NY COMMON STOCKS 57986910 - 41,133.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 14,541.00 1,650.00 (a) N/A (a)
MCDERMOTT INTL INC COMMON STOCKS 58003710 29,964.00 3,400.00 (a) N/A (c)
MCDERMOTT INTL INC COMMON STOCKS 58003710 1,322.00 150.00 (c) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 2,505,232.00 76,060.00 (a) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 1,741,966.00 52,887.00 (a) N/A (b)
MCDONALDS CORP COMMON STOCKS 58013510 52,701.00 1,600.00 (a) N/A (c)
MCDONALDS CORP COMMON STOCKS 58013510 464,419.00 14,100.00 (c) N/A (a)
MCDONALDS CORP COMMON STOCKS 58013510 678,512.00 20,600.00 (c) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 561,600.00 10,400.00 (a) N/A (a)
MCGRAW HILL INC COMMON STOCKS 58064510 270,000.00 5,000.00 (a) N/A (b)
MCGRAW HILL INC COMMON STOCKS 58064510 16,200.00 300.00 (c) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 232,412.00 11,100.00 (a) N/A (a)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 40,116.00 1,916.00 (a) N/A (b)
MCKESSON HBOC INCORPORATED COMMON STOCKS 58155Q10 62,814.00 3,000.00 (a) N/A (c)
MCLEOD INC COMMON STOCKS 58226610 91,470,900.00 4,421,549.00 (a) N/A (a)
MCLEOD INC COMMON STOCKS 58226610 113,781.00 5,500.00 (a) N/A (b)
MCLEOD INC COMMON STOCKS 58226610 24,927,920.00 1,204,975.00 (a) N/A (c)
MCMORAN EXPLORATION CO COMMON STOCKS 58241110 1,072.00 65.00 (a) N/A (a)
MEAD CORP COMMON STOCKS 58283410 5,088.00 200.00 (a) N/A (a)
MEDAREX INC COMMON STOCKS 58391610 14,094,600.00 166,800.00 (a) N/A (a)
MEDAREX INC COMMON STOCKS 58391610 625,300.00 7,400.00 (a) N/A (b)
MEDAREX INC COMMON STOCKS 58391610 23,812,100.00 281,800.00 (a) N/A (c)
MEDALLION FINANCIAL CORP COMMON STOCKS 58392810 3,088.00 200.00 (c) N/A (b)
MEDIA GENERAL INC CL A COMMON STOCKS 58440410 1,141,230.00 23,500.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 12,587,148.00 188,995.00 (a) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 522,348.00 7,900.00 (a) N/A (b)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 132,240.00 2,000.00 (c) N/A (a)
MEDIAONE GROUP INC COMMON STOCKS 58440J10 12,893.00 195.00 (c) N/A (b)
MEDIAONE GROUP 7.00% CNV PFD PREFERREDS 58440J50 1,656,400.00 40,400.00 (a) N/A (a)
MEDIA 100 INC COMMON STOCKS 58440W10 258.00 10.00 (c) N/A (b)
MEDIA METRIX INC COMMON STOCKS 58440X10 1,387,666.00 54,552.00 (a) N/A (a)
MEDIA METRIX INC COMMON STOCKS 58440X10 212,149.00 8,340.00 (a) N/A (b)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 5,109.00 150.00 (a) N/A (a)
MEDICAL MANAGER CORP COMMON STOCKS 58461U10 5,109.00 150.00 (a) N/A (b)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 16,475,002.00 288,958.00 (a) N/A (a)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 672,784.00 11,800.00 (a) N/A (b)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 22,236,094.00 390,000.00 (a) N/A (c)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 1,882.00 33.00 (c) N/A (b)
MEDICIS PHARMACEUTICAL CL A COMMON STOCKS 58469030 1,926,600.00 33,800.00 (c) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 158,829,530.00 2,146,345.00 (a) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 6,273,350.00 84,775.00 (a) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 17,182,800.00 232,200.00 (a) N/A (c)
MEDIMMUNE INC. COMMON STOCKS 58469910 3,907,200.00 52,800.00 (c) N/A (a)
MEDIMMUNE INC. COMMON STOCKS 58469910 29,526.00 399.00 (c) N/A (b)
MEDIMMUNE INC. COMMON STOCKS 58469910 56,980.00 770.00 (c) N/A (c)
MEDITRUST CORP. NEW COMMON STOCKS 58501T30 4,500.00 1,200.00 (a) N/A (a)
MEDITRUST CONV DEB CONVERTIBLES 58501TAC 1,750,000.00 2,000.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 29,858,614.00 599,420.00 (a) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 13,653,357.00 274,095.00 (a) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 6,779,601.00 136,102.40 (a) N/A (c)
MEDTRONIC INC COMMON STOCKS 58505510 973,834.00 19,550.00 (c) N/A (a)
MEDTRONIC INC COMMON STOCKS 58505510 4,455,280.00 89,441.00 (c) N/A (b)
MEDTRONIC INC COMMON STOCKS 58505510 408,467.00 8,200.00 (c) N/A (c)
MEGO FINANCIAL CORP COMMON STOCKS 58516230 4.00 1.00 (a) N/A (b)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 17,295,255.00 474,652.00 (a) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 3,038,159.00 83,380.00 (a) N/A (b)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 80,162.00 2,200.00 (a) N/A (c)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 5,841,806.00 160,324.00 (c) N/A (a)
MELLON FINANCIAL CORP COMMON STOCKS 58551A10 2,226,951.00 61,117.00 (c) N/A (b)
MEMOREX INTL NV WTS EXP1/28/99 COMMON STOCKS 58600599 - 87,495.00 (a) N/A (a)
MEMOREX TELEX NV EQUITY RTS COMMON STOCKS 58601199 - 2,729,872.00 (a) N/A (a)
MERCANTILE BANKSHARES CORP COMMON STOCKS 58740510 17,888.00 600.00 (a) N/A (a)
MERCANTILE BANKSHARES CORP COMMON STOCKS 58740510 26,831.00 900.00 (c) N/A (b)
MERCATOR SOFTWARE INC COMMON STOCKS 58758710 29,376,875.00 427,300.00 (a) N/A (a)
MERCATOR SOFTWARE INC COMMON STOCKS 58758710 6,723,750.00 97,800.00 (a) N/A (c)
MERCHANTS NEW YORK BANCORP INC COMMON STOCKS 58916710 52,456.00 3,052.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 55,727,983.00 727,282.00 (a) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 10,541,684.00 137,575.00 (a) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 2,377,061.00 31,022.00 (a) N/A (c)
MERCK & CO INC COMMON STOCKS 58933110 11,916,720.00 155,520.00 (c) N/A (a)
MERCK & CO INC COMMON STOCKS 58933110 2,553,145.00 33,320.00 (c) N/A (b)
MERCK & CO INC COMMON STOCKS 58933110 249,031.00 3,250.00 (c) N/A (c)
MERCURY GENERAL CORP COMMON STOCKS 58940010 2,467,631.00 104,450.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 13,818,319.00 142,825.00 (a) N/A (a)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 38,700.00 400.00 (a) N/A (b)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 32,631,356.00 337,275.00 (a) N/A (c)
MERCURY INTERACTIVE CORP COMMON STOCKS 58940510 1,993,050.00 20,600.00 (c) N/A (c)
MEREDITH CORP COMMON STOCKS 58943310 3,375.00 100.00 (a) N/A (a)
MEREDITH CORP COMMON STOCKS 58943310 16,875.00 500.00 (c) N/A (b)
MERISEL INC COMMON STOCKS 58984910 60.00 80.00 (c) N/A (b)
MERITOR AUTOMOTIVE INC COMMON STOCKS 59000G10 15,400.00 1,400.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 5,242,850.00 45,590.00 (a) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 2,150,500.00 18,700.00 (a) N/A (b)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 5,485,500.00 47,700.00 (c) N/A (a)
MERRILL LYNCH & CO INC COMMON STOCKS 59018810 287,500.00 2,500.00 (c) N/A (b)
MERRILL LYNCH CNV PFD 6.250% PREFERREDS 59018875 1,588,777.00 105,700.00 (a) N/A (a)
MERRILL LYNCH CONV NTS (TIL.A) CONVERTIBLES 590188A2 6,503,250.00 5,980.00 (a) N/A (a)
MESSAGEMEDIA INC COMMON STOCKS 59078710 13,300.00 3,800.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 5,755,200.00 479,600.00 (a) N/A (a)
METACREATIONS CORP COMMON STOCKS 59101610 144,000.00 12,000.00 (a) N/A (c)
METACREATIONS CORP COMMON STOCKS 59101610 2,448,000.00 204,000.00 (c) N/A (c)
METASOLV SOFTWARE INC COMMON STOCKS 59139310 2,815,120.00 63,980.00 (a) N/A (a)
METHANEX CORPORATION COMMON STOCKS 59151K10 322,912.00 94,800.00 (a) N/A (c)
METHODE ELECTRONICS -CL A COMMON STOCKS 59152020 1,158,750.00 30,000.00 (c) N/A (c)
METLIFE INC COMMON STOCKS 59156R10 4,192.00 200.00 (a) N/A (b)
METRICOM INC COMMON STOCKS 59159610 125,438.00 4,500.00 (a) N/A (a)
METRICOM INC COMMON STOCKS 59159610 400,006.00 14,350.00 (a) N/A (c)
METRICOM INC COMMON STOCKS 59159610 2,788.00 100.00 (c) N/A (b)
METRICOM INC COMMON STOCKS 59159610 627,188.00 22,500.00 (c) N/A (c)
METRICOM INC -WTS EXP 02/15/00 WARRANTS 59159613 30,000.00 2,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES INC COMMON STOCKS 59159Q10 1,350,000.00 200,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES WTS '03 WARRANTS 59159Q11 337,500.00 100,000.00 (a) N/A (a)
METRETEK TECHNOLOGIES 8.0% PFD COMMON STOCKS 59159Q20 1,563,000.00 1,000.00 (a) N/A (a)
METRO-GOLDWYN MAYER INC COMMON STOCKS 59161010 493,762.00 18,900.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 12,136,427.00 305,800.00 (a) N/A (a)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 2,282,031.00 57,500.00 (a) N/A (b)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 19,391,321.00 488,600.00 (a) N/A (c)
METROMEDIA FIBER NETWORK INC COMMON STOCKS 59168910 98,028.00 2,470.00 (c) N/A (b)
METSO OYJ ADR COMMON STOCKS 59267110 14,746.00 1,255.00 (a) N/A (b)
METTLER-TOLEDO INTERNATIONAL INC COMMON STOCKS 59268810 16,006.00 400.00 (a) N/A (b)
MEXICO EQUITY & INCOME FUND EQUITY FUNDS 59283410 12,600.00 1,200.00 (a) N/A (b)
MEXICO FUND INC EQUITY FUNDS 59283510 14,875.00 1,000.00 (a) N/A (a)
MEXICO FUND INC EQUITY FUNDS 59283510 23,800.00 1,600.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 267,191,200.00 3,339,890.00 (a) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 44,235,840.00 552,948.00 (a) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 41,896,000.00 523,700.00 (a) N/A (c)
MICROSOFT CORP COMMON STOCKS 59491810 15,168,000.00 189,600.00 (c) N/A (a)
MICROSOFT CORP COMMON STOCKS 59491810 8,124,080.00 101,551.00 (c) N/A (b)
MICROSOFT CORP COMMON STOCKS 59491810 36,372,080.00 454,651.00 (c) N/A (c)
MICROVISION INC COMMON STOCKS 59496010 306,250.00 6,250.00 (a) N/A (a)
MICROVISION INC COMMON STOCKS 59496010 26,950.00 550.00 (c) N/A (b)
MICROSTRATEGY INC COMMON STOCKS 59497210 105,000.00 3,500.00 (a) N/A (a)
MICROSTRATEGY INC COMMON STOCKS 59497210 1,008,000.00 33,600.00 (c) N/A (c)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 1,305,991.00 36,152.00 (a) N/A (a)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 282,750.00 7,827.00 (a) N/A (c)
MICROCELL TELECOMMUNICATIONS COMMON STOCKS 59501T30 7,225.00 200.00 (c) N/A (b)
MICROMUSE INC COMMON STOCKS 59509410 20,566,354.00 124,268.00 (a) N/A (a)
MICROMUSE INC COMMON STOCKS 59509410 23,997,500.00 145,000.00 (a) N/A (c)
MICRON TECHNOLOGY COMMON STOCKS 59511210 4,614,501.00 52,400.00 (a) N/A (a)
MICRON TECHNOLOGY COMMON STOCKS 59511210 70,450.00 800.00 (a) N/A (b)
MICRON TECHNOLOGY COMMON STOCKS 59511210 669,279.00 7,600.00 (c) N/A (c)
MICROSEMI CORP COMMON STOCKS 59513710 1,924,256.00 56,700.00 (a) N/A (a)
MICROSEMI CORP COMMON STOCKS 59513710 410,644.00 12,100.00 (a) N/A (c)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 35,000.00 3,500.00 (a) N/A (a)
MID-ATLANTIC REALTY TRUST COMMON STOCKS 59523210 20,000.00 2,000.00 (a) N/A (c)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 4,264,650.00 315,900.00 (a) N/A (a)
MID ATLANTIC MEDICAL SERVICES INC COMMON STOCKS 59523C10 788,400.00 58,400.00 (a) N/A (c)
MIDAS INC COMMON STOCKS 59562610 13,320.00 666.00 (a) N/A (b)
S & P MID CAP 400 DEPOSITORY RECEIPTS COMMON STOCKS 59563510 53,250.00 600.00 (a) N/A (b)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 39,804,789.00 355,797.00 (a) N/A (a)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 14,403,459.00 128,746.00 (a) N/A (b)
MILLENNIUM PHARMACEUTICALS INC COMMON STOCKS 59990210 16,926,688.00 151,300.00 (a) N/A (c)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 585,650.00 34,450.00 (a) N/A (a)
MILLENNIUM CHEMICALS INC COMMON STOCKS 59990310 119.00 7.00 (a) N/A (b)
MILLIPORE CORP COMMON STOCKS 60107310 7,538.00 100.00 (a) N/A (a)
INDAH KIAT PULP AND PAPER WTS WARRANTS 6013228 - 5.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 12,224,800.00 103,600.00 (a) N/A (a)
MINIMED INC COMMON STOCKS 60365K10 684,400.00 5,800.00 (a) N/A (b)
MINIMED INC COMMON STOCKS 60365K10 24,437,800.00 207,100.00 (a) N/A (c)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 1,670,859.00 20,200.00 (a) N/A (a)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 68,060.00 820.00 (a) N/A (b)
MINNESOTA MINING & MFG COMMON STOCKS 60405910 4,432,200.00 53,400.00 (a) N/A (c)
MIPS TECHNOLOGIES INC COMMON STOCKS 60456720 10,664.00 277.00 (a) N/A (c)
MISSION WEST PROPERTIES INC COMMON STOCKS 60520310 3,040,653.00 289,586.00 (a) N/A (c)
MOBILE TELESYSTEMS ADR COMMON STOCKS 60740910 1,006,875.00 45,000.00 (a) N/A (a)
MODEM MEDIA POPPE TYSON INC COMMON STOCKS 60753310 373.00 30.00 (c) N/A (b)
MODIS PROFESSIONAL SERVICES INC COMMON STOCKS 60783010 3,050.00 400.00 (c) N/A (b)
MAGYARD OLAJ 144A COMMON STOCKS 60846410 15,235.00 1,100.00 (a) N/A (a)
MOLECULAR DEVICES INC COMMON STOCKS 60851C10 6,849,562.00 99,000.00 (a) N/A (a)
MOLECULAR DEVICES INC COMMON STOCKS 60851C10 69,188.00 1,000.00 (a) N/A (c)
MOLEX INC COMMON STOCKS 60855410 19,250.00 400.00 (a) N/A (a)
MOLEX INC CL A COMMON STOCKS 60855420 90,650.00 2,590.00 (a) N/A (a)
MONSANTO CO 6.50% CNV PFD PREFERREDS 61166230 3,606,425.00 79,700.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 86,602.00 2,450.00 (a) N/A (a)
MONTANA POWER COMMON STOCKS 61208510 84,741.00 2,400.00 (a) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 395,688.00 11,700.00 (a) N/A (a)
THE MONY GROUP INC COMMON STOCKS 61533710 10,148.00 300.00 (a) N/A (b)
THE MONY GROUP INC COMMON STOCKS 61533710 33,828.00 1,000.00 (c) N/A (b)
SIAM COMMERCIAL BANK FGN WTS WARRANTS 6155357 2,111.00 18,000.00 (a) N/A (c)
MOORE MEDICAL CORP COMMON STOCKS 61579910 360,000.00 60,000.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 22,632,450.00 205,516.00 (a) N/A (a)
MORGAN J. P. COMMON STOCKS 61688010 881,330.00 8,003.00 (a) N/A (b)
MORGAN J. P. COMMON STOCKS 61688010 1,618,838.00 14,700.00 (a) N/A (c)
MORGAN J. P. COMMON STOCKS 61688010 5,616.00 51.00 (c) N/A (b)
MORGAN STANLEY FIN PLC PFD PREFERREDS 61690670 48,500.00 2,000.00 (a) N/A (b)
M.S. TAIWAN OPALS SER B 144A COMMON STOCKS 61691764 9,831,934.00 70,193.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 26,869,770.00 322,760.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 2,596,068.00 31,184.00 (a) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 16,591,725.00 199,300.00 (a) N/A (c)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 129,870.00 1,560.00 (c) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61744644 33,300.00 400.00 (c) N/A (b)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 1,200.00 100.00 (a) N/A (a)
MORGAN STANLEY DEAN WITTER COMMON STOCKS 61745C10 4,520,400.00 376,700.00 (c) N/A (c)
YTL CORP BERHAD WTS WARRANTS 6175128 192,034.00 493,050.00 (c) N/A (c)
MORRISON MANAGEMENT SPECIALISTS INC COMMON STOCKS 61845910 2,895,279.00 102,715.00 (a) N/A (c)
MOTELS OF AMERICA 144A COMMON STOCKS 61975110 12,000.00 750.00 (a) N/A (a)
MOTIENT CORPORATION COMMON STOCKS 61990810 784.00 50.00 (a) N/A (a)
MOTIENT CORPORATION WARRANTS WARRANTS 61990811 120,000.00 3,000.00 (a) N/A (a)
MOTOROLA CAPITAL TRUST 1 TOPRS PREFERREDS 62007420 29,225.00 1,400.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 19,837,182.00 657,676.00 (a) N/A (a)
MOTOROLA COMMON STOCKS 62007610 1,635,662.00 53,960.00 (a) N/A (b)
MOTOROLA COMMON STOCKS 62007610 279,938.00 9,300.00 (a) N/A (c)
MOTOROLA COMMON STOCKS 62007610 441,805.00 14,575.00 (c) N/A (a)
MOTOROLA COMMON STOCKS 62007610 20,006.00 660.00 (c) N/A (b)
MRS FIELDS WARRANTS WARRANTS 62472F11 47,500.00 4,750.00 (a) N/A (a)
MRS FIELDS WARRANTS WARRANTS 62472F11 2,000.00 200.00 (c) N/A (c)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 294,000.00 10,500.00 (a) N/A (a)
MUELLER INDUSTRIES INC COMMON STOCKS 62475610 952,000.00 34,000.00 (c) N/A (c)
MULTEX.COM INC COMMON STOCKS 62536710 70,526.00 2,800.00 (a) N/A (a)
MULTEX.COM INC COMMON STOCKS 62536710 314,850.00 12,500.00 (c) N/A (c)
MUNIYIELD INSURED FUND INC CLOSED END FUNDS 62630E10 248,760.00 20,000.00 (a) N/A (a)
MUNIYIELD PENNSYLVANIA FUND FXD INCOME FUNDS 62630V10 142,931.00 11,550.00 (a) N/A (a)
MURPHY OIL CORP COMMON STOCKS 62671710 280,075.00 4,709.00 (a) N/A (b)
MYLAN LABS INC COMMON STOCKS 62853010 44,837,625.00 2,473,800.00 (a) N/A (a)
MYLAN LABS INC COMMON STOCKS 62853010 1,016,812.00 56,100.00 (a) N/A (c)
MYLAN LABS INC COMMON STOCKS 62853010 17,309,375.00 955,000.00 (c) N/A (c)
NBC INTERNET INC -A COMMON STOCKS 62873D10 37,500.00 3,000.00 (a) N/A (a)
NBC INTERNET INC -A COMMON STOCKS 62873D10 423,125.00 33,850.00 (a) N/A (c)
NBC INTERNET INC -A COMMON STOCKS 62873D10 12,500.00 1,000.00 (c) N/A (b)
NBC INTERNET INC -A COMMON STOCKS 62873D10 255,000.00 20,400.00 (c) N/A (c)
NCR CORP COMMON STOCKS 62886E10 16,315.00 419.00 (a) N/A (a)
NCR CORP COMMON STOCKS 62886E10 11,331.00 291.00 (a) N/A (b)
NCR CORP COMMON STOCKS 62886E10 13,083.00 336.00 (c) N/A (a)
NCR CORP COMMON STOCKS 62886E10 19,819.00 509.00 (c) N/A (b)
NEC CORP - SPONSORED ADR COMMON STOCKS 62905020 33,602.00 212.00 (c) N/A (c)
NTL INC. COMMON STOCKS 62940710 17,659,353.00 294,937.00 (a) N/A (a)
NTL INC. COMMON STOCKS 62940710 10,895,633.00 181,973.00 (a) N/A (b)
NTL INC. COMMON STOCKS 62940710 1,693,325.00 28,281.00 (a) N/A (c)
NTL INC. COMMON STOCKS 62940710 3,114,967.00 52,024.50 (c) N/A (a)
NTL INC. COMMON STOCKS 62940710 2,305,427.00 38,504.00 (c) N/A (b)
NTL INC. COMMON STOCKS 62940710 32,332.00 540.00 (c) N/A (c)
NTL INC.13% PFD PREFERREDS 62940750 4,419.00 4.42 (a) N/A (a)
NTL INC.13% PFD PREFERREDS 629407503 135.00 0.14 (a) N/A (a)
NABISCO HOLDING CORP CL A COMMON STOCKS 62952610 1,687,675.00 32,300.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 96,763,006.00 3,730,550.00 (a) N/A (a)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 4,747.00 183.00 (a) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 1,929,787.00 74,400.00 (a) N/A (c)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 363.00 14.00 (c) N/A (b)
NABISCO GROUP HOLDINGS COMMON STOCKS 62952P10 52,392,166.00 2,019,900.00 (c) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 35,856,082.00 862,775.00 (a) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 2,429,100.00 58,450.00 (a) N/A (b)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 74,767,028.00 1,799,075.00 (a) N/A (c)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 2,713,776.00 65,300.00 (c) N/A (a)
NABORS INDUSTRIES INC COMMON STOCKS 62956810 37,403.00 900.00 (c) N/A (b)
NASDAQ 100 TR UNIT SER 1 63110010 28,031.00 300.00 (c) N/A (b)
NASHUA CORP COMMON STOCKS 63122610 5,775.00 700.00 (a) N/A (c)
NATIONAL CITY CORP COMMON STOCKS 63540510 34,126.00 2,000.00 (a) N/A (a)
NATIONAL COMMERCE BANCORP COMMON STOCKS 63544910 24,094.00 1,500.00 (a) N/A (a)
NATIONAL DATA CORP COMMON STOCKS 63562110 1,620,398.00 70,500.00 (a) N/A (c)
NATIONAL FUEL GAS COMMON STOCKS 63618010 (273,000.00) (5,600.00) (a) N/A (a)
NATIONAL INFORMATION CONSORTIUM INC COMMON STOCKS 63649110 92,035.00 8,091.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 14,939,818.00 342,460.00 (a) N/A (a)
NATIONAL INSTRUMENTS CORP COMMON STOCKS 63651810 40,123,658.00 919,740.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 17,616,219.00 535,600.00 (a) N/A (a)
NATIONAL OILWELL INC COMMON STOCKS 63707110 434,156.00 13,200.00 (a) N/A (b)
NATIONAL OILWELL INC COMMON STOCKS 63707110 17,533,992.00 533,100.00 (a) N/A (c)
NATIONAL OILWELL INC COMMON STOCKS 63707110 16,445.00 500.00 (c) N/A (b)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 5,929,500.00 100,500.00 (a) N/A (a)
NATL SEMICONDUCTOR CORP COMMON STOCKS 63764010 1,132,800.00 19,200.00 (a) N/A (c)
NATIONAL SVC INDS INC COMMON STOCKS 63765710 2,000.00 100.00 (a) N/A (a)
NATIONAL WESTERN LIFE INSURANCE CO CL A COMMON STOCKS 63852210 1,472,400.00 20,450.00 (a) N/A (c)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 295,875.00 9,000.00 (a) N/A (a)
NATIONWIDE FINANCIAL SERVICE COMMON STOCKS 63861210 65,750.00 2,000.00 (a) N/A (b)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 57,564.00 4,130.00 (a) N/A (a)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 44,602.00 3,200.00 (a) N/A (c)
NATIONWIDE HEALTH PROPERTIES COMMON STOCKS 63862010 354,025.00 25,400.00 (c) N/A (c)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 11,097,581.00 98,700.00 (a) N/A (a)
NATURAL MICROSYSTEMS CORP COMMON STOCKS 63888210 427,262.00 3,800.00 (a) N/A (c)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 130,463.00 4,200.00 (a) N/A (a)
NAVISTAR INTL CORP COMMON STOCKS 63934E10 3,665,375.00 118,000.00 (a) N/A (c)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 18,370.00 662.00 (a) N/A (a)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 41,736.00 1,504.00 (a) N/A (b)
NEIMAN MARCUS GROUP INC CL B COMMON STOCKS 64020430 13,042.00 470.00 (c) N/A (b)
NET.B@NK INC COMMON STOCKS 64093310 7,089.00 570.00 (c) N/A (b)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 14,262.00 700.00 (a) N/A (a)
NETWORKS ASSOCIATES INC COMMON STOCKS 64093810 6,500.00 319.00 (c) N/A (b)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 58,738.00 3,700.00 (a) N/A (a)
NET PERCEPTIONS INC COMMON STOCKS 64107U10 288,925.00 18,200.00 (c) N/A (c)
NET2PHONE INC COMMON STOCKS 64108N10 8,922.00 250.00 (c) N/A (b)
NETEASE.COM ADR COMMON STOCKS 64110W10 2,121,875.00 175,000.00 (a) N/A (a)
NETMANAGE INC COMMON STOCKS 64114410 65,034.00 14,553.00 (a) N/A (b)
NETOPIA INC COMMON STOCKS 64114K10 9,935,793.00 246,852.00 (a) N/A (a)
NETOPIA INC COMMON STOCKS 64114K10 177,100.00 4,400.00 (a) N/A (b)
NETRO CORP COMMON STOCKS 64114R10 18,289,773.00 318,776.00 (a) N/A (a)
NETRO CORP COMMON STOCKS 64114R10 323,882.00 5,645.00 (a) N/A (b)
NETRO CORP COMMON STOCKS 64114R10 6,506,325.00 113,400.00 (a) N/A (c)
NETSOLVE INC COMMON STOCKS 64115J10 593,060.00 22,810.00 (a) N/A (a)
NETSOLVE INC COMMON STOCKS 64115J10 15,732,288.00 605,088.00 (a) N/A (b)
NETIQ CORP COMMON STOCKS 64115P10 5,647,648.00 94,719.47 (a) N/A (a)
NETIQ CORP COMMON STOCKS 64115P10 6,937,780.00 116,356.90 (a) N/A (b)
NETWORK EQUIPMENT TECHNOLOGIES COMMON STOCKS 64120810 491,812.00 45,750.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 92,595,447.00 1,150,254.00 (a) N/A (a)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 305,900.00 3,800.00 (a) N/A (b)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 25,725,788.00 319,575.00 (a) N/A (c)
NETWORK APPLIANCE INC COMMON STOCKS 64120L10 37,835.00 470.00 (c) N/A (c)
NET2000 COMMUNICATIONS INC COMMON STOCKS 64122G10 1,638.00 100.00 (a) N/A (c)
NETZERO INC COMMON STOCKS 64122R10 1,566.00 300.00 (a) N/A (a)
NEUROGEN CORP COMMON STOCKS 64124E10 46,200.00 1,600.00 (a) N/A (a)
NEUROGEN CORP COMMON STOCKS 64124E10 369,600.00 12,800.00 (c) N/A (c)
NEW CENTURY ENERGIES INC COMMON STOCKS 64352U10 6,000.00 200.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,210,000.00 52,000.00 (a) N/A (a)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 601,375.00 14,150.00 (a) N/A (c)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 2,125.00 50.00 (c) N/A (b)
NEW ERA OF NETWORKS INC COMMON STOCKS 64431210 56,525.00 1,330.00 (c) N/A (c)
NEW GERMANY FUND INC EQUITY FUNDS 64446510 333.00 24.00 (c) N/A (b)
INDAH KIAT PULP & PAPER WARRANTS 6459673 1,761.00 19,027.00 (c) N/A (c)
NEW PLAN EXCEL REALTY TRUST COMMON STOCKS 64805310 20,878.00 1,606.00 (a) N/A (b)
NEW VALLEY CORP-WTS WARRANTS 64908011 95,813.00 302,250.00 (a) N/A (a)
NEW VALLEY CORPORATION COMMON STOCKS 64908050 777,562.00 214,500.00 (a) N/A (a)
NY RESTAURANTS PRIVATE PLACMNT COMMON STOCKS 6497719A 749,998.00 77,720.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 3,064,647.00 77,586.00 (a) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 1,810,127.00 45,826.00 (a) N/A (b)
NY TIMES CO CL A COMMON STOCKS 65011110 7,441,010.00 188,380.00 (a) N/A (c)
NY TIMES CO CL A COMMON STOCKS 65011110 941,838.00 23,844.00 (c) N/A (a)
NY TIMES CO CL A COMMON STOCKS 65011110 604,350.00 15,300.00 (c) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 61,568.00 2,391.00 (a) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 77,276.00 3,001.00 (a) N/A (b)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 103,000.00 4,000.00 (c) N/A (a)
NEWELL RUBBERMAID INC COMMON STOCKS 65122910 51,346.00 1,994.00 (c) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 7,716,838.00 197,200.00 (a) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 64,347.00 1,644.00 (a) N/A (b)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 2,301,469.00 58,800.00 (a) N/A (c)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 9,394.00 240.00 (c) N/A (a)
NEWFIELD EXPLORATION CO COMMON STOCKS 65129010 628,912.00 16,068.00 (c) N/A (b)
NEWMONT MNG CORP COMMON STOCKS 65163910 454,125.00 21,000.00 (a) N/A (a)
NEWMONT MNG CORP COMMON STOCKS 65163910 8,650.00 400.00 (a) N/A (b)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 5,240,644.00 555,300.00 (a) N/A (a)
NEWPARK RESOURCES INC COMMON STOCKS 65171850 5,839,925.00 618,800.00 (a) N/A (c)
NEWPORT CORP COMMON STOCKS 65182410 14,441,938.00 134,500.00 (a) N/A (a)
NEWPORT CORP COMMON STOCKS 65182410 1,052,275.00 9,800.00 (a) N/A (c)
NEWPORT NEWS SHIPBUILDING INC COMMON STOCKS 65222810 2,204.00 60.00 (a) N/A (a)
NEWPORT NEWS SHIPBUILDING INC COMMON STOCKS 65222810 698.00 19.00 (c) N/A (b)
NEWS CORP LTD ADR COMMON STOCKS 65248770 12,060,850.00 221,300.00 (a) N/A (a)
NEWS CORP LTD ADR COMMON STOCKS 65248770 1,912,950.00 35,100.00 (a) N/A (b)
NEWS CORP LTD ADR COMMON STOCKS 65248770 16,328,200.00 299,600.00 (a) N/A (c)
NEWS CORP LTD ADR COMMON STOCKS 65248770 545.00 10.00 (c) N/A (b)
NEWS CORP LTD ADR COMMON STOCKS 65248770 16,350.00 300.00 (c) N/A (c)
NEWS CORP LTD -SPON ADR PRF COMMON STOCKS 65248780 3,809,500.00 80,200.00 (a) N/A (a)
NEWS CORP LTD -SPON ADR PRF COMMON STOCKS 65248780 8,312,500.00 175,000.00 (c) N/A (c)
NEXELL THERAPEUTICS INC - NEW COMMON STOCKS 65332H20 37,188.00 2,500.00 (a) N/A (b)
NEXELL THERAPEUTICS INC - NEW COMMON STOCKS 65332H20 1,116.00 75.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 47,860,684.00 782,196.00 (a) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 18,326,880.00 299,520.00 (a) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 21,879,796.00 357,586.00 (a) N/A (c)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 312,056.00 5,100.00 (c) N/A (a)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 575,774.00 9,410.00 (c) N/A (b)
NEXTEL COMMUNICATIONS CLASS A COMMON STOCKS 65332V10 39,160.00 640.00 (c) N/A (c)
NEXTEL PARTNERS INC COMMON STOCKS 65333F10 6,512.00 200.00 (c) N/A (b)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 2,895,878.00 55,959.00 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H60 323,564.00 6,252.44 (a) N/A (c)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H608 38,990.00 753.42 (a) N/A (a)
NEXTLINK COMM. 14% PFD PIK PREFERREDS 65333H608 - 0.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 30,786,620.00 811,505.07 (a) N/A (a)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 1,254,229.00 33,060.40 (a) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 9,416,088.00 248,200.00 (a) N/A (c)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 1,176.00 31.00 (c) N/A (b)
NEXTLINK COMMUNICATIONS INC COMMON STOCKS 65333H70 245,231.00 6,464.00 (c) N/A (c)
NEXT LEVEL COMMUNICATIONS INC COMMON STOCKS 65333U10 128,625.00 1,500.00 (a) N/A (b)
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 65352010 4,893,632.00 351,100.00 (a) N/A (a)
NICE SYSTEMS LTD SPON ADR COMMON STOCKS 65365610 3,496,616.00 45,300.00 (a) N/A (a)
NICOR INC COMMON STOCKS 65408610 3,262.00 100.00 (a) N/A (a)
NIKE INC COMMON STOCKS 65410610 19,906.00 500.00 (a) N/A (a)
NIKE INC COMMON STOCKS 65410610 19,110.00 480.00 (a) N/A (b)
NIKE INC COMMON STOCKS 65410610 3,981.00 100.00 (c) N/A (b)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 534,285.00 13,399.00 (a) N/A (a)
99 CENTS ONLY STORES COMMON STOCKS 65440K10 2,009,700.00 50,400.00 (c) N/A (c)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 13,675.00 200.00 (a) N/A (a)
NIPPON TELEGRAPH TELE SP ADR COMMON STOCKS 65462410 41,025.00 600.00 (c) N/A (c)
NISOURCE INC COMMON STOCKS 65473P10 227,225.00 12,200.00 (a) N/A (a)
NISOURCE INC COMMON STOCKS 65473P10 54,012.00 2,900.00 (a) N/A (c)
NOBLE AFFILIATES INC COMMON STOCKS 65489410 298,000.00 8,000.00 (a) N/A (a)
NOBLE AFFILIATES INC COMMON STOCKS 65489410 18,178,000.00 488,000.00 (a) N/A (c)
NOKIA JUL 00 CALL OPTION OPTIONS 6549017GJ 143,750.00 500.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 24,019,078.00 476,270.00 (a) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 8,158,224.00 161,549.00 (a) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 18,185,050.00 360,100.00 (a) N/A (c)
NOKIA CORP ADR-A COMMON STOCKS 65490220 217,150.00 4,300.00 (c) N/A (a)
NOKIA CORP ADR-A COMMON STOCKS 65490220 392,132.00 7,765.00 (c) N/A (b)
NOKIA CORP ADR-A COMMON STOCKS 65490220 45,057.00 900.00 (c) N/A (c)
NOBLE DRILLING CORP COMMON STOCKS 65504210 12,357,834.00 300,010.00 (a) N/A (a)
NOBLE DRILLING CORP COMMON STOCKS 65504210 2,416,700.00 58,670.00 (a) N/A (b)
NOBLE DRILLING CORP COMMON STOCKS 65504210 38,579,459.00 936,590.00 (a) N/A (c)
NORDSTROM INC COMMON STOCKS 65566410 7,238.00 300.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 66,938.00 4,500.00 (a) N/A (a)
NORFOLK SOUTHERN CORP COMMON STOCKS 65584410 145,076.00 9,753.00 (a) N/A (b)
NORSK HYDRO AS ADR COMMON STOCKS 65653160 201,900.00 4,800.00 (c) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656810 304,428,688.00 4,461,515.00 (a) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656810 75,405,740.00 1,105,099.00 (a) N/A (b)
NORTEL NETWORKS CORP COMMON STOCKS 65656810 43,738,234.00 641,000.00 (a) N/A (c)
NORTEL NETWORKS CORP COMMON STOCKS 65656810 1,391,981.00 20,400.00 (c) N/A (a)
NORTEL NETWORKS CORP COMMON STOCKS 65656810 2,081,148.00 30,500.00 (c) N/A (b)
NORTH FORK BANCORP INC NY COMMON STOCKS 65942410 15,141.00 1,000.00 (a) N/A (a)
NORTH FORK BANCORP INC NY COMMON STOCKS 65942410 1,514.00 100.00 (c) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 6,525.00 300.00 (a) N/A (a)
NORTHEAST UTILITIES COMMON STOCKS 66439710 3,262.00 150.00 (a) N/A (b)
NORTHEAST UTILITIES COMMON STOCKS 66439710 43,500.00 2,000.00 (a) N/A (c)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 409,695.00 15,000.00 (a) N/A (a)
NORTHERN BORDER PARTNERS L.P. COMMON STOCKS 66478510 81,939.00 3,000.00 (a) N/A (c)
NORTHERN STATES POWER CO MINN COMMON STOCKS 66577210 38,356.00 1,900.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 31,142,495.00 478,655.00 (a) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 19,367,805.00 297,680.00 (a) N/A (b)
NORTHERN TRUST CORP COMMON STOCKS 66585910 24,203,250.00 372,000.00 (a) N/A (c)
NORTHERN TRUST CORP COMMON STOCKS 66585910 6,122,381.00 94,100.00 (c) N/A (a)
NORTHERN TRUST CORP COMMON STOCKS 66585910 657,131.00 10,100.00 (c) N/A (b)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 2,924,155.00 261,376.00 (a) N/A (a)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 2,441,963.00 218,276.00 (a) N/A (b)
NORTHPOINT COMMUNICATIONS COMMON STOCKS 66661010 5,594.00 500.00 (c) N/A (b)
NORTHROP GRUMAN CORP COMMON STOCKS 66680710 6,625.00 100.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 22,770,650.00 1,059,100.00 (a) N/A (a)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 535,780.00 24,920.00 (a) N/A (c)
NOVA CHEMICALS CORP COMMON STOCKS 66977W10 4,121,550.00 191,700.00 (c) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 2,662,444.00 95,300.00 (a) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 2,198,681.00 78,700.00 (a) N/A (c)
NOVA CORP-GA COMMON STOCKS 66978410 9,219.00 330.00 (c) N/A (a)
NOVA CORP-GA COMMON STOCKS 66978410 869,583.00 31,126.00 (c) N/A (b)
NOVARTIS AG SPONSORED ADR COMMON STOCKS 66987V10 60,000.00 1,500.00 (a) N/A (b)
NU HORIZONS ELECTRONICS INC COMMON STOCKS 66990810 95,051.00 3,570.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 54,575.00 5,900.00 (a) N/A (a)
NOVELL INC COMMON STOCKS 67000610 5,550.00 600.00 (a) N/A (b)
NOVELL INC COMMON STOCKS 67000610 59,200.00 6,400.00 (a) N/A (c)
NOVELL INC COMMON STOCKS 67000610 15,262.00 1,650.00 (c) N/A (b)
NOVELLUS SYSTEM INC COMMON STOCKS 67000810 8,936,875.00 158,000.00 (a) N/A (a)
NOVELLUS SYSTEM INC COMMON STOCKS 67000810 11,312.00 200.00 (a) N/A (b)
NOVELLUS SYSTEM INC COMMON STOCKS 67000810 373,312.00 6,600.00 (a) N/A (c)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 2,863,767.00 46,947.00 (a) N/A (a)
NOVOSTE CORPORATION COMMON STOCKS 67010C10 4,221,200.00 69,200.00 (c) N/A (c)
NU MED INC. COMMON STOCK COMMON STOCKS 67018K10 3,864.00 4,067.00 (a) N/A (a)
NSTOR TECHNOLOGIES INC COMMON STOCKS 67018N10 26,875.00 10,000.00 (c) N/A (b)
NU SKIN ASIA PACIFIC INC CL A COMMON STOCKS 67018T10 36,800.00 6,400.00 (a) N/A (a)
NSTAR COMMON STOCKS 67019E10 66,158.00 1,626.00 (a) N/A (b)
NSTAR COMMON STOCKS 67019E10 2,765,733.00 67,975.00 (a) N/A (c)
NUCOR CORP COMMON STOCKS 67034610 6,638.00 200.00 (a) N/A (a)
NUCOR CORP COMMON STOCKS 67034610 39,825.00 1,200.00 (a) N/A (b)
NUVEEN NEW YORK MUNICIPAL VALUE FUND FXD INCOME FUNDS 67062M10 4,281.00 500.00 (a) N/A (b)
NVIDIA CORP COMMON STOCKS 67066G10 36,248,931.00 570,288.00 (a) N/A (a)
NVIDIA CORP COMMON STOCKS 67066G10 41,391,900.00 651,200.00 (a) N/A (c)
NVIDIA CORP COMMON STOCKS 67066G10 254,250.00 4,000.00 (c) N/A (b)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 2,156.00 100.00 (a) N/A (b)
OAK TECHNOLOGY INC COMMON STOCKS 67180210 38,812.00 1,800.00 (c) N/A (b)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 4,244,342.00 201,507.00 (a) N/A (a)
OCCIDENTAL PETROLEUM COMMON STOCKS 67459910 527.00 25.00 (c) N/A (b)
OFFICE DEPOT INC COMMON STOCKS 67622010 2,208,750.00 353,400.00 (a) N/A (a)
OFFICE DEPOT INC COMMON STOCKS 67622010 9,665,625.00 1,546,500.00 (a) N/A (c)
OFFICE DEPOT INC COMMON STOCKS 67622010 5,000.00 800.00 (c) N/A (b)
OGDEN CORP COMMON STOCKS 67634610 9,016.00 1,000.00 (a) N/A (b)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 1,988,179.00 38,900.00 (a) N/A (a)
LUKOIL OIL CO ADR COMMON STOCKS 67786210 2,437,947.00 47,700.00 (a) N/A (c)
OLD KENT FINANCIAL CORP COMMON STOCKS 67983310 9,630.00 360.00 (a) N/A (a)
OLD REPUBLIC INT'L CORP COMMON STOCKS 68022310 307,098.00 18,612.00 (a) N/A (a)
OLD REPUBLIC INT'L CORP COMMON STOCKS 68022310 66,000.00 4,000.00 (a) N/A (c)
OLIN CORP COMMON STOCKS 68066520 23,100.00 1,400.00 (a) N/A (a)
ARCADIA FINACIAL WARRANTS WARRANTS 68159312 - 2,475.00 (a) N/A (a)
ARCADIA FINACIAL WARRANTS WARRANTS 68159312 - 750.00 (a) N/A (c)
OLYMPUS OPTICAL CO COMMON STOCKS 68162720 3,592.00 200.00 (a) N/A (a)
OLYMPUS OPTICAL CO COMMON STOCKS 68162720 14,368.00 800.00 (c) N/A (c)
OMNICARE INC COMMON STOCKS 68190410 3,071,281.00 338,900.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 36,390,510.00 408,595.00 (a) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 23,595,506.00 264,932.00 (a) N/A (b)
OMNICOM GROUP COMMON STOCKS 68191910 11,880,938.00 133,400.00 (a) N/A (c)
OMNICOM GROUP COMMON STOCKS 68191910 1,193,438.00 13,400.00 (c) N/A (a)
OMNICOM GROUP COMMON STOCKS 68191910 1,696,641.00 19,050.00 (c) N/A (b)
OMNICOM GROUP CNV SUB DEB CONVERTIBLES 681919AE 3,095,828.00 1,095.00 (a) N/A (a)
OMEGA RESEARCH INC COMMON STOCKS 68211E10 1,200.00 400.00 (c) N/A (b)
ON ASSIGNMENT INC COMMON STOCKS 68215910 20,836,990.00 683,180.00 (a) N/A (a)
ON ASSIGNMENT INC COMMON STOCKS 68215910 47,827,660.00 1,568,120.00 (a) N/A (c)
ONE VALLEY BANCORP INC COMMON STOCKS 68241910 346,875.00 11,100.00 (c) N/A (c)
ONEOK INC COMMON STOCKS 68268010 313,072.00 12,070.00 (a) N/A (a)
ONEOK INC COMMON STOCKS 68268010 62,251.00 2,400.00 (a) N/A (c)
ONI SYSTEMS CORP COMMON STOCKS 68273F10 2,273,741.00 19,400.00 (a) N/A (a)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 178,125.00 6,000.00 (a) N/A (a)
ONYX SOFTWARE CORP COMMON STOCKS 68340210 178,125.00 6,000.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 407,484.00 29,500.00 (a) N/A (a)
OPEN MARKET INC COMMON STOCKS 68370M10 6,906.00 500.00 (a) N/A (b)
OPEN MARKET INC COMMON STOCKS 68370M10 455,829.00 33,000.00 (c) N/A (c)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 1,035,300.00 49,300.00 (a) N/A (a)
VIMPEL COMMUNICATIONS SP ADR COMMON STOCKS 68370R10 18,900.00 900.00 (a) N/A (c)
OPTEL INC NON VOTING COMMON STOCKS 68381710 22.00 2,150.00 (a) N/A (a)
OPTEL INC NON VOTING COMMON STOCKS 68381710 6.00 600.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 92,675,817.00 1,102,460.00 (a) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 22,424,512.00 266,760.00 (a) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 36,962,301.00 439,700.00 (a) N/A (c)
ORACLE SYS CORP COMMON STOCKS 68389X10 5,485,078.00 65,250.00 (c) N/A (a)
ORACLE SYS CORP COMMON STOCKS 68389X10 2,536,166.00 30,170.00 (c) N/A (b)
ORACLE SYS CORP COMMON STOCKS 68389X10 168,967.00 2,010.00 (c) N/A (c)
OPUS360 CORP COMMON STOCKS 68400F10 3,872.00 1,050.00 (a) N/A (a)
ORBITAL SCIENCES CORP COMMON STOCKS 68556410 5,241.00 430.00 (c) N/A (b)
ORBITAL IMAGING CORP- WT 144A WARRANTS 68556F11 40,000.00 2,000.00 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 8,752.00 116.40 (a) N/A (a)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 30,676.00 408.00 (a) N/A (b)
ORIX CORPORATION SPON ADR COMMON STOCKS 68633010 18,045.00 240.00 (c) N/A (c)
ORTHO MATTRESS HLDGS PFD SER C PREFERREDS 68799698 1,582,834.00 791,417.00 (a) N/A (a)
ORTHO MATTRESS HLDGS PFD SER B PREFERREDS 68799699 430,000.00 430,000.00 (a) N/A (a)
OVERSEAS SHIPHOLDING GROUP INC COMMON STOCKS 69036810 98,500.00 4,000.00 (a) N/A (a)
OWENS CORNING COMMON STOCKS 69073F10 925.00 100.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 109,283.00 9,350.00 (a) N/A (a)
OWENS-ILLINOIS COMMON STOCKS 69076840 39,739.00 3,400.00 (a) N/A (c)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 23,465,632.00 985,431.00 (a) N/A (a)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 759,619.00 31,900.00 (a) N/A (b)
OXFORD HEALTH PLANS INC. COMMON STOCKS 69147110 25,267,444.00 1,061,100.00 (a) N/A (c)
PC HOLDINGS S.A. SPONS ADR COMMON STOCKS 69320010 120,866.00 6,600.00 (a) N/A (a)
PC-TEL INC COMMON STOCKS 69325Q10 2,413,000.00 63,500.00 (a) N/A (a)
PC-TEL INC COMMON STOCKS 69325Q10 2,519,400.00 66,300.00 (a) N/A (c)
PC-TEL INC COMMON STOCKS 69325Q10 3,800.00 100.00 (c) N/A (b)
PECO ENERGY CO COMMON STOCKS 69330410 60,470.00 1,500.00 (a) N/A (a)
PECO ENERGY CO COMMON STOCKS 69330410 322,863.00 8,009.00 (a) N/A (b)
PG&E CORP COMMON STOCKS 69331C10 5,310,381.00 215,650.00 (a) N/A (a)
PG&E CORP COMMON STOCKS 69331C10 113,497.00 4,609.00 (a) N/A (b)
PGI INC. CNV SUB DEB CONVERTIBLES 69331DAA 12,500.00 250.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 18,297,291.00 277,750.00 (a) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 5,684,683.00 86,295.00 (a) N/A (b)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 18,471,350.00 280,400.00 (a) N/A (c)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 2,476,900.00 37,600.00 (c) N/A (a)
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S10 216,729.00 3,290.00 (c) N/A (b)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 9,350.00 100.00 (a) N/A (a)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 42,075.00 450.00 (a) N/A (b)
PE CORP-CELERA GENOMICS GROUP COMMON STOCKS 69332S20 1,374,450.00 14,700.00 (a) 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 5,523.00 3,000.00 (a) N/A (a)
PLD TELEKOM INC WT WARRANTS 69340T15 1,841.00 1,000.00 (a) N/A (a)
PLC SYSTEMS INC COMMON STOCKS 69341D10 131.00 100.00 (c) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 56,926,655.00 320,375.00 (a) N/A (a)
PMC- SIERRA INC COMMON STOCKS 69344F10 1,625,841.00 9,150.00 (a) N/A (b)
PMC- SIERRA INC COMMON STOCKS 69344F10 41,192,405.00 231,825.00 (a) N/A (c)
PMC- SIERRA INC COMMON STOCKS 69344F10 49,753.00 280.00 (c) N/A (c)
THE PMI GROUP INC COMMON STOCKS 69344M10 11,875.00 250.00 (a) N/A (a)
THE PMI GROUP INC COMMON STOCKS 69344M10 23,021.00 484.50 (a) N/A (c)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 592,969.00 12,650.00 (a) N/A (a)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 626,672.00 13,369.00 (a) N/A (b)
PNC FINANCIAL SERVICES GROUP COMMON STOCKS 69347510 145,312.00 3,100.00 (c) N/A (a)
PPG INDUSTRIES COMMON STOCKS 69350610 13,294.00 300.00 (a) N/A (a)
PPL CORPORATION COMMON STOCKS 69351T10 89,946.00 4,100.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 7,552,618.00 115,500.00 (a) N/A (a)
PRI AUTOMATION INC COMMON STOCKS 69357H10 536,203.00 8,200.00 (a) N/A (b)
PRI AUTOMATION INC COMMON STOCKS 69357H10 16,766,156.00 256,400.00 (a) N/A (c)
PRI AUTOMATION INC COMMON STOCKS 69357H10 961,248.00 14,700.00 (c) N/A (c)
PYR ENERGY CORP COMMON STOCKS 69367710 38,000.00 8,000.00 (c) N/A (b)
PACCAR INC COMMON STOCKS 69371810 2,357,467.00 59,400.00 (a) N/A (a)
PACCAR INC COMMON STOCKS 69371810 11,906.00 300.00 (a) N/A (c)
PAC-WEST TELECOM INC COMMON STOCKS 69371Y10 14,000.00 700.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 110,625.00 5,900.00 (a) N/A (a)
PACIFIC SUNWEAR OF CALIFORNIA COMMON STOCKS 69487310 517,500.00 27,600.00 (c) N/A (c)
PACIFICARE HEALTH SYSTEMS INC CL A COMMON STOCKS 69511210 3,009.00 50.00 (a) N/A (a)
PACIFICARE HEALTH SYSTEMS INC CL A COMMON STOCKS 69511210 11,134,688.00 185,000.00 (a) N/A (c)
PACKAGED ICE INC COMMON STOCKS 69514810 1,440,500.00 344,000.00 (a) N/A (c)
PACKAGING CORP OF AMERICA COMMON STOCKS 69515610 523,462.00 51,700.00 (a) N/A (c)
PACKETEER INC COMMON STOCKS 69521010 419,109.00 14,390.00 (a) N/A (a)
PACKETEER INC COMMON STOCKS 69521010 3,474,380.00 119,292.00 (a) N/A (b)
PACTIV CORPORATION COMMON STOCKS 69525710 33,075.00 4,200.00 (a) N/A (a)
PAINE WEBBER INC COMMON STOCKS 69562910 13,650.00 300.00 (a) N/A (a)
PAINE WEBBER INC COMMON STOCKS 69562910 6,825,000.00 150,000.00 (a) N/A (c)
PALL CORP COMMON STOCKS 69642930 3,700.00 200.00 (a) N/A (a)
PALM INC COMMON STOCKS 69664210 6,921,975.00 207,400.00 (a) N/A (a)
PALM INC COMMON STOCKS 69664210 1,134,750.00 34,000.00 (a) N/A (b)
PALM INC COMMON STOCKS 69664210 9,825,600.00 294,400.00 (a) N/A (c)
PALM INC COMMON STOCKS 69664210 1,669.00 50.00 (c) N/A (b)
PANAMSAT CORP COMMON STOCKS 69793310 7,728,407.00 176,900.00 (a) N/A (a)
PAPER WAREHOUSE INC COMMON STOCKS 69894110 22,312.00 21,000.00 (c) N/A (b)
PARADISE MUSIC & ENTERTAINMENT INC COMMON STOCKS 69907110 1,430.00 880.00 (a) N/A (a)
PARADYNE NETWORKS INC COMMON STOCKS 69911G10 4,292,454.00 131,822.00 (a) N/A (a)
PARADYNE NETWORKS INC COMMON STOCKS 69911G10 32,888.00 1,010.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 5,698.00 518.00 (a) N/A (a)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 316,426.00 28,766.00 (a) N/A (b)
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 69917310 3,300.00 300.00 (c) N/A (b)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 12,172.00 1,000.00 (a) N/A (a)
PARK PLACE ENTERTAINMENT CORP COMMON STOCKS 70069010 11,577,888.00 951,200.00 (a) N/A (c)
PARKER HANNIFIN CORP COMMON STOCKS 70109410 219,200.00 6,400.00 (a) N/A (a)
PARKER HANNIFIN CORP COMMON STOCKS 70109410 4,962,825.00 144,900.00 (a) N/A (c)
PARKERVISION INC COMMON STOCKS 70135410 675,869.00 13,400.00 (a) N/A (a)
PARKERVISION INC COMMON STOCKS 70135410 2,647,995.00 52,500.00 (c) N/A (c)
PARLEX CORP COMMON STOCKS 70163010 3,483,738.00 82,700.00 (a) N/A (a)
PARLEX CORP COMMON STOCKS 70163010 728,762.00 17,300.00 (a) N/A (c)
PARTNER COMMUNICATIONS - ADR COMMON STOCKS 70211M10 3,370,600.00 354,800.00 (a) N/A (a)
PATTERSON ENERGY INC COMMON STOCKS 70341410 2,844,300.00 99,800.00 (a) N/A (a)
PATTERSON ENERGY INC COMMON STOCKS 70341410 478,800.00 16,800.00 (a) N/A (c)
PAY N SAVE CORPORATION CNV DEB CONVERTIBLES 704320AA - 2,000.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 161,700.00 3,850.00 (a) N/A (a)
PAYCHEX INC COMMON STOCKS 70432610 979,272.00 23,316.00 (a) N/A (b)
PAYCHEX INC COMMON STOCKS 70432610 21,401,100.00 509,550.00 (a) N/A (c)
PAYLESS SHOESOURCE INC. COMMON STOCKS 70437910 (153,238.00) (2,990.00) (a) N/A (a)
PECHINEY S.A. SPONSORED ADR A COMMON STOCKS 70515120 10,168.00 490.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 11,985,090.00 244,282.00 (a) N/A (a)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 628,000.00 12,800.00 (a) N/A (b)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 14,179,654.00 289,012.00 (a) N/A (c)
PEGASUS COMMUNICATIONS CORP COMMON STOCKS 70590410 39,250.00 800.00 (c) N/A (b)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 70590420 168,439.00 168.36 (a) N/A (a)
PEGASUS COMMUNICATIONS 12.75 PREFERREDS 705904209 5,039.00 5.04 (a) N/A (a)
PEGASUS COMM PFD PIK 12.75% PREFERREDS 70590430 5,796,500.00 500.00 (a) N/A (a)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 207,035.00 34,505.80 (a) N/A (a)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 25,351.00 4,225.20 (a) N/A (c)
PENINSULA GAMING CNV PFD CONVERTIBLES 70713320 21,126.00 3,521.00 (c) N/A (c)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 96,510.00 5,634.00 (a) N/A (a)
PENINSULAR & ORIENT- SP ADR COMMON STOCKS 70719040 12,454.00 727.00 (c) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 (449,888.00) (24,400.00) (a) N/A (a)
PENNEY J.C CO INC COMMON STOCKS 70816010 18,438.00 1,000.00 (a) N/A (b)
PENNEY J.C CO INC COMMON STOCKS 70816010 22,126.00 1,200.00 (a) N/A (c)
PENNEY J.C CO INC COMMON STOCKS 70816010 22,125.00 1,200.00 (c) N/A (b)
PENNZIOL -QUAKER STATE CO COMMON STOCKS 70932310 19,783.00 1,640.00 (a) N/A (c)
PEOPLES BANK CT COMMON STOCKS 71019810 (112,088.00) (6,100.00) (a) N/A (a)
PEOPLES ENERGY CORP COMMON STOCKS 71103010 345,312.00 10,666.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 16,235,340.00 969,274.00 (a) N/A (a)
PEOPLESOFT INC COMMON STOCKS 71271310 3,350.00 200.00 (a) N/A (b)
PEOPLESOFT INC COMMON STOCKS 71271310 23,450.00 1,400.00 (a) N/A (c)
PEOPLESOFT INC COMMON STOCKS 71271310 53,600.00 3,200.00 (c) N/A (b)
PEPSI BOTTLING GROUP INC COMMON STOCKS 71340910 2,919.00 100.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 10,753,325.00 241,985.00 (a) N/A (a)
PEPSICO INC COMMON STOCKS 71344810 2,268,934.00 51,059.00 (a) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 43,238.00 973.00 (c) N/A (b)
PEPSICO INC COMMON STOCKS 71344810 61,769.00 1,390.00 (c) N/A (c)
PER-SE TECHNOLOGIES INC WARRANTS 71356911 10.00 980.00 (a) N/A (a)
PER-SE TECHNOLOGIES INC WARRANTS 71356911 1.00 68.00 (a) N/A (c)
PER-SE TECHNOLOGIES INC COMMON STOCKS 71356930 338.00 36.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 46,822,056.00 1,349,825.00 (a) N/A (a)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 1,595,625.00 46,000.00 (a) N/A (b)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 39,748,406.00 1,145,900.00 (a) N/A (c)
PEREGRINE SYSTEMS INC COMMON STOCKS 71366Q10 104,964.00 3,026.00 (c) N/A (b)
PERKINELMER INC COMMON STOCKS 71404610 6,612.00 100.00 (a) N/A (a)
PERKINELMER INC COMMON STOCKS 71404610 92,597.00 1,400.00 (a) N/A (c)
PERPETUAL SAVINGS BANK FSB ALEXANDRIA CONVERTIBLES 714275AA 525.00 7,000.00 (a) N/A (b)
PERSISTENCE SOFTWARE INC COMMON STOCKS 71532910 49,808.00 2,748.00 (a) N/A (b)
PT INDONESIA SATELLITE ADR COMMON STOCKS 71568010 974,382.00 85,660.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 2,382,801.00 343,442.00 (a) N/A (a)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 16,623.00 2,396.00 (a) N/A (c)
TELEKOMUNIKASI INDONESIA ADR COMMON STOCKS 71568410 1,597,870.00 230,307.00 (c) N/A (c)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 13,518,216.00 458,400.00 (a) N/A (a)
PETROLEO BRASILERO SA ADR COMMON STOCKS 71654V10 6,304,962.00 213,800.00 (a) N/A (c)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 17,801,381.00 1,043,300.00 (a) N/A (a)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 486,281.00 28,500.00 (a) N/A (b)
PETROLEUM GEO SERVICES ADR COMMON STOCKS 71659710 17,879,145.00 1,047,862.00 (a) N/A (c)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 3,929.00 78.00 (a) N/A (a)
PEUGEOT-CITROEN ADR COMMON STOCKS 71682550 16,824.00 334.00 (c) N/A (c)
PHARMACYCLICS INC COMMON STOCKS 71693310 178,852.00 2,932.00 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 216,303,864.00 4,506,330.50 (a) N/A (a)
PFIZER INC COMMON STOCKS 71708110 58,673,544.00 1,222,365.50 (a) N/A (b)
PFIZER INC COMMON STOCKS 71708110 63,330,000.00 1,319,375.00 (a) N/A (c)
PFIZER INC COMMON STOCKS 71708110 7,884,000.00 164,250.00 (c) N/A (a)
PFIZER INC COMMON STOCKS 71708110 7,677,312.00 159,944.00 (c) N/A (b)
PFIZER INC COMMON STOCKS 71708110 25,167,360.00 524,320.00 (c) N/A (c)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 191,100.00 9,100.00 (a) N/A (a)
PHARMACEUTICAL PROD DEV INC COMMON STOCKS 71712410 768,600.00 36,600.00 (c) N/A (c)
PHARMACOPEIA INC COMMON STOCKS 71713B10 12,596,285.00 271,618.00 (a) N/A (a)
PHARMACOPEIA INC COMMON STOCKS 71713B10 126,047.00 2,718.00 (a) N/A (b)
PHARMACOPEIA INC COMMON STOCKS 71713B10 18,165,088.00 391,700.00 (a) N/A (c)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 155,850,280.00 3,015,220.00 (a) N/A (a)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 14,988,987.00 289,992.50 (a) N/A (b)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 52,914,929.00 1,023,746.40 (a) N/A (c)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 1,731,686.00 33,503.00 (c) N/A (a)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 2,816,607.00 54,493.00 (c) N/A (b)
PHARMACIA CORPORATION COMMON STOCKS 71713U10 31,343,603.00 606,400.00 (c) N/A (c)
PHELPS DODGE CORP COMMON STOCKS 71726510 94,643.00 2,545.00 (a) N/A (a)
PHELPS DODGE CORP COMMON STOCKS 71726510 52,063.00 1,400.00 (a) N/A (c)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 241,900.00 11,800.00 (a) N/A (a)
PHILADELPHIA SUBURBAN CORP. COMMON STOCKS 71800960 561,700.00 27,400.00 (c) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 116,758,699.00 4,395,539.00 (a) N/A (a)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 1,218,688.00 45,880.00 (a) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 2,310,981.00 87,000.00 (a) N/A (c)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 85,000.00 3,200.00 (c) N/A (b)
PHILIP MORRIS COS INC COMMON STOCKS 71815410 35,873,332.00 1,350,500.00 (c) N/A (c)
PHILIPPINE LONG DIST TEL ADR COMMON STOCKS 71825260 727,750.00 41,000.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 1,809,561.00 35,700.00 (a) N/A (a)
PHILLIPS PETROLEUM COMMON STOCKS 71850710 76,031.00 1,500.00 (a) N/A (b)
PHILLIPS-VAN HEUSEN COMMON STOCKS 71859210 221,350.00 23,300.00 (a) N/A (a)
PHILLIPS-VAN HEUSEN COMMON STOCKS 71859210 1,936,100.00 203,800.00 (c) N/A (c)
PHOENIX TECHNOLOGY LTD COMMON STOCKS 71915310 363,780.00 22,300.00 (a) N/A (a)
PHONE.COM INC COMMON STOCKS 71920Q10 33,481,804.00 514,116.00 (a) N/A (a)
PHONE.COM INC COMMON STOCKS 71920Q10 1,680,225.00 25,800.00 (a) N/A (b)
PHONE.COM INC COMMON STOCKS 71920Q10 16,447,319.00 252,550.00 (a) N/A (c)
PHONE.COM INC COMMON STOCKS 71920Q10 13,025.00 200.00 (c) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 11,643,227.00 410,334.00 (a) N/A (a)
PHOTRONICS INC COMMON STOCKS 71940510 510,750.00 18,000.00 (a) N/A (b)
PHOTRONICS INC COMMON STOCKS 71940510 15,535,312.00 547,500.00 (a) N/A (c)
PIEDMONT NATURAL GAS CO. COMMON STOCKS 72018610 605,636.00 22,800.00 (c) N/A (c)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 18,668,610.00 345,715.00 (a) N/A (a)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 213,300.00 3,950.00 (a) N/A (b)
PINNACLE HOLDINGS INC COMMON STOCKS 72346N10 329,400.00 6,100.00 (a) N/A (c)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 440,375.00 13,000.00 (a) N/A (a)
PINNACLE WEST CAPITAL CORP COMMON STOCKS 72348410 304,875.00 9,000.00 (a) N/A (b)
PITNEY-BOWES COMMON STOCKS 72447910 52,000.00 1,300.00 (a) N/A (a)
PITNEY-BOWES COMMON STOCKS 72447910 4,860,000.00 121,500.00 (a) N/A (c)
PLACER DOME INC COMMON STOCKS 72590610 5,738.00 600.00 (a) N/A (a)
PLANTRONICS INC COMMON STOCKS 72749310 4,713,038.00 40,800.00 (a) N/A (a)
PLANTRONICS INC COMMON STOCKS 72749310 750,852.00 6,500.00 (a) N/A (b)
PLANTRONICS INC COMMON STOCKS 72749310 3,973,738.00 34,400.00 (a) N/A (c)
PLANTRONICS INC COMMON STOCKS 72749310 450,450.00 3,900.00 (c) N/A (c)
PLEXUS CORP COMMON STOCKS 72913210 666,700.00 5,900.00 (a) N/A (a)
PLEXUS CORP COMMON STOCKS 72913210 2,429,500.00 21,500.00 (c) N/A (c)
PLUG POWER INC COMMON STOCKS 72919P10 31,250.00 500.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 9,343,388.00 422,300.00 (a) N/A (a)
POGO PRODUCING CO COMMON STOCKS 73044810 12,622,312.00 570,500.00 (a) N/A (c)
POGO PRODUCING CONV SUB NOTES CONVERTIBLES 730448AE 1,024,468.00 1,260.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 1,206,912.00 50,288.00 (a) N/A (a)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 784,368.00 32,682.00 (a) N/A (c)
POHANG IRON & STEEL LTD-ADR COMMON STOCKS 73045010 4,197,600.00 174,900.00 (c) N/A (c)
POLAROID CORP COMMON STOCKS 73109510 1,806.00 100.00 (a) N/A (a)
POLAROID CORP COMMON STOCKS 73109510 10,892.00 603.00 (a) N/A (c)
POLARIS FUND II 73110190 1,384,031.00 825,000.00 (a) N/A (a)
POLYCOM INC COMMON STOCKS 73172K10 35,190,592.00 373,995.00 (a) N/A (a)
POLYCOM INC COMMON STOCKS 73172K10 668,066.00 7,100.00 (a) N/A (b)
POLYCOM INC COMMON STOCKS 73172K10 72,285,171.00 768,225.00 (a) N/A (c)
POPE EVANS & ROBBINS COMMON STOCKS 73285210 - 2,110,500.00 (a) N/A (a)
PORT FINANCIAL CORP COMMON STOCKS 73411910 69,375.00 5,000.00 (c) N/A (b)
PORTAL SOFTWARE INC COMMON STOCKS 73612610 75,970,434.00 1,189,361.00 (a) N/A (a)
PORTUGAL FUND INC COMMON STOCKS 73726510 735,086.00 59,100.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 8,952,806.00 795,805.00 (a) N/A (a)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 16,875.00 1,500.00 (a) N/A (b)
PORTUGAL TELECOM S.A. ADR COMMON STOCKS 73727310 21,375.00 1,900.00 (c) N/A (c)
POST PROPERTIES INC COMMON STOCKS 73746410 44,016.00 1,000.00 (a) N/A (b)
POTLATCH CORP COMMON STOCKS 73762810 3,312.00 100.00 (a) N/A (a)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,200.00 200.00 (a) N/A (b)
POTOMAC ELECTRIC POWER CO COMMON STOCKS 73767910 5,200.00 200.00 (c) N/A (b)
POTOMAC ELECTRIC POWER TRUST I PREFERREDS 73767N20 35,200.00 1,600.00 (a) N/A (b)
POWER-ONE INC COMMON STOCKS 73930810 4,084,659.00 35,850.00 (a) N/A (a)
POWER-ONE INC COMMON STOCKS 73930810 546,900.00 4,800.00 (a) N/A (c)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 17,782,424.00 404,146.00 (a) N/A (a)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 695,200.00 15,800.00 (a) N/A (b)
POWERWAVE TECHNOLOGIES INC COMMON STOCKS 73936310 26,796,000.00 609,000.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 13,074,210.00 184,306.00 (a) N/A (a)
POWERTEL INC COMMON STOCKS 73936C10 574,594.00 8,100.00 (a) N/A (b)
POWERTEL INC COMMON STOCKS 73936C10 18,415,375.00 259,600.00 (a) N/A (c)
POWERTEL INC COMMON STOCKS 73936C10 950,569.00 13,400.00 (c) N/A (c)
PRAECIS PHARMACEUTICALS INC COMMON STOCKS 73942110 13,938.00 500.00 (a) N/A (b)
PRAXAIR INC COMMON STOCKS 74005P10 454,872.00 12,150.00 (a) N/A (a)
PRECEPT BUSINESS SERVICES CL A COMMON STOCKS 74016520 7.00 4.00 (c) N/A (b)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 14,271,625.00 368,300.00 (a) N/A (a)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 736,250.00 19,000.00 (a) N/A (b)
PRECISION DRILLING CORP US COMMON STOCKS 74022D10 24,408,625.00 629,900.00 (a) N/A (c)
PREMIER CRUISES LTD COMMON STOCKS 74049999 666,525.00 222,175.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 834.00 58.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR COMMON STOCKS 74050U10 13,958.00 971.00 (c) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 30,732.00 1,576.00 (a) N/A (a)
PREMIER FARNELL PLC SPONSORED ADR CONVERTIBLES 74050U20 15,249.00 782.00 (c) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 6,451,149.00 283,567.00 (a) N/A (a)
PREMIER PARKS INC COMMON STOCKS 74054020 31,850.00 1,400.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 13,932,472.00 591,285.99 (a) N/A (a)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 92,766.00 3,937.00 (a) N/A (b)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 3,782,521.00 160,528.00 (a) N/A (c)
PRICE COMMUNICATIONS CORP COMMON STOCKS 74143730 1,028,219.00 43,637.00 (c) N/A (c)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 1,530,000.00 36,000.00 (a) N/A (a)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 263,500.00 6,200.00 (a) N/A (b)
PRICE (T. ROWE) ASSOCIATES COMMON STOCKS 74147710 42,500.00 1,000.00 (a) N/A (c)
PRICELINE.COM COMMON STOCKS 74150310 531,776.00 14,000.00 (a) N/A (a)
PRIMEDIA INC COMMON STOCKS 74157K10 45,500.00 2,000.00 (a) N/A (a)
PRIMEDIA INC PFD 10% SER D PREFERREDS 74157K60 1,737,000.00 18,000.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 660,000.00 7,500.00 (a) N/A (a)
PRIMEDIA INC 9.2% PFD PREFERREDS 74157K88 220,000.00 2,500.00 (a) N/A (c)
PRIMEX TECHNOLOGIES INC COMMON STOCKS 74159710 6,160.00 280.00 (a) N/A (a)
PRIMUS KNOWLEDGE SOLUTIONS INC COMMON STOCKS 74163Q10 318,465.00 7,077.00 (a) N/A (a)
PRIMUS KNOWLEDGE SOLUTIONS INC COMMON STOCKS 74163Q10 434,250.00 9,650.00 (a) N/A (b)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 101,963.00 4,099.00 (a) N/A (a)
PRIMUS TELECOMMUNICATIONS INC COMMON STOCKS 74192910 60,770.00 2,443.00 (a) N/A (c)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 16,642,477.00 672,000.00 (a) N/A (a)
PRIDE INTERNATIONAL INC COMMON STOCKS 74193210 40,956,152.00 1,653,750.00 (a) N/A (c)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 334,408.00 4,500.00 (a) N/A (a)
PRIORITY HEALTHCARE CORP B COMMON STOCKS 74264T10 1,515,985.00 20,400.00 (c) N/A (c)
PROBUSINESS SERVICES INC COMMON STOCKS 74267410 392,806.00 14,788.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 7,670,454.00 134,008.00 (a) N/A (a)
PROCTER & GAMBLE COMMON STOCKS 74271810 1,516,190.00 26,717.00 (a) N/A (b)
PROCTER & GAMBLE COMMON STOCKS 74271810 215,650.00 3,800.00 (a) N/A (c)
PROCTER & GAMBLE COMMON STOCKS 74271810 11,350.00 200.00 (c) N/A (b)
PRODIGY COMMUNICATIONS-CL A COMMON STOCKS 74283P20 178.00 17.00 (c) N/A (b)
PROGENICS PHARMACEUTICALS INC COMMON STOCKS 74318710 5,700.00 400.00 (c) N/A (b)
PROGRESS SOFTWARE CORP COMMON STOCKS 74331210 260,101.00 14,500.00 (c) N/A (c)
PROGRESSIVE CORP-OHIO COMMON STOCKS 74331510 7,350.00 100.00 (a) N/A (a)
PROGRESSIVE CORP-OHIO COMMON STOCKS 74331510 1,811,076.00 24,474.00 (a) N/A (b)
PROLOGIS TRUST COMMON STOCKS 74341010 1,265,466.00 59,300.00 (a) N/A (a)
PROLOGIS TRUST COMMON STOCKS 74341010 11,455,580.00 537,100.00 (a) N/A (c)
PROLOGIS TRUST PFD SER C 8.54% PREFERREDS 74341040 1,028,688.00 27,250.00 (a) N/A (a)
PROSPERITY BANCSHARES INC COMMON STOCKS 74360610 3,889,495.00 241,209.00 (a) N/A (c)
PROTEIN DESIGN LABS INC COMMON STOCKS 74369L10 808,348.00 4,900.00 (a) N/A (a)
PROTEIN DESIGN LABS INC COMMON STOCKS 74369L10 2,309,566.00 14,000.00 (c) N/A (c)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 9,893,987.00 273,882.00 (a) N/A (a)
PROVINCE HEALTHCARE CO COMMON STOCKS 74397710 3,612,500.00 100,000.00 (a) N/A (c)
PROVIDAN FINACIAL CORP COMMON STOCKS 74406A10 3,510,000.00 39,000.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 13,776,450.00 139,200.00 (a) N/A (a)
PROXIM INC COMMON STOCKS 74428410 623,503.00 6,300.00 (a) N/A (b)
PROXIM INC COMMON STOCKS 74428410 18,903,031.00 191,000.00 (a) N/A (c)
PSINET INC COMMON STOCKS 74437C10 10,813,574.00 430,391.00 (a) N/A (a)
PSINET INC COMMON STOCKS 74437C10 5,326.00 212.00 (c) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 730,588.00 21,100.00 (a) N/A (a)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 64,195.00 1,854.00 (a) N/A (b)
PUBLIC SVC ENTERPRISE GRP INC COMMON STOCKS 74457310 34,625.00 1,000.00 (a) N/A (c)
PUGET SOUND POWER & LIGHT CO COMMON STOCKS 74533210 1,075.00 50.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 594,850.00 14,100.00 (a) N/A (a)
PULITZER INC COMMON STOCKS 74576910 210,895.00 4,999.00 (a) N/A (b)
PULITZER INC COMMON STOCKS 74576910 1,898,460.00 45,000.00 (c) N/A (c)
PULTE CORP COMMON STOCKS 74586710 2,162.00 100.00 (a) N/A (a)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 5,456,344.00 203,500.00 (a) N/A (a)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 249,356.00 9,300.00 (a) N/A (b)
PUMA TECHNOLOGY INC COMMON STOCKS 74588710 10,121,719.00 377,500.00 (a) N/A (c)
PUTNAM PREMIER INCOME FUND SBI EQUITY FUNDS 74685310 12,625.00 2,000.00 (c) N/A (a)
QLT INC. COMMON STOCKS 74692710 5,334,562.00 69,000.00 (a) N/A (a)
QLT INC. COMMON STOCKS 74692710 2,744,594.00 35,500.00 (a) N/A (c)
QLT INC. COMMON STOCKS 74692710 216,475.00 2,800.00 (c) N/A (b)
QRS CORP COMMON STOCKS 74726X10 8,701,001.00 354,238.00 (a) N/A (a)
QRS CORP COMMON STOCKS 74726X10 171,938.00 7,000.00 (a) N/A (b)
QRS CORP COMMON STOCKS 74726X10 6,712,907.00 273,299.00 (a) N/A (c)
QRS CORP COMMON STOCKS 74726X10 1,400.00 57.00 (c) N/A (b)
QUAKER OATS CO COMMON STOCKS 74740210 3,966,600.00 52,800.00 (a) N/A (a)
QUAKER OATS CO COMMON STOCKS 74740210 5,386,462.00 71,700.00 (a) N/A (c)
QUAKER OATS CO COMMON STOCKS 74740210 262,938.00 3,500.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 22,113,000.00 368,550.00 (a) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 5,196,600.00 86,610.00 (a) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 744,000.00 12,400.00 (a) N/A (c)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 1,051,500.00 17,525.00 (c) N/A (a)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 441,000.00 7,350.00 (c) N/A (b)
QUALCOMM INCORPORATED COMMON STOCKS 74752510 77,400.00 1,290.00 (c) N/A (c)
QUANTA SERVICES INC COMMON STOCKS 74762E10 385.00 7.00 (a) N/A (b)
QUANTUM CORP-DLT & STORAGE SYSTEMS COMMON STOCKS 74790620 969.00 100.00 (a) N/A (a)
QUEST DIAGNOSTICS INC COMMON STOCKS 74834L10 1,689,350.00 22,600.00 (a) N/A (c)
QUEST SOFTWARE INC COMMON STOCKS 74834T10 3,783,552.00 68,326.00 (a) N/A (a)
QUIDEL CORP WTS @ $ 7.50 WARRANTS 74838J11 - 19,729.00 (a) N/A (b)
QUINENCO SA ADR COMMON STOCKS 74871810 1,469,325.00 150,700.00 (a) N/A (a)
QUINENCO SA ADR COMMON STOCKS 74871810 1,111,500.00 114,000.00 (a) N/A (c)
QUINTILES TRANSNATIONAL CORP COMMON STOCKS 74876710 2,825.00 200.00 (a) N/A (a)
QUINTUS CORP COMMON STOCKS 74879810 3,150.00 158.60 (c) N/A (b)
QUORUM HEALTH GROUP INC COMMON STOCKS 74908410 820,896.00 79,602.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 55,401,662.00 1,110,594.00 (a) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 10,173,400.00 203,468.00 (a) N/A (b)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 25,695,000.00 513,900.00 (a) N/A (c)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 4,446,500.00 88,930.00 (c) N/A (a)
QWEST COMMUNICATIONS INTL INC. COMMON STOCKS 74912110 9,033,550.00 180,671.00 (c) N/A (b)
R&B FALCON CORP COMMON STOCKS 74912E10 47,117.00 2,000.00 (a) N/A (a)
R&B FALCON CORP COMMON STOCKS 74912E10 117,812.00 5,000.00 (a) N/A (b)
R&B FALCON CORP COMMON STOCKS 74912E10 11,696,425.00 496,400.00 (a) N/A (c)
R.H. DONNELLEY CORP COMMON STOCKS 74955W30 4,650.00 240.00 (a) N/A (a)
RGS ENERGY GROUP INC. COMMON STOCKS 74956K10 471,700.00 21,200.00 (c) N/A (c)
R O C TAIWAN FD SH BEN INT COMMON STOCKS 74965110 1,501,643.00 172,841.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 12,264,175.00 177,100.00 (a) N/A (a)
RSA SECURITY INC COMMON STOCKS 74971910 865,625.00 12,500.00 (a) N/A (b)
RSA SECURITY INC COMMON STOCKS 74971910 29,181,950.00 421,400.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 1,573,337.00 30,398.00 (a) N/A (a)
RADIAN GROUP INC COMMON STOCKS 75023610 2,486,717.00 48,038.00 (a) N/A (c)
RADIAN GROUP INC COMMON STOCKS 75023610 1,029,825.00 19,900.00 (c) N/A (c)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 24,165,600.00 1,006,900.00 (a) N/A (a)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 630,000.00 26,250.00 (a) N/A (b)
RADIANT SYSTEMS INC COMMON STOCKS 75025N10 25,846,800.00 1,076,950.00 (a) N/A (c)
RADIO ONE INC COMMON STOCKS 75040P10 2,852,722.00 96,498.00 (a) N/A (a)
RADIO ONE INC. - CL D COMMON STOCKS 75040P40 4,257,974.00 192,996.00 (a) N/A (a)
RADIO UNICA COMMINICATIONS CORP COMMON STOCKS 75040Q10 4,200.00 600.00 (a) N/A (b)
RADIO UNICA COMMINICATIONS CORP COMMON STOCKS 75040Q10 2,800.00 400.00 (a) N/A (c)
RADIOSHACK CORPORATION COMMON STOCKS 75043810 (270,038.00) (5,700.00) (a) N/A (a)
RAILWORKS CORP COMMON STOCKS 75078910 122.00 15.00 (a) N/A (b)
RAINFOREST CAFE INC COMMON STOCKS 75086K10 2,969.00 1,000.00 (c) N/A (b)
RALSTON-RALSTON PURINA GRP COMMON STOCKS 75127730 3,750,338.00 188,100.00 (a) N/A (a)
RANGER OIL LTD COMMON STOCKS 75280510 550.00 100.00 (c) N/A (b)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 217,525.00 7,700.00 (a) N/A (a)
RARE HOSPITALITY INTL INC COMMON STOCKS 75382010 827,725.00 29,300.00 (c) N/A (c)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 121,760.00 7,700.00 (a) N/A (a)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 12,650.00 800.00 (c) N/A (b)
RARE MEDIUM GROUP INC COMMON STOCKS 75382N10 551,874.00 34,900.00 (c) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 4,974.00 256.00 (a) N/A (a)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 11,714.00 603.00 (a) N/A (c)
RAYTHEON COMPANY CLASS-A COMMON STOCKS 75511130 427.00 22.00 (c) N/A (b)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 40,425.00 2,100.00 (a) N/A (a)
RAYTHEON CO-CL B. COMMON STOCKS 75511140 1,925.00 100.00 (c) N/A (b)
RAZORFISH INC COMMON STOCKS 75523610 54,614.00 3,400.00 (a) N/A (a)
RAZORFISH INC COMMON STOCKS 75523610 567,024.00 35,300.00 (c) N/A (c)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 8,566,778.00 215,600.00 (a) N/A (a)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 1,311,234.00 33,000.00 (a) N/A (b)
READERS DIGEST ASSN INC CL A COMMON STOCKS 75526710 10,958,741.00 275,800.00 (a) N/A (c)
REALNETWORKS COMMON STOCKS 75605L10 3,296,294.00 65,192.00 (a) N/A (a)
REALNETWORKS COMMON STOCKS 75605L10 27,809.00 550.00 (c) N/A (b)
REALNETWORKS COMMON STOCKS 75605L10 4,273,585.00 84,520.00 (c) N/A (c)
RECKSON ASSOC REALTY CORP COMMON STOCKS 75621K10 358,625.00 15,100.00 (c) N/A (c)
RED HAT INC COMMON STOCKS 75657710 5,538,611.00 204,660.00 (a) N/A (a)
RED HAT INC COMMON STOCKS 75657710 1,082.00 40.00 (c) N/A (b)
REDBACK NETWORKS COMMON STOCKS 75720910 273,956,774.00 1,539,083.00 (a) N/A (a)
REEBOK INTL LTD COMMON STOCKS 75811010 1,594.00 100.00 (a) N/A (a)
REED INTL SPONSORED ADR COMMON STOCKS 75821287 16,800.00 480.00 (a) N/A (b)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 66,144.00 3,328.00 (a) N/A (a)
REGIONS FINANCIAL CORP COMMON STOCKS 75894010 310,686.00 15,632.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 15,001,166.00 497,964.00 (a) N/A (a)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 195,812.00 6,500.00 (a) N/A (b)
REINSURANCE GROUP OF AMERICA INC COMMON STOCKS 75935110 41,722,854.00 1,384,991.00 (a) N/A (c)
RELIANT ENERGY INC COMMON STOCKS 75952J10 101,388.00 3,400.00 (a) N/A (a)
RELIANT ENERGY INC COMMON STOCKS 75952J10 248,325.00 8,400.00 (a) N/A (b)
RELIANT ENERGY 2.0% CV SUB DEB CONVERTIBLES 75952J20 6,037,268.00 81,310.00 (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 (196,641.00) (3,750.00) (a) N/A (a)
RELIASTAR FINANCIAL CORP COMMON STOCKS 75952U10 5,248.00 100.00 (a) N/A (b)
REMEC INC COMMON STOCKS 75954310 87,938.00 2,100.00 (a) N/A (a)
REMEC INC COMMON STOCKS 75954310 548,562.00 13,100.00 (c) N/A (c)
REMEDY CORP COMMON STOCKS 75954810 17,243,475.00 309,300.00 (a) N/A (a)
REMEDY CORP COMMON STOCKS 75954810 802,800.00 14,400.00 (a) N/A (b)
REMEDY CORP COMMON STOCKS 75954810 25,533,500.00 458,000.00 (a) N/A (c)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 75966470 - 1.00 (a) N/A (a)
RENAISSANCE COSMETICS 14% PFD PREFERREDS 759664709 - 4.46 (a) N/A (a)
REPLIGEN CORP COMMON STOCKS 75991610 1,884.00 300.00 (c) N/A (b)
REPAP ENTERPRISES 144A CONVERTIBLES 76026MAC 1,180,000.00 2,000.00 (a) N/A (a)
REPSOL SA SPONSORED ADR COMMON STOCKS 76026T20 118,875.00 6,000.00 (c) N/A (a)
REPUBLIC SERVICES INC CL A COMMON STOCKS 76075910 9,600.00 600.00 (a) N/A (a)
REPUBLIC SERVICES INC CL A COMMON STOCKS 76075910 1,590.00 100.00 (c) N/A (b)
REPLUBLIC TECH WTS WARRANTS 76080511 41.00 4,100.00 (a) N/A (a)
REPLUBLIC TECH WTS WARRANTS 76080511 16.00 1,600.00 (a) N/A (c)
REPLUBLIC TECH WTS WARRANTS 76080511 3.00 300.00 (c) N/A (c)
RESEARCH IN MOTION LTD COMMON STOCKS 76097510 153,850.00 3,400.00 (a) N/A (a)
RESPIRONICS INC COMMON STOCKS 76123010 1,656.00 92.00 (c) N/A (b)
RETEK INC COMMON STOCKS 76128Q10 1,600.00 50.00 (c) N/A (b)
REUTERS HOLDING PLC ADR COMMON STOCKS 76132M10 149,907.00 1,500.00 (a) N/A (a)
REXX ENVIRONMENTAL CORP COMMON STOCKS 76168W10 4,875.00 1,000.00 (c) N/A (b)
REYNOLDS & REYNOLDS -CL A COMMON STOCKS 76169510 12,775.00 700.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 2,036,680.00 72,900.00 (a) N/A (a)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 1,704.00 61.00 (a) N/A (b)
RJ REYNOLDS TOBACCO HOLDINGS COMMON STOCKS 76182K10 503.00 18.00 (c) N/A (b)
RHYTHMS NETCONNECTIONS INC COMMON STOCKS 76243020 96,178.00 7,656.00 (a) N/A (a)
RHYTHMS NETCONNECTIONS INC COMMON STOCKS 76243020 96,178.00 7,656.00 (a) N/A (b)
RICHARDSON ELECTRONICS CONVERTIBLE SR CONVERTIBLES 763165AB 4,012.00 5,000.00 (a) N/A (a)
RICHARDSON ELECTRONICS LTD CONVERTIBLE CONVERTIBLES 763165AC 22,906.00 25,000.00 (a) N/A (a)
RIGGS NATIONAL CORP WASH DC COMMON STOCKS 76657010 253,762.00 20,100.00 (c) N/A (c)
RITE AID CORP COMMON STOCKS 76775410 3,219.00 500.00 (a) N/A (a)
ROBERT HALF INTERNATIONAL INC COMMON STOCKS 77032310 62,210.00 2,184.00 (a) N/A (b)
ROBOTIC VISION SYSTEMS INC COMMON STOCKS 77107410 143,334.00 7,963.00 (a) N/A (b)
ROCHE HLDGS INC CONV 144A CONVERTIBLES 771196AC 6,645,362.00 12,110.00 (a) N/A (a)
ROCHE HLDGS INC 0 CPN CNV 144A CONVERTIBLES 771196AG 2,328,450.00 2,580.00 (a) N/A (a)
ROCKWELL INTL CORP COMMON STOCKS 77390310 64,008.00 2,032.00 (a) N/A (a)
ROGERS CORP COMMON STOCKS 77513310 280,000.00 8,000.00 (a) N/A (a)
ROGERS CORP COMMON STOCKS 77513310 994,000.00 28,400.00 (c) N/A (c)
ROHM & HAAS CO COMMON STOCKS 77537110 127,443.00 3,694.00 (a) N/A (a)
ROME BANCORP INC COMMON STOCKS 77587710 738.00 100.00 (a) N/A (b)
ROME BANCORP INC COMMON STOCKS 77587710 10,325.00 1,400.00 (c) N/A (b)
ROSS STORES INC COMMON STOCKS 77829610 194,513.00 11,400.00 (a) N/A (a)
ROSS STORES INC COMMON STOCKS 77829610 5,115,338.00 299,800.00 (a) N/A (c)
ROSTELECOM ADR COMMON STOCKS 77852910 3,383,088.00 248,300.00 (a) N/A (a)
ROSTELECOM ADR COMMON STOCKS 77852910 839,300.00 61,600.00 (a) N/A (c)
ROWAN COS INC COM COMMON STOCKS 77938210 7,639,312.00 251,500.00 (a) N/A (a)
ROWAN COS INC COM COMMON STOCKS 77938210 604,462.00 19,900.00 (a) N/A (b)
ROWAN COS INC COM COMMON STOCKS 77938210 561,938.00 18,500.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 29,440,468.00 478,258.00 (a) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 9,140,880.00 148,519.00 (a) N/A (b)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 9,651,166.00 156,800.00 (a) N/A (c)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 630,855.00 10,250.00 (c) N/A (a)
ROYAL DUTCH PETROL NY SHRS COMMON STOCKS 78025780 2,523,422.00 41,000.00 (c) N/A (b)
RUSSELL CORP COMMON STOCKS 78235210 2,000.00 100.00 (a) N/A (a)
RYDER SYSTEM INC COMMON STOCKS 78354910 (208,318.00) (11,000.00) (a) N/A (a)
RYERSON TULL INC COMMON STOCKS 78375P10 12,450.00 1,200.00 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 120,360,272.00 2,782,522.00 (a) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 1,375,792.00 31,268.00 (a) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 10,229,192.00 233,351.00 (a) N/A (c)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 176,000.00 4,000.00 (c) N/A (a)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 197,692.00 4,493.00 (c) N/A (b)
SBC COMMUNICATIONS INC COMMON STOCKS 78387G10 30,651,275.00 708,700.00 (c) N/A (c)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 34,815,254.00 670,329.00 (a) N/A (a)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 5,459,462.00 105,116.00 (a) N/A (b)
SBA COMMUNICATIONS CORP COMMON STOCKS 78388J10 5,194.00 100.00 (c) N/A (b)
SCI SYSTEMS CNV SUB NOTES CONVERTIBLES 783890AF 3,287,958.00 3,360.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 234,694.00 9,987.00 (a) N/A (a)
SCP POOL CORP COMMON STOCKS 78402810 234,694.00 9,987.00 (a) N/A (b)
SCP POOL CORP COMMON STOCKS 78402810 2,823,972.00 120,169.00 (a) N/A (c)
SDL INC COMMON STOCKS 78407610 23,328,052.00 81,799.00 (a) N/A (a)
SDL INC COMMON STOCKS 78407610 1,140,750.00 4,000.00 (a) N/A (b)
SDL INC COMMON STOCKS 78407610 23,642,044.00 82,900.00 (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 33,984.00 750.00 (a) N/A (b)
SFX ENTERTAINMENT CL A COMMON STOCKS 78417810 49,844.00 1,100.00 (c) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 30,099,919.00 828,902.00 (a) N/A (a)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 35,949.00 990.00 (a) N/A (b)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 4,455,061.00 122,685.00 (a) N/A (c)
SK TELECOM CO LTD ADR COMMON STOCKS 78440P10 20,937,277.00 576,578.00 (c) N/A (c)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 105,014.00 2,805.00 (a) N/A (a)
SLM HOLDINGS CORP. COMMON STOCKS 78442A10 52,413.00 1,400.00 (a) N/A (c)
SPS TECHNOLOGIES COMMON STOCKS 78462610 11,292.00 275.00 (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 (459,564.00) (3,800.00) (a) N/A (a)
SPX CORP COMMON STOCKS 78463510 217,688.00 1,800.00 (a) N/A (c)
S3 INCORPATED COMMON STOCKS 78484910 738.00 50.00 (a) N/A (a)
S3 INCORPATED COMMON STOCKS 78484910 30,975.00 2,100.00 (a) N/A (b)
S3 INCORPATED COMMON STOCKS 78484910 249,275.00 16,900.00 (c) N/A (c)
SABRELINER CORP WARRANTS WARRANTS 78571L99 13,600.00 1,360.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 92,140.00 3,233.00 (a) N/A (a)
SABRE HOLDINGS CORP COMMON STOCKS 78590510 24,710.00 867.00 (a) N/A (b)
SAFECO CORP COMMON STOCKS 78642910 224,588.00 11,300.00 (a) N/A (a)
SAFECO CORP COMMON STOCKS 78642910 69,562.00 3,500.00 (a) N/A (c)
SAFECO CORP COMMON STOCKS 78642910 1,988.00 100.00 (c) N/A (b)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 105,806.00 3,300.00 (a) N/A (a)
SAFEGUARD SCIENTIFICS INC COMMON STOCKS 78644910 6,412.00 200.00 (c) N/A (b)
SAFETY-KLEEN CORP COMMON STOCKS 78648R20 25.00 351.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 9,390,512.00 208,100.00 (a) N/A (a)
SAFEWAY INC COMMON STOCKS 78651420 1,570,350.00 34,800.00 (a) N/A (b)
SAFEWAY INC COMMON STOCKS 78651420 18,979,575.00 420,600.00 (a) N/A (c)
SAGA COMMUNICATIONS INC CL A COMMON STOCKS 78659810 22,000.00 1,000.00 (c) N/A (b)
SAGENT TECHNOLOGY INC COMMON STOCKS 78669310 1,067,396.00 74,905.00 (a) N/A (a)
ST FRANCIS CAPITAL CORP COMMON STOCKS 78937410 15,125.00 1,000.00 (c) N/A (b)
ST. JUDE MEDICAL INC COMMON STOCKS 79084910 9,175.00 200.00 (a) N/A (a)
ST. JUDE MEDICAL INC COMMON STOCKS 79084910 10,551,250.00 230,000.00 (a) N/A (c)
ST PAUL COMPANIES INC COMMON STOCKS 79286010 20,475.00 600.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 2,910.00 42.00 (a) N/A (a)
SAKURA BANK LTD-UNSPON ADR COMMON STOCKS 79377410 13,302.00 192.00 (c) N/A (c)
SAKS INCORPORATED COMMON STOCKS 79377W10 615,842.00 59,000.00 (a) N/A (a)
SAKS INCORPORATED COMMON STOCKS 79377W10 14,612.00 1,400.00 (a) N/A (c)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 7,425.00 800.00 (a) N/A (b)
SALEM COMMUNICATIONS CORP CL A COMMON STOCKS 79409310 1,856.00 200.00 (c) N/A (b)
SALTON INC COMMON STOCKS 79575710 612,384.00 16,600.00 (a) N/A (a)
SALTON INC COMMON STOCKS 79575710 693,544.00 18,800.00 (a) N/A (c)
SAN JACINTO HLDGS INC. COMMON STOCKS 79789010 65,553.00 21,851.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 3,502.00 99.00 (a) N/A (a)
SAN PAOLO-IMI SPA - SPON ADR COMMON STOCKS 79917510 14,999.00 424.00 (c) N/A (c)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 399,475.00 16,820.00 (a) N/A (a)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 399,475.00 16,820.00 (a) N/A (b)
SANCHEZ COMPUTER ASSOCIATES INC COMMON STOCKS 79970210 9,975.00 420.00 (c) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 14,115,961.00 230,700.00 (a) N/A (a)
SANDISK CORP COMMON STOCKS 80004C10 746,488.00 12,200.00 (a) N/A (b)
SANDISK CORP COMMON STOCKS 80004C10 25,931,262.00 423,800.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 66,088,935.00 772,970.00 (a) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 31,886,798.00 372,945.00 (a) N/A (b)
SANMINA CORP COMMON STOCKS 80090710 23,794,650.00 278,300.00 (a) N/A (c)
SANMINA CORP COMMON STOCKS 80090710 7,306,830.00 85,460.00 (c) N/A (a)
SANMINA CORP COMMON STOCKS 80090710 4,552,020.00 53,240.00 (c) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 15,968,655.00 553,027.00 (a) N/A (a)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 161,700.00 5,600.00 (a) N/A (b)
SANGSTAT MEDICAL CORP COMMON STOCKS 80100310 37,538.00 1,300.00 (c) N/A (b)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 1,032,750.00 162,000.00 (a) N/A (a)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 62,475.00 9,800.00 (a) N/A (b)
SANTA CRUZ OPERATION INC COMMON STOCKS 80183310 1,901,025.00 298,200.00 (a) N/A (c)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 1,365.00 120.00 (a) N/A (a)
SANTA FE SNYDER CORP COMMON STOCKS 80218K10 4,038.00 355.00 (a) N/A (b)
SANWA BANK LTD - UNSPON ADR COMMON STOCKS 80303020 4,878.00 61.00 (c) N/A (c)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 11,656.00 250.00 (a) N/A (a)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 27,975.00 600.00 (c) N/A (b)
SAP AG SPONSORED ADR COMMON STOCKS 80305420 27,975.00 600.00 (c) N/A (c)
SAPIENT CORP COMMON STOCKS 80306210 10,694.00 100.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 4,355,251.00 226,900.00 (a) N/A (a)
SARA LEE CORP COMMON STOCKS 80311110 204,712.00 10,600.00 (a) N/A (b)
SASOL LTD SPON ADR COMMON STOCKS 80386630 47,700.00 7,200.00 (a) N/A (a)
SATYAM INFOWAY LIMITED ADR COMMON STOCKS 80409910 33,375.00 1,500.00 (a) N/A (a)
SAWTEK INC COMMON STOCKS 80546810 16,198,088.00 281,400.00 (a) N/A (a)
SAWTEK INC COMMON STOCKS 80546810 32,309,831.00 561,300.00 (a) N/A (c)
SCANA CORP COMMON STOCKS 80589M10 1,949,300.00 80,800.00 (a) N/A (a)
SCANA CORP COMMON STOCKS 80589M10 45,838.00 1,900.00 (a) N/A (c)
SCANSOFT INC COMMON STOCKS 80603P10 577.00 205.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 43,544,736.00 862,272.00 (a) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 26,874,484.00 532,168.00 (a) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 3,601,660.00 71,320.00 (a) N/A (c)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 10,100,000.00 200,000.00 (c) N/A (a)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 4,495,005.00 89,010.00 (c) N/A (b)
SCHERING PLOUGH CORP COMMON STOCKS 80660510 186,850.00 3,700.00 (c) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,151,389.00 15,429.00 (a) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,279,744.00 17,149.00 (a) N/A (b)
SCHLUMBERGER LTD COMMON STOCKS 80685710 104,475.00 1,400.00 (a) N/A (c)
SCHLUMBERGER LTD COMMON STOCKS 80685710 266,411.00 3,570.00 (c) N/A (a)
SCHLUMBERGER LTD COMMON STOCKS 80685710 1,492.00 20.00 (c) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 18,338.00 300.00 (a) N/A (b)
SCHOLASTIC CORP COMMON STOCKS 80706610 55,012.00 900.00 (a) N/A (c)
SCHOOL SPECIALTY INC COMMON STOCKS 80786310 37,126.00 2,000.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 8,540,750.00 254,000.00 (a) N/A (a)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 131,138.00 3,900.00 (a) N/A (b)
CHARLES SCHWAB & CO COMMON STOCKS 80851310 149,127.00 4,435.00 (c) N/A (b)
SCIENT CORP COMMON STOCKS 80864H10 4,412.00 100.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 15,861,050.00 212,900.00 (a) N/A (a)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 44,700.00 600.00 (a) N/A (b)
SCIENTIFIC ATLANTA INC COMMON STOCKS 80865510 44,036,950.00 591,100.00 (a) N/A (c)
SCIOS INC COMMON STOCKS 80890510 2,250.00 400.00 (c) N/A (b)
SCITEX CORP LTD ORD COMMON STOCKS 80909010 1,612,912.00 145,800.00 (a) N/A (a)
SCITEX CORP LTD ORD COMMON STOCKS 80909010 15,036,150.00 1,359,200.00 (a) N/A (c)
SCOTTISHPOWER PLC COMMON STOCKS 81013T70 268.00 8.00 (a) N/A (b)
SCOTTS CO CL A COMMON STOCKS 81018610 229,950.00 6,300.00 (c) N/A (a)
SCOTTS CO CL A COMMON STOCKS 81018610 146,000.00 4,000.00 (c) N/A (b)
SCRIPPS CO-CL A COMMON STOCKS 81105420 123,125.00 2,500.00 (a) N/A (a)
SCUDDER GLOBAL HIGH INCOME FUND INC FXD INCOME FUNDS 81115E10 7,705.00 1,522.00 (c) N/A (b)
SEA CONTAINERS LTD CL A COMMON STOCKS 81137170 64,009.00 3,030.00 (c) N/A (b)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 19,517,046.00 675,915.00 (a) N/A (a)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 524,081.00 18,150.00 (a) N/A (b)
SEACHANGE INTERNATIONAL INC COMMON STOCKS 81169910 32,957,636.00 1,141,390.00 (a) N/A (c)
SEACOAST BANKING CORP COMMON STOCKS 81170710 27,000.00 1,000.00 (a) N/A (a)
SEACOAST FINANCIAL SERVICES CORP COMMON STOCKS 81170Q10 950.00 100.00 (a) N/A (b)
SEACOAST FINANCIAL SERVICES CORP COMMON STOCKS 81170Q10 38,000.00 4,000.00 (c) N/A (b)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 489,500.00 8,900.00 (a) N/A (a)
SEAGATE TECHNOLOGY COMMON STOCKS 81180410 198,000.00 3,600.00 (a) N/A (c)
SEAGRAM CO LTD COMMON STOCKS 81185010 1,690,476.00 29,150.00 (a) N/A (a)
SEAGRAM CO LTD COMMON STOCKS 81185010 1,286,963.00 22,195.00 (a) N/A (b)
SEAGRAM CO LTD COMMON STOCKS 81185010 29,630.00 511.00 (c) N/A (b)
SEACOR HOLDINGS INC COMMON STOCKS 81190410 10,240,581.00 264,700.00 (a) N/A (a)
SEACOR HOLDINGS INC COMMON STOCKS 81190410 2,280,628.00 58,950.00 (a) N/A (c)
SEALED AIR CORP COMMON STOCKS 81211K10 10,475.00 200.00 (a) N/A (a)
SEARS ROEBUCK & CO COMMON STOCKS 81238710 122,213.00 3,746.00 (a) N/A (a)
SECOM LTD UNSPONSORED ADR COMMON STOCKS 81311320 58,600.00 400.00 (a) N/A (a)
SECOM LTD UNSPONSORED ADR COMMON STOCKS 81311320 29,300.00 200.00 (c) N/A (c)
SECURITY CAPITAL GROUP CLASS B COMMON STOCKS 81413P20 465,800.00 27,400.00 (a) N/A (a)
SECURITY CAPITAL GROUP CLASS B COMMON STOCKS 81413P20 1,572,500.00 92,500.00 (c) N/A (c)
SEITEL INC COMMON STOCKS 81607430 138,938.00 17,100.00 (a) N/A (a)
SEITEL INC COMMON STOCKS 81607430 513,500.00 63,200.00 (c) N/A (c)
SEMINIS INC CL A COMMON STOCKS 81665810 78,750.00 30,000.00 (a) N/A (c)
SEMTECH CORP COMMON STOCKS 81685010 12,681,109.00 165,800.00 (a) N/A (a)
SEMTECH CORP COMMON STOCKS 81685010 3,204,695.00 41,900.00 (a) N/A (c)
SEMPRA ENERGY COMMON STOCKS 81685110 6,825.00 400.00 (a) N/A (a)
SENETEK PLC SPONSORED ADR COMMON STOCKS 81720930 628.00 300.00 (c) N/A (b)
SENSORMATIC ELECTRONICS CORP COMMON STOCKS 81726510 446,353.00 28,200.00 (a) N/A (c)
SEPRACOR INC. COMMON STOCKS 81731510 7,490,812.00 62,100.00 (a) N/A (a)
SEPRACOR INC. COMMON STOCKS 81731510 904,688.00 7,500.00 (a) N/A (b)
SEPRACOR INC. COMMON STOCKS 81731510 41,597,531.00 344,850.00 (a) N/A (c)
SEPRACOR INC. COMMON STOCKS 81731510 31,362.00 260.00 (c) N/A (c)
SEQUENOM INC COMMON STOCKS 81733710 408,375.00 9,000.00 (a) N/A (c)
SERVICEMASTER CO COMMON STOCKS 81760N10 179,796.00 15,828.00 (a) N/A (b)
SEVEN ELEVEN JAPAN UNSP ADR COMMON STOCKS 81782820 83,830.00 1,000.00 (a) N/A (a)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 1,188.00 1,000.00 (a) N/A (b)
SEVEN SEAS PETROLEUM INC COMMON STOCKS 81791710 15,438.00 13,000.00 (c) N/A (b)
SHAW INDUSTRIES INC COMMON STOCKS 82028610 124,844.00 10,000.00 (a) N/A (b)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 4,880,813.00 197,700.00 (a) N/A (a)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 557,938.00 22,600.00 (a) N/A (b)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 79,000.00 3,200.00 (a) N/A (c)
SHAW COMMUNICATIONS INC-B COMMON STOCKS 82028K20 50,856.00 2,060.00 (c) N/A (b)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 16,875.00 11,250.00 (a) N/A (a)
SHEFFIELD STEEL CORP COMMON STOCKS 82126610 1,875.00 1,250.00 (a) N/A (c)
SHELL TRANS&TRADING PLC NY SHS COMMON STOCKS 82270360 594,260.00 11,900.00 (a) N/A (a)
SHERWIN WILLIAMS COMMON STOCKS 82434810 6,356.00 300.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 10,762.00 700.00 (a) N/A (a)
SHOPKO STORES INC COMMON STOCKS 82491110 15,375.00 1,000.00 (a) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 54,294,720.00 331,950.00 (a) N/A (a)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 883,238.00 5,400.00 (a) N/A (b)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 9,192,216.00 56,200.00 (a) N/A (c)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 2,453.00 15.00 (c) N/A (b)
SIEBEL SYSTEMS INC COMMON STOCKS 82617010 14,148,200.00 86,500.00 (c) N/A (c)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 15,145.00 100.00 (a) N/A (a)
SIEMENS AG SPONSORED ADR COMMON STOCKS 82619740 52,250.00 345.00 (c) N/A (c)
SIGMA ALDRICH CORP COMMON STOCKS 82655210 5,850.00 200.00 (a) N/A (a)
SILICON GRAPHICS INC COMMON STOCKS 82705610 7,500.00 2,000.00 (a) N/A (c)
SILICON IMAGE INC COMMON STOCKS 82705T10 4,830,892.00 96,860.00 (a) N/A (a)
SILVERSTREAM SOFTWARE INC COMMON STOCKS 82790710 4,111,569.00 71,196.00 (a) N/A (a)
SILVERLINE TECHNOLOGIES ADR COMMON STOCKS 82840810 2,703,125.00 125,000.00 (a) N/A (a)
SIMON PROPERTY GROUP COMMON STOCKS 82880610 135,347.00 6,100.00 (a) N/A (a)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 88,000.00 8,000.00 (a) N/A (b)
SINCLAIR BROADCAST GROUP INC CL A COMMON STOCKS 82922610 4,400.00 400.00 (c) N/A (b)
SIRIUS SATELLITE RADIO INC COMMON STOCKS 82966U10 35,450.00 800.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 31,500.00 4,200.00 (a) N/A (a)
SIZELER PPTY INVS INC COMMON STOCKS 83013710 30,000.00 4,000.00 (a) N/A (c)
SKILLSOFT CORP COMMON STOCKS 83066P10 127,125.00 9,000.00 (a) N/A (b)
SKY NETWORK TELEVISION LTD ADR COMMON STOCKS 83080U10 12,739.00 660.00 (a) N/A (b)
SKYMALL INC COMMON STOCKS 83085910 59.00 25.00 (c) N/A (b)
SMITH (A.O.) COM COMMON STOCKS 83186520 324,539.00 15,500.00 (c) N/A (c)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 27,905,350.00 383,270.00 (a) N/A (a)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 1,019,320.00 14,000.00 (a) N/A (b)
SMITH INTERNATIONAL INC COMMON STOCKS 83211010 60,957,175.00 837,225.00 (a) N/A (c)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 3,823,251.00 58,650.00 (a) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 739,748.00 11,348.00 (a) N/A (b)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 443,275.00 6,800.00 (c) N/A (a)
SMITHKLINE BEECHAM PLC ADR COMMON STOCKS 83237830 788,769.00 12,100.00 (c) N/A (b)
SNAP-ON TOOLS COMMON STOCKS 83303410 26,611.00 1,000.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 240,300.00 10,800.00 (a) N/A (a)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363510 291,475.00 13,100.00 (a) N/A (c)
SOCIEDAD QUIMICA Y MINERA COMMON STOCKS 83363610 8,211.00 357.00 (a) N/A (a)
SOFTNET SYSTEMS INC COMMON STOCKS 83396410 417,725.00 43,400.00 (a) N/A (c)
SOLECTRON CORP COMMON STOCKS 83418210 2,437,125.00 58,200.00 (a) N/A (a)
SOLECTRON CORP COMMON STOCKS 83418210 904,500.00 21,600.00 (a) N/A (b)
SOLECTRON CORP COMMON STOCKS 83418210 50,250.00 1,200.00 (a) N/A (c)
SOLECTRON CORP 0 CPN CNV BND CONVERTIBLES 834182AJ 9,425,765.00 13,320.00 (a) N/A (a)
SONIC FOUNDRY INC COMMON STOCKS 83545R10 10,500.00 500.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 1,433,558.00 15,200.00 (a) N/A (a)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 53,758.00 570.00 (a) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 28,294.00 300.00 (c) N/A (b)
SONY CORP SPONSORED ADR COMMON STOCKS 83569930 37,725.00 400.00 (c) N/A (c)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 52,500.00 3,000.00 (a) N/A (a)
SOTHEBY'S HOLDINGS INC CL A LTD-VOTING COMMON STOCKS 83589810 262.00 15.00 (c) N/A (b)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 10,675.00 700.00 (a) N/A (a)
SOURCE INFORMATION MANAGEMENT CO COMMON STOCKS 83615120 4,575.00 300.00 (a) N/A (b)
SOURCE MEDIA WARRANTS WARRANTS 83615312 175,001.00 60,345.00 (a) N/A (a)
SOURCE MEDIA WARRANTS WARRANTS 83615312 19,444.00 6,705.00 (a) N/A (c)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 7,975.00 1,099.97 (a) N/A (a)
SOURCE MEDIA INC 13.50 PIK PFD PREFERREDS 83615390 3,960.00 546.16 (a) N/A (c)
SOUTHERN CO COMMON STOCKS 84258710 263,437.00 11,300.00 (a) N/A (a)
SOUTHERN CO COMMON STOCKS 84258710 116,936.00 5,016.00 (a) N/A (b)
SOUTHERN CO COMMON STOCKS 84258710 32,638.00 1,400.00 (a) N/A (c)
SOUTHMARK CORP NEW COMMON STOCKS 84454480 8,613.00 689,063.00 (a) N/A (a)
SOUTHMARK CORP NEW PFD PREFERREDS 84454488 91,951.00 90,861.00 (a) N/A (a)
SOUTHTRUST CORP COMMON STOCKS 84473010 6,788.00 300.00 (a) N/A (a)
SOUTHWEST AIRLS CO COMMON STOCKS 84474110 484,813.00 25,600.00 (a) N/A (a)
SOVEREIGN BANCORP INC COMMON STOCKS 84590510 7,031.00 1,000.00 (a) N/A (a)
SPACELABS MEDICAL INC. COMMON STOCKS 84624710 22,500.00 2,000.00 (a) N/A (c)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 5,508,828.00 267,900.00 (a) N/A (a)
SPANISH BROADCASTING SYS 144A COMMON STOCKS 84642587 1,542,225.00 75,000.00 (a) N/A (c)
SPANISH BROADCASTING SYS CL A COMMON STOCKS 84642588 16,758,438.00 815,000.00 (a) N/A (c)
SPARTECH CORP COMMON STOCKS 84722020 3,238.00 120.00 (c) N/A (b)
SPARTECH CORP COMMON STOCKS 84722020 305,100.00 11,300.00 (c) N/A (c)
SPECIALTY EQUIPMENT COMPANIES COMMON STOCKS 84749720 2,712.00 100.00 (a) N/A (a)
SPECIALTY FOODS CORP COMMON STOCKS 84749810 525.00 52,500.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 11,310,984.00 398,625.00 (a) N/A (a)
SPECTRASITE HOLDINGS INC COMMON STOCKS 84760T10 28,822,616.00 1,015,775.00 (a) N/A (c)
SPIEKER PROPERTIES INC COMMON STOCKS 84849710 2,737,000.00 59,500.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 8,666,940.00 169,940.00 (a) N/A (a)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 759,900.00 14,900.00 (a) N/A (b)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 6,125,100.00 120,100.00 (a) N/A (c)
SPRINT CORP (FON GROUP) COMMON STOCKS 85206110 10,200.00 200.00 (c) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 260,610.00 4,380.00 (a) N/A (a)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 29,750.00 500.00 (a) N/A (b)
SPRINT CORP (PCS GROUP) COMMON STOCKS 85206150 30,821.00 518.00 (c) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 6,052,706.00 193,300.00 (a) N/A (a)
SPYGLASS INC COMMON STOCKS 85219210 297,469.00 9,500.00 (a) N/A (b)
SPYGLASS INC COMMON STOCKS 85219210 8,939,719.00 285,500.00 (a) N/A (c)
STAMPS.COM INC COMMON STOCKS 85285710 118,367.00 16,187.00 (a) N/A (a)
STAMPS.COM INC COMMON STOCKS 85285710 35,239.00 4,819.00 (a) N/A (b)
STANCORP FINANCIAL GROUP INC COMMON STOCKS 85289110 3,485,562.00 108,500.00 (a) N/A (c)
STANDARD AUTOMOTIVE CORP COMMON STOCKS 85309710 38,125.00 5,000.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 141,000.00 14,100.00 (a) N/A (a)
STANDARD-PACIFIC CORP COMMON STOCKS 85375C10 791,000.00 79,100.00 (c) N/A (c)
STANLEY WORKS COMMON STOCKS 85461610 130,625.00 5,500.00 (a) N/A (a)
STARBASE CORP COMMON STOCKS 85491020 2,125.00 200.00 (c) N/A (b)
STAR CHOICE COMM WARRANT WARRANTS 85492111 393,899.00 64,848.00 (a) N/A (a)
STAR CHOICE COMM WARRANT WARRANTS 85492111 168,814.00 27,792.00 (c) N/A (c)
STAR TELECOMMUNICATIONS INC COMMON STOCKS 85492310 1,519.00 600.00 (c) N/A (b)
STAPLES INC COMMON STOCKS 85503010 48,431.00 3,150.00 (a) N/A (a)
STAPLES INC COMMON STOCKS 85503010 20,756.00 1,350.00 (a) N/A (b)
STAPLES INC COMMON STOCKS 85503010 207,562.00 13,500.00 (a) N/A (c)
STAR MULTI CARE SERVICES INC COMMON STOCKS 85515620 65.00 39.00 (c) N/A (b)
STARBUCKS CORPORATION COMMON STOCKS 85524410 481,168.00 12,600.00 (a) N/A (a)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 883,350.00 46,800.00 (a) N/A (a)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 400,150.00 21,200.00 (a) N/A (c)
STARMEDIA NETWORK INC COMMON STOCKS 85554610 1,888.00 100.00 (c) N/A (b)
STARTEK INC COMMON STOCKS 85569C10 25,188.00 500.00 (a) N/A (c)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 10,850.00 3,100.00 (a) N/A (a)
STARTEC GLOBAL COMM-WTS WARRANTS 85569E11 1,400.00 400.00 (c) N/A (c)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 12,716,878.00 390,725.00 (a) N/A (a)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 19,561.00 601.00 (a) N/A (b)
STARWOOD HOTELS & RESORTS WORLDWIDE COMMON STOCKS 85590A20 2,153,366.00 66,162.00 (a) N/A (c)
STATE STREET CORP. COMMON STOCKS 85747710 423,190.00 3,990.00 (a) N/A (a)
STATE STREET CORP. COMMON STOCKS 85747710 620,466.00 5,850.00 (a) N/A (b)
STATE STREET CORP. COMMON STOCKS 85747710 10,606.00 100.00 (c) N/A (b)
STATION CASINOS INC. COMMON STOCKS 85768910 217,500.00 8,700.00 (c) N/A (c)
STET HELLAS TELECOMM SA ADR COMMON STOCKS 85982310 922,200.00 46,400.00 (a) N/A (a)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 482,238.00 17,300.00 (a) N/A (a)
STILLWATER MINING COMPANY COMMON STOCKS 86074Q10 1,878,775.00 67,400.00 (c) N/A (c)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 19,256.00 300.00 (a) N/A (a)
STMICROELECTRONICS NV ADR COMMON STOCKS 86101210 51,350.00 800.00 (c) N/A (c)
STMICROELECTRONICS NV CONVERTIBLES 861012AB 4,119,811.00 2,460.00 (a) N/A (a)
STOLT-NIELSEN SA SPONSORED ADR COMMON STOCKS 86156510 897.00 50.00 (c) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 23,057,286.00 385,896.00 (a) N/A (a)
STONE ENERGY CORP COMMON STOCKS 86164210 764,800.00 12,800.00 (a) N/A (b)
STONE ENERGY CORP COMMON STOCKS 86164210 29,857,075.00 499,700.00 (a) N/A (c)
STONE ENERGY CORP COMMON STOCKS 86164210 991,850.00 16,600.00 (c) N/A (c)
STORAGE TECHNOLOGY CORP COMMON STOCKS 86211120 451,172.00 41,250.00 (a) N/A (c)
S&C LIQUIDATING TRUST COMMON STOCKS 863200986 55.00 5,514.00 (a) N/A (a)
S&C LIQUIDATING TRUST COMMON STOCKS 863200986 24.00 2,404.00 (a) N/A (c)
STRIDE RITE CORP COMMON STOCKS 86331410 12,281.00 2,000.00 (c) N/A (b)
STRUCTURAL DYNAMICS RESEARCH CORP COMMON STOCKS 86355510 512,125.00 34,000.00 (a) N/A (c)
SUMMIT BANCORP COMMON STOCKS 86600510 314,190.00 12,759.00 (a) N/A (a)
SUMMIT BANCORP COMMON STOCKS 86600510 36,938.00 1,500.00 (a) N/A (c)
SUMMIT PROPERTIES INC COMMON STOCKS 86623910 37,016.00 1,764.00 (a) N/A (a)
SUN COMMUNITIES COMMON STOCKS 86667410 642,010.00 19,200.00 (a) N/A (a)
SUN COMMUNITIES COMMON STOCKS 86667410 1,558,211.00 46,600.00 (c) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 70,095,518.00 770,808.00 (a) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 25,575,444.00 281,242.00 (a) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 27,481,318.00 302,200.00 (a) N/A (c)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 5,349,853.00 58,830.00 (c) N/A (a)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 1,999,443.00 21,987.00 (c) N/A (b)
SUN MICROSYSTEMS INC COMMON STOCKS 86681010 85,482.00 940.00 (c) N/A (c)
SUNBEAM CORP-DEL COMMON STOCKS 86707110 4,469.00 1,300.00 (a) N/A (b)
SUNCOR ENERGY INC COMMON STOCKS 86722910 6,994.00 300.00 (a) N/A (a)
SUNCOR ENERGY INC COMMON STOCKS 86722910 58,281.00 2,500.00 (a) N/A (b)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 5,829,116.00 188,036.00 (a) N/A (a)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 3,670,090.00 118,390.00 (a) N/A (c)
SUNGARD DATA SYSTEMS COMMON STOCKS 86736310 21,483.00 693.00 (c) N/A (b)
SUNOCO INC COMMON STOCKS 86764P10 7,359.00 250.00 (a) N/A (a)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 1,363,450.00 73,700.00 (a) N/A (a)
SUNRISE ASSISTED LIVING INC COMMON STOCKS 86768K10 630,850.00 34,100.00 (c) N/A (c)
SUNTRUST BANKS INC COMMON STOCKS 86791410 199,199.00 4,360.00 (a) N/A (a)
SUNTRUST BANKS INC COMMON STOCKS 86791410 639,625.00 14,000.00 (a) N/A (b)
SUPERGEN INC COMMON STOCKS 86805910 10,875.00 300.00 (a) N/A (b)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 363,075.00 14,100.00 (a) N/A (a)
SUPERIOR INDS INTL INC COMMON STOCKS 86816810 1,179,350.00 45,800.00 (c) N/A (c)
SUPERTEX INC COMMON STOCKS 86853210 3,518.00 70.00 (c) N/A (b)
SUPERVALU INC COMMON STOCKS 86853610 51,470.00 2,700.00 (a) N/A (a)
SURGICAL LASER TECHNOLOGIES INC COMMON STOCKS 86881920 8.00 3.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 995,004.00 74,700.00 (a) N/A (a)
SURGUTNEFTEGAZ ADR COMMON STOCKS 86886120 1,229,436.00 92,300.00 (a) N/A (c)
SYBASE INC COMMON STOCKS 87113010 11,120,477.00 483,499.00 (a) N/A (a)
SYBASE INC COMMON STOCKS 87113010 414,000.00 18,000.00 (a) N/A (b)
SYBASE INC COMMON STOCKS 87113010 12,620,100.00 548,700.00 (a) N/A (c)
SYBRON INTERNATIONAL CORP COMMON STOCKS 87114F10 1,981.00 100.00 (a) N/A (b)
SYCAMORE NETWORKS COMMON STOCKS 87120610 50,984,641.00 461,922.00 (a) N/A (a)
SYCAMORE NETWORKS COMMON STOCKS 87120610 55,188.00 500.00 (a) N/A (b)
SYCAMORE NETWORKS COMMON STOCKS 87120610 8,830.00 80.00 (c) N/A (b)
SYLVAN LEARNING SYSTEMS INC COMMON STOCKS 87139910 3,918,750.00 285,000.00 (a) N/A (a)
SYLVAN LEARNING SYSTEMS INC COMMON STOCKS 87139910 525,250.00 38,200.00 (a) N/A (c)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 12,812,932.00 237,105.00 (a) N/A (a)
SYMBOL TECHNOLOGIES INC COMMON STOCKS 87150810 27,067,464.00 500,887.00 (a) N/A (c)
SYMMETRICOM INC COMMON STOCKS 87154310 1,429,150.00 56,600.00 (a) N/A (a)
SYMMETRICOM INC COMMON STOCKS 87154310 444,400.00 17,600.00 (a) N/A (c)
SYMYX TECHNOLOGIES INC COMMON STOCKS 87155S10 3,029,527.00 71,100.00 (a) N/A (a)
SYMYX TECHNOLOGIES INC COMMON STOCKS 87155S10 892,709.00 20,951.00 (a) N/A (b)
SYNOPSYS INC COMMON STOCKS 87160710 13,825.00 400.00 (a) N/A (c)
SYNOPSYS INC COMMON STOCKS 87160710 17,281.00 500.00 (c) N/A (b)
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C10 8,812.00 500.00 (a) N/A (a)
SYNTROLEUM CORP COMMON STOCKS 87163010 113,025.00 6,600.00 (a) N/A (a)
SYNTROLEUM CORP COMMON STOCKS 87163010 414,425.00 24,200.00 (c) N/A (c)
SYSCO CORP COMMON STOCKS 87182910 6,205,012.00 147,300.00 (a) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 429,675.00 10,200.00 (a) N/A (b)
SYSCO CORP COMMON STOCKS 87182910 210,625.00 5,000.00 (c) N/A (a)
SYSCO CORP COMMON STOCKS 87182910 101,100.00 2,400.00 (c) N/A (b)
SYSTEMSOFT CORP COMMON STOCKS 87192610 392.00 2,175.00 (a) N/A (a)
TCI PACIFIC COMM CONV PFD 5% CONVERTIBLES 87229420 15,960.00 84.00 (a) N/A (a)
TDK CORP SPONSORED ADR COMMON STOCKS 87235140 25,785.00 180.00 (a) N/A (b)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 857,868.00 48,500.00 (a) N/A (a)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 3,442.00 200.00 (a) N/A (b)
TD WATERHOUSE GROUP COMMON STOCKS 87236210 22,818.00 1,290.00 (c) N/A (c)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 389,500.00 16,400.00 (a) N/A (a)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 47,500.00 2,000.00 (a) N/A (b)
TEPPCO PARTNERS L.P. COMMON STOCKS 87238410 118,750.00 5,000.00 (c) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 2,326,875.00 124,100.00 (a) N/A (a)
TJX COS INC NEW COMMON STOCKS 87254010 5,625.00 300.00 (a) N/A (b)
TJX COS INC NEW COMMON STOCKS 87254010 6,920,625.00 369,100.00 (a) N/A (c)
TJX COS INC NEW COMMON STOCKS 87254010 450.00 24.00 (c) N/A (b)
T-NETIX INC COMMON STOCKS 87259710 188.00 45.00 (c) N/A (b)
TRW INC COMMON STOCKS 87264910 (680,988.00) (15,700.00) (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 13,496,639.00 182,850.00 (a) N/A (a)
TMP WORLDWIDE INC COMMON STOCKS 87294110 29,034,147.00 393,350.00 (a) N/A (c)
TMP WORLDWIDE INC COMMON STOCKS 87294110 59,050.00 800.00 (c) N/A (b)
TLC BEATRICE INT HLDG COMMON STOCKS 87299G10 259,860.00 259,860.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 4,710,402.00 137,530.00 (a) N/A (a)
TV GUIDE INC COMMON STOCKS 87307Q10 3,014,000.00 88,000.00 (c) N/A (a)
TXU CORP COMMON STOCKS 87316810 (495,952.00) (15,966.00) (a) N/A (a)
TAIWAN FUND INC COMMON STOCKS 87403610 1,399,357.00 73,169.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 29,233,379.00 758,068.00 (a) N/A (a)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 27,000.00 700.16 (a) N/A (b)
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCKS 87403910 1,196,186.00 31,019.00 (a) N/A (c)
TALCON CLASS B LP COMMON STOCKS 87418110 1,890.00 37,800.00 (a) N/A (a)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 9,937,500.00 300,000.00 (a) N/A (c)
TALISMAN ENERGY INC COMMON STOCKS 87425E10 1,656.00 50.00 (c) N/A (b)
TALX CORP COMMON STOCKS 87491810 125,937.00 7,354.00 (a) N/A (a)
TARGET CORPORATION COMMON STOCKS 87612E10 8,364,006.00 144,207.00 (a) N/A (a)
TARGET CORPORATION COMMON STOCKS 87612E10 58,000.00 1,000.00 (a) N/A (b)
TARGET CORPORATION COMMON STOCKS 87612E10 17,400.00 300.00 (c) N/A (b)
TAUBMAN CENTERS INC. COMMON STOCKS 87666410 229,900.00 20,900.00 (a) N/A (a)
TECHNITROL INC COMMON STOCKS 87855510 377,812.00 3,900.00 (c) N/A (c)
TECUMSEH PRODUCTS CO CL A COMMON STOCKS 87889520 38,188.00 1,000.00 (a) N/A (b)
TEGAL CORP COMMON STOCKS 87900810 662.00 100.00 (c) N/A (b)
TEKELEC COMMON STOCKS 87910110 29,982,552.00 622,206.00 (a) N/A (a)
TEKELEC COMMON STOCKS 87910110 872,194.00 18,100.00 (a) N/A (b)
TEKELEC COMMON STOCKS 87910110 32,883,150.00 682,400.00 (a) N/A (c)
TEKTRONIX INC COMMON STOCKS 87913110 51,803.00 700.00 (a) N/A (a)
TEKTRONIX INC COMMON STOCKS 87913110 44,409.00 600.00 (a) N/A (b)
TEL - SAVE HOLDINGS INC CONVERTIBLE CONVERTIBLES 879176AC 20,888.00 30,000.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 17,302,834.00 431,896.00 (a) N/A (a)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 709,106.00 17,700.00 (a) N/A (b)
TELCOM SEMICONDUCTOR INC COMMON STOCKS 87921P10 7,651,938.00 191,000.00 (a) N/A (c)
TELE CELULAR SUL PARTICIP ADR COMMON STOCKS 87923810 570,150.00 12,600.00 (a) N/A (a)
TELECENTRO OESTE CELLULAR ADR COMMON STOCKS 87923P10 4,243,200.00 353,600.00 (a) N/A (a)
TELE DANMARK A/S SPONSORED ADR REPSTG COMMON STOCKS 87924210 10,880.00 320.00 (a) N/A (b)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 34,689,297.00 1,468,330.00 (a) N/A (a)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 8,028,129.00 339,815.00 (a) N/A (c)
TELENORTE LESTE PARTICIP ADR COMMON STOCKS 87924610 51,386.00 2,175.00 (c) N/A (c)
TELENORDESTE CELLULAR PAR ADR COMMON STOCKS 87924W10 1,184,175.00 17,100.00 (a) N/A (a)
TELESUDESTE CELULAR PART ADR COMMON STOCKS 87925210 294,020.00 9,640.00 (a) N/A (a)
TELESUDESTE CELULAR PART ADR COMMON STOCKS 87925210 112,545.00 3,690.00 (c) N/A (c)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 3,784,000.00 137,600.00 (a) N/A (a)
TELECOM ARG STET-FR TELECM ADR COMMON STOCKS 87927320 1,545,500.00 56,200.00 (a) N/A (c)
TELECOM CORP OF NEW ZEALAND LTD COMMON STOCKS 87927820 56,250.00 2,000.00 (a) N/A (a)
TELECOM ITALIA SPA SPONSORED ADR COMMON STOCKS 87927W10 15,820.00 115.00 (a) N/A (b)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 4,931,522.00 50,775.00 (a) N/A (a)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 2,156,175.00 22,200.00 (a) N/A (c)
TELEBRAS SPON ADR PFD BLOCK COMMON STOCKS 87928730 1,791,956.00 18,450.00 (c) N/A (c)
TELECOMUNICACOES DE S.P. ADR COMMON STOCKS 87929A10 894,938.00 48,375.00 (a) N/A (a)
TELECOMUNICACOES DE S.P. ADR COMMON STOCKS 87929A10 341,325.00 18,450.00 (c) N/A (c)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 8,078.00 428.00 (a) N/A (a)
TELEDYNE TECHNOLOGIES INC COMMON STOCKS 87936010 10,910.00 578.00 (a) N/A (b)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 6,678,567.00 104,250.00 (a) N/A (a)
TELEFONICA S.A. ADR COMMON STOCKS 87938220 51,699.00 807.00 (c) N/A (c)
TELEFONICA DEL PERU SA SPONSORED ADR COMMON STOCKS 87938410 11,375.00 1,000.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 65,031,792.00 1,137,158.00 (a) N/A (a)
TELEFONOS DE MEXICO ADR COMMON STOCKS 87940378 19,964,331.00 349,100.00 (a) N/A (c)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 1,475,375.00 1,100.00 (a) N/A (a)
TELEFONOS DE MEXICO S.A. CONVERTIBLES 879403AD 6,706,250.00 5,000.00 (c) N/A (c)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 102,769.00 1,025.00 (a) N/A (a)
TELEPHONE & DATA SYS INC COMMON STOCKS 87943310 20,058.00 200.00 (a) N/A (b)
TELEMIG CELLULAR PARTICIP ADR COMMON STOCKS 87944E10 7,085,650.00 99,100.00 (a) N/A (a)
TELEMIG CELLULAR PARTICIP ADR COMMON STOCKS 87944E10 1,158,300.00 16,200.00 (a) N/A (c)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 16,823,638.00 374,900.00 (a) N/A (a)
TELESP CELULAR PARTIC ADR COMMON STOCKS 87952L10 6,089,538.00 135,700.00 (a) N/A (c)
TELIGENT INC COMMON STOCKS 87959Y10 42,525.00 1,800.00 (a) N/A (a)
TELIGENT INC COMMON STOCKS 87959Y10 70,875.00 3,000.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 7,567,973.00 110,582.00 (a) N/A (a)
TELLABS INC COMMON STOCKS 87966410 13,667,448.00 199,707.00 (a) N/A (b)
TELLABS INC COMMON STOCKS 87966410 143,719.00 2,100.00 (a) N/A (c)
TELLABS INC COMMON STOCKS 87966410 1,368,750.00 20,000.00 (c) N/A (a)
TELLABS INC COMMON STOCKS 87966410 136,875.00 2,000.00 (c) N/A (b)
TELXON CORP COMMON STOCKS 87970010 925,925.00 51,800.00 (a) N/A (a)
TELXON CORP COMMON STOCKS 87970010 670,920.00 37,534.00 (a) N/A (c)
TELXON CORP COMMON STOCKS 87970010 715.00 40.00 (c) N/A (b)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 806,400.00 19,200.00 (a) N/A (a)
TEMPLE-INLAND INC. COMMON STOCKS 87986810 21,000.00 500.00 (a) N/A (c)
TELETECH HOLDINGS INC COMMON STOCKS 87993910 4,100,250.00 132,000.00 (a) N/A (a)
TELETECH HOLDINGS INC COMMON STOCKS 87993910 403,812.00 13,000.00 (a) N/A (c)
TELESYSTEM INTL WIRELESS INC COMMON STOCKS 87994610 3,182,000.00 172,000.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 58,976.00 8,350.00 (a) N/A (a)
TEMPLETON VIETNAM/SOUTHEAST CLOSED END FUNDS 88022J10 35,315.00 5,000.00 (a) N/A (c)
TENFOLD CORP COMMON STOCKS 88033A10 16,438.00 1,000.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 3,742,200.00 138,600.00 (a) N/A (a)
TENET HEALTHCARE CORP COMMON STOCKS 88033G10 25,890,300.00 958,900.00 (a) N/A (c)
TENNECO AUTOMOTIVE INC COMMON STOCKS 88034910 268,590.00 51,160.00 (a) N/A (a)
TENNECO AUTOMOTIVE INC COMMON STOCKS 88034910 2,319,975.00 441,900.00 (c) N/A (c)
TERADYNE INC COMMON STOCKS 88077010 558,600.00 7,600.00 (a) N/A (a)
TERAYON COMMUNICATIONS SYS COMMON STOCKS 88077510 367,767.00 5,724.00 (a) N/A (a)
TEREX CORP RIGHTS COMMON STOCKS 88077913 112,000.00 8,000.00 (a) N/A (a)
TEREX CORP NEW STK APPRC RTS COMMON STOCKS 88077999 23,872.00 2,984.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 6,953,034.00 125,420.00 (a) N/A (a)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 1,175,275.00 21,200.00 (a) N/A (c)
TEVA PHARMACEUTICAL INDS ADR COMMON STOCKS 88162420 1,386.00 25.00 (c) N/A (b)
TEXACO INC COMMON STOCKS 88169410 78,455,138.00 1,471,602.00 (a) N/A (a)
TEXACO INC COMMON STOCKS 88169410 214,544.00 4,029.00 (a) N/A (b)
TEXACO INC COMMON STOCKS 88169410 1,466,108.00 27,500.00 (a) N/A (c)
TEXACO INC COMMON STOCKS 88169410 19,501,895.00 365,800.00 (c) N/A (c)
TEXAS BIOTECHNOLOGY CORP COMMON STOCKS 88221T10 741,531.00 38,900.00 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 48,207,775.00 701,840.00 (a) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 11,205,954.00 163,144.00 (a) N/A (b)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 20,276,550.00 295,200.00 (a) N/A (c)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 3,583,427.00 52,170.00 (c) N/A (a)
TEXAS INSTRUMENTS INC COMMON STOCKS 88250810 1,781,067.00 25,930.00 (c) N/A (b)
TEXAS REGIONAL BANCSHARES INC COMMON STOCKS 88267310 2,140,204.00 84,343.00 (a) N/A (c)
TEXTRON INC COMMON STOCKS 88320310 4,850,150.00 89,300.00 (a) N/A (a)
TEXTRON INC COMMON STOCKS 88320310 4,790,362.00 88,200.00 (a) N/A (c)
THERMO ELECTRON CORP COMMON STOCKS 88355610 22,347.00 1,061.00 (a) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 41,072.00 1,950.00 (a) N/A (b)
THERMO ELECTRON CORP COMMON STOCKS 88355610 210,625.00 10,000.00 (c) N/A (a)
THERMO ELECTRON CORP COMMON STOCKS 88355610 21,062.00 1,000.00 (c) N/A (b)
THERMO INSTRUMENT SYSTEMS INC COMMON STOCKS 88355910 9,862.00 526.00 (c) N/A (b)
THOMAS & BETTS CORP COMMON STOCKS 88431510 3,347.00 175.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 126,775.00 2,200.00 (a) N/A (a)
3COM CORP COMMON STOCKS 88553510 93,237.00 1,618.00 (a) N/A (b)
3COM CORP COMMON STOCKS 88553510 32,270.00 560.00 (c) N/A (b)
TIBCO SOFTWARE INC COMMON STOCKS 88632Q10 44,470,784.00 414,646.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 1,225,632.00 76,900.00 (a) N/A (a)
TICKETMASTER ONLINE CITY B COMMON STOCKS 88633P20 28,051.00 1,760.00 (c) N/A (c)
TIDEWATER INC COMMON STOCKS 88642310 342,000.00 9,500.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 3,341,250.00 49,500.00 (a) N/A (a)
TIFFANY & CO COMMON STOCKS 88654710 40,500.00 600.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 69,813,372.00 918,597.00 (a) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 26,825,568.00 352,968.00 (a) N/A (b)
TIME WARNER INC COMMON STOCKS 88731510 13,695,200.00 180,200.00 (a) N/A (c)
TIME WARNER INC COMMON STOCKS 88731510 3,786,320.00 49,820.00 (c) N/A (a)
TIME WARNER INC COMMON STOCKS 88731510 3,240,640.00 42,640.00 (c) N/A (b)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 6,231,500.00 96,800.00 (a) N/A (a)
TIME WARNER TELECOM INC COMMON STOCKS 88731910 193,125.00 3,000.00 (a) N/A (c)
TIMES MIRROR CONV LYON SUB NTS CONVERTIBLES 887364AE 1,279,688.00 2,275.00 (a) N/A (a)
TIMKEN CO COMMON STOCKS 88738910 16,762.00 900.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 6,666,012.00 149,300.00 (a) N/A (a)
TITAN CORP COMMON STOCKS 88826610 544,711.00 12,200.00 (a) N/A (b)
TITAN CORP COMMON STOCKS 88826610 16,859,250.00 377,600.00 (a) N/A (c)
TOLL BROTHERS INC COMMON STOCKS 88947810 3,485,000.00 170,000.00 (a) N/A (a)
TOLL BROTHERS INC COMMON STOCKS 88947810 10,250.00 500.00 (c) N/A (b)
TOLLGRADE COMMUNICATIONS INC COMMON STOCKS 88954210 1,974,250.00 14,900.00 (a) N/A (a)
TOO INC COMMON STOCKS 89033310 1,643,975.00 64,628.00 (a) N/A (a)
TOO INC COMMON STOCKS 89033310 325,600.00 12,800.00 (a) N/A (c)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 362,215.00 10,349.00 (a) N/A (a)
TOOTSIE ROLL INDS INC COMMON STOCKS 89051610 2,765.00 79.00 (c) N/A (b)
TORCHMARK CORP COMMON STOCKS 89102710 56,782.00 2,300.00 (a) N/A (a)
TORCHMARK CORP COMMON STOCKS 89102710 24,688.00 1,000.00 (a) N/A (c)
TOSCO CORP NEW COMMON STOCKS 89149030 8,494.00 300.00 (a) N/A (a)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 253,481.00 3,300.00 (a) N/A (a)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 14,594.00 190.00 (a) N/A (b)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 9,540,881.00 124,210.00 (a) N/A (c)
TOTAL FINA ELF SA SPON ADR COMMON STOCKS 89151E10 45,320.00 590.00 (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 27,177.00 16,100.00 (a) N/A (a)
TOWNPAGENET.COM-SPON ADR COMMON STOCKS 89217910 20,256.00 12,000.00 (a) N/A (c)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 5,871.00 63.00 (a) N/A (a)
TOYOTA MOTOR CORP ADR COMMON STOCKS 89233130 31,870.00 342.00 (c) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 256,862.00 17,600.00 (a) N/A (a)
TOYS R US INC COMMON STOCKS 89233510 6,510,894.00 447,100.00 (a) N/A (c)
TOYS R US INC COMMON STOCKS 89233510 5,825.00 400.00 (c) N/A (b)
TRANSACTION SYSTEMS ARCHITECTS INC COMMON STOCKS 89341610 489,775.00 28,600.00 (a) N/A (c)
TRANSATLANTIC HOLDINGS INC COMMON STOCKS 89352110 46,071.00 550.00 (a) N/A (b)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 3,812.00 500.00 (a) N/A (a)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 12,200.00 1,600.00 (a) N/A (c)
TRANSCANADA PIPELINES LTD COMMON STOCKS 89352610 274.00 36.00 (c) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 326,450.00 8,883.00 (a) N/A (a)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 610,895.00 16,623.00 (a) N/A (b)
TRANSKARYOTIC THERAPIES INC COMMON STOCKS 89373510 112,124.00 3,051.00 (c) N/A (b)
TRANSMONTAIGNE OIL CO COMMON STOCKS 89393410 6,125.00 1,000.00 (a) N/A (b)
TRAVELOCITY.COM INC COMMON STOCKS 89395310 76,962.00 4,700.00 (a) N/A (a)
TRAVELOCITY.COM INC COMMON STOCKS 89395310 306,212.00 18,700.00 (c) N/A (c)
TRANSWITCH CORP COMMON STOCKS 89406510 5,989,364.00 77,595.00 (a) N/A (a)
TRANSWITCH CORP COMMON STOCKS 89406510 540,312.00 7,000.00 (a) N/A (b)
TRANSWITCH CORP COMMON STOCKS 89406510 11,747,938.00 152,200.00 (a) N/A (c)
TRENWICK GROUP INC COMMON STOCKS 89529010 2,327,088.00 159,800.00 (a) N/A (a)
TRENWICK GROUP INC COMMON STOCKS 89529010 254,844.00 17,500.00 (a) N/A (c)
TREX MEDICAL CORP COMMON STOCKS 89531R10 160.00 80.00 (a) N/A (b)
TREX MEDICAL CORP COMMON STOCKS 89531R10 60.00 30.00 (c) N/A (b)
TRIAD HOSPITALS INC COMMON STOCKS 89579K10 48.00 2.00 (c) N/A (b)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 133,250.00 6,500.00 (a) N/A (a)
TRIARC COMPANIES INC CL A COMMON STOCKS 89592710 26,650.00 1,300.00 (a) N/A (b)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 (111,870.00) (3,960.00) (a) N/A (a)
TRICON GLOBAL RESTAURANTS COMMON STOCKS 89595310 4,520.00 160.00 (c) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 1,085,000.00 31,000.00 (a) N/A (a)
TRIBUNE CO COMMON STOCKS 89604710 335,650.00 9,590.00 (a) N/A (b)
TRIBUNE CO COMMON STOCKS 89604710 84,000.00 2,400.00 (a) N/A (c)
TRIBUNE CO COMMON STOCKS 89604710 336,000.00 9,600.00 (c) N/A (a)
TRIBUNE CO 2.00% CNV SUB DEB CONVERTIBLES 89604730 3,578,175.00 30,780.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 51,563.00 1,000.00 (a) N/A (a)
TRIGON HEALTHCARE INC COMMON STOCKS 89618L10 46,612.00 904.00 (a) N/A (c)
TRINITY INDUSTRIES INC COMMON STOCKS 89652210 349,650.00 18,900.00 (c) N/A (c)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 248,789.00 2,600.00 (a) N/A (a)
TRIQUINT SEMICONDUCTOR INC COMMON STOCKS 89674K10 28,706.00 300.00 (a) N/A (b)
TRIQUINT SEMICONDUCTOR CNV CONVERTIBLES 89674KAA 896,820.00 1,000.00 (a) N/A (a)
TRIPATH IMAGING INC COMMON STOCKS 89694210 126,492.00 20,547.00 (a) N/A (a)
TRUE NORTH COMMUNICATIONS INC COMMON STOCKS 89784410 176,000.00 4,000.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 3,102,450.00 223,600.00 (a) N/A (a)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 861,638.00 62,100.00 (a) N/A (c)
TUBOS DE ACERO DE MEX ADR NEW COMMON STOCKS 89859250 477,855.00 34,440.00 (c) N/A (c)
TUMBLEWEED COMMUNICATIONS CORP COMMON STOCKS 89969010 365,944.00 7,193.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 2,200.00 100.00 (a) N/A (a)
TUPPERWARE CORPORATION COMMON STOCKS 89989610 16,644.00 756.00 (a) N/A (b)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 7,961,616.00 48,052.00 (a) N/A (a)
TURNSTONE SYSTEMS INC COMMON STOCKS 90042310 397,650.00 2,400.00 (a) N/A (c)
TUT SYSTEMS INC COMMON STOCKS 90110310 130,413.00 2,273.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 160,938.00 10,300.00 (a) N/A (a)
24/7 MEDIA INC COMMON STOCKS 90131410 1,317,188.00 84,300.00 (c) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 43,479,685.00 917,777.00 (a) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 11,873,928.00 250,637.00 (a) N/A (b)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 25,241,400.00 532,800.00 (a) N/A (c)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 1,113,312.00 23,500.00 (c) N/A (a)
TYCO INTERNATIONAL LTD COMMON STOCKS 90212410 571,911.00 12,072.00 (c) N/A (b)
UAL CORP. COMMON STOCKS 90254950 2,909.00 50.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 1,334,605.00 53,250.00 (a) N/A (a)
USX-MARATHON GROUP COMMON STOCKS 90290582 50,126.00 2,000.00 (a) N/A (c)
USX-MARATHON GROUP COMMON STOCKS 90290582 1,002.00 40.00 (c) N/A (b)
UST INC COMMON STOCKS 90291110 (141,005.00) (9,600.00) (a) N/A (a)
U.S. BANCORP COMMON STOCKS 90297310 128,975.00 6,700.00 (a) N/A (a)
U.S. BANCORP COMMON STOCKS 90297310 9,625.00 500.00 (a) N/A (b)
U.S. BANCORP COMMON STOCKS 90297310 65,373.00 3,396.00 (c) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 6,165,288.00 285,100.00 (a) N/A (a)
USA NETWORKS COMMON STOCKS 90298410 289,775.00 13,400.00 (a) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 346,000.00 16,000.00 (a) N/A (c)
USA NETWORKS COMMON STOCKS 90298410 21,625.00 1,000.00 (c) N/A (b)
USA NETWORKS COMMON STOCKS 90298410 36,546.00 1,690.00 (c) N/A (c)
USG CORP COMMON STOCKS 90329340 285,442.00 9,400.00 (a) N/A (a)
USG CORP COMMON STOCKS 90329340 4,689,005.00 154,450.00 (a) N/A (c)
US INTERACTIVE INC COMMON STOCKS 90334M10 3,881.00 300.00 (a) N/A (b)
USN COMMUNICATIONS WT WARRANTS 90336N11 - 30,540.00 (a) N/A (a)
USX-U S STEEL GROUP COMMON STOCKS 90337T10 3,713.00 200.00 (a) N/A (a)
U.S. WIRELESS CORP COMMON STOCKS 90339C10 10,688.00 500.00 (c) N/A (b)
ULTIMATE ELECTRONICS INC COMMON STOCKS 90384910 1,339,844.00 50,000.00 (a) N/A (a)
ULTIMATE ELECTRONICS INC COMMON STOCKS 90384910 214,375.00 8,000.00 (a) N/A (c)
ULTRATECH STEPPER INC COMMON STOCKS 90403410 473,025.00 31,800.00 (a) N/A (c)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 7,707,875.00 268,100.00 (a) N/A (a)
UNIBANCO GDR 1 GDR REPR 500 COMMON STOCKS 90458E10 4,326,875.00 150,500.00 (a) N/A (c)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 2,217,200.00 192,800.00 (a) N/A (a)
UNIFIED ENERGY SYSTEMS ADR COMMON STOCKS 90468810 1,358,150.00 118,100.00 (a) N/A (c)
UNIFY CORP COMMON STOCKS 90474310 5,176,031.00 604,500.00 (a) N/A (a)
UNIFY CORP COMMON STOCKS 90474310 240,606.00 28,100.00 (a) N/A (b)
UNIFY CORP COMMON STOCKS 90474310 8,328,744.00 972,700.00 (a) N/A (c)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 2,437.00 97.00 (a) N/A (a)
UNILEVER PLC - SPON ADR COMMON STOCKS 90476770 9,824.00 391.00 (c) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 95,836,496.00 2,228,758.00 (a) N/A (a)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 15,345.00 357.00 (a) N/A (b)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 1,835,326.00 42,682.00 (a) N/A (c)
UNILEVER NV NY SHARES COMMON STOCKS 90478470 28,977,700.00 673,900.00 (c) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 73,507.00 1,900.00 (a) N/A (a)
UNICOM CORPORATION COMMON STOCKS 90491110 23,213.00 600.00 (a) N/A (c)
UNICOM CORPORATION COMMON STOCKS 90491110 5,416.00 140.00 (c) N/A (b)
UNION CARBIDE CORP COMMON STOCKS 90558110 18,562.00 375.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 198,750.00 5,300.00 (a) N/A (a)
UNION PACIFIC CORP COMMON STOCKS 90781810 74,375.00 2,000.00 (a) N/A (b)
UNION PACIFIC CORP COMMON STOCKS 90781810 74,375.00 2,000.00 (c) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 239,800.00 10,900.00 (a) N/A (a)
UNION PACIFIC RESOURCES GRP COMMON STOCKS 90783410 5,854,200.00 266,100.00 (a) N/A (c)
UNION PLANTERS CORP COMMON STOCKS 90806810 (184,391.00) (6,600.00) (a) N/A (a)
UNIONBANCAL CORP COMMON STOCKS 90890610 878,030.00 47,300.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 84,000.00 4,000.00 (a) N/A (a)
UNIROYAL TECHNOLOGY WARRANT WARRANTS 90916311 226,800.00 10,800.00 (a) N/A (c)
UNISOURCE ENERGY CORP COMMON STOCKS 90920510 2,575,500.00 171,700.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 371,270.00 25,200.00 (a) N/A (a)
UNISYS CORP COMMON STOCKS 90921410 5,079,000.00 338,600.00 (a) N/A (c)
UNISYS CORP COMMON STOCKS 90921410 600.00 40.00 (c) N/A (b)
UNITED BANKSHARES INC COMMON STOCKS 90990710 18,188.00 1,000.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 65,516.00 5,956.00 (a) N/A (a)
UNITED DOMINION REALTY TRUST COMMON STOCKS 91019710 47,652.00 4,332.00 (a) N/A (c)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 5,400.00 200.00 (a) N/A (a)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 14,985.00 555.00 (a) N/A (b)
UNITED PAN EUROPE CL A ADR COMMON STOCKS 91130020 18,900.00 700.00 (c) N/A (c)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 9,584,990.00 162,730.00 (a) N/A (a)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 9,335,697.00 158,505.00 (a) N/A (b)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 1,337,878.00 22,715.00 (c) N/A (a)
UNITED PARCEL SERVICE INC COMMON STOCKS 91131210 515,361.00 8,750.00 (c) N/A (b)
US CELLULAR CORP COMMON STOCKS 91168410 31,500.00 500.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 3,900.00 100.00 (a) N/A (a)
USAIR GROUP INC COMMON STOCKS 91190510 39,000.00 1,000.00 (a) N/A (b)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 60,625.00 5,000.00 (a) N/A (a)
U.S. INDUSTRIES INC COMMON STOCKS 91208010 388.00 32.00 (c) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 88,065.00 1,027.00 (a) N/A (a)
U S WEST INC COMMON STOCKS 91273H10 92,096.00 1,074.00 (a) N/A (b)
U S WEST INC COMMON STOCKS 91273H10 60,025.00 700.00 (a) N/A (c)
U S WEST INC COMMON STOCKS 91273H10 10,719.00 125.00 (c) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 11,986,950.00 203,600.00 (a) N/A (a)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 677,062.00 11,500.00 (a) N/A (b)
UNITED TECHNOLOGIES CORP COMMON STOCKS 91301710 1,401,225.00 23,800.00 (a) N/A (c)
UNITED TELEVISION INC COMMON STOCKS 91306610 12,875.00 100.00 (a) N/A (b)
UNITED WATER RESOURCES INC COMMON STOCKS 91319010 59,288.00 1,700.00 (a) N/A (b)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 2,438,106.00 52,152.00 (a) N/A (a)
UNITEDGLOBALCOM INC CL (A) COMMON STOCKS 91324750 848,045.00 18,140.00 (a) N/A (c)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 (634,550.00) (7,400.00) (a) N/A (a)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 8,575.00 100.00 (a) N/A (b)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 1,200,500.00 14,000.00 (a) N/A (c)
UNITED HEALTH GROUP INC COMMON STOCKS 91324P10 505,925.00 5,900.00 (c) N/A (b)
UNITRIN INC COMMON STOCKS 91327510 82,838.00 2,820.00 (a) N/A (a)
UNIVERSAL STAINLESS & ALLOY PRODUCTS INC COMMON STOCKS 91383710 3,344.00 500.00 (a) N/A (b)
UNIVERSAL HEALTH SERVICES INC CL B COMMON STOCKS 91390310 13,627,668.00 208,056.00 (a) N/A (a)
UNIVERSAL HEALTH SERVICES INC CL B COMMON STOCKS 91390310 609,150.00 9,300.00 (a) N/A (b)
UNIVERSAL HEALTH SERVICES INC CL B COMMON STOCKS 91390310 13,681,312.00 208,875.00 (a) N/A (c)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 103,500.00 1,000.00 (a) N/A (a)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 207,078.00 2,000.00 (a) N/A (b)
UNIVISION COMMUNICATIONS INC COMMON STOCKS 91490610 20,708.00 200.00 (c) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 115,540.00 3,488.00 (a) N/A (a)
UNOCAL INC COMMON STOCKS 91528910 125,875.00 3,800.00 (a) N/A (b)
UNOCAL INC COMMON STOCKS 91528910 66,250.00 2,000.00 (c) N/A (a)
UNOCAL CAPITAL TRUST PFD 6.25% CONVERTIBLES 91528T20 1,573,504.00 33,930.00 (a) N/A (a)
UNOVA INC COMMON STOCKS 91529B10 512,241.00 70,050.00 (a) N/A (c)
UNOVA INC COMMON STOCKS 91529B10 731.00 100.00 (c) N/A (b)
UNUMPROVIDENT CORP COMMON STOCKS 91529Y10 50,158.00 2,500.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 1,922.00 75.00 (a) N/A (a)
UPM-KYMMENE CORP SPONS ADR COMMON STOCKS 91543610 8,738.00 341.00 (c) N/A (c)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 127,728.00 5,200.00 (a) N/A (a)
USFREIGHTWAYS CORP COMMON STOCKS 91690610 540,386.00 22,000.00 (c) N/A (c)
URBAN OUTFITTERS INC COMMON STOCKS 91704710 176.00 20.00 (a) N/A (b)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 762,668.00 22,650.00 (a) N/A (c)
URBAN SHOPPING CENTERS INC COMMON STOCKS 91706010 636,703.00 18,900.00 (c) N/A (c)
UROMED CORP COMMON STOCKS 91727430 861.00 332.00 (c) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 4,853,538.00 237,482.00 (a) N/A (a)
USINTERNETWORKING INC COMMON STOCKS 91731180 6,519,910.00 319,017.00 (a) N/A (b)
USINTERNETWORKING INC COMMON STOCKS 91731180 4,598.00 225.00 (c) N/A (b)
UTILICORP UNITED INC COMMON STOCKS 91800510 (175,894.00) (8,850.00) (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 35,691.00 1,175.00 (a) N/A (a)
UTSARCOM INC COMMON STOCKS 91807610 3,038.00 100.00 (a) N/A (c)
UTSARCOM INC COMMON STOCKS 91807610 279,450.00 9,200.00 (c) N/A (c)
VA LINUX SYSTEMS INC. COMMON STOCKS 91819B10 12,277,446.00 285,522.00 (a) N/A (a)
VA LINUX SYSTEMS INC. COMMON STOCKS 91819B10 516.00 12.00 (c) N/A (b)
VF CORP COMMON STOCKS 91820410 7,144.00 300.00 (a) N/A (a)
VALASSIS COMMUNICATIONS INC COMMON STOCKS 91886610 7,625.00 200.00 (a) N/A (b)
VALERO ENERGY CORP COM COMMON STOCKS 91913Y10 302,400.00 9,600.00 (a) N/A (a)
VALERO ENERGY CORP COM COMMON STOCKS 91913Y10 34,942.00 1,100.00 (a) N/A (b)
VALLEY NATIONAL BANCORP COMMON STOCKS 91979410 21,388.00 882.00 (a) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 12,348,672.00 514,528.00 (a) N/A (a)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 436,800.00 18,200.00 (a) N/A (b)
VALUEVISION INTERNATIONAL INC CL A COMMON STOCKS 92047K10 16,063,200.00 669,300.00 (a) N/A (c)
VARCO INTERNATIONAL INC COMMON STOCKS 92212210 155,775.00 6,700.00 (a) N/A (a)
VARCO INTERNATIONAL INC COMMON STOCKS 92212210 2,591,137.00 111,371.89 (a) N/A (c)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 22,336,125.00 355,600.00 (a) N/A (a)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 489,938.00 7,800.00 (a) N/A (b)
VARIAN SEMICONDUCTOR EQUIPMENT COMMON STOCKS 92220710 20,225,625.00 322,000.00 (a) N/A (c)
VECTREN CORPORATION COMMON STOCKS 92240G10 48,300.00 2,800.00 (a) N/A (a)
VECTOR GROUP LTD COMMON STOCKS 92240M10 28,025.00 1,900.00 (a) N/A (a)
VECTOR GROUP LTD COMMON STOCKS 92240M10 348,100.00 23,600.00 (c) N/A (c)
VENTRO CORP COMMON STOCKS 92281510 1,825,684.00 96,725.00 (a) N/A (a)
VERIO INC COMMON STOCKS 92343310 5,079,227.00 91,544.00 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 39,531,921.00 349,743.50 (a) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 2,547,159.00 22,535.00 (a) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 36,723,853.00 324,900.00 (a) N/A (c)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 8,576,020.00 75,873.00 (c) N/A (a)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 8,188,549.00 72,445.00 (c) N/A (b)
VERITAS SOFTWARE CORP COMMON STOCKS 92343610 482,642.00 4,270.00 (c) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 62,346,860.00 353,240.00 (a) N/A (a)
VERISIGN INC COMMON STOCKS 92343E10 1,570,850.00 8,900.00 (a) N/A (b)
VERISIGN INC COMMON STOCKS 92343E10 7,942,500.00 45,000.00 (a) N/A (c)
VERISIGN INC COMMON STOCKS 92343E10 1,765.00 10.00 (c) N/A (b)
VERITAS DGC INC COMMON STOCKS 92343P10 65,000.00 2,500.00 (a) N/A (c)
VERITAS DGC INC COMMON STOCKS 92343P10 13,000.00 500.00 (c) N/A (b)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 769,238.00 7,300.00 (a) N/A (a)
VERTEX PHARMACEUTICALS INC COMMON STOCKS 92532F10 1,001,062.00 9,500.00 (c) N/A (c)
VERTICALNET COMMON STOCKS 92532L10 221,628.00 6,000.00 (a) N/A (a)
VERTICALNET COMMON STOCKS 92532L10 1,478.00 40.00 (c) N/A (b)
VIACOM INC COMMON STOCKS 92552410 130,596.00 1,910.00 (a) N/A (a)
VIACOM INC COMMON STOCKS 92552410 341,875.00 5,000.00 (a) N/A (b)
VIACOM INC COMMON STOCKS 92552410 17,367.00 254.00 (c) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 88,725,096.00 1,301,192.09 (a) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 44,761,579.00 656,448.46 (a) N/A (b)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 40,490,951.00 593,817.80 (a) N/A (c)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 3,615,267.00 53,019.50 (c) N/A (a)
VIACOM INC COM NON-VTG CL B COMMON STOCKS 92552430 5,670,048.00 83,153.78 (c) N/A (b)
VIATEL INC COMMON STOCKS 92552920 15,488,086.00 542,252.16 (a) N/A (a)
VIATEL INC COMMON STOCKS 92552920 428,438.00 15,000.00 (a) N/A (b)
VIATEL INC COMMON STOCKS 92552920 17,508,842.00 613,001.00 (a) N/A (c)
VICAL INC COMMON STOCKS 92560210 71,225.00 3,700.00 (a) N/A (a)
VICAL INC COMMON STOCKS 92560210 365,750.00 19,000.00 (c) N/A (c)
VIA NET.WORKS INC COMMON STOCKS 92591210 77,190.00 5,000.00 (c) N/A (c)
VIEWCAST.COM INC COMMON STOCKS 92671310 362.00 100.00 (c) N/A (b)
VIGNETE CORPORATION COMMON STOCKS 92673410 58,334,102.00 1,121,136.00 (a) N/A (a)
VIGNETE CORPORATION COMMON STOCKS 92673410 78,047.00 1,500.00 (c) N/A (b)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 499,201.00 13,700.00 (a) N/A (a)
VINA CONCHA Y TORO ADR COMMON STOCKS 92719110 360,736.00 9,900.00 (a) N/A (c)
VINTAGE PETROLEUM INC COMMON STOCKS 92746010 259,474.00 11,500.00 (c) N/A (c)
VIRATA CORP COMMON STOCKS 92764610 16,099,704.00 270,016.00 (a) N/A (a)
VIRATA CORP COMMON STOCKS 92764610 12,725,525.00 213,426.00 (a) N/A (b)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 8,281,357.00 218,267.00 (a) N/A (a)
VISHAY INTERTECHNOLOGY INC COMMON STOCKS 92829810 22,426,027.00 591,070.00 (a) N/A (c)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 129,960.00 2,880.00 (a) N/A (a)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 45,215.00 1,002.00 (a) N/A (b)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 385,954.00 8,553.00 (c) N/A (a)
VISIBLE GENETICS INC COMMON STOCKS 92829S10 7,852.00 174.00 (c) N/A (b)
VISTEON CORP COMMON STOCKS 92839U10 1,154,625.00 95,226.66 (a) N/A (a)
VISTEON CORP COMMON STOCKS 92839U10 8,934.00 736.80 (a) N/A (b)
VISTEON CORP COMMON STOCKS 92839U10 3,865,313.00 318,788.70 (a) N/A (c)
VISTEON CORP COMMON STOCKS 92839U10 24.00 2.00 (c) N/A (b)
VISTEON CORP COMMON STOCKS 92839U10 693,841.00 57,224.00 (c) N/A (c)
VISUAL DATA CORP COMMON STOCKS 92842820 1,088.00 300.00 (c) N/A (b)
VISUAL NETWORKS INC COMMON STOCKS 92844410 498,066.00 17,476.00 (a) N/A (a)
VISUAL NETWORKS INC COMMON STOCKS 92844410 944,547.00 33,142.00 (a) N/A (b)
VISX INC COMMON STOCKS 92844S10 14,031.00 500.00 (c) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 6,789,845.00 92,300.00 (a) N/A (a)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 288,954.00 3,928.00 (a) N/A (b)
VITESSE SEMICONDUCTOR CORP COMMON STOCKS 92849710 5,576,038.00 75,800.00 (a) N/A (c)
VITRIA TECHNOLOGY INC COMMON STOCKS 92849Q10 37,070,601.00 606,472.00 (a) N/A (a)
VITRIA TECHNOLOGY INC COMMON STOCKS 92849Q10 24,713,693.00 404,314.00 (a) N/A (b)
VITRO SOCIEDAD ANONIMA -ADR COMMON STOCKS 92850230 575,434.00 180,500.00 (c) N/A (c)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 7,194.00 406.00 (a) N/A (a)
VIVENDI (EX GEN EAUX) SP ADR COMMON STOCKS 92851S10 31,896.00 1,800.00 (c) N/A (c)
VLASIC FOODS INTERNATIONAL INC COMMON STOCKS 92855910 1,625.00 1,000.00 (c) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 5,029.00 97.00 (a) N/A (a)
VNU NV SPONSORED ADR COMMON STOCKS 92856P10 20,844.00 402.00 (c) N/A (c)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 28,961,683.00 693,693.00 (a) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 18,003,435.00 431,220.00 (a) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 4,746,975.00 113,700.00 (c) N/A (a)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 2,020,491.00 48,395.00 (c) N/A (b)
VODAFONE AIRTOUCH PLC ADR COMMON STOCKS 92857T10 20,875.00 500.00 (c) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 65,706,803.00 564,991.95 (a) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 16,631,410.00 143,008.23 (a) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 15,310,949.00 131,654.00 (a) N/A (c)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 273,298.00 2,350.00 (c) N/A (a)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 346,100.00 2,976.00 (c) N/A (b)
VOICESTREAM WIRELESS CORP COMMON STOCKS 92861510 17,445.00 150.00 (c) N/A (c)
VYSIS INC COMMON STOCKS 92896110 11,125.00 1,000.00 (a) N/A (b)
VOTORANTIM CELULOS E PAPER ADR COMMON STOCKS 92906P10 5,174,400.00 281,600.00 (a) N/A (a)
VOTORANTIM CELULOS E PAPER ADR COMMON STOCKS 92906P10 984,900.00 53,600.00 (a) N/A (c)
VULCAN MATLS CO COMMON STOCKS 92916010 (230,515.00) (5,400.00) (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 159,775.00 2,200.00 (a) N/A (a)
WPP GROUP PLC ADR COMMON STOCKS 92930930 14,525.00 200.00 (c) N/A (c)
WABTEC CORPORATION COMMON STOCKS 92974010 2,075.00 200.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 232,027.00 4,277.00 (a) N/A (a)
WACHOVIA CORP NEW COMMON STOCKS 92977110 200,671.00 3,699.00 (a) N/A (b)
WACHOVIA CORP NEW COMMON STOCKS 92977110 4,746,875.00 87,500.00 (a) N/A (c)
WRT CREDITRS LIQUIDATING TRUST COMMON STOCKS 92999A933 - 84,446.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 97,074,464.00 1,698,448.00 (a) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 5,941,483.00 103,106.00 (a) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 19,002,433.00 330,400.00 (a) N/A (c)
WAL MART STORES INC COMMON STOCKS 93114210 8,735,950.00 151,600.00 (c) N/A (a)
WAL MART STORES INC COMMON STOCKS 93114210 1,820,489.00 31,592.00 (c) N/A (b)
WAL MART STORES INC COMMON STOCKS 93114210 10,956,096.00 192,000.00 (c) N/A (c)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 17,229,708.00 752,389.00 (a) N/A (a)
WAL-MART DE MEXICO SA SP ADR COMMON STOCKS 93114W10 7,602,800.00 332,000.00 (a) N/A (c)
WALGREEN CO COMMON STOCKS 93142210 331,212.00 10,300.00 (a) N/A (a)
WALGREEN CO COMMON STOCKS 93142210 397,516.00 12,350.00 (a) N/A (b)
WALTER INDUSTRIES INC COMMON STOCKS 93317Q10 3,609,675.00 315,600.00 (a) N/A (c)
WARNER CHILCOTT LABS SPONSORED ADR COMMON STOCKS 93443520 8,900.00 400.00 (c) N/A (b)
WASHINGTON CORP CL A (TWC) COMMON STOCKS 93747920 615,927.00 410,618.00 (a) N/A (a)
WASHINGTON GAS LIGHT CO COMMON STOCKS 93883710 358,539.00 14,900.00 (c) N/A (c)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 73,188.00 2,537.00 (a) N/A (a)
WASHINGTON MUTUAL INC COMMON STOCKS 93932210 142,209.00 4,925.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 349,657.00 18,403.00 (a) N/A (a)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 2,755.00 145.00 (a) N/A (b)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 68,153.00 3,587.00 (a) N/A (c)
WASTE MANAGEMENT INC COMMON STOCKS 94106L10 13,300.00 700.00 (c) N/A (b)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 31,500.00 63,000.00 (a) N/A (a)
WASTE SYTEMS INT'L WARRANT WARRANTS 94106P16 18,750.00 37,500.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 1,950,000.00 3,900.00 (a) N/A (a)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 200,000.00 400.00 (a) N/A (c)
WASTE SYSTEMS 144A CNV SUB NTS CONVERTIBLES 94106PAB 200,000.00 400.00 (c) N/A (c)
WATCHGUARD TECHNOLOGIES INC COMMON STOCKS 94110510 4,242,164.00 77,218.00 (a) N/A (a)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 2,438.00 390.00 (a) N/A (a)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 1,262.00 202.00 (a) N/A (b)
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U10 781.00 125.00 (c) N/A (b)
WATERS CORP COMMON STOCKS 94184810 299,551.00 2,400.00 (a) N/A (a)
WATERS CORP COMMON STOCKS 94184810 12,485.00 100.00 (a) N/A (b)
WATERS CORP COMMON STOCKS 94184810 1,585,615.00 12,700.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 38,548,754.00 717,600.00 (a) N/A (a)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 3,127,828.00 58,200.00 (a) N/A (c)
WATSON PHARMACEUTICALS INC COMMON STOCKS 94268310 10,819,007.00 201,400.00 (c) N/A (c)
WATTS INDUSTRIES INC CL A COMMON STOCKS 94274910 1,875,507.00 148,555.00 (a) N/A (c)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 93,297.00 5,900.00 (a) N/A (a)
WAVE SYSTEMS CORP- CL A COMMON STOCKS 94352610 401,650.00 25,400.00 (c) N/A (c)
WEATHERFORD INTERNATIONAL COMMON STOCKS 94707410 3,034,800.00 75,870.00 (a) N/A (a)
WEBB DEL E CORP COMMON STOCKS 94742310 362,918.00 23,700.00 (a) N/A (a)
WEBB DEL E CORP COMMON STOCKS 94742310 2,146,883.00 140,200.00 (c) N/A (c)
WEBSTER FINANCIAL CORP COMMON STOCKS 94789010 2,564,875.00 115,600.00 (a) N/A (c)
WEBVAN GROUP INC COMMON STOCKS 94845V10 99,513.00 13,667.00 (a) N/A (a)
WEBVAN GROUP INC COMMON STOCKS 94845V10 728.00 100.00 (c) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 230,138.00 5,700.00 (a) N/A (a)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 20,180.00 500.00 (a) N/A (b)
WEINGARTEN REALTY INVESTORS COMMON STOCKS 94874110 658,112.00 16,300.00 (c) N/A (c)
WEIRTON STEEL CORP COMMON STOCKS 94877410 228.00 70.00 (c) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 7,244.00 100.00 (a) N/A (a)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 14,488.00 200.00 (a) N/A (b)
WELLPOINT HEALTH NETWORKS COMMON STOCKS 94973H10 22,122,412.00 305,400.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 27,776,779.00 711,745.00 (a) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 5,791,769.00 149,465.00 (a) N/A (b)
WELLS FARGO COMPANY COMMON STOCKS 94974610 11,186,905.00 288,660.00 (a) N/A (c)
WELLS FARGO COMPANY COMMON STOCKS 94974610 1,078,606.00 27,835.00 (c) N/A (a)
WELLS FARGO COMPANY COMMON STOCKS 94974610 478,562.00 12,350.00 (c) N/A (b)
WENDYS INTL COMMON STOCKS 95059010 3,600.00 200.00 (a) N/A (a)
WESCO FINL CORP COMMON STOCKS 95081710 225,500.00 1,100.00 (a) N/A (a)
WEST TELESERVICES CORP COMMON STOCKS 95618810 1,093,500.00 43,200.00 (a) N/A (a)
WEST TELESERVICES CORP COMMON STOCKS 95618810 11,056,500.00 436,800.00 (a) N/A (c)
WESTELL TECHNOLOGIES INC-CL A COMMON STOCKS 95754110 5,124,000.00 341,600.00 (a) N/A (a)
WESTELL TECHNOLOGIES INC-CL A COMMON STOCKS 95754110 235,500.00 15,700.00 (a) N/A (b)
WESTELL TECHNOLOGIES INC-CL A COMMON STOCKS 95754110 7,410,000.00 494,000.00 (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 512,500.00 102,500.00 (a) N/A (c)
WESTERN WATER CO COMMON STOCKS 95988110 65,538.00 149,800.00 (a) N/A (c)
WESTERN WATER CO COMMON STOCKS 95988110 28,438.00 65,000.00 (c) N/A (b)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 13,789,045.00 253,010.00 (a) N/A (a)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 239,800.00 4,400.00 (a) N/A (c)
WESTERN WIRELESS CORP-CL A COMMON STOCKS 95988E20 16,350.00 300.00 (c) N/A (b)
WESTFIELD AMERICA INC COMMON STOCKS 95991010 26,906.00 2,000.00 (a) N/A (a)
WESTPOINT STEVENS INC COMMON STOCKS 96123810 2,680,569.00 240,950.00 (a) N/A (c)
WESTVACO CORP COMMON STOCKS 96154810 44,663.00 1,800.00 (a) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 6,823,324.00 200,300.00 (a) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 132,691.00 3,900.00 (a) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 21,621,555.00 635,490.00 (a) N/A (c)
WESTWOOD ONE COMMON STOCKS 96181510 214,348.00 6,300.00 (c) N/A (a)
WESTWOOD ONE COMMON STOCKS 96181510 2,518.00 74.00 (c) N/A (b)
WESTWOOD ONE COMMON STOCKS 96181510 378,788.00 11,100.00 (c) N/A (c)
WEYERHAEUSER CO COMMON STOCKS 96216610 7,327,200.00 170,400.00 (a) N/A (a)
WHIRLPOOL CORP COMMON STOCKS 96332010 4,669.00 100.00 (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 (177,945.00) (14,600.00) (a) N/A (a)
WHITMAN CORP COMMON STOCKS 96647R10 36,562.00 3,000.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 7,290,562.00 324,025.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 3,834,720.00 170,432.00 (a) N/A (b)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 903,600.00 40,160.00 (a) N/A (c)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 1,125,000.00 50,000.00 (c) N/A (a)
WILEY [JOHN] & SONS INC CL A COMMON STOCKS 96822320 720,000.00 32,000.00 (c) N/A (b)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 19,270.00 820.00 (a) N/A (a)
WILEY [JOHN] & SONS INC CL B COMMON STOCKS 96822330 14,100.00 600.00 (a) N/A (b)
WILLIAMETTE INDUSTRIES COMMON STOCKS 96913310 5,450.00 200.00 (a) N/A (a)
WILLBROS GROUP INC COMMON STOCKS 96919910 32,278.00 4,695.00 (a) N/A (b)
WILLIAMS COS COMMON STOCKS 96945710 33,350.00 800.00 (a) N/A (a)
WILLIAMS COS COMMON STOCKS 96945710 319,606.00 7,666.00 (a) N/A (b)
WILLIAMS COS COMMON STOCKS 96945710 4,169.00 100.00 (c) N/A (b)
WILLIAMS-SONOMA INC COMMON STOCKS 96990410 3,244.00 100.00 (c) N/A (b)
WILMINGTON TRUST CORP COMMON STOCKS 97180710 8,550.00 200.00 (c) N/A (b)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 2,700,488.00 71,300.00 (a) N/A (a)
WIND RIVER SYSTEMS INC COMMON STOCKS 97314910 15,119,700.00 399,200.00 (a) N/A (c)
WIND RIVER SYSTEMS INC CONV CONVERTIBLES 973149AC 1,138,500.00 920.00 (a) N/A (a)
WINN-DIXIE STORES INC COMMON STOCKS 97428010 4,294.00 300.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 168,513.00 12,900.00 (a) N/A (a)
WINNEBAGO INDUSTRIES COMMON STOCKS 97463710 889,590.00 68,100.00 (c) N/A (c)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 40,000.00 4,000.00 (a) N/A (a)
WINSLEOW FURNITURE 144A WTS WARRANTS 97537711 10,000.00 1,000.00 (a) N/A (c)
WINSTAR COMMUNICATIONS INC COMMON STOCKS 97551510 3,023,344.00 89,250.00 (a) N/A (a)
WOMEN.COM NETWORKS COMMON STOCKS 97814910 247,255.00 119,852.00 (a) N/A (a)
WOMEN.COM NETWORKS COMMON STOCKS 97814910 2,475.00 1,200.00 (a) N/A (c)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 62,625.00 50,100.00 (a) N/A (a)
WOMEN FIRST HEALTHCARE INC COMMON STOCKS 97815010 750.00 600.00 (a) N/A (c)
WORLD ACESS COMMON STOCKS 98141A10 69,509.00 6,283.00 (a) N/A (a)
WORLDGATE COMMUNICATIONS INC COMMON STOCKS 98156L30 3,550.00 200.00 (c) N/A (b)
WORLDCOM INC COMMON STOCKS 98157D10 147,461,288.00 3,214,415.00 (a) N/A (a)
WORLDCOM INC COMMON STOCKS 98157D10 5,764,194.00 125,650.00 (a) N/A (b)
WORLDCOM INC COMMON STOCKS 98157D10 13,200,531.00 287,750.00 (a) N/A (c)
WORLDCOM INC COMMON STOCKS 98157D10 754,644.00 16,450.00 (c) N/A (a)
WORLDCOM INC COMMON STOCKS 98157D10 253,459.00 5,525.00 (c) N/A (b)
WORLDCOM INC COMMON STOCKS 98157D10 27,008,448.00 588,740.00 (c) N/A (c)
WORLDWIDE FLIGHT WTS 144A WARRANTS 98158711 4,800.00 4,800.00 (a) N/A (a)
WORLDWIDE FLIGHT WTS 144A WARRANTS 98158711 1,200.00 1,200.00 (a) N/A (c)
WORTHINGTON INDS INC COMMON STOCKS 98181110 2,100.00 200.00 (a) N/A (a)
WORTHINGTON INDS INC COMMON STOCKS 98181110 4,725.00 450.00 (a) 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 77,958,773.00 972,200.00 (a) N/A (a)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 36,084.00 450.00 (a) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 1,323,102.00 16,500.00 (a) N/A (c)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 53,325.00 665.00 (c) N/A (b)
WRIGLEY (WM.) JR CO COMMON STOCKS 98252610 21,129,538.00 263,500.00 (c) N/A (c)
XM SATELLITE RADIO HOLDING INC COMMON STOCKS 98375910 37,438.00 1,000.00 (a) N/A (a)
XETA TECHNOLOGIES INC COMMON STOCKS 98390910 6,238.00 200.00 (c) N/A (b)
XILINX INC COMMON STOCKS 98391910 28,872,191.00 349,700.00 (a) N/A (a)
XILINX INC COMMON STOCKS 98391910 5,198,548.00 62,965.00 (a) N/A (b)
XILINX INC COMMON STOCKS 98391910 20,946,106.00 253,700.00 (a) N/A (c)
XILINX INC COMMON STOCKS 98391910 826.00 10.00 (c) N/A (b)
XILINX INC COMMON STOCKS 98391910 132,101.00 1,600.00 (c) N/A (c)
XIRCOM COMMON STOCKS 98392210 280,250.00 5,900.00 (a) N/A (a)
XIRCOM COMMON STOCKS 98392210 1,111,500.00 23,400.00 (c) N/A (c)
XEROX COMMON STOCKS 98412110 93,014.00 4,510.00 (a) N/A (a)
XEROX COMMON STOCKS 98412110 14,525.00 700.00 (a) N/A (b)
XEROX COMMON STOCKS 98412110 10,375.00 500.00 (c) N/A (b)
XEROX CORP SUB DEB CNV CONVERTIBLES 984121BB 3,066,750.00 5,800.00 (a) N/A (a)
XYBERNAUT CORP COMMON STOCKS 98414910 3,356.00 300.00 (c) N/A (b)
YAGEO CORP GDR- 144A COMMON STOCKS 98432610 726,948.00 95,400.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 92,420,660.00 746,080.00 (a) N/A (a)
YAHOO INC COMMON STOCKS 98433210 287,390.00 2,320.00 (a) N/A (b)
YAHOO INC COMMON STOCKS 98433210 2,328,850.00 18,800.00 (a) N/A (c)
YAHOO INC COMMON STOCKS 98433210 7,432.00 60.00 (c) N/A (b)
YAHOO INC COMMON STOCKS 98433210 4,063,100.00 32,800.00 (c) N/A (c)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 606,188.00 10,600.00 (a) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 766,312.00 13,400.00 (a) N/A (b)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 5,719.00 100.00 (c) N/A (a)
YOUNG & RUBICAM INC COMMON STOCKS 98742510 40,031.00 700.00 (c) N/A (b)
YOUNG & RUBICAM INC CONV 144A CONVERTIBLES 987425AA 1,267,188.00 1,250.00 (a) N/A (a)
YOUNG BROADCASTING INC CL A COMMON STOCKS 98743410 41,100.00 1,600.00 (a) N/A (b)
YOUNG BROADCASTING INC CL A COMMON STOCKS 98743410 2,569.00 100.00 (c) N/A (b)
YOUTHSTREAM MEDIA NETWORKS INC COMMON STOCKS 98781910 7,394,230.00 1,245,344.00 (a) N/A (c)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 1,264,800.00 105,400.00 (a) N/A (a)
Z-TEL TECHNOLOGIES INC COMMON STOCKS 98879210 754,800.00 62,900.00 (a) N/A (c)
ZALE CORP COMMON STOCKS 98885810 14,600.00 400.00 (a) N/A (b)
ZOLL MEDICAL CORP COMMON STOCKS 98992210 4,900.00 100.00 (a) N/A (b)
NEXT GENERATION WARRANTS WARRANTS 99470560 111.00 11,131.50 (a) N/A (a)
LERNOUT & HAUSPIE SPEECH PROD COMMON STOCKS B5628B10 2,961,034.00 67,200.00 (a) N/A (a)
LERNOUT & HAUSPIE SPEECH PROD COMMON STOCKS B5628B10 17,625.00 400.00 (a) N/A (b)
DAIMLERCHRYSLER AG COMMON STOCKS D1668R12 5.00 0.10 (a) N/A (c)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 224,000.00 8,000.00 (a) N/A (a)
ACE LIMITED ORDINARY SHARES COMMON STOCKS G0070K10 7,282,800.00 260,100.00 (a) N/A (c)
AMDOCS LTD COMMON STOCKS G0260210 129,320,143.00 1,684,953.00 (a) N/A (a)
AMDOCS LTD COMMON STOCKS G0260210 59,473,575.00 774,900.00 (a) N/A (c)
ANNUITY AND LIFE RE (HOLDINGS) COMMON STOCKS G0391010 796,250.00 32,500.00 (a) N/A (a)
BANCO COMERCIAL PORTUGUES PFD CONVERTIBLES G0904720 2,798,500.00 29,000.00 (a) N/A (a)
CENTRAL EUROPEAN MEDIA ENT COMMON STOCKS G2004520 228,750.00 22,875.00 (a) N/A (a)
CHINA.COM CORP CL A COMMON STOCKS G2108N10 20,438.00 1,000.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 635,700.00 32,600.00 (a) N/A (a)
CORECOMM LTD COMMON STOCKS G2422R10 54,834.00 2,812.00 (a) N/A (b)
CORECOMM LTD COMMON STOCKS G2422R10 3,459,300.00 177,400.00 (a) N/A (c)
DELPHI INTERNATIONAL LTD COMMON STOCKS G2706W10 123,904.00 27,824.00 (a) N/A (a)
ELAN CORP-CONTINGENT VAL RT COMMON STOCKS G2953914 14,938.00 29,877.00 (a) N/A (a)
XCELERA.COM INC COMMON STOCKS G3161110 136,000.00 4,000.00 (a) N/A (a)
EVEREST REINSURANCE HOLDINGS INC COMMON STOCKS G3223R10 3,040,938.00 92,500.00 (a) N/A (a)
EVEREST REINSURANCE HOLDINGS INC COMMON STOCKS G3223R10 36,162.00 1,100.00 (a) N/A (b)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 2,232,657.00 84,850.00 (a) N/A (a)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 60,834.00 2,312.00 (a) N/A (b)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 18,419.00 700.00 (a) N/A (c)
GLOBAL CROSSING LTD COMMON STOCKS G3921A10 80,279.00 3,051.00 (c) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 174,644.00 19,404.90 (a) N/A (a)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 32,040.00 3,560.00 (a) N/A (b)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 48,308.00 5,367.60 (a) N/A (c)
GLOBALSTAR TELECOMMUNICATIONS COMMON STOCKS G3930H10 5,490.00 610.00 (c) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 54,263.00 7,751.80 (a) N/A (a)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 18,200.00 2,600.00 (a) N/A (b)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 60,025.00 8,575.00 (a) N/A (c)
LORAL SPACE & COMMUNICATIONS COMMON STOCKS G5646210 85,876.00 12,268.00 (c) N/A (b)
MARVELL TECHNOLOGY GROUP LTD COMMON STOCKS G5876H10 57,000.00 1,000.00 (a) N/A (a)
OPENTV CO COMMON STOCKS G6754310 3,590.00 80.00 (c) N/A (b)
PARTNERRE LTD COMMON STOCKS G6852T10 3,802,444.00 107,300.00 (a) N/A (a)
PARTNERRE LTD COMMON STOCKS G6852T10 248,062.00 7,000.00 (a) N/A (c)
RENAISSANCERE HOLDINGS LTD COMMON STOCKS G7496G10 75,145.00 1,725.00 (c) N/A (b)
SANTA FE INTERNATIONAL CORP. COMMON STOCKS G7805C10 125,776.00 3,600.00 (a) N/A (a)
SANTA FE INTERNATIONAL CORP. COMMON STOCKS G7805C10 69,875.00 2,000.00 (a) N/A (b)
TOMMY HILFIGER CORP COMMON STOCKS G8915Z10 4,500.00 600.00 (c) N/A (b)
TOTTA & ACCOR FIN 8.8750 SER A PREFERREDS G8957210 848,718.00 36,800.00 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 3,629,566.00 67,921.00 (a) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 101,966.00 1,908.00 (a) N/A (b)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 36,875.00 690.00 (c) N/A (a)
TRANSOCEAN SECO FOREX INC COMMON STOCKS G9007810 160.00 3.00 (c) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 1,870,400.00 11,690.00 (a) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 1,184,640.00 7,404.00 (a) N/A (b)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 472,000.00 2,950.00 (c) N/A (a)
WHITE MOUNTAINS INSURANCE GROUP INC COMMON STOCKS G9618E10 432,000.00 2,700.00 (c) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 196,041.00 3,622.00 (a) N/A (a)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 89,685.00 1,657.00 (a) N/A (b)
XL CAPITAL LTD CLASS A COMMON STOCKS G9825510 17,861,250.00 330,000.00 (a) N/A (c)
XOMA LTD [BERMUDA] COMMON STOCKS G9825R10 1,712.00 400.00 (c) N/A (b)
SBS BROADCASTING SA COMMON STOCKS L8137F10 76,300.00 1,400.00 (a) N/A (a)
ALADDIN KNOWLEDGE SYSTEMS COMMON STOCKS M0392N10 411,138.00 26,000.00 (a) N/A (a)
AUDIOCODES LTD COMMON STOCKS M1534210 41,187,600.00 343,230.00 (a) N/A (a)
AUDIOCODES LTD COMMON STOCKS M1534210 948,000.00 7,900.00 (a) N/A (b)
AUDIOCODES LTD COMMON STOCKS M1534210 94,402,800.00 786,690.00 (a) N/A (c)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 17,379,281.00 759,750.00 (a) N/A (a)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 542,138.00 23,700.00 (a) N/A (b)
BACKWEB TECHNOLOGIES LTD COMMON STOCKS M1563310 36,710,944.00 1,604,850.00 (a) N/A (c)
CHECK POINT SOFTWARE TECHNOLOGIES LTD COMMON STOCKS M2246510 12,705,000.00 60,000.00 (a) N/A (c)
COMMTOUCH SOFTWARE LTD COMMON STOCKS M2559610 3,744,000.00 115,200.00 (a) N/A (a)
FUNDTECH LIMITED ORDINARY M4709510 621,400.00 23,900.00 (a) N/A (a)
GALILEO TECHNOLOGY LTD COMMON STOCKS M4729810 1,186,800.00 55,200.00 (a) N/A (a)
GILAT COMMUNICATIONS LTD COMMON STOCKS M5087610 1,625.00 100.00 (c) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 41,493,188.00 598,100.00 (a) N/A (a)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 999,000.00 14,400.00 (a) N/A (b)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 16,885,875.00 243,400.00 (a) N/A (c)
GILAT SATELLITE NETWORKS LTD COMMON STOCKS M5147410 138,750.00 2,000.00 (c) N/A (b)
JACADA LTD ORDINARY M6184R10 3,444,792.00 271,500.00 (a) N/A (a)
METALINK LTD COMMON STOCKS M6989710 3,863,100.00 130,400.00 (a) N/A (a)
METALINK LTD COMMON STOCKS M6989710 325,875.00 11,000.00 (a) N/A (c)
METALINK LTD COMMON STOCKS M6989710 3,851.00 130.00 (c) N/A (b)
NEXUS TELOCATION SYSTEMS LTD COMMON STOCKS M7491910 1,153,350.00 450,000.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 22,201,676.00 239,049.00 (a) N/A (a)
ORBOTECH LTD COMMON STOCKS M7525310 11,126,425.00 119,800.00 (a) N/A (c)
RADWARE LTD COMMON STOCKS M8187310 3,206,500.00 121,000.00 (a) N/A (a)
TECNOMATIX TECHNOLOGIES LTD COMMON STOCKS M8743P10 109,000.00 8,000.00 (a) N/A (a)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 4,590,000.00 127,500.00 (a) N/A (a)
TTI TEAM TELECOM INTERNATIONAL LTD COMMON STOCKS M8825810 374,400.00 10,400.00 (a) N/A (c)
COMPLETEL EUROPE NV COMMON STOCKS N2159010 601,440.00 50,120.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 251,600.00 13,600.00 (a) N/A (a)
ROYAL CARIBBEAN CRUISES LTD COMMON STOCKS V7780T10 118,548.00 6,408.00 (a) N/A (b)
ASE TEST LTD COMMON STOCKS Y0251610 35,326.00 1,200.00 (a) N/A (c)
ASE TEST LTD COMMON STOCKS Y0251610 4,153,702.00 141,100.00 (c) N/A (c)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 73,951,641.00 1,076,639.00 (a) N/A (a)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 1,307,604.00 19,037.00 (a) N/A (b)
FLEXTRONICS INTERNATIONAL LTD COMMON STOCKS Y2573F10 75,556.00 1,100.00 (a) N/A (c)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 213,400.00 17,600.00 (a) N/A (a)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 12,125.00 1,000.00 (a) N/A (c)
GIGAMEDIA LIMITED COMMON STOCKS Y2711Y10 951,812.00 78,500.00 (c) N/A (c)
OMI CORP COMMON STOCKS Y6476W10 26,644.00 4,900.00 (c) N/A (b)
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