13F-HR 1 0001.txt FORM 13-F HOLDINGS REPORT Washington, D.C. 20549 Form 13F Form UNITED STATES SECURITIES AND EXCHANGE COMMISSION 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2000 Check here if Amendment ( ); Amendment Number: _____ This Amendment (Check only one.): ( ) is a restatement ( ) adds new holdings entries Institutional Investment Manager Filing this Report: Name: CREDIT SUISSE FIRST BOSTON, INC. Address: 11 MADISON AVENUE NEW YORK, NY 10010 Form 13F File Number: 28-2205 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, schdeules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Eugene Rosati Title: Vice President Phone: 212-325-4492 Signature, Place, and Date of Signing: Eugene Rosati New York, New York August 15, 2000 (Signature) (City, State) (Date) Report Type (Check only one.): ( X ) 13F HOLDING REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON CORPORATION** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2439 Form 13F Information Table Value Total: $14,706,742 (thousands) Information requested to be treated confidentially has been filed separately. List of Other Included Managers: Provided a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. Form 13F File Number Name 1. 28- Form 13F File Number Name 2. 28-2205 CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION* Form 13F File Number Name 3. 28-2205 CREDIT SUISSE FIRST BOSTON CORPORATION** Form 13F File Number Name 4. 28- * CREDIT SUISSE FIRST BOSTON MANAGEMENT CORPORATION is a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. ** CREDIT SUISSE FIRST BOSTON CORPORATION is also a wholly-owned subsidiary of CREDIT SUISSE FIRST BOSTON, INC. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- A D C TELECOMMUNICATIONS COM 000886101 22158 264370 SH DEFINED 03 264370 0 0 A D C TELECOMMUNICATIONS COM 000886101 1468 17500 SH DEFINED 03 0 0 17500 AAR CORP COM 000361105 287 23900 SH DEFINED 03 23900 0 0 ABBOTT LABS COM 002824100 38863 872103 SH DEFINED 03 872103 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1048 86000 SH DEFINED 03 86000 0 0 ABGENIX INC COM 00339B107 5206 43450 SH DEFINED 03 43450 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 2383 419000 SH DEFINED 03 419000 0 0 ACNIELSEN CORP COM 004833109 755 34300 SH DEFINED 03 34300 0 0 ACT MFG INC SB NT CV144A7%07 000973AA5 4031 3275000 SH DEFINED 03 0 0 3275000 ACT NETWORKS INC COM 000975102 164 10700 SH DEFINED 03 10700 0 0 ACTION PERFORMANCE COS INC COM 004933107 110 15700 SH DEFINED 03 15700 0 0 ACTIVISION INC NEW COM NEW 004930202 532 81877 SH DEFINED 03 81877 0 0 ACTUATE CORP COM 00508B102 20 384 SH DEFINED 03 384 0 0 ACTUATE CORP COM 00508B102 1068 20000 SH DEFINED 03 0 0 20000 ACTV INC COM 00088E104 495 33166 SH DEFINED 03 33166 0 0 ACUSON CORP COM 005113105 541 40100 SH DEFINED 03 40100 0 0 ACXIOM CORP COM 005125109 2250 80533 SH DEFINED 03 80533 0 0 ADAPTEC INC COM 00651F108 1948 85625 SH DEFINED 03 85625 0 0 ADELPHIA COMMUNICATIONS CORP CL A 006848105 999 21342 SH DEFINED 03 21342 0 0 ADOBE SYS INC COM 00724F101 12599 97010 SH DEFINED 03 97010 0 0 ADTRAN INC COM 00738A106 4432 74100 SH DEFINED 03 74100 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 6914 152800 SH DEFINED 03 152800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 8147 105460 SH DEFINED 03 105460 0 0 ADVANCED TISSUE SCIENCES INC COM 00755F103 486 60485 SH DEFINED 03 60485 0 0 ADVANTICA RESTAURANT GROUP INC COM 00758B109 284 325079 SH DEFINED 03 325079 0 0 ADVANTICA RESTAURANT GROUP INC WT EXP 010705 00758B117 331 1170186 SH DEFINED 03 0 0 0 AEGON N V ORD AMER REG 007924103 388 10900 SH DEFINED 03 10900 0 0 AES CORP JR SBDB CV4.5%05 00130HAN5 21335 12187000 SH DEFINED 03 0 0 12187000 AES CORP COM 00130H105 11302 247714 SH DEFINED 03 247714 0 0 AETNA INC COM 008117103 7514 117068 SH DEFINED 03 117068 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1151 34800 SH DEFINED 03 34800 0 0 AFFYMETRIX INC COM 00826T108 8226 49836 SH DEFINED 03 49836 0 0 AFLAC INC COM 001055102 8726 189963 SH DEFINED 03 189963 0 0 AFTERMARKET TECHNOLOGY CORP COM 008318107 111 13040 SH DEFINED 03 13040 0 0 AGCO CORP COM 001084102 435 35500 SH DEFINED 03 35500 0 0 AGENCY COM LTD COM 008447104 1700 95750 SH DEFINED 03 95750 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 17858 242138 SH DEFINED 03 242138 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1438 19500 SH DEFINED 03 0 0 19500 AGL RES INC COM 001204106 583 36600 SH DEFINED 03 36600 0 0 AGRIUM INC COM 008916108 115 13300 SH DEFINED 03 13300 0 0 AIR PRODS & CHEMS INC COM 009158106 4055 131620 SH DEFINED 03 131620 0 0 AIRBORNE FGHT CORP COM 009266107 1521 80300 SH DEFINED 03 80300 0 0 AIRGAS INC COM 009363102 332 58400 SH DEFINED 03 58400 0 0 AK STL HLDG CORP COM 001547108 1253 146600 SH DEFINED 03 146600 0 0 ALASKA AIR GROUP INC COM 011659109 1150 42400 SH DEFINED 03 42400 0 0 ALBANY INTL CORP CL A 012348108 302 20800 SH DEFINED 03 20800 0 0 ALBEMARLE CORP COM 012653101 950 48100 SH DEFINED 03 48100 0 0 ALBERTO CULVER CO CL B CONV 013068101 983 32164 SH DEFINED 03 32164 0 0 ALBERTSONS INC COM 013104104 13717 412550 SH DEFINED 03 412550 0 0 ALCAN ALUMINIUM LTD NEW COM 013716105 3927 126662 SH DEFINED 03 126662 0 0 ALCATEL SPONSORED ADR 013904305 98 1481 SH DEFINED 03 1481 0 0 ALCATEL SPONSORED ADR 013904305 2993 45000 SH DEFINED 03 0 0 45000 ALCOA INC COM 013817101 15995 551547 SH DEFINED 03 551547 0 0 ALEXANDER & BALDWIN INC COM 014482103 554 25100 SH DEFINED 03 25100 0 0 ALGOS PHARMACEUTICAL CORP COM 015869100 221 14500 SH DEFINED 03 0 0 14500 ALKERMES INC COM 01642T108 4819 102400 SH DEFINED 03 102400 0 0 ALLAIRE CORP COM 016714107 631 17200 SH DEFINED 03 17200 0 0 ALLAIRE CORP COM 016714107 37 1000 SH DEFINED 03 0 0 1000 ALLEGHENY ENERGY INC COM 017361106 2185 79800 SH DEFINED 03 79800 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1171 65049 SH DEFINED 03 65049 0 0 ALLERGAN INC COM 018490102 5255 70538 SH DEFINED 03 70538 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1009 41187 SH DEFINED 03 41187 0 0 ALLIANT CORP COM 018802108 1495 57500 SH DEFINED 03 57500 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1093 109275 SH DEFINED 03 109275 0 0 ALLMERICA FINL CORP COM 019754100 1676 32000 SH DEFINED 03 32000 0 0 ALLSTATE CORP COM 020002101 9771 439124 SH DEFINED 03 439124 0 0 ALLTEL CORP COM 020039103 11412 184246 SH DEFINED 03 184246 0 0 ALPHA INDS INC COM 020753109 3217 73000 SH DEFINED 03 73000 0 0 ALTERA CORP COM 021441100 15434 151504 SH DEFINED 03 151504 0 0 ALZA CORP DEL SUB DB CONV 5%06 022615AD0 15862 102500 SH DEFINED 03 0 0 102500 ALZA CORP DEL COM 022615108 4061 68677 SH DEFINED 03 68677 0 0 AMAZON COM INC COM 023135106 4585 126261 SH DEFINED 03 126261 0 0 AMBAC FINL GROUP INC COM 023139108 2593 47300 SH DEFINED 03 47300 0 0 AMERADA HESS CORP COM 023551104 3257 52751 SH DEFINED 03 52751 0 0 AMEREN CORP COM 023608102 2929 86775 SH DEFINED 03 86775 0 0 AMERICA ONLINE INC DEL (P) COM 02364J104 2594 50000 SH PUT DEFINED 03 50000 0 0 AMERICA ONLINE INC DEL COM 02364J104 85271 1616504 SH DEFINED 03 1616504 0 0 AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 388 27700 SH DEFINED 03 27700 0 0 AMERICAN ELEC PWR INC COM 025537101 9488 320280 SH DEFINED 03 320280 0 0 AMERICAN EXPRESS CO COM 025816109 43731 838971 SH DEFINED 03 838971 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1032 41600 SH DEFINED 03 41600 0 0 AMERICAN GENERAL CORP COM 026351106 9676 158631 SH DEFINED 03 158631 0 0 AMERICAN GREETINGS CORP CL A 026375105 2045 107652 SH DEFINED 03 107652 0 0 AMERICAN HOME PRODS CORP (C) COM 026609107 441 7500 SH CALL DEFINED 03 0 0 0 AMERICAN HOME PRODS CORP COM 026609107 44759 761857 SH DEFINED 03 761857 0 0 AMERICAN INTL GROUP INC (C) COM 026874107 1175 10000 SH CALL DEFINED 03 0 0 0 AMERICAN INTL GROUP INC COM 026874107 107434 914333 SH DEFINED 03 914333 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 714 34500 SH DEFINED 03 34500 0 0 AMERICAN MGMT SYS INC COM 027352103 3367 102600 SH DEFINED 03 102600 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 5632 138204 SH DEFINED 03 138204 0 0 AMERICAN STD COS INC DEL COM 029712106 2472 60300 SH DEFINED 03 60300 0 0 AMERICAN TOWER CORP NT CV 2.25%09 029912AD4 9321 7210000 SH DEFINED 03 0 0 7210000 AMERICAN TOWER CORP NT CV ACRD 5%10 029912AF9 372 365000 SH DEFINED 03 0 0 365000 AMERICAN TOWER CORP CL A 029912201 250 6000 SH DEFINED 03 0 0 6000 AMERICAN WTR WKS INC COM 030411102 1530 61200 SH DEFINED 03 61200 0 0 AMERITRADE HLDG CORP CL A 03072H109 445 38465 SH DEFINED 03 38465 0 0 AMES DEPT STORES INC COM NEW 030789507 377 47500 SH DEFINED 03 47500 0 0 AMETEK INC NEW COM 031100100 315 18000 SH DEFINED 03 18000 0 0 AMGEN INC COM 031162100 53417 760378 SH DEFINED 03 760378 0 0 AMGEN INC COM 031162100 1756 25000 SH DEFINED 03 0 0 25000 AMKOR TECHNOLOGY INC COM 031652100 5753 163200 SH DEFINED 03 163200 0 0 AMPHENOL CORP NEW CL A 032095101 4183 63200 SH DEFINED 03 63200 0 0 AMR CORP COM 001765106 3566 134891 SH DEFINED 03 134891 0 0 AMSOUTH BANCORPORATION COM 032165102 3629 230421 SH DEFINED 03 230421 0 0 ANACOMP INC DEL COM 032371106 31 12300 SH DEFINED 03 12300 0 0 ANADARKO PETE CORP COM 032511107 3792 76898 SH DEFINED 03 76898 0 0 ANADIGICS INC COM 032515108 709 20780 SH DEFINED 03 20780 0 0 ANALOG DEVICES INC COM 032654105 17866 235079 SH DEFINED 03 235079 0 0 ANCOR COMMUNICATIONS INC COM 03332K108 261 7300 SH DEFINED 03 7300 0 0 ANDREW CORP COM 034425108 8355 248936 SH DEFINED 03 248936 0 0 ANDRX CORP COM 034551101 275 4300 SH DEFINED 03 4300 0 0 ANHEUSER BUSCH COS INC COM 035229103 18027 241368 SH DEFINED 03 241368 0 0 ANICOM INC COM 035250109 41 11100 SH DEFINED 03 11100 0 0 ANIXTER INTL INC COM 035290105 755 28500 SH DEFINED 03 28500 0 0 ANSWERTHINK CONSULTING GROUP COM 036916104 616 37600 SH DEFINED 03 37600 0 0 ANSWERTHINK CONSULTING GROUP COM 036916104 17 1000 SH DEFINED 03 0 0 1000 ANTEC CORP COM 03664P105 3323 80070 SH DEFINED 03 80070 0 0 AON CORP COM 037389103 6041 194489 SH DEFINED 03 194489 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 205 18500 SH DEFINED 03 18500 0 0 APACHE CORP COM 037411105 3881 65997 SH DEFINED 03 65997 0 0 APACHE CORP COM 037411105 32 550 SH DEFINED 03 0 0 550 APACHE CORP ACES C DP 1/50 037411600 1295 25000 SH DEFINED 03 25000 0 0 APOGEE ENTERPRISES INC COM 037598109 90 25494 SH DEFINED 03 25494 0 0 APOLLO GROUP INC CL A 037604105 1968 70458 SH DEFINED 03 70458 0 0 APPLE COMPUTER INC COM 037833100 15459 295514 SH DEFINED 03 295514 0 0 APPLEBEES INTL INC COM 037899101 499 16449 SH DEFINED 03 16449 0 0 APPLICA INC COM 03815A106 662 58500 SH DEFINED 03 58500 0 0 APPLIED GRAPHICS TECHNOLOGIES COM 037937109 60 14111 SH DEFINED 03 14111 0 0 APPLIED MATLS INC COM 038222105 53105 585990 SH DEFINED 03 585990 0 0 APPLIED MATLS INC COM 038222105 453 5000 SH DEFINED 03 0 0 5000 APPLIED MICRO CIRCUITS CORP COM 03822W109 1798 18208 SH DEFINED 03 18208 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 20 200 SH DEFINED 03 0 0 200 APRIA HEALTHCARE GROUP INC COM 037933108 1605 131000 SH DEFINED 03 131000 0 0 ARADIGM CORP COM 038505103 487 27800 SH DEFINED 03 27800 0 0 ARCH COAL INC COM 039380100 351 45600 SH DEFINED 03 45600 0 0 ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 5100 800000 SH DEFINED 03 800000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 3545 361321 SH DEFINED 03 361321 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 504 37849 SH DEFINED 03 37849 0 0 ARMSTRONG HLDGS INC COM 042384107 477 31156 SH DEFINED 03 31156 0 0 ARNOLD INDS INC COM 042595108 168 14000 SH DEFINED 03 14000 0 0 ARROW ELECTRS INC COM 042735100 1770 57100 SH DEFINED 03 57100 0 0 ARTESYN TECHNOLOGIES INC COM 043127109 637 22900 SH DEFINED 03 22900 0 0 ARTHROCARE CORP COM 043136100 474 8900 SH DEFINED 03 8900 0 0 ARVIN INDS INC COM 043339100 306 17600 SH DEFINED 03 17600 0 0 ASE TEST LTD ORD Y02516105 382 12979 SH DEFINED 03 12979 0 0 ASHLAND INC COM 044204105 1460 41651 SH DEFINED 03 41651 0 0 ASIA PACIFIC RES INTL HLDG LTD CL A G05345106 334 281000 SH DEFINED 03 281000 0 0 ASK JEEVES INC COM 045174109 405 22504 SH DEFINED 03 22504 0 0 ASM INTL N V COM N07045102 860 32470 SH DEFINED 03 32470 0 0 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 24816 562411 SH DEFINED 03 562411 0 0 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 221 5000 SH DEFINED 03 0 0 5000 ASPECT COMMUNICATIONS CORP COM 04523Q102 4454 113478 SH DEFINED 03 113478 0 0 ASSOCIATED BANC CORP COM 045487105 1388 63828 SH DEFINED 03 63828 0 0 ASSOCIATES FIRST CAP CORP CL A 046008108 13572 608274 SH DEFINED 03 608274 0 0 ASTEC INDS INC COM 046224101 210 8264 SH DEFINED 03 8264 0 0 ASTORIA FINL CORP COM 046265104 806 31297 SH DEFINED 03 31297 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 814 17500 SH DEFINED 03 17500 0 0 AT HOME CORP COM SER A 045919107 838 40484 SH DEFINED 03 40484 0 0 AT&T CORP COM 001957109 86673 2740662 SH DEFINED 03 2740662 0 0 AT&T CORP COM 001957109 1809 57200 SH DEFINED 03 0 0 57200 AT&T CORP COM LIB GRP A 001957208 1159 47800 SH DEFINED 03 47800 0 0 AT&T CORP COM LIB GRP A 001957208 485 20000 SH DEFINED 03 0 0 20000 AT&T CORP COM WIRLES GRP 001957406 418 15000 SH DEFINED 03 15000 0 0 ATLANTIC COAST AIRLINES HLDGS COM 048396105 567 17900 SH DEFINED 03 17900 0 0 ATLAS AIR INC COM 049164106 409 11400 SH DEFINED 03 11400 0 0 ATMEL CORP COM 049513104 8512 230836 SH DEFINED 03 230836 0 0 ATMI INC COM 00207R101 344 7400 SH DEFINED 03 7400 0 0 ATWOOD OCEANICS INC COM 050095108 1886 42500 SH DEFINED 03 42500 0 0 AUSPEX SYS INC COM 052116100 143 29015 SH DEFINED 03 29015 0 0 AUTODESK INC COM 052769106 1768 50971 SH DEFINED 03 50971 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 18425 343996 SH DEFINED 03 343996 0 0 AUTONATION INC COM 05329W102 473 67000 SH DEFINED 03 67000 0 0 AUTOZONE INC COM 053332102 2293 104238 SH DEFINED 03 104238 0 0 AVENUE A INC COM 053566105 803 91737 SH DEFINED 03 91737 0 0 AVERY DENNISON CORP COM 053611109 4021 59901 SH DEFINED 03 59901 0 0 AVIGEN INC COM 053690103 781 17800 SH DEFINED 03 17800 0 0 AVIRON COM 053762100 1322 42920 SH DEFINED 03 42920 0 0 AVNET INC COM 053807103 2311 39000 SH DEFINED 03 39000 0 0 AVON PRODS INC COM 054303102 5968 134108 SH DEFINED 03 134108 0 0 AVT CORP COM 002420107 335 45800 SH DEFINED 03 45800 0 0 AVTEAM INC CL A 054527205 60 36308 SH DEFINED 03 36308 0 0 AVX CORP NEW COM 002444107 2553 111300 SH DEFINED 03 111300 0 0 AWARE INC MASS COM 05453N100 266 5200 SH DEFINED 03 5200 0 0 AXA FINL INC COM 002451102 1375 40440 SH DEFINED 03 40440 0 0 BAKER HUGHES INC COM 057224107 6961 217534 SH DEFINED 03 217534 0 0 BALDOR ELEC CO COM 057741100 332 17850 SH DEFINED 03 17850 0 0 BALL CORP COM 058498106 568 17653 SH DEFINED 03 17653 0 0 BANCWEST CORP NEW COM 059790105 661 40239 SH DEFINED 03 40239 0 0 BANDAG INC COM 059815100 306 12630 SH DEFINED 03 12630 0 0 BANK NEW YORK INC COM 064057102 20902 449495 SH DEFINED 03 449495 0 0 BANK OF AMERICA CORPORATION COM 060505104 47617 1107363 SH DEFINED 03 1107363 0 0 BANK ONE CORP COM 06423A103 23316 877793 SH DEFINED 03 877793 0 0 BANKATLANTIC BANCORP CL B 065908105 77 13400 SH DEFINED 03 13400 0 0 BANKNORTH GROUP INC NEW COM 06646R107 1330 87203 SH DEFINED 03 87203 0 0 BANTA CORP COM 066821109 273 14400 SH DEFINED 03 14400 0 0 BARD C R INC COM 067383109 1391 28909 SH DEFINED 03 28909 0 0 BARNES & NOBLE INC COM 067774109 868 39000 SH DEFINED 03 39000 0 0 BARNESANDNOBLE COM INC CL A 067846105 405 62000 SH DEFINED 03 62000 0 0 BARR LABS INC COM 068306109 739 16500 SH DEFINED 03 16500 0 0 BARRETT RES CORP COM PAR $0.01 068480201 1214 39900 SH DEFINED 03 39900 0 0 BARRICK GOLD CORP COM 067901108 4225 232282 SH DEFINED 03 232282 0 0 BASIN EXPL INC COM 070107107 705 39600 SH DEFINED 03 39600 0 0 BAUSCH & LOMB INC COM 071707103 2421 31286 SH DEFINED 03 31286 0 0 BAXTER INTL INC COM 071813109 11747 167070 SH DEFINED 03 167070 0 0 BB&T CORP COM 054937107 6146 257440 SH DEFINED 03 257440 0 0 BE AEROSPACE INC COM 073302101 126 19032 SH DEFINED 03 19032 0 0 BEA SYS INC SB NT CV 4%06 073325AD4 3795 2400000 SH DEFINED 03 0 0 2400000 BEAR STEARNS COS INC COM 073902108 2674 64245 SH DEFINED 03 64245 0 0 BECKMAN COULTER INC COM 075811109 1471 25200 SH DEFINED 03 25200 0 0 BECTON DICKINSON & CO COM 075887109 4394 153184 SH DEFINED 03 153184 0 0 BED BATH & BEYOND INC COM 075896100 4320 119376 SH DEFINED 03 119376 0 0 BELCO OIL & GAS CORP PFD CONV 077410207 4751 306500 SH DEFINED 03 306500 0 0 BELDEN INC COM 077459105 297 11600 SH DEFINED 03 11600 0 0 BELL ATLANTIC CORP (P) COM 0778530MI 1524 30000 SH PUT DEFINED 03 30000 0 0 BELL ATLANTIC CORP (P) COM 0778530MK 7622 150000 SH PUT DEFINED 03 150000 0 0 BELL ATLANTIC CORP (P) COM 0778530MM 10162 200000 SH PUT DEFINED 03 200000 0 0 BELL ATLANTIC CORP COM 077853109 67046 1319485 SH DEFINED 03 1319485 0 0 BELL ATLANTIC CORP COM 077853109 381 7500 SH DEFINED 03 0 0 7500 BELLSOUTH CORP COM 079860102 47752 1120275 SH DEFINED 03 1120275 0 0 BELO A H CORP DEL COM SER A 080555105 2226 128600 SH DEFINED 03 128600 0 0 BEMIS INC COM 081437105 1034 30765 SH DEFINED 03 30765 0 0 BERGEN BRUNSWIG CORP CL A 083739102 438 79600 SH DEFINED 03 79600 0 0 BERINGER WINE ESTATES HOLDINGS CL B 084102102 1167 33039 SH DEFINED 03 33039 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 1368 360 SH DEFINED 03 360 0 0 BEST BUY INC COM 086516101 6795 107432 SH DEFINED 03 107432 0 0 BEST BUY INC COM 086516101 19 300 SH DEFINED 03 0 0 300 BESTFOODS COM 08658U101 10074 145470 SH DEFINED 03 145470 0 0 BETHLEHEM STL CORP COM 087509105 340 95554 SH DEFINED 03 95554 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 168 59700 SH DEFINED 03 59700 0 0 BEYOND COM CORP COM 08860E101 38 28060 SH DEFINED 03 28060 0 0 BINDLEY WESTN INDS INC COM 090324104 341 12900 SH DEFINED 03 12900 0 0 BIO TECHNOLOGY GEN CORP COM 090578105 687 52100 SH DEFINED 03 52100 0 0 BIOCHEM PHARMA INC COM 09058T108 1866 75962 SH DEFINED 03 75962 0 0 BIOGEN INC COM 090597105 9839 152684 SH DEFINED 03 152684 0 0 BIOMATRIX INC COM 09060P102 403 17800 SH DEFINED 03 17800 0 0 BIOMET INC COM 090613100 4849 126162 SH DEFINED 03 126162 0 0 BISYS GROUP INC COM 055472104 536 8700 SH DEFINED 03 8700 0 0 BJ SVCS CO COM 055482103 5394 86300 SH DEFINED 03 86300 0 0 BJS WHOLESALE CLUB INC COM 05548J106 1462 44300 SH DEFINED 03 44300 0 0 BLACK & DECKER CORP COM 091797100 1940 49352 SH DEFINED 03 49352 0 0 BLACK BOX CORP DEL COM 091826107 301 3800 SH DEFINED 03 3800 0 0 BLACK HILLS CORP COM 092113109 289 12800 SH DEFINED 03 12800 0 0 BLACKROCK TARGET TERM TR INC COM 092476100 59783 6015600 SH DEFINED 03 6015600 0 0 BLOCK DRUG INC CL A 093644102 351 8300 SH DEFINED 03 8300 0 0 BLOCK H & R INC COM 093671105 1826 56416 SH DEFINED 03 56416 0 0 BLUESTONE SOFTWARE INC COM 09623P102 788 30770 SH DEFINED 03 30770 0 0 BLYTH INC COM 09643P108 823 27900 SH DEFINED 03 27900 0 0 BMC SOFTWARE INC COM 055921100 7798 214009 SH DEFINED 03 214009 0 0 BOB EVANS FARMS INC COM 096761101 337 22590 SH DEFINED 03 22590 0 0 BOCA RESORTS INC CL A 09688T106 120 12120 SH DEFINED 03 12120 0 0 BOEING CO (P) COM 097023105 4181 100000 SH PUT DEFINED 03 100000 0 0 BOEING CO (P) COM 097023105 5666 135500 SH PUT DEFINED 03 135500 0 0 BOEING CO COM 097023105 29985 717127 SH DEFINED 03 717127 0 0 BOISE CASCADE CORP COM 097383103 863 33348 SH DEFINED 03 33348 0 0 BORDERS GROUP INC COM 099709107 801 51500 SH DEFINED 03 51500 0 0 BORG WARNER INC COM 099724106 534 15200 SH DEFINED 03 15200 0 0 BOSTON SCIENTIFIC CORP COM 101137107 6087 277495 SH DEFINED 03 277495 0 0 BOWATER INC COM 102183100 1372 31100 SH DEFINED 03 31100 0 0 BOYD GAMING CORP COM 103304101 3914 704000 SH DEFINED 03 704000 0 0 BP AMOCO P L C SPONSORED ADR 055622104 4260 75311 SH DEFINED 03 75311 0 0 BRADY CORP CL A 104674106 247 7600 SH DEFINED 03 7600 0 0 BRAUN CONSULTING INC COM 105651103 449 21300 SH DEFINED 03 21300 0 0 BRIGGS & STRATTON CORP COM 109043109 500 14602 SH DEFINED 03 14602 0 0 BRIGHTPOINT INC COM 109473108 1906 220950 SH DEFINED 03 220950 0 0 BRINKER INTL INC COM 109641100 1565 53500 SH DEFINED 03 53500 0 0 BRIO TECHNOLOGY INC COM 109704106 504 23778 SH DEFINED 03 23778 0 0 BRISTOL MYERS SQUIBB CO (P) COM 110122108 2913 50000 SH PUT DEFINED 03 50000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 84172 1445012 SH DEFINED 03 1445012 0 0 BROADCOM CORP CL A 111320107 16639 76000 SH DEFINED 03 76000 0 0 BROADVISION INC COM 111412102 11189 220477 SH DEFINED 03 220477 0 0 BROADWING INC COM 111620100 3260 125700 SH DEFINED 03 125700 0 0 BROOKS AUTOMATION INC COM 11434A100 332 5200 SH DEFINED 03 5200 0 0 BROWN FORMAN CORP CL B 115637209 2642 49155 SH DEFINED 03 49155 0 0 BROWN TOM INC COM NEW 115660201 369 16000 SH DEFINED 03 16000 0 0 BRUNSWICK CORP COM 117043109 1476 89100 SH DEFINED 03 89100 0 0 BUDGET GROUP INC CL A 119003101 6455 1564900 SH DEFINED 03 1564900 0 0 BUFFETS INC COM 119882108 464 36600 SH DEFINED 03 36600 0 0 BURLINGTON INDS INC COM 121693105 52 31000 SH DEFINED 03 31000 0 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 6187 269734 SH DEFINED 03 269734 0 0 BURLINGTON RES INC COM 122014103 5548 145057 SH DEFINED 03 145057 0 0 BURR BROWN CORP SB NT CV 144A 07 122574AD8 3796 2238000 SH DEFINED 03 0 0 2238000 BURR BROWN CORP COM 122574106 10125 116800 SH DEFINED 03 116800 0 0 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 431 4900 SH DEFINED 03 4900 0 0 BUY COM INC COM 124269101 105 20964 SH DEFINED 03 20964 0 0 C COR NET CORP COM 125010108 509 18900 SH DEFINED 03 18900 0 0 C H ROBINSON WORLDWIDE INC COM 12541W100 5987 121100 SH DEFINED 03 121100 0 0 C-CUBE MICROSYSTEMS INC NEW COM 12501N108 2718 138925 SH DEFINED 03 138925 0 0 CABLE & WIRELESS HKT SPONSORED ADR 126828102 52 2400 SH DEFINED 03 2400 0 0 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 67 1334 SH DEFINED 03 1334 0 0 CABLETRON SYS INC COM 126920107 2667 105609 SH DEFINED 03 105609 0 0 CABLEVISION SYS CORP CL A 12686C109 1643 24200 SH DEFINED 03 24200 0 0 CABOT CORP COM 127055101 1093 40100 SH DEFINED 03 40100 0 0 CABOT OIL & GAS CORP CL A 127097103 597 28200 SH DEFINED 03 28200 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2985 146500 SH DEFINED 03 146500 0 0 CALICO COMM INC COM 129897104 642 39500 SH DEFINED 03 39500 0 0 CALIFORNIA COASTAL CMNTYS INC COM NEW 129915203 8188 1439551 SH DEFINED 03 1439551 0 0 CALLAWAY GOLF CO (C) COM 131193104 1075 65900 SH CALL DEFINED 03 65900 0 0 CALPINE CORP COM 131347106 4984 75800 SH DEFINED 03 75800 0 0 CAMBRIDGE TECH PARTNERS MASS COM 132524109 354 40600 SH DEFINED 03 40600 0 0 CAMPBELL SOUP CO COM 134429109 7747 266003 SH DEFINED 03 266003 0 0 CANADIAN PAC LTD NEW COM 135923100 382 14600 SH DEFINED 03 14600 0 0 CANANDAIGUA BRANDS INC CL A 137219200 1180 23400 SH DEFINED 03 23400 0 0 CAPITAL ENVIRONMENTAL RESOUR COM 14008M104 109 32166 SH DEFINED 03 32166 0 0 CAPITAL ONE FINL CORP COM 14040H105 5576 124943 SH DEFINED 03 124943 0 0 CAPITOL FED FINL COM 14057C106 1829 165300 SH DEFINED 03 165300 0 0 CAPSTEAD MTG CORP COM NEW 14067E407 133 15910 SH DEFINED 03 15910 0 0 CARDINAL HEALTH INC COM 14149Y108 11718 158356 SH DEFINED 03 158356 0 0 CAREINSITE INC COM 14170M106 378 21200 SH DEFINED 03 21200 0 0 CAREMARK RX INC COM 141705103 228 33400 SH DEFINED 03 33400 0 0 CAREY INTERNATIONAL INC COM 141750109 138 10000 SH DEFINED 03 10000 0 0 CARLISLE COS INC COM 142339100 779 17300 SH DEFINED 03 17300 0 0 CARNIVAL CORP COM 143658102 11818 606060 SH DEFINED 03 606060 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 281 13300 SH DEFINED 03 13300 0 0 CARTER WALLACE INC COM 146285101 644 32000 SH DEFINED 03 32000 0 0 CASEYS GEN STORES INC COM 147528103 186 17882 SH DEFINED 03 17882 0 0 CATALYTICA INC COM 148885106 917 83800 SH DEFINED 03 83800 0 0 CATERPILLAR INC DEL COM 149123101 8419 248527 SH DEFINED 03 248527 0 0 CBRL GROUP INC COM 12489V106 568 38645 SH DEFINED 03 38645 0 0 CCB FINL CORP COM 124875105 1099 29700 SH DEFINED 03 29700 0 0 CDW COMPUTER CTRS INC COM 125129106 3263 52200 SH DEFINED 03 52200 0 0 CELERITEK INC COM 150926103 1245 30500 SH DEFINED 03 30500 0 0 CELGENE CORP COM 151020104 7872 133700 SH DEFINED 03 133700 0 0 CELL GENESYS INC COM 150921104 529 18901 SH DEFINED 03 18901 0 0 CELL PATHWAYS INC NEW COM 15114R101 954 40800 SH DEFINED 03 40800 0 0 CELLSTAR CORP COM 150925105 104 37300 SH DEFINED 03 37300 0 0 CENDANT CORP COM 151313103 7203 514526 SH DEFINED 03 514526 0 0 CENDANT CORP COM 151313103 210 15000 SH DEFINED 03 0 0 15000 CENTEX CORP COM 152312104 867 36900 SH DEFINED 03 36900 0 0 CENTRAL GARDEN & PET CO COM 153527106 161 18000 SH DEFINED 03 18000 0 0 CENTURA BKS INC COM 15640T100 227 6700 SH DEFINED 03 6700 0 0 CENTURYTEL INC COM 156700106 2336 81235 SH DEFINED 03 81235 0 0 CEPHALON INC COM 156708109 4269 69700 SH DEFINED 03 69700 0 0 CEPHEID INC COM 15670R107 197 22400 SH DEFINED 03 22400 0 0 CERIDIAN CORP COM 15677T106 2593 107769 SH DEFINED 03 107769 0 0 CFW COMMUNICATION CO COM 124923103 555 15000 SH DEFINED 03 15000 0 0 CHAMPION INTL CORP COM 158525105 2141 29712 SH DEFINED 03 29712 0 0 CHARMING SHOPPES INC COM 161133103 496 97284 SH DEFINED 03 97284 0 0 CHARTER ONE FINL INC COM 160903100 2800 121740 SH DEFINED 03 121740 0 0 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 453 5007 SH DEFINED 03 5007 0 0 CHASE MANHATTAN CORP NEW COM 16161A108 39713 862156 SH DEFINED 03 862156 0 0 CHATTEM INC COM 162456107 143 10431 SH DEFINED 03 10431 0 0 CHECK POINT SOFTWARE TECH LTD ORD M22465104 285 1348 SH DEFINED 03 1348 0 0 CHECKFREE HLDGS CORP SUB NT CV 144A06 162816AA0 1623 1675000 SH DEFINED 03 0 0 1675000 CHECKFREE HLDGS CORP COM 162816102 1785 34613 SH DEFINED 03 34613 0 0 CHEESECAKE FACTORY INC COM 163072101 252 9216 SH DEFINED 03 9216 0 0 CHESAPEAKE CORP COM 165159104 273 9200 SH DEFINED 03 9200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 228 29400 SH DEFINED 03 29400 0 0 CHEVRON CORPORATION COM 166751107 36890 434964 SH DEFINED 03 434964 0 0 CHIQUITA BRANDS INTL INC COM 170032106 41 10500 SH DEFINED 03 10500 0 0 CHIREX INC COM 170038103 249 12500 SH DEFINED 03 12500 0 0 CHIRON CORP SB CV ADJ 144A00 170040AB5 13936 8445000 SH DEFINED 03 0 0 8445000 CHIRON CORP COM 170040109 6637 139716 SH DEFINED 03 139716 0 0 CHOICEPOINT INC COM 170388102 2144 48190 SH DEFINED 03 48190 0 0 CHRIS CRAFT INDS INC COM 170520100 1367 20700 SH DEFINED 03 20700 0 0 CHUBB CORP COM 171232101 6230 101294 SH DEFINED 03 101294 0 0 CHURCH & DWIGHT INC COM 171340102 407 22600 SH DEFINED 03 22600 0 0 CIBER INC COM 17163B102 871 65700 SH DEFINED 03 65700 0 0 CIENA CORP COM 171779101 4741 28454 SH DEFINED 03 28454 0 0 CIGNA CORP COM 125509109 8881 94981 SH DEFINED 03 94981 0 0 CINCINNATI FINL CORP COM 172062101 3630 115463 SH DEFINED 03 115463 0 0 CINERGY CORP COM 172474108 2443 96035 SH DEFINED 03 96035 0 0 CINTAS CORP COM 172908105 6021 164118 SH DEFINED 03 164118 0 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 6053 182382 SH DEFINED 03 182382 0 0 CIRRUS LOGIC CORP COM 172755100 1981 123793 SH DEFINED 03 123793 0 0 CISCO SYS INC COM 17275R102 350868 5520011 SH DEFINED 03 5520011 0 0 CISCO SYS INC COM 17275R102 763 12000 SH DEFINED 03 0 0 12000 CIT GROUP INC CL A 125577106 335 20600 SH DEFINED 03 20600 0 0 CITADEL COMMUNICATIONS CORP COM 172853202 1049 30068 SH DEFINED 03 30068 0 0 CITIGROUP INC COM 172967101 133039 2208108 SH DEFINED 03 2208108 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 4718 273500 SH DEFINED 03 273500 0 0 CITRIX SYS INC COM 177376100 3629 191640 SH DEFINED 03 191640 0 0 CITY NATL CORP COM 178566105 1140 32800 SH DEFINED 03 32800 0 0 CITY TELECOM H K LTD SPONSORED ADR 178677209 54 14832 SH DEFINED 03 14832 0 0 CLAIRES STORES INC COM 179584107 574 29800 SH DEFINED 03 29800 0 0 CLARENT CORP DEL COM 180461105 67 942 SH DEFINED 03 942 0 0 CLARENT CORP DEL COM 180461105 8580 120000 SH DEFINED 03 0 0 120000 CLARUS CORP COM 182707109 7925 204522 SH DEFINED 03 204522 0 0 CLAYTON HOMES INC COM 184190106 649 81100 SH DEFINED 03 81100 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 15382 205093 SH DEFINED 03 205093 0 0 CLECO CORP NEW COM 12561W105 874 26100 SH DEFINED 03 26100 0 0 CLICK2LEARN COM INC COM 18681S106 9201 523900 SH DEFINED 03 523900 0 0 CLOROX CO DEL COM 189054109 6017 134278 SH DEFINED 03 134278 0 0 CMGI INC COM 125750109 2492 54460 SH DEFINED 03 54460 0 0 CMP GROUP INC COM 125887109 536 18300 SH DEFINED 03 18300 0 0 CMS ENERGY CORP COM 125896100 1402 63386 SH DEFINED 03 63386 0 0 CNET NETWORKS INC COM 12613R104 1768 72148 SH DEFINED 03 72148 0 0 CNF TRANSN INC COM 12612W104 894 39300 SH DEFINED 03 39300 0 0 COASTAL CORP COM 190441105 7502 123241 SH DEFINED 03 123241 0 0 COBALT NETWORKS INC COM 19074R101 2313 39972 SH DEFINED 03 39972 0 0 COCA COLA CO COM 191216100 83424 1452451 SH DEFINED 03 1452451 0 0 COCA COLA ENTERPRISES INC COM 191219104 4124 252835 SH DEFINED 03 252835 0 0 COGNEX CORP COM 192422103 3923 75900 SH DEFINED 03 75900 0 0 COHU INC COM 192576106 633 23500 SH DEFINED 03 23500 0 0 COLGATE PALMOLIVE CO COM 194162103 19859 331677 SH DEFINED 03 331677 0 0 COLUMBIA ENERGY GROUP COM 197648108 3088 47062 SH DEFINED 03 47062 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 203 7600 SH DEFINED 03 7600 0 0 COMCAST CORP CL A SPL 200300200 28001 690313 SH DEFINED 03 690313 0 0 COMDISCO INC COM 200336105 4101 183805 SH DEFINED 03 183805 0 0 COMERICA INC COM 200340107 4303 95890 SH DEFINED 03 95890 0 0 COMMERCE ONE INC DEL COM 200693109 0 2 SH DEFINED 03 2 0 0 COMMERCE ONE INC DEL COM 200693109 829 18274 SH DEFINED 03 0 0 18274 COMMSCOPE INC COM 203372107 5654 137900 SH DEFINED 03 137900 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 109 4000 SH DEFINED 03 0 0 4000 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 1281 70700 SH DEFINED 03 70700 0 0 COMPAQ COMPUTER CORP COM 204493100 26111 1021491 SH DEFINED 03 1021491 0 0 COMPAQ COMPUTER CORP COM 204493100 128 5000 SH DEFINED 03 0 0 5000 COMPASS BANCSHARES INC COM 20449H109 1460 85584 SH DEFINED 03 85584 0 0 COMPUCOM SYS INC COM 204780100 34 20100 SH DEFINED 03 20100 0 0 COMPUTER ASSOC INTL INC COM 204912109 20560 401662 SH DEFINED 03 401662 0 0 COMPUTER ASSOC INTL INC COM 204912109 23 450 SH DEFINED 03 0 0 450 COMPUTER NETWORK TECHNOLOGY CP COM 204925101 829 48052 SH DEFINED 03 48052 0 0 COMPUTER SCIENCES CORP COM 205363104 8252 110486 SH DEFINED 03 110486 0 0 COMPUWARE CORP COM 205638109 3444 333900 SH DEFINED 03 333900 0 0 COMSAT CORP COM SER 1 20564D107 870 37000 SH DEFINED 03 37000 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 11232 120774 SH DEFINED 03 120774 0 0 CONAGRA INC COM 205887102 7385 387424 SH DEFINED 03 387424 0 0 CONCORD EFS INC COM 206197105 4192 161245 SH DEFINED 03 161245 0 0 CONDUCTUS INC COM 206784100 197 10000 SH DEFINED 03 10000 0 0 CONECTIV INC COM 206829103 1695 108900 SH DEFINED 03 108900 0 0 CONEXANT SYSTEMS INC COM 207142100 10081 207591 SH DEFINED 03 207591 0 0 CONMED CORP COM 207410101 369 14400 SH DEFINED 03 14400 0 0 CONOCO INC CL A 208251306 4167 189400 SH DEFINED 03 189400 0 0 CONOCO INC CL B 208251405 9615 391442 SH DEFINED 03 391442 0 0 CONSECO INC COM 208464107 1850 189726 SH DEFINED 03 189726 0 0 CONSOLIDATED EDISON INC COM 209115104 3774 127393 SH DEFINED 03 127393 0 0 CONSOLIDATED FREIGHTWAYS CORP COM 209232107 52 12822 SH DEFINED 03 12822 0 0 CONSOLIDATED PAPERS INC COM 209759109 1982 54200 SH DEFINED 03 54200 0 0 CONSOLIDATED STORES CORP COM 210149100 789 65720 SH DEFINED 03 65720 0 0 CONSTELLATION ENERGY CORP COM 210371100 3115 95649 SH DEFINED 03 95649 0 0 CONVERGYS CORP COM 212485106 4217 81298 SH DEFINED 03 81298 0 0 COOPER CAMERON CORP COM 216640102 726 11000 SH DEFINED 03 11000 0 0 COOPER COS INC COM NEW 216648402 266 7300 SH DEFINED 03 7300 0 0 COOPER INDS INC COM 216669101 1788 54902 SH DEFINED 03 54902 0 0 COOPER TIRE & RUBR CO COM 216831107 481 43270 SH DEFINED 03 43270 0 0 COORS ADOLPH CO CL B 217016104 1339 22134 SH DEFINED 03 22134 0 0 COPART INC COM 217204106 232 14700 SH DEFINED 03 14700 0 0 COR THERAPEUTICS INC COM 217753102 4305 50500 SH DEFINED 03 50500 0 0 CORECOMM LTD ORD G2422R109 232 11900 SH DEFINED 03 11900 0 0 COREL CORPORATION COM 21868Q109 332 85690 SH DEFINED 03 85690 0 0 CORNING INC COM 219350105 40516 150128 SH DEFINED 03 150128 0 0 CORUS GROUP PLC SPONSORED ADR 22087M101 8970 624025 SH DEFINED 03 624025 0 0 CORVEL CORP COM 221006109 220 8900 SH DEFINED 03 8900 0 0 COSTCO WHSL CORP NEW COM 22160K105 11305 342565 SH DEFINED 03 342565 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 1991 65692 SH DEFINED 03 65692 0 0 COVAD COMMUNICATIONS GROUP INC COM 222814204 246 15300 SH DEFINED 03 15300 0 0 COVANCE INC COM 222816100 324 36800 SH DEFINED 03 36800 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 806 17700 SH DEFINED 03 17700 0 0 CRANE CO COM 224399105 1143 47028 SH DEFINED 03 47028 0 0 CREATIVE TECHNOLOGY LTD ORD Y1775U107 856 35850 SH DEFINED 03 35850 0 0 CREDENCE SYS CORP COM 225302108 8771 159119 SH DEFINED 03 159119 0 0 CREDIT ACCEP CORP MICH COM 225310101 91 16400 SH DEFINED 03 16400 0 0 CREE INC COM 225447101 8162 61026 SH DEFINED 03 61026 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 303 14800 SH DEFINED 03 14800 0 0 CROMPTON CORP COM 227116100 824 67300 SH DEFINED 03 67300 0 0 CROSSWORLDS SOFTWARE INC COM 22769P109 457 25200 SH DEFINED 03 25200 0 0 CROWN AMERN RLTY TR SH BEN INT 228186102 385 71600 SH DEFINED 03 71600 0 0 CROWN CORK & SEAL INC COM 228255105 2105 140313 SH DEFINED 03 140313 0 0 CSG SYS INTL INC COM 126349109 1742 31100 SH DEFINED 03 31100 0 0 CSX CORP COM 126408103 3307 156074 SH DEFINED 03 156074 0 0 CT COMMUNICATIONS INC COM NEW 126426402 236 8300 SH DEFINED 03 8300 0 0 CTC COMMUNICATIONS GROUP INC COM 126419100 4636 129905 SH DEFINED 03 129905 0 0 CTC COMMUNICATIONS GROUP INC COM 126419100 2970 82500 SH DEFINED 03 0 0 82500 CTS CORP COM 126501105 770 17100 SH DEFINED 03 17100 0 0 CUMMINS ENGINE INC COM 231021106 657 24102 SH DEFINED 03 24102 0 0 CURAGEN CORP COM 23126R101 236 6200 SH DEFINED 03 6200 0 0 CV THERAPEUTICS INC SB NT CV 144A 07 126667AA2 7136 5900000 SH DEFINED 03 0 0 5900000 CV THERAPEUTICS INC COM 126667104 776 11200 SH DEFINED 03 11200 0 0 CVS CORP COM 126650100 8921 223019 SH DEFINED 03 223019 0 0 CYBER-CARE INC COM 23243T105 6637 667844 SH DEFINED 03 667844 0 0 CYBERONICS INC COM 23251P102 351 29270 SH DEFINED 03 29270 0 0 CYLINK CORP COM 232565101 355 21200 SH DEFINED 03 21200 0 0 CYMER INC SB NT CV STEP 04 232572AC1 4789 4187000 SH DEFINED 03 0 0 4187000 CYMER INC COM 232572107 648 13600 SH DEFINED 03 13600 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 9848 233100 SH DEFINED 03 233100 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 21 500 SH DEFINED 03 0 0 500 CYTEC INDS INC COM 232820100 597 24200 SH DEFINED 03 24200 0 0 CYTYC CORP COM 232946103 4473 83900 SH DEFINED 03 83900 0 0 DAIMLERCHRYSLER AG ORD D1668R123 4 70 SH DEFINED 03 70 0 0 DAISYTEK INTL CORP COM 234053106 170 18000 SH DEFINED 03 18000 0 0 DALLAS SEMICONDUCTOR CORP COM 235204104 4641 113890 SH DEFINED 03 113890 0 0 DANA CORP COM 235811106 1892 89322 SH DEFINED 03 89322 0 0 DANAHER CORP DEL COM 235851102 3974 80377 SH DEFINED 03 80377 0 0 DARDEN RESTAURANTS INC COM 237194105 1550 95395 SH DEFINED 03 95395 0 0 DATA BROADCASTING CORP COM 237596101 373 59600 SH DEFINED 03 59600 0 0 DATA RETURN CORP COM 23785M104 341 11751 SH DEFINED 03 11751 0 0 DAVOX CORP COM 239208101 445 34390 SH DEFINED 03 34390 0 0 DEAN FOODS CO COM 242361103 799 25200 SH DEFINED 03 25200 0 0 DEERE & CO COM 244199105 5620 151894 SH DEFINED 03 151894 0 0 DELL COMPUTER CORP (P) COM 247025109 9863 200000 SH PUT DEFINED 03 200000 0 0 DELL COMPUTER CORP (P) COM 247025109 9863 200000 SH PUT DEFINED 03 200000 0 0 DELL COMPUTER CORP COM 247025109 105833 2146145 SH DEFINED 03 2146145 0 0 DELL COMPUTER CORP COM 247025109 138 2800 SH DEFINED 03 0 0 2800 DELPHI AUTOMOTIVE SYS CORP COM 247126105 4837 332185 SH DEFINED 03 332185 0 0 DELTA AIR LINES INC DEL COM 247361108 4389 86804 SH DEFINED 03 86804 0 0 DELUXE CORP COM 248019101 1136 48218 SH DEFINED 03 48218 0 0 DENDRITE INTL INC COM 248239105 453 13600 SH DEFINED 03 13600 0 0 DENTSPLY INTL INC NEW COM 249030107 1210 39335 SH DEFINED 03 39335 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1107 19500 SH DEFINED 03 19500 0 0 DEVON ENERGY CORP NEW COM 25179M103 2933 52200 SH DEFINED 03 52200 0 0 DEVON ENERGY CORP NEW COM 25179M103 14 250 SH DEFINED 03 0 0 250 DEVRY INC DEL COM 251893103 1100 41600 SH DEFINED 03 41600 0 0 DEXTER CORP COM 252165105 653 13600 SH DEFINED 03 13600 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 210 5900 SH DEFINED 03 5900 0 0 DIAL CORP NEW COM 25247D101 981 94600 SH DEFINED 03 94600 0 0 DIAMOND OFFSHORE DRILLING INC SB NT CV 3.75%07 25271CAA0 1110 1078000 SH DEFINED 03 0 0 1078000 DIAMOND OFFSHORE DRILLING INC COM 25271C102 4556 129700 SH DEFINED 03 129700 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 26 750 SH DEFINED 03 0 0 750 DIAMONDS TR UNIT SER 1 252787106 12943 124000 SH DEFINED 03 0 0 0 DIEBOLD INC COM 253651103 1728 62000 SH DEFINED 03 62000 0 0 DIGITAL IMPACT INC DEL COM 25385G106 283 20183 SH DEFINED 03 20183 0 0 DIGITAL IS INC DEL COM 25385N101 3088 63582 SH DEFINED 03 63582 0 0 DIGITAL MICROWAVE CORP COM 253859102 5113 134325 SH DEFINED 03 134325 0 0 DILLARDS INC CL A 254067101 941 76855 SH DEFINED 03 76855 0 0 DIME BANCORP INC NEW COM 25429Q102 1068 67800 SH DEFINED 03 67800 0 0 DISNEY WALT CO COM DISNEY 254687106 51247 1320395 SH DEFINED 03 1320395 0 0 DISNEY WALT CO COM GO COM 254687205 511 42800 SH DEFINED 03 42800 0 0 DOLE FOOD INC COM 256605106 1296 92600 SH DEFINED 03 92600 0 0 DOLLAR GEN CORP COM 256669102 3708 190149 SH DEFINED 03 190149 0 0 DOLLAR TREE STORES INC COM 256747106 3347 84737 SH DEFINED 03 84737 0 0 DOMINION RES INC VA NEW COM 25746U109 6575 153354 SH DEFINED 03 153354 0 0 DONALDSON INC COM 257651109 711 36000 SH DEFINED 03 36000 0 0 DONNELLEY R R & SONS CO COM 257867101 2260 100162 SH DEFINED 03 100162 0 0 DOUBLECLICK INC COM 258609304 484 12706 SH DEFINED 03 12706 0 0 DOVER CORP COM 260003108 5330 131410 SH DEFINED 03 131410 0 0 DOW CHEM CO COM 260543103 14081 466475 SH DEFINED 03 466475 0 0 DOW JONES & CO INC COM 260561105 4381 59813 SH DEFINED 03 59813 0 0 DOWNEY FINL CORP COM 261018105 212 7300 SH DEFINED 03 7300 0 0 DPL INC COM 233293109 1766 80500 SH DEFINED 03 80500 0 0 DQE INC COM 23329J104 1738 44000 SH DEFINED 03 44000 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 347 16600 SH DEFINED 03 16600 0 0 DRUGSTORE COM INC COM 262241102 341 45520 SH DEFINED 03 45520 0 0 DST SYS INC DEL COM 233326107 2931 38500 SH DEFINED 03 38500 0 0 DTE ENERGY CO COM 233331107 3292 107730 SH DEFINED 03 107730 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 34373 785669 SH DEFINED 03 785669 0 0 DUANE READE INC COM 263578106 693 26900 SH DEFINED 03 26900 0 0 DUKE ENERGY CORP COM 264399106 11835 209931 SH DEFINED 03 209931 0 0 DUN & BRADSTREET CORP DEL COM 26483B106 3230 112829 SH DEFINED 03 112829 0 0 DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 125 11600 SH DEFINED 03 11600 0 0 DURA PHARMACEUTICALS INC COM 26632S109 479 33605 SH DEFINED 03 33605 0 0 DURAMED PHARMACEUTICALS INC COM 266354109 89 16700 SH DEFINED 03 16700 0 0 DUSA PHARMACEUTICALS INC COM 266898105 563 19100 SH DEFINED 03 19100 0 0 DYCOM INDS INC COM 267475101 3084 67050 SH DEFINED 03 67050 0 0 DYNEGY INC NEW CL A 26816Q101 7460 109200 SH DEFINED 03 109200 0 0 E M C CORP MASS COM 268648102 89480 1163028 SH DEFINED 03 1163028 0 0 E M C CORP MASS COM 268648102 462 6000 SH DEFINED 03 0 0 6000 E MACHINES INC COM 29076P102 649 241450 SH DEFINED 03 241450 0 0 E TRADE GROUP INC COM 269246104 3621 220255 SH DEFINED 03 220255 0 0 E-LOAN INC COM 26861P107 87 18365 SH DEFINED 03 18365 0 0 EARTHLINK INC COM 270321102 254 16605 SH DEFINED 03 16605 0 0 EASTERN ENTERPRISES COM 27637F100 3999 63471 SH DEFINED 03 63471 0 0 EASTMAN CHEM CO COM 277432100 2155 45136 SH DEFINED 03 45136 0 0 EASTMAN KODAK CO COM 277461109 17895 300755 SH DEFINED 03 300755 0 0 EASTMAN KODAK CO COM 277461109 60 1000 SH DEFINED 03 0 0 1000 EATON CORP COM 278058102 3824 57076 SH DEFINED 03 57076 0 0 EBAY INC COM 278642103 1952 35973 SH DEFINED 03 35973 0 0 ECHELON CORP COM 27874N105 2674 45815 SH DEFINED 03 45815 0 0 ECHELON CORP COM 27874N105 29 500 SH DEFINED 03 0 0 500 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 7097 214258 SH DEFINED 03 214258 0 0 ECLIPSE SURGICAL TECHNOLOGIES COM 278849104 71 16200 SH DEFINED 03 16200 0 0 ECOLAB INC COM 278865100 2978 76230 SH DEFINED 03 76230 0 0 EDISON INTL COM 281020107 3948 192578 SH DEFINED 03 192578 0 0 EDWARDS AG INC COM 281760108 2064 52923 SH DEFINED 03 52923 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 648 35000 SH DEFINED 03 35000 0 0 EEX CORP COM NEW 26842V207 187 32100 SH DEFINED 03 32100 0 0 EGAIN COMMUNICATIONS COM 28225C103 244 20100 SH DEFINED 03 20100 0 0 EGGHEAD COM INC NEW COM 282329101 34 11500 SH DEFINED 03 11500 0 0 EL PASO ELEC CO COM NEW 283677854 400 35800 SH DEFINED 03 35800 0 0 EL PASO ENERGY CORP DEL COM 283905107 6670 130942 SH DEFINED 03 130942 0 0 EL SITIO INC ORD G30177102 247 34650 SH DEFINED 03 0 0 34650 ELAN PLC RT G29539148 11 22000 SH DEFINED 03 22000 0 0 ELAN PLC ADR 284131208 1590 32834 SH DEFINED 03 32834 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 1412 32100 SH DEFINED 03 32100 0 0 ELECTROGLAS INC COM 285324109 1230 57200 SH DEFINED 03 57200 0 0 ELECTRONIC ARTS INC COM 285512109 3437 47119 SH DEFINED 03 47119 0 0 ELECTRONIC DATA SYS NEW COM 285661104 11155 270424 SH DEFINED 03 270424 0 0 ELOT INC COM 290143106 90 47773 SH DEFINED 03 47773 0 0 EMERGE INTERACTIVE INC CL A 29088W103 1705 94730 SH DEFINED 03 94730 0 0 EMERSON ELEC CO COM 291011104 15790 261531 SH DEFINED 03 261531 0 0 EMERSON ELEC CO COM 291011104 30 500 SH DEFINED 03 0 0 500 EMISPHERE TECHNOLOGIES INC COM 291345106 434 10200 SH DEFINED 03 10200 0 0 EMMIS COMMUNICATIONS CORP CL A 291525103 5248 126842 SH DEFINED 03 126842 0 0 EMULEX CORP COM NEW 292475209 4859 73964 SH DEFINED 03 73964 0 0 ENCOMPASS SVCS CORP COM 29255U104 114 19800 SH DEFINED 03 19800 0 0 ENDESA S A SPONSORED ADR 29258N107 800 41000 SH DEFINED 03 41000 0 0 ENERGIZER HLDGS INC COM 29266R108 1091 59800 SH DEFINED 03 59800 0 0 ENERGY EAST CORP COM 29266M109 1695 88900 SH DEFINED 03 88900 0 0 ENGELHARD CORP COM 292845104 1282 75113 SH DEFINED 03 75113 0 0 ENGINEERING ANIMATION INC COM 292872108 99 10800 SH DEFINED 03 10800 0 0 ENRON CORP (P) COM 293561106 6450 100000 SH PUT DEFINED 03 100000 0 0 ENRON CORP COM 293561106 28805 446587 SH DEFINED 03 446587 0 0 ENSCO INTL INC COM 26874Q100 2937 82000 SH DEFINED 03 82000 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 1784 36600 SH DEFINED 03 36600 0 0 ENTERGY CORP NEW COM 29364G103 3966 145893 SH DEFINED 03 145893 0 0 ENTREMED INC COM 29382F103 698 23300 SH DEFINED 03 23300 0 0 ENTRUST TECHNOLOGIES INC COM 293848107 1763 21275 SH DEFINED 03 21275 0 0 EPICOR SOFTWARE CORP COM 29426L108 92 36771 SH DEFINED 03 36771 0 0 EQUIFAX INC COM 294429105 2011 76627 SH DEFINED 03 76627 0 0 EQUITABLE RES INC COM 294549100 3630 75230 SH DEFINED 03 75230 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 6204 310181 SH DEFINED 03 310181 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 900 45000 SH DEFINED 03 0 0 45000 ESHARE TECHNOLOGIES INC GA COM 296428105 89 13000 SH DEFINED 03 13000 0 0 ETHYL CORP COM 297659104 121 48500 SH DEFINED 03 48500 0 0 EVEREST RE GROUP LTD COM G3223R108 1055 32100 SH DEFINED 03 32100 0 0 EXELIXIS INC COM 30161Q104 5384 384567 SH DEFINED 03 384567 0 0 EXODUS COMMUNICATIONS INC COM 302088109 615 13360 SH DEFINED 03 13360 0 0 EXPEDIA INC COM 302125109 195 13200 SH DEFINED 03 13200 0 0 EXPRESS SCRIPTS INC CL A 302182100 1950 31618 SH DEFINED 03 31618 0 0 EXXON MOBIL CORP COM 30231G102 172628 2199088 SH DEFINED 03 2199088 0 0 F M C CORP COM NEW 302491303 1069 18432 SH DEFINED 03 18432 0 0 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 4253 105000 SH DEFINED 03 105000 0 0 FAMILY DLR STORES INC COM 307000109 1972 100800 SH DEFINED 03 100800 0 0 FAMILY DLR STORES INC COM 307000109 39 2000 SH DEFINED 03 0 0 2000 FASTENAL CO COM 311900104 1426 28200 SH DEFINED 03 28200 0 0 FEDERAL HOME LN MTG CORP COM 313400301 16354 403806 SH DEFINED 03 403806 0 0 FEDERAL MOGUL CORP COM 313549107 403 42100 SH DEFINED 03 42100 0 0 FEDERAL NATL MTG ASSN (P) COM 313586109 835 16000 SH PUT DEFINED 03 16000 0 0 FEDERAL NATL MTG ASSN COM 313586109 33229 636736 SH DEFINED 03 636736 0 0 FEDERAL SIGNAL CORP COM 313855108 640 38800 SH DEFINED 03 38800 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 4741 140478 SH DEFINED 03 140478 0 0 FEDERATED DEPT STORES INC DEL WT D EX 121901 31410H127 342 35500 SH DEFINED 03 0 0 0 FEDEX CORP COM 31428X106 6897 181508 SH DEFINED 03 181508 0 0 FERRO CORP COM 315405100 617 29400 SH DEFINED 03 29400 0 0 FIAT S P A SP ADR ORD NEW 315621888 512 19800 SH DEFINED 03 19800 0 0 FIFTH THIRD BANCORP COM 316773100 14284 225829 SH DEFINED 03 225829 0 0 FILENET CORP COM 316869106 1171 63940 SH DEFINED 03 63940 0 0 FINISH LINE INC CL A 317923100 154 18800 SH DEFINED 03 18800 0 0 FINOVA GROUP INC COM 317928109 476 36600 SH DEFINED 03 36600 0 0 FIRST DATA CORP COM 319963104 11716 236097 SH DEFINED 03 236097 0 0 FIRST HEALTH GROUP CORP COM 320960107 4798 145400 SH DEFINED 03 145400 0 0 FIRST SEC CORP DEL COM 336294103 1583 116700 SH DEFINED 03 116700 0 0 FIRST TENN NATL CORP COM 337162101 1513 91340 SH DEFINED 03 91340 0 0 FIRST UN CORP COM 337358105 16341 658578 SH DEFINED 03 658578 0 0 FIRST VA BANKS INC COM 337477103 1191 34200 SH DEFINED 03 34200 0 0 FIRSTAR CORP NEW WIS COM 33763V109 13519 641885 SH DEFINED 03 641885 0 0 FIRSTENERGY CORP COM 337932107 3521 150628 SH DEFINED 03 150628 0 0 FIRSTMERIT CORP COM 337915102 1105 51709 SH DEFINED 03 51709 0 0 FIRSTWORLD COMMUNICATIONS INC COM SER B 337625305 1505 144140 SH DEFINED 03 144140 0 0 FISERV INC COM 337738108 4443 102723 SH DEFINED 03 102723 0 0 FLAG TELECOM HOLDINGS LTD ORD G3529L102 1867 125500 SH DEFINED 03 125500 0 0 FLEETBOSTON FINL CORP COM 339030108 22806 670769 SH DEFINED 03 670769 0 0 FLEMING COS INC COM 339130106 142 10900 SH DEFINED 03 10900 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 1028 14960 SH DEFINED 03 14960 0 0 FLORIDA EAST COAST INDS COM 340632108 500 12500 SH DEFINED 03 12500 0 0 FLORIDA PROGRESS CORP COM 341109106 2707 57747 SH DEFINED 03 57747 0 0 FLOWERS INDS INC COM 343496105 1200 60200 SH DEFINED 03 60200 0 0 FLOWSERVE CORP COM 34354P105 862 57200 SH DEFINED 03 57200 0 0 FLUOR CORP COM 343861100 1592 50327 SH DEFINED 03 50327 0 0 FOOTSTAR INC COM 344912100 469 14100 SH DEFINED 03 14100 0 0 FORD MTR CO DEL COM 345370100 31355 729180 SH DEFINED 03 729180 0 0 FORD MTR CO DEL COM 345370100 430 10000 SH DEFINED 03 0 0 10000 FOREST LABS INC COM 345838106 5111 50600 SH DEFINED 03 50600 0 0 FORT JAMES CORP COM 347471104 2755 119155 SH DEFINED 03 119155 0 0 FORTUNE BRANDS INC COM 349631101 2380 103196 SH DEFINED 03 103196 0 0 FOUNDATION HEALTH SYS INC COM 350404109 1006 77400 SH DEFINED 03 77400 0 0 FOX ENTMT GROUP INC CL A 35138T107 286 9400 SH DEFINED 03 9400 0 0 FPIC INS GROUP INC COM 302563101 163 10400 SH DEFINED 03 10400 0 0 FPL GROUP INC COM 302571104 5035 101716 SH DEFINED 03 101716 0 0 FRANKLIN RES INC COM 354613101 4514 148610 SH DEFINED 03 148610 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 824 89082 SH DEFINED 03 89082 0 0 FRIEDE GOLDMAN HALTER INC COM 358430106 815 91200 SH DEFINED 03 91200 0 0 FULLER H B CO COM 359694106 387 8523 SH DEFINED 03 8523 0 0 FURNITURE BRANDS INTL INC COM 360921100 561 37100 SH DEFINED 03 37100 0 0 FUTURELINK CORP COM NEW 36114Q208 144 20000 SH DEFINED 03 20000 0 0 F5 NETWORKS INC COM 315616102 728 13337 SH DEFINED 03 13337 0 0 GADZOOKS INC COM 362553109 416 36000 SH DEFINED 03 36000 0 0 GALILEO INTERNATIONAL INC COM 363547100 2609 125000 SH DEFINED 03 125000 0 0 GANNETT INC COM 364730101 23003 384595 SH DEFINED 03 384595 0 0 GAP INC DEL COM 364760108 16861 539541 SH DEFINED 03 539541 0 0 GARTNER GROUP INC NEW COM 366651107 360 30000 SH DEFINED 03 30000 0 0 GARTNER GROUP INC NEW CL B 366651206 513 51900 SH DEFINED 03 51900 0 0 GATEWAY INC COM 367626108 10578 186388 SH DEFINED 03 186388 0 0 GATX CORP COM 361448103 1119 32900 SH DEFINED 03 32900 0 0 GELTEX PHARMACEUTICALS INC COM 368538104 656 32178 SH DEFINED 03 32178 0 0 GEMSTAR INTL GROUP LTD ORD G3788V106 1841 29950 SH DEFINED 03 29950 0 0 GENE LOGIC INC COM 368689105 362 10147 SH DEFINED 03 10147 0 0 GENENTECH INC SUB DEB CV 5%02 368710AA7 9657 10165000 SH DEFINED 03 0 0 10165000 GENERAL DYNAMICS CORP COM 369550108 6337 121288 SH DEFINED 03 121288 0 0 GENERAL ELEC CO COM 369604103 287663 5427601 SH DEFINED 03 5427601 0 0 GENERAL MAGIC INC COM 370253106 166 20350 SH DEFINED 03 20350 0 0 GENERAL MLS INC COM 370334104 7522 196647 SH DEFINED 03 196647 0 0 GENERAL MTRS CORP COM 370442105 22108 380768 SH DEFINED 03 380768 0 0 GENERAL MTRS CORP CL H NEW 370442832 2396 27300 SH DEFINED 03 27300 0 0 GENERAL SEMICONDUCTOR INC COM 370787103 341 23100 SH DEFINED 03 23100 0 0 GENESIS MICROCHIP INC COM 371933102 268 15000 SH DEFINED 03 15000 0 0 GENTEK INC COM 37245X104 121 10801 SH DEFINED 03 10801 0 0 GENTEX CORP COM 371901109 279 11166 SH DEFINED 03 11166 0 0 GENUINE PARTS CO COM 372460105 2340 117007 SH DEFINED 03 117007 0 0 GENZYME CORP SB NT CV 5.25%05 372917AF1 18603 11175000 SH DEFINED 03 0 0 11175000 GENZYME CORP COM GENL DIV 372917104 5498 92409 SH DEFINED 03 92409 0 0 GEON CO COM 37246W105 355 19200 SH DEFINED 03 19200 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 1113 53500 SH DEFINED 03 53500 0 0 GEORGIA PAC CORP COM GA PAC GRP 373298108 3325 126680 SH DEFINED 03 126680 0 0 GEORGIA PAC CORP COM-TIMBER GRP 373298702 1092 50500 SH DEFINED 03 50500 0 0 GERON CORP COM 374163103 323 10300 SH DEFINED 03 10300 0 0 GETTY IMAGES INC COM 374276103 2528 68200 SH DEFINED 03 68200 0 0 GILAT SATELLITE NETWORKS LTD ORD M51474100 1048 15104 SH DEFINED 03 15104 0 0 GILEAD SCIENCES INC COM 375558103 8809 123847 SH DEFINED 03 123847 0 0 GILLETTE CO COM 375766102 22150 634004 SH DEFINED 03 634004 0 0 GLATFELTER P H CO COM 377316104 261 25600 SH DEFINED 03 25600 0 0 GLAXO WELLCOME PLC SPONSORED ADR 37733W105 1029 17800 SH DEFINED 03 17800 0 0 GLIATECH INC COM 37929C103 213 10500 SH DEFINED 03 10500 0 0 GLOBAL CROSSING LTD COM G3921A100 19350 735424 SH DEFINED 03 735424 0 0 GLOBAL CROSSING LTD COM G3921A100 26 1000 SH DEFINED 03 0 0 1000 GLOBAL INDS LTD COM 379336100 2290 121750 SH DEFINED 03 121750 0 0 GLOBAL MARINE INC COM 379352404 2991 106100 SH DEFINED 03 106100 0 0 GLOBAL SPORTS INC COM 37937A107 76 11879 SH DEFINED 03 11879 0 0 GLOBO CABO S A SPONSORED ADR 37957X102 427 31000 SH DEFINED 03 31000 0 0 GOLDEN ST BANCORP INC WT EXP 082100 381197128 15917 2226200 SH DEFINED 03 0 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 4140 101448 SH DEFINED 03 101448 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 197 2080 SH DEFINED 03 2080 0 0 GOODRICH B F CO COM 382388106 2923 85819 SH DEFINED 03 85819 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1873 93653 SH DEFINED 03 93653 0 0 GOTO COM INC COM 38348T107 159 10385 SH DEFINED 03 10385 0 0 GPU INC COM 36225X100 1916 70791 SH DEFINED 03 70791 0 0 GRACE W R & CO DEL NEW COM 38388F108 1157 95395 SH DEFINED 03 95395 0 0 GRAINGER W W INC COM 384802104 2239 72656 SH DEFINED 03 72656 0 0 GRANITE CONSTR INC COM 387328107 380 15500 SH DEFINED 03 15500 0 0 GRANT PRIDECO INC COM 38821G101 1605 64200 SH DEFINED 03 64200 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 555 33413 SH DEFINED 03 33413 0 0 GREAT LAKES CHEM CORP COM 390568103 994 31544 SH DEFINED 03 31544 0 0 GREAT PLAINS SOFTWARE COM 39119E105 1123 57400 SH DEFINED 03 57400 0 0 GREENPOINT FINL CORP COM 395384100 1395 74400 SH DEFINED 03 74400 0 0 GREY ADVERTISING INC COM 397838103 1207 2400 SH DEFINED 03 2400 0 0 GRIFFON CORP COM 398433102 96 17240 SH DEFINED 03 17240 0 0 GTE CORP COM 362320103 38901 624919 SH DEFINED 03 624919 0 0 GTECH HLDGS CORP COM 400518106 479 21100 SH DEFINED 03 21100 0 0 GUIDANT CORP COM 401698105 8570 173133 SH DEFINED 03 173133 0 0 GULF CDA RES LTD ORD 40218L305 438 91000 SH DEFINED 03 91000 0 0 GULF INDONESIA RES LTD COM 402284103 191 23900 SH DEFINED 03 23900 0 0 GYMBOREE CORP COM 403777105 66 22000 SH DEFINED 03 22000 0 0 HALLIBURTON CO COM 406216101 12433 263476 SH DEFINED 03 263476 0 0 HANCOCK JOHN FINL SVCS INC COM 41014S106 410 17318 SH DEFINED 03 17318 0 0 HANNA M A CO COM 410522106 561 62300 SH DEFINED 03 62300 0 0 HANNAFORD BROS CO COM 410550107 1869 26000 SH DEFINED 03 26000 0 0 HANOVER COMPRESSOR CO COM 410768105 5226 137520 SH DEFINED 03 137520 0 0 HARCOURT GEN INC COM 41163G101 2296 42226 SH DEFINED 03 42226 0 0 HARLEY DAVIDSON INC COM 412822108 7913 205543 SH DEFINED 03 205543 0 0 HARMAN INTL INDS INC COM 413086109 500 8200 SH DEFINED 03 8200 0 0 HARMONIC INC COM 413160102 3038 122452 SH DEFINED 03 122452 0 0 HARRAHS ENTMT INC COM 413619107 1518 72518 SH DEFINED 03 72518 0 0 HARRIS CORP DEL COM 413875105 1359 41500 SH DEFINED 03 41500 0 0 HARSCO CORP COM 415864107 645 25300 SH DEFINED 03 25300 0 0 HARTE-HANKS INC COM 416196103 1265 50600 SH DEFINED 03 50600 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 7559 135130 SH DEFINED 03 135130 0 0 HARTFORD LIFE INC CL A 416592103 212 4200 SH DEFINED 03 4200 0 0 HASBRO INC COM 418056107 1556 103305 SH DEFINED 03 103305 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 620 18900 SH DEFINED 03 18900 0 0 HCA-HEALTHCARE CO COM 404119109 10184 335275 SH DEFINED 03 335275 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 1937 148300 SH DEFINED 03 148300 0 0 HEALTHAXIS INC COM 42219D100 41 10800 SH DEFINED 03 10800 0 0 HEALTHEON WEBMD CORP COM 422209106 398 26973 SH DEFINED 03 26973 0 0 HEALTHSOUTH CORP COM 421924101 1577 219415 SH DEFINED 03 219415 0 0 HEINZ H J CO COM 423074103 9093 207837 SH DEFINED 03 207837 0 0 HELIX TECHNOLOGY CORP COM 423319102 977 25100 SH DEFINED 03 25100 0 0 HELLER FINANCIAL INC CL A 423328103 658 32100 SH DEFINED 03 32100 0 0 HELMERICH & PAYNE INC COM 423452101 4717 126200 SH DEFINED 03 126200 0 0 HENRY JACK & ASSOC INC COM 426281101 2543 50725 SH DEFINED 03 50725 0 0 HERCULES INC COM 427056106 1523 108292 SH DEFINED 03 108292 0 0 HERSHEY FOODS CORP COM 427866108 4797 98897 SH DEFINED 03 98897 0 0 HERTZ CORP CL A 428040109 542 19300 SH DEFINED 03 19300 0 0 HEWLETT PACKARD CO SB LYON ZERO 17 428236AC7 9734 10198000 SH DEFINED 03 0 0 10198000 HEWLETT PACKARD CO COM 428236103 79921 640012 SH DEFINED 03 640012 0 0 HIBERNIA CORP CL A 428656102 1023 94100 SH DEFINED 03 94100 0 0 HIBERNIA FOODS PLC SPONSORED ADR 428660104 714 95238 SH DEFINED 03 95238 0 0 HILLENBRAND INDS INC COM 431573104 1206 38500 SH DEFINED 03 38500 0 0 HILTON HOTELS CORP COM 432848109 2429 259111 SH DEFINED 03 259111 0 0 HISPANIC BROADCASTING CORP CL A 43357B104 3640 109900 SH DEFINED 03 109900 0 0 HOME DEPOT INC COM 437076102 63441 1270413 SH DEFINED 03 1270413 0 0 HOMESTAKE MNG CO COM 437614100 1233 179340 SH DEFINED 03 179340 0 0 HON INDS INC COM 438092108 893 38000 SH DEFINED 03 38000 0 0 HONEYWELL INTL INC COM 438516106 18923 561745 SH DEFINED 03 561745 0 0 HORACE MANN EDUCATORS CORP NEW COM 440327104 405 27000 SH DEFINED 03 27000 0 0 HORMEL FOODS CORP COM 440452100 1607 95600 SH DEFINED 03 95600 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 228 10100 SH DEFINED 03 10100 0 0 HOST MARRIOTT CORP NEW COM 44107P104 867 92500 SH DEFINED 03 92500 0 0 HOT TOPIC INC COM 441339108 461 14400 SH DEFINED 03 14400 0 0 HOTJOBS COM INC COM 441474103 552 40145 SH DEFINED 03 40145 0 0 HOUGHTON MIFFLIN CO COM 441560109 1074 23000 SH DEFINED 03 23000 0 0 HOUSEHOLD INTL INC COM 441815107 11346 273000 SH DEFINED 03 273000 0 0 HOUSTON EXPL CO COM 442120101 399 15900 SH DEFINED 03 15900 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 209 34100 SH DEFINED 03 34100 0 0 HSB GROUP INC COM 40428N109 520 16700 SH DEFINED 03 16700 0 0 HUBBELL INC CL B 443510201 1204 47200 SH DEFINED 03 47200 0 0 HUDSON RIV BANCORP INC COM 444128102 151 12800 SH DEFINED 03 12800 0 0 HUMAN GENOME SCIENCES INC COM 444903108 24093 180726 SH DEFINED 03 180726 0 0 HUMANA INC COM 444859102 864 177300 SH DEFINED 03 177300 0 0 HUNT J B TRANS SVCS INC COM 445658107 519 33780 SH DEFINED 03 33780 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2732 172762 SH DEFINED 03 172762 0 0 HYPERION SOLUTIONS CORP COM 44914M104 379 11650 SH DEFINED 03 11650 0 0 IBP INC COM 449223106 1309 84800 SH DEFINED 03 84800 0 0 ICG COMMUNICATIONS INC COM 449246107 501 22647 SH DEFINED 03 22647 0 0 ICICI LTD SPONSORED ADR 44926P202 3613 192700 SH DEFINED 03 192700 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 2356 84700 SH DEFINED 03 84700 0 0 ICOS CORP COM 449295104 993 22600 SH DEFINED 03 22600 0 0 IDACORP INC COM 451107106 919 28500 SH DEFINED 03 28500 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 13525 115350 SH DEFINED 03 115350 0 0 IDEXX LABS INC COM 45168D104 1111 48568 SH DEFINED 03 48568 0 0 IGATE CAPITAL CORP COM 45169U105 12 857 SH DEFINED 03 857 0 0 IGATE CAPITAL CORP COM 45169U105 289 21000 SH DEFINED 03 0 0 21000 IKON OFFICE SOLUTIONS INC COM 451713101 462 119335 SH DEFINED 03 119335 0 0 ILLINOIS TOOL WKS INC COM 452308109 10384 182173 SH DEFINED 03 182173 0 0 IMATION CORP COM 45245A107 608 20700 SH DEFINED 03 20700 0 0 IMC GLOBAL INC COM 449669100 1271 97800 SH DEFINED 03 97800 0 0 IMCLONE SYS INC COM 45245W109 6642 86900 SH DEFINED 03 86900 0 0 IMMUNEX CORP NEW COM 452528102 4701 95095 SH DEFINED 03 95095 0 0 IMPERIAL CR INDS INC COM 452729106 99 24300 SH DEFINED 03 24300 0 0 IMPROVENET INC COM 45321E106 5 2026 SH DEFINED 03 2026 0 0 IMPROVENET INC COM 45321E106 64 25695 SH DEFINED 03 0 0 25695 IMRGLOBAL CORPORATION COM 45321W106 948 72900 SH DEFINED 03 72900 0 0 IMS HEALTH INC COM 449934108 3593 199615 SH DEFINED 03 199615 0 0 INCO LTD COM 453258402 2099 136498 SH DEFINED 03 136498 0 0 INCOME OPPORTUNITIES FD 2000 COM 45333Q105 12297 1229700 SH DEFINED 03 1229700 0 0 INCYTE GENOMICS INC COM 45337C102 5881 71605 SH DEFINED 03 71605 0 0 INDYMAC MTG HLDGS INC COM 456607100 231 17000 SH DEFINED 03 17000 0 0 INET TECHNOLOGIES INC COM 45662V105 553 10200 SH DEFINED 03 10200 0 0 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 793 10000 SH DEFINED 03 10000 0 0 INFOCURE CORP COM 45665A108 208 36941 SH DEFINED 03 36941 0 0 INFORMATICA CORP COM 45666Q102 243 2972 SH DEFINED 03 2972 0 0 INFORMATION ARCHITECTS CORP COM 45669R107 472 68595 SH DEFINED 03 68595 0 0 INFORMATION RES INC COM 456905108 42 10800 SH DEFINED 03 10800 0 0 INFORMIX CORP COM 456779107 5515 741442 SH DEFINED 03 741442 0 0 INFOSPACE INC COM 45678T102 416 7538 SH DEFINED 03 7538 0 0 INGERSOLL-RAND CO COM 456866102 4095 101747 SH DEFINED 03 101747 0 0 INKTOMI CORP COM 457277101 52 437 SH DEFINED 03 437 0 0 INPUT/OUTPUT INC COM 457652105 118 14000 SH DEFINED 03 14000 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 57 3309 SH DEFINED 03 3309 0 0 INTEGRATED CIRCUIT SYS INC COM 45811K208 655 38250 SH DEFINED 03 0 0 38250 INTEGRATED DEVICE TECHNOLOGY COM 458118106 10944 182400 SH DEFINED 03 182400 0 0 INTEGRATED SILICON SOLUTION COM 45812P107 1062 28000 SH DEFINED 03 28000 0 0 INTEL CORP (P) COM 458140100 106900 800000 SH PUT DEFINED 03 800000 0 0 INTEL CORP COM 458140100 503142 3764695 SH DEFINED 03 3764695 0 0 INTEL CORP COM 458140100 1845 13800 SH DEFINED 03 0 0 13800 INTER TEL INC COM 458372109 165 10300 SH DEFINED 03 10300 0 0 INTERACTIVE INV INTL PLC SPONSORED ADR 457955102 112 15673 SH DEFINED 03 15673 0 0 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 152 9200 SH DEFINED 03 9200 0 0 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 33 2000 SH DEFINED 03 0 0 2000 INTERLIANT INC COM 458742103 516 22120 SH DEFINED 03 22120 0 0 INTERMEDIA COMMUNICATIONS INC COM 458801107 908 30652 SH DEFINED 03 30652 0 0 INTERMET CORP COM 45881K104 87 12700 SH DEFINED 03 12700 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 109830 1002445 SH DEFINED 03 1002445 0 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2430 80513 SH DEFINED 03 80513 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1132 42700 SH DEFINED 03 42700 0 0 INTERNATIONAL HOME FOODS INC COM 459655106 1528 73000 SH DEFINED 03 73000 0 0 INTERNATIONAL MULTIFOODS CORP COM 460043102 187 10800 SH DEFINED 03 10800 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 5818 103900 SH DEFINED 03 103900 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1318 31700 SH DEFINED 03 31700 0 0 INTERPUBLIC GROUP COS INC SB NT CV 1.8%04 460690AF7 12460 10481000 SH DEFINED 03 0 0 10481000 INTERPUBLIC GROUP COS INC COM 460690100 8141 189320 SH DEFINED 03 189320 0 0 INTERSIL HLDG CORP CL A 46069S109 153 2827 SH DEFINED 03 2827 0 0 INTERSIL HLDG CORP CL A 46069S109 2352 43500 SH DEFINED 03 0 0 43500 INTERSTATE BAKERIES CORP DEL COM 46072H108 1015 72500 SH DEFINED 03 72500 0 0 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 576 28092 SH DEFINED 03 28092 0 0 INTERTRUST TECHNOLOGIES CORP COM 46113Q109 41 2000 SH DEFINED 03 0 0 2000 INTERWOVEN INC COM 46114T102 213 1937 SH DEFINED 03 1937 0 0 INTIMATE BRANDS INC CL A 461156101 752 38100 SH DEFINED 03 38100 0 0 INTL PAPER CO COM 460146103 11285 378523 SH DEFINED 03 378523 0 0 INTUIT COM 461202103 6277 151709 SH DEFINED 03 151709 0 0 INVACARE CORP COM 461203101 281 10700 SH DEFINED 03 10700 0 0 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 723 18300 SH DEFINED 03 18300 0 0 IPALCO ENTERPRISES INC COM 462613100 1044 51900 SH DEFINED 03 51900 0 0 IRON MTN INC PA COM 462846106 1793 52730 SH DEFINED 03 52730 0 0 ISIS PHARMACEUTICALS INC COM 464330109 752 51188 SH DEFINED 03 51188 0 0 ISS GROUP INC COM 450306105 5448 55200 SH DEFINED 03 55200 0 0 ITT INDS INC IND COM 450911102 1957 64437 SH DEFINED 03 64437 0 0 IVAX CORP COM 465823102 3913 94300 SH DEFINED 03 94300 0 0 IXL ENTERPRISES INC COM 450718101 926 61700 SH DEFINED 03 61700 0 0 I2 TECHNOLOGIES INC COM 465754109 6496 62315 SH DEFINED 03 62315 0 0 JABIL CIRCUIT INC COM 466313103 6163 124200 SH DEFINED 03 124200 0 0 JACK IN THE BOX INC COM 466367109 384 15600 SH DEFINED 03 15600 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 510 15600 SH DEFINED 03 15600 0 0 JAKKS PAC INC COM 47012E106 379 25800 SH DEFINED 03 25800 0 0 JAZZTEL P L C SPONSORED ADR 47214R152 564 21500 SH DEFINED 03 0 0 21500 JDS UNIPHASE CORP COM 46612J101 11656 97283 SH DEFINED 03 97283 0 0 JDS UNIPHASE CORP COM 46612J101 1798 15000 SH DEFINED 03 0 0 15000 JEFFERSON PILOT CORP COM 475070108 5895 104450 SH DEFINED 03 104450 0 0 JOHN NUVEEN CO CL A 478035108 784 18700 SH DEFINED 03 18700 0 0 JOHNSON & JOHNSON COM 478160104 84726 831668 SH DEFINED 03 831668 0 0 JOHNSON & JOHNSON COM 478160104 41 400 SH DEFINED 03 0 0 400 JOHNSON CTLS INC COM 478366107 2808 54725 SH DEFINED 03 54725 0 0 JONES APPAREL GROUP INC COM 480074103 3086 131300 SH DEFINED 03 131300 0 0 JONES PHARMA INC COM 480236108 4763 119450 SH DEFINED 03 119450 0 0 JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA2 2216 2000000 SH DEFINED 03 0 0 2000000 K MART CORP COM 482584109 3319 487169 SH DEFINED 03 487169 0 0 KANSAS CITY PWR & LT CO COM 485134100 826 36700 SH DEFINED 03 36700 0 0 KANSAS CITY SOUTHN INDS INC COM 485170104 5944 67017 SH DEFINED 03 67017 0 0 KANSAS CITY SOUTHN INDS INC COM 485170104 222 2500 SH DEFINED 03 0 0 2500 KAUFMAN & BROAD HOME CORP COM 486168107 558 28187 SH DEFINED 03 28187 0 0 KAYDON CORP COM 486587108 380 18100 SH DEFINED 03 18100 0 0 KEANE INC COM 486665102 2100 97100 SH DEFINED 03 97100 0 0 KEITHLEY INSTRS INC COM 487584104 470 5400 SH DEFINED 03 5400 0 0 KELLOGG CO COM 487836108 6557 220395 SH DEFINED 03 220395 0 0 KELLSTROM INDS INC COM 488035106 57 12400 SH DEFINED 03 12400 0 0 KELLY SVCS INC CL A 488152208 565 24519 SH DEFINED 03 24519 0 0 KEMET CORP COM 488360108 4975 198500 SH DEFINED 03 198500 0 0 KENNAMETAL INC COM 489170100 386 18000 SH DEFINED 03 18000 0 0 KERR MCGEE CORP COM 492386107 3394 57586 SH DEFINED 03 57586 0 0 KEY ENERGY SVCS INC COM 492914106 520 54000 SH DEFINED 03 54000 0 0 KEYCORP NEW COM 493267108 4669 264921 SH DEFINED 03 264921 0 0 KEYNOTE SYS INC COM 493308100 1587 22492 SH DEFINED 03 22492 0 0 KEYSPAN CORP COM 49337W100 2451 79700 SH DEFINED 03 79700 0 0 KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 85 12300 SH DEFINED 03 12300 0 0 KEYSTONE FINANCIAL INC COM 493482103 612 28900 SH DEFINED 03 28900 0 0 KIMBERLY CLARK CORP COM 494368103 20652 359953 SH DEFINED 03 359953 0 0 KINDER MORGAN INC KANS COM 49455P101 2333 67500 SH DEFINED 03 67500 0 0 KING PHARMACEUTICALS INC COM 495582108 2687 61250 SH DEFINED 03 61250 0 0 KLA-TENCOR CORP COM 482480100 9613 164145 SH DEFINED 03 164145 0 0 KMART FING I PFD TRCV 7.75% 498778208 2186 60000 SH DEFINED 03 60000 0 0 KNIGHT RIDDER INC COM 499040103 2971 55866 SH DEFINED 03 55866 0 0 KNOT INC COM 499184109 50 13119 SH DEFINED 03 13119 0 0 KOHLS CORP COM 500255104 9525 171243 SH DEFINED 03 171243 0 0 KOLLMORGEN CORP COM 500440102 426 18500 SH DEFINED 03 18500 0 0 KOMAG INC COM 500453105 103 58750 SH DEFINED 03 58750 0 0 KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 1378 29000 SH DEFINED 03 29000 0 0 KOPIN CORP COM 500600101 4914 71017 SH DEFINED 03 71017 0 0 KOREA FD COM 500634100 563 40000 SH DEFINED 03 40000 0 0 KROGER CO COM 501044101 10405 471624 SH DEFINED 03 471624 0 0 KROLL O GARA CO COM 501050108 76 11300 SH DEFINED 03 11300 0 0 KULICKE & SOFFA INDS INC SUB NT CV4.75%06 501242AE1 204 140000 SH DEFINED 03 0 0 140000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1158 20300 SH DEFINED 03 20300 0 0 LA Z BOY INC COM 505336107 199 14200 SH DEFINED 03 14200 0 0 LABOR READY INC COM NEW 505401208 274 41400 SH DEFINED 03 41400 0 0 LABORATORY CORP AMER HLDGS PFD CV EXCH% A 50540R201 701 5000 SH DEFINED 03 5000 0 0 LAM RESEARCH CORP COM 512807108 8234 219574 SH DEFINED 03 219574 0 0 LAMAR ADVERTISING CO NT CV 5.25%06 512815AF8 2194 1987000 SH DEFINED 03 0 0 1987000 LAMAR ADVERTISING CO CL A 512815101 273 6300 SH DEFINED 03 6300 0 0 LANCASTER COLONY CORP COM 513847103 610 31495 SH DEFINED 03 31495 0 0 LANCE INC COM 514606102 167 18500 SH DEFINED 03 18500 0 0 LANDAMERICA FINL GROUP INC COM 514936103 219 9560 SH DEFINED 03 9560 0 0 LANDS END INC COM 515086106 601 18000 SH DEFINED 03 18000 0 0 LASER VISION CTRS INC COM 51807H100 171 27700 SH DEFINED 03 27700 0 0 LASERSIGHT INC COM 517924106 83 22100 SH DEFINED 03 22100 0 0 LASON INC COM 51808R107 53 21026 SH DEFINED 03 21026 0 0 LATITUDE COMMUNICATIONS INC COM 518292107 141 12841 SH DEFINED 03 12841 0 0 LATTICE SEMICONDUCTOR CORP SUB NT CV4.75%06 518415AC8 450 250000 SH DEFINED 03 0 0 250000 LATTICE SEMICONDUCTOR CORP COM 518415104 7561 109379 SH DEFINED 03 109379 0 0 LAUNCH MEDIA INC COM 518567102 97 10500 SH DEFINED 03 10500 0 0 LCA-VISION INC COM NEW 501803209 60 25428 SH DEFINED 03 25428 0 0 LEAR CORP COM 521865105 1288 64400 SH DEFINED 03 64400 0 0 LEARN2 COM INC COM 522002104 92 46618 SH DEFINED 03 46618 0 0 LEE ENTERPRISES INC COM 523768109 781 33500 SH DEFINED 03 33500 0 0 LEGATO SYS INC COM 524651106 970 64386 SH DEFINED 03 64386 0 0 LEGG MASON INC COM 524901105 1870 37400 SH DEFINED 03 37400 0 0 LEGGETT & PLATT INC COM 524660107 1909 115680 SH DEFINED 03 115680 0 0 LEHMAN BROS HLDGS INC COM 524908100 6617 69971 SH DEFINED 03 69971 0 0 LENNAR CORP COM 526057104 213 10520 SH DEFINED 03 10520 0 0 LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 229 5200 SH DEFINED 03 5200 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3584 40761 SH DEFINED 03 40761 0 0 LEVEL 8 SYS INC COM 52729M102 300 14300 SH DEFINED 03 14300 0 0 LEXICON GENETICS INC COM 528872104 429 47700 SH DEFINED 03 47700 0 0 LEXMARK INTL GROUP INC CL A 529771107 4707 69994 SH DEFINED 03 69994 0 0 LG&E ENERGY CORP COM 501917108 1896 79400 SH DEFINED 03 79400 0 0 LIBERATE TECHNOLOGIES COM 530129105 25 839 SH DEFINED 03 839 0 0 LIBERTY DIGITAL INC CL A 530436104 686 22600 SH DEFINED 03 22600 0 0 LIGHTSPAN INC COM 53226T103 82 14836 SH DEFINED 03 14836 0 0 LILLY ELI & CO COM 532457108 59040 591143 SH DEFINED 03 591143 0 0 LILLY INDS INC CL A 532491107 493 16400 SH DEFINED 03 16400 0 0 LIMITED INC COM 532716107 6465 298966 SH DEFINED 03 298966 0 0 LINCARE HLDGS INC COM 532791100 848 34523 SH DEFINED 03 34523 0 0 LINCOLN NATL CORP IND COM 534187109 4948 136980 SH DEFINED 03 136980 0 0 LINEAR TECHNOLOGY CORP COM 535678106 15985 250258 SH DEFINED 03 250258 0 0 LITTON INDS INC COM 538021106 1138 27100 SH DEFINED 03 27100 0 0 LIZ CLAIBORNE INC COM 539320101 1273 36102 SH DEFINED 03 36102 0 0 LOCAL FINL CORP COM 539553107 135 16200 SH DEFINED 03 16200 0 0 LOCKHEED MARTIN CORP COM 539830109 5747 231621 SH DEFINED 03 231621 0 0 LOEWS CORP COM 540424108 3998 66629 SH DEFINED 03 66629 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 155 15473 SH DEFINED 03 15473 0 0 LONGS DRUG STORES CORP COM 543162101 503 23143 SH DEFINED 03 23143 0 0 LONGVIEW FIBRE CO COM 543213102 416 37600 SH DEFINED 03 37600 0 0 LORAL SPACE & COMMUNICATIONS COM G56462107 185 26700 SH DEFINED 03 26700 0 0 LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G56462149 593 23995 SH DEFINED 03 23995 0 0 LOUIS DREYFUS NAT GAS CORP COM 546011107 1477 50000 SH DEFINED 03 50000 0 0 LOUISIANA PAC CORP COM 546347105 665 61112 SH DEFINED 03 61112 0 0 LOWES COS INC COM 548661107 12848 312902 SH DEFINED 03 312902 0 0 LSI LOGIC CORP COM 502161102 14047 259530 SH DEFINED 03 259530 0 0 LSI LOGIC CORP COM 502161102 54 1000 SH DEFINED 03 0 0 1000 LTX CORP COM 502392103 328 9400 SH DEFINED 03 9400 0 0 LUBRIZOL CORP COM 549271104 687 32700 SH DEFINED 03 32700 0 0 LUBYS INC COM 549282101 281 35100 SH DEFINED 03 35100 0 0 LUCENT TECHNOLOGIES INC COM 549463107 103773 1751437 SH DEFINED 03 1751437 0 0 LUCENT TECHNOLOGIES INC COM 549463107 59 1000 SH DEFINED 03 0 0 1000 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 261 21400 SH DEFINED 03 21400 0 0 LYCOS INC COM 550818108 2489 46048 SH DEFINED 03 46048 0 0 LYONDELL CHEMICAL CO COM 552078107 1707 101900 SH DEFINED 03 101900 0 0 M SYS FLASH DISK PIONEERS LTD ORD M7061C100 288 3700 SH DEFINED 03 3700 0 0 MACK CALI RLTY CORP COM 554489104 378 14700 SH DEFINED 03 14700 0 0 MACROCHEM CORP DEL COM 555903103 74 15295 SH DEFINED 03 15295 0 0 MACROMEDIA INC COM 556100105 2986 30900 SH DEFINED 03 30900 0 0 MACRONIX INTL LTD SPONSORED ADR 556103109 733 27600 SH DEFINED 03 27600 0 0 MACROVISION CORP COM 555904101 4094 64100 SH DEFINED 03 64100 0 0 MADECO SA SPONSORED ADR 556304103 243 31900 SH DEFINED 03 31900 0 0 MAGELLAN HEALTH SVCS INC COM 559079108 394 315000 SH DEFINED 03 315000 0 0 MAGNETEK INC COM 559424106 115 14350 SH DEFINED 03 14350 0 0 MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 344 10000 SH DEFINED 03 10000 0 0 MALLINCKRODT INC NEW COM 561232109 6257 144040 SH DEFINED 03 144040 0 0 MANDALAY RESORT GROUP COM 562567107 1260 63000 SH DEFINED 03 63000 0 0 MANOR CARE INC NEW COM 564055101 430 61416 SH DEFINED 03 61416 0 0 MANPOWER INC COM 56418H100 2102 65700 SH DEFINED 03 65700 0 0 MANUGISTICS GROUP INC COM 565011103 346 7400 SH DEFINED 03 7400 0 0 MAPICS INC COM 564910107 108 18800 SH DEFINED 03 18800 0 0 MARCHFIRST INC COM 566244109 1594 87364 SH DEFINED 03 87364 0 0 MARINE DRILLING COS INC COM PAR $0.01 568240204 3130 111800 SH DEFINED 03 111800 0 0 MARK IV INDS INC COM 570387100 549 26300 SH DEFINED 03 26300 0 0 MARKETING SVCS GROUP INC COM 570907105 88 19928 SH DEFINED 03 19928 0 0 MARRIOTT INTL INC NEW CL A 571903202 5021 139219 SH DEFINED 03 139219 0 0 MARSH & MCLENNAN COS INC COM 571748102 16684 159756 SH DEFINED 03 159756 0 0 MARSHALL & ILSLEY CORP COM 571834100 2841 68460 SH DEFINED 03 68460 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1120 27700 SH DEFINED 03 27700 0 0 MASCO CORP COM 574599106 4847 268360 SH DEFINED 03 268360 0 0 MASTEC INC COM 576323109 3040 79600 SH DEFINED 03 79600 0 0 MATRIA HEALTHCARE INC COM 576817100 95 20700 SH DEFINED 03 20700 0 0 MATRIXONE INC COM 57685P304 561 13800 SH DEFINED 03 13800 0 0 MATTEL INC COM 577081102 3205 243042 SH DEFINED 03 243042 0 0 MATTSON TECHNOLOGY INC COM 577223100 345 10600 SH DEFINED 03 10600 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 15356 226246 SH DEFINED 03 226246 0 0 MAXIM PHARMACEUTICALS INC COM 57772M107 216 4200 SH DEFINED 03 4200 0 0 MAXTOR CORP COM NEW 577729205 1096 104343 SH DEFINED 03 104343 0 0 MAXYGEN INC COM 577776107 643 11414 SH DEFINED 03 11414 0 0 MAY DEPT STORES CO COM 577778103 6476 269835 SH DEFINED 03 269835 0 0 MAYTAG CORP COM 578592107 1667 45204 SH DEFINED 03 45204 0 0 MBIA INC COM 55262C100 2924 60670 SH DEFINED 03 60670 0 0 MBNA CORP COM 55262L100 12933 476787 SH DEFINED 03 476787 0 0 MBNA CORP COM 55262L100 115 4250 SH DEFINED 03 0 0 4250 MCCORMICK & CO INC COM NON VTG 579780206 1970 60600 SH DEFINED 03 60600 0 0 MCDERMOTT INTL INC COM 580037109 310 35149 SH DEFINED 03 35149 0 0 MCDONALDS CORP (P) COM 580135101 4941 150000 SH PUT DEFINED 03 150000 0 0 MCDONALDS CORP (P) COM 580135101 3294 100000 SH PUT DEFINED 03 100000 0 0 MCDONALDS CORP COM 580135101 32968 1000955 SH DEFINED 03 1000955 0 0 MCGRAW HILL COS INC COM 580645109 6689 123871 SH DEFINED 03 123871 0 0 MCKESSON HBOC INC COM 58155Q103 3451 164845 SH DEFINED 03 164845 0 0 MCLEODUSA INC CL A 582266102 2469 119333 SH DEFINED 03 119333 0 0 MCN ENERGY GROUP INC COM 55267J100 1099 51400 SH DEFINED 03 51400 0 0 MDU RES GROUP INC COM 552690109 249 11500 SH DEFINED 03 11500 0 0 MEAD CORP COM 582834107 1747 69174 SH DEFINED 03 69174 0 0 MEADE INSTRUMENTS CORP COM 583062104 1075 42800 SH DEFINED 03 42800 0 0 MEDIA GEN INC CL A 584404107 1253 25800 SH DEFINED 03 25800 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 597 38829 SH DEFINED 03 38829 0 0 MEDIAONE GROUP INC COM 58440J104 24731 371784 SH DEFINED 03 371784 0 0 MEDICAL ASSURN INC COM 58449U100 133 11800 SH DEFINED 03 11800 0 0 MEDIMMUNE INC COM 584699102 12165 164530 SH DEFINED 03 164530 0 0 MEDQUIST INC COM 584949101 323 9500 SH DEFINED 03 9500 0 0 MEDTRONIC INC COM 585055106 33601 674550 SH DEFINED 03 674550 0 0 MELLON FINL CORP COM 58551A108 10874 298438 SH DEFINED 03 298438 0 0 MEMBERWORKS INC COM 586002107 294 8800 SH DEFINED 03 8800 0 0 MEMC ELECTR MATLS INC COM 552715104 207 11500 SH DEFINED 03 11500 0 0 MENTOR CORP MINN COM 587188103 219 8057 SH DEFINED 03 8057 0 0 MENTOR GRAPHICS CORP COM 587200106 732 37060 SH DEFINED 03 37060 0 0 MERCANTILE BANKSHARES CORP COM 587405101 1298 43533 SH DEFINED 03 43533 0 0 MERCER INTL INC SH BEN INT 588056101 299 36000 SH DEFINED 03 36000 0 0 MERCK & CO INC COM 589331107 100539 1312094 SH DEFINED 03 1312094 0 0 MERCK & CO INC COM 589331107 38 500 SH DEFINED 03 0 0 500 MERCURY INTERACTIVE CORP COM 589405109 11146 115200 SH DEFINED 03 115200 0 0 MEREDITH CORP COM 589433101 1011 29947 SH DEFINED 03 29947 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 306 53800 SH DEFINED 03 53800 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 573 27300 SH DEFINED 03 27300 0 0 MERITOR AUTOMOTIVE INC COM 59000G100 406 36900 SH DEFINED 03 36900 0 0 MERRILL LYNCH & CO INC COM 590188108 29894 259946 SH DEFINED 03 259946 0 0 METALS USA INC COM 591324108 52 11120 SH DEFINED 03 11120 0 0 METHODE ELECTRS INC CL A 591520200 2955 76500 SH DEFINED 03 76500 0 0 METRICOM INC COM 591596101 537 19307 SH DEFINED 03 19307 0 0 METROMEDIA FIBER NETWORK INC CL A 591689104 2759 69526 SH DEFINED 03 69526 0 0 MGIC INVT CORP WIS COM 552848103 2856 62763 SH DEFINED 03 62763 0 0 MICHAELS STORES INC COM 594087108 673 14700 SH DEFINED 03 14700 0 0 MICREL INC COM 594793101 8635 198800 SH DEFINED 03 198800 0 0 MICREL INC COM 594793101 9 200 SH DEFINED 03 0 0 200 MICROCHIP TECHNOLOGY INC COM 595017104 3330 57102 SH DEFINED 03 57102 0 0 MICROMUSE INC COM 595094103 5360 32400 SH DEFINED 03 32400 0 0 MICRON ELECTRONICS INC COM 595100108 694 55541 SH DEFINED 03 55541 0 0 MICRON TECHNOLOGY INC COM 595112103 28560 324314 SH DEFINED 03 324314 0 0 MICROS SYS INC COM 594901100 832 44800 SH DEFINED 03 44800 0 0 MICROSOFT CORP (P) COM 594918104 11191 140000 SH PUT DEFINED 03 140000 0 0 MICROSOFT CORP (P) COM 594918104 31975 400000 SH PUT DEFINED 03 400000 0 0 MICROSOFT CORP (P) COM 594918104 23981 300000 SH PUT DEFINED 03 300000 0 0 MICROSOFT CORP (P) COM 594918104 7994 100000 SH PUT DEFINED 03 100000 0 0 MICROSOFT CORP (P) COM 594918104 2398 30000 SH PUT DEFINED 03 30000 0 0 MICROSOFT CORP (P) COM 594918104 7994 100000 SH PUT DEFINED 03 100000 0 0 MICROSOFT CORP (P) COM 594918104 28778 360000 SH PUT DEFINED 03 360000 0 0 MICROSOFT CORP COM 594918104 605895 7576683 SH DEFINED 03 7576683 0 0 MICROSOFT CORP COM 594918104 2600 32500 SH DEFINED 03 0 0 32500 MICROSTRATEGY INC CL A 594972101 5245 175200 SH DEFINED 03 175200 0 0 MID-ATLANTIC RLTY TR SBDB CV 7.625%03 595232AA7 511 550000 SH DEFINED 03 0 0 550000 MIDCAP SPDR TR UNIT SER 1 595635103 1109 12500 SH DEFINED 03 0 0 0 MIDWEST EXPRESS HLDGS INC COM 597911106 267 12400 SH DEFINED 03 12400 0 0 MILACRON INC COM 598709103 384 26506 SH DEFINED 03 26506 0 0 MILLENNIUM CHEMICALS INC COM 599903101 434 25500 SH DEFINED 03 25500 0 0 MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1 4213 2818000 SH DEFINED 03 0 0 2818000 MILLENNIUM PHARMACEUTICALS INC COM 599902103 13812 123531 SH DEFINED 03 123531 0 0 MILLER HERMAN INC COM 600544100 1570 60826 SH DEFINED 03 60826 0 0 MILLIPORE CORP COM 601073109 1931 25625 SH DEFINED 03 25625 0 0 MINERALS TECHNOLOGIES INC COM 603158106 745 16200 SH DEFINED 03 16200 0 0 MINIMED INC COM 60365K108 2176 18400 SH DEFINED 03 18400 0 0 MINNESOTA MNG & MFG CO COM 604059105 21930 265821 SH DEFINED 03 265821 0 0 MINNESOTA PWR INC COM 604110106 760 43900 SH DEFINED 03 43900 0 0 MITCHELL ENERGY & DEV CORP CL B 606592301 413 13100 SH DEFINED 03 13100 0 0 MKS INSTRUMENT INC COM 55306N104 218 5600 SH DEFINED 03 5600 0 0 MMC NETWORKS INC COM 55308N102 561 10500 SH DEFINED 03 10500 0 0 MODINE MFG CO COM 607828100 464 17167 SH DEFINED 03 17167 0 0 MODIS PROFESSIONAL SVCS INC COM 607830106 541 70900 SH DEFINED 03 70900 0 0 MOHAWK INDS INC COM 608190104 716 32900 SH DEFINED 03 32900 0 0 MOLEX INC COM 608554101 7466 154929 SH DEFINED 03 154929 0 0 MOLEX INC CL A 608554200 482 13775 SH DEFINED 03 13775 0 0 MONTANA POWER CO COM 612085100 2927 82900 SH DEFINED 03 82900 0 0 MONY GROUP INC COM 615337102 2432 71914 SH DEFINED 03 71914 0 0 MORGAN J P & CO INC COM 616880100 13982 126964 SH DEFINED 03 126964 0 0 MORGAN KEEGAN INC COM 617410105 150 10140 SH DEFINED 03 10140 0 0 MORGAN STANLEY D WITTER INDIA COM 61745C105 1297 111600 SH DEFINED 03 111600 0 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 55388 665322 SH DEFINED 03 665322 0 0 MORRISON KNUDSEN CORP NEW COM 61844A109 724 99900 SH DEFINED 03 99900 0 0 MOTOROLA INC COM 620076109 45601 1569101 SH DEFINED 03 1569101 0 0 MOVADO GROUP INC COM 624580106 121 10100 SH DEFINED 03 10100 0 0 MSC INDL DIRECT INC CL A 553530106 791 37800 SH DEFINED 03 37800 0 0 MURPHY OIL CORP COM 626717102 2633 44300 SH DEFINED 03 44300 0 0 MYLAN LABS INC COM 628530107 2502 137100 SH DEFINED 03 137100 0 0 MYPOINTS COM INC COM 62855T102 240 12619 SH DEFINED 03 12619 0 0 NABISCO GROUP HLDG CORP COM 62952P102 4957 191116 SH DEFINED 03 191116 0 0 NABISCO HLDGS CORP CL A 629526104 152 2900 SH DEFINED 03 2900 0 0 NABORS INDS INC COM 629568106 3566 85800 SH DEFINED 03 85800 0 0 NABORS INDS INC COM 629568106 416 10000 SH DEFINED 03 0 0 10000 NANOGEN INC COM 630075109 242 5700 SH DEFINED 03 5700 0 0 NASDAQ 100 TR UNIT SER 1 631100104 12666 135925 SH DEFINED 03 0 0 0 NASDAQ 100 TR UNIT SER 1 631100104 140 1500 SH DEFINED 03 0 0 0 NATIONAL CITY CORP COM 635405103 6389 374467 SH DEFINED 03 374467 0 0 NATIONAL COMM BANCORP COM 635449101 1015 63200 SH DEFINED 03 63200 0 0 NATIONAL DATA CORP COM 635621105 534 23200 SH DEFINED 03 23200 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1350 27700 SH DEFINED 03 27700 0 0 NATIONAL INFO CONSORTIUM INC COM 636491102 724 63666 SH DEFINED 03 63666 0 0 NATIONAL INSTRS CORP COM 636518102 2037 46700 SH DEFINED 03 46700 0 0 NATIONAL PRESTO INDS INC COM 637215104 224 7300 SH DEFINED 03 7300 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 7372 129905 SH DEFINED 03 129905 0 0 NATIONAL SVC INDS INC COM 637657107 471 24176 SH DEFINED 03 24176 0 0 NATIONAL-OILWELL INC COM 637071101 3218 97900 SH DEFINED 03 97900 0 0 NATIONSRENT INC COM 638588103 65 17140 SH DEFINED 03 17140 0 0 NAVIGANT CONSULTING INC COM 63935N107 128 30100 SH DEFINED 03 30100 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1138 36629 SH DEFINED 03 36629 0 0 NBTY INC COM 628782104 632 100150 SH DEFINED 03 100150 0 0 NCO GROUP INC COM 628858102 358 15500 SH DEFINED 03 15500 0 0 NCR CORP NEW COM 62886E108 3458 88800 SH DEFINED 03 88800 0 0 NEIMAN MARCUS GROUP INC CL A 640204202 1177 39800 SH DEFINED 03 39800 0 0 NEOFORMA COM INC COM 640475109 103 14700 SH DEFINED 03 14700 0 0 NEOMAGIC CORP COM 640497103 84 27659 SH DEFINED 03 27659 0 0 NEORX CORP COM PAR $0.02 640520300 692 36650 SH DEFINED 03 36650 0 0 NET GENESIS CORP COM 64107E107 204 11279 SH DEFINED 03 11279 0 0 NETEGRITY INC (C) COM 64110P107 967 12500 SH CALL DEFINED 03 0 0 0 NETIA HLDGS S A SPONSORED ADR 64114B104 695 25000 SH DEFINED 03 0 0 25000 NETRIX CORP COM 641148101 520 42468 SH DEFINED 03 42468 0 0 NETRO CORP COM 64114R109 5 87 SH DEFINED 03 87 0 0 NETSPEAK CORP COM 64115D109 214 21700 SH DEFINED 03 21700 0 0 NETWORK APPLIANCE INC COM 64120L104 20331 252758 SH DEFINED 03 252758 0 0 NETWORK PERIPHERALS INC COM 64121R100 771 46200 SH DEFINED 03 46200 0 0 NETWORK PLUS CORP COM 64122D506 353 24900 SH DEFINED 03 24900 0 0 NETWORKS ASSOCS INC COM 640938106 4584 224996 SH DEFINED 03 224996 0 0 NETZERO INC COM 64122R109 294 56340 SH DEFINED 03 56340 0 0 NET2PHONE COM 64108N106 253 7100 SH DEFINED 03 7100 0 0 NEW CENTURY ENERGIES INC COM 64352U103 2086 69517 SH DEFINED 03 69517 0 0 NEW CENTURY FINANCIAL CORP COM 64352D101 92 10600 SH DEFINED 03 10600 0 0 NEW YORK TIMES CO CL A 650111107 4116 104196 SH DEFINED 03 104196 0 0 NEWELL RUBBERMAID INC COM 651229106 4002 155429 SH DEFINED 03 155429 0 0 NEWFIELD EXPL CO COM 651290108 2664 68100 SH DEFINED 03 68100 0 0 NEWMONT MINING CORP COM 651639106 2681 123973 SH DEFINED 03 123973 0 0 NEWPORT NEWS SHIPBUILDING INC COM 652228107 750 20400 SH DEFINED 03 20400 0 0 NEWS CORP LTD SP ADR PFD 652487802 632 13300 SH DEFINED 03 13300 0 0 NEWS CORP LTD SP ADR PFD 652487802 3563 75000 SH DEFINED 03 0 0 75000 NEXELL THERAPEUTICS INC COM NEW 65332H203 441 29657 SH DEFINED 03 29657 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 38328 626405 SH DEFINED 03 626405 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 612 10000 SH DEFINED 03 0 0 10000 NEXTERA ENTERPRISES INC CL A 65332E101 53 11000 SH DEFINED 03 11000 0 0 NEXTLINK COMMUNICATIONS INC CL A 65333H707 6025 158813 SH DEFINED 03 158813 0 0 NIAGARA MOHAWK HLDGS INC COM 653520106 1481 106241 SH DEFINED 03 106241 0 0 NICOR INC COM 654086107 1028 31495 SH DEFINED 03 31495 0 0 NIKE INC CL B 654106103 6738 169234 SH DEFINED 03 169234 0 0 NISOURCE INC COM 65473P105 1330 71400 SH DEFINED 03 71400 0 0 NOBLE AFFILIATES INC COM 654894104 1237 33200 SH DEFINED 03 33200 0 0 NOBLE DRILLING CORP COM 655042109 3270 79400 SH DEFINED 03 79400 0 0 NOBLE DRILLING CORP COM 655042109 41 1000 SH DEFINED 03 0 0 1000 NOKIA CORP SPONSORED ADR 654902204 16310 326600 SH DEFINED 03 326600 0 0 NOKIA CORP SPONSORED ADR 654902204 2177 43600 SH DEFINED 03 0 0 43600 NORDSON CORP COM 655663102 578 11444 SH DEFINED 03 11444 0 0 NORDSTROM INC COM 655664100 1883 78060 SH DEFINED 03 78060 0 0 NORFOLK SOUTHERN CORP COM 655844108 4376 294215 SH DEFINED 03 294215 0 0 NORTEL NETWORKS CORP NEW COM 656568102 110869 1624454 SH DEFINED 03 1624454 0 0 NORTEL NETWORKS CORP NEW COM 656568102 751 11000 SH DEFINED 03 0 0 11000 NORTH FORK BANCORPORATION NY COM 659424105 1576 104220 SH DEFINED 03 104220 0 0 NORTHEAST OPTIC NETWORK INC COM 664334109 12 200 SH DEFINED 03 200 0 0 NORTHEAST OPTIC NETWORK INC COM 664334109 1417 23000 SH DEFINED 03 0 0 23000 NORTHEAST UTILS COM 664397106 1977 90900 SH DEFINED 03 90900 0 0 NORTHERN TR CORP COM 665859104 10765 165621 SH DEFINED 03 165621 0 0 NORTHN STS PWR CO MINN COM 665772109 2114 104706 SH DEFINED 03 104706 0 0 NORTHPOINT COMMUNICATIONS HLDG COM 666610100 112 10000 SH DEFINED 03 0 0 10000 NORTHROP GRUMMAN CORP COM 666807102 4296 64838 SH DEFINED 03 64838 0 0 NORTHWEST AIRLS CORP CL A 667280101 1055 34739 SH DEFINED 03 34739 0 0 NOVA CORP GA COM 669784100 1229 44000 SH DEFINED 03 44000 0 0 NOVELL INC COM 670006105 2698 291698 SH DEFINED 03 291698 0 0 NOVELLUS SYS INC COM 670008101 4277 75612 SH DEFINED 03 75612 0 0 NOVO-NORDISK A S ADR 670100205 592 7000 SH DEFINED 03 7000 0 0 NS GROUP INC COM 628916108 995 47500 SH DEFINED 03 47500 0 0 NSTAR COM 67019E107 3401 83600 SH DEFINED 03 83600 0 0 NTL INC COM 629407107 2907 48546 SH DEFINED 03 48546 0 0 NUCOR CORP COM 670346105 1663 50109 SH DEFINED 03 50109 0 0 NVIDIA CORP COM 67066G104 9120 143628 SH DEFINED 03 143628 0 0 OAKLEY INC COM 673662102 244 21200 SH DEFINED 03 21200 0 0 OAKWOOD HOMES CORP COM 674098108 2 1140 SH DEFINED 03 1140 0 0 OBJECTIVE SYS INTEGRATORS INC COM 674424106 186 17420 SH DEFINED 03 17420 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 5153 244642 SH DEFINED 03 244642 0 0 OCEAN ENERGY INC TEX COM 67481E106 2103 148200 SH DEFINED 03 148200 0 0 OFFICE DEPOT INC COM 676220106 1389 222298 SH DEFINED 03 222298 0 0 OFFICEMAX INC COM 67622M108 339 67800 SH DEFINED 03 67800 0 0 OGDEN CORP COM 676346109 262 29100 SH DEFINED 03 29100 0 0 OGE ENERGY CORP COM 670837103 1141 61700 SH DEFINED 03 61700 0 0 OHIO CAS CORP COM 677240103 632 59848 SH DEFINED 03 59848 0 0 OLD KENT FINL CORP COM 679833103 2745 102604 SH DEFINED 03 102604 0 0 OLD REP INTL CORP COM 680223104 1158 70200 SH DEFINED 03 70200 0 0 OLIN CORP COM PAR $1 680665205 578 35000 SH DEFINED 03 35000 0 0 OMNICARE INC COM 681904108 1313 144900 SH DEFINED 03 144900 0 0 OMNICOM GROUP INC COM 681919106 8429 94640 SH DEFINED 03 94640 0 0 ON COMMAND CORP COM 682160106 31182 2257440 SH DEFINED 03 2257440 0 0 ON COMMAND CORP WT B EX 100703 682160122 2609 642259 SH DEFINED 03 0 0 0 ON TECHNOLOGY CORP COM 68219P108 1339 428337 SH DEFINED 03 428337 0 0 ONE VALLEY BANCORP INC COM 682419106 353 11300 SH DEFINED 03 11300 0 0 ONEOK INC NEW COM 682680103 550 21192 SH DEFINED 03 21192 0 0 ONHEALTH NETWORK CO COM 68272W107 36 15900 SH DEFINED 03 15900 0 0 ONI SYSTEMS CORP COM 68273F103 1486 12678 SH DEFINED 03 12678 0 0 ONVIA COM INC COM 68338T106 1275 142105 SH DEFINED 03 142105 0 0 ONVIA COM INC COM 68338T106 597 69280 SH DEFINED 03 0 0 69280 OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 507 22900 SH DEFINED 03 22900 0 0 OPUS360 CORP COM 68400F109 243 66000 SH DEFINED 03 66000 0 0 ORACLE CORP COM 68389X105 176873 2105628 SH DEFINED 03 2105628 0 0 ORACLE CORP COM 68389X105 2438 29000 SH DEFINED 03 0 0 29000 ORBITAL SCIENCES CORP COM 685564106 230 18900 SH DEFINED 03 18900 0 0 ORBOTECH LTD ORD M75253100 1458 15700 SH DEFINED 03 15700 0 0 ORGANOGENESIS INC COM 685906109 231 20200 SH DEFINED 03 20200 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 484 21400 SH DEFINED 03 21400 0 0 ORTHOLOGIC CORP COM 68750J107 83 16508 SH DEFINED 03 16508 0 0 OSTEOTECH INC COM 688582105 163 15562 SH DEFINED 03 15562 0 0 OTG SOFTWARE INC COM 671059103 310 10858 SH DEFINED 03 10858 0 0 OTG SOFTWARE INC COM 671059103 728 25500 SH DEFINED 03 0 0 25500 OUTBACK STEAKHOUSE INC COM 689899102 1963 67114 SH DEFINED 03 67114 0 0 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 490 19900 SH DEFINED 03 19900 0 0 OWENS CORNING COM 69073F103 304 32871 SH DEFINED 03 32871 0 0 OWENS ILL INC COM NEW 690768403 1013 86695 SH DEFINED 03 86695 0 0 OXFORD HEALTH PLANS INC COM 691471106 1335 56078 SH DEFINED 03 56078 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 246 35500 SH DEFINED 03 35500 0 0 P-COM INC COM 693262107 481 85462 SH DEFINED 03 85462 0 0 PACCAR INC COM 693718108 2665 67150 SH DEFINED 03 67150 0 0 PACIFIC CENTY FINL CORP COM 694058108 1624 111048 SH DEFINED 03 111048 0 0 PACIFIC GATEWAY EXCHANGE INC COM 694327107 55 16200 SH DEFINED 03 16200 0 0 PACIFICARE HEALTH SYS DEL COM 695112102 2856 47501 SH DEFINED 03 47501 0 0 PACTIV CORP COM 695257105 786 99870 SH DEFINED 03 99870 0 0 PAGING NETWORK INC COM 695542100 302 302805 SH DEFINED 03 302805 0 0 PAINE WEBBER GROUP INC COM 695629105 5596 122984 SH DEFINED 03 122984 0 0 PALL CORP COM 696429307 1378 74497 SH DEFINED 03 74497 0 0 PANAMERICAN BEVERAGES INC CL A P74823108 242 16200 SH DEFINED 03 16200 0 0 PANAMSAT CORP NEW COM 697933109 1675 38394 SH DEFINED 03 38394 0 0 PAPA JOHNS INTL INC COM 698813102 381 15549 SH DEFINED 03 15549 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 2790 255099 SH DEFINED 03 255099 0 0 PARK PL ENTMT CORP COM 700690100 2710 222400 SH DEFINED 03 222400 0 0 PARKER DRILLING CO COM 701081101 1547 250000 SH DEFINED 03 250000 0 0 PARKER HANNIFIN CORP COM 701094104 2900 84682 SH DEFINED 03 84682 0 0 PARTNERRE LTD COM G6852T105 372 10500 SH DEFINED 03 10500 0 0 PATTERSON DENTAL CO COM 703412106 3084 60548 SH DEFINED 03 60548 0 0 PAYCHEX INC COM 704326107 12722 302902 SH DEFINED 03 302902 0 0 PAYLESS SHOESOURCE INC COM 704379106 745 14532 SH DEFINED 03 14532 0 0 PE CORP COM PE BIO GRP 69332S102 7337 111380 SH DEFINED 03 111380 0 0 PE CORP CELERA GEN GRP 69332S201 9271 99150 SH DEFINED 03 99150 0 0 PECO ENERGY CO COM 693304107 3930 97494 SH DEFINED 03 97494 0 0 PEGASUS COMMUNICATIONS CORP CL A 705904100 2178 44500 SH DEFINED 03 44500 0 0 PENNEY J C INC COM 708160106 2764 149918 SH DEFINED 03 149918 0 0 PENNZOIL-QUAKER STATE COMPANY COM 709323109 571 47300 SH DEFINED 03 47300 0 0 PENTAIR INC COM 709631105 1693 47700 SH DEFINED 03 47700 0 0 PEOPLES ENERGY CORP COM 711030106 868 26825 SH DEFINED 03 26825 0 0 PEOPLESOFT INC COM 712713106 4163 250418 SH DEFINED 03 250418 0 0 PEPSICO INC COM 713448108 35842 806580 SH DEFINED 03 806580 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 4132 118700 SH DEFINED 03 118700 0 0 PERFORMANCE TECHNOLOGIES INC COM 71376K102 643 76200 SH DEFINED 03 76200 0 0 PERKINELMER INC COM 714046109 7854 118780 SH DEFINED 03 118780 0 0 PERRIGO CO COM 714290103 271 43000 SH DEFINED 03 43000 0 0 PERVASIVE SOFTWARE INC COM 715710109 92 16400 SH DEFINED 03 16400 0 0 PETCO ANIMAL SUPPLIES COM 716016100 393 20000 SH DEFINED 03 20000 0 0 PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 367 21500 SH DEFINED 03 21500 0 0 PFIZER INC (P) COM 717081103 1200 25000 SH PUT DEFINED 03 25000 0 0 PFIZER INC COM 717081103 169872 3538997 SH DEFINED 03 3538997 0 0 PG&E CORP COM 69331C108 5836 236993 SH DEFINED 03 236993 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 204 9750 SH DEFINED 03 9750 0 0 PHARMACIA CORP COM 71713U102 41995 812496 SH DEFINED 03 812496 0 0 PHELPS DODGE CORP COM 717265102 7736 208037 SH DEFINED 03 208037 0 0 PHILIP MORRIS COS INC (P) COM 718154107 3320 125000 SH PUT DEFINED 03 125000 0 0 PHILIP MORRIS COS INC COM 718154107 46625 1755339 SH DEFINED 03 1755339 0 0 PHILLIPS PETE CO COM 718507106 7590 149743 SH DEFINED 03 149743 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 471 29000 SH DEFINED 03 29000 0 0 PHOTON DYNAMICS INC COM 719364101 651 8721 SH DEFINED 03 8721 0 0 PICTURETEL CORP COM NEW 720035302 107 40818 SH DEFINED 03 40818 0 0 PILOT NETWORK SVCS INC COM 721596104 1 96 SH DEFINED 03 96 0 0 PINNACLE ENTMT INC COM 723456109 224 11500 SH DEFINED 03 11500 0 0 PINNACLE HLDGS INC COM 72346N101 4039 74800 SH DEFINED 03 74800 0 0 PINNACLE WEST CAP CORP COM 723484101 1656 48886 SH DEFINED 03 48886 0 0 PIONEER GROUP INC COM 723684106 440 10400 SH DEFINED 03 10400 0 0 PIONEER NAT RES CO COM 723787107 1540 120800 SH DEFINED 03 120800 0 0 PITNEY BOWES INC COM 724479100 5875 146863 SH DEFINED 03 146863 0 0 PITTSTON CO COM BRINKS GRP 725701106 5353 391100 SH DEFINED 03 391100 0 0 PLACER DOME INC COM 725906101 1813 189558 SH DEFINED 03 189558 0 0 PLEXUS CORP COM 729132100 215 1900 SH DEFINED 03 1900 0 0 PMC-SIERRA INC COM 69344F106 4432 24954 SH DEFINED 03 24954 0 0 PMI GROUP INC COM 69344M101 1240 26100 SH DEFINED 03 26100 0 0 PNC FINL SVCS GROUP INC COM 693475105 11488 245075 SH DEFINED 03 245075 0 0 POGO PRODUCING CO COM 730448107 653 29500 SH DEFINED 03 29500 0 0 POLAROID CORP COM 731095105 829 45884 SH DEFINED 03 45884 0 0 POLICY MGMT SYS CORP COM 731108106 324 21100 SH DEFINED 03 21100 0 0 POLYCOM INC COM 73172K104 6387 67900 SH DEFINED 03 67900 0 0 POPE & TALBOT INC COM 732827100 435 27200 SH DEFINED 03 27200 0 0 PORTAL SOFTWARE INC COM 736126103 639 10000 SH DEFINED 03 10000 0 0 POTLATCH CORP COM 737628107 643 19397 SH DEFINED 03 19397 0 0 POTOMAC ELEC PWR CO COM 737679100 1880 75200 SH DEFINED 03 75200 0 0 POWER INTEGRATIONS INC COM 739276103 249 10554 SH DEFINED 03 10554 0 0 POWER-ONE INC COM 739308104 5593 49116 SH DEFINED 03 49116 0 0 POWERTEL INC COM 73936C109 4356 61400 SH DEFINED 03 61400 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 5964 135535 SH DEFINED 03 135535 0 0 PPG INDS INC COM 693506107 4962 111985 SH DEFINED 03 111985 0 0 PPL CORP COM 69351T106 1920 87523 SH DEFINED 03 87523 0 0 PRAXAIR INC COM 74005P104 4063 108530 SH DEFINED 03 108530 0 0 PRE PAID LEGAL SVCS INC COM 740065107 239 8000 SH DEFINED 03 8000 0 0 PRECISION CASTPARTS CORP COM 740189105 905 20000 SH DEFINED 03 20000 0 0 PRECISION DRILLING CORP COM 74022D100 1136 29400 SH DEFINED 03 29400 0 0 PREMIER PKS INC COM NEW 740540208 1793 78800 SH DEFINED 03 78800 0 0 PRICE T ROWE & ASSOCIATES COM 741477103 3658 86082 SH DEFINED 03 86082 0 0 PRICE T ROWE & ASSOCIATES COM 741477103 956 22500 SH DEFINED 03 0 0 22500 PRIDE INTL INC COM 741932107 3420 138200 SH DEFINED 03 138200 0 0 PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 317 6996 SH DEFINED 03 6996 0 0 PRIMUS TELECOMMUNICATIONS G COM 741929103 418 16800 SH DEFINED 03 16800 0 0 PROCOM TECHNOLOGY INC COM 74270W107 217 4200 SH DEFINED 03 4200 0 0 PROCTER & GAMBLE CO COM 742718109 46245 807779 SH DEFINED 03 807779 0 0 PROGRESS SOFTWARE CORP COM 743312100 765 41800 SH DEFINED 03 41800 0 0 PROGRESSIVE CORP OHIO COM 743315103 3646 49267 SH DEFINED 03 49267 0 0 PROTECTIVE LIFE CORP COM 743674103 1331 50000 SH DEFINED 03 50000 0 0 PROTEIN DESIGN LABS INC COM 74369L103 9881 59906 SH DEFINED 03 59906 0 0 PROVANT INC COM 743724106 55 10097 SH DEFINED 03 10097 0 0 PROVIDENT FINL GROUP INC COM 743866105 775 32543 SH DEFINED 03 32543 0 0 PROVIDIAN FINL CORP COM 74406A102 9384 104270 SH DEFINED 03 104270 0 0 PROXICOM INC COM 744282104 1817 38000 SH DEFINED 03 38000 0 0 PROXIM INC COM 744284100 226 2300 SH DEFINED 03 2300 0 0 PSINET INC COM 74437C101 795 31733 SH DEFINED 03 31733 0 0 PSS WORLD MED INC COM 69366A100 1372 206100 SH DEFINED 03 206100 0 0 PTEK HLDGS INC COM 69366M104 166 49720 SH DEFINED 03 49720 0 0 PUBLIC SVC CO N MEX COM 744499104 2558 165700 SH DEFINED 03 165700 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4716 136201 SH DEFINED 03 136201 0 0 PUGET SOUND ENERGY INC COM 745332106 1409 66100 SH DEFINED 03 66100 0 0 PULTE CORP COM 745867101 876 40523 SH DEFINED 03 40523 0 0 PUMA TECHNOLOGY INC COM 745887109 209 7800 SH DEFINED 03 7800 0 0 PURCHASEPRO COM COM 746144104 310 7553 SH DEFINED 03 7553 0 0 PURCHASEPRO COM COM 746144104 21 500 SH DEFINED 03 0 0 500 QLOGIC CORP COM 747277101 3501 53002 SH DEFINED 03 53002 0 0 QUADRAMED CORP COM 74730W101 70 27188 SH DEFINED 03 27188 0 0 QUAKER OATS CO COM 747402105 5257 69977 SH DEFINED 03 69977 0 0 QUALCOMM INC COM 747525103 38595 643910 SH DEFINED 03 643910 0 0 QUANTA SVCS INC COM 74762E102 7189 130700 SH DEFINED 03 130700 0 0 QUANTUM CORP COM DSSG 747906204 922 95200 SH DEFINED 03 95200 0 0 QUANTUM CORP COM HDDG 747906303 549 49600 SH DEFINED 03 49600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 7654 102400 SH DEFINED 03 102400 0 0 QUESTAR CORP COM 748356102 1306 67400 SH DEFINED 03 67400 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 1855 131875 SH DEFINED 03 131875 0 0 QUINTUS CORP COM 748798105 298 15030 SH DEFINED 03 15030 0 0 QUORUM HEALTH GROUP INC COM 749084109 568 55100 SH DEFINED 03 55100 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 13038 262400 SH DEFINED 03 262400 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 1242 25000 SH DEFINED 03 0 0 25000 RADIAN GROUP INC COM 750236101 3441 66500 SH DEFINED 03 66500 0 0 RADIO ONE INC CL A 75040P108 841 28400 SH DEFINED 03 28400 0 0 RADIO ONE INC CL D NON VTG 75040P405 254 11396 SH DEFINED 03 11396 0 0 RADIOSHACK CORP COM 750438103 4940 104265 SH DEFINED 03 104265 0 0 RALSTON PURINA CO COM RAL-PUR GP 751277302 3659 183509 SH DEFINED 03 183509 0 0 RAMBUS INC DEL COM 750917106 933 9056 SH DEFINED 03 9056 0 0 RANGER OIL LTD COM 752805101 466 84700 SH DEFINED 03 84700 0 0 RARE MEDIUM GROUP INC COM 75382N109 650 41122 SH DEFINED 03 41122 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 6788 73084 SH DEFINED 03 73084 0 0 RAYONIER INC COM 754907103 581 16200 SH DEFINED 03 16200 0 0 RAYOVAC CORP COM 755081106 266 11900 SH DEFINED 03 11900 0 0 RAYTHEON CO CL B 755111408 4917 255452 SH DEFINED 03 255452 0 0 RAZORFISH INC CL A 755236106 256 16000 SH DEFINED 03 16000 0 0 RAZORFISH INC CL A 755236106 13 800 SH DEFINED 03 0 0 800 READ-RITE CORP COM 755246105 121 57000 SH DEFINED 03 57000 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 2496 62800 SH DEFINED 03 62800 0 0 READERS DIGEST ASSN INC CL A NON VTG 755267101 497 12500 SH DEFINED 03 0 0 12500 REALNETWORKS INC COM 75605L104 993 19667 SH DEFINED 03 19667 0 0 REDBACK NETWORKS INC SB NT CV 144A 07 757209AA9 341 300000 SH DEFINED 03 0 0 300000 REDIFF COM INDIA LTD SPONSORED ADR 757479100 13142 1177584 SH DEFINED 03 1177584 0 0 REEBOK INTL LTD COM 758110100 592 37142 SH DEFINED 03 37142 0 0 REGENERON PHARMACEUTICALS COM 75886F107 224 7500 SH DEFINED 03 7500 0 0 REGIONS FINL CORP COM 758940100 3220 162518 SH DEFINED 03 162518 0 0 REGIS CORP MINN COM 758932107 182 14625 SH DEFINED 03 14625 0 0 REINSURANCE GROUP AMER INC COM 759351109 1563 51900 SH DEFINED 03 51900 0 0 RELIANT ENERGY INC COM 75952J108 5084 171981 SH DEFINED 03 171981 0 0 RELIASTAR FINL CORP COM 75952U103 2790 53200 SH DEFINED 03 53200 0 0 REMEC INC COM 759543101 1422 34000 SH DEFINED 03 34000 0 0 RENAISSANCE WORLDWIDE INC COM 75968A109 61 40800 SH DEFINED 03 40800 0 0 RENAL CARE GROUP INC COM 759930100 440 18008 SH DEFINED 03 18008 0 0 REPSOL S A SPONSORED ADR 76026T205 1413 71300 SH DEFINED 03 71300 0 0 RESOURCE AMERICA INC CL A 761195205 127 19500 SH DEFINED 03 19500 0 0 RESOURCE BANCSHARES MTG GROUP COM 761197102 69 16400 SH DEFINED 03 16400 0 0 RETEK INC COM 76128Q109 531 16605 SH DEFINED 03 16605 0 0 REVLON INC CL A 761525500 126 20000 SH DEFINED 03 0 0 20000 REXALL SUNDOWN INC COM 761648104 442 18494 SH DEFINED 03 18494 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 1502 82300 SH DEFINED 03 82300 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 2196 78600 SH DEFINED 03 78600 0 0 RF MICRODEVICES INC COM 749941100 1844 21071 SH DEFINED 03 21071 0 0 RF MICRODEVICES INC COM 749941100 276 3150 SH DEFINED 03 0 0 3150 RITE AID CORP COM 767754104 981 149526 SH DEFINED 03 149526 0 0 RIVERDEEP GROUP PLC ADR 76870Q109 1246 64324 SH DEFINED 03 64324 0 0 ROBERT HALF INTL INC COM 770323103 3149 110500 SH DEFINED 03 110500 0 0 ROBOTIC VISION SYS INC COM 771074101 231 12625 SH DEFINED 03 12625 0 0 ROCKWELL INTL CORP NEW COM 773903109 6476 205599 SH DEFINED 03 205599 0 0 ROHM & HAAS CO COM 775371107 4635 134354 SH DEFINED 03 134354 0 0 ROLLINS INC COM 775711104 247 16600 SH DEFINED 03 16600 0 0 ROSS STORES INC COM 778296103 1118 65750 SH DEFINED 03 65750 0 0 ROWAN COS INC COM 779382100 1700 55982 SH DEFINED 03 55982 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1223 66100 SH DEFINED 03 66100 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 76109 1236297 SH DEFINED 03 1236297 0 0 RPM INC OHIO COM 749685103 1072 105900 SH DEFINED 03 105900 0 0 RSA SEC INC COM 749719100 5233 75300 SH DEFINED 03 75300 0 0 RUBY TUESDAY INC COM 781182100 215 17100 SH DEFINED 03 17100 0 0 RUDDICK CORP COM 781258108 794 67200 SH DEFINED 03 67200 0 0 RUSSELL CORP COM 782352108 548 27390 SH DEFINED 03 27390 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 303 8334 SH DEFINED 03 8334 0 0 RYDER SYS INC COM 783549108 1339 70729 SH DEFINED 03 70729 0 0 RYDER SYS INC COM 783549108 615 32500 SH DEFINED 03 0 0 32500 RYERSON TULL INC NEW COM 78375P107 161 15500 SH DEFINED 03 15500 0 0 SABRE HLDGS CORP CL A 785905100 2180 76474 SH DEFINED 03 76474 0 0 SAFECO CORP COM 786429100 1880 94613 SH DEFINED 03 94613 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 378 11800 SH DEFINED 03 11800 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 19 600 SH DEFINED 03 0 0 600 SAFEWAY INC COM NEW 786514208 12710 281671 SH DEFINED 03 281671 0 0 SAKS INC COM 79377W108 1432 136400 SH DEFINED 03 136400 0 0 SANDISK CORP COM 80004C101 7781 127158 SH DEFINED 03 127158 0 0 SANGSTAT MED CORP COM 801003104 1300 45200 SH DEFINED 03 45200 0 0 SANMINA CORP COM 800907107 11742 137428 SH DEFINED 03 137428 0 0 SANTA CRUZ OPERATION INC COM 801833104 127 19870 SH DEFINED 03 19870 0 0 SANTA FE INTL CORP ORD G7805C108 185767 5536150 SH DEFINED 03 5536150 0 0 SANTA FE SNYDER CORP COM 80218K105 1222 107400 SH DEFINED 03 107400 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 183 3900 SH DEFINED 03 3900 0 0 SAPIENT CORP COM 803062108 5241 49038 SH DEFINED 03 49038 0 0 SARA LEE CORP COM 803111103 9212 477005 SH DEFINED 03 477005 0 0 SATYAM INFOWAY LTD SPONSORED ADR 804099109 550 25000 SH DEFINED 03 25000 0 0 SAWTEK INC COM 805468105 5689 98837 SH DEFINED 03 98837 0 0 SBC COMMUNICATIONS INC COM 78387G103 90310 2088089 SH DEFINED 03 2088089 0 0 SBC COMMUNICATIONS INC COM 78387G103 108 2500 SH DEFINED 03 0 0 2500 SCANA CORP NEW COM 80589M102 2101 87100 SH DEFINED 03 87100 0 0 SCHEIN HENRY INC COM 806407102 570 33150 SH DEFINED 03 33150 0 0 SCHERING PLOUGH CORP COM 806605101 40290 797823 SH DEFINED 03 797823 0 0 SCHLUMBERGER LTD COM 806857108 24358 326407 SH DEFINED 03 326407 0 0 SCHOLASTIC CORP COM 807066105 915 15000 SH DEFINED 03 15000 0 0 SCHULMAN A INC COM 808194104 217 18100 SH DEFINED 03 18100 0 0 SCHWAB CHARLES CORP NEW COM 808513105 26879 799369 SH DEFINED 03 799369 0 0 SCI SYS INC COM 783890106 3366 85900 SH DEFINED 03 85900 0 0 SCIENTIFIC ATLANTA INC COM 808655104 7102 95329 SH DEFINED 03 95329 0 0 SCOTTS CO CL A 810186106 1000 27400 SH DEFINED 03 27400 0 0 SCRIPPS E W CO OHIO CL A 811054204 758 15400 SH DEFINED 03 15400 0 0 SDL INC COM 784076101 3333 11686 SH DEFINED 03 11686 0 0 SEACHANGE INTL INC COM 811699107 863 29900 SH DEFINED 03 29900 0 0 SEACOR SMIT INC COM 811904101 308 7950 SH DEFINED 03 7950 0 0 SEAGATE TECHNOLOGY COM 811804103 8883 161507 SH DEFINED 03 161507 0 0 SEAGRAM LTD COM 811850106 14714 253698 SH DEFINED 03 253698 0 0 SEALED AIR CORP NEW COM 81211K100 2422 46235 SH DEFINED 03 46235 0 0 SEALED AIR CORP NEW PFD CV A $2 81211K209 15668 315315 SH DEFINED 03 315315 0 0 SEARS ROEBUCK & CO COM 812387108 7411 227167 SH DEFINED 03 227167 0 0 SECURE COMPUTING CORP COM 813705100 7821 417130 SH DEFINED 03 417130 0 0 SEI INVESTMENTS CO COM 784117103 560 13800 SH DEFINED 03 13800 0 0 SEITEL INC COM NEW 816074306 263 32400 SH DEFINED 03 32400 0 0 SEMPRA ENERGY COM 816851109 2191 128890 SH DEFINED 03 128890 0 0 SEMTECH CORP COM 816850101 6544 86100 SH DEFINED 03 86100 0 0 SEMTECH CORP COM 816850101 19 250 SH DEFINED 03 0 0 250 SENSORMATIC ELECTRS CORP COM 817265101 1033 65300 SH DEFINED 03 65300 0 0 SEPRACOR INC SB DB CV 144A 07 817315AJ3 1469 1000000 SH DEFINED 03 0 0 1000000 SEPRACOR INC (P) COM 817315104 1206 10000 SH PUT DEFINED 03 10000 0 0 SEPRACOR INC COM 817315104 6064 50300 SH DEFINED 03 50300 0 0 SEQUA CORPORATION CL A 817320104 384 10068 SH DEFINED 03 10068 0 0 SEROLOGICALS CORP COM 817523103 106 21187 SH DEFINED 03 21187 0 0 SERVICE CORP INTL COM 817565104 845 265000 SH DEFINED 03 265000 0 0 SERVICEMASTER CO COM 81760N109 191 16800 SH DEFINED 03 16800 0 0 SFX ENTMT INC CL A 784178105 245 5400 SH DEFINED 03 5400 0 0 SHARED MED SYS CORP COM 819486101 1131 15500 SH DEFINED 03 15500 0 0 SHAW INDS INC COM 820286102 964 77100 SH DEFINED 03 77100 0 0 SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 3326 66601 SH DEFINED 03 66601 0 0 SHERWIN WILLIAMS CO COM 824348106 2088 98529 SH DEFINED 03 98529 0 0 SHIRE PHARMACEUTICALS GRP SPONSORED ADR 82481R106 982 18938 SH DEFINED 03 18938 0 0 SHOP AT HOME INC COM NEW 825066301 123 27415 SH DEFINED 03 27415 0 0 SHOPKO STORES INC COM 824911101 318 20700 SH DEFINED 03 20700 0 0 SICOR INC COM 825846108 1211 151400 SH DEFINED 03 151400 0 0 SIEBEL SYS INC SB NT CV 144A 06 826170AA0 15136 4197000 SH DEFINED 03 0 0 4197000 SIEBEL SYS INC SB NT CV 5.5%06 826170AC6 28000 7764000 SH DEFINED 03 0 0 7764000 SIEBEL SYS INC COM 826170102 24820 151743 SH DEFINED 03 151743 0 0 SIERRA PAC RES NEW COM 826428104 779 62000 SH DEFINED 03 62000 0 0 SIERRACITIES COM INC COM 826521106 67 17981 SH DEFINED 03 17981 0 0 SIGMA ALDRICH CORP COM 826552101 2874 98255 SH DEFINED 03 98255 0 0 SILICON IMAGE INC COM 82705T102 2170 43500 SH DEFINED 03 0 0 43500 SILICON STORAGE TECHNOLOGY INC COM 827057100 473 5356 SH DEFINED 03 5356 0 0 SILICON STORAGE TECHNOLOGY INC COM 827057100 88 1000 SH DEFINED 03 0 0 1000 SILICON VY GROUP INC COM 827066101 600 23301 SH DEFINED 03 23301 0 0 SILICONIX INC COM NEW 827079203 905 13400 SH DEFINED 03 13400 0 0 SILICONWARE PRECISION INDS LTD SPON ADR 2000 827084872 459 49628 SH DEFINED 03 49628 0 0 SIMON PPTY GROUP INC NEW COM 828806109 517 23300 SH DEFINED 03 23300 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1099 100445 SH DEFINED 03 100445 0 0 SINCLAIR BROADCAST GROUP INC PFD CV EXCH D 829226505 456 14359 SH DEFINED 03 14359 0 0 SITEL CORP COM 82980K107 79 16000 SH DEFINED 03 16000 0 0 SLI INC COM 78442T108 139 11500 SH DEFINED 03 11500 0 0 SLM HLDG CORP COM 78442A109 3145 84010 SH DEFINED 03 84010 0 0 SMITH INTL INC COM 832110100 2163 29700 SH DEFINED 03 29700 0 0 SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 1923 29500 SH DEFINED 03 29500 0 0 SMUCKER J M CO CL A 832696108 308 16000 SH DEFINED 03 16000 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 445 34699 SH DEFINED 03 34699 0 0 SNAP ON INC COM 833034101 918 34466 SH DEFINED 03 34466 0 0 SOFTNET SYS INC COM 833964109 454 47500 SH DEFINED 03 47500 0 0 SOLECTRON CORP COM 834182107 14724 351607 SH DEFINED 03 351607 0 0 SOLUTIA INC COM 834376105 956 69500 SH DEFINED 03 69500 0 0 SONERA GROUP PLC SPONSORED ADR 835433202 345 7500 SH DEFINED 03 7500 0 0 SONOCO PRODS CO COM 835495102 1260 61300 SH DEFINED 03 61300 0 0 SONY CORP ADR NEW 835699307 387 4100 SH DEFINED 03 4100 0 0 SOTHEBYS HLDGS INC CL A 835898107 662 37800 SH DEFINED 03 37800 0 0 SOURCE MEDIA INC COM NEW 836153304 57 14500 SH DEFINED 03 14500 0 0 SOUTHDOWN INC COM 841297104 1465 25360 SH DEFINED 03 25360 0 0 SOUTHERN CO COM 842587107 9525 408574 SH DEFINED 03 408574 0 0 SOUTHERN UN CO NEW COM 844030106 248 15700 SH DEFINED 03 15700 0 0 SOUTHTRUST CORP COM 844730101 3230 142765 SH DEFINED 03 142765 0 0 SOUTHWEST AIRLS CO COM 844741108 5600 295734 SH DEFINED 03 295734 0 0 SOVEREIGN BANCORP INC COM 845905108 944 134300 SH DEFINED 03 134300 0 0 SPACEHAB INC COM 846243103 114 25429 SH DEFINED 03 25429 0 0 SPDR TR UNIT SER 1 78462F103 76883 529200 SH DEFINED 03 0 0 0 SPECTRASITE HLDGS INC COM 84760T100 520 20000 SH DEFINED 03 20000 0 0 SPIEKER PPTYS INC COM 848497103 437 9500 SH DEFINED 03 9500 0 0 SPLASH TECHNOLOGY HLDGS INC COM 848623104 285 37102 SH DEFINED 03 37102 0 0 SPRINGS INDS INC CL A 851783100 649 20280 SH DEFINED 03 20280 0 0 SPRINT CORP (C) COM 852061100 5008 98200 SH CALL DEFINED 03 0 0 0 SPRINT CORP COM FON GROUP 852061100 27835 545782 SH DEFINED 03 545782 0 0 SPRINT CORP COM FON GROUP 852061100 23 450 SH DEFINED 03 0 0 450 SPRINT CORP PCS COM SER 1 852061506 28530 479489 SH DEFINED 03 479489 0 0 SPX CORP COM 784635104 5321 44000 SH DEFINED 03 44000 0 0 SPYGLASS INC COM 852192103 776 24791 SH DEFINED 03 24791 0 0 ST JUDE MED INC COM 790849103 2178 47470 SH DEFINED 03 47470 0 0 ST PAUL COS INC COM 792860108 4327 126795 SH DEFINED 03 126795 0 0 STAFF LEASING INC COM 852381102 55 15500 SH DEFINED 03 15500 0 0 STAFFMARK INC COM 852389105 166 25000 SH DEFINED 03 25000 0 0 STANDARD REGISTER CO COM 853887107 225 15800 SH DEFINED 03 15800 0 0 STANLEY WKS COM 854616109 1191 50130 SH DEFINED 03 50130 0 0 STAPLES INC COM 855030102 7403 481501 SH DEFINED 03 481501 0 0 STAR TELECOMMUNICATIONS I COM 854923109 76 30200 SH DEFINED 03 30200 0 0 STARBUCKS CORP COM 855244109 5357 140291 SH DEFINED 03 140291 0 0 STARTEK INC COM 85569C107 710 14100 SH DEFINED 03 14100 0 0 STATE STR CORP COM 857477103 9631 90809 SH DEFINED 03 90809 0 0 STATION CASINOS INC COM 857689103 390 15600 SH DEFINED 03 15600 0 0 STERIS CORP COM 859152100 359 40500 SH DEFINED 03 40500 0 0 STEWART & STEVENSON SVCS INC COM 860342104 251 16500 SH DEFINED 03 16500 0 0 STEWART ENTERPRISES INC CL A 860370105 214 62240 SH DEFINED 03 62240 0 0 STILLWATER MNG CO COM 86074Q102 2369 85000 SH DEFINED 03 85000 0 0 STMICROELECTRONICS N V COM 861012102 64 1000 SH DEFINED 03 1000 0 0 STONE ENERGY CORP COM 861642106 520 8700 SH DEFINED 03 8700 0 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 652 59600 SH DEFINED 03 59600 0 0 STRIDE RITE CORP COM 863314100 206 33700 SH DEFINED 03 33700 0 0 STRUCTURAL DYNAMICS RESH CORP COM 863555108 326 21674 SH DEFINED 03 21674 0 0 STRYKER CORP COM 863667101 5097 116500 SH DEFINED 03 116500 0 0 SUIZA FOODS CORP COM 865077101 860 17600 SH DEFINED 03 17600 0 0 SUMMIT BANCORP COM 866005101 3108 126226 SH DEFINED 03 126226 0 0 SUN INC SB DB CV 6.75%12 866762AG2 302 315000 SH DEFINED 03 0 0 315000 SUN MICROSYSTEMS INC COM 866810104 105712 1162467 SH DEFINED 03 1162467 0 0 SUN MICROSYSTEMS INC COM 866810104 682 7500 SH DEFINED 03 0 0 7500 SUNGARD DATA SYS INC COM 867363103 3140 101300 SH DEFINED 03 101300 0 0 SUNOCO INC COM 86764P109 2112 71737 SH DEFINED 03 71737 0 0 SUNTRUST BKS INC COM 867914103 11150 244062 SH DEFINED 03 244062 0 0 SUPERGEN INC COM 868059106 217 6000 SH DEFINED 03 6000 0 0 SUPERIOR INDS INTL INC COM 868168105 427 16600 SH DEFINED 03 16600 0 0 SUPERVALU INC COM 868536103 2155 113050 SH DEFINED 03 113050 0 0 SVI HLDGS INC COM 784872103 126 24670 SH DEFINED 03 24670 0 0 SWIFT ENERGY CO COM 870738101 522 18400 SH DEFINED 03 18400 0 0 SWIFT TRANSN CO COM 870756103 681 48632 SH DEFINED 03 48632 0 0 SWITCHBOARD INC COM 871045100 946 94572 SH DEFINED 03 94572 0 0 SYBASE INC COM 871130100 5783 251455 SH DEFINED 03 251455 0 0 SYBRON INTL CORP COM 87114F106 3521 177700 SH DEFINED 03 177700 0 0 SYKES ENTERPRISES INC COM 871237103 951 73836 SH DEFINED 03 73836 0 0 SYLVAN LEARNING SYS INC COM 871399101 348 25400 SH DEFINED 03 25400 0 0 SYMANTEC CORP COM 871503108 3943 73100 SH DEFINED 03 73100 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 4477 82900 SH DEFINED 03 82900 0 0 SYNOPSYS INC COM 871607107 4147 120215 SH DEFINED 03 120215 0 0 SYNOVUS FINL CORP COM 87161C105 2941 166867 SH DEFINED 03 166867 0 0 SYSCO CORP COM 871829107 8581 203707 SH DEFINED 03 203707 0 0 SYSTEMAX INC COM 871851101 95 24410 SH DEFINED 03 24410 0 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 557 28000 SH DEFINED 03 28000 0 0 S1 CORPORATION COM 78463B101 3460 148400 SH DEFINED 03 148400 0 0 S3 INC COM 784849101 943 64512 SH DEFINED 03 64512 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039209 2713 70000 SH DEFINED 03 70000 0 0 TALBOTS INC COM 874161102 1489 27100 SH DEFINED 03 27100 0 0 TANNING TECHNOLOGY CORP COM 87588P101 599 31097 SH DEFINED 03 31097 0 0 TANNING TECHNOLOGY CORP COM 87588P101 29 1500 SH DEFINED 03 0 0 1500 TARGET CORP COM 87612E106 16316 281311 SH DEFINED 03 281311 0 0 TCF FINL CORP COM 872275102 1228 47800 SH DEFINED 03 47800 0 0 TCW/DW TERM TR 2000 SH BEN INT 87234V106 45506 4567500 SH DEFINED 03 4567500 0 0 TECH DATA CORP COM 878237106 1353 31100 SH DEFINED 03 31100 0 0 TECHNE CORP COM 878377100 5716 43300 SH DEFINED 03 43300 0 0 TECHNOLOGY SOLUTIONS CO COM 87872T108 198 31914 SH DEFINED 03 31914 0 0 TECO ENERGY INC COM 872375100 1567 78100 SH DEFINED 03 78100 0 0 TECUMSEH PRODS CO CL A 878895200 432 11300 SH DEFINED 03 11300 0 0 TEKELEC COM 879101103 1687 35000 SH DEFINED 03 35000 0 0 TEKTRONIX INC COM 879131100 8014 108295 SH DEFINED 03 108295 0 0 TELAXIS COMMUNICATIONS CORP COM 879202109 3 84 SH DEFINED 03 84 0 0 TELAXIS COMMUNICATIONS CORP COM 879202109 922 29500 SH DEFINED 03 0 0 29500 TELE SUDESTE CELULAR PART S A SPON ADR PFD 879252104 537 17600 SH DEFINED 03 17600 0 0 TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 1249 67500 SH DEFINED 03 67500 0 0 TELEFLEX INC COM 879369106 837 23400 SH DEFINED 03 23400 0 0 TELEFONICA DEL PERU S A SPON ADR CL B 879384105 480 42200 SH DEFINED 03 42200 0 0 TELEFONOS DE MEXICO S A SR DB CV 4.25%04 879403AD5 15896 12000000 SH DEFINED 03 0 0 12000000 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1999 35000 SH DEFINED 03 35000 0 0 TELEPHONE & DATA SYS INC COM 879433100 4261 42500 SH DEFINED 03 42500 0 0 TELESCAN INC COM 879516102 104 14200 SH DEFINED 03 14200 0 0 TELETECH HOLDINGS INC COM 879939106 1739 56100 SH DEFINED 03 56100 0 0 TELIGENT INC CL A 87959Y103 64 2724 SH DEFINED 03 2724 0 0 TELLABS INC COM 879664100 20799 303917 SH DEFINED 03 303917 0 0 TELOCITY INC COM 87971D103 182 39948 SH DEFINED 03 39948 0 0 TELXON CORP COM 879700102 433 24300 SH DEFINED 03 24300 0 0 TEMPLE INLAND INC COM 879868107 1304 31036 SH DEFINED 03 31036 0 0 TENET HEALTHCARE CORP COM 88033G100 6157 228025 SH DEFINED 03 228025 0 0 TENFOLD CORP COM 88033A103 164 10000 SH DEFINED 03 10000 0 0 TERADYNE INC COM 880770102 8116 110418 SH DEFINED 03 110418 0 0 TERAYON COMMUNICATION SYS COM 880775101 5130 79926 SH DEFINED 03 79926 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1441 26000 SH DEFINED 03 26000 0 0 TEXACO INC (P) COM 881694103 5325 100000 SH PUT DEFINED 03 100000 0 0 TEXACO INC COM 881694103 22138 415731 SH DEFINED 03 415731 0 0 TEXAS INDS INC COM 882491103 202 7000 SH DEFINED 03 7000 0 0 TEXAS INSTRS INC COM 882508104 61632 897292 SH DEFINED 03 897292 0 0 TEXAS INSTRS INC COM 882508104 62 900 SH DEFINED 03 0 0 900 TEXTRON INC COM 883203101 4645 85516 SH DEFINED 03 85516 0 0 THERAGENICS CORP COM 883375107 89 10400 SH DEFINED 03 10400 0 0 THERMO ELECTRON CORP COM 883556102 1987 94338 SH DEFINED 03 94338 0 0 THERMO FIBERGEN INC COM 88355U109 8063 658200 SH DEFINED 03 658200 0 0 THERMO FIBERGEN INC RT 88355U117 647 939800 SH DEFINED 03 939800 0 0 THOMAS & BETTS CORP COM 884315102 944 49344 SH DEFINED 03 49344 0 0 THREE FIVE SYS INC COM 88554L108 307 5200 SH DEFINED 03 5200 0 0 TIBCO SOFTWARE INC COM 88632Q103 1072 10000 SH DEFINED 03 0 0 10000 TIDEWATER INC COM 886423102 14749 409700 SH DEFINED 03 409700 0 0 TIFFANY & CO NEW COM 886547108 2788 41311 SH DEFINED 03 41311 0 0 TIMBERLAND CO CL A 887100105 609 8600 SH DEFINED 03 8600 0 0 TIME WARNER INC COM 887315109 72417 952852 SH DEFINED 03 952852 0 0 TIMKEN CO COM 887389104 663 35618 SH DEFINED 03 35618 0 0 TITAN CORP COM 888266103 5169 115500 SH DEFINED 03 115500 0 0 TJX COS INC NEW COM 872540109 4390 234115 SH DEFINED 03 234115 0 0 TORCHMARK CORP COM 891027104 2542 102969 SH DEFINED 03 102969 0 0 TOSCO CORP COM NEW 891490302 2379 84037 SH DEFINED 03 84037 0 0 TOTAL RENAL CARE HLDGS INC COM 89151A107 62 10300 SH DEFINED 03 10300 0 0 TOYS R US INC COM 892335100 1863 127934 SH DEFINED 03 127934 0 0 TRADER COM NV NY REGSTR CL A 89254T102 524 37100 SH DEFINED 03 0 0 37100 TRANSACTION SYS ARCHITECTS CL A 893416107 334 19555 SH DEFINED 03 19555 0 0 TRANSACTION SYS ARCHITECTS CL A 893416107 12 700 SH DEFINED 03 0 0 700 TRANSOCEAN SEDCO FOREX INC ORD G90078109 6442 120546 SH DEFINED 03 120546 0 0 TRANSWITCH CORP COM 894065101 9100 117900 SH DEFINED 03 117900 0 0 TREDEGAR CORP COM 894650100 490 25800 SH DEFINED 03 25800 0 0 TRIBUNE CO NEW COM 896047107 7735 220986 SH DEFINED 03 220986 0 0 TRICON GLOBAL RESTAURANTS COM 895953107 2462 87134 SH DEFINED 03 87134 0 0 TRIGON HEALTHCARE INC COM 89618L100 1165 22600 SH DEFINED 03 22600 0 0 TRIMBLE NAVIGATION LTD COM 896239100 425 8700 SH DEFINED 03 8700 0 0 TRIMERIS INC COM 896263100 343 4900 SH DEFINED 03 4900 0 0 TRINITY INDS INC COM 896522109 601 32500 SH DEFINED 03 32500 0 0 TRIQUINT SEMICONDUCTOR INC SB NT CV 144A 07 89674KAA1 183 200000 SH DEFINED 03 0 0 200000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 9903 103561 SH DEFINED 03 103561 0 0 TRUE NORTH COMMUNICATIONS INC COM 897844106 3663 83250 SH DEFINED 03 83250 0 0 TRW INC COM 872649108 3283 75699 SH DEFINED 03 75699 0 0 TUMBLEWEED COMMUNICATIONS CORP COM 899690101 2885 59400 SH DEFINED 03 59400 0 0 TUPPERWARE CORP COM 899896104 907 41211 SH DEFINED 03 41211 0 0 TV AZTECA S A DE C V SPONSORED ADR 901145102 330 25000 SH DEFINED 03 25000 0 0 TV GUIDE INC CL A 87307Q109 685 20000 SH DEFINED 03 20000 0 0 TXU CORP COM 873168108 5295 179508 SH DEFINED 03 179508 0 0 TYCO INTL LTD NEW COM 902124106 45630 963165 SH DEFINED 03 963165 0 0 TYSON FOODS INC CL A 902494103 1932 220800 SH DEFINED 03 220800 0 0 U S FRANCHISE SYS INC CL A NEW 902956309 64 13200 SH DEFINED 03 13200 0 0 U S G CORP COM NEW 903293405 1971 64900 SH DEFINED 03 64900 0 0 U S INTERACTIVE INC COM 90334M109 538 41611 SH DEFINED 03 41611 0 0 U S PLASTIC LMBR CORP COM 902948108 119 27000 SH DEFINED 03 27000 0 0 U S WEST INC NEW COM 91273H101 23225 270848 SH DEFINED 03 270848 0 0 U S WEST INC NEW COM 91273H101 39 450 SH DEFINED 03 0 0 450 UAL CORP COM PAR $0.01 902549500 465 8000 SH DEFINED 03 8000 0 0 UBIQUITEL INC COM 903474302 212 22600 SH DEFINED 03 22600 0 0 UCAR INTL INC COM 90262K109 349 26700 SH DEFINED 03 26700 0 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2032 81900 SH DEFINED 03 81900 0 0 UNICOM CORP COM 904911104 5749 148612 SH DEFINED 03 148612 0 0 UNIFI INC COM 904677101 420 33900 SH DEFINED 03 33900 0 0 UNIFY CORP COM 904743101 849 99180 SH DEFINED 03 99180 0 0 UNILEVER N V N Y SHS NEW 904784709 16375 380808 SH DEFINED 03 380808 0 0 UNION CARBIDE CORP COM 905581104 3771 76182 SH DEFINED 03 76182 0 0 UNION PAC CORP COM 907818108 7198 193549 SH DEFINED 03 193549 0 0 UNION PAC RES GROUP INC COM 907834105 3240 147295 SH DEFINED 03 147295 0 0 UNION PLANTERS CORP COM 908068109 2357 84365 SH DEFINED 03 84365 0 0 UNISOURCE ENERGY CORP COM 909205106 204 13600 SH DEFINED 03 13600 0 0 UNISYS CORP COM 909214108 4495 308675 SH DEFINED 03 308675 0 0 UNIT CORP COM 909218109 459 34000 SH DEFINED 03 34000 0 0 UNITED AUTO GROUP INC COM 909440109 221 24190 SH DEFINED 03 24190 0 0 UNITED BANKSHARES INC WEST VA COM 909907107 376 20700 SH DEFINED 03 20700 0 0 UNITED CMNTY FINL CORP OHIO COM 909839102 85 12800 SH DEFINED 03 12800 0 0 UNITED ILLUM CO COM 910637107 258 5900 SH DEFINED 03 5900 0 0 UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS 911300200 350 13005 SH DEFINED 03 13005 0 0 UNITED TECHNOLOGIES CORP COM 913017109 34982 594174 SH DEFINED 03 594174 0 0 UNITEDGLOBALCOM CL A 913247508 1463 31300 SH DEFINED 03 31300 0 0 UNITEDHEALTH GROUP INC COM 91324P102 8097 94429 SH DEFINED 03 94429 0 0 UNITRIN INC COM 913275103 1278 43500 SH DEFINED 03 43500 0 0 UNIVERSAL CORP VA COM 913456109 361 17100 SH DEFINED 03 17100 0 0 UNIVERSAL FOODS CORP COM 913538104 561 30300 SH DEFINED 03 30300 0 0 UNIVERSAL FST PRODS INC COM 913543104 146 11093 SH DEFINED 03 11093 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 7017 67800 SH DEFINED 03 67800 0 0 UNOCAL CORP COM 915289102 5241 158219 SH DEFINED 03 158219 0 0 UNUMPROVIDENT CORP COM 91529Y106 4021 200413 SH DEFINED 03 200413 0 0 US AIRWAYS GROUP INC COM 911905107 1418 36363 SH DEFINED 03 36363 0 0 US BANCORP DEL COM 902973106 9012 468180 SH DEFINED 03 468180 0 0 US LEC CORP CL A 90331S109 203 12000 SH DEFINED 03 12000 0 0 US ONCOLOGY INC COM 90338W103 402 82505 SH DEFINED 03 82505 0 0 USA NETWORKS INC COM 902984103 2335 107972 SH DEFINED 03 107972 0 0 USINTERNETWORKING INC SUB NT CV 7%04 917311AH5 24659 17730000 SH DEFINED 03 0 0 17730000 USINTERNETWORKING INC COM 917311805 1176 57533 SH DEFINED 03 57533 0 0 UST INC COM 902911106 1677 114185 SH DEFINED 03 114185 0 0 USX MARATHON GROUP PFD CONV 6.50% 902905819 11234 274000 SH DEFINED 03 274000 0 0 USX MARATHON GROUP COM NEW 902905827 4597 183416 SH DEFINED 03 183416 0 0 USX-U S STL COM 90337T101 2433 131065 SH DEFINED 03 131065 0 0 UTI ENERGY CORP COM 903387108 931 23200 SH DEFINED 03 23200 0 0 UTILICORP UTD INC COM 918005109 1101 55400 SH DEFINED 03 55400 0 0 V F CORP COM 918204108 2085 87574 SH DEFINED 03 87574 0 0 V F CORP COM 918204108 24 1000 SH DEFINED 03 0 0 1000 V-ONE CORP COM 918278102 417 85000 SH DEFINED 03 85000 0 0 VA LINUX SYSTEMS INC COM 91819B105 108 2500 SH DEFINED 03 2500 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 1243 32600 SH DEFINED 03 32600 0 0 VALERO ENERGY CORP NEW COM 91913Y100 33813 1196170 SH DEFINED 03 1196170 0 0 VALSPAR CORP COM 920355104 1107 32800 SH DEFINED 03 32800 0 0 VARCO INTL INC DEL COM 922122106 5077 218378 SH DEFINED 03 218378 0 0 VARIAN MED SYS INC COM 92220P105 2246 57400 SH DEFINED 03 57400 0 0 VECTREN CORP COM 92240G101 633 36700 SH DEFINED 03 36700 0 0 VENTANA MED SYS INC COM 92276H106 1276 54300 SH DEFINED 03 54300 0 0 VENTRO CORP COM 922815105 979 51881 SH DEFINED 03 51881 0 0 VERIO INC COM 923433106 1663 30000 SH DEFINED 03 30000 0 0 VERISIGN INC COM 92343E102 4806 27258 SH DEFINED 03 27258 0 0 VERITAS SOFTWARE CO COM 923436109 32771 290009 SH DEFINED 03 290009 0 0 VERITY INC COM 92343C106 825 21700 SH DEFINED 03 21700 0 0 VERTEL CORP COM 924907108 453 25952 SH DEFINED 03 25952 0 0 VERTEX PHARMACEUTICALS INC SUB NT CV 144A07 92532FAA8 216 150000 SH DEFINED 03 0 0 150000 VERTEX PHARMACEUTICALS INC COM 92532F100 7772 73800 SH DEFINED 03 73800 0 0 VERTICALNET INC COM 92532L107 6544 177162 SH DEFINED 03 177162 0 0 VERTICALNET INC COM 92532L107 277 7500 SH DEFINED 03 0 0 7500 VETERINARY CTRS AMER INC COM 925514101 137 10000 SH DEFINED 03 10000 0 0 VIACOM INC CL A 925524100 5812 85000 SH DEFINED 03 85000 0 0 VIACOM INC CL B 925524308 67506 990020 SH DEFINED 03 990020 0 0 VIAD CORP COM 92552R109 1496 54900 SH DEFINED 03 54900 0 0 VIANT CORP COM 92553N107 1309 44198 SH DEFINED 03 44198 0 0 VIASYSTEMS GROUP INC COM 92553H100 324 20000 SH DEFINED 03 20000 0 0 VIASYSTEMS GROUP INC COM 92553H100 2258 139500 SH DEFINED 03 0 0 139500 VIGNETTE CORP COM 926734104 724 13925 SH DEFINED 03 13925 0 0 VINTAGE PETE INC COM 927460105 1067 47300 SH DEFINED 03 47300 0 0 VIRATA CORP COM 927646109 2385 40000 SH DEFINED 03 40000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 7527 198400 SH DEFINED 03 198400 0 0 VISTEON CORP COM 92839U107 1489 108950 SH DEFINED 03 108950 0 0 VISUAL NETWORKS INC COM 928444108 1644 57800 SH DEFINED 03 57800 0 0 VISX INC DEL COM 92844S105 1537 54906 SH DEFINED 03 54906 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 9951 135272 SH DEFINED 03 135272 0 0 VIVUS INC COM 928551100 273 39650 SH DEFINED 03 39650 0 0 VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 1798 43400 SH DEFINED 03 43400 0 0 VOICESTREAM WIRELESS CORP COM 928615103 4284 36834 SH DEFINED 03 36834 0 0 VORNADO RLTY TR SH BEN INT 929042109 803 23100 SH DEFINED 03 23100 0 0 VULCAN MATLS CO COM 929160109 2527 59205 SH DEFINED 03 59205 0 0 W HLDG CO INC COM 929251106 109 13300 SH DEFINED 03 13300 0 0 WABTEC CORP COM 929740108 17208 1831455 SH DEFINED 03 1831455 0 0 WACHOVIA CORP COM 929771103 6833 125949 SH DEFINED 03 125949 0 0 WADDELL & REED FINL INC CL A 930059100 1588 48400 SH DEFINED 03 48400 0 0 WAL MART STORES INC COM 931142103 145049 2517114 SH DEFINED 03 2517114 0 0 WALGREEN CO COM 931422109 17694 549719 SH DEFINED 03 549719 0 0 WALLACE COMPUTER SERVICES INC COM 932270101 241 24400 SH DEFINED 03 24400 0 0 WALTER INDS INC COM 93317Q105 177 15480 SH DEFINED 03 15480 0 0 WARNACO GROUP INC CL A 934390105 243 31300 SH DEFINED 03 31300 0 0 WASHINGTON FED INC COM 938824109 387 21295 SH DEFINED 03 21295 0 0 WASHINGTON GAS LT CO COM 938837101 1008 41900 SH DEFINED 03 41900 0 0 WASHINGTON MUT INC COM 939322103 9957 344847 SH DEFINED 03 344847 0 0 WASHINGTON POST CO CL B 939640108 3250 6800 SH DEFINED 03 6800 0 0 WASTE MGMT INC DEL COM 94106L109 7165 377080 SH DEFINED 03 377080 0 0 WATER PIK TECHNOLOGIES INC COM 94113U100 630 100795 SH DEFINED 03 100795 0 0 WATERS CORP COM 941848103 4643 37200 SH DEFINED 03 37200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3074 57199 SH DEFINED 03 57199 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 263 30700 SH DEFINED 03 30700 0 0 WAVE SYSTEMS CORP CL A 943526103 771 48750 SH DEFINED 03 48750 0 0 WAVECOM S A SPONSORED ADR 943531103 1814 16494 SH DEFINED 03 16494 0 0 WEATHERFORD INTL INC COM 947074100 2520 63300 SH DEFINED 03 63300 0 0 WEBB DEL CORP COM 947423109 358 23400 SH DEFINED 03 23400 0 0 WEBSTER FINL CORP CONN COM 947890109 677 30615 SH DEFINED 03 30615 0 0 WELLMAN INC COM 949702104 298 18400 SH DEFINED 03 18400 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 3818 52707 SH DEFINED 03 52707 0 0 WELLS FARGO & CO NEW COM 949746101 37839 976490 SH DEFINED 03 976490 0 0 WENDYS INTL INC COM 950590109 1646 92423 SH DEFINED 03 92423 0 0 WESCO INTL INC COM 95082P105 170 17730 SH DEFINED 03 17730 0 0 WESLEY JESSEN VISIONCARE INC COM 951018100 1292 34400 SH DEFINED 03 34400 0 0 WEST TELESERVICES CORP COM 956188106 402 15900 SH DEFINED 03 15900 0 0 WESTAMERICA BANCORPORATION COM 957090103 562 21500 SH DEFINED 03 21500 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 689 46145 SH DEFINED 03 46145 0 0 WESTERN DIGITAL CORP COM 958102105 404 80800 SH DEFINED 03 80800 0 0 WESTERN WIRELESS CORP CL A 95988E204 462 8491 SH DEFINED 03 8491 0 0 WESTPOINT STEVENS INC COM 961238102 333 29900 SH DEFINED 03 29900 0 0 WESTVACO CORP COM 961548104 1800 72543 SH DEFINED 03 72543 0 0 WESTWOOD ONE INC COM 961815107 6395 187400 SH DEFINED 03 187400 0 0 WEYERHAEUSER CO COM 962166104 5958 138553 SH DEFINED 03 138553 0 0 WHIRLPOOL CORP COM 963320106 2508 53797 SH DEFINED 03 53797 0 0 WHITMAN CORP NEW COM 96647R107 1163 94000 SH DEFINED 03 94000 0 0 WILLAMETTE INDS INC COM 969133107 1858 68197 SH DEFINED 03 68197 0 0 WILLIAMS COS INC DEL COM 969457100 11156 267624 SH DEFINED 03 267624 0 0 WILLIAMS SONOMA INC COM 969904101 1285 39600 SH DEFINED 03 39600 0 0 WILMINGTON TRUST CORP COM 971807102 1300 30400 SH DEFINED 03 30400 0 0 WIND RIVER SYSTEMS INC SUB NT CONV 5%02 973149AC1 13748 11527000 SH DEFINED 03 0 0 11527000 WIND RIVER SYSTEMS INC COM 973149107 3804 100440 SH DEFINED 03 100440 0 0 WINN DIXIE STORES INC COM 974280109 1361 95107 SH DEFINED 03 95107 0 0 WIRELESS FACILITIES INC COM 97653A103 7677 182787 SH DEFINED 03 182787 0 0 WISCONSIN CENT TRANSN CORP COM 976592105 378 29251 SH DEFINED 03 29251 0 0 WISCONSIN ENERGY CORP COM 976657106 1421 71700 SH DEFINED 03 71700 0 0 WIT SOUNDVIEW GROUP INC COM 977383108 3512 328600 SH DEFINED 03 328600 0 0 WOLVERINE TUBE INC COM 978093102 187 11000 SH DEFINED 03 11000 0 0 WOLVERINE WORLD WIDE INC COM 978097103 309 31300 SH DEFINED 03 31300 0 0 WORLD ACCESS INC COM 98141A101 253 23013 SH DEFINED 03 23013 0 0 WORLDCOM INC GA NEW COM 98157D106 114221 2489830 SH DEFINED 03 2489830 0 0 WORLDCOM INC GA NEW COM 98157D106 69 1500 SH DEFINED 03 0 0 1500 WORTHINGTON INDS INC COM 981811102 929 88520 SH DEFINED 03 88520 0 0 WRIGLEY WM JR CO COM 982526105 4870 60731 SH DEFINED 03 60731 0 0 XCEED INC COM 98388N105 301 33185 SH DEFINED 03 33185 0 0 XCELERA COM INC COM G31611109 670 19700 SH DEFINED 03 19700 0 0 XEROX CORP COM 984121103 9871 475689 SH DEFINED 03 475689 0 0 XILINX INC COM 983919101 23847 288828 SH DEFINED 03 288828 0 0 XOMA LTD ORD G9825R107 429 100227 SH DEFINED 03 100227 0 0 XPEDIOR INC COM 98413B100 264 19200 SH DEFINED 03 19200 0 0 YAHOO INC COM 984332106 75402 608694 SH DEFINED 03 608694 0 0 YAHOO INC COM 984332106 1858 15000 SH DEFINED 03 0 0 15000 YORK INTL CORP NEW COM 986670107 1227 48600 SH DEFINED 03 48600 0 0 YOUNG & RUBICAM INC SUB NT CV 144A05 987425AA3 16167 15800000 SH DEFINED 03 0 0 15800000 YOUNG & RUBICAM INC COM 987425105 2263 39577 SH DEFINED 03 39577 0 0 YOUTHSTREAM MEDIA NETWORKS INC COM 987819109 102 17555 SH DEFINED 03 17555 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 759 17200 SH DEFINED 03 17200 0 0 ZIFF-DAVIS INC COM ZD 989511100 1626 180700 SH DEFINED 03 180700 0 0 ZIONS BANCORPORATION COM 989701107 2353 51300 SH DEFINED 03 51300 0 0 ZORAN CORP COM 98975F101 237 3600 SH DEFINED 03 3600 0 0 21ST CENTY INS GROUP COM 90130N103 170 10800 SH DEFINED 03 10800 0 0 24 / 7 MEDIA INC COM 901314104 805 51737 SH DEFINED 03 51737 0 0 3COM CORP COM 885535104 41321 717848 SH DEFINED 03 717848 0 0 3DFX INTERACTIVE INC COM 88553X103 634 81770 SH DEFINED 03 81770 0 0 7-ELEVEN INC COM NEW 817826209 758 54400 SH DEFINED 03 54400 0 0 A D C TELECOMMUNICATIONS COM 000886101 1989 23708 SH DEFINED 23708 0 0 ABBOTT LABS COM 002824100 3943 88482 SH DEFINED 88482 0 0 ADAPTEC INC COM 00651F108 135 5938 SH DEFINED 5938 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3388 43857 SH DEFINED 43857 0 0 AES CORP COM 00130H105 1110 24325 SH DEFINED 24325 0 0 AETNA INC COM 008117103 511 7959 SH DEFINED 7959 0 0 AFFYMETRIX INC COM 00826T108 14132 85583 SH DEFINED 85583 0 0 AFLAC INC COM 001055102 697 15180 SH DEFINED 15180 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1992 27011 SH DEFINED 27011 0 0 AIR PRODS & CHEMS INC COM 009158106 403 13080 SH DEFINED 13080 0 0 ALBERTO CULVER CO CL B CONV 013068101 99 3232 SH DEFINED 0 0 3232 ALBERTSONS INC COM 013104104 806 24229 SH DEFINED 24229 0 0 ALCAN ALUMINIUM LTD NEW COM 013716105 990 31951 SH DEFINED 31951 0 0 ALCOA INC COM 013817101 1430 49312 SH DEFINED 49312 0 0 ALEXION PHARMACEUTICALS INC SB NT CV 144A 07 015351AA7 9825 120000 SH DEFINED 0 0 120000 ALLAIRE CORP COM 016714107 2340 63687 SH DEFINED 63687 0 0 ALLERGAN INC COM 018490102 551 7390 SH DEFINED 7390 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 108 10846 SH DEFINED 10846 0 0 ALLSTATE CORP COM 020002101 946 42520 SH DEFINED 42520 0 0 ALLTEL CORP COM 020039103 1114 17993 SH DEFINED 17993 0 0 ALTERA CORP COM 021441100 1448 14206 SH DEFINED 14206 0 0 ALZA CORP DEL COM 022615108 349 5900 SH DEFINED 5900 0 0 AMAZON COM INC COM 023135106 4001 110190 SH DEFINED 110190 0 0 AMDOCS LTD ORD G02602103 7137 92992 SH DEFINED 0 0 92992 AMERADA HESS CORP COM 023551104 318 5157 SH DEFINED 5157 0 0 AMERICA ONLINE INC DEL COM 02364J104 20473 388585 SH DEFINED 388585 0 0 AMERICAN ELEC PWR INC COM 025537101 544 18355 SH DEFINED 18355 0 0 AMERICAN EXPRESS CO COM 025816109 4719 90527 SH DEFINED 90527 0 0 AMERICAN GENERAL CORP COM 026351106 865 14181 SH DEFINED 14181 0 0 AMERICAN GREETINGS CORP CL A 026375105 70 3706 SH DEFINED 0 0 3706 AMERICAN HOME PRODS CORP COM 026609107 2965 50476 SH DEFINED 50476 0 0 AMERICAN INTL GROUP INC COM 026874107 11089 94376 SH DEFINED 94376 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 454 11116 SH DEFINED 11116 0 0 AMGEN INC COM 031162100 9734 138559 SH DEFINED 138559 0 0 AMR CORP COM 001765106 356 13469 SH DEFINED 13469 0 0 AMSOUTH BANCORPORATION COM 032165102 353 22414 SH DEFINED 22414 0 0 ANALOG DEVICES INC COM 032654105 3327 43782 SH DEFINED 43782 0 0 ANCOR COMMUNICATIONS INC COM 03332K108 7359 205763 SH DEFINED 205763 0 0 ANDREW CORP COM 034425108 156 4637 SH DEFINED 4637 0 0 ANHEUSER BUSCH COS INC COM 035229103 2336 31281 SH DEFINED 31281 0 0 AON CORP COM 037389103 478 15393 SH DEFINED 15393 0 0 APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 6072 346950 SH DEFINED 0 0 346950 APPLE COMPUTER INC COM 037833100 4790 91447 SH DEFINED 91447 0 0 APPLIED MATLS INC COM 038222105 3972 43834 SH DEFINED 43834 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 6890 69775 SH DEFINED 69775 0 0 ARADIGM CORP COM 038505103 2441 139468 SH DEFINED 139468 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 338 34418 SH DEFINED 34418 0 0 ARMSTRONG HLDGS INC COM 042384107 35 2313 SH DEFINED 2313 0 0 ASHLAND INC COM 044204105 139 3977 SH DEFINED 3977 0 0 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 4804 108865 SH DEFINED 0 0 108865 ASTRAZENECA PLC SPONSORED ADR 046353108 481 10350 SH DEFINED 0 0 10350 AT HOME CORP COM SER A 045919107 4099 197552 SH DEFINED 197552 0 0 AT&T CORP COM 001957109 28482 900615 SH DEFINED 900615 0 0 AUTODESK INC COM 052769106 114 3278 SH DEFINED 3278 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 1916 35780 SH DEFINED 35780 0 0 AVENTIS SPONSORED ADR 053561106 562 7750 SH DEFINED 0 0 7750 AVERY DENNISON CORP COM 053611109 431 6417 SH DEFINED 6417 0 0 AVON PRODS INC COM 054303102 603 13560 SH DEFINED 13560 0 0 BAKER HUGHES INC COM 057224107 1564 48889 SH DEFINED 48889 0 0 BALL CORP COM 058498106 55 1717 SH DEFINED 1717 0 0 BANK NEW YORK INC COM 064057102 1955 42052 SH DEFINED 42052 0 0 BANK OF AMERICA CORPORATION COM 060505104 8377 194803 SH DEFINED 194803 0 0 BANK ONE CORP COM 06423A103 1739 65458 SH DEFINED 65458 0 0 BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 791 65200 SH DEFINED 0 0 65200 BARD C R INC COM 067383109 139 2885 SH DEFINED 2885 0 0 BARRICK GOLD CORP COM 067901108 182 10000 SH DEFINED 10000 0 0 BAUSCH & LOMB INC COM 071707103 235 3040 SH DEFINED 3040 0 0 BAXTER INTL INC COM 071813109 1168 16615 SH DEFINED 16615 0 0 BB&T CORP COM 054937107 474 19858 SH DEFINED 19858 0 0 BEA SYS INC COM 073325102 292 5900 SH DEFINED 5900 0 0 BEAR STEARNS COS INC COM 073902108 261 6260 SH DEFINED 6260 0 0 BECTON DICKINSON & CO COM 075887109 413 14384 SH DEFINED 14384 0 0 BED BATH & BEYOND INC COM 075896100 289 7961 SH DEFINED 7961 0 0 BELL ATLANTIC CORP COM 077853109 6421 126365 SH DEFINED 126365 0 0 BELLSOUTH CORP COM 079860102 4577 107368 SH DEFINED 107368 0 0 BEMIS INC COM 081437105 102 3022 SH DEFINED 3022 0 0 BEST BUY INC COM 086516101 737 11655 SH DEFINED 11655 0 0 BETHLEHEM STL CORP COM 087509105 27 7461 SH DEFINED 7461 0 0 BIO TECHNOLOGY GEN CORP COM 090578105 184 13991 SH DEFINED 13991 0 0 BIOCHEM PHARMA INC COM 09058T108 14647 594806 SH DEFINED 594806 0 0 BIOGEN INC COM 090597105 6750 104653 SH DEFINED 104653 0 0 BIOMET INC COM 090613100 262 6810 SH DEFINED 6810 0 0 BLACK & DECKER CORP COM 091797100 191 4862 SH DEFINED 4862 0 0 BLOCK H & R INC COM 093671105 183 5641 SH DEFINED 5641 0 0 BMC SOFTWARE INC COM 055921100 3190 87448 SH DEFINED 87448 0 0 BOEING CO COM 097023105 3051 72961 SH DEFINED 72961 0 0 BOISE CASCADE CORP COM 097383103 86 3319 SH DEFINED 3319 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3717 169452 SH DEFINED 169452 0 0 BP AMOCO P L C SPONSORED ADR 055622104 264293 4672633 SH DEFINED 0 0 4672633 BRIGGS & STRATTON CORP COM 109043109 44 1294 SH DEFINED 1294 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 15152 260118 SH DEFINED 260118 0 0 BROADCOM CORP CL A 111320107 17416 79549 SH DEFINED 0 0 79549 BROADVISION INC COM 111412102 10134 199432 SH DEFINED 199432 0 0 BROWN FORMAN CORP CL B 115637209 207 3856 SH DEFINED 0 0 3856 BRUNSWICK CORP COM 117043109 83 5021 SH DEFINED 5021 0 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 561 24442 SH DEFINED 24442 0 0 BURLINGTON RES INC COM 122014103 469 12263 SH DEFINED 12263 0 0 CABLE & WIRELESS HKT SPONSORED ADR 126828102 876 40722 SH DEFINED 0 0 40722 CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 701 14005 SH DEFINED 0 0 14005 CABLETRON SYS INC COM 126920107 264 10443 SH DEFINED 10443 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3349 164388 SH DEFINED 164388 0 0 CAMPBELL SOUP CO COM 134429109 1222 41943 SH DEFINED 41943 0 0 CAPITAL ONE FINL CORP COM 14040H105 501 11221 SH DEFINED 11221 0 0 CARNIVAL CORP COM 143658102 673 34531 SH DEFINED 34531 0 0 CATERPILLAR INC DEL COM 149123101 1109 32731 SH DEFINED 32731 0 0 CEMEX S A SPON ADR 5 ORD 151290889 78322 3350685 SH DEFINED 0 0 3350685 CENTEX CORP COM 152312104 81 3438 SH DEFINED 3438 0 0 CENTURYTEL INC COM 156700106 229 7960 SH DEFINED 7960 0 0 CEPHALON INC COM 156708109 120 2000 SH DEFINED 2000 0 0 CERIDIAN CORP COM 15677T106 200 8295 SH DEFINED 8295 0 0 CHAMPION INTL CORP COM 158525105 0 2590 SH DEFINED 2590 0 0 CHARTER ONE FINL INC COM 160903100 281 12200 SH DEFINED 12200 0 0 CHASE MANHATTAN CORP NEW COM 16161A108 3250 70563 SH DEFINED 70563 0 0 CHEVRON CORPORATION COM 166751107 4260 50226 SH DEFINED 50226 0 0 CHIRON CORP COM 170040109 26254 552715 SH DEFINED 552715 0 0 CHUBB CORP COM 171232101 626 10180 SH DEFINED 10180 0 0 CIGNA CORP COM 125509109 863 9229 SH DEFINED 9229 0 0 CINCINNATI FINL CORP COM 172062101 288 9175 SH DEFINED 9175 0 0 CINERGY CORP COM 172474108 232 9127 SH DEFINED 9127 0 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 383 11552 SH DEFINED 0 0 11552 CISCO SYS INC COM 17275R102 30113 473760 SH DEFINED 473760 0 0 CITIGROUP INC COM 172967101 11125 184641 SH DEFINED 184641 0 0 CITRIX SYS INC COM 177376100 3006 158738 SH DEFINED 158738 0 0 CLOROX CO DEL COM 189054109 600 13392 SH DEFINED 13392 0 0 CMGI INC COM 125750109 4086 89200 SH DEFINED 89200 0 0 CMS ENERGY CORP COM 125896100 139 6291 SH DEFINED 6291 0 0 COAST FEDERAL LITIGATION TR RT 19034Q110 975 600000 SH DEFINED 0 0 600000 COASTAL CORP COM 190441105 745 12232 SH DEFINED 12232 0 0 COCA COLA CO COM 191216100 14050 244613 SH DEFINED 244613 0 0 COCA COLA ENTERPRISES INC COM 191219104 9975 611527 SH DEFINED 611527 0 0 COLGATE PALMOLIVE CO COM 194162103 3229 53933 SH DEFINED 53933 0 0 COLUMBIA ENERGY GROUP COM 197648108 300 4572 SH DEFINED 4572 0 0 COMCAST CORP CL A SPL 200300200 2073 51187 SH DEFINED 0 0 51187 COMERICA INC COM 200340107 399 8893 SH DEFINED 8893 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 1495 55000 SH DEFINED 0 0 55000 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 616 34000 SH DEFINED 0 0 34000 COMPAQ COMPUTER CORP COM 204493100 221 8638 SH DEFINED 8638 0 0 COMPUTER ASSOC INTL INC COM 204912109 17033 332769 SH DEFINED 332769 0 0 COMPUTER SCIENCES CORP COM 205363104 3649 48856 SH DEFINED 48856 0 0 COMPUWARE CORP COM 205638109 1619 156061 SH DEFINED 156061 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 5481 58938 SH DEFINED 58938 0 0 CONAGRA INC COM 205887102 680 35668 SH DEFINED 35668 0 0 CONEXANT SYSTEMS INC SB NT CV 4.25%06 207142AB6 27658 125150 SH DEFINED 0 0 125150 CONEXANT SYSTEMS INC COM 207142100 23598 485307 SH DEFINED 485307 0 0 CONOCO INC CL B 208251405 873 35558 SH DEFINED 0 0 35558 CONSECO INC COM 208464107 181 18568 SH DEFINED 18568 0 0 CONSOLIDATED EDISON INC COM 209115104 358 12100 SH DEFINED 12100 0 0 CONSOLIDATED STORES CORP COM 210149100 76 6310 SH DEFINED 6310 0 0 CONSTELLATION ENERGY CORP COM 210371100 276 8463 SH DEFINED 8463 0 0 CONVERGYS CORP COM 212485106 457 8812 SH DEFINED 8812 0 0 COOPER INDS INC COM 216669101 172 5290 SH DEFINED 5290 0 0 COOPER TIRE & RUBR CO COM 216831107 47 4228 SH DEFINED 4228 0 0 COORS ADOLPH CO CL B 217016104 126 2086 SH DEFINED 0 0 2086 COR THERAPEUTICS INC COM 217753102 299 3501 SH DEFINED 3501 0 0 CORNING INC COM 219350105 13586 50342 SH DEFINED 50342 0 0 COSTCO WHSL CORP NEW COM 22160K105 840 25459 SH DEFINED 25459 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 611 13416 SH DEFINED 0 0 13416 COX RADIO INC CL A 224051102 840 30000 SH DEFINED 0 0 30000 CRANE CO COM 224399105 85 3483 SH DEFINED 3483 0 0 CROSSROADS SYS INC COM 22765D100 408 16144 SH DEFINED 16144 0 0 CROWN CORK & SEAL INC COM 228255105 109 7257 SH DEFINED 7257 0 0 CSX CORP COM 126408103 265 12520 SH DEFINED 12520 0 0 CUMMINS ENGINE INC COM 231021106 65 2393 SH DEFINED 2393 0 0 CVS CORP COM 126650100 894 22340 SH DEFINED 22340 0 0 CYLINK CORP COM 232565101 875 52222 SH DEFINED 52222 0 0 DAIMLERCHRYSLER AG ORD D1668R123 3062 58810 SH DEFINED 0 0 58810 DANA CORP COM 235811106 185 8729 SH DEFINED 8729 0 0 DANAHER CORP DEL COM 235851102 401 8119 SH DEFINED 8119 0 0 DARDEN RESTAURANTS INC COM 237194105 116 7112 SH DEFINED 7112 0 0 DEERE & CO COM 244199105 497 13434 SH DEFINED 13434 0 0 DELL COMPUTER CORP COM 247025109 384858 7804548 SH DEFINED 7804548 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 467 32095 SH DEFINED 32095 0 0 DELTA AIR LINES INC DEL COM 247361108 356 7034 SH DEFINED 7034 0 0 DELUXE CORP COM 248019101 98 4142 SH DEFINED 4142 0 0 DILLARDS INC CL A 254067101 65 5338 SH DEFINED 0 0 5338 DOLLAR GEN CORP COM 256669102 367 18812 SH DEFINED 18812 0 0 DOMINION RES INC VA NEW COM 25746U109 583 13597 SH DEFINED 13597 0 0 DONNELLEY R R & SONS CO COM 257867101 158 6997 SH DEFINED 6997 0 0 DOVER CORP COM 260003108 471 11624 SH DEFINED 11624 0 0 DOW CHEM CO COM 260543103 1153 38190 SH DEFINED 38190 0 0 DOW JONES & CO INC COM 260561105 372 5083 SH DEFINED 5083 0 0 DTE ENERGY CO COM 233331107 249 8141 SH DEFINED 8141 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 7251 165735 SH DEFINED 165735 0 0 DUKE ENERGY CORP COM 264399106 1184 21001 SH DEFINED 21001 0 0 DUN & BRADSTREET CORP DEL COM 26483B106 262 9158 SH DEFINED 9158 0 0 E M C CORP MASS COM 268648102 22992 298836 SH DEFINED 298836 0 0 E TRADE GROUP INC COM 269246104 4183 253518 SH DEFINED 253518 0 0 EASTERN ENTERPRISES COM 27637F100 94 1493 SH DEFINED 1493 0 0 EASTMAN CHEM CO COM 277432100 210 4393 SH DEFINED 4393 0 0 EASTMAN KODAK CO COM 277461109 4724 79390 SH DEFINED 79390 0 0 EATON CORP COM 278058102 279 4162 SH DEFINED 4162 0 0 EBAY INC COM 278642103 2974 54760 SH DEFINED 54760 0 0 ECOLAB INC COM 278865100 289 7409 SH DEFINED 7409 0 0 EDISON INTL COM 281020107 389 18959 SH DEFINED 18959 0 0 EL PASO ENERGY CORP DEL COM 283905107 675 13248 SH DEFINED 13248 0 0 ELECTRONIC ARTS INC COM 285512109 4216 57810 SH DEFINED 57810 0 0 ELECTRONIC DATA SYS NEW COM 285661104 1550 37578 SH DEFINED 37578 0 0 EMERSON ELEC CO COM 291011104 1473 24405 SH DEFINED 24405 0 0 EMULEX CORP COM NEW 292475209 5833 88800 SH DEFINED 88800 0 0 ENGELHARD CORP COM 292845104 124 7267 SH DEFINED 7267 0 0 ENRON CORP COM 293561106 53615 831240 SH DEFINED 831240 0 0 ENTERGY CORP NEW COM 29364G103 357 13140 SH DEFINED 13140 0 0 ENTREMED INC COM 29382F103 561 18743 SH DEFINED 18743 0 0 ENTRUST TECHNOLOGIES INC COM 293848107 274 3310 SH DEFINED 3310 0 0 ERICSSON L M TEL CO ADR CL B SEK10 294821400 6058 302893 SH DEFINED 0 0 302893 EXODUS COMMUNICATIONS INC COM 302088109 3182 69071 SH DEFINED 69071 0 0 EXXON MOBIL CORP COM 30231G102 13831 176188 SH DEFINED 176188 0 0 F M C CORP COM NEW 302491303 100 1720 SH DEFINED 1720 0 0 FEDERAL HOME LN MTG CORP COM 313400301 1607 39678 SH DEFINED 39678 0 0 FEDERAL NATL MTG ASSN COM 313586109 2851 54623 SH DEFINED 54623 0 0 FEDEX CORP COM 31428X106 629 16559 SH DEFINED 16559 0 0 FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 37938 500000 SH DEFINED 500000 0 0 FINISAR COM 31787A101 6105 233114 SH DEFINED 233114 0 0 FIRST DATA CORP COM 319963104 5528 111395 SH DEFINED 111395 0 0 FIRST UN CORP COM 337358105 43098 1736968 SH DEFINED 1736968 0 0 FIRSTAR CORP NEW WIS COM 33763V109 1166 55352 SH DEFINED 55352 0 0 FLEETBOSTON FINL CORP COM 339030108 1747 51378 SH DEFINED 51378 0 0 FLORIDA PROGRESS CORP COM 341109106 261 5567 SH DEFINED 5567 0 0 FLUOR CORP COM 343861100 138 4373 SH DEFINED 4373 0 0 FORD MTR CO DEL COM 345370100 3387 78758 SH DEFINED 78758 0 0 FPL GROUP INC COM 302571104 506 10214 SH DEFINED 10214 0 0 FRANKLIN RES INC COM 354613101 423 13916 SH DEFINED 13916 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 85 9147 SH DEFINED 0 0 9147 GANNETT INC COM 364730101 910 15206 SH DEFINED 15206 0 0 GAP INC DEL COM 364760108 1518 48571 SH DEFINED 48571 0 0 GATEWAY INC COM 367626108 4526 79751 SH DEFINED 79751 0 0 GELTEX PHARMACEUTICALS INC COM 368538104 551 26941 SH DEFINED 26941 0 0 GEMSTAR INTL GROUP LTD ORD G3788V106 851 13856 SH DEFINED 0 0 13856 GENERAL DYNAMICS CORP COM 369550108 601 11504 SH DEFINED 11504 0 0 GENERAL ELEC CO COM 369604103 7032 132670 SH DEFINED 132670 0 0 GENERAL MLS INC COM 370334104 5074 132651 SH DEFINED 132651 0 0 GENERAL MTRS CORP COM 370442105 1764 30389 SH DEFINED 30389 0 0 GENUINE PARTS CO COM 372460105 201 10051 SH DEFINED 10051 0 0 GENZYME CORP COM GENL DIV 372917104 1537 25862 SH DEFINED 25862 0 0 GEORGIA PAC CORP COM GA PAC GRP 373298108 518 19746 SH DEFINED 19746 0 0 GILEAD SCIENCES INC COM 375558103 5348 75193 SH DEFINED 75193 0 0 GILLETTE CO COM 375766102 524 15000 SH DEFINED 15000 0 0 GLAXO WELLCOME PLC SPONSORED ADR 37733W105 1688 29200 SH DEFINED 0 0 29200 GLOBAL CROSSING LTD COM G3921A100 1324 50320 SH DEFINED 50320 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 368 9027 SH DEFINED 9027 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1010 10650 SH DEFINED 10650 0 0 GOODRICH B F CO COM 382388106 206 6051 SH DEFINED 6051 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 178 8924 SH DEFINED 8924 0 0 GPU INC COM 36225X100 187 6894 SH DEFINED 6894 0 0 GRAINGER W W INC COM 384802104 167 5409 SH DEFINED 5409 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 37 2242 SH DEFINED 2242 0 0 GREAT LAKES CHEM CORP COM 390568103 99 3133 SH DEFINED 3133 0 0 GRUPO ELEKTRA SA DE CV GLOBL DEP RCPT 40050A102 595 58000 SH DEFINED 0 0 58000 GTE CORP COM 362320103 8816 141617 SH DEFINED 141617 0 0 GUIDANT CORP COM 401698105 1882 38016 SH DEFINED 38016 0 0 HALLIBURTON CO COM 406216101 1192 25257 SH DEFINED 25257 0 0 HARCOURT GEN INC COM 41163G101 223 4095 SH DEFINED 4095 0 0 HARLEY DAVIDSON INC COM 412822108 665 17280 SH DEFINED 17280 0 0 HARRAHS ENTMT INC COM 413619107 146 6965 SH DEFINED 6965 0 0 HARRIS & HARRIS GROUP INC COM 413833104 1720 215000 SH DEFINED 215000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 687 12284 SH DEFINED 12284 0 0 HASBRO INC COM 418056107 148 9814 SH DEFINED 9814 0 0 HCA-HEALTHCARE CO COM 404119109 967 31836 SH DEFINED 31836 0 0 HEINZ H J CO COM 423074103 1778 40636 SH DEFINED 40636 0 0 HERCULES INC COM 427056106 85 6073 SH DEFINED 6073 0 0 HERSHEY FOODS CORP COM 427866108 520 10723 SH DEFINED 10723 0 0 HEWLETT PACKARD CO COM 428236103 23027 184399 SH DEFINED 184399 0 0 HILTON HOTELS CORP COM 432848109 197 20971 SH DEFINED 20971 0 0 HITACHI LIMITED ADR 10 COM 433578507 778 5400 SH DEFINED 0 0 5400 HOME DEPOT INC COM 437076102 6584 131849 SH DEFINED 131849 0 0 HOMESTAKE MNG CO COM 437614100 103 14925 SH DEFINED 14925 0 0 HONEYWELL INTL INC COM 438516106 1538 45642 SH DEFINED 45642 0 0 HOUSEHOLD INTL INC COM 441815107 1121 26969 SH DEFINED 26969 0 0 HUANENG PWR INTL INC NT CONV 1.75%04 443304AA8 114 1120 SH DEFINED 0 0 1120 HUMAN GENOME SCIENCES INC COM 444903108 5701 42744 SH DEFINED 42744 0 0 HUMANA INC COM 444859102 47 9590 SH DEFINED 9590 0 0 IDEC PHARMACEUTICALS CORP COM 449370105 4992 42551 SH DEFINED 42551 0 0 ILLINOIS TOOL WKS INC COM 452308109 980 17197 SH DEFINED 17197 0 0 IMMUNEX CORP NEW COM 452528102 37593 760418 SH DEFINED 760418 0 0 IMS HEALTH INC COM 449934108 305 16963 SH DEFINED 16963 0 0 INCO LTD COM 453258402 160 10381 SH DEFINED 10381 0 0 INGERSOLL-RAND CO COM 456866102 371 9219 SH DEFINED 9219 0 0 INKTOMI CORP COM 457277101 1663 14061 SH DEFINED 14061 0 0 INTEL CORP COM 458140100 38091 284930 SH DEFINED 284930 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 16386 149558 SH DEFINED 149558 0 0 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 179 5933 SH DEFINED 5933 0 0 INTERNET CAP GROUP INC COM 46059C106 9659 260945 SH DEFINED 260945 0 0 INTERPUBLIC GROUP COS INC COM 460690100 742 17246 SH DEFINED 17246 0 0 INTIMATE BRANDS INC CL A 461156101 681 34478 SH DEFINED 0 0 34478 INTL PAPER CO COM 460146103 1582 53076 SH DEFINED 53076 0 0 INTUIT COM 461202103 4093 98923 SH DEFINED 98923 0 0 ITT INDS INC IND COM 450911102 152 5000 SH DEFINED 5000 0 0 I2 TECHNOLOGIES INC COM 465754109 12162 116641 SH DEFINED 116641 0 0 JDS UNIPHASE CORP COM 46612J101 9449 78820 SH DEFINED 78820 0 0 JEFFERSON PILOT CORP COM 475070108 279 4936 SH DEFINED 4936 0 0 JOHNSON & JOHNSON COM 478160104 11412 112022 SH DEFINED 112022 0 0 JOHNSON CTLS INC COM 478366107 254 4943 SH DEFINED 4943 0 0 JUNIPER NETWORKS INC COM 48203R104 9405 64613 SH DEFINED 64613 0 0 K MART CORP COM 482584109 233 34240 SH DEFINED 34240 0 0 KANSAS CITY SOUTHN INDS INC COM 485170104 564 6364 SH DEFINED 6364 0 0 KAUFMAN & BROAD HOME CORP COM 486168107 53 2690 SH DEFINED 2690 0 0 KELLOGG CO COM 487836108 1319 44325 SH DEFINED 44325 0 0 KERR MCGEE CORP COM 492386107 5031 85366 SH DEFINED 85366 0 0 KEYCORP NEW COM 493267108 436 24722 SH DEFINED 24722 0 0 KIMBERLY CLARK CORP COM 494368103 1817 31667 SH DEFINED 31667 0 0 KLA-TENCOR CORP COM 482480100 3725 63602 SH DEFINED 63602 0 0 KNIGHT RIDDER INC COM 499040103 234 4406 SH DEFINED 4406 0 0 KOHLS CORP COM 500255104 1033 18572 SH DEFINED 18572 0 0 KOPIN CORP COM 500600101 3216 46438 SH DEFINED 46438 0 0 KOREA ELECTRIC PWR US$ SRDB CV 5%01 500631AF3 2330 25600 SH DEFINED 0 0 25600 KOREA FD COM 500634100 19567 1391500 SH DEFINED 1391500 0 0 KOREA TELECOM SPONSORED ADR 50063P103 1887 39000 SH DEFINED 0 0 39000 KROGER CO COM 501044101 1922 87112 SH DEFINED 87112 0 0 LAUDER ESTEE COS INC CL A 518439104 742 15000 SH DEFINED 0 0 15000 LEGGETT & PLATT INC COM 524660107 185 11235 SH DEFINED 11235 0 0 LEHMAN BROS HLDGS INC COM 524908100 650 6879 SH DEFINED 6879 0 0 LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 9972 226313 SH DEFINED 226313 0 0 LEXMARK INTL GROUP INC CL A 529771107 628 9332 SH DEFINED 0 0 9332 LIBERATE TECHNOLOGIES COM 530129105 16945 578094 SH DEFINED 578094 0 0 LILLY ELI & CO COM 532457108 8670 86807 SH DEFINED 86807 0 0 LIMITED INC COM 532716107 529 24471 SH DEFINED 24471 0 0 LINCOLN NATL CORP IND COM 534187109 395 10929 SH DEFINED 10929 0 0 LINEAR TECHNOLOGY CORP COM 535678106 4248 66438 SH DEFINED 66438 0 0 LIZ CLAIBORNE INC COM 539320101 110 3119 SH DEFINED 3119 0 0 LOCKHEED MARTIN CORP COM 539830109 1138 45881 SH DEFINED 45881 0 0 LOEWS CORP COM 540424108 337 5610 SH DEFINED 5610 0 0 LONGS DRUG STORES CORP COM 543162101 47 2160 SH DEFINED 2160 0 0 LOUISIANA PAC CORP COM 546347105 64 5904 SH DEFINED 5904 0 0 LOWES COS INC COM 548661107 894 21768 SH DEFINED 21768 0 0 LSI LOGIC CORP COM 502161102 3133 57887 SH DEFINED 57887 0 0 LUCENT TECHNOLOGIES INC COM 549463107 15507 261716 SH DEFINED 261716 0 0 LYCOS INC COM 550818108 1455 26953 SH DEFINED 26953 0 0 MALLINCKRODT INC NEW COM 561232109 163 3763 SH DEFINED 3763 0 0 MANOR CARE INC NEW COM 564055101 41 5830 SH DEFINED 5830 0 0 MARSH & MCLENNAN COS INC COM 571748102 1603 15352 SH DEFINED 15352 0 0 MASCO CORP COM 574599106 462 25590 SH DEFINED 25590 0 0 MATTEL INC COM 577081102 321 24337 SH DEFINED 24337 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 4085 60124 SH DEFINED 60124 0 0 MAY DEPT STORES CO COM 577778103 457 19022 SH DEFINED 19022 0 0 MAYTAG CORP COM 578592107 164 4437 SH DEFINED 4437 0 0 MBNA CORP COM 55262L100 1242 45801 SH DEFINED 45801 0 0 MCDERMOTT INTL INC COM 580037109 30 3362 SH DEFINED 3362 0 0 MCDONALDS CORP COM 580135101 8525 258827 SH DEFINED 258827 0 0 MCGRAW HILL COS INC COM 580645109 602 11139 SH DEFINED 11139 0 0 MCKESSON HBOC INC COM 58155Q103 337 16100 SH DEFINED 16100 0 0 MEAD CORP COM 582834107 150 5934 SH DEFINED 5934 0 0 MEDIAONE GROUP INC COM 58440J104 0 18670 SH DEFINED 18670 0 0 MEDIMMUNE INC COM 584699102 5145 69526 SH DEFINED 69526 0 0 MEDQUIST INC COM 584949101 2394 70400 SH DEFINED 70400 0 0 MEDTRONIC INC COM 585055106 6159 123642 SH DEFINED 123642 0 0 MELLON FINL CORP COM 58551A108 1018 27937 SH DEFINED 27937 0 0 MERCK & CO INC COM 589331107 32644 426027 SH DEFINED 426027 0 0 MEREDITH CORP COM 589433101 97 2874 SH DEFINED 2874 0 0 MERRILL LYNCH & CO INC COM 590188108 2541 22099 SH DEFINED 22099 0 0 MGIC INVT CORP WIS COM 552848103 272 5987 SH DEFINED 5987 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 5555 95331 SH DEFINED 95331 0 0 MICRON TECHNOLOGY INC COM 595112103 7285 82727 SH DEFINED 82727 0 0 MICROSOFT CORP COM 594918104 42366 529579 SH DEFINED 529579 0 0 MILLENNIUM PHARMACEUTICALS INC SUB NT CV 5.5%07 599902AB9 14610 98300 SH DEFINED 98300 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 168 1500 SH DEFINED 1500 0 0 MILLIPORE CORP COM 601073109 198 2628 SH DEFINED 2628 0 0 MOLEX INC COM 608554101 537 11155 SH DEFINED 11155 0 0 MORGAN J P & CO INC COM 616880100 1735 15755 SH DEFINED 15755 0 0 MOTOROLA INC COM 620076109 8349 287283 SH DEFINED 287283 0 0 NABISCO GROUP HLDG CORP COM 62952P102 10121 390200 SH DEFINED 390200 0 0 NABISCO HLDGS CORP CL A 629526104 223 4256 SH DEFINED 0 0 4256 NATIONAL BK GREECE S A SPONSORED ADR 633643408 520 66505 SH DEFINED 66505 0 0 NATIONAL CITY CORP COM 635405103 590 34560 SH DEFINED 34560 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 574 10123 SH DEFINED 10123 0 0 NATIONAL SVC INDS INC COM 637657107 47 2347 SH DEFINED 2347 0 0 NAVISTAR INTL CORP NEW COM 63934E108 108 3491 SH DEFINED 3491 0 0 NETRO CORP COM 64114R109 4275 74510 SH DEFINED 74510 0 0 NETWORK APPLIANCE INC COM 64120L104 5977 74244 SH DEFINED 74244 0 0 NEW CENTURY ENERGIES INC COM 64352U103 198 6615 SH DEFINED 6615 0 0 NEW YORK TIMES CO CL A 650111107 1011 25586 SH DEFINED 0 0 25586 NEWELL RUBBERMAID INC COM 651229106 393 15246 SH DEFINED 15246 0 0 NEWMONT MINING CORP COM 651639106 208 9596 SH DEFINED 9596 0 0 NEWS CORP LTD ADR NEW 652487703 879 16126 SH DEFINED 0 0 16126 NEXTCARD INC COM 65332K107 3974 467500 SH DEFINED 467500 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 4515 73793 SH DEFINED 0 0 73793 NIAGARA MOHAWK HLDGS INC COM 653520106 137 9834 SH DEFINED 9834 0 0 NICE SYS LTD SPONSORED ADR 653656108 62 800 SH DEFINED 800 0 0 NICOR INC COM 654086107 87 2655 SH DEFINED 2655 0 0 NIKE INC CL B 654106103 233 5862 SH DEFINED 0 0 5862 NOKIA CORP SPONSORED ADR 654902204 11371 227713 SH DEFINED 0 0 227713 NORDSTROM INC COM 655664100 185 7688 SH DEFINED 7688 0 0 NORFOLK SOUTHERN CORP COM 655844108 326 21945 SH DEFINED 21945 0 0 NORTEL NETWORKS CORP NEW COM 656568102 29166 427335 SH DEFINED 427335 0 0 NORTHEAST UTILS COM 664397106 101682 4675051 SH DEFINED 4675051 0 0 NORTHERN TR CORP COM 665859104 826 12703 SH DEFINED 12703 0 0 NORTHN STS PWR CO MINN COM 665772109 182 9020 SH DEFINED 9020 0 0 NORTHROP GRUMMAN CORP COM 666807102 266 4022 SH DEFINED 4022 0 0 NOVELL INC COM 670006105 1179 127429 SH DEFINED 127429 0 0 NOVELLUS SYS INC COM 670008101 430 7600 SH DEFINED 7600 0 0 NTL INC COM 629407107 966 16133 SH DEFINED 16133 0 0 NUCOR CORP COM 670346105 162 4873 SH DEFINED 4873 0 0 OAKWOOD HOMES CORP COM 674098108 202 111600 SH DEFINED 111600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 442 20998 SH DEFINED 20998 0 0 OFFICE DEPOT INC COM 676220106 113 18068 SH DEFINED 18068 0 0 OLD KENT FINL CORP COM 679833103 200 7468 SH DEFINED 7468 0 0 OMNICOM GROUP INC COM 681919106 896 10057 SH DEFINED 10057 0 0 ONEOK INC NEW COM 682680103 43 1676 SH DEFINED 1676 0 0 OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 82 3700 SH DEFINED 3700 0 0 ORACLE CORP COM 68389X105 24315 289254 SH DEFINED 289254 0 0 ORGANOGENESIS INC COM 685906109 228 19960 SH DEFINED 19960 0 0 OWENS CORNING COM 69073F103 30 3213 SH DEFINED 3213 0 0 OWENS ILL INC COM NEW 690768403 98 8422 SH DEFINED 8422 0 0 PACCAR INC COM 693718108 175 4398 SH DEFINED 4398 0 0 PACTIV CORP COM 695257105 76 9619 SH DEFINED 9619 0 0 PAINE WEBBER GROUP INC COM 695629105 376 8265 SH DEFINED 8265 0 0 PALL CORP COM 696429307 132 7143 SH DEFINED 7143 0 0 PARKER HANNIFIN CORP COM 701094104 219 6392 SH DEFINED 6392 0 0 PAYCHEX INC COM 704326107 889 21163 SH DEFINED 21163 0 0 PE CORP COM PE BIO GRP 69332S102 785 11912 SH DEFINED 11912 0 0 PE CORP CELERA GEN GRP 69332S201 143 1551 SH DEFINED 0 0 1551 PECO ENERGY CO COM 693304107 391 9711 SH DEFINED 9711 0 0 PENNEY J C INC COM 708160106 958 51944 SH DEFINED 51944 0 0 PEOPLES ENERGY CORP COM 711030106 64 1970 SH DEFINED 1970 0 0 PEOPLESOFT INC COM 712713106 2638 157496 SH DEFINED 157496 0 0 PEPSICO INC COM 713448108 6766 152262 SH DEFINED 152262 0 0 PERKINELMER INC COM 714046109 184 2784 SH DEFINED 2784 0 0 PETRO-CDA COM/VARIBL VTG 71644E102 1460 76600 SH DEFINED 76600 0 0 PFIZER INC COM 717081103 15394 320702 SH DEFINED 320702 0 0 PG&E CORP COM 69331C108 542 22023 SH DEFINED 22023 0 0 PHARMACIA CORP COM 71713U102 3747 72498 SH DEFINED 72498 0 0 PHELPS DODGE CORP COM 717265102 575 15462 SH DEFINED 15462 0 0 PHILLIPS PETE CO COM 718507106 745 14699 SH DEFINED 14699 0 0 PILOT NETWORK SVCS INC COM 721596104 1005 67539 SH DEFINED 67539 0 0 PITNEY BOWES INC COM 724479100 588 14697 SH DEFINED 14697 0 0 PLACER DOME INC COM 725906101 179 18687 SH DEFINED 18687 0 0 PNC FINL SVCS GROUP INC COM 693475105 774 16508 SH DEFINED 16508 0 0 POLAROID CORP COM 731095105 47 2609 SH DEFINED 2609 0 0 PORTAL SOFTWARE INC COM 736126103 6233 97589 SH DEFINED 97589 0 0 POTLATCH CORP COM 737628107 53 1588 SH DEFINED 1588 0 0 PPG INDS INC COM 693506107 439 9918 SH DEFINED 9918 0 0 PPL CORP COM 69351T106 180 8199 SH DEFINED 8199 0 0 PRAXAIR INC COM 74005P104 338 9034 SH DEFINED 9034 0 0 PREMIER FARNELL PLC SP ADR PREF CV 74050U206 768 39400 SH DEFINED 39400 0 0 PRICE T ROWE & ASSOCIATES COM 741477103 292 6874 SH DEFINED 6874 0 0 PROCTER & GAMBLE CO COM 742718109 16515 288479 SH DEFINED 288479 0 0 PROGRESSIVE CORP OHIO COM 743315103 313 4227 SH DEFINED 4227 0 0 PROTEIN DESIGN LABS INC COM 74369L103 6006 36411 SH DEFINED 36411 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 428 12369 SH DEFINED 12369 0 0 PULTE CORP COM 745867101 52 2390 SH DEFINED 2390 0 0 QLOGIC CORP COM 747277101 12855 194587 SH DEFINED 194587 0 0 QLT INC COM 746927102 3801 49169 SH DEFINED 49169 0 0 QUAKER OATS CO COM 747402105 564 7502 SH DEFINED 7502 0 0 QUALCOMM INC COM 747525103 15133 252210 SH DEFINED 252210 0 0 QUINTILES TRANSNATIONAL CORP COM 748767100 93 6595 SH DEFINED 6595 0 0 RADIOSHACK CORP COM 750438103 506 10691 SH DEFINED 10691 0 0 RALSTON PURINA CO COM RAL-PUR GP 751277302 349 17511 SH DEFINED 17511 0 0 RAYTHEON CO CL B 755111408 373 19372 SH DEFINED 0 0 19372 READ-RITE CORP SUB NT CONV10%04 755246AB1 5838 100000 SH DEFINED 100000 0 0 REEBOK INTL LTD COM 758110100 52 3242 SH DEFINED 3242 0 0 REGIONS FINL CORP COM 758940100 251 12630 SH DEFINED 12630 0 0 RELIANT ENERGY INC COM 75952J108 499 16890 SH DEFINED 16890 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 3466 124066 SH DEFINED 124066 0 0 RITE AID CORP COM 767754104 97 14797 SH DEFINED 14797 0 0 ROCKWELL INTL CORP NEW COM 773903109 337 10696 SH DEFINED 10696 0 0 ROHM & HAAS CO COM 775371107 427 12365 SH DEFINED 12365 0 0 ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 4779 350780 SH DEFINED 350780 0 0 ROWAN COS INC COM 779382100 165 5427 SH DEFINED 5427 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 3641 59146 SH DEFINED 0 0 59146 RSA SEC INC COM 749719100 241 3480 SH DEFINED 3480 0 0 RUSSELL CORP COM 782352108 37 1852 SH DEFINED 1852 0 0 RYDER SYS INC COM 783549108 65 3438 SH DEFINED 3438 0 0 SABRE HLDGS CORP CL A 785905100 210 7367 SH DEFINED 0 0 7367 SAFECO CORP COM 786429100 144 7255 SH DEFINED 7255 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 1154 36000 SH DEFINED 36000 0 0 SAFEWAY INC COM NEW 786514208 1272 28261 SH DEFINED 28261 0 0 SANMINA CORP COM 800907107 1147 13417 SH DEFINED 13417 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 2749 58559 SH DEFINED 0 0 58559 SAPIENT CORP COM 803062108 6487 60661 SH DEFINED 60661 0 0 SARA LEE CORP COM 803111103 1118 57880 SH DEFINED 57880 0 0 SATYAM INFOWAY LTD SPONSORED ADR 804099109 445 20000 SH DEFINED 0 0 20000 SAUER-DANFOSS INC COM 804137107 1388 140600 SH DEFINED 140600 0 0 SBC COMMUNICATIONS INC COM 78387G103 13432 310575 SH DEFINED 310575 0 0 SCHERING PLOUGH CORP COM 806605101 7163 141838 SH DEFINED 141838 0 0 SCHLUMBERGER LTD COM 806857108 2426 32512 SH DEFINED 32512 0 0 SCHWAB CHARLES CORP NEW COM 808513105 4366 129845 SH DEFINED 129845 0 0 SCI SYS INC COM 783890106 756 19281 SH DEFINED 19281 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 3348 258778 SH DEFINED 258778 0 0 SCIENTIFIC ATLANTA INC COM 808655104 2087 28019 SH DEFINED 28019 0 0 SEAGRAM LTD COM 811850106 2206 38037 SH DEFINED 38037 0 0 SEALED AIR CORP NEW COM 81211K100 254 4848 SH DEFINED 4848 0 0 SEARS ROEBUCK & CO COM 812387108 657 20124 SH DEFINED 20124 0 0 SECURE COMPUTING CORP COM 813705100 780 41480 SH DEFINED 41480 0 0 SEMPRA ENERGY COM 816851109 198 11655 SH DEFINED 11655 0 0 SHERWIN WILLIAMS CO COM 824348106 198 9325 SH DEFINED 9325 0 0 SIEBEL SYS INC SB NT CV 5.5%06 826170AC6 14420 40000 SH DEFINED 40000 0 0 SIGMA ALDRICH CORP COM 826552101 141 4824 SH DEFINED 4824 0 0 SILICON GRAPHICS INC COM 827056102 7854 2094500 SH DEFINED 2094500 0 0 SLM HLDG CORP COM 78442A109 3470 92701 SH DEFINED 92701 0 0 SNAP ON INC COM 833034101 89 3342 SH DEFINED 3342 0 0 SNYDER COMMUNICATIONS INC COM SNC 832914105 17452 734800 SH DEFINED 734800 0 0 SOFTWARE COM INC COM 83402P104 8954 68946 SH DEFINED 68946 0 0 SONY CORP ADR NEW 835699307 4716 50000 SH DEFINED 0 0 50000 SOUTHERN CO COM 842587107 1549 66447 SH DEFINED 66447 0 0 SOUTHTRUST CORP COM 844730101 217 9585 SH DEFINED 9585 0 0 SOUTHWEST AIRLS CO COM 844741108 536 28312 SH DEFINED 28312 0 0 SPRINGS INDS INC CL A 851783100 31 982 SH DEFINED 0 0 982 SPRINT CORP COM FON GROUP 852061100 3982 78069 SH DEFINED 78069 0 0 SPRINT CORP PCS COM SER 1 852061506 3105 52193 SH DEFINED 0 0 52193 ST JUDE MED INC COM 790849103 4849 105698 SH DEFINED 105698 0 0 ST PAUL COS INC COM 792860108 411 12033 SH DEFINED 12033 0 0 STANLEY WKS COM 854616109 119 5028 SH DEFINED 5028 0 0 STAPLES INC COM 855030102 425 27622 SH DEFINED 27622 0 0 STARBUCKS CORP COM 855244109 403 10542 SH DEFINED 10542 0 0 STMICROELECTRONICS N V SUB LYON ZERO 09 861012AB8 6640 45480 SH DEFINED 45480 0 0 STMICROELECTRONICS N V COM 861012102 7104 110676 SH DEFINED 110676 0 0 SUMMIT BANCORP COM 866005101 246 9989 SH DEFINED 9989 0 0 SUN MICROSYSTEMS INC COM 866810104 9244 101656 SH DEFINED 101656 0 0 SUNOCO INC COM 86764P109 152 5148 SH DEFINED 5148 0 0 SUNTRUST BKS INC COM 867914103 792 17331 SH DEFINED 17331 0 0 SUPERVALU INC COM 868536103 143 7527 SH DEFINED 7527 0 0 SYMANTEC CORP COM 871503108 1917 35539 SH DEFINED 35539 0 0 SYNOVUS FINL CORP COM 87161C105 283 16051 SH DEFINED 16051 0 0 SYSCO CORP COM 871829107 800 18990 SH DEFINED 18990 0 0 TAIWAN FD INC COM 874036106 1119 58500 SH DEFINED 58500 0 0 TARGET CORP COM 87612E106 1505 25956 SH DEFINED 25956 0 0 TEKTRONIX INC COM 879131100 208 2813 SH DEFINED 2813 0 0 TELE CELULAR SUL PART S A SPON ADR PFD 879238103 669 14780 SH DEFINED 0 0 14780 TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P105 261 21774 SH DEFINED 0 0 21774 TELE SUDESTE CELULAR PART S A SPON ADR PFD 879252104 13801 452500 SH DEFINED 452500 0 0 TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 1293 47000 SH DEFINED 0 0 47000 TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 52560 2841060 SH DEFINED 2841060 0 0 TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 14119 444700 SH DEFINED 444700 0 0 TELEFONICA DEL PERU S A SPON ADR CL B 879384105 3021 265600 SH DEFINED 265600 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 33208 581328 SH DEFINED 0 0 581328 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 378 5290 SH DEFINED 0 0 5290 TELIGENT INC CL A 87959Y103 1522 64442 SH DEFINED 0 0 64442 TELLABS INC COM 879664100 10538 153979 SH DEFINED 153979 0 0 TEMPLE INLAND INC COM 879868107 126 3009 SH DEFINED 3009 0 0 TENET HEALTHCARE CORP COM 88033G100 483 17885 SH DEFINED 17885 0 0 TERADYNE INC COM 880770102 918 12493 SH DEFINED 12493 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1 20 SH DEFINED 20 0 0 TEXAS INSTRS INC COM 882508104 11828 172201 SH DEFINED 172201 0 0 TEXTRON INC COM 883203101 447 8226 SH DEFINED 8226 0 0 THOMAS & BETTS CORP COM 884315102 63 3287 SH DEFINED 3287 0 0 TIFFANY & CO NEW COM 886547108 284 4200 SH DEFINED 4200 0 0 TIME WARNER INC COM 887315109 5710 75130 SH DEFINED 75130 0 0 TIMKEN CO COM 887389104 65 3476 SH DEFINED 3476 0 0 TJX COS INC NEW COM 872540109 320 17073 SH DEFINED 17073 0 0 TORCHMARK CORP COM 891027104 180 7280 SH DEFINED 7280 0 0 TOSCO CORP COM NEW 891490302 234 8259 SH DEFINED 8259 0 0 TOYS R US INC COM 892335100 179 12323 SH DEFINED 12323 0 0 TRADER COM NV NY REGSTR CL A 89254T102 103 7300 SH DEFINED 7300 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 640 11983 SH DEFINED 0 0 11983 TRIBUNE CO NEW COM 896047107 614 17556 SH DEFINED 17556 0 0 TRW INC COM 872649108 302 6956 SH DEFINED 6956 0 0 TXU CORP COM 873168108 443 15028 SH DEFINED 15028 0 0 TYCO INTL LTD NEW COM 902124106 4545 95937 SH DEFINED 95937 0 0 U S WEST INC NEW COM 91273H101 2487 29004 SH DEFINED 29004 0 0 UNICOM CORP COM 904911104 395 10218 SH DEFINED 10218 0 0 UNILEVER N V N Y SHS NEW 904784709 3918 91107 SH DEFINED 0 0 91107 UNION CARBIDE CORP COM 905581104 380 7684 SH DEFINED 7684 0 0 UNION PAC CORP COM 907818108 524 14102 SH DEFINED 14102 0 0 UNION PLANTERS CORP COM 908068109 215 7695 SH DEFINED 7695 0 0 UNISYS CORP COM 909214108 1990 136690 SH DEFINED 136690 0 0 UNITED TECHNOLOGIES CORP COM 913017109 3930 66757 SH DEFINED 66757 0 0 UNITEDHEALTH GROUP INC COM 91324P102 787 9178 SH DEFINED 9178 0 0 UNOCAL CORP COM 915289102 462 13947 SH DEFINED 13947 0 0 UNUMPROVIDENT CORP COM 91529Y106 275 13690 SH DEFINED 13690 0 0 US AIRWAYS GROUP INC COM 911905107 148 3804 SH DEFINED 3804 0 0 US BANCORP DEL COM 902973106 826 42891 SH DEFINED 42891 0 0 UST INC COM 902911106 137 9300 SH DEFINED 9300 0 0 USX MARATHON GROUP COM NEW 902905827 447 17841 SH DEFINED 17841 0 0 USX-U S STL COM 90337T101 93 4993 SH DEFINED 4993 0 0 V F CORP COM 918204108 154 6456 SH DEFINED 6456 0 0 VA LINUX SYSTEMS INC COM 91819B105 520 12100 SH DEFINED 12100 0 0 VALENTIS INC COM 91913E104 3791 322667 SH DEFINED 322667 0 0 VENTRO CORP SUB NT CONV 6%07 922815AA3 1166 30000 SH DEFINED 30000 0 0 VERISIGN INC COM 92343E102 30909 175123 SH DEFINED 175123 0 0 VERITAS SOFTWARE CO COM 923436109 10240 90606 SH DEFINED 90606 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 471 4474 SH DEFINED 4474 0 0 VIACOM INC CL B 925524308 3935 57704 SH DEFINED 0 0 57704 VIROPHARMA INC SB NT CV 144A 07 928241AA6 1838 50000 SH DEFINED 50000 0 0 VITESSE SEMICONDUCTOR CORP COM 928497106 10969 149115 SH DEFINED 149115 0 0 VODAFONE AIRTOUCH PLC SPONSORED ADR 92857T107 5593 134982 SH DEFINED 0 0 134982 VULCAN MATLS CO COM 929160109 248 5803 SH DEFINED 5803 0 0 WACHOVIA CORP COM 929771103 1203 22166 SH DEFINED 22166 0 0 WAL MART STORES INC COM 931142103 11051 191775 SH DEFINED 191775 0 0 WALGREEN CO COM 931422109 1851 57521 SH DEFINED 57521 0 0 WASTE MGMT INC DEL COM 94106L109 3916 206121 SH DEFINED 206121 0 0 WATSON PHARMACEUTICALS INC COM 942683103 296 5514 SH DEFINED 5514 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 252 3485 SH DEFINED 3485 0 0 WELLS FARGO & CO NEW COM 949746101 3556 91763 SH DEFINED 91763 0 0 WENDYS INTL INC COM 950590109 116 6536 SH DEFINED 6536 0 0 WESTERN WIRELESS CORP CL A 95988E204 547 10037 SH DEFINED 0 0 10037 WESTFIELD AMER INC COM 959910100 1825 135800 SH DEFINED 135800 0 0 WESTVACO CORP COM 961548104 145 5834 SH DEFINED 5834 0 0 WEYERHAEUSER CO COM 962166104 573 13321 SH DEFINED 13321 0 0 WHIRLPOOL CORP COM 963320106 197 4232 SH DEFINED 4232 0 0 WILLAMETTE INDS INC COM 969133107 173 6344 SH DEFINED 6344 0 0 WILLIAMS COS INC DEL COM 969457100 1052 25246 SH DEFINED 25246 0 0 WINN DIXIE STORES INC COM 974280109 118 8226 SH DEFINED 8226 0 0 WORLDCOM INC GA NEW COM 98157D106 9504 207180 SH DEFINED 207180 0 0 WORTHINGTON INDS INC COM 981811102 52 4935 SH DEFINED 4935 0 0 WRIGLEY WM JR CO COM 982526105 524 6540 SH DEFINED 6540 0 0 XEROX CORP COM 984121103 9665 465761 SH DEFINED 465761 0 0 XILINX INC COM 983919101 11236 136087 SH DEFINED 136087 0 0 YAHOO INC COM 984332106 12326 99505 SH DEFINED 99505 0 0 YOUNG & RUBICAM INC COM 987425105 33687 589074 SH DEFINED 589074 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 714 18400 SH DEFINED 0 0 18400 3COM CORP COM 885535104 9475 164428 SH DEFINED 164428 0 0 APP FIN VI MAURITIUS LTD LYONS NT ZERO 12 00202NAA3 5722 326950 SH DEFINED 04 02 0 0 326950 BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 791 65200 SH DEFINED 04 02 0 0 65200 HITACHI LIMITED ADR 10 COM 433578507 778 5400 SH DEFINED 04 02 0 0 5400 HUANENG PWR INTL INC NT CONV 1.75%04 443304AA8 114 1120 SH DEFINED 04 02 0 0 1120 KOREA ELECTRIC PWR US$ SRDB CV 5%01 500631AF3 5460 60000 SH DEFINED 04 02 0 0 60000 MBL INTL FIN BERMUDA TR GTD NT EXCH 3%02 55262XAA2 68753 763920 SH DEFINED 04 02 0 0 763920 TAIWAN FD INC COM 874036106 1119 58500 SH DEFINED 04 02 58500 0 0