UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13 (F) COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
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: American Express Financial Corporation
Address: IDS Tower 10
Minneapolis, MN 55440-0010
Form 13F File Number: 28-139
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: John Knight
Title: V.P. Investment Accounting
Phone: 612-671-3618
Signature, Place, and Date of Signing:
/s/ John Knight Minneapolis, MN Febuary 9, 2000
- ------------------- ------------------ --------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ x ] 13F COMBINATION REPORT.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 3225
Form 13F Information Table Value Total: $100353137 (thousands)
List of Other Included Managers:
No. 13F File Number Name
- -------------------- -----------------------------------------
01 28-698 American Express Company
02 28-2069 IDS Advisory Group, Inc.
03 28-1151 American Express Trust Company
04 28-140 IDS Certificate Company
05 28-143 IDS Life Insurance Company
06 IDS Life Insurance Company of New York
07 American Partners Life Insurance Company
08 American Centurion Life Assurance Company
09 American Enterprise Life Insurance Company
10 28-6558 American Express Asset Management International
11 28-6560 American Express Asset Management Limited
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAPT COMM. LTD. ORD AU;AAP COM 000360990 5255 1644000 SH SHARED 01 1644000 0 0
AAPT COMM. LTD. ORD AU;AAP COM 000360990 8001 2503000 SH SHARED 01 05 0 2503000 0
AAR CORP COM 000361105 1396 77570 SH SHARED 01 77570 0 0
ADC TELECOM COM 000886101 157118 3746486 SH SHARED 01 03 0 3746486 0
AFC CABLE SYSTEMS IN COM 000950105 1440 33866 SH SHARED 01 33866 0 0
AFC CABLE SYSTEMS IN COM 000950105 282 6634 SH SHARED 01 05 0 6634 0
ABM INDUSTRIES INC COM 000957100 1578 62200 SH SHARED 01 62200 0 0
AFLAC CORP COM 001055102 12269 293000 SH SHARED 01 293000 0 0
AFLAC CORP COM 001055102 3145 75100 SH SHARED 01 03 0 75100 0
AES CORP COM 00130H105 3164 53620 SH SHARED 01 03 0 53620 0
AK STEEL METALS COM 001547108 15057 825000 SH SHARED 01 825000 0 0
AM FM INC COM 001693100 10349 170000 SH SHARED 01 170000 0 0
AMR CORP DEL COM 001765106 183758 3371700 SH SHARED 01 3371700 0 0
AMR CORP DEL COM 001765106 11188 205230 SH SHARED 01 02 0 205230 0
AMR CORP DEL COM 001765106 3882 71221 SH SHARED 01 03 0 71221 0
AMR CORP DEL COM 001765106 16715 306690 SH SHARED 01 05 0 306690 0
AT&T CORPOCK COM 001957109 579540 13322716 SH SHARED 01 13255716 67000 0
AT&T CORP COM 001957109 54394 1250137 SH SHARED 01 02 0 1250137 0
AT&T CORP COM 001957109 44460 1022065 SH SHARED 01 03 0 1022065 0
AT&T CORPOCK COM 001957109 103280 2374242 SH SHARED 01 05 188600 2185642 0
AT&T - LIBERTY MEDIA COM 001957208 10770 290110 SH SHARED 01 0 290110 0
ASIA PLP&PRP PFD-B PRF 00202RAB2 14983 28005 SH SHARED 01 28005 0 0
ASIA PLP&PRP PFD-B PRF 00202RAB2 2180 4075 SH SHARED 01 05 0 4075 0
AXA FINANCIAL INC COM 002451102 1 22 SH SHARED 01 05 0 22 0
ABBOTT LABS COM 002824100 3314 90178 SH SHARED 01 02 0 90178 0
ABBOTT LABS COM 002824100 15610 424753 SH SHARED 01 03 0 424753 0
ABERCROMBIE & FITCH COM 002896207 14647 430000 SH SHARED 01 430000 0 0
ABERCROMBIE & FITCH COM 002896207 20529 602650 SH SHARED 01 02 0 602650 0
ABERCROMBIE & FITCH COM 002896207 228 6700 SH SHARED 01 03 0 6700 0
ABERCROMBIE & FITCH COM 002896207 29771 874000 SH SHARED 01 05 220000 654000 0
ABER RESOURCES COM 002916104 626 100000 SH SHARED 01 100000 0 0
ACACIA RESOURCES LTD AU;AAA/$A COM 003900990 3695 2000000 SH SHARED 01 2000000 0 0
ACCLAIM ENTERTAINMENT INC COM 004325205 95 12473 SH SHARED 01 12473 0 0
ACCLAIM ENTERTAINMENT INC COM 004325205 148 19427 SH SHARED 01 05 0 19427 0
ACME COMMUN COM 004631107 174 7600 SH SHARED 01 02 0 7600 0
ACME COMMUN COM 004631107 193 8400 SH SHARED 01 03 0 8400 0
ACME COMMUN COM 004631107 2300 100000 SH SHARED 01 05 100000 0 0
ACTION PERFORMANCE COM 004933107 1014 48140 SH SHARED 01 48140 0 0
ACTEL CORP COM 004934105 1848 97294 SH SHARED 01 69294 28000 0
ACTEL CORP COM 004934105 253 13306 SH SHARED 01 05 0 13306 0
ACXIOM CORP COM 005125109 5672 288562 SH SHARED 01 288562 0 0
ACXIOM CORP COM 005125109 286 14558 SH SHARED 01 05 0 14558 0
ADAC LABS COM 005313200 563 57340 SH SHARED 01 57340 0 0
ADAPTIVE BROADBAND COM 00650M104 1388 41420 SH SHARED 01 41420 0 0
ADAPTEC INC COM 00651F108 6152 155000 SH SHARED 01 155000 0 0
ADAPTEC INC COM 00651F108 1139 28690 SH SHARED 01 03 0 28690 0
ADELPHIA COMM - CL A COM 006848105 38522 655000 SH SHARED 01 655000 0 0
ADELPHIA COMM - CL A COM 006848105 44756 761000 SH SHARED 01 05 150000 611000 0
ADELPHIA CVT PFD PRF 006848402 24376 138500 SH SHARED 01 138500 0 0
ADELPHIA CVT PFD PRF 006848402 1681 9550 SH SHARED 01 05 0 9550 0
ADMINISTAFF COM 007094105 20967 693126 SH SOLE 01 20967 0 0
ADOBE SYSTEMS INC COM 00724F101 1917 16887 SH SHARED 01 03 0 16887 0
ADVANCED FIBRE COMM COM 00754A105 12861 578000 SH SHARED 01 578000 0 0
ADVANCED TISSUE SCI COM 00755F103 454 147560 SH SHARED 01 147560 0 0
ADVEST GROUP COM 007566102 915 50100 SH SHARED 01 50100 0 0
ADVEST GROUP COM 007566102 7 400 SH SHARED 01 05 0 400 0
ADVO INC COM 007585102 1290 64705 SH SHARED 01 64705 0 0
ADVO INC COM 007585102 155 7795 SH SHARED 01 05 0 7795 0
ADVANTICA REST COM 00758B109 192 63290 SH SHARED 01 03 0 63290 0
ADVANCED MICRO DEV COM 007903107 677 39383 SH SHARED 01 03 0 39383 0
ADVANCED ENERGY IND COM 007973100 3088 100000 SH SHARED 01 05 100000 0 0
AETNA #4 (037) COM 008104XX4 164 13722 SH SHARED 01 03 0 13722 0
AETNA INC COM 008117103 1959 39770 SH SHARED 01 03 0 39770 0
AFL/CIO UNITS OF COM 008270993 499 460 SH SHARED 01 02 0 460 0
AGILE SOFTWARE CORP COM 00846X105 3840 60000 SH SHARED 01 05 60000 0 0
AGNICO-EAGLE CA;AGE COM 008475998 769 100000 SH SHARED 01 100000 0 0
AGRIBRANDS INTL COM 00849R105 1471 29640 SH SHARED 01 29640 0 0
AIR EXPRESS INTL COM 009104100 2142 94420 SH SHARED 01 94420 0 0
AIR PROD & CHEM COM 009158106 51418 1769200 SH SHARED 01 1769200 0 0
AIR PROD & CHEM COM 009158106 2920 100510 SH SHARED 01 03 0 100510 0
AIR PROD & CHEM COM 009158106 3 90 SH SHARED 01 05 0 90 0
AIRGATE PCS INC COM 009367103 274 11000 SH SHARED 01 11000 0 0
AIRGATE PCS INC COM 009367103 602 24200 SH SHARED 01 05 7900 16300 0
PRF 009367AB9 9102 16700 SH SHARED 01 16700 0 0
PRF 009367AB9 1799 3300 SH SHARED 01 05 0 3300 0
AIRONET WIRELESS COM COM 00943A107 5250 250000 SH SHARED 01 05 250000 0 0
ALASKA AIRGROUP COM 011659109 2189 53800 SH SHARED 01 53800 0 0
ALASKA AIRGROUP COM 011659109 3283 80700 SH SHARED 01 05 0 80700 0
ALBERTO CULVER COM 013068101 335 14484 SH SHARED 01 03 0 14484 0
ALBERTSONS INC COM 013104104 4591 116043 SH SHARED 01 03 0 116043 0
ALBERTSONS INC COM 013104104 1 20 SH SHARED 01 05 0 20 0
ALCAN ALUMINIUM LTD COM 013716105 1933 61841 SH SHARED 01 03 0 61841 0
ALCOA INC COM 013817101 37238 600000 SH SHARED 01 600000 0 0
ALCOA INC COM 013817101 6455 104007 SH SHARED 01 03 0 104007 0
ALIGN-RITE INTERNATL COM 016251100 1881 100000 SH SHARED 01 05 100000 0 0
ALKERMES INC COM 01642T108 5907 205000 SH SHARED 01 205000 0 0
ALKERMES INC COM 01642T108 9076 315000 SH SHARED 01 05 0 315000 0
ALLEGHENY ENERGY COM 017361106 40243 1265000 SH SHARED 01 1265000 0 0
ALLEGHENY TELEDYNE COM 017415100 789 46728 SH SHARED 01 03 0 46728 0
ALLEGIEANCE TELECOM COM 01747T102 28780 546900 SH SHARED 01 546900 0 0
ALLEGIEANCE TELECOM COM 01747T102 37337 709500 SH SHARED 01 05 200000 509500 0
ALLEGIANCE TELC WTS EXER 2/3/9 COM 01747T110 2132 30450 SH SHARED 01 30450 0 0
ALLEGIANCE TELC WTS EXER 2/3/9 COM 01747T110 519 7400 SH SHARED 01 05 0 7400 0
ALLEN TELECOM INC COM 018091108 750 76900 SH SHARED 01 76900 0 0
ALLERGAN INC COM 018490102 4400 40000 SH SHARED 01 40000 0 0
ALLERGAN INC COM 018490102 2025 18411 SH SHARED 01 03 0 18411 0
ALLIANCE CAP MGMT COM 018548107 27575 1005000 SH SHARED 01 1005000 0 0
ALLIANCE CAP MGMT COM 018548107 22 786 SH SHARED 01 05 0 786 0
ALLIANCE PHARMACEUTI COM 018773101 618 122170 SH SHARED 01 122170 0 0
ALLIANT ENERGY CORP COM 018802108 59062 2133181 SH SHARED 01 03 0 2133181 0
ALLIANT TECHSYSTEMS COM 018804104 3966 57212 SH SHARED 01 57212 0 0
ALLIANT TECHSYSTEMS COM 018804104 428 6168 SH SHARED 01 05 0 6168 0
ALLIED CAPITAL COM 01903Q108 12734 567550 SH SHARED 01 567550 0 0
ALLIED CAPITAL COM 01903Q108 10 480 SH SHARED 01 05 0 480 0
ALLIED IRISH BANKS COM 019223999 773 64002 SH SHARED 01 64002 0 0
ALLIED SIGNAL INC COM 019512102 324999 5422300 SH SHARED 01 5292500 129800 0
ALLIED SIGNAL INC COM 019512102 170026 2836526 SH SHARED 01 02 0 2836526 0
ALLIED SIGNAL INC COM 019512102 13495 225149 SH SHARED 01 03 0 225149 0
ALLIED SIGNAL INC COM 019512102 99292 1656580 SH SHARED 01 05 0 1656580 0
ALLIED WASTE IND COM 019589308 449 38400 SH SHARED 01 0 38400 0
ALLIED WASTE IND COM 019589308 2449 209630 SH SHARED 01 02 0 209630 0
ALLIED WASTE IND COM 019589308 614 52560 SH SHARED 01 03 0 52560 0
ALLSTATE CORP COM 020002101 9278 372050 SH SHARED 01 372050 0 0
ALLSTATE CORP COM 020002101 5745 230398 SH SHARED 01 03 0 230398 0
ALLTEL CORP COM 020039103 53627 762000 SH SHARED 01 750000 12000 0
ALLTEL CORP COM 020039103 6028 85654 SH SHARED 01 03 0 85654 0
ALLTEL CORP COM 020039103 5 70 SH SHARED 01 05 0 70 0
ALLTEL 7.75 $100 PAR PREFERRED STOCK 0200392*3 1558 15422 SH SHARED 01 04 0 15422 0
ALPHA INDUSTRIES COM 020753109 5837 103497 SH SHARED 01 103497 0 0
ALPHA INDUSTRIES COM 020753109 645 11423 SH SHARED 01 05 0 11423 0
ALPHARMA INC CL A COM 020813101 5603 158670 SH SHARED 01 158670 0 0
ALPHARMA INC CL A COM 020813101 335 9470 SH SHARED 01 05 0 9470 0
ALPS ELECTRONIC COM 021095997 10733 515000 SH SHARED 01 515000 0 0
ALPS ELECTRONIC COM 021095997 16089 772000 SH SHARED 01 05 0 772000 0
ALTERA CORPK COM 021441100 41886 965652 SH SHARED 01 947652 18000 0
ALTERA CORP COM 021441100 52012 1199100 SH SHARED 01 02 0 1199100 0
ALTERA CORP COM 021441100 577 13300 SH SHARED 01 03 0 13300 0
ALTERA CORPK COM 021441100 22556 520000 SH SHARED 01 05 140000 380000 0
ALZA COM 022615108 685 16000 SH SHARED 01 0 16000 0
ALZA COM 022615108 15855 370350 SH SHARED 01 02 0 370350 0
ALZA COM 022615108 2278 53217 SH SHARED 01 03 0 53217 0
AMAZON COM INC COM 023135106 23367 293000 SH SHARED 01 293000 0 0
AMAZON COM INC COM 023135106 2201 27600 SH SHARED 01 02 0 27600 0
AMAZON COM INC COM 023135106 47850 600000 SH SHARED 01 05 0 600000 0
AMCAST INDL CORP COM 023395106 343 25800 SH SHARED 01 25800 0 0
AMCOL INTL CORP COM 02341W103 1120 75900 SH SHARED 01 75900 0 0
AMERADA HESS COM 023551104 1489 24318 SH SHARED 01 03 0 24318 0
AMEREN CORP COM 023608102 1427 37744 SH SHARED 01 03 0 37744 0
AMERICA ON-LINE COM 02364J104 584629 5621425 SH SHARED 01 5558525 62900 0
AMERICA ON-LINE COM 02364J104 2073 38440 SH SOLE 01 2073 0 0
AMERICA ON-LINE COM 02364J104 120312 1156887 SH SHARED 01 02 0 1156887 0
AMERICA ON-LINE COM 02364J104 35387 340257 SH SHARED 01 03 0 340257 0
AMERICA ON-LINE AOL COM 02364J104 156042 1500410 SH SHARED 01 05 289000 1211410 0
AMERICA WEST HLDG CP COM 023657208 1194 69000 SH SHARED 01 69000 0 0
AMERICA WEST HLDG CP COM 023657208 10 600 SH SHARED 01 05 0 600 0
AMER AXLE & MFG HDGS COM 024061103 6095 427700 SH SHARED 01 427700 0 0
AMERICAN ELEC PWR COM 025537101 1820 53319 SH SHARED 01 03 0 53319 0
AMERICAN EAGLE OUTFI COM 02553E106 22039 455000 SH SHARED 01 455000 0 0
AMERICAN EAGLE OUTFI COM 02553E106 32606 673150 SH SHARED 01 02 0 673150 0
AMERICAN EAGLE OUTFI COM 02553E106 337 6950 SH SHARED 01 03 0 6950 0
AMERICAN EAGLE OUTFI COM 02553E106 32551 672000 SH SHARED 01 05 200000 472000 0
AMERICAN EXPRESS COM 025816109 1112227 8261664 SH SHARED 01 03 0 8261664 0
AXP GLOBAL BAL. FUND COM 025819962 1785 78457166 SH SHARED 01 0 78457166 0
AMERICAN FREIGHTWAYS COM 02629V108 1634 89840 SH SHARED 01 89840 0 0
AMER GENERAL CORP COM 026351106 235819 3732050 SH SHARED 01 3531050 201000 0
AMER GENERAL CORP COM 026351106 48105 761303 SH SHARED 01 02 0 761303 0
AMER GENERAL CORP COM 026351106 8459 133863 SH SHARED 01 03 0 133863 0
AMER GENERAL CORP COM 026351106 12706 201087 SH SHARED 01 05 0 201087 0
AM GREETINGS CL A COM 026375105 438 17007 SH SHARED 01 03 0 17007 0
AMER HOME PRODUCTS COM 026609107 122737 2957476 SH SHARED 01 2591430 366046 0
AMER HOME PRODUCTS COM 026609107 125154 3015438 SH SHARED 01 02 0 3015438 0
AMER HOME PRODUCTS COM 026609107 18428 444019 SH SHARED 01 03 0 444019 0
AMER HOME PRODUCTS COM 026609107 45 1053 SH SHARED 01 05 0 1053 0
AMERICAN INTL GROUP COM 026874107 776285 8929224 SH SHARED 01 8604599 324625 0
AMERICAN INTL GROUP COM 026874107 182480 2099020 SH SHARED 01 02 0 2099020 0
AMERICAN INTL GROUP COM 026874107 44150 507834 SH SHARED 01 03 0 507834 0
AMERICAN INTL GROUP COM 026874107 205378 2362360 SH SHARED 01 05 350000 2012360 0
AMERICAN MANAGEMENT COM 027352103 5944 231677 SH SHARED 01 231677 0 0
AMERICAN MANAGEMENT COM 027352103 621 24203 SH SHARED 01 05 0 24203 0
AMERICAN MEDICAL SEC COM 02744P101 1411 217080 SH SHARED 01 03 0 217080 0
AMERICAN MOB SAT WTS EXP 4/1/0 COM 02755R111 320 8000 SH SHARED 01 8000 0 0
AMERICAN MOB SAT WTS EXP 4/1/0 COM 02755R111 140 3500 SH SHARED 01 05 0 3500 0
AMERICAN NATL CAN COM 027714104 22138 1400000 SH SHARED 01 1400000 0 0
AMERICAN NATL CAN COM 027714104 18 1130 SH SHARED 01 05 0 1130 0
AMER PWR CONVERSION COM 029066107 1208 63600 SH SHARED 01 02 0 63600 0
AMER PWR CONVERSION COM 029066107 1537 80900 SH SHARED 01 03 0 80900 0
AMER PWR CONVERSION CORP COM 029066107 62890 3310000 SH SHARED 01 05 0 3310000 0
AMERICAN RESTAURANT 12 8/15/ PRF 029309408 3920 3920 SH SHARED 01 3920 0 0
AMERICAN RESTAURANT 12 8/15/ PRF 029309408 528 528 SH SHARED 01 05 0 528 0
AMERICAN STD CO COM 029712106 55068 1435000 SH SHARED 01 1435000 0 0
AMERICAN STD CO COM 029712106 1101 28700 SH SHARED 01 03 0 28700 0
AMERICAN STS WATER COM 029899101 831 25100 SH SHARED 01 25100 0 0
AMERICAN TOWER CORP COM 029912201 489 25000 SH SHARED 01 0 25000 0
AMERICAN TOWER CORP COM 029912201 5869 300000 SH SHARED 01 05 300000 0 0
AMERICAN WATERWORKS COM 030411102 13022 450000 SH SHARED 01 450000 0 0
AMERICREDIT CORP COM 03060R101 26403 1767560 SH SHARED 01 1767560 0 0
AMERISOURCE AAS COM 03071P102 8291 350000 SH SHARED 01 05 0 350000 0
AMES DEPT STORES COM 030789507 4169 130808 SH SHARED 01 130808 0 0
AMES DEPT STORES COM 030789507 298 9352 SH SHARED 01 05 0 9352 0
AMERITECH CORP COM 030954101 345243 5138500 SH SHARED 01 5138500 0 0
AMERITECH CORP COM 030954101 43059 640835 SH SHARED 01 02 0 640835 0
AMERITECH CORP COM 030954101 24898 370580 SH SHARED 01 03 0 370580 0
AMERITECH CORP COM 030954101 6796 101143 SH SHARED 01 05 100000 1143 0
AMGEN INC COM 031162100 97278 1193600 SH SHARED 01 1106700 86900 0
AMGEN INC COM 031162100 159694 1959412 SH SHARED 01 02 0 1959412 0
AMGEN INC COM 031162100 13927 170893 SH SHARED 01 03 0 170893 0
AMGEN INCOCK COM 031162100 85595 1050245 SH SHARED 01 05 0 1050245 0
AMRESCO AMRESCO COM 031909104 417 139110 SH SHARED 01 139110 0 0
AMSOUTH BANCORPORATI COM 032165102 1137 48530 SH SHARED 01 03 0 48530 0
AMTRAN INC COM 03234G106 975 51960 SH SHARED 01 51960 0 0
AMTRAN INC AMTR COM 03234G106 185 9840 SH SHARED 01 05 0 9840 0
ANADARKO PETRO CORP COM 032511107 100643 3293000 SH SHARED 01 3100000 193000 0
ANADARKO PETRO CORP COM 032511107 32423 1060900 SH SHARED 01 02 0 1060900 0
ANADARKO PETRO CORP COM 032511107 2158 70598 SH SHARED 01 03 0 70598 0
ANADARKO PETRO CORP COM 032511107 85606 2801020 SH SHARED 01 05 800000 2001020 0
ANALOG DEVICES COM 032654105 6919 135000 SH SHARED 01 135000 0 0
ANALOG DEVICES COM 032654105 419 8150 SH SHARED 01 02 0 8150 0
ANALOG DEVICES COM 032654105 538 10500 SH SHARED 01 03 0 10500 0
ANALOGIC COM 032657207 1122 35560 SH SHARED 01 35560 0 0
ANALYSTS INTERNATION COM 032681108 655 63170 SH SHARED 01 63170 0 0
ANCHOR BANCORP COM 032839102 2041 125610 SH SHARED 01 125610 0 0
ANCHOR BANCORP COM 032839102 7 400 SH SHARED 01 05 0 400 0
ANCHOR GAMING COM 033037102 2163 36356 SH SHARED 01 36356 0 0
ANCHOR GAMING COM 033037102 257 4324 SH SHARED 01 05 0 4324 0
ANDREW CORP COM 034425108 19113 1100000 SH SHARED 01 1100000 0 0
ANDREW CORP COM 034425108 189 10800 SH SHARED 01 02 0 10800 0
ANDREW CORP COM 034425108 381 21940 SH SHARED 01 03 0 21940 0
ANDREW CORP COM 034425108 6610 380375 SH SHARED 01 05 380000 375 0
ANGELICA CORP COM 034663104 282 24500 SH SHARED 01 24500 0 0
ANGLO AMERICAN PLATINU COM 034670992 1326 50000 SH SHARED 01 50000 0 0
ANHEUSER BUSCH CO COM 035229103 2284 32600 SH SHARED 01 32600 0 0
ANHEUSER BUSCH CO COM 035229103 9276 132390 SH SHARED 01 03 0 132390 0
ANIXTER INTL INC COM 035290105 5131 220705 SH SHARED 01 220705 0 0
ANIXTER INTL INC COM 035290105 26 1100 SH SHARED 01 05 0 1100 0
ANNTAYLOR STORES COR COM 036115103 20215 494560 SH SHARED 01 494560 0 0
ANNTAYLOR STORES COR COM 036115103 926 22649 SH SHARED 01 03 0 22649 0
ANNTAYLOR STORES COR COM 036115103 27763 679220 SH SHARED 01 05 150000 529220 0
AON CORP COM 037389103 2374 80321 SH SHARED 01 03 0 80321 0
APACHE CORP COM 037411105 22052 510600 SH SHARED 01 510600 0 0
APACHE CORP COM 037411105 895 20730 SH SHARED 01 02 0 20730 0
APACHE CORP COM 037411105 2627 60848 SH SHARED 01 03 0 60848 0
APACHE CORP COM 037411105 27429 635110 SH SHARED 01 05 173000 462110 0
APAM HIGH PERF CAP COM 037461993 4272 10000 SH SHARED 01 05 0 10000 0
APEX INC COM 037548104 1157 61900 SH SHARED 01 61900 0 0
APEX INC COM 037548104 105 5600 SH SHARED 01 05 0 5600 0
APOGEE ENTERPRISES COM 037598109 545 77500 SH SHARED 01 77500 0 0
APOLLO GROUP INC -C COM 037604105 38025 1800000 SH SHARED 01 1800000 0 0
APOLLO GROUP INC -C COM 037604105 190 9000 SH SHARED 01 02 0 9000 0
APOLLO GROUP INC -C COM 037604105 13 600 SH SHARED 01 05 0 600 0
APPALACHIAN PWR $100 PREFERRED STOCK 037735834 3077 30000 SH SHARED 01 04 0 30000 0
APPALACHIAN PWR $100 PREFERRED STOCK 037735842 1032 10000 SH SHARED 01 04 0 10000 0
APPLE COMPUTER COM 037833100 4115 65000 SH SHARED 01 65000 0 0
APPLE COMPUTER COM 037833100 2834 44767 SH SHARED 01 03 0 44767 0
APPLEBEES INTL INC COM 037899101 2702 80200 SH SHARED 01 80200 0 0
APRIA HEALTHCARE GRO COM 037933108 2014 120250 SH SHARED 01 120250 0 0
APRIA HEALTHCARE GRO COM 037933108 17 1000 SH SHARED 01 05 0 1000 0
APPLIED IND TECHNOLO COM 03820C105 1093 60700 SH SHARED 01 60700 0 0
APPLIED MATERIALS COM 038222105 392996 5046500 SH SHARED 01 5046500 0 0
APPLIED MATERIALS COM 038222105 733 9410 SH SHARED 01 02 0 9410 0
APPLIED MATERIALS COM 038222105 8157 104744 SH SHARED 01 03 0 104744 0
APPLIED MATERIALS COM 038222105 73088 938546 SH SHARED 01 05 630800 307746 0
APPLIED POWER CL A COM 038225108 3331 109655 SH SHARED 01 109655 0 0
APPLIED POWER CL A COM 038225108 986 32476 SH SHARED 01 03 0 32476 0
APTARGROUP INC COM 038336103 4646 173660 SH SHARED 01 173660 0 0
APTARGROUP INC COM 038336103 16 600 SH SHARED 01 05 0 600 0
AQUARION CO COM 03838W101 1152 32110 SH SHARED 01 32110 0 0
ARCHER DANIELS MDLND COM 039483102 2030 166592 SH SHARED 01 03 0 166592 0
ARCTIC CAT INC COM 039670104 693 72460 SH SHARED 01 72460 0 0
ARENA BRANDS HLD CRP ARENA BRA COM 03999M207 2556 111111 SH SHARED 01 111111 0 0
ARGENTINA WT 12/3/99 WARRANT 040114118 3 11500 SH SHARED 01 11500 0 0
ARGENTINA WT 12/3/99 COM 040114118 1 5500 SH SHARED 01 05 0 5500 0
ARIBA COM 04033V104 145 1000 SH SHARED 01 1000 0 0
ARKANSAS BEST CORP COM 040790107 681 55000 SH SHARED 01 55000 0 0
ARMCO INC COM 042170100 248 35475 SH SHARED 01 03 0 35475 0
ARMSTRONG WORLD IND COM 042476101 519 11554 SH SHARED 01 03 0 11554 0
ARTESYN TECHNOLOGIES COM 043127109 2007 105830 SH SHARED 01 105830 0 0
ASAHI CHEMICAL ORD JP;3407 COM 043389998 17108 3080000 SH SHARED 01 3080000 0 0
ASAHI CHEMICAL ORD JP;3407 COM 043389998 28084 5056000 SH SHARED 01 05 0 5056000 0
ASARCO INC COM 043413103 281 10472 SH SHARED 01 03 0 10472 0
ASHANTI GOLDFLDS-GDR COM 043743202 1575 200000 SH SHARED 01 200000 0 0
ASHFORD.COM INC COM 044093102 516 56000 SH SHARED 01 56000 0 0
ASHFORD.COM INC COM 044093102 1176 127500 SH SHARED 01 05 40000 87500 0
ASHLAND INC COM 044204105 585 17395 SH SHARED 01 03 0 17395 0
ASHWORTH INC COM 04516H101 188 39500 SH SHARED 01 39500 0 0
ASPECT DEV COM 045234101 15188 600000 SH SHARED 01 600000 0 0
ASPECT TELECOMMUNICA COM 045237104 2266 133560 SH SHARED 01 133560 0 0
ASPEN TECH COM 045327103 684 70200 SH SHARED 01 70200 0 0
AT HOME CORP SER A COM 045919107 128 3082 SH SHARED 01 3082 0 0
ASSOC FIRST CORP COM 046008108 121282 3368926 SH SHARED 01 3116826 252100 0
ASSOC FIRST CORP COM 046008108 73664 2046234 SH SHARED 01 02 0 2046234 0
ASSOC FIRST CORP COM 046008108 9699 269427 SH SHARED 01 03 0 269427 0
ASSOC FIRST CORP COM 046008108 64829 1800810 SH SHARED 01 05 600000 1200810 0
ASTEC INDS INC COM 046224101 2656 110089 SH SHARED 01 110089 0 0
ASTEC INDS INC COM 046224101 289 11971 SH SHARED 01 05 0 11971 0
ASUSTEK 144A GDR COM 04648R100 3928 295309 SH SHARED 01 295309 0 0
ATLANTIC COAST AIRLI COM 048396105 931 52445 SH SHARED 01 52445 0 0
ATLANTIC RICHFIELD COM 048825103 8001 90280 SH SHARED 01 03 0 90280 0
ATLAS AIR INC COM 049164106 1177 53789 SH SHARED 01 53789 0 0
ATLAS AIR INC COM 049164106 189 8611 SH SHARED 01 05 0 8611 0
ATMOS ENERGY CORP COM 049560105 2124 88040 SH SHARED 01 88040 0 0
AUSPEX ASPX COM 052116100 646 72760 SH SHARED 01 72760 0 0
AUTHENTIC FITNESS COM 052661105 2628 149660 SH SHARED 01 149660 0 0
AUTHENTIC FITNESS COM 052661105 12 700 SH SHARED 01 05 0 700 0
AUTO DESK COM 052769106 344 15747 SH SHARED 01 03 0 15747 0
AUTOMATIC DATA PROC. COM 053015103 7783 174420 SH SHARED 01 03 0 174420 0
AUTONATION INC AN COM 05329W102 8794 700000 SH SHARED 01 05 0 700000 0
AUTOZONE COM 053332102 3119 111128 SH SHARED 01 02 0 111128 0
AUTOZONE COM 053332102 1154 41114 SH SHARED 01 03 0 41114 0
AVERY DENNISON CORP COM 053611109 1683 31900 SH SHARED 01 03 0 31900 0
AVIATION SALES CO COM 053672101 19804 1042310 SH SHARED 01 1042310 0 0
AVID TECH COM 05367P100 890 67780 SH SHARED 01 67780 0 0
AVON PRODUCTS COM 054303102 62031 2500000 SH SHARED 01 2500000 0 0
AVON PRODUCTS COM 054303102 1845 74339 SH SHARED 01 03 0 74339 0
AVON PRODUCTS COM 054303102 21 830 SH SHARED 01 05 0 830 0
AZTAR CORP COM 054802103 3842 374800 SH SHARED 01 374800 0 0
AZTAR CORP COM 054802103 26 2500 SH SHARED 01 05 0 2500 0
BB&T CORP COM 054937107 301 9273 SH SHARED 01 02 0 9273 0
BB&T CORP COM 054937107 2829 87386 SH SHARED 01 03 0 87386 0
AZURIX CORP COM 05501M104 22344 1300000 SH SHARED 01 05 0 1300000 0
BCE INC COM 05534B109 61360 1231800 SH SHARED 01 1231800 0 0
BCE INC COM 05534B109 17773 356800 SH SHARED 01 05 31800 325000 0
BRITISH GAS PLC COM 055434955 40607 7067605 SH SHARED 01 7067605 0 0
BRITISH GAS PLC COM 055434955 20971 3649959 SH SHARED 01 05 0 3649959 0
BISYS GROUP COM 055472104 4889 104228 SH SHARED 01 104228 0 0
BISYS GROUP COM 055472104 715 15250 SH SHARED 01 02 0 15250 0
BISYS GROUP COM 055472104 919 19600 SH SHARED 01 03 0 19600 0
BISYS GROUP COM 055472104 300 6412 SH SHARED 01 05 0 6412 0
BJ'S WHOLESALE CLUB COM 05548J106 3593 121530 SH SHARED 01 03 0 121530 0
BMW ORD ORD DE;BM COM 055501993 36397 1290742 SH SHARED 01 1290742 0 0
BMC INDUSTRIES COM 055607105 937 76100 SH SHARED 01 76100 0 0
BP AMOCO PLC ADR COM 055622104 55509 500930 SH SHARED 01 400000 100930 0
BP AMOCO PLC ADR COM 055622104 29 264 SH SHARED 01 02 0 264 0
BMC SOFTWARE INC COM 055921100 267358 3736000 SH SHARED 01 3736000 0 0
BMC SOFTWARE INC COM 055921100 116619 1629635 SH SHARED 01 02 0 1629635 0
BMC SOFTWARE INC COM 055921100 11524 161013 SH SHARED 01 03 0 161013 0
BMC SOFTWARE INC COM 055921100 124341 1737506 SH SHARED 01 05 335000 1402506 0
BAKER HUGHES INC COM 057224107 19456 670900 SH SHARED 01 670900 0 0
BAKER HUGHES COM 057224107 2634 90843 SH SHARED 01 03 0 90843 0
BAKER HUGHES COM 057224107 1276 44000 SH SHARED 01 05 44000 0 0
J BAKER INC COM 057232100 310 39400 SH SHARED 01 39400 0 0
BALDOR ELECTRIC COM 057741100 1936 102253 SH SHARED 01 102253 0 0
BALL CORP COM 058498106 916 20800 SH SHARED 01 20800 0 0
BALL CORP COM 058498106 344 7818 SH SHARED 01 03 0 7818 0
BALL CORP COM 058498106 9 200 SH SHARED 01 05 0 200 0
BCA INTESA WT 053102 COM 059422980 4169 4806690 SH SHARED 01 4806690 0 0
BCA INTESA WT 053102 COM 059422980 6614 7626156 SH SHARED 01 05 0 7626156 0
BANCA INTESA SPA IT;BIN/EU COM 059422998 46644 11153745 SH SHARED 01 11153745 0 0
BANCA INTESA SPA IT;BIN/EU COM 059422998 34486 8246434 SH SHARED 01 05 0 8246434 0
BANCA NAZIONAL IT;BNL/EU COM 059430991 306 85459 SH SHARED 01 85459 0 0
BANCO DE GALICIA COM 059538207 6556 315000 SH SHARED 01 315000 0 0
BANGOR HYDRO ELEC CO COM 060077104 342 20700 SH SHARED 01 20700 0 0
BANK OF AMERICA CORP COM 060505104 645992 11600263 SH SHARED 01 11225346 374917 0
BANK OF AMERICA CORP COM 060505104 163727 2940038 SH SHARED 01 02 0 2940038 0
BANK OF AMERICA CORP COM 060505104 33517 601858 SH SHARED 01 03 0 601858 0
BANK OF AMERICA CORP COM 060505104 63922 1147901 SH SHARED 01 05 140000 1007901 0
BANK OF NEW YORK COM 064057102 162910 4872100 SH SHARED 01 4844700 27400 0
BANK OF NEW YORK COM 064057102 39835 1191337 SH SHARED 01 02 0 1191337 0
BANK OF NEW YORK COM 064057102 9944 297385 SH SHARED 01 03 0 297385 0
BANK OF NEW YORK COM 064057102 38 1124 SH SHARED 01 05 0 1124 0
BANK ONE CORP COM 06423A103 4978 143000 SH SHARED 01 0 143000 0
BANK ONE CORP COM 06423A103 600 17240 SH SHARED 01 02 0 17240 0
BANK ONE CORP COM 06423A103 11384 327019 SH SHARED 01 03 0 327019 0
BANK ONE CORP COM 06423A103 3 81 SH SHARED 01 05 81 0 0
BANK UNITED CORP COM 065412108 9713 300000 SH SHARED 01 05 300000 0 0
BANKBOSTON CORP COM 06605R106 159334 3673400 SH SHARED 01 3673400 0 0
BANKBOSTON CORP COM 06605R106 17782 409910 SH SHARED 01 02 0 409910 0
BANKBOSTON CORP COM 06605R106 4757 109682 SH SHARED 01 03 0 109682 0
BANKBOSTON CORP COM 06605R106 10470 241387 SH SHARED 01 05 240000 1387 0
BANK OF PHILIPP PH;BPI/PH COM 066319997 10506 3871000 SH SHARED 01 3871000 0 0
BANKNORTH GROUP COM 06646L100 1960 65600 SH SHARED 01 65600 0 0
BAR TECH WTS COM 067016113 260 13000 SH SHARED 01 13000 0 0
BAR TECH WTS COM 067016113 100 5000 SH SHARED 01 05 500 4500 0
BANQUE NAT L FRF 25 ORD FR;BN COM 067250993 94039 1179118 SH SHARED 01 1179118 0 0
BANQUE NAT L FRF 25 ORD FR;BN COM 067250993 78293 981671 SH SHARED 01 05 0 981671 0
C R BARD INC COM 067383109 5177 110000 SH SHARED 01 110000 0 0
C R BARD INC COM 067383109 654 13902 SH SHARED 01 03 0 13902 0
BARNES GROUP COM 067806109 1095 54580 SH SHARED 01 54580 0 0
BARRICK GOLD INC COM 067901108 5655 260000 SH SHARED 01 260000 0 0
BARRICK GOLD INC COM 067901108 2476 113819 SH SHARED 01 03 0 113819 0
BARON ASSET COM 068278100 29460 571250 SH SHARED 01 03 0 571250 0
BARR LABORATORIES COM 068306109 14925 470089 SH SHARED 01 470089 0 0
BARR LABORATORIES COM 068306109 282 8891 SH SHARED 01 05 0 8891 0
BARRETT RESOURCES CO COM 068480201 6188 167520 SH SHARED 01 167520 0 0
BARRETT RESOURCES CO COM 068480201 3021 81800 SH SHARED 01 05 75000 6800 0
BASSETT FURN IND. COM 070203104 679 35740 SH SHARED 01 35740 0 0
BASSETT FURN IND. COM 070203104 146 7698 SH SHARED 01 02 0 7698 0
BATTLE MT GOLD CO COM 071593107 1463 450000 SH SHARED 01 450000 0 0
BAUSCH & LOMB COM 071707103 246805 3742975 SH SHARED 01 3669975 73000 0
BAUSCH & LOMB COM 071707103 19191 291045 SH SHARED 01 02 0 291045 0
BAUSCH & LOMB COM 071707103 2229 33794 SH SHARED 01 03 0 33794 0
BAUSCH & LOMB COM 071707103 10168 154207 SH SHARED 01 05 0 154207 0
BAXTER INTL INC COM 071813109 121314 2013500 SH SHARED 01 1882400 131100 0
BAXTER INTL INC COM 071813109 60144 998266 SH SHARED 01 02 0 998266 0
BAXTER INTL INC COM 071813109 5996 99517 SH SHARED 01 03 0 99517 0
BAXTER INTL INC COM 071813109 24 389 SH SHARED 01 05 0 389 0
BAYER ORD COM 072730104 62958 1579849 SH SHARED 01 1579849 0 0
BAYER ORD COM 072730104 61838 1551744 SH SHARED 01 05 0 1551744 0
BE AEROSPACE COM 073302101 832 69720 SH SHARED 01 69720 0 0
BEA SYSTEMS INC COM 073325102 18539 525000 SH SHARED 01 525000 0 0
BEAR STEARNS COM 073902108 1648 42878 SH SHARED 01 03 0 42878 0
BECTON DICKINSON COM 075887109 1926 68644 SH SHARED 01 03 0 68644 0
BED BATH & BEYOND IN COM 075896100 30011 859000 SH SHARED 01 846000 13000 0
BED BATH & BEYOND IN COM 075896100 1138 32575 SH SHARED 01 02 0 32575 0
BED BATH & BEYOND IN COM 075896100 2808 80380 SH SHARED 01 03 0 80380 0
BED BATH & BEYOND IN COM 075896100 42169 1207000 SH SHARED 01 05 300000 907000 0
BELCO OIL AND GAS BELCO CVT PF PRF 077410207 3518 210000 SH SHARED 01 210000 0 0
BELCO OIL AND GAS BELCO CVT PF PRF 077410207 670 40000 SH SHARED 01 05 0 40000 0
BELDEN INC COM 077459105 1411 68840 SH SHARED 01 68840 0 0
BELL & HOWELL CO NEW COM 077852101 1788 48740 SH SHARED 01 48740 0 0
BELL & HOWELL CO NEW COM 077852101 263 7160 SH SHARED 01 05 0 7160 0
BELL ATLANTIC COM 077853109 407328 6051320 SH SHARED 01 5949120 102200 0
BELL ATLANTIC COM 077853109 198296 2945940 SH SHARED 01 02 0 2945940 0
BELL ATLANTIC COM 077853109 34354 510383 SH SHARED 01 03 0 510383 0
BELL ATLANTIC COM 077853109 20713 307704 SH SHARED 01 05 0 307704 0
BELL TECHNOLOGY WT WARRANT 07814V136 2981 22935 SH SHARED 01 22935 0 0
BELL TECHNOLOGY WT WARRANT 07814V136 65 500 SH SHARED 01 02 0 500 0
BELL TECHNOLOGY WT WARRANT 07814V136 1790 13760 SH SHARED 01 05 1000 12760 0
BELL SOUTH COM 079860102 617160 13714666 SH SHARED 01 13391482 323184 0
BELL SOUTH COM 079860102 883 19610 SH SHARED 01 02 0 19610 0
BELL SOUTH COM 079860102 25826 573917 SH SHARED 01 03 0 573917 0
BELL SOUTHCK COM 079860102 55226 1227217 SH SHARED 01 05 0 1227217 0
A.H. BELO SER A COM 080555105 5068 265000 SH SHARED 01 265000 0 0
A.H. BELO SER A COM 080555105 444 23200 SH SHARED 01 02 0 23200 0
A.H. BELO SER A COM 080555105 576 30100 SH SHARED 01 03 0 30100 0
A.H. BELO SER A COM 080555105 4781 250000 SH SHARED 01 05 250000 0 0
BEMIS CO. COM 081437105 453 13359 SH SHARED 01 03 0 13359 0
BENCHMARK ELECTRONIC COM 08160H101 1615 45740 SH SHARED 01 45740 0 0
BENEDEK COM WARRANTS EXP 7-01- COM 08170W114 140 70000 SH SHARED 01 70000 0 0
BENEDEK COMM PIK PFD 11.5 05 PRF 08170W601 5180 7000 SH SHARED 01 7000 0 0
BENEDEK COMM PIK PFD 11.5 05 PRF 08170W601 740 1000 SH SHARED 01 05 0 1000 0
BENTON OIL & GAS CO COM 083288100 223 82900 SH SHARED 01 82900 0 0
BERINGER WINE HLDGS COM 084102102 1574 38310 SH SHARED 01 38310 0 0
BERINGER WINE HLDGS COM 084102102 262 6390 SH SHARED 01 05 0 6390 0
BEST BUY CO COM 086516101 559 9000 SH SHARED 01 0 9000 0
BEST BUY CO COM 086516101 9 144 SH SHARED 01 02 0 144 0
BEST BUY CO COM 086516101 190500 3069489 SH SHARED 01 03 0 3069489 0
BESTEL WTS 5/15/05 COM 08658T112 312 10400 SH SHARED 01 10400 0 0
BESTEL WTS 5/15/05 COM 08658T112 86 2850 SH SHARED 01 05 0 2850 0
BESTFOODS COM 08658U101 161765 3335327 SH SHARED 01 3131900 203427 0
BESTFOODS COM 08658U101 19076 393295 SH SHARED 01 02 0 393295 0
BESTFOODS COM 08658U101 6057 124891 SH SHARED 01 03 0 124891 0
BESTFOODSOCK COM 08658U101 39 791 SH SHARED 01 05 0 791 0
BETHLEHEM STEEL COM 087509105 252 34138 SH SHARED 01 03 0 34138 0
BILLING CONCEPTS CRP COM 090063108 538 107625 SH SHARED 01 107625 0 0
BINDLEY WESTERN IND COM 090324104 4093 285952 SH SHARED 01 285952 0 0
BINDLEY WESTERN IND COM 090324104 27 1900 SH SHARED 01 05 0 1900 0
BINDVIEW DEVEL CORP COM 090327107 9844 500000 SH SHARED 01 05 500000 0 0
BIO TECH GENERAL COM 090578105 1422 148240 SH SHARED 01 148240 0 0
BIOGEN INC COM 090597105 43347 550000 SH SHARED 01 550000 0 0
BIOGEN INC COM 090597105 76971 976650 SH SHARED 01 02 0 976650 0
BIOGEN INC COM 090597105 3910 49600 SH SHARED 01 03 0 49600 0
BIOMATRIX INC COM 09060P102 1559 69499 SH SHARED 01 69499 0 0
BIOMATRIX INC COM 09060P102 153 6821 SH SHARED 01 05 0 6821 0
BIOMET COM 090613100 8815 335000 SH SHARED 01 335000 0 0
BIOMET COM 090613100 424 16100 SH SHARED 01 02 0 16100 0
BIOMET COM 090613100 1354 51467 SH SHARED 01 03 0 51467 0
BIRCH TELECOM WTS COM 09069B112 77 14000 SH SHARED 01 14000 0 0
BIRCH TELECOM WTS COM 09069B112 11 2000 SH SHARED 01 05 0 2000 0
BIRMINGHAM STEEL COR COM 091250100 634 83160 SH SHARED 01 83160 0 0
BLACK & DECKER COM 091797100 1053 23041 SH SHARED 01 03 0 23041 0
BLACK BOX CORP COM 091826107 2622 49940 SH SHARED 01 49940 0 0
EW BLANCH COM 093210102 13671 209900 SH SHARED 01 200900 9000 0
EW BLANCH COM 093210102 425 6500 SH SHARED 01 02 0 6500 0
EW BLANCH COM 093210102 534 8200 SH SHARED 01 03 0 8200 0
EW BLANCH COM 093210102 20007 307200 SH SHARED 01 05 100000 207200 0
BLOCK H&R INC COM 093671105 1576 36279 SH SHARED 01 03 0 36279 0
BLUE CIRCLE COM 095342408 3457 567271 SH SHARED 01 03 0 567271 0
BLUESTONE SOFTWARE COM 09623P102 1619 70000 SH SHARED 01 05 70000 0 0
BOCA RESORTS INC COM 09688T106 6038 575000 SH SHARED 01 05 0 575000 0
BOEING COM 097023105 11483 269389 SH SHARED 01 03 0 269389 0
BOEING STOCK COM 097023105 29838 700000 SH SHARED 01 05 0 700000 0
BOISE CASCADE COM 097383103 513 14092 SH SHARED 01 03 0 14092 0
BOMBARDIER CL B SAB CA;BBD.B/ COM 097751200 25359 1530200 SH SHARED 01 1530200 0 0
BOMBARDIER CL B SAB CA;BBD.B/ COM 097751200 25802 1556900 SH SHARED 01 05 0 1556900 0
BOMBAY INC COM 097924104 529 104560 SH SHARED 01 104560 0 0
BOOKS-A-MILLION INC COM 098570104 409 49900 SH SHARED 01 49900 0 0
BOSTON SCIENTIFIC COM 101137107 64473 2611600 SH SHARED 01 2611600 0 0
BOSTON SCIENTIFIC COM 101137107 297 12000 SH SHARED 01 02 0 12000 0
BOSTON SCIENTIFIC COM 101137107 2808 113744 SH SHARED 01 03 0 113744 0
BOSTON SCIENTIFIC COM 101137107 18533 750700 SH SHARED 01 05 750000 700 0
BOWNE & CO COM 103043105 1256 104120 SH SHARED 01 104120 0 0
BRADY CORP COM 104674106 3822 119440 SH SHARED 01 119440 0 0
BRADY (WH) CO COM 104674106 16 500 SH SHARED 01 05 0 500 0
BRAMBLES IND LTD AU;BIL/AU COM 104900998 13468 465000 SH SHARED 01 465000 0 0
BRIDGESTONE CORP JP;5108/Y COM 108441999 14794 530000 SH SHARED 01 530000 0 0
BRIDGESTONE CORP JP;5108/Y COM 108441999 24284 870000 SH SHARED 01 05 0 870000 0
BRIGGS & STRATTON COM 109043109 1606 27515 SH SHARED 01 27515 0 0
BRIGGS & STRATTON COM 109043109 342 5856 SH SHARED 01 03 0 5856 0
BRIGGS & STRATTON COM 109043109 268 4585 SH SHARED 01 05 0 4585 0
BRIGHT POINT COM 109473108 1097 150640 SH SHARED 01 150640 0 0
BRINKER INT'L INC COM 109641100 1048 38600 SH SHARED 01 02 0 38600 0
BRINKER INT'L INC COM 109641100 8371 308605 SH SHARED 01 03 0 308605 0
BRISTOL MYERS SQUIBB COM 110122108 656526 9726296 SH SHARED 01 9482800 243496 0
BRISTOL MYERS SQUIBB COM 110122108 78084 1156740 SH SHARED 01 02 0 1156740 0
BRISTOL MYERS SQUIBB COM 110122108 42652 631879 SH SHARED 01 03 0 631879 0
BRISTOL MYERS SQUIBB COM 110122108 193512 2866850 SH SHARED 01 05 0 2866850 0
BROADCOM CORP COM 111320107 43600 400000 SH SHARED 01 400000 0 0
BROADCOM CORP COM 111320107 19951 183050 SH SHARED 01 02 0 183050 0
BROADCOM CORP COM 111320107 223 2050 SH SHARED 01 03 0 2050 0
BROADCOM CORP COM 111320107 15 135 SH SHARED 01 05 0 135 0
BROCADE COMMUNICATIO COM 111621108 1029 4900 SH SHARED 01 4900 0 0
BROKEN HILL PROP ORD AU;BHP/A$ COM 112169305 30899 2682000 SH SHARED 01 2682000 0 0
BROKEN HILL PROP ORD AU;BHP/A$ COM 112169305 21118 1833000 SH SHARED 01 05 0 1833000 0
BROWN FORMAN CL B COM 115637209 1157 18548 SH SHARED 01 03 0 18548 0
BROWN SHOE CO INC COM 115736100 3050 166500 SH SHARED 01 166500 0 0
BROWN GROUP INC COM 115736100 22 1200 SH SHARED 01 05 0 1200 0
BRUNSWICK CORP COM 117043109 603 24224 SH SHARED 01 03 0 24224 0
BRUSH WELLMAN COM 117421107 674 45900 SH SHARED 01 45900 0 0
BUCKEYE TECHNOLOGIE COM 118255108 1698 108211 SH SHARED 01 108211 0 0
BUCKEYE TECHNOLOGIE COM 118255108 201 12789 SH SHARED 01 05 0 12789 0
BLDG MATERIAL HOLD BMHC COM 120113105 354 35400 SH SHARED 01 35400 0 0
BURLINGTON N SANTA COM 12189T104 54725 1990000 SH SHARED 01 1990000 0 0
BURLINGTON N SANTA COM 12189T104 4513 164122 SH SHARED 01 03 0 164122 0
BURLINGTON RESOURCES COM 122014103 1786 48609 SH SHARED 01 03 0 48609 0
BURR BROWN COM 122574106 5887 149066 SH SHARED 01 149066 0 0
BURR BROWN COM 122574106 401 10144 SH SHARED 01 05 0 10144 0
BUSINESS OBJECTS ADS COM 12328X107 14750 250000 SH SHARED 01 250000 0 0
BUTLER MFG CO DEL COM 123655102 549 20900 SH SHARED 01 20900 0 0
C&D TECHNOLOGY COM 124661109 8570 236000 SH SHARED 01 236000 0 0
CBS CORP COM 12490K107 373946 8085300 SH SHARED 01 8085300 0 0
CBS CORP COM 12490K107 21408 462885 SH SHARED 01 03 0 462885 0
CBS CORP COM 12490K107 44022 951816 SH SHARED 01 05 0 951816 0
C-COR.NET CORPORATION COM 125010108 911 30000 SH SHARED 01 30000 0 0
C-CUBE MICROSYSTEMS COM 125015107 7044 161937 SH SHARED 01 161937 0 0
C-CUBE MICROSYSTEMS COM 125015107 674 15503 SH SHARED 01 05 0 15503 0
CDI CORP COM 125071100 1471 53840 SH SHARED 01 53840 0 0
CDW COMPUTER CENTERS COM 125129106 136 2776 SH SHARED 01 2776 0 0
CDW COMPUTER CENTERS COM 125129106 211 4324 SH SHARED 01 05 0 4324 0
CEC ENTERTAINMENT COM 125137109 5433 151440 SH SHARED 01 151440 0 0
CEC ENTERTAINMENT COM 125137109 579 16130 SH SHARED 01 05 0 16130 0
CH ROBINSON WORLDWID COM 12541W100 6232 185000 SH SHARED 01 05 185000 0 0
CIGNA CORP COM 125509109 4718 60687 SH SHARED 01 03 0 60687 0
CKE RESTAURANTS INC. COM 12561E105 1073 148035 SH SHARED 01 148035 0 0
CLECO CORP COM 12561W105 1232 38000 SH SHARED 01 38000 0 0
CLECO CORP COM 12561W105 10 300 SH SHARED 01 05 0 300 0
CMGI INC COM 125750109 22858 223000 SH SHARED 01 223000 0 0
CMGI INC COM 125750109 47970 468000 SH SHARED 01 05 130000 338000 0
CMS ENERGY CORP COM 125896100 201419 5935000 SH SHARED 01 5935000 0 0
CMS ENERGY CORP COM 125896100 1913 56370 SH SHARED 01 03 0 56370 0
CMS ENERGY CORP COM 125896100 18472 544283 SH SHARED 01 05 0 544283 0
CMS ENERGY CVT PFD PRF 125896308 11748 321300 SH SHARED 01 321300 0 0
CMS ENERGY CVT PFD PRF 125896308 1693 46300 SH SHARED 01 05 0 46300 0
CPI CORP COM 125902106 961 28100 SH SHARED 01 28100 0 0
CPI CORP COM 125902106 3165 92591 SH SHARED 01 03 0 92591 0
CSC HOLDINGS INC 11.125 04 0 PRF 126304401 36299 339246 SH SHARED 01 339246 0 0
CSC HOLDINGS INC 11.125 04 0 PRF 126304401 9128 85306 SH SHARED 01 05 0 85306 0
CSC HOLDINGS INC PIK 11.75 1 PRF 126304609 16783 154681 SH SHARED 01 154681 0 0
CSX CORP COM 126408103 2521 59497 SH SHARED 01 03 0 59497 0
CTS CORP COM 126501105 8094 140758 SH SHARED 01 140758 0 0
CTS CORP COM 126501105 890 15482 SH SHARED 01 05 0 15482 0
CVS CORP CVT PFD CVS CORP ACES PRF 126645209 17983 237590 SH SHARED 01 237590 0 0
CVS CORP CVT PFD CVS CORP ACES PRF 126645209 1874 24755 SH SHARED 01 05 0 24755 0
CVS CORP COM 126650100 175577 4302025 SH SHARED 01 4062100 239925 0
CVS CORP COM 126650100 21721 532249 SH SHARED 01 02 0 532249 0
CVS CORP COM 126650100 5265 129001 SH SHARED 01 03 0 129001 0
CVS CORP COM 126650100 84751 2076600 SH SHARED 01 05 370000 1706600 0
CABLE & WIRELESS COM 12682P104 52 1000 SH SHARED 01 1000 0 0
CABLE & WIRE COM ORD GB;CWZ COM 126840990 47374 4637499 SH SHARED 01 4637499 0 0
CABLE & WIRE COM ORD GB;CWZ COM 126840990 27969 2737972 SH SHARED 01 05 0 2737972 0
CABLEVISION COM 12686C109 15459 212500 SH SHARED 01 212500 0 0
CABLEVISION INC COM 12686C109 29246 402000 SH SHARED 01 05 80000 322000 0
CABLETRON SYSTEMS COM 126920107 722 46007 SH SHARED 01 03 0 46007 0
CABLE DESIGN TECH COM 126924109 1815 79570 SH SHARED 01 79570 0 0
CABOT OIL & GAS CORP COM 127097103 1204 69800 SH SHARED 01 69800 0 0
CALPINE CORP COM 131347106 34025 400000 SH SHARED 01 400000 0 0
CAMBREX CORP COM 132011107 1827 69100 SH SHARED 01 69100 0 0
CAMPBELL SOUP COM 134429109 4698 120079 SH SHARED 01 03 0 120079 0
CANADIAN NATL RAILWY CNI COM 136375102 30313 1000000 SH SHARED 01 05 0 1000000 0
CANANDAIGUA BRANDS COM 137219200 6111 102280 SH SHARED 01 102280 0 0
CANANDAIGUA BRANDS COM 137219200 30 500 SH SHARED 01 05 0 500 0
CANON INC ORD COM 138006408 33248 1145000 SH SHARED 01 1145000 0 0
CANON INC ORD COM 138006408 23317 803000 SH SHARED 01 05 0 803000 0
CAP GEMINI SA COM 140179995 62292 395536 SH SHARED 01 395536 0 0
CAP GEMINI SA COM 140179995 50347 319692 SH SHARED 01 05 0 319692 0
CAPITAL ONE FINL COR COM 14040H105 96284 2468800 SH SHARED 01 2468800 0 0
CAPITAL ONE FINL COR COM 14040H105 19271 494090 SH SHARED 01 02 0 494090 0
CAPITAL ONE FINL COR COM 14040H105 71989 1845856 SH SHARED 01 03 0 1845856 0
CAPITAL ONE FINL COR COM 14040H105 23018 590215 SH SHARED 01 05 151000 439215 0
CAPROCK COMM CORP COM 140667106 9300 400000 SH SHARED 01 05 400000 0 0
CAPSTAR BROADCASTING PIK PRF 14066P304 5966 50562 SH SHARED 01 50562 0 0
CAPSTAR BROADCASTING PIK PRF 14066P304 1326 11236 SH SHARED 01 05 0 11236 0
CAPSTAR COMM PIK PF 12.625 1 PRF 14066Q203 8098 68630 SH SHARED 01 68630 0 0
CAPSTAR COMM PIK PF 12.625 1 PRF 14066Q203 1252 10607 SH SHARED 01 05 0 10607 0
CARAUSTAR COM 140909102 1798 70520 SH SHARED 01 70520 0 0
CARDINAL HEALTH COM 14149Y108 398745 7316400 SH SHARED 01 7221700 94700 0
CARDINAL HEALTH COM 14149Y108 79466 1458039 SH SHARED 01 02 0 1458039 0
CARDINAL HEALTH COM 14149Y108 7799 143091 SH SHARED 01 03 0 143091 0
CARDINAL HEALTH COM 14149Y108 62825 1152740 SH SHARED 01 05 0 1152740 0
CARMIKE CINEMAS INC COM 143436103 419 31900 SH SHARED 01 31900 0 0
CARNIVAL CORP COM 143658102 7447 171189 SH SHARED 01 03 0 171189 0
CAROLINA FIRST CORP COM 143877108 1432 72300 SH SHARED 01 72300 0 0
CAROLINA POWER & LT COM 144141108 89394 2527000 SH SHARED 01 2300000 227000 0
CAROLINA POWER & LT COM 144141108 168 4750 SH SHARED 01 02 0 4750 0
CAROLINA POWER & LT COM 144141108 2056 58141 SH SHARED 01 03 0 58141 0
CAROLINA POWER & LT COM 144141108 17697 500256 SH SHARED 01 05 0 500256 0
CARRIER ACCESS CORP COM 144460102 11498 275000 SH SHARED 01 275000 0 0
CASCADE NATURAL GAS COM 147339105 554 31000 SH SHARED 01 31000 0 0
CASE CORP COM 14743R103 1154 23158 SH SHARED 01 03 0 23158 0
CASEY S GENERAL STOR COM 147528103 1997 148960 SH SHARED 01 148960 0 0
CASH AMERICA INVESTM COM 14754D100 679 71920 SH SHARED 01 71920 0 0
CASTLE A M CO PV10 COM 148411101 497 39400 SH SHARED 01 39400 0 0
CASTORAMA DUBOIS INV FR;CY/EUR COM 148636996 41097 146180 SH SHARED 01 146180 0 0
CASTORAMA DUBOIS INV FR;CY/EUR COM 148636996 49368 175603 SH SHARED 01 05 0 175603 0
CATALINA MKTG COM 148867104 6382 75245 SH SHARED 01 75245 0 0
CATALINA MKTG COM 148867104 12904 152150 SH SHARED 01 02 0 152150 0
CATALINA MKTG COM 148867104 144 1700 SH SHARED 01 03 0 1700 0
CATALINA MKTG COM 148867104 536 6315 SH SHARED 01 05 0 6315 0
CATALYTICA INC. COM 148885106 570 38000 SH SHARED 01 0 38000 0
CATERPILLAR INC COM 149123101 10963 200000 SH SHARED 01 200000 0 0
CATERPILLAR INC COM 149123101 195 3550 SH SHARED 01 02 0 3550 0
CATERPILLAR INC COM 149123101 5491 100184 SH SHARED 01 03 0 100184 0
CATERPILLAR INC COM 149123101 65786 1200200 SH SHARED 01 05 0 1200200 0
CATO CORP -CL A COM 149205106 1050 74500 SH SHARED 01 74500 0 0
CELCARIBE 144A CELCARIBE COM 150898104 2808 2808102 SH SHARED 01 2808102 0 0
CELCARIBE 144A CELCARIBE COM 150898104 748 747960 SH SHARED 01 05 0 747960 0
CENDANT CORP COM 151313103 3284 185000 SH SHARED 01 0 185000 0
CENDANT CORP COM 151313103 3717 209431 SH SHARED 01 03 0 209431 0
CENDANT CORP COM 151313103 36388 2050000 SH SHARED 01 05 0 2050000 0
CENTEX CORPORATION COM 152312104 534 18049 SH SHARED 01 03 0 18049 0
CENTIGRAM COM 152317103 199 18220 SH SHARED 01 18220 0 0
CENTEX CONSTRN PRODS INC COM 15231R109 164 4418 SH SHARED 01 4418 0 0
CENTEX CONSTRN PRODS INC COM 15231R109 255 6882 SH SHARED 01 05 0 6882 0
CENTOCOR INC COM 152342101 48743 832300 SH SHARED 01 02 0 832300 0
CENTOCOR INC COM 152342101 1195 20400 SH SHARED 01 03 0 20400 0
CENTRAL & S W COM 152357109 1226 58049 SH SHARED 01 03 0 58049 0
CENTRAL HUDSON G &E COM 153609102 1877 47660 SH SHARED 01 47660 0 0
CENTRAL PARKING COM 154785109 17776 607745 SH SHARED 01 607745 0 0
CENTRAL PARKING COM 154785109 187 6395 SH SHARED 01 05 0 6395 0
CENTRAL VT PUB SRV COM 155771108 423 32100 SH SHARED 01 32100 0 0
CENTRAL VT PUB SRV COM 155771108 3871 293500 SH SHARED 01 03 0 293500 0
CENTURA BKS INC COM 15640T100 3435 83032 SH SHARED 01 83032 0 0
CENTURA BKS INC COM 15640T100 191 4628 SH SHARED 01 05 0 4628 0
CENTURY BUSINESS SRV RESTRICTE COM 156490104 9300 800000 SH SHARED 01 05 0 800000 0
CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 13746 136096 SH SHARED 01 136096 0 0
CENTURY MAINT PIK PFD 07 01 2 PRF 156616401 2291 22682 SH SHARED 01 05 0 22682 0
CENTURYTEL INC COM 156700106 20313 500000 SH SHARED 01 500000 0 0
CENTURYTEL INC COM 156700106 1528 37600 SH SHARED 01 03 0 37600 0
CEPHALON INC COM 156708109 1557 86660 SH SHARED 01 86660 0 0
CERIDIAN CORP COM 15677T106 999 40179 SH SHARED 01 03 0 40179 0
CERNER CORP COM 156782104 1451 95140 SH SHARED 01 95140 0 0
CHAMPION ENTERPRISES COM 158496109 1237 137440 SH SHARED 01 137440 0 0
CHAMPION INTL COM 158525105 3652 71095 SH SHARED 01 03 0 71095 0
CHASE MAHATTAN NEW COM 16161A108 84450 1120400 SH SHARED 01 1120400 0 0
CHASE MAHATTAN NEW COM 16161A108 18968 251653 SH SHARED 01 03 0 251653 0
CHASE MAHATTAN NEW COM 16161A108 16 208 SH SHARED 01 05 0 208 0
CHATTEM INC COM 162456107 411 18633 SH SHARED 01 18633 0 0
CHATTEM INC COM 162456107 72 3267 SH SHARED 01 05 0 3267 0
CHECKPOINT SYSTEMS I COM 162825103 791 84960 SH SHARED 01 84960 0 0
CHEESECAKE FACTORY COM 163072101 1574 56720 SH SHARED 01 56720 0 0
CHEESECAKE FACTORY COM 163072101 35462 1277950 SH SHARED 01 02 0 1277950 0
CHEESECAKE FACTORY COM 163072101 437 15750 SH SHARED 01 03 0 15750 0
CHEMDEX CORP COM 163595101 92 3000 SH SHARED 01 3000 0 0
CHEMED CORP COM 163596109 894 29560 SH SHARED 01 29560 0 0
CHEMFIRST INC WI US;CEM COM 16361A106 1390 50900 SH SHARED 01 50900 0 0
CHESAPEAKE ENERGY 7 PERP C PRF 165167206 1041 33300 SH SHARED 01 33300 0 0
CHESAPEAKE ENERGY 7 PERP C PRF 165167206 313 10000 SH SHARED 01 05 0 10000 0
CHEUNG KONG HOLDINGS HK;0001 COM 166400994 16705 2004000 SH SHARED 01 2004000 0 0
CHEUNG KONG HOLDINGS HK;0001 COM 166400994 8094 971000 SH SHARED 01 05 0 971000 0
CHEVRON CORP COM 166751107 351025 3955200 SH SHARED 01 3955200 0 0
CHEVRON CORP COM 166751107 69554 783657 SH SHARED 01 02 0 783657 0
CHEVRON CORP COM 166751107 22493 253439 SH SHARED 01 03 0 253439 0
CHEVRON CORP COM 166751107 26715 301021 SH SHARED 01 05 0 301021 0
CHINA TELECOM LTD COM 169425105 6420 2082000 SH SHARED 01 2082000 0 0
CHINA TELECOM LTD COM 169425105 4723 1532000 SH SHARED 01 05 0 1532000 0
CHIQUITA BRANDS INTL COM 170032106 1117 188100 SH SHARED 01 188100 0 0
CHIREX INC COM 170038103 12390 480000 SH SHARED 01 480000 0 0
CHITTENDEN CORP COM 170228100 2261 79345 SH SHARED 01 79345 0 0
CHOICEPOINT INC COM 170388102 2805 41630 SH SHARED 01 41630 0 0
CHUBB CORP COM 171232101 2500 50180 SH SHARED 01 03 0 50180 0
CIBER INC COM 17163B102 2529 165140 SH SHARED 01 165140 0 0
CIENA CORPORATION COM 171779101 73 2000 SH SHARED 01 2000 0 0
CILCORP COM 171794100 2494 38480 SH SHARED 01 38480 0 0
CINCINNATI FINANCIAL COM 172062101 1877 50021 SH SHARED 01 03 0 50021 0
CINERGY CORP COM 172474108 10026 354100 SH SHARED 01 354100 0 0
CINERGY CORP COM 172474108 1229 43396 SH SHARED 01 03 0 43396 0
CIRCUIT CITY COM 172737108 121454 2878900 SH SHARED 01 2878900 0 0
CIRCUIT CITY COM 172737108 31529 747280 SH SHARED 01 02 0 747280 0
CIRCUIT CITY COM 172737108 2981 70678 SH SHARED 01 03 0 70678 0
CIRCUIT CITY COM 172737108 100880 2391253 SH SHARED 01 05 150000 2241253 0
CISCO SYSTEMS COM 17275R102 1936490 28244171 SH SHARED 01 27571354 672817 0
CISCO SYSTEMS COM 17275R102 321388 4687618 SH SHARED 01 02 0 4687618 0
CISCO SYSTEMS COM 17275R102 69693 1016488 SH SHARED 01 03 0 1016488 0
CISCO SYSTEMS COM 17275R102 650052 9481165 SH SHARED 01 05 2218200 7262965 0
CINTAS CORP COM 172908105 954 16530 SH SHARED 01 02 0 16530 0
CINTAS CORP COM 172908105 1231 21300 SH SHARED 01 03 0 21300 0
CITIGROUP INC COM 172967101 1096726 24925571 SH SHARED 01 24337320 588251 0
CITIGROUP INC COM 172967101 245023 5568440 SH SHARED 01 02 0 5568440 0
CITIGROUP INC COM 172967101 47986 1090584 SH SHARED 01 03 0 1090584 0
CITIGROUP INC COM 172967101 281663 6401440 SH SHARED 01 05 1009500 5391940 0
CITRIX COM 177376100 17033 275000 SH SHARED 01 275000 0 0
CITRIX COM 177376100 41578 671300 SH SHARED 01 02 0 671300 0
CITRIX COM 177376100 427 6900 SH SHARED 01 03 0 6900 0
CITRIX COM 177376100 33508 541000 SH SHARED 01 05 125000 416000 0
CLARCOR INC COM 179895107 1137 67640 SH SHARED 01 67640 0 0
CLARENT CORP COM 180461105 1273 25000 SH SHARED 01 25000 0 0
CLARENT CORP COM 180461105 3057 60000 SH SHARED 01 05 20000 40000 0
CLARIFY COM 180492100 18608 369850 SH SHARED 01 369850 0 0
CLARIFY COM 180492100 42546 845650 SH SHARED 01 02 0 845650 0
CLARIFY COM 180492100 465 9250 SH SHARED 01 03 0 9250 0
CLARIFY COM 180492100 382 7600 SH SHARED 01 05 0 7600 0
CLARK MATERIAL PFD 13% 07/15 PRF 181475401 6182 7381 SH SHARED 01 7381 0 0
CLARK MATERIAL PFD 13% 07/15 PRF 181475401 1380 1648 SH SHARED 01 05 0 1648 0
CLEAR CHANNEL COMMUN COM 184502102 231717 2901000 SH SHARED 01 2800000 101000 0
CLEAR CHANNEL COMMUN COM 184502102 70591 883770 SH SHARED 01 02 0 883770 0
CLEAR CHANNEL COMMUN COM 184502102 11280 141232 SH SHARED 01 03 0 141232 0
CLEAR CHANNEL COMMUN COM 184502102 104357 1306500 SH SHARED 01 05 0 1306500 0
CLEARNET COM WARRANTS STRKE=16 COM 184902112 296 42240 SH SHARED 01 42240 0 0
CLEARNET COM WARRANT WARRANT 184902112 7 990 SH SHARED 01 05 990 0 0
CLOROX CO. COM 189054109 2550 66658 SH SHARED 01 03 0 66658 0
COACHMEN INDUSTRIES COM 189873102 714 46440 SH SHARED 01 46440 0 0
COASTAL CORP COM 190441105 178033 4348900 SH SHARED 01 4348900 0 0
COASTAL CORP COM 190441105 4011 97977 SH SHARED 01 03 0 97977 0
COASTAL CORP PRF 190441865 13803 529600 SH SHARED 01 529600 0 0
COASTAL CORP PRF 190441865 2101 80600 SH SHARED 01 05 0 80600 0
COBALT GROUP INC COM 19074Q103 48 5000 SH SHARED 01 5000 0 0
COCA-COLA BOTTLING COM 191098102 1380 24600 SH SHARED 01 24600 0 0
COCA-COLA COM 191216100 392203 8160300 SH SHARED 01 8105300 55000 0
COCA-COLA COM 191216100 56926 1184342 SH SHARED 01 02 0 1184342 0
COCA-COLA COM 191216100 37093 771773 SH SHARED 01 03 0 771773 0
COCA-COLA COM 191216100 145689 3031240 SH SHARED 01 05 598400 2432840 0
COCA COLA ENTERPRISE COM 191219104 2633 116691 SH SHARED 01 03 0 116691 0
COEURD ARLENE MINES COM 192108108 288 61400 SH SHARED 01 61400 0 0
COGNEX CORP COM 192422103 5920 196082 SH SHARED 01 196082 0 0
COGNEX CORP COM 192422103 586 19418 SH SHARED 01 05 0 19418 0
COHERENT INC COM 192479103 1494 66980 SH SHARED 01 66980 0 0
COLEMAN COMPANY INC COM 193559101 186 19476 SH SHARED 01 03 0 19476 0
COLGATE-PALMOLIVE COM 194162103 271242 5928780 SH SHARED 01 5764180 164600 0
COLGATE-PALMOLIVE COM 194162103 176797 3864314 SH SHARED 01 02 0 3864314 0
COLGATE-PALMOLIVE COM 194162103 10336 225906 SH SHARED 01 03 0 225906 0
COLGATE-PALMOLIVE COM 194162103 99658 2178331 SH SHARED 01 05 48000 2130331 0
COLT TELECOM ADR COM 196877104 41004 426000 SH SHARED 01 426000 0 0
COLT TELECOM ADR COM 196877104 59386 617000 SH SHARED 01 05 200000 417000 0
COLT TELECOM GROUP COM 196880991 1045 43979 SH SHARED 01 43979 0 0
COLUMBIA ENERGY GRP COM 197648108 5538 100000 SH SHARED 01 100000 0 0
COLUMBIA ENERGY GRP COM 197648108 1240 22391 SH SHARED 01 03 0 22391 0
COLUMBIA HEALTHCARE COM 197677107 34766 1640900 SH SHARED 01 1640900 0 0
COLUMBIA HEALTHCARE COM 197677107 96 4560 SH SHARED 01 02 0 4560 0
COLUMBIA HEALTHCARE COM 197677107 4328 204268 SH SHARED 01 03 0 204268 0
COMAIR HLDGS INC COM 199789108 23193 1389799 SH SHARED 01 02 0 1389799 0
COMAIR HLDGS INC COM 199789108 262 15700 SH SHARED 01 03 0 15700 0
COMCAST CORPORATION COM 200300101 2164 60000 SH SHARED 01 60000 0 0
COMCAST CORPORATION COM 200300101 5770 160000 SH SHARED 01 05 160000 0 0
COMCAST CORP CLA SPL COM 200300200 269942 6769700 SH SHARED 01 6769700 0 0
COMCAST CORP CLA SPL COM 200300200 27464 688760 SH SHARED 01 02 0 688760 0
COMCAST CORP CLA SPL COM 200300200 9712 243550 SH SHARED 01 03 0 243550 0
COMCAST CORP CLA SPL COM 200300200 99560 2496790 SH SHARED 01 05 230000 2266790 0
COMERICA INC COM 200340107 4303 85000 SH SHARED 01 85000 0 0
COMERICA INC COM 200340107 2185 43168 SH SHARED 01 03 0 43168 0
COMERICA FRAP PREFERRED STOCK 200340503 7688 150000 SH SHARED 01 04 0 150000 0
COMMERCE BANCORP COM 200519106 3418 82372 SH SHARED 01 82372 0 0
COMMERCE BANCORP COM 200519106 293 7064 SH SHARED 01 05 0 7064 0
COMMERCIAL FED CORP COM 201647104 3361 171265 SH SHARED 01 171265 0 0
COMMERCIAL METALS COM 201723103 1175 40880 SH SHARED 01 40880 0 0
COMMONWEALTH IND COM 203004106 601 44700 SH SHARED 01 44700 0 0
COMMSCOPE COM 203372107 8425 259205 SH SHARED 01 259205 0 0
COMMSCOPE COM 203372107 854 26295 SH SHARED 01 05 0 26295 0
COMM&PWR IND 144A COMMON COM 20338A108 525 3500 SH SHARED 01 3500 0 0
COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 21235 206414 SH SHARED 01 206414 0 0
COMM&PWR IND PIK PFD 14.0 PFD PRF 20338C609 3054 29691 SH SHARED 01 05 0 29691 0
COMMUNITY FIRST BANK COM 203902101 2247 133160 SH SHARED 01 133160 0 0
COPEL ADS COM 20441B407 2553 389000 SH SHARED 01 389000 0 0
CANTV ADR COM 204421101 3754 140000 SH SHARED 01 140000 0 0
BUENAVENTURA ADR BVN/IN US$ COM 204448104 1385 80000 SH SHARED 01 80000 0 0
COMPANIA DE TELECOMM COM 204449300 9272 513351 SH SHARED 01 513351 0 0
COMPAQ COMPUTER CORP COM 204493100 23938 1043600 SH SHARED 01 1000000 43600 0
COMPAQ COMPUTER CORP COM 204493100 5275 230033 SH SHARED 01 02 0 230033 0
COMPAQ COMPUTER CORP COM 204493100 10890 474775 SH SHARED 01 03 0 474775 0
COMPAQ COMPUTER CORP COM 204493100 6890 300340 SH SHARED 01 05 300000 340 0
COMPUCREDIT CORP COM 20478N100 4641 250000 SH SHARED 01 05 250000 0 0
COMPUTER ASSOC COM 204912109 9089 148392 SH SHARED 01 03 0 148392 0
COMPUTER SCIENCES COM 205363104 54210 771000 SH SHARED 01 474300 296700 0
COMPUTER SCIENCES COM 205363104 361780 5145302 SH SHARED 01 02 0 5145302 0
COMPUTER SCIENCES COM 205363104 5799 82475 SH SHARED 01 03 0 82475 0
COMPUTER SCIENCES COM 205363104 70322 1000130 SH SHARED 01 05 0 1000130 0
COMPUTER TASK GROUP COM 205477102 865 58660 SH SHARED 01 58660 0 0
COMPUWARE COM 205638109 5904 226540 SH SHARED 01 0 226540 0
COMPUWARE COM 205638109 2562 98307 SH SHARED 01 03 0 98307 0
COMPUWARE COM 205638109 9513 365000 SH SHARED 01 05 0 365000 0
CONAGRA COM 205887102 3021 133875 SH SHARED 01 03 0 133875 0
CONCENTRIC NETWORK COM 20589R107 29514 1453000 SH SHARED 01 1453000 0 0
CONCENTRIC NETWORK COM 20589R107 23461 1155000 SH SHARED 01 05 350000 805000 0
CONCENTRIC NT PIK PF 13.50 0 PRF 20589R305 12456 13539 SH SHARED 01 13539 0 0
CONCENTRIC NT PIK PF 13.50 0 PRF 20589R305 3700 4022 SH SHARED 01 05 0 4022 0
CONCORD COMMUNICATIO COM 206186108 3975 100000 SH SHARED 01 100000 0 0
CONCORD EFS INC. COM 206197105 14809 717925 SH SHARED 01 02 0 717925 0
CONCORD EFS INC. COM 206197105 746 36150 SH SHARED 01 03 0 36150 0
CONCUR COM 206708109 25235 870161 SH SOLE 01 25535 0 0
CONE MLS CORP NC COM 206814105 348 71300 SH SHARED 01 71300 0 0
CONEXANT SYSTEMS INC COM 207142100 15984 220000 SH SHARED 01 220000 0 0
CONEXANT SYSTEMS INC COM 207142100 30443 419000 SH SHARED 01 05 75000 344000 0
CONNECTICUT ENERGY C COM 207567108 1123 29020 SH SHARED 01 29020 0 0
CONOCO INCCK COM 208251306 83250 3000000 SH SHARED 01 3000000 0 0
CONOCO INCCK COM 208251306 30 1107 SH SHARED 01 05 0 1107 0
CONOCO INC CLASS B COM 208251405 15595 569680 SH SHARED 01 569680 0 0
CONOCO INC CLASS B COM 208251405 4962 181268 SH SHARED 01 03 0 181268 0
CONOCO INC CLASS B COM 208251405 4 130 SH SHARED 01 05 0 130 0
CONSECO INC COM 208464107 1802 93303 SH SHARED 01 03 0 93303 0
CON EDISON $100 SR J PREFERRED STOCK 209111863 2566 25000 SH SHARED 01 0 25000 0
CON EDISON $100 SR J PREFERRED STOCK 209111863 15394 150000 SH SHARED 01 04 0 150000 0
CONSOLIDATED EDISON COM 209115104 30955 745900 SH SHARED 01 745900 0 0
CONSOLIDATED EDISON COM 209115104 3348 80677 SH SHARED 01 03 0 80677 0
CONSOLIDATED EDISON COM 209115104 8 195 SH SHARED 01 05 0 195 0
CONSOLIDTED GRAPHICS COM 209341106 3802 90256 SH SHARED 01 90256 0 0
CONSOLIDTED GRAPHICS COM 209341106 348 8254 SH SHARED 01 05 0 8254 0
CONSOLIDATED NAT GAS COM 209615103 24950 400000 SH SHARED 01 400000 0 0
CONSOLIDATED NAT GAS COM 209615103 1631 26146 SH SHARED 01 03 0 26146 0
CONS PRODUCTS COM 209798107 731 74948 SH SHARED 01 74948 0 0
CONSOLIDATED STORES COM 210149100 661 29962 SH SHARED 01 03 0 29962 0
CONSTELLATION ENERGY COM 210371100 1195 42482 SH SHARED 01 03 0 42482 0
CONTROLA COMM MEX COM 21238A206 1575 90000 SH SHARED 01 05 90000 0 0
COOPER COS INC COM 216648402 1212 39240 SH SHARED 01 39240 0 0
COOPER INDUSTRIES COM 216669101 1163 24884 SH SHARED 01 03 0 24884 0
COOPER TIRE & RUBBER COM 216831107 339 19213 SH SHARED 01 03 0 19213 0
COORS ADOLPH COM 217016104 529 9769 SH SHARED 01 03 0 9769 0
COR THERAPEUTICS INC COM 217753102 1319 69400 SH SHARED 01 69400 0 0
CORE MATERIALS COM 218683100 89 47219 SH SHARED 01 03 0 47219 0
CORN PRODUCTS INTL COM 219023108 10589 347860 SH SHARED 01 347860 0 0
CORN PRODUCTS INTL COM 219023108 18 600 SH SHARED 01 05 0 600 0
CORNING INC COM 219350105 232492 3390960 SH SHARED 01 3383660 7300 0
CORNING INC COM 219350105 78797 1149247 SH SHARED 01 02 0 1149247 0
CORNING INC COM 219350105 6472 94400 SH SHARED 01 03 0 94400 0
CORNING INC COM 219350105 105004 1531500 SH SHARED 01 05 140000 1391500 0
COST PLUS COM 221485105 1392 28700 SH SHARED 01 28700 0 0
COST PLUS CPWM COM 221485105 15 300 SH SHARED 01 05 0 300 0
COSTCO WHOLESALE COR COM 22160K105 419939 5832500 SH SHARED 01 5824900 7600 0
COSTCO WHOLESALE COR COM 22160K105 30494 423590 SH SHARED 01 02 0 423590 0
COSTCO WHOLESALE COR COM 22160K105 7053 97964 SH SHARED 01 03 0 97964 0
COSTCO WHOLESALE COR COM 22160K105 84494 1173525 SH SHARED 01 05 60000 1113525 0
COUNTRYWIDE CREDIT COM 222372104 1227 38058 SH SHARED 01 03 0 38058 0
COVAD COMM GROUP COM 222814204 12032 276000 SH SHARED 01 276000 0 0
COVAD COMM GROUP COM 222814204 24195 555000 SH SHARED 01 05 170500 384500 0
COVENTRY HEALTH CARE COM 222862104 1580 166360 SH SHARED 01 166360 0 0
COX BROADCAST COM 224044107 42 1000 SH SHARED 01 05 0 1000 0
COX COMMUNICATIONS PRF 224044305 27431 475000 SH SHARED 01 475000 0 0
COX COMMUNICATIONS PRF 224044305 11550 200000 SH SHARED 01 05 0 200000 0
CRANE CO. COM 224399105 365 16281 SH SHARED 01 03 0 16281 0
CREDENCE SYSTEMS COR COM 225302108 12341 275000 SH SHARED 01 275000 0 0
UNICREDITO ITALIANO IT;UC/EUR COM 225423995 68989 14124696 SH SHARED 01 14124696 0 0
UNICREDITO ITALIANO IT;UC/EUR COM 225423995 47501 9725472 SH SHARED 01 05 0 9725472 0
CROSS A T CO CL A ATX.A - B COM 227478104 194 46400 SH SHARED 01 46400 0 0
CROSS TIMBER COM 227573102 1854 137370 SH SHARED 01 137370 0 0
CROWN CORK & SEAL COM 228255105 768 31670 SH SHARED 01 03 0 31670 0
CULLEN FROST BANKERS COM 229899109 6898 275866 SH SHARED 01 275866 0 0
CULLEN FROST BANKERS COM 229899109 790 31594 SH SHARED 01 05 0 31594 0
CUMMINS ENGINE COM 231021106 534 10714 SH SHARED 01 03 0 10714 0
CURATIVE TECHNOLOGIE COM 231264102 135 28520 SH SHARED 01 28520 0 0
CUSTOMTRACKS CORP COM 232046102 1321 44600 SH SHARED 01 44600 0 0
CUSTOMTRACKS CORP COM 232046102 68 2300 SH SHARED 01 05 0 2300 0
CYBERGOLD INC COM 23246N105 1975 200000 SH SHARED 01 05 200000 0 0
CYBERNET - UNIT COM 232503AA0 10250 10250 SH SHARED 01 10250 0 0
CYBERNET - UNIT COM 232503AA0 2000 2000 SH SHARED 01 05 0 2000 0
CYGNUS INC COM COM 232560102 763 68010 SH SHARED 01 68010 0 0
CYPRUS AMAX MINERALS COM 232809103 489 24912 SH SHARED 01 03 0 24912 0
CYRK INC COM 232817106 240 43300 SH SHARED 01 43300 0 0
CYTYC CORP COM 232946103 3869 100000 SH SHARED 01 05 100000 0 0
DBT ONLINE COM 233044106 1334 53490 SH SHARED 01 53490 0 0
DBS LAND SG;DBL/SN COM 233100999 30920 16634500 SH SHARED 01 16634500 0 0
DBS LAND SG;DBL/SN COM 233100999 16616 8939000 SH SHARED 01 05 0 8939000 0
DMI FURNITURE INC COM 233230101 3 1758 SH SOLE 01 1758 0 0
DPL INCSTOCK COM 233293109 17625 1000000 SH SHARED 01 1000000 0 0
DQE COM 23329J104 27388 700000 SH SHARED 01 700000 0 0
D R HORTON INC COM 23331A109 4251 328560 SH SHARED 01 328560 0 0
D R HORTON INC COM 23331A109 16 1200 SH SHARED 01 05 0 1200 0
DST SYSTEMS COM 233326107 29759 523240 SH SHARED 01 02 0 523240 0
DST SYSTEMS COM 233326107 328 5760 SH SHARED 01 03 0 5760 0
DSP COMMUNICATIONS I COM 23332K106 2712 142733 SH SHARED 01 142733 0 0
DSP COMMUNICATIONS I COM 23332K106 212 11162 SH SHARED 01 05 0 11162 0
DTE ENERGY COMPANY COM 233331107 39149 1083700 SH SHARED 01 1083700 0 0
DTE ENERGY COMPANY COM 233331107 1467 40596 SH SHARED 01 03 0 40596 0
DAIN RAUSCHER CORP COM 233856103 1714 34980 SH SHARED 01 34980 0 0
DAIRY MART WARRANTS COM 2338602*5 127 362999 SH SHARED 01 362999 0 0
DAIRY MART WARRANTS COM 2338602*5 4 10000 SH SHARED 01 05 0 10000 0
DALLAS SEMICONDUCTOR COM 235204104 4505 84300 SH SHARED 01 84300 0 0
DALLAS SEMICONDUCTOR COM 235204104 3682 68905 SH SHARED 01 02 0 68905 0
DALLAS SEMICONDUCTOR COM 235204104 262 4900 SH SHARED 01 05 0 4900 0
DAMARK FNTL INC COM 235691102 180 17900 SH SHARED 01 17900 0 0
DANA CORP COM 235811106 41425 1115800 SH SHARED 01 1115800 0 0
DANA CORP COM 235811106 25453 685661 SH SHARED 01 02 0 685661 0
DANA CORP COM 235811106 2357 63514 SH SHARED 01 03 0 63514 0
DANA CORP COM 235811106 28 759 SH SHARED 01 05 0 759 0
DANAHER CORP COM 235851102 48224 915300 SH SHARED 01 915300 0 0
DANAHER CORP COM 235851102 9197 174550 SH SHARED 01 02 0 174550 0
DANAHER CORP COM 235851102 4728 89729 SH SHARED 01 03 0 89729 0
DANAHER CORP COM 235851102 6329 120120 SH SHARED 01 05 120000 120 0
DAOU SYSTEMS COM 237015102 6343 1180000 SH SHARED 01 1180000 0 0
DARDEN RESTAURANT COM 237194105 3703 189300 SH SHARED 01 189300 0 0
DARDEN RESTAURANT COM 237194105 63516 3246858 SH SHARED 01 03 0 3246858 0
DATA GENERAL COM 237688106 24460 1161300 SH SHARED 01 1161300 0 0
DATA GENERAL COM 237688106 398 18900 SH SHARED 01 02 0 18900 0
DATA GENERAL COM 237688106 610 28938 SH SHARED 01 03 0 28938 0
DATA GENERAL COM 237688106 4 180 SH SHARED 01 05 0 180 0
DATASCOPE COM 238113104 1493 42500 SH SHARED 01 42500 0 0
DAYTON HUDSON CORP COM 239753106 588120 9791800 SH SHARED 01 9599100 192700 0
DAYTON HUDSON CORP COM 239753106 348964 5810096 SH SHARED 01 02 0 5810096 0
DAYTON HUDSON CORP COM 239753106 12363 205843 SH SHARED 01 03 0 205843 0
DAYTON HUDSON CORP COM 239753106 159209 2650740 SH SHARED 01 05 0 2650740 0
DECISIONONE UNITS Variable COM 243458AA4 32 8450000 SH SHARED 01 8450000 0 0
DECISIONONE UNITS Variable COM 243458AA4 5 1425000 SH SHARED 01 05 0 1425000 0
DEERE & COMPANY COM 244199105 46425 1200000 SH SHARED 01 1200000 0 0
DEERE & COMPANY COM 244199105 2597 67125 SH SHARED 01 03 0 67125 0
DEERE & COMPANY COM 244199105 18007 465430 SH SHARED 01 05 465000 430 0
DELL COMPUTER CORP COM 247025109 35239 842800 SH SHARED 01 753400 89400 0
DELL COMPUTER CORP COM 247025109 46054 1101500 SH SHARED 01 02 0 1101500 0
DELL COMPUTER CORP COM 247025109 31273 747939 SH SHARED 01 03 0 747939 0
DELL COMPUTER CORP COM 247025109 29911 715355 SH SHARED 01 05 140000 575355 0
DELPHI AUTOMOTIVE SY COM 247126105 64096 3990441 SH SHARED 01 3990441 0 0
DELPHI AUTOMOTIVE SY COM 247126105 9747 606876 SH SHARED 01 02 0 606876 0
DELPHI AUTOMOTIVE SY COM 247126105 3909 243383 SH SHARED 01 03 0 243383 0
DELPHI AUTOMOTIVE SY COM 247126105 16067 1000250 SH SHARED 01 05 0 1000250 0
DELPHI FINANCIAL GRP COM 247131105 3092 102440 SH SHARED 01 102440 0 0
DELPHI FINANCIAL GRP COM 247131105 12 400 SH SHARED 01 05 0 400 0
DELTA & PINE LAND CO COM 247357106 2935 113462 SH SHARED 01 113462 0 0
DELTA & PINE LAND CO COM 247357106 194 7491 SH SHARED 01 05 0 7491 0
DELTA AIR LINES COM 247361108 1906 39289 SH SHARED 01 03 0 39289 0
DELTA GOLD ORD AU;DGD COM 247800998 910 500000 SH SHARED 01 500000 0 0
DELTA WOODSIDE INDS COM 247909104 186 67700 SH SHARED 01 67700 0 0
DELUXE CORPORATION COM 248019101 680 20011 SH SHARED 01 03 0 20011 0
DENDRITE COM 248239105 5875 124322 SH SHARED 01 124322 0 0
DENDRITE COM 248239105 51343 1086550 SH SHARED 01 02 0 1086550 0
DENDRITE COM 248239105 1614 34150 SH SHARED 01 03 0 34150 0
DENDRITE COM 248239105 870 18398 SH SHARED 01 05 0 18398 0
DEPARTMENT 56 COM 249509100 1168 48800 SH SHARED 01 48800 0 0
DEVRY INC. COM 251893103 5208 260413 SH SHARED 01 260413 0 0
DEVRY INC. COM 251893103 5742 287100 SH SHARED 01 02 0 287100 0
DEVRY INC. COM 251893103 62 3100 SH SHARED 01 03 0 3100 0
DEVRY INC. COM 251893103 505 25247 SH SHARED 01 05 0 25247 0
DIA-MET MINERALS - B CA;DMM.B COM 25243K307 708 40000 SH SHARED 01 40000 0 0
DIAGEO PLC-SPON ADR COM 25243Q205 36230 874332 SH SHARED 01 03 0 874332 0
DIAGNOSTIC PRODUCTS COM 252450101 1035 38600 SH SHARED 01 38600 0 0
DIGI INTL INC COM COM 253798102 448 41000 SH SHARED 01 41000 0 0
DIGITAL MICROWAVE COM 253859102 4650 296360 SH SHARED 01 296360 0 0
DIGITAL MICROWAVE COM 253859102 348 22200 SH SHARED 01 05 0 22200 0
DIME COMMUNITY COM 253922108 1031 49700 SH SHARED 01 49700 0 0
DIME COMMUNITY COM 253922108 8 400 SH SHARED 01 05 0 400 0
DILLARDS INC-CL A COM 254067101 580 28538 SH SHARED 01 03 0 28538 0
DIMON INC COM 254394109 484 124820 SH SHARED 01 124820 0 0
DIONEX COM 254546104 5043 117969 SH SHARED 01 117969 0 0
DIONEX COM 254546104 569 13311 SH SHARED 01 05 0 13311 0
DISCOUNT AUTO PARTS COM 254642101 754 46760 SH SHARED 01 46760 0 0
DISNEY WALT CO COM 254687106 148784 5750100 SH SHARED 01 5619600 130500 0
DISNEY WALT CO COM 254687106 74587 2882578 SH SHARED 01 02 0 2882578 0
DISNEY WALT CO COM 254687106 18890 730018 SH SHARED 01 03 0 730018 0
DISNEY WALT CO (HOLDING CO) COM 254687106 33662 1300930 SH SHARED 01 05 0 1300930 0
DITECH COMMU CORP COM 25500M103 53 1000 SH SHARED 01 1000 0 0
DIXIE YARNS COM 255519100 1510 194800 SH SHARED 01 194800 0 0
DIXIE YARNS COM 255519100 10 1300 SH SHARED 01 05 0 1300 0
DOBSON COMM PIK PFD PRF 256072505 10104 10470 SH SHARED 01 10470 0 0
DOBSON COMM PIK PFD PRF 256072505 4770 4943 SH SHARED 01 05 0 4943 0
DODGE & COX STOCK COM 256219106 4496 45461 SH SHARED 01 03 0 45461 0
DOLLAR GENERAL COM 256669102 35930 1163750 SH SHARED 01 1000500 163250 0
DOLLAR GENERAL COM 256669102 11565 374646 SH SHARED 01 02 0 374646 0
DOLLAR GENERAL COM 256669102 2470 79997 SH SHARED 01 03 0 79997 0
DOLLAR GENERAL COM 256669102 56754 1838170 SH SHARED 01 05 352000 1486170 0
DOLLAR THRIF AUTOMOT COM 256743105 891 43050 SH SHARED 01 43050 0 0
DOLLAR THRIF AUTOMOT COM 256743105 9 450 SH SHARED 01 05 0 450 0
DOMINION RES INC VA COM 257470104 2529 56052 SH SHARED 01 03 0 56052 0
DONALDSON LUFKIN COM 257661108 4154 105000 SH SHARED 01 0 105000 0
DONALDSON LUFKIN COM 257661108 7913 200000 SH SHARED 01 05 0 200000 0
DONNELLEY (RR)&SONS COM 257867101 943 32659 SH SHARED 01 03 0 32659 0
DOUBLECLICK INC COM 258609304 6773 56850 SH SHARED 01 02 0 56850 0
DOUBLECLICK INC COM 258609304 679 5700 SH SHARED 01 03 0 5700 0
DOVER CORP COM 260003108 230041 5627922 SH SHARED 01 03 0 5627922 0
DOW CHEMICAL COM 260543103 61936 545100 SH SHARED 01 545100 0 0
DOW CHEMICAL COM 260543103 8151 71729 SH SHARED 01 03 0 71729 0
DOW CHEMICAL COM 260543103 16 150 SH SHARED 01 05 0 150 0
DOW JONES & CO COM 260561105 1291 24185 SH SHARED 01 03 0 24185 0
DOWNEY FINL CORP COM 261018105 1601 79553 SH SHARED 01 79553 0 0
THE DRESS BARN COM 261570105 1043 56860 SH SHARED 01 56860 0 0
DRIL QUIP INC COM 262037104 1245 48720 SH SHARED 01 48720 0 0
DREYFUS MONEY MARKET COM 262904204 4 4368 SH SHARED 01 0 4368 0
E I DUPONT COM 263534109 145833 2395636 SH SHARED 01 2395636 0 0
E I DUPONT COM 263534109 284 4650 SH SHARED 01 02 0 4650 0
E I DUPONT COM 263534109 18476 303496 SH SHARED 01 03 0 303496 0
E I DUPONT COM 263534109 1300 21349 SH SHARED 01 05 20800 549 0
DUKE ENERGY CORP COM 264399106 139736 2534900 SH SHARED 01 2534900 0 0
DUKE ENERGY CORP COM 264399106 113 2060 SH SHARED 01 02 0 2060 0
DUKE ENERGY CORP COM 264399106 6701 121568 SH SHARED 01 03 0 121568 0
DUKE ENERGY CORP COM 264399106 4972 90188 SH SHARED 01 05 0 90188 0
DUN & BRADSTREET NEW COM 26483B106 6423 215000 SH SHARED 01 0 215000 0
DUN & BRADSTREET NEW COM 26483B106 1312 43904 SH SHARED 01 03 0 43904 0
DURA AUTOMOTIVE SYST COM 265903104 34891 1450000 SH SHARED 01 1450000 0 0
DURA AUTOMOTIVE SYST COM 265903104 3 114 SH SHARED 01 02 0 114 0
DURA COM 26632S109 1737 124660 SH SHARED 01 124660 0 0
DYCOM INDUSTRIES COM 267475101 5424 128539 SH SHARED 01 128539 0 0
DYCOM INDUSTRIES COM 267475101 19826 469950 SH SHARED 01 02 0 469950 0
DYCOM INDUSTRIES COM 267475101 224 5300 SH SHARED 01 03 0 5300 0
DYCOM INDUSTRIES COM 267475101 577 13676 SH SHARED 01 05 0 13676 0
DYNEGY INC COM 26816L102 4342 209900 SH SHARED 01 209900 0 0
ECI TELECOMMUNICATIO COM 268258100 3827 155000 SH SHARED 01 155000 0 0
E G & G INC COM 268457108 433 10875 SH SHARED 01 03 0 10875 0
EMC CORPORATION COM 268648102 930838 13030110 SH SHARED 01 12762410 267700 0
EMC CORPORATION COM 268648102 64813 907148 SH SHARED 01 02 0 907148 0
EMC CORPORATION COM 268648102 22223 311078 SH SHARED 01 03 0 311078 0
EMC CORPORATION COM 268648102 214431 3001670 SH SHARED 01 05 805000 2196670 0
ENSCO INTL INC COM 26874Q100 27299 1511400 SH SHARED 01 02 0 1511400 0
ENSCO INTL INC COM 26874Q100 287 15900 SH SHARED 01 03 0 15900 0
ENI SPA ORDS COM 26874R991 104292 16640000 SH SHARED 01 16640000 0 0
EOG RESOURCES INC COM 26875P101 2205 103751 SH SHARED 01 02 0 103751 0
E.PIPHANY INC COM 26881V100 4875 100000 SH SHARED 01 05 100000 0 0
ETEC SYSTEMS INC COM 26922C103 3417 90820 SH SHARED 01 90820 0 0
ETEC SYSTEMS INC COM 26922C103 324 8600 SH SHARED 01 05 0 8600 0
E-TEK DYNAMICS INC COM 269240107 109 2000 SH SHARED 01 2000 0 0
EARTHGRAINS COM 270319106 4809 217324 SH SHARED 01 217324 0 0
EARTHGRAINS COM 270319106 223 10096 SH SHARED 01 05 0 10096 0
EARTHWATCH 144A 12% CVT PFD SE COM 270324502 707 314426 SH SHARED 01 314426 0 0
EARTHSHELL CONTAINER COM 27032B100 1550 400000 SH SHARED 01 05 0 400000 0
EASTERN ENTERPRISES COM 27637F100 302 6510 SH SHARED 01 03 0 6510 0
EASTERN UTILS ASSOC COM 277173100 1726 57760 SH SHARED 01 57760 0 0
EASTMAN CHEMICAL CO COM 277432100 808 20191 SH SHARED 01 03 0 20191 0
EASTMAN KODAK COM 277461109 6649 88133 SH SHARED 01 03 0 88133 0
EATON CORP COM 278058102 6814 78950 SH SHARED 01 03 0 78950 0
EATON VANCE COM 278265103 3232 101000 SH SHARED 01 101000 0 0
ECOLAB, INC. COM 278865100 1193 34965 SH SHARED 01 03 0 34965 0
EDIFY CORP COM 280599101 56 4500 SH SHARED 01 4500 0 0
EDIFY CORP COM 280599101 1880 150000 SH SHARED 01 05 150000 0 0
EDISON INTL COM 281020107 94029 3867500 SH SHARED 01 3867500 0 0
EDISON INTL COM 281020107 3363 138358 SH SHARED 01 03 0 138358 0
EDISON INTLK COM 281020107 17 664 SH SHARED 01 05 0 664 0
EDUCATION MGMT CORP COM 28139T101 71 5748 SH SHARED 01 5748 0 0
EDUCATION MGMT CORP COM 28139T101 111 8952 SH SHARED 01 05 0 8952 0
EGAIN COMMUN CORP COM 28225C103 505 27300 SH SHARED 01 27300 0 0
EGAIN COMMUN CORP COM 28225C103 1123 60700 SH SHARED 01 05 19400 41300 0
EL PASO ELECTRIC COM 283677854 1459 162100 SH SHARED 01 162100 0 0
EL PASO ELECTRIC COM 283677854 12 1300 SH SHARED 01 05 0 1300 0
EL PASO ENERGY CORP COM 283905107 238677 5995000 SH SHARED 01 5995000 0 0
EL PASO ENERGY CORP COM 283905107 26186 657730 SH SHARED 01 05 0 657730 0
ELAN CORP PLC ADR COM 284131208 6645 198000 SH SHARED 01 0 198000 0
ELAN CORP PLC ADR COM 284131208 973 29000 SH SHARED 01 02 0 29000 0
ELAN CORP PLC ADR COM 284131208 1252 37300 SH SHARED 01 03 0 37300 0
ELAN CORP PLC ADR COM 284131208 40275 1200000 SH SHARED 01 05 0 1200000 0
ELCOR CORP COM 284443108 1391 55650 SH SHARED 01 55650 0 0
ELECTRO SCIENTIFIC COM 285229100 3879 72820 SH SHARED 01 72820 0 0
ELECTRO SCIENTIFIC COM 285229100 16 300 SH SHARED 01 05 0 300 0
ELECTROGLAS INC COM 285324109 1293 55300 SH SHARED 01 55300 0 0
ELECTRONIC DATA SYST COM 285661104 107453 2029800 SH SHARED 01 2029800 0 0
ELECTRONIC DATA SYST COM 285661104 38702 731110 SH SHARED 01 02 0 731110 0
ELECTRONIC DATA SYST COM 285661104 9272 175149 SH SHARED 01 03 0 175149 0
ELECTRONIC DATA SYST COM 285661104 79432 1500508 SH SHARED 01 05 0 1500508 0
ELECTRONIC IMAGING COM 286082102 22619 440000 SH SHARED 01 440000 0 0
ELECTRONIC IMAGING COM 286082102 28524 554850 SH SHARED 01 02 0 554850 0
ELECTRONIC IMAGING COM 286082102 822 16000 SH SHARED 01 03 0 16000 0
ELECTRONIC IMAGING COM 286082102 18147 353000 SH SHARED 01 05 100000 253000 0
ELF ACQUITAINE ORD FR;A COM 286273990 36179 207315 SH SHARED 01 207315 0 0
ELF ACQUITAINE ORD FR;A COM 286273990 25333 145163 SH SHARED 01 05 0 145163 0
EMERSON ELECTRIC COM 291011104 51814 820000 SH SHARED 01 820000 0 0
EMERSON ELECTRIC COM 291011104 165 2600 SH SHARED 01 02 0 2600 0
EMERSON ELECTRIC COM 291011104 8390 132775 SH SHARED 01 03 0 132775 0
EMERSON ELECTRIC COM 291011104 12 188 SH SHARED 01 05 0 188 0
EMMIS COMMUNICATIONS COM 291525103 66 1000 SH SHARED 01 1000 0 0
EMMIS COMMUNICATIONS COM 291525103 6606 100000 SH SHARED 01 05 100000 0 0
EMPIRE DISTRICT ELEC COM 291641108 15442 604072 SH SHARED 01 03 0 604072 0
EMULEX COM 292475209 17175 200000 SH SHARED 01 05 200000 0 0
EMUSIC.COM INC COM 292476108 5950 400000 SH SHARED 01 400000 0 0
EMUSIC.COM INC COM 292476108 12495 840000 SH SHARED 01 05 250000 590000 0
ENERGEN COM 29265N108 1701 84000 SH SHARED 01 84000 0 0
ENERGY CORP OF AMER 9.500 COM 292660AC1 8100 9000000 SH SHARED 01 9000000 0 0
ENERGY CORP OF AMER 9.500 COM 292660AC1 1350 1500000 SH SHARED 01 05 0 1500000 0
ENGELHARD CORP COM 292845104 603 33159 SH SHARED 01 03 0 33159 0
ENESCO GROUP INC COM 292973104 600 39010 SH SHARED 01 39010 0 0
ENHANCE FINANCIAL SV COM 293310108 1895 107120 SH SHARED 01 107120 0 0
ENRON CORP COM 293561106 182598 4426600 SH SHARED 01 3800000 626600 0
ENRON CORP COM 293561106 222 5370 SH SHARED 01 02 0 5370 0
ENRON CORP COM 293561106 8275 200594 SH SHARED 01 03 0 200594 0
ENRON CORP COM 293561106 78297 1898100 SH SHARED 01 05 0 1898100 0
ENTERGY CORP COM 29364G103 2010 69467 SH SHARED 01 03 0 69467 0
ENTRUST TECHNOLOGIES COM 293848107 13463 600000 SH SHARED 01 600000 0 0
ENTRUST TECHNOLOGIES COM 293848107 2774 123600 SH SHARED 01 02 0 123600 0
ENZO BIOCHEM COM 294100102 1981 69812 SH SHARED 01 69812 0 0
EPIMMUNE INC COM 29425Y101 53 20310 SH SOLE 01 20310 0 0
EPICOR SOFTWARE COM 29426L108 641 111500 SH SHARED 01 111500 0 0
ECM FUND / CORP LPI 11.918 UN COM 294300XX1 2156 2159653 SH SHARED 01 2159653 0 0
EQUANT ENT/$ COM 294409107 87592 1076400 SH SHARED 01 1076400 0 0
EQUANT COM 294409107 496 6100 SH SHARED 01 03 0 6100 0
EQUANT ENT/$ COM 294409107 32238 396153 SH SHARED 01 05 0 396153 0
EQUIFAX INC COM 294429105 1256 44671 SH SHARED 01 03 0 44671 0
EQUITABLE RESOURCES COM 294549100 16672 440900 SH SHARED 01 440900 0 0
EQUITABLE RESOURCES COM 294549100 15 400 SH SHARED 01 05 0 400 0
ERICSSON LM B ORD SE;LME.B COM 294821202 105435 3401305 SH SHARED 01 3401305 0 0
ERICSSON LM B ORD SE;LME.B COM 294821202 85243 2749936 SH SHARED 01 05 0 2749936 0
ERICSSON LM B ADR COM 294821400 564 18000 SH SHARED 01 02 0 18000 0
ESTERLINE CORP COM 297425100 767 48730 SH SHARED 01 48730 0 0
ETHAN ALLEN COM 297602104 73898 2322878 SH SHARED 01 2304878 18000 0
ETHAN ALLEN COM 297602104 515 16162 SH SHARED 01 05 0 16162 0
ETOYS INC COM 297862104 1265 19000 SH SHARED 01 19000 0 0
EXABYTE CORP COM 300615101 275 63200 SH SHARED 01 63200 0 0
EXACTIS.COM COM 30064G104 21273 875000 SH SOLE 01 21273 0 0
EXAR CORP COM 300645108 75 2000 SH SHARED 01 2000 0 0
EXIDE CORP 144A CONV BOND 302051AF4 1120 2000000 SH SHARED 01 02 0 0 2000000
EXODUS COMMUNICATION COM 302088109 23129 320970 SH SHARED 01 02 0 320970 0
EXODUS COMMUNICATION COM 302088109 793 11000 SH SHARED 01 03 0 11000 0
EXPEDITORS INTL WASH COM 302130109 5672 176713 SH SHARED 01 176713 0 0
EXPEDITORS INTL WASH COM 302130109 590 18387 SH SHARED 01 05 0 18387 0
EXPRESS SCRIPT COM 302182100 17643 225474 SH SHARED 01 225474 0 0
EXPRESS SCRIPT COM 302182100 795 10150 SH SHARED 01 02 0 10150 0
EXPRESS SCRIPT COM 302182100 1041 13300 SH SHARED 01 03 0 13300 0
EXPRESS SCRIPT COM 302182100 14358 183476 SH SHARED 01 05 50000 133476 0
EXTENDED STAY AMERIC STAY COM 30224P101 19800 2200000 SH SHARED 01 05 0 2200000 0
EXXON COM 302290101 341203 4493200 SH SHARED 01 4493200 0 0
EXXON COM 302290101 53400 703206 SH SHARED 01 03 0 703206 0
EXXON STOCK COM 302290101 129557 1706100 SH SHARED 01 05 0 1706100 0
FMC CORP COM 302491303 365 7568 SH SHARED 01 03 0 7568 0
FPL GROUP INC. COM 302571104 54657 1085000 SH SHARED 01 1085000 0 0
FPL GROUP INC. COM 302571104 3045 60441 SH SHARED 01 03 0 60441 0
FACTSET RESEARCH COM 303075105 5089 89464 SH SHARED 01 89464 0 0
FACTSET RESEARCH COM 303075105 546 9596 SH SHARED 01 05 0 9596 0
FAIR ISAAC & CO INC COM 303250104 1116 39760 SH SHARED 01 39760 0 0
FAIRFIELD MANUFACTG 11.25 3/1 PRF 304530306 6514 6580 SH SHARED 01 6580 0 0
FAIRFIELD MANUFACTG 11.25 3/1 PRF 304530306 594 600 SH SHARED 01 05 0 600 0
FAMILY DLR STORES COM 307000109 63693 3015000 SH SHARED 01 3015000 0 0
FAMILY DLR STORES COM 307000109 26280 1244000 SH SHARED 01 05 375000 869000 0
FASTENAL CO COM 311900104 8813 187050 SH SHARED 01 02 0 187050 0
FASTENAL CO COM 311900104 893 18950 SH SHARED 01 03 0 18950 0
FDX CORP COM 31304N107 3257 84048 SH SHARED 01 03 0 84048 0
FEDDERS USA INC. COM 313135105 618 103080 SH SHARED 01 103080 0 0
FREDDIE MAC COM 313400301 10715 206056 SH SHARED 01 03 0 206056 0
FEDERAL NATL MTGE COM 313586109 158972 2535950 SH SHARED 01 2411250 124700 0
FEDERAL NATL MTGE COM 313586109 7018 111977 SH SHARED 01 02 0 111977 0
FEDERAL NATL MTGE COM 313586109 18858 300821 SH SHARED 01 03 0 300821 0
FEDERAL NATL MTGE COM 313586109 51655 824000 SH SHARED 01 05 0 824000 0
FEDERATED DPT STORES COM 31410H101 2515 57578 SH SHARED 01 03 0 57578 0
FEDERATED DPT STORES COM 31410H101 2 77 SH SOLE 01 2 0 0
FIDELITY MAGELLAN FD COM 316184100 9 74 SH SHARED 01 0 74 0
FIDELITY NAT FINL COM 316326107 1919 126344 SH SHARED 01 126344 0 0
FIDELITY NAT FINL COM 316326107 106 6938 SH SHARED 01 05 0 6938 0
FIDELITY LOW STOCK COM 316345305 2353 108693 SH SHARED 01 03 0 108693 0
FIFTH THIRD BANCORP COM 316773100 4662 76625 SH SHARED 01 03 0 76625 0
FILENET CORP COM 316869106 953 89180 SH SHARED 01 89180 0 0
FINANCIAL FEDERAL COM 317492106 1711 90661 SH SHARED 01 90661 0 0
FINANCIAL FEDERAL COM 317492106 263 13939 SH SHARED 01 05 0 13939 0
FINOVA GROUP INC. COM 317928109 39420 1080000 SH SHARED 01 1080000 0 0
FINOVA GRP CVT PFD 5 1/2 % 12/ PRF 31808E207 16697 325000 SH SHARED 01 325000 0 0
FIRST AMER FINL CP C COM 318522307 3201 239270 SH SHARED 01 239270 0 0
FIRST AMER FINL CP C COM 318522307 7 500 SH SHARED 01 05 0 500 0
FIRST BANCORP/PR COM 318672102 1627 82380 SH SHARED 01 82380 0 0
FIRST DATA CORP COM 319963104 121119 2760500 SH SHARED 01 2760500 0 0
FIRST DATA CORP COM 319963104 31506 718125 SH SHARED 01 02 0 718125 0
FIRST DATA CORP COM 319963104 119548 2724730 SH SHARED 01 03 0 2724730 0
FIRST DATA CORP COM 319963104 65838 1500560 SH SHARED 01 05 0 1500560 0
FIRST FINANCIAL COM 320239106 2 100 SH SHARED 01 05 0 100 0
FIRST MIDWEST BANC COM 320867104 2983 78120 SH SHARED 01 78120 0 0
FIRST TN NAT`L CORP COM 337162101 11531 410000 SH SHARED 01 410000 0 0
FIRST UNION CORP COM 337358105 63129 1775165 SH SHARED 01 1623000 152165 0
FIRST UNION CORP COM 337358105 87 2460 SH SHARED 01 02 0 2460 0
FIRST UNION CORP COM 337358105 9494 266956 SH SHARED 01 03 0 266956 0
FIRST UNION CORP COM 337358105 18 522 SH SHARED 01 05 0 522 0
FIRST VIRGINIA BANK COM 337477103 7406 170000 SH SHARED 01 170000 0 0
FIRSTAR CORP COM 33763V109 16075 627300 SH SHARED 01 627300 0 0
FIRSTAR CORP COM 33763V109 7065 275717 SH SHARED 01 03 0 275717 0
FISERV INC COM 337738108 30909 951050 SH SHARED 01 933050 18000 0
FISERV INC COM 337738108 1513 46562 SH SHARED 01 02 0 46562 0
FISERV INC COM 337738108 1954 60137 SH SHARED 01 03 0 60137 0
FISERV INC COM 337738108 49888 1535000 SH SHARED 01 05 560000 975000 0
FIRSTMERIT CORP COM 337915102 9548 376265 SH SHARED 01 376265 0 0
FIRSTMERIT CORP COM 337915102 684 26965 SH SHARED 01 05 0 26965 0
FLAGSTAR BANCORP COM 337930101 1277 83079 SH SHARED 01 83079 0 0
FLAGSTAR BANCORP COM 337930101 152 9921 SH SHARED 01 05 0 9921 0
FIRSTENERGY CORP COM 337932107 35721 1400800 SH SHARED 01 1400800 0 0
FIRSTENERGY CORP COM 337932107 1606 62975 SH SHARED 01 03 0 62975 0
FIRSTENERGY CORP COM 337932107 9 372 SH SHARED 01 05 0 372 0
FLEET FINANCIAL GRP COM 338915101 127708 3486900 SH SHARED 01 3486900 0 0
FLEET FINANCIAL GRP COM 338915101 8313 226958 SH SHARED 01 03 0 226958 0
FLEET FINANCIAL GRP COM 338915101 33 903 SH SHARED 01 05 0 903 0
FLEETWOOD ENTERPRISE COM 339099103 189 9361 SH SHARED 01 03 0 9361 0
FLEMING CO COM 339130106 1072 109240 SH SHARED 01 109240 0 0
FLORIDA PROGRESS COM 341109106 9250 200000 SH SHARED 01 200000 0 0
FLORIDA PROGRESS COM 341109106 1334 28840 SH SHARED 01 03 0 28840 0
FLORIDA ROCK COM 341140101 3535 101720 SH SHARED 01 101720 0 0
FLORIDA ROCK COM 341140101 14 400 SH SHARED 01 05 0 400 0
FLOW SYSTEMS COM 343468104 425 40980 SH SHARED 01 40980 0 0
FLUOR CORP COM 343861100 24351 605000 SH SHARED 01 605000 0 0
FLUOR CORP COM 343861100 1182 29350 SH SHARED 01 03 0 29350 0
FLUOR CORP COM 343861100 16 401 SH SHARED 01 05 0 401 0
FOMENTO CONSTRUCTION ORD ES;F COM 344417993 14924 547192 SH SHARED 01 547192 0 0
FOMENTO ECONOMICO MX COM 344419106 14560 465000 SH SHARED 01 465000 0 0
FORMENTO ECONOMICO MEXICANO COM 344419106 10083 322000 SH SHARED 01 05 0 322000 0
FOODMAKER INC NEW COM 344839204 5539 222125 SH SHARED 01 222125 0 0
FOODMAKER INC NEW COM 344839204 549 22015 SH SHARED 01 05 0 22015 0
FOOTSTAR INC COM 344912100 2123 60230 SH SHARED 01 60230 0 0
FORD MOTOR COM 345370100 302059 6018600 SH SHARED 01 5880600 138000 0
FORD MOTOR COM 345370100 33244 662371 SH SHARED 01 02 0 662371 0
FORD MOTOR COM 345370100 20090 400283 SH SHARED 01 03 0 400283 0
FORD MOTORCK COM 345370100 19971 397943 SH SHARED 01 05 0 397943 0
FOREST LABS COM 345838106 24831 589450 SH SHARED 01 02 0 589450 0
FOREST LABS COM 345838106 1260 29900 SH SHARED 01 03 0 29900 0
FOREST OIL CORP COM 346091606 1481 86800 SH SHARED 01 86800 0 0
FOREST OIL CORP COM 346091606 12 700 SH SHARED 01 05 0 700 0
FORT JAMES CORP COM 347471104 1600 59960 SH SHARED 01 03 0 59960 0
FORTIS 144A COM 349548990 81872 2535099 SH SHARED 01 2535099 0 0
FORTIS 144A COM 349548990 58687 1817197 SH SHARED 01 05 0 1817197 0
FORTUNE BRANDS COM 349631101 1520 47130 SH SHARED 01 03 0 47130 0
FOSSIL INC COM 349882100 5592 206608 SH SHARED 01 206608 0 0
FOSSIL INC COM 349882100 594 21941 SH SHARED 01 05 0 21941 0
FOSTER WHEELER COM 350244109 80 6605 SH SHARED 01 03 0 6605 0
FOUNDRY NETWORKS INC COM 35063R100 4259 33800 SH SHARED 01 33800 0 0
FOUNDRY NETWORKS INC COM 35063R100 2004 15900 SH SHARED 01 02 0 15900 0
FOUNDRY NETWORKS INC COM 35063R100 114 900 SH SHARED 01 03 0 900 0
FOUNDRY NETWORKS INC COM 35063R100 5922 47000 SH SHARED 01 05 15100 31900 0
FOX ENTERTAINMENT GR COM 35138T107 15844 750000 SH SHARED 01 750000 0 0
FRANCO NEVADA ORD CA;FN/C$ R= COM 351860101 4754 220000 SH SHARED 01 220000 0 0
FRANCISCO GOLD COM 351902101 599 100000 SH SHARED 01 100000 0 0
FRANKLIN COVEY CO COM 353469109 458 59520 SH SHARED 01 59520 0 0
FRANKLIN RESOURCES COM 354613101 2512 81698 SH SHARED 01 03 0 81698 0
FRASER & NEAVE ORD SG;FAN COM 355516105 7568 2318000 SH SHARED 01 2318000 0 0
FREE MARKETS ONLINE COM 356602102 254546 745785 SH SOLE 01 254546 0 0
FREEPORT COPPER 'B' COM 35671D857 688 44195 SH SHARED 01 03 0 44195 0
FREMONT GENERAL CORP COM 357288109 1874 197260 SH SHARED 01 197260 0 0
FRITZ COM 358846103 1054 101600 SH SHARED 01 101600 0 0
FRONTIER INS GROUP COM 359081106 858 98060 SH SHARED 01 98060 0 0
FROZEN FOOD EXPR COM 359360104 287 46800 SH SHARED 01 46800 0 0
FUJITSU JP;6702/Y COM 359591997 25531 821000 SH SHARED 01 821000 0 0
FUJITSU JP;6702/Y COM 359591997 39183 1260000 SH SHARED 01 05 0 1260000 0
FULLER H B COMPANY COM 359694106 5783 95000 SH SHARED 01 95000 0 0
G&K SERVICES CL A COM 361268105 2369 58500 SH SHARED 01 58500 0 0
G&K SERVICES CL A COM 361268105 54 1340 SH SHARED 01 05 0 1340 0
GC COMPANIES COM 36155Q109 651 21700 SH SHARED 01 21700 0 0
GPU INC COM 36225X100 1150 35243 SH SHARED 01 03 0 35243 0
GTE CORP COM 362320103 111439 1449600 SH SHARED 01 1449600 0 0
GTE CORP COM 362320103 21786 283404 SH SHARED 01 03 0 283404 0
GTE CORP COM 362320103 11 140 SH SHARED 01 05 0 140 0
GADZOOX NETWORK COM 362555104 1616 30000 SH SHARED 01 30000 0 0
GADZOOX NETWORK COM 362555104 3772 70000 SH SHARED 01 05 20000 50000 0
GALEY & LORD INC COM 36352K103 87 33200 SH SHARED 01 33200 0 0
GALLAGHER ARTHUR J COM 363576109 5649 106072 SH SHARED 01 106072 0 0
GALLAGHER ARTHUR J COM 363576109 553 10388 SH SHARED 01 05 0 10388 0
GANNETT CO INC COM 364730101 435881 6300000 SH SHARED 01 6300000 0 0
GANNETT CO INC COM 364730101 5461 78933 SH SHARED 01 03 0 78933 0
GANNETT CO INC COM 364730101 66820 965786 SH SHARED 01 05 0 965786 0
GAP INC., THE COM 364760108 61312 1916000 SH SHARED 01 1785000 131000 0
GAP INC., THE COM 364760108 109 3410 SH SHARED 01 02 0 3410 0
GAP INC., THE COM 364760108 232553 7267265 SH SHARED 01 03 0 7267265 0
GAP INC. THE COM 364760108 85600 2675000 SH SHARED 01 05 0 2675000 0
GARDNER DENVER INC GARDNER D COM 365558105 638 42160 SH SHARED 01 42160 0 0
GARTNER GRP INC CL B COM 366651206 4 253 SH SHARED 01 03 0 253 0
GATEWAY INC COM 367626108 3878 87272 SH SHARED 01 03 0 87272 0
GAYLORD CONTAINER CLASS A COM 368145108 7125 1000000 SH SHARED 01 1000000 0 0
GENENTECH INC COM 368710406 9101 62200 SH SHARED 01 62200 0 0
GENENTECH INC COM 368710406 1773 12120 SH SHARED 01 02 0 12120 0
GENENTECH INC COM 368710406 2297 15700 SH SHARED 01 03 0 15700 0
GENRL COMMUNICATION COM 369385109 726 139200 SH SHARED 01 139200 0 0
GENERAL DYNAMICS CORP COM 369550108 2498 40000 SH SHARED 01 40000 0 0
GENERAL DYNAMICS COM 369550108 3503 56111 SH SHARED 01 03 0 56111 0
GENERAL ELECTRIC COM 369604103 1335049 11260296 SH SHARED 01 10900440 359856 0
GENERAL ELECTRIC COM 369604103 380883 3212562 SH SHARED 01 02 0 3212562 0
GENERAL ELECTRIC COM 369604103 118967 1003413 SH SHARED 01 03 0 1003413 0
GENERAL ELECTRIC COM 369604103 486607 4104230 SH SHARED 01 05 180000 3924230 0
GENERAL ELECTRIC PLC GB;GEC/GB COM 369622998 112920 11765027 SH SHARED 01 11765027 0 0
GENERAL ELECTRIC PLC GB;GEC/GB COM 369622998 81012 8440537 SH SHARED 01 05 0 8440537 0
GENERAL INSTRUMENT COM 370120107 445 9250 SH SHARED 01 02 0 9250 0
GENERAL INSTRUMENT COM 370120107 2894 60123 SH SHARED 01 03 0 60123 0
GENERAL MILLS COM 370334104 135864 1674755 SH SHARED 01 1591200 83555 0
GENERAL MILLS COM 370334104 16667 205451 SH SHARED 01 02 0 205451 0
GENERAL MILLS COM 370334104 6014 74131 SH SHARED 01 03 0 74131 0
GENERAL MILLS COM 370334104 42 511 SH SHARED 01 05 0 511 0
GENERAL MOTORS COM 370442105 124186 1973145 SH SHARED 01 1860100 113045 0
GENERAL MOTORS COM 370442105 26129 415180 SH SHARED 01 02 0 415180 0
GENERAL MOTORS COM 370442105 14271 226750 SH SHARED 01 03 0 226750 0
GENERAL MOTORS COM 370442105 56689 900724 SH SHARED 01 05 0 900724 0
GENERAL SEMICONDUCT COM 370787103 1063 103100 SH SHARED 01 103100 0 0
GENTEX CORP COM 371901109 49895 2415448 SH SHARED 01 2415448 0 0
GENTEX CORP COM 371901109 46668 2259234 SH SHARED 01 02 0 2259234 0
GENTEX CORP COM 371901109 1639 79350 SH SHARED 01 03 0 79350 0
GENTEX CORP COM 371901109 19079 923632 SH SHARED 01 05 200000 723632 0
GENESIS HEALTH VENT COM 371912106 234 98700 SH SHARED 01 98700 0 0
GENUINE PARTS COM 372460105 4982 187562 SH SHARED 01 0 187562 0
GENUINE PARTS COM 372460105 1213 45649 SH SHARED 01 03 0 45649 0
GEON COMPANY COM 37246W105 3156 122580 SH SHARED 01 122580 0 0
GEON COMPANY COM 37246W105 13 500 SH SHARED 01 05 0 500 0
GEORGIA-PACIFIC GP COM 373298108 1978 48842 SH SHARED 01 03 0 48842 0
GEORGIA PAC CVT PFD PRF 373298801 32490 734250 SH SHARED 01 734250 0 0
GEORGIA PAC CVT PFD PRF 373298801 1582 35750 SH SHARED 01 05 0 35750 0
GEOTEK CORP CONV BOND 373654AH5 3 2485000 SH SHARED 01 0 0 2485000
GERBER SCIENTIFIC COM 373730100 1393 62260 SH SHARED 01 62260 0 0
GETTHERE.COM COM 374266104 120185 2996500 SH SOLE 01 2996500 0 0
GIBSON GREETINGS INC COM 374827103 236 44400 SH SHARED 01 44400 0 0
GILLETTE CO COM 375766102 47 1380 SH SHARED 01 02 0 1380 0
GILLETTE CO COM 375766102 10315 303945 SH SHARED 01 03 0 303945 0
GLOBAL INDL TECH COM COM 379335102 753 61800 SH SHARED 01 61800 0 0
GLOBALSTAR TELE PRF 379364508 8606 150000 SH SHARED 01 05 0 150000 0
GLOBAL TELESYSTEMS G COM 37936U104 39741 2015400 SH SHARED 01 2015400 0 0
GLOBAL TELESYSTEMS G COM 37936U104 23265 1179800 SH SHARED 01 05 250000 929800 0
GLOBAL TELE CVT PFD PRF 37936U401 24149 589000 SH SHARED 01 589000 0 0
GLOBAL TELE CVT PFD PRF 37936U401 1025 25000 SH SHARED 01 05 0 25000 0
GLOBAL TELESYST CVT PRF 37936U609 7075 172540 SH SHARED 01 172540 0 0
GLOBAL TELESYST CVT PRF 37936U609 576 14060 SH SHARED 01 05 0 14060 0
GOLDCORP A ORD CA;G.A/C$ COM 380956102 2641 400000 SH SHARED 01 400000 0 0
GOLDEN WEST FIN COM 381317106 1631 16599 SH SHARED 01 03 0 16599 0
GOLDMAN SACHS GP INC COM 38141G104 8724 143020 SH SHARED 01 143020 0 0
GOODRICH B.F. COM 382388106 24963 860800 SH SHARED 01 860800 0 0
GOODRICH B.F. COM 382388106 852 29396 SH SHARED 01 03 0 29396 0
GOODRICH B.F. COM 382388106 16 533 SH SHARED 01 05 0 533 0
GOODYEAR COM 382550101 2101 43648 SH SHARED 01 03 0 43648 0
GOODYS FAMILY CLTHNG COM 382588101 760 94220 SH SHARED 01 94220 0 0
GOTTSCHALKS INC COM 383485109 318 35300 SH SHARED 01 35300 0 0
W R GRACE COM 38388F108 307 19115 SH SHARED 01 03 0 19115 0
GRACO INC. COM 384109104 1883 57380 SH SHARED 01 57380 0 0
GRAINGER (W.W.) COM 384802104 52887 1100400 SH SHARED 01 1100400 0 0
GRAINGER (W.W.) COM 384802104 8835 183820 SH SHARED 01 02 0 183820 0
GRAINGER (W.W.) COM 384802104 1576 32780 SH SHARED 01 03 0 32780 0
GRAINGER (W.W.) COM 384802104 3 70 SH SHARED 01 05 0 70 0
GRANITE BROADCASTING CORP COM 387241102 87 8566 SH SOLE 01 0 0 8566
GRANITE CONSTRUCTION COM 387328107 1094 42000 SH SHARED 01 42000 0 0
GRANITE CONSTRUCTION COM 387328107 13 500 SH SHARED 01 05 0 500 0
GREAT A. & P. TEA COM 390064103 260 8569 SH SHARED 01 03 0 8569 0
GREAT LAKES CHEM CO COM 390568103 12059 316800 SH SHARED 01 316800 0 0
GREAT LAKES CHEM CO COM 390568103 893 23458 SH SHARED 01 03 0 23458 0
GREAT LAKES CHEM CO COM 390568103 3 70 SH SHARED 01 05 0 70 0
GREAT UNIVERSAL STOR GB;GUS/BP COM 391091998 38235 5070901 SH SHARED 01 5070901 0 0
GREAT UNIVERSAL STOR GB;GUS/BP COM 391091998 31622 4193906 SH SHARED 01 05 0 4193906 0
GREEN MOUNTAIN POWER COM 393154109 154 14800 SH SHARED 01 14800 0 0
GRIFFON CORP COM 398433102 683 85340 SH SHARED 01 85340 0 0
GROUP ONE AUTOMOTIVE COM 398905109 1103 60250 SH SHARED 01 60250 0 0
G-FIN BANORTE O MX;GFNO.O COM 400490959 6223 6000000 SH SHARED 01 6000000 0 0
G-FIN BANAMEX 'O' COM 400492955 10802 6006000 SH SHARED 01 6006000 0 0
G-FIN BANAMEX 'O' COM 400492955 7755 4312000 SH SHARED 01 05 0 4312000 0
G-TELEVISA COM 40049J206 4795 120052 SH SHARED 01 120052 0 0
GUARANTEE LIFE COS I COM 400740106 5373 175795 SH SHARED 01 03 0 175795 0
GUIDANT CORP COM 401698105 111939 2087400 SH SHARED 01 2087400 0 0
GUIDANT CORP COM 401698105 22995 428745 SH SHARED 01 02 0 428745 0
GUIDANT CORP COM 401698105 8689 162041 SH SHARED 01 03 0 162041 0
GUIDANT CORP COM 401698105 91176 1700230 SH SHARED 01 05 1000000 700230 0
GUILFORD MILLS COM 401794102 538 62340 SH SHARED 01 62340 0 0
GUILFORD PHARM INC COM 401829999 11438 750000 SH SHARED 01 05 750000 0 0
GYMBOREE COM 403777105 465 67700 SH SHARED 01 67700 0 0
HNC SOFTWARE COM 40425P107 2699 68000 SH SHARED 01 68000 0 0
HS RESOURCES COM 404297103 1540 94100 SH SHARED 01 94100 0 0
HS RESOURCES COM 404297103 7 400 SH SHARED 01 05 0 400 0
HA-LO INDS INC COM 404429102 857 137120 SH SHARED 01 137120 0 0
HADCO CORP COM 404681108 17315 400340 SH SHARED 01 400340 0 0
HADCO CORP COM 404681108 26 600 SH SHARED 01 05 0 600 0
HAGGAR COM 405173105 270 21400 SH SHARED 01 21400 0 0
HALLIBURTON COM 406216101 225119 5490700 SH SHARED 01 5490700 0 0
HALLIBURTON COM 406216101 313 7620 SH SHARED 01 02 0 7620 0
HALLIBURTON COM 406216101 5360 130733 SH SHARED 01 03 0 130733 0
HALLIBURTON COM 406216101 36483 889830 SH SHARED 01 05 460000 429830 0
HALTER MARINE COM 40642Y105 439 80800 SH SHARED 01 80800 0 0
HAMBRECHT & QUIST COM 406545103 6333 129400 SH SHARED 01 129400 0 0
HAMBRECHT & QUIST COM 406545103 29 600 SH SHARED 01 05 0 600 0
HAMILTON BANCORP COM 407013101 1101 51835 SH SHARED 01 51835 0 0
HAMILTON BANCORP COM 407013101 189 8865 SH SHARED 01 05 0 8865 0
HANA BANK GDR COM 409636206 2905 279999 SH SHARED 01 279999 0 0
HANCOCK FABRICS COM 409900107 239 55400 SH SHARED 01 55400 0 0
HANGER ORTHOPEDIC COM 41043F208 2907 200414 SH SHARED 01 200414 0 0
HANGER ORTHOPEDIC COM 41043F208 131 9056 SH SHARED 01 05 0 9056 0
HANOVER COMPRESSOR COM 410768105 16702 525000 SH SHARED 01 525000 0 0
HANVIT BANK ORD COM 41135T991 11430 3056000 SH SHARED 01 3056000 0 0
HARBINGER COM 41145C103 1831 108480 SH SHARED 01 108480 0 0
HARCOR EGY WTS 144A 07/24/00 COM 411628118 55 110000 SH SHARED 01 110000 0 0
HARCOURT GENERAL CRP COM 41163G101 773 18559 SH SHARED 01 03 0 18559 0
HARLAND JOHN H COM 412693103 1690 86940 SH SHARED 01 86940 0 0
HARLEY DAVIDSON COM 412822108 50413 1007000 SH SHARED 01 1000000 7000 0
HARLEY DAVIDSON COM 412822108 4514 90176 SH SHARED 01 02 0 90176 0
HARLEY DAVIDSON COM 412822108 7026 140340 SH SHARED 01 05 140000 340 0
HARMAN INTERNATIONAL COM 413086109 2106 50080 SH SHARED 01 50080 0 0
HARMON INDS INC N COM 413136102 387 30810 SH SHARED 01 30810 0 0
HARMONY GOLD MINING COM 413138991 1807 300000 SH SHARED 01 300000 0 0
HARRAH'S ENT COM 413619107 16875 608100 SH SHARED 01 608100 0 0
HARRAH'S ENT COM 413619107 132 4750 SH SHARED 01 02 0 4750 0
HARRAH'S ENT COM 413619107 1606 57907 SH SHARED 01 03 0 57907 0
HARRAHS' ENT COM 413619107 6 230 SH SHARED 01 05 0 230 0
HARRIS CORP COM 413875105 579 20958 SH SHARED 01 03 0 20958 0
HARTFORD FINL SVCS COM 416515104 2548 62326 SH SHARED 01 03 0 62326 0
HARTMARX CORP COM 417119104 364 91000 SH SHARED 01 91000 0 0
HASBRO INC COM 418056107 2567 119750 SH SHARED 01 119750 0 0
HASBRO INC COM 418056107 1156 53917 SH SHARED 01 03 0 53917 0
HAVERTY FURNITURE COM 419596101 1382 95300 SH SHARED 01 95300 0 0
HAVERTY FURNITURE COM 419596101 12 800 SH SHARED 01 05 0 800 0
HEALTHSOUTH CORP COM 421924101 147 24000 SH SHARED 01 02 0 24000 0
HEALTHSOUTH CORP COM 421924101 710 117111 SH SHARED 01 03 0 117111 0
HEALTH MGMT ASSOC COM 421933102 4204 570000 SH SHARED 01 570000 0 0
HEARTLAND EXPRESS IN TRANSP TR COM 422347104 1198 84800 SH SHARED 01 84800 0 0
HEARTLAND EXPRESS IN COM 422347104 1597 113057 SH SHARED 01 02 0 113057 0
HECLA NMINING CO COM 422704106 551 187700 SH SHARED 01 187700 0 0
HEICO CORP CL-A COM 422806208 8181 425000 SH SHARED 01 05 425000 0 0
HEINZ H.J. COM 423074103 6557 152495 SH SHARED 01 0 152495 0
HEINZ H.J. COM 423074103 4271 99331 SH SHARED 01 03 0 99331 0
HELIX TECHNOLOGY COM 423319102 4680 140752 SH SHARED 01 140752 0 0
HELIX TECHNOLOGY COM 423319102 532 16008 SH SHARED 01 05 0 16008 0
HELLENIC TELECOM ADS COM 423325307 16334 1460000 SH SHARED 01 1460000 0 0
HELMERICH & PAYNE COM 423452101 284 11238 SH SHARED 01 03 0 11238 0
HENKEL PREF SHS ORD DE;HEN /E PRF 425300985 30283 482351 SH SHARED 01 482351 0 0
HENKEL PREF SHS ORD DE;HEN /E PRF 425300985 47200 751803 SH SHARED 01 05 0 751803 0
HENRY (JACK) & ASSOC COM 426281101 4354 117854 SH SHARED 01 117854 0 0
HENRY (JACK) & ASSOC COM 426281101 484 13106 SH SHARED 01 05 0 13106 0
HERCULES INC COM 427056106 774 27030 SH SHARED 01 03 0 27030 0
HERSHEY FOODS COM 427866108 156596 3216363 SH SHARED 01 03 0 3216363 0
HEWLETT PACKARD COM 428236103 335718 3649110 SH SHARED 01 3649110 0 0
HEWLETT PACKARD COM 428236103 26618 289328 SH SHARED 01 03 0 289328 0
HEWLETT PACKARD COM 428236103 47106 512021 SH SHARED 01 05 200000 312021 0
HILB ROGAL & HAMILTO COM 431294107 941 37540 SH SHARED 01 37540 0 0
HILTON HOTELS COM 432848109 639 64702 SH SHARED 01 03 0 64702 0
HITACHI LTD ORD COM 433578101 17088 1546000 SH SHARED 01 1546000 0 0
HITACHI LTD ORD COM 433578101 26107 2362000 SH SHARED 01 05 0 2362000 0
HISPANIC BROADCASTING HBCCA COM 43357B104 22838 300000 SH SHARED 01 300000 0 0
HOLLYWOOD PARK INC COM 436255103 1112 72300 SH SHARED 01 72300 0 0
HOLOGIC COM 436440101 174 43280 SH SHARED 01 43280 0 0
HOME DEPOT INC COM 437076102 708800 10328598 SH SHARED 01 9865300 463298 0
HOME DEPOT INC COM 437076102 64815 944412 SH SHARED 01 02 0 944412 0
HOME DEPOT INC COM 437076102 30890 450127 SH SHARED 01 03 0 450127 0
HOME DEPOT INC COM 437076102 291402 4246285 SH SHARED 01 05 0 4246285 0
HOMEBASE INC COM 43738E108 788 200209 SH SHARED 01 03 0 200209 0
HOMESTAKE MINING COM 437614100 2756 300000 SH SHARED 01 300000 0 0
HOMESTAKE MINING COM 437614100 687 74796 SH SHARED 01 03 0 74796 0
HONEYWELL COM 438506107 3979 35746 SH SHARED 01 03 0 35746 0
HOOPER HOLMES COM 439104100 3825 149246 SH SHARED 01 149246 0 0
HOOPER HOLMES INC COM 439104100 436 17004 SH SHARED 01 05 0 17004 0
HOSIERY CORP "A" WTS COM 441016102 400 10000 SH SHARED 01 10000 0 0
HOST MARRIOT FIN 6.75 CVT PFD PRF 441079209 10163 300000 SH SHARED 01 300000 0 0
HOUGHTON MIFFLIN CO COM 441560109 2844 70000 SH SHARED 01 70000 0 0
HOUGHTON MIFFLIN CO COM 441560109 4266 105000 SH SHARED 01 05 105000 0 0
HOUSEHOLD INTL COM 441815107 5822 145106 SH SHARED 01 03 0 145106 0
HOWMET INTL INC COM 443208103 5250 375000 SH SHARED 01 375000 0 0
HOWMET INTL INC COM 443208103 726 51750 SH SHARED 01 02 0 51750 0
HOWMET INTL INC COM 443208103 945 67500 SH SHARED 01 03 0 67500 0
HUBBELL INC C/B COM 443510201 4303 135000 SH SHARED 01 135000 0 0
HUDSON UNITED BANC COM 444165104 4152 134760 SH SHARED 01 134760 0 0
HUDSON UNITED BANC COM 444165104 126 4100 SH SHARED 01 05 0 4100 0
HUFFY CORP COM 444356109 297 30080 SH SHARED 01 30080 0 0
HUGHES SUPPLY COM 444482103 1432 65860 SH SHARED 01 65860 0 0
HUMANA COM 444859102 321 46691 SH SHARED 01 03 0 46691 0
HUNTINGTON BANCSHARE COM 446150104 1651 62161 SH SHARED 01 03 0 62161 0
HUTCHINSON TECH COM 448407106 12681 469670 SH SHARED 01 469670 0 0
HYPERION TELECOM HYPERION PRF 44914K801 5010 5629 SH SHARED 01 5629 0 0
HYPERION TELECOM HYPERION PRF 44914K801 536 602 SH SHARED 01 05 0 602 0
HYPERION SOLUTIONS COM 44914M104 1900 86360 SH SHARED 01 86360 0 0
IDEC PHARM COM 449370105 13834 147111 SH SHARED 01 147111 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 9175 97569 SH SHARED 01 05 0 97569 0
AXP BOND (Y) COM 449427301 106208 22080612 SH SHARED 01 03 0 22080612 0
AXP CA TAX EXEMPT COM 449428101 1 248 SH SHARED 01 0 248 0
IDS EXTRA INCOME COM 449433101 91 24016 SH SHARED 01 02 0 24016 0
AXP INNOVATIONS FD Y COM 449435825 198 20000 SH SHARED 01 0 20000 0
AXP INNOVATIONS FD B COM 449435833 194 20000 SH SHARED 01 0 20000 0
AXP INNOVATIONS FD A COM 449435841 6541 660000 SH SHARED 01 0 660000 0
GLOBAL BAL FD Y COM 449435882 1 211 SH SHARED 01 0 211 0
AXP GROWTH (Y) COM 449437300 23399 563165 SH SHARED 01 03 0 563165 0
RESEARCH OPPORT CL Y COM 449437607 2 228 SH SHARED 01 0 228 0
AXP NEW D (Y) COM 449444306 13110 424124 SH SHARED 01 03 0 424124 0
AXP PRECIOUS METALS COM 449455104 1 135 SH SHARED 01 0 135 0
AXP INS TAX EXEMPT COM 44947T100 1 235 SH SHARED 01 0 235 0
AXP MN TAX EXEMPT COM 44947T308 1 249 SH SHARED 01 0 249 0
AXP NY TAX EXEMPT COM 44947T407 1 248 SH SHARED 01 0 248 0
AXP MASS TAX-EXEMPT COM 44947T506 1 240 SH SHARED 01 0 240 0
AXP MICH TAX-EXEMPT COM 44947T605 1 239 SH SHARED 01 0 239 0
AXP OHIO TAX-EXEMPT COM 44947T704 1 241 SH SHARED 01 0 241 0
AXP SMALL CAP ADV. Y COM 449480870 2 400 SH SHARED 01 0 400 0
INT TAX-EXEMPT FD Y COM 449482603 1 223 SH SHARED 01 0 223 0
IDX SYSTEMS COM 449491109 10875 600000 SH SHARED 01 600000 0 0
AET INCOME II COM 449496108 269836 14024625 SH SHARED 01 03 0 14024625 0
AET INT'L COLLECTIVE COM 449500990 8331 63622 SH SHARED 01 03 0 63622 0
IHOP CORP NEW COM 449623107 1122 55400 SH SHARED 01 55400 0 0
IMCO RECYCLING INC COM 449681105 701 46700 SH SHARED 01 46700 0 0
IMS HEALTH INC COM 449934108 228 10000 SH SHARED 01 0 10000 0
IMS HEALTH INC COM 449934108 1993 87351 SH SHARED 01 03 0 87351 0
ITC DELTACOM INC COM 45031T104 14049 510800 SH SHARED 01 02 0 510800 0
ITC DELTACOM INC COM 45031T104 157 5700 SH SHARED 01 03 0 5700 0
ITT INDUSTRIES COM 450911102 730 22959 SH SHARED 01 03 0 22959 0
IAM GOLD ORD COM 450913108 725 300000 SH SHARED 01 300000 0 0
IDEX CORP COM 45167R104 2357 83250 SH SHARED 01 83250 0 0
IDEXX LABS INC COM 45168D104 21649 1257317 SH SHARED 01 1239317 18000 0
IDEXX LABS INC COM 45168D104 237 13763 SH SHARED 01 05 0 13763 0
IKON OFFICE SOLUTION COM 451713101 418 39086 SH SHARED 01 03 0 39086 0
ILLINOIS TOOL WORKS COM 452308109 412167 5527800 SH SHARED 01 5386200 141600 0
ILLINOIS TOOL WORKS COM 452308109 174692 2342818 SH SHARED 01 02 0 2342818 0
ILLINOIS TOOL WORKS COM 452308109 7922 106242 SH SHARED 01 03 0 106242 0
ILLINOIS TOOL WORKS COM 452308109 179464 2406885 SH SHARED 01 05 40000 2366885 0
ILLINOVA CORP COM 452317100 5613 200000 SH SHARED 01 200000 0 0
IMMUNEX CORP COM 452528102 37736 870000 SH SHARED 01 870000 0 0
IMMUNEX CORP COM 452528102 17511 403700 SH SHARED 01 02 0 403700 0
IMMUNEX CORP COM 452528102 195 4500 SH SHARED 01 03 0 4500 0
IMMUNEX CORP COM 452528102 20386 470000 SH SHARED 01 05 0 470000 0
IMMULOGIC PHARMACEUT COM 45252R100 7 29907 SH SHARED 01 03 0 29907 0
IMMUNE RESPONSE CORP COM 45252T106 342 70100 SH SHARED 01 70100 0 0
IMPERIAL CHEM IN ADR COM 452704505 15548 360000 SH SHARED 01 360000 0 0
IMPERIAL CHEM IN ADR COM 452704505 13 297 SH SHARED 01 05 0 297 0
IMPERIAL CHEMICL IND GB;ICI COM 452704992 22246 2006334 SH SHARED 01 2006334 0 0
IMPERIAL CHEMICL IND GB;ICI COM 452704992 36237 3268195 SH SHARED 01 05 0 3268195 0
INACOMP COMP CENTERS COM 45323G109 1175 127840 SH SHARED 01 127840 0 0
INCO LIMITED COM 453258402 1113 52056 SH SHARED 01 03 0 52056 0
INCYTE PHARMACEUTICA COM 45337C102 1968 85078 SH SHARED 01 85078 0 0
INCYTE PHARMACEUTICA COM 45337C102 223 9622 SH SHARED 01 05 0 9622 0
INFINITY BROADCASTIN COM 45662S102 77316 2637630 SH SHARED 01 2377630 260000 0
INFINITY BROADCASTIN COM 45662S102 102594 3500000 SH SHARED 01 05 0 3500000 0
INFORMIX CORP COM 456779107 540 68000 SH SHARED 01 0 68000 0
INFOSPACE.COM INC COM 45678T102 16491 401000 SH SHARED 01 401000 0 0
INFOSPACE.COM INC COM 45678T102 33229 808000 SH SHARED 01 05 200000 608000 0
INGERSOLL-RAND CO COM 456866102 8790 160000 SH SHARED 01 160000 0 0
INGERSOLL-RAND CO COM 456866102 5587 101770 SH SHARED 01 02 0 101770 0
INGERSOLL-RAND CO COM 456866102 2496 45426 SH SHARED 01 03 0 45426 0
INGERSOLL-RAND CO COM 456866102 60431 1100000 SH SHARED 01 05 0 1100000 0
INGERSOLL RAND CONV PFD STOCK 456867209 29085 1108000 SH SHARED 01 800000 308000 0
INFORMATION RESOURCE COM 456905108 871 78735 SH SHARED 01 78735 0 0
INKTOMI CORP COM 457277101 34496 287400 SH SHARED 01 02 0 287400 0
INKTOMI CORP COM 457277101 348 2900 SH SHARED 01 03 0 2900 0
INKTOMI CORP COM 457277101 4801 40000 SH SHARED 01 05 40000 0 0
INNOVEX INC COM 457647105 373 41400 SH SHARED 01 41400 0 0
INPUT/OUTPUT INC COM 457652105 936 141280 SH SHARED 01 141280 0 0
INSIGHT ENTERPRISES COM 45765U103 3361 103400 SH SHARED 01 103400 0 0
INSIGHT ENTERPRISES COM 45765U103 267 8200 SH SHARED 01 05 0 8200 0
INSITUFORM TECH INC COM 457667103 4387 175440 SH SHARED 01 175440 0 0
INSITUFORM TECH INC COM 457667103 25 1000 SH SHARED 01 05 0 1000 0
INSTEEL INDS INC COM 45774W108 213 23700 SH SHARED 01 23700 0 0
INSURANCE AUTO AUCTS COM 457875102 472 31700 SH SHARED 01 31700 0 0
INSUR SERV OFFICE IN COM 45806@109 168 11767 SH SHARED 01 0 11767 0
INTEGRATED HEALTH S COM 45812C106 231 148060 SH SHARED 01 148060 0 0
INTEL COM 458140100 968931 13038574 SH SHARED 01 12607840 430734 0
INTEL COM 458140100 156456 2105394 SH SHARED 01 02 0 2105394 0
INTEL COM 458140100 72339 973457 SH SHARED 01 03 0 973457 0
INTEL COM 458140100 344617 4637400 SH SHARED 01 05 963000 3674400 0
INTER-TEL COM 458372109 1289 72640 SH SHARED 01 72640 0 0
INCENTIVE PICTURES COM 45839N101 7565 324513 SH SOLE 01 324513 0 0
INTERFACE FLRNG SYS COM 458665106 767 149660 SH SHARED 01 149660 0 0
INTERIM SERVICES COM 45868P100 4090 249812 SH SHARED 01 249812 0 0
INTERIM SERVICES COM 45868P100 10 600 SH SHARED 01 05 0 600 0
INTERMAGNETICS GENER COM 458771102 209 34853 SH SHARED 01 34853 0 0
INTERMEDIA COMM FL COM 458801107 43505 2000178 SH SHARED 01 2000178 0 0
INTERMEDIA COMM FL COM 458801107 23559 1083109 SH SHARED 01 05 250000 833109 0
INTERMEDIA COM WTS 6/01/2000 COM 458801115 1877 22750 SH SHARED 01 22750 0 0
INTERMEDIA COM WTS WARRANT 458801115 8 100 SH SHARED 01 05 100 0 0
INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 17334 19260 SH SHARED 01 19260 0 0
INTERMEDIA PIK PFD B 03 31 20 PRF 458801404 2314 2571 SH SHARED 01 05 0 2571 0
INTERMEDIA COMM CONV 7% CONV T PRF 458801792 15779 825000 SH SHARED 01 825000 0 0
INTERMEDIA COMM CONV 7% CONV T PRF 458801792 746 39000 SH SHARED 01 05 0 39000 0
INTERMEDIA COMM F CVT PFD 7.0 PRF 458801826 13197 690000 SH SHARED 01 690000 0 0
INTERMEDIA COMM F CVT PFD 7.0 PRF 458801826 2806 146700 SH SHARED 01 05 0 146700 0
INTERMEDIA COMM FL RESTRICTE COM 458801974 465 21391 SH SHARED 01 21391 0 0
INTERMEDIA COMM FL RESTRICTE COM 458801974 247 11355 SH SHARED 01 05 0 11355 0
INTERMET CORP COM 45881K104 611 72100 SH SHARED 01 72100 0 0
INTERNAT NETWORKS COM 45885A102 2553 57200 SH SHARED 01 57200 0 0
INTERNAT NETWORKS COM 45885A102 1198 26900 SH SHARED 01 02 0 26900 0
INTERNAT NETWORKS COM 45885A102 67 1500 SH SHARED 01 03 0 1500 0
INTERNAT NETWORKS COM 45885A102 5551 124400 SH SHARED 01 05 39800 84600 0
INTERNATIONAL ALUM CORP COM 458884103 0 1 SH SOLE 01 1 0 0
INTL BUSINESS MACH COM 459200101 2058059 16956200 SH SHARED 01 16712200 244000 0
INTL BUSINESS MACH COM 459200101 158864 1308913 SH SHARED 01 02 0 1308913 0
INTL BUSINESS MACH COM 459200101 68289 562630 SH SHARED 01 03 0 562630 0
INTL BUSINESS MACH COM 459200101 453522 3736532 SH SHARED 01 05 677000 3059532 0
INTL FLAVORS & FRAG COM 459506101 1000 28975 SH SHARED 01 03 0 28975 0
INTERNATIONAL PAPER COM 460146103 401391 8351400 SH SHARED 01 8262600 88800 0
INTERNATIONAL PAPER COM 460146103 110266 2294297 SH SHARED 01 02 0 2294297 0
INTERNATIONAL PAPER COM 460146103 9656 200925 SH SHARED 01 03 0 200925 0
INTERNATIONAL PAPER COM 460146103 113078 2352728 SH SHARED 01 05 0 2352728 0
INTL RECTIFIER CORP COM 460254105 4243 278180 SH SHARED 01 278180 0 0
INTL RECTIFIER CORP COM 460254105 18 1200 SH SHARED 01 05 0 1200 0
INTERPUBLIC GROUP COM 460690100 3219 78284 SH SHARED 01 03 0 78284 0
INTERSPEED INC COM 46070W107 2820 160000 SH SHARED 01 05 160000 0 0
INTERVOICE-BRITE INC COM 461142101 1000 90415 SH SHARED 01 90415 0 0
INTIMATE BRANDS COM 461156101 695 17850 SH SHARED 01 0 17850 0
INTUIT COM 461202103 19810 226000 SH SHARED 01 226000 0 0
INTUIT COM 461202103 46547 531000 SH SHARED 01 02 0 531000 0
INTUIT COM 461202103 2472 28200 SH SHARED 01 03 0 28200 0
INTUIT COM 461202103 30154 344000 SH SHARED 01 05 0 344000 0
INVACARE CORP COM 461203101 1570 80260 SH SHARED 01 80260 0 0
IONICS COM 462218108 1476 45600 SH SHARED 01 45600 0 0
IRON MOUNTAIN INC COM 46284P104 373 11000 SH SHARED 01 0 11000 0
ITRON INC COM 465741106 242 41200 SH SHARED 01 41200 0 0
I2 TECHNOLOGIES COM 465754109 3881 100000 SH SHARED 01 100000 0 0
I2 TECHNOLOGIES COM 465754109 24018 618800 SH SHARED 01 02 0 618800 0
I2 TECHNOLOGIES COM 465754109 268 6900 SH SHARED 01 03 0 6900 0
I2 TECHNOLOGIES COM 465754109 5822 150000 SH SHARED 01 05 0 150000 0
IVANHOE MINES LTD COM 46579N103 734 700000 SH SHARED 01 700000 0 0
IVAX COM 465823102 924 56000 SH SHARED 01 0 56000 0
IVILLAGE INC COM 46588H105 356 10100 SH SHARED 01 10100 0 0
J & J SNACK FOODS CO COM 466032109 504 25540 SH SHARED 01 25540 0 0
JDS UNIPHASE CORP COM 46612J101 494403 4344000 SH SHARED 01 4332000 12000 0
JDS UNIPHASE CORP COM 46612J101 124169 1090980 SH SHARED 01 02 0 1090980 0
JDS UNIPHASE CORP COM 46612J101 6203 54500 SH SHARED 01 03 0 54500 0
JDS UNIPHASE CORP COM 46612J101 149561 1314100 SH SHARED 01 05 380000 934100 0
JLG INDUSTRIES JLG INDUS COM 466210101 3139 206671 SH SHARED 01 206671 0 0
JLG INDUSTRIES JLG INDUS COM 466210101 244 16069 SH SHARED 01 05 0 16069 0
JSB FINANCIAL INC COM 46624M100 1507 26320 SH SHARED 01 26320 0 0
JABIL CIRCUIT COM 466313103 19999 404000 SH SHARED 01 391000 13000 0
JABIL CIRCUT COM 466313103 2113 42700 SH SHARED 01 02 0 42700 0
JABIL CIRCUIT COM 466313103 102193 2064500 SH SHARED 01 05 460000 1604500 0
JACOBS ENGR GROUP COM 469814107 39650 1220000 SH SHARED 01 1220000 0 0
JAN BELL MKTG INC COM 470760109 243 79300 SH SHARED 01 79300 0 0
JEFFERIES GROUP -NEW COM 472319102 2516 120496 SH SHARED 01 120496 0 0
JEFFERIES GROUP -NEW COM 472319102 169 8134 SH SHARED 01 05 0 8134 0
JEFFERSON PILOT COM 475070108 1841 29132 SH SHARED 01 03 0 29132 0
JO-ANN STORES CL A JAS.A COM 47758P109 642 51600 SH SHARED 01 51600 0 0
JITNEY JUN STRS 144A 15 3/1/0 PRF 47758R204 1533 109500 SH SHARED 01 109500 0 0
JITNEY JUN STRS 144A 15 3/1/0 PRF 47758R204 280 20000 SH SHARED 01 05 0 20000 0
JOHN NUVEEN COM 478035108 145 3871 SH SHARED 01 3871 0 0
JOHN NUVEEN COM 478035108 2661 71081 SH SHARED 01 03 0 71081 0
JOHN NUVEEN COM 478035108 226 6029 SH SHARED 01 05 0 6029 0
JOHNSON & JOHNSON COM 478160104 172882 1881700 SH SHARED 01 1881700 0 0
JOHNSON & JOHNSON COM 478160104 194 2116 SH SHARED 01 02 0 2116 0
JOHNSON & JOHNSON COM 478160104 35395 385259 SH SHARED 01 03 0 385259 0
JOHNSON & JOHNSON COM 478160104 16356 178030 SH SHARED 01 05 0 178030 0
JOHNSON CONTROLS COM 478366107 1542 23255 SH SHARED 01 03 0 23255 0
JONES PHARMA INC COM 480236108 7324 222148 SH SHARED 01 222148 0 0
JONES PHARMA INC COM 480236108 771 23371 SH SHARED 01 05 0 23371 0
JOSTENS A. INC. COM 481088102 146 7628 SH SHARED 01 03 0 7628 0
JUNIPER COM 48203R104 10980 60000 SH SHARED 01 60000 0 0
JUNIPER COM 48203R104 8245 45050 SH SHARED 01 02 0 45050 0
JUNIPER COM 48203R104 1400 7650 SH SHARED 01 03 0 7650 0
JUNIPER COM 48203R104 23790 130000 SH SHARED 01 05 40000 90000 0
JUST FOR FEET COM 48213P106 180 87440 SH SHARED 01 87440 0 0
JUSTIN INDS INC COM 482171105 1016 71600 SH SHARED 01 71600 0 0
KLA-TENCOR CORP COM 482480100 19657 302400 SH SHARED 01 302400 0 0
KLA-TENCOR CORP COM 482480100 17379 267280 SH SHARED 01 02 0 267280 0
KLA-TENCOR CORP COM 482480100 2274 34971 SH SHARED 01 03 0 34971 0
KLA-TENCOR CORP COM 482480100 13007 200110 SH SHARED 01 05 200000 110 0
KMC TELECOM WTS EXP 1/31/08 COM 482562121 38 15000 SH SHARED 01 15000 0 0
KMC TELECOM WTS EXP 1/31/08 COM 482562121 21 8000 SH SHARED 01 05 700 7300 0
K-MART CORPORATION COM 482584109 4054 346800 SH SHARED 01 03 0 346800 0
KN ENERGY COM 482620101 8975 400000 SH SHARED 01 400000 0 0
K-SWISS COM 482686102 2865 90791 SH SHARED 01 90791 0 0
K-SWISS COM 482686102 315 9969 SH SHARED 01 05 0 9969 0
K2 INC COM 482732104 409 46400 SH SHARED 01 46400 0 0
KAMAN CORP COM 483548103 845 66300 SH SHARED 01 66300 0 0
KANA COMMUN COM 483600102 369 7400 SH SHARED 01 7400 0 0
KANA COMMUN COM 483600102 828 16600 SH SHARED 01 05 5300 11300 0
KANSAS CITY SO IND COM 485170104 220773 4754200 SH SHARED 01 4754200 0 0
KANSAS CITY SO IND COM 485170104 20842 448805 SH SHARED 01 02 0 448805 0
KANSAS CITY SO IND COM 485170104 4612 99330 SH SHARED 01 03 0 99330 0
KANSAS CITY SO IND COM 485170104 53279 1147305 SH SHARED 01 05 200000 947305 0
KAUFMAN & BROAD HOME COM 486168107 275 13341 SH SHARED 01 03 0 13341 0
KAWASAKI KISEN KAISH JP;9107/Y COM 486400997 4463 2359000 SH SHARED 01 2359000 0 0
KAWASAKI KISEN KAISH JP;9107/Y COM 486400997 7148 3778000 SH SHARED 01 05 0 3778000 0
KEANE INC COM 486665102 51473 2256300 SH SHARED 01 2035000 221300 0
KEANE INC COM 486665102 14 600 SH SHARED 01 05 0 600 0
KELLOGG CO. COM 487836108 4195 112042 SH SHARED 01 03 0 112042 0
KELLWOOD TEXTILES COM 488044108 1733 78760 SH SHARED 01 78760 0 0
KEMET CORP COM 488360108 3545 110880 SH SHARED 01 110880 0 0
KENT ELECTRONICS COM 490553104 1447 78200 SH SHARED 01 78200 0 0
KERR MCGEE COM 492386107 1302 23647 SH SHARED 01 03 0 23647 0
KERR-MCGEE/DEVON PRF 492386305 24944 639600 SH SHARED 01 639600 0 0
KERR-MCGEE/DEVON PRF 492386305 1011 25900 SH SHARED 01 05 0 25900 0
KEYCORP NEW COM 493267108 3210 124351 SH SHARED 01 03 0 124351 0
KEYSPAN CORP COM 49337W100 17175 600000 SH SHARED 01 600000 0 0
KIMBERLY CLARK-MEXCO MX;KMBR/M COM 494300999 8469 2400000 SH SHARED 01 2400000 0 0
KIMBERLY CLARK COM 494368103 89918 1712692 SH SHARED 01 1630492 82200 0
KIMBERLY CLARK COM 494368103 137772 2623940 SH SHARED 01 02 0 2623940 0
KIMBERLY CLARK COM 494368103 10464 199322 SH SHARED 01 03 0 199322 0
KIMBERLY CLARK COM 494368103 338 6425 SH SHARED 01 05 0 6425 0
KINGWORLD PRODUCTION COM 495667107 1021 27205 SH SHARED 01 03 0 27205 0
KINGSGATE AU;KCN /AUD COM 496500992 734 1500000 SH SHARED 01 1500000 0 0
KINROSS GOLD CORP COM 496902107 1122 400000 SH SHARED 01 400000 0 0
KIRBY CORP COM 497266106 1109 56520 SH SHARED 01 56520 0 0
KNIGHT RIDDER COM 499040103 1231 22432 SH SHARED 01 03 0 22432 0
KNIGHT/TRIMARK GROUP COM 499067106 22219 750000 SH SHARED 01 750000 0 0
KNIGHT/TRIMARK GROUP COM 499067106 46807 1580000 SH SHARED 01 05 450000 1130000 0
KNOLOGY HLDGS WT EXP 10/15/200 COM 499179117 22 11000 SH SHARED 01 11000 0 0
KNOLOGY HLDGS WT EXP 10/15/200 COM 499179117 3 1500 SH SHARED 01 05 0 1500 0
KOHLS CORP COM 500255104 36005 544500 SH SHARED 01 544500 0 0
KOHLS CORP COM 500255104 9099 137588 SH SHARED 01 02 0 137588 0
KOHLS CORP COM 500255104 5148 77852 SH SHARED 01 03 0 77852 0
KOHLS CORP COM 500255104 122530 1853000 SH SHARED 01 05 190000 1663000 0
KOMAG COM 500453105 449 149820 SH SHARED 01 149820 0 0
KOREA TELECOM ADR COM 50063P103 27992 756525 SH SHARED 01 756525 0 0
KOREA TELECOM ADR COM 50063P103 24125 652052 SH SHARED 01 05 82147 569905 0
KROGER COMPANY COM 501044101 59279 2686900 SH SHARED 01 2383400 303500 0
KROGER CO. COM 501044101 103362 4685009 SH SHARED 01 02 0 4685009 0
KROGER CO. COM 501044101 6651 301466 SH SHARED 01 03 0 301466 0
KROGER COMPANY COM 501044101 4215 191060 SH SHARED 01 05 0 191060 0
KROLL O GARA COM 501050108 1040 62335 SH SHARED 01 62335 0 0
KRONOS INC COM 501052104 2745 74812 SH SHARED 01 74812 0 0
KRONOS INC COM 501052104 297 8098 SH SHARED 01 05 0 8098 0
KROONDAL PLATINUM SOUT COM 501099998 213 100000 SH SHARED 01 100000 0 0
KULICKE &SOFFA IND COM 501242101 3241 133320 SH SHARED 01 133320 0 0
KULICKE &SOFFA IND COM 501242101 17 700 SH SHARED 01 05 0 700 0
LG AND E ENERGY CORP COM 501917108 27880 1312000 SH SHARED 01 1312000 0 0
LSI LOGIC COM 502161102 56927 1105370 SH SHARED 01 1105370 0 0
LSI LOGIC COM 502161102 17681 343350 SH SHARED 01 02 0 343350 0
LSI LOGIC COM 502161102 2832 54979 SH SHARED 01 03 0 54979 0
LSI LOGIC COM 502161102 14736 286145 SH SHARED 01 05 0 286145 0
L-3 COMMUNICATIONS COM 502424104 491 13000 SH SHARED 01 0 13000 0
LA-Z-BOY CHAIR CO COM 505336107 4980 261301 SH SHARED 01 261301 0 0
LA-Z-BOY CHAIR CO COM 505336107 328 17199 SH SHARED 01 05 0 17199 0
LABOR READY INC COM 505401208 1410 140165 SH SHARED 01 140165 0 0
LABOR READY INC COM 505401208 164 16260 SH SHARED 01 05 0 16260 0
LABRANCHE & CO COM 505447102 9509 850000 SH SHARED 01 05 850000 0 0
LACLEDE GAS CO COM 505588103 34294 1507446 SH SHARED 01 03 0 1507446 0
LADY LUCK PFD PIK PRF 505820993 2000 50000 SH SHARED 01 50000 0 0
LADY LUCK PFD PIK PRF 505820993 600 15000 SH SHARED 01 05 0 15000 0
LAFARGE SA (BEARER) COM 505861989 43559 394365 SH SHARED 01 394365 0 0
LAFARGE SA (BEARER) COM 505861989 68293 618292 SH SHARED 01 05 0 618292 0
LAIDLAW INC COM 50730K503 560 82979 SH SHARED 01 03 0 82979 0
LAMAR ADVERTISING COM 512815101 32175 650000 SH SHARED 01 650000 0 0
LANDAMERICA FINL COM 514936103 577 29200 SH SHARED 01 29200 0 0
LANDAMERICA FINL COM 514936103 4 200 SH SHARED 01 05 0 200 0
LANDS END INC COM 515086106 7920 120000 SH SHARED 01 120000 0 0
LANDS END INC COM 515086106 2132 32304 SH SHARED 01 03 0 32304 0
LANDRY S SEAFOOD COM 51508L103 577 72140 SH SHARED 01 72140 0 0
LANDSTAR SYSTEM INC COM 515098101 2620 75400 SH SHARED 01 75400 0 0
LANDSTAR SYSTEM INC COM 515098101 14 400 SH SHARED 01 05 0 400 0
LASER VISION CENTERS COM 51807H100 992 70690 SH SHARED 01 70690 0 0
LASON INC COM 51808R107 4768 107081 SH SHARED 01 107081 0 0
LASON INC COM 51808R107 244 5494 SH SHARED 01 05 0 5494 0
LATTICE SEMICONDUCTR COM 518415104 6771 228100 SH SHARED 01 228100 0 0
LATTICE SEMICONDUCTR COM 518415104 24 800 SH SHARED 01 05 0 800 0
ESTE LAUDER COM 518439104 25938 664000 SH SHARED 01 664000 0 0
LAWSON PRODUCTS COM 520776105 631 29200 SH SHARED 01 29200 0 0
LAZARD SM CAP VALUE COM 52106N509 6051 345332 SH SHARED 01 03 0 345332 0
LEAR SEATING CORP LEAR SEAT COM 521865105 35188 1000000 SH SHARED 01 05 0 1000000 0
LEGATO COM 524651106 8370 192000 SH SHARED 01 170000 22000 0
LEGATO COM 524651106 15083 346000 SH SHARED 01 05 110000 236000 0
LEGGETT & PLATT COM 524660107 20672 1050000 SH SHARED 01 05 0 1050000 0
LEGG MASON INC COM 524901105 8055 210239 SH SHARED 01 210239 0 0
LEGG MASON INC COM 524901105 47765 1246722 SH SHARED 01 02 0 1246722 0
LEGG MASON INC COM 524901105 1661 43332 SH SHARED 01 03 0 43332 0
LEGG MASON INC COM 524901105 552 14407 SH SHARED 01 05 0 14407 0
LEHMAN BROS HOLDINGS COM 524908100 20421 350200 SH SHARED 01 350200 0 0
LEHMAN BROS HOLDINGS COM 524908100 2541 43564 SH SHARED 01 03 0 43564 0
LEHMAN BROS HOLDINGS COM 524908100 3 50 SH SHARED 01 05 0 50 0
LEXMARK INTL GRP INC COM 529771107 127544 1584400 SH SHARED 01 1584400 0 0
LEXMARK INTL GRP INC COM 529771107 21221 263630 SH SHARED 01 02 0 263630 0
LEXMARK INTL GRP INC COM 529771107 3657 45425 SH SHARED 01 03 0 45425 0
LEXMARK INTL GRP INC COM 529771107 35 445 SH SHARED 01 05 0 445 0
LIBBEY COM 529898108 1364 46150 SH SHARED 01 46150 0 0
LIBERATE TECH COM 530129105 6319 150000 SH SHARED 01 05 150000 0 0
LIBERTY GROUP OPERAT 14.75 PFD PRF 530553304 378 18418 SH SHARED 01 18418 0 0
LIHIR GOLD ORD COM 532300993 822 750000 SH SHARED 01 750000 0 0
LILLIAN VERNON CO COM 532430105 320 25600 SH SHARED 01 25600 0 0
ELI LILLY COM 532457108 60 930 SH SHARED 01 02 0 930 0
ELI LILLY COM 532457108 19467 304165 SH SHARED 01 03 0 304165 0
LILLY INDS INC -CL COM 532491107 885 64980 SH SHARED 01 64980 0 0
THE LIMITED INC COM 532716107 2284 59714 SH SHARED 01 03 0 59714 0
LINCOLN NATK COM 534187109 94791 2523565 SH SHARED 01 2523565 0 0
LINCOLN NAT COM 534187109 4 100 SH SHARED 01 02 0 100 0
LINCOLN NAT COM 534187109 3233 86082 SH SHARED 01 03 0 86082 0
LINCOLN NATK COM 534187109 27776 739435 SH SHARED 01 05 0 739435 0
LINDSAY MANUFACTURIN COM 535555106 691 35225 SH SHARED 01 35225 0 0
LINEAR TECHNOLOGY COM 535678106 3499 59526 SH SHARED 01 02 0 59526 0
LINEN & THINGS COM 535679104 33515 993027 SH SHARED 01 993027 0 0
LINEN & THINGS COM 535679104 8098 239933 SH SHARED 01 05 225000 14933 0
LIPOSOME COMPANY INC COM 536310105 1723 226587 SH SHARED 01 226587 0 0
LIPOSOME COMPANY INC COM 536310105 99 12973 SH SHARED 01 05 0 12973 0
LIZ CLAIBORNE COM 539320101 7676 247588 SH SHARED 01 03 0 247588 0
LOCKHEED MARTIN CORP COM 539830109 3558 108843 SH SHARED 01 03 0 108843 0
LOEWS CORP COM 540424108 1904 27125 SH SHARED 01 03 0 27125 0
LOISLAW.COM COM 541431102 2175 150000 SH SHARED 01 05 150000 0 0
LONE STAR INDUSTRIES COM 542290408 2721 54560 SH SHARED 01 54560 0 0
LONGS DRUG STORES COM 543162101 301 10079 SH SHARED 01 03 0 10079 0
LORAL SP&COM CVT PFD PRF 543885404 11053 225000 SH SHARED 01 05 0 225000 0
LOUISIANA PAC. COM 546347105 396 25323 SH SHARED 01 03 0 25323 0
LOUISVILLE G&E PFD PREFERRED STOCK 546676800 1271 12000 SH SHARED 01 04 0 12000 0
LOWE'S CO'S COM 548661107 5215 106972 SH SHARED 01 03 0 106972 0
LUBY S INC COM 549282101 733 63740 SH SHARED 01 63740 0 0
LUBY'S INC COM 549282101 366 31838 SH SHARED 01 03 0 31838 0
LUCENT TECHNOLOGIES COM 549463107 592895 9139005 SH SHARED 01 8984905 154100 0
LUCENT TECHNOLOGIES COM 549463107 173450 2673577 SH SHARED 01 02 0 2673577 0
LUCENT TECHNOLOGIES COM 549463107 60108 926520 SH SHARED 01 03 0 926520 0
LUCENT TECHNOLOGIES COM 549463107 223836 3450240 SH SHARED 01 05 406400 3043840 0
LUMINANT WORLDWIDE C COM 550260103 4613 150000 SH SHARED 01 05 150000 0 0
LYDALL INC COM 550819106 453 43900 SH SHARED 01 43900 0 0
LYONDELL CHEMICAL CO COM 552078107 12439 930000 SH SHARED 01 930000 0 0
LYONDELL CHEMICAL CO COM 552078107 11 830 SH SHARED 01 05 0 830 0
MAF BANCORP COM 55261R108 2326 117040 SH SHARED 01 117040 0 0
MAF BANCORP COM 55261R108 8 400 SH SHARED 01 05 0 400 0
MBIA INC COM 55262C100 25476 546400 SH SHARED 01 546400 0 0
MBIA INC COM 55262C100 5261 112810 SH SHARED 01 02 0 112810 0
MBIA INC COM 55262C100 2343 50256 SH SHARED 01 03 0 50256 0
MBIA INC COM 55262C100 12 260 SH SHARED 01 05 0 260 0
MBNA COM 55262L100 322960 14157150 SH SHARED 01 13832350 324800 0
MBNA COM 55262L100 67450 2956540 SH SHARED 01 02 0 2956540 0
MBNA COM 55262L100 6969 305477 SH SHARED 01 03 0 305477 0
MBNA COM 55262L100 122869 5386025 SH SHARED 01 05 0 5386025 0
MDC HOLDINGS INC COM 552676108 1019 62960 SH SHARED 01 62960 0 0
MCN ENERGY GROUP COM 55267J100 5156 300000 SH SHARED 01 300000 0 0
MCI WORLDCOM INC COM 55268B106 1121394 15601988 SH SHARED 01 15129610 472378 0
MCI WORLDCOM INC COM 55268B106 313100 4356033 SH SHARED 01 02 0 4356033 0
MCI WORLDCOM INC COM 55268B106 43567 606161 SH SHARED 01 03 0 606161 0
MCI WORLDCOM INC COM 55268B106 340238 4733748 SH SHARED 01 05 1287000 3446748 0
MDU RESOURCES GROUP INC COM 552690109 13500 600000 SH SHARED 01 600000 0 0
FINANCE-CONSUMER COM 55269B105 713 150000 SH SHARED 01 150000 0 0
MGC COMMUNICATIONS COM 552763302 4980 240000 SH SHARED 01 05 240000 0 0
MGIC INVESTMENT CORP COM 552848103 1437 30101 SH SHARED 01 03 0 30101 0
M.S. CARRIERS COM 553533100 826 34400 SH SHARED 01 34400 0 0
MACDERMID INC COM 554273102 17060 500829 SH SHARED 01 500829 0 0
MACDERMID INC COM 554273102 283 8311 SH SHARED 01 05 0 8311 0
MACRO MEDIA COM 556100105 8702 212914 SH SHARED 01 212914 0 0
MACRO MEDIA COM 556100105 879 21506 SH SHARED 01 05 0 21506 0
MAGELLAN HEALTH SVS COM 559079108 652 89100 SH SHARED 01 89100 0 0
MATAV ADS COM 559776109 3870 142000 SH SHARED 01 142000 0 0
MAHANAGAR TELEPHONE COM 559778105 3022 306048 SH SHARED 01 306048 0 0
MALLINCKRODT INC COM 561232109 37698 1248793 SH SHARED 01 03 0 1248793 0
MANDALAY RESORT GRP COM 562567107 533 27000 SH SHARED 01 0 27000 0
MANITOWOC CO. COM 563571108 4698 137691 SH SHARED 01 137691 0 0
MANITOWOC CO. COM 563571108 522 15299 SH SHARED 01 05 0 15299 0
MANNESMANN AG ORD DE;MMN.N/ COM 563775105 125500 786263 SH SHARED 01 786263 0 0
MANNESMANN AG ORD DE;MMN.N/ COM 563775105 91969 576190 SH SHARED 01 05 0 576190 0
MANOR CARE INC COM 564055101 535 31121 SH SHARED 01 03 0 31121 0
MARCUS CORP COM 566330106 1020 84540 SH SHARED 01 84540 0 0
MARINE DRILLING CO COM 568240204 1260 79659 SH SHARED 01 79659 0 0
MARINE DRILLING CO COM 568240204 203 12841 SH SHARED 01 05 0 12841 0
MARKETWATCH.COM INC COM 570619106 241 5100 SH SHARED 01 5100 0 0
MARSH MCLENNAN CO COM 571748102 59151 863500 SH SHARED 01 863500 0 0
MARSH MCLENNAN CO COM 571748102 6244 91158 SH SHARED 01 03 0 91158 0
MARSH MCLENNAN CO COM 571748102 15 221 SH SHARED 01 05 0 221 0
MARRIOTT INTL CL A COM 571903202 286804 8774100 SH SHARED 01 8774100 0 0
MARRIOTT INTL CL A COM 571903202 2511 76835 SH SHARED 01 03 0 76835 0
MARRIOTT INTL CL A COM 571903202 30077 920150 SH SHARED 01 05 0 920150 0
MARSHALL INDUSTRIES MI COM 572393106 1701 46600 SH SHARED 01 46600 0 0
MARTIN MARIETTA MATE COM 573284106 68720 1720700 SH SHARED 01 1710700 10000 0
MARTIN MARIETTA MATE COM 573284106 460 11500 SH SHARED 01 02 0 11500 0
MARTIN MARIETTA MATE COM 573284106 843 21100 SH SHARED 01 03 0 21100 0
MARTIN MARIETTA MATE COM 573284106 43933 1100050 SH SHARED 01 05 0 1100050 0
MARUI CO. LTD. ORD COM 573814100 1136 61000 SH SHARED 01 61000 0 0
MASCO CORP COM 574599106 853 27500 SH SHARED 01 0 27500 0
MASCO CORP COM 574599106 4715 152165 SH SHARED 01 02 0 152165 0
MASCO CORP COM 574599106 4027 129896 SH SHARED 01 03 0 129896 0
MASCO CORP COM 574599106 17825 575000 SH SHARED 01 05 0 575000 0
MASCOTECH COM 574670105 2021 124870 SH SHARED 01 124870 0 0
MASTEC INC. MTZ COM 576323109 52988 1800000 SH SHARED 01 1800000 0 0
MASTEC INC. COM 576323109 286 9750 SH SHARED 01 02 0 9750 0
MASTEC INC. MTZ COM 576323109 10910 370600 SH SHARED 01 05 370000 600 0
MATERIAL SCIENCES COM 576674105 584 43900 SH SHARED 01 43900 0 0
MATSUSHITA COMM ORD JP;6781/Y COM 576870992 21866 197000 SH SHARED 01 197000 0 0
MATSUSHITA COMM ORD JP;6781/Y COM 576870992 34631 312000 SH SHARED 01 05 0 312000 0
MATTEL INC. COM 577081102 2207 116136 SH SHARED 01 03 0 116136 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 172877 2740000 SH SHARED 01 2740000 0 0
MAXIM INTEGRATED COM 57772K101 90271 1430750 SH SHARED 01 02 0 1430750 0
MAXIM INTEGRATED COM 57772K101 4177 66200 SH SHARED 01 03 0 66200 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 65037 1030810 SH SHARED 01 05 580000 450810 0
MAY DEPT STORES COM 577778103 3329 91351 SH SHARED 01 03 0 91351 0
MAXXIM MEDICAL INC COM 57777G105 955 39900 SH SHARED 01 39900 0 0
MAYTAG CO COM 578592107 811 24355 SH SHARED 01 03 0 24355 0
MCCLATCHY CO HOLDING COM 579489105 1288 36000 SH SHARED 01 36000 0 0
MCCLATCHY CO HOLDING COM 579489105 11 300 SH SHARED 01 05 0 300 0
MCDERMOTT INTL COM 580037109 308 15192 SH SHARED 01 03 0 15192 0
MCDONALDS COM 580135101 16297 378998 SH SHARED 01 03 0 378998 0
MCGRAW-HILL COS INC COM 580645109 2675 55299 SH SHARED 01 03 0 55299 0
MCKESSON HBOC INC COM 58155Q103 3828 132000 SH SHARED 01 0 132000 0
MCKESSON HBOC INC COM 58155Q103 2195 75696 SH SHARED 01 03 0 75696 0
MCKESSON HBOC INC COM 58155Q103 29000 1000000 SH SHARED 01 05 0 1000000 0
MEAD CORP COM 582834107 5988 174200 SH SHARED 01 174200 0 0
MEAD CORP COM 582834107 1250 36342 SH SHARED 01 03 0 36342 0
MEAD CORP COM 582834107 3 90 SH SHARED 01 05 0 90 0
MEDIAONE GROUP INC COM 58440J104 152159 2227400 SH SHARED 01 2130400 97000 0
MEDIAONE GROUP INC COM 58440J104 23013 336855 SH SHARED 01 02 0 336855 0
MEDIAONE GROUP INC COM 58440J104 14109 206530 SH SHARED 01 03 0 206530 0
MEDIAONE GROUP INC COM 58440J104 105237 1540527 SH SHARED 01 05 190000 1350527 0
MEDIAONE/ATI (DECS) 6.250 08-1 PRF 58440J401 37578 358100 SH SHARED 01 358100 0 0
MEDIMMUNE INC COM 584699102 32887 330000 SH SHARED 01 330000 0 0
MEDIMMUNE INC COM 584699102 66724 669530 SH SHARED 01 02 0 669530 0
MEDIMMUNE INC COM 584699102 2218 22250 SH SHARED 01 03 0 22250 0
MEDIMMUNE INC COM 584699102 26209 263000 SH SHARED 01 05 75000 188000 0
MEDQUIST INC COM 584949101 5624 168190 SH SHARED 01 168190 0 0
MEDQUIST INC COM 584949101 538 16090 SH SHARED 01 05 0 16090 0
MEDTRONIC COM 585055106 365090 10284228 SH SHARED 01 10049752 234476 0
MEDTRONIC COM 585055106 130812 3684752 SH SHARED 01 02 0 3684752 0
MEDTRONIC COM 585055106 14583 410782 SH SHARED 01 03 0 410782 0
MEDTRONIC COM 585055106 109728 3090950 SH SHARED 01 05 870000 2220950 0
MELLON BANK CORP COM 585509102 117398 3478400 SH SHARED 01 3478400 0 0
MELLON BANK CORP COM 585509102 18058 535020 SH SHARED 01 02 0 535020 0
MELLON BANK CORP COM 585509102 7345 217636 SH SHARED 01 03 0 217636 0
MELLON BANK CORP COM 585509102 5438 161114 SH SHARED 01 05 160000 1114 0
MENS WEARHOUSE INC COM 587118100 5508 256141 SH SHARED 01 256141 0 0
MENS WEARHOUSE INC COM 587118100 3876 180265 SH SHARED 01 03 0 180265 0
MENS WEARHOUSE INC COM 587118100 601 27949 SH SHARED 01 05 0 27949 0
MENTOR CORP MN COM 587188103 1941 68100 SH SHARED 01 68100 0 0
MERCK AND CO INC COM 589331107 68311 1053964 SH SHARED 01 1000000 53964 0
MERCK COM 589331107 2950 45496 SH SHARED 01 02 0 45496 0
MERCK COM 589331107 42315 652889 SH SHARED 01 03 0 652889 0
MERCK AND CO INC COM 589331107 135736 2094300 SH SHARED 01 05 0 2094300 0
MERCURY INTERACTIVE COM 589405109 35235 545758 SH SHARED 01 525758 20000 0
MERCURY INTERACTIVE COM 589405109 46517 720500 SH SHARED 01 02 0 720500 0
MERCURY INTERACTIVE COM 589405109 517 8000 SH SHARED 01 03 0 8000 0
MERCURY INTERACTIVE COM 589405109 35595 551322 SH SHARED 01 05 0 551322 0
MEREDITH CORP COM 589433101 498 13725 SH SHARED 01 03 0 13725 0
MERIDIAN INS GROUP COM 589644103 190 11540 SH SHARED 01 03 0 11540 0
MERIDIAN GOLD INC CA;MNG/CAD COM 589975952 6156 900000 SH SHARED 01 900000 0 0
MERRILL CORPORATION COM 590175105 900 45120 SH SHARED 01 45120 0 0
MERRILL LYNCH & CO COM 590188108 134577 2003000 SH SHARED 01 2003000 0 0
MERRILL LYNCH & CO COM 590188108 825 12290 SH SHARED 01 02 0 12290 0
MERRILL LYNCH & CO COM 590188108 7732 115087 SH SHARED 01 03 0 115087 0
MERRILL LYNCH & CO COM 590188108 39681 590600 SH SHARED 01 05 340000 250600 0
MESA AIR COM 590479101 594 96930 SH SHARED 01 96930 0 0
METHODE ELEC COM 591520200 2029 107460 SH SHARED 01 107460 0 0
METHODE ELEC COM 591520200 230 12180 SH SHARED 01 05 0 12180 0
METRIS COMPANIES INC COM 591598107 56520 1920000 SH SHARED 01 1920000 0 0
METRIS SYSTEM COM 591598107 26264 892200 SH SHARED 01 02 0 892200 0
METRIS SYSTEM COM 591598107 291 9900 SH SHARED 01 03 0 9900 0
METROMEDIA FIBER NET COM 591689104 181 7400 SH SHARED 01 02 0 7400 0
METRONET COMM WTS 8/15/07 COM 59169Y116 941 8750 SH SHARED 01 8750 0 0
METRONET COMM WTS 8/15/07 COM 59169Y116 81 750 SH SHARED 01 05 0 750 0
METTLER TOLEDO COM 592688105 33255 1122504 SH SHARED 01 1122504 0 0
METTLER TOLEDO COM 592688105 290 9796 SH SHARED 01 05 0 9796 0
UNITED MEX STATES WT COM 593048119 680 9000 SH SHARED 01 05 0 9000 0
MICHAEL FOODS COM 594079105 1495 56890 SH SHARED 01 56890 0 0
MICHAELS STORES INC COM 594087108 2385 80840 SH SHARED 01 80840 0 0
MICREL COM 594793101 7512 173180 SH SHARED 01 173180 0 0
MICREL COM 594793101 577 13310 SH SHARED 01 05 0 13310 0
MICROS SYSTEMS COM 594901100 1849 45660 SH SHARED 01 45660 0 0
MICROSOFT COM 594918104 1528115 16873600 SH SHARED 01 16436600 437000 0
MICROSOFT COM 594918104 367304 4055845 SH SHARED 01 02 0 4055845 0
MICROSOFT COM 594918104 138866 1533378 SH SHARED 01 03 0 1533378 0
MICROSOFT COM 594918104 526108 5809335 SH SHARED 01 05 1203000 4606335 0
MICROAGE INC RETAIL COM 594928103 123 56820 SH SHARED 01 56820 0 0
MICRO-CHIP COM 595017104 7963 155000 SH SHARED 01 155000 0 0
MICRO-CHIP COM 595017104 7398 144000 SH SHARED 01 02 0 144000 0
MICRO-CHIP COM 595017104 77 1500 SH SHARED 01 03 0 1500 0
MICRON TECHNOLOGY COM 595112103 4638 69683 SH SHARED 01 03 0 69683 0
MIDWEST EXPRESS COM 597911106 1046 39960 SH SHARED 01 39960 0 0
MIDWAY GAMES INC COM 598148104 1674 106299 SH SHARED 01 106299 0 0
MILACRON INC COM 598709103 127 7134 SH SHARED 01 03 0 7134 0
MILLIPORE CORP COM 601073109 438 11650 SH SHARED 01 03 0 11650 0
MINEFIND (RESTRCTD) CA;MFL/C$ COM 602500993 85 125000 SH SHARED 01 125000 0 0
MINEFINDERS ORD CA;MFL/C$ COM 602900102 374 550000 SH SHARED 01 550000 0 0
MN MINING & MFG CO COM 604059105 80116 834000 SH SHARED 01 765000 69000 0
MN MINING & MFG CO COM 604059105 11551 120247 SH SHARED 01 03 0 120247 0
MIRAGE RESORTS INC COM 60462E104 747 53149 SH SHARED 01 03 0 53149 0
MISSISSIPPI CHEMICAL GRO COM 605288208 513 73245 SH SHARED 01 73245 0 0
MOBIL COM 607059102 681656 6765800 SH SHARED 01 6665800 100000 0
MOBIL COM 607059102 93303 926085 SH SHARED 01 02 0 926085 0
MOBIL COM 607059102 29061 288443 SH SHARED 01 03 0 288443 0
MOBILN STOCK COM 607059102 71547 710153 SH SHARED 01 05 0 710153 0
MOHAWK INDUSTRIES COM 608190104 75 3754 SH SHARED 01 3754 0 0
MOHAWK INDUSTRIES COM 608190104 117 5846 SH SHARED 01 05 0 5846 0
MOLECULAR BIOSYSTEMS COM 608513107 91 52100 SH SHARED 01 52100 0 0
MONACO COACH CORP COM 60886R103 1296 53180 SH SHARED 01 53180 0 0
MONSANTO COMPANY COM 611662107 72407 2028910 SH SHARED 01 2028910 0 0
MONSANTO COMPANY COM 611662107 6304 176656 SH SHARED 01 03 0 176656 0
MONSANTO COMPANY COM 611662107 19 540 SH SHARED 01 05 0 540 0
MONTANA POWER CO COM 612085100 6088 200000 SH SHARED 01 200000 0 0
JP MORGAN & CO INC COM 616880100 5679 49705 SH SHARED 01 03 0 49705 0
MS-GILLETTE CVT MS-GILLETT PRF 617446315 13262 186795 SH SHARED 01 186795 0 0
MS - AMAT MAN. X-CHG MS - APPL PRF 617446331 10103 180000 SH SHARED 01 180000 0 0
MORGAN ST DEAN WITTE COM 617446448 440381 4937700 SH SHARED 01 4785700 152000 0
MORGAN ST DEAN WITTE COM 617446448 205 2300 SH SHARED 01 02 0 2300 0
MORGAN ST DEAN WITTE COM 617446448 17117 191923 SH SHARED 01 03 0 191923 0
MORGAN ST DEAN WITTE COM 617446448 185478 2079635 SH SHARED 01 05 0 2079635 0
MORGAN STANLEY INT'L COM 61744J408 1846 92014 SH SHARED 01 03 0 92014 0
MORRISON KNUDSEN CRP ORDS COM 61844A109 1548 150140 SH SHARED 01 150140 0 0
BT FIXED INCOME INDX COM 619465XX0 8865 40737 SH SHARED 01 03 0 40737 0
BT EAFE INDEX COM 619466XX8 378 2456 SH SHARED 01 03 0 2456 0
BT RUSSELL 2000 IDX COM 619467XX6 12983 28559 SH SHARED 01 03 0 28559 0
MOSSIMO COM 619696107 106 14875 SH SHARED 01 02 0 14875 0
MOTOROLA COM 620076109 496443 5641400 SH SHARED 01 5641400 0 0
MOTOROLA COM 620076109 61629 700370 SH SHARED 01 02 0 700370 0
MOTOROLA COM 620076109 18380 208868 SH SHARED 01 03 0 208868 0
MOTOROLA COM 620076109 102143 1160715 SH SHARED 01 05 0 1160715 0
MUELLER INDS COM 624756102 5310 178883 SH SHARED 01 178883 0 0
MUELLER INDS COM 624756102 293 9857 SH SHARED 01 05 0 9857 0
MUSIC MAKER.COM COM 62757C108 2011 195000 SH SHARED 01 195000 0 0
MUSIC MAKER.COM COM 62757C108 4383 425000 SH SHARED 01 05 130000 295000 0
MUSICLAND INC COM 62758B109 5928 677458 SH SHARED 01 03 0 677458 0
MUTUAL RISK COM 628351108 2468 201456 SH SHARED 01 201456 0 0
MUTUAL RISK COM 628351108 226 18444 SH SHARED 01 05 0 18444 0
MYERS IND INC COM 628464109 2401 135246 SH SHARED 01 135246 0 0
MYERS IND INC COM 628464109 16 900 SH SHARED 01 05 0 900 0
MYLAN LABS COM 628530107 107423 5846100 SH SHARED 01 5763000 83100 0
MYLAN LABS COM 628530107 62440 3398057 SH SHARED 01 02 0 3398057 0
MYLAN LABS COM 628530107 1017 55350 SH SHARED 01 03 0 55350 0
MYLAN LABS COM 628530107 38062 2071336 SH SHARED 01 05 250000 1821336 0
N B T BANCORP COM 628778102 613 35393 SH SHARED 01 35393 0 0
N B T BANCORP COM 628778102 107 6207 SH SHARED 01 05 0 6207 0
NBTY INC COM 628782104 1439 188700 SH SHARED 01 188700 0 0
NCI BUILDING SYSTEMS COM 628852105 941 56831 SH SHARED 01 56831 0 0
NCI BUILDING SYSTEMS COM 628852105 13752 830289 SH SHARED 01 03 0 830289 0
NCI BUILDING SYSTEMS COM 628852105 129 7769 SH SHARED 01 05 0 7769 0
NCO GROUP COM 628858102 1879 39980 SH SHARED 01 39980 0 0
NCO GROUP COM 628858102 302 6420 SH SHARED 01 05 0 6420 0
NCS HEALTH CARE INC COM 628874109 148 56500 SH SHARED 01 56500 0 0
NFO WORLDWIDE INC COM 62910N108 789 61920 SH SHARED 01 61920 0 0
NTL INC PIK PFD 13 2/15/ PRF 629407503 28357 26689 SH SHARED 01 26689 0 0
NTL INC PIK PFD 13 2/15/ PRF 629407503 3958 3725 SH SHARED 01 05 0 3725 0
NTT MOBILE COMM COM 629425992 18963 9640 SH SHARED 01 9640 0 0
NTT MOBILE COMM COM 629425992 28876 14680 SH SHARED 01 05 0 14680 0
NABISCO GROUP HLDGS COM 62952P102 1350 90022 SH SHARED 01 03 0 90022 0
NABORS INDUSTRIES IN COM 629568106 3207 128280 SH SHARED 01 02 0 128280 0
NACCO IND CL A COM 629579103 99 1411 SH SHARED 01 03 0 1411 0
NASH FINCH CO COM 631158102 223 31800 SH SHARED 01 31800 0 0
NASHAU CORP COM 631226107 158 17800 SH SHARED 01 17800 0 0
NATIONAL CITY CORP COM 635405103 4557 170760 SH SHARED 01 03 0 170760 0
NATIONAL COMPUTER SY COM 635519101 4907 127983 SH SHARED 01 127983 0 0
NATIONAL COMPUTER SY COM 635519101 374 9737 SH SHARED 01 05 0 9737 0
NATL DATA CORP COM 635621105 2657 102187 SH SHARED 01 102187 0 0
NATL DATA CORP COM 635621105 269 10353 SH SHARED 01 05 0 10353 0
NATL INFO CONSORT COM 636491102 8641 350000 SH SHARED 01 05 350000 0 0
NATIONAL INSTRUMENT COM 636518102 5061 143174 SH SHARED 01 143174 0 0
NATIONAL INSTRUMENT COM 636518102 158 4476 SH SHARED 01 05 0 4476 0
NATIONAL OILWELL INC COM 637071101 2943 179038 SH SHARED 01 03 0 179038 0
NATL PRESTO IND COM 637215104 800 20700 SH SHARED 01 20700 0 0
NATL SEMICONDUCTOR COM 637640103 20620 676060 SH SHARED 01 676060 0 0
NATL SEMICONDUCTOR COM 637640103 18061 592130 SH SHARED 01 02 0 592130 0
NATL SEMICONDUCTOR COM 637640103 2099 68833 SH SHARED 01 03 0 68833 0
NATL SEMICONDUCTOR COM 637640103 7 230 SH SHARED 01 05 0 230 0
NATL SERVICES IND COM 637657107 333 10572 SH SHARED 01 03 0 10572 0
NAT CORP HOUSING COM 637995994 100 500 SH SHARED 01 0 500 0
NATURES SUNSHINE PRO COM 639027101 481 50800 SH SHARED 01 50800 0 0
NAUTICA ENTERPRISES COM 639089101 1576 97720 SH SHARED 01 97720 0 0
NAVISTAR INTL CORP COM 63934E108 16043 345008 SH SHARED 01 03 0 345008 0
NAVIGANT CONSULTING COM 63935N107 18044 389100 SH SHARED 01 252100 137000 0
NAVIGANT CONSULTING COM 63935N107 13119 282900 SH SHARED 01 02 0 282900 0
NAVIGANT CONSULTING COM 63935N107 147 3175 SH SHARED 01 03 0 3175 0
NAVIGANT CONSULTING COM 63935N107 61354 1323000 SH SHARED 01 05 294800 1028200 0
NEBCO EVANS 11.25 03 01 2008 PRF 639515402 5080 137299 SH SHARED 01 137299 0 0
NEBCO EVANS 11.25 03 01 2008 PRF 639515402 888 24003 SH SHARED 01 05 0 24003 0
NELSON (THOMAS) INC COM 640376109 404 41400 SH SHARED 01 41400 0 0
NEPTUNE ORIENT LINE ORDS COM 640400990 6439 5366000 SH SHARED 01 5366000 0 0
NEPTUNE ORIENT LINE ORDS COM 640400990 9958 8298000 SH SHARED 01 05 0 8298000 0
NEUBERGR&BERMN-FOCUS COM 640917506 1453 63264 SH SHARED 01 03 0 63264 0
NETWORK ASSOCIATES COM 640938106 1191 62300 SH SHARED 01 0 62300 0
NETWORK ASSOCIATES COM 640938106 67312 3519486 SH SHARED 01 02 0 3519486 0
NETWORK ASSOCIATES COM 640938106 441 23050 SH SHARED 01 03 0 23050 0
NETCENTIVES COM 64108P101 50876 816471 SH SOLE 01 50876 0 0
NETSOLVE INCORP COM 64115J106 3550 200000 SH SHARED 01 05 200000 0 0
NETSILICON INC COM 64115X105 1913 150000 SH SHARED 01 05 150000 0 0
NETWORK EQUIP TECH COM 641208103 554 60260 SH SHARED 01 60260 0 0
NETWORK APPLIANCE COM 64120L104 143 2000 SH SHARED 01 2000 0 0
NETWORK APPLIANCE COM 64120L104 60216 840685 SH SHARED 01 02 0 840685 0
NETWORK APPLIANCE COM 64120L104 3199 44660 SH SHARED 01 03 0 44660 0
NETZERO INC COM 64122R109 1742 67000 SH SHARED 01 67000 0 0
NETZERO INC COM 64122R109 3900 150000 SH SHARED 01 05 50000 100000 0
NEVSUN CA;NSU/C$ COM 64156L101 204 400000 SH SHARED 01 400000 0 0
NEVSUN RESOURCES LTD CA;NSU/C$ COM 64156L994 128 250000 SH SHARED 01 250000 0 0
NEW CENTURY ENERGIES COM 64352U103 96772 2894100 SH SHARED 01 2894100 0 0
NEW CENTURY ENERGIES COM 64352U103 2274 68006 SH SHARED 01 03 0 68006 0
NEW CENTURY ENERGIES COM 64352U103 16 487 SH SHARED 01 05 0 487 0
NEW ENGLAND BUS SERV COM 643872104 1160 40620 SH SHARED 01 40620 0 0
NEW ERA OF NETWORKS COM 644312100 877 40540 SH SHARED 01 40540 0 0
NEW ERA NETWORKS COM 644312100 155 7160 SH SHARED 01 05 0 7160 0
NEW JERSEY RESOURCES COM 646025106 19054 476340 SH SHARED 01 476340 0 0
NEW JERSEY RESOURCES COM 646025106 8 200 SH SHARED 01 05 0 200 0
NEW YORK TIMES CLA COM 650111107 34568 921800 SH SHARED 01 921800 0 0
NEW YORK TIMES CLA COM 650111107 6786 180910 SH SHARED 01 02 0 180910 0
NEW YORK TIMES CLA COM 650111107 2784 74230 SH SHARED 01 03 0 74230 0
NEW YORK TIMES CLA COM 650111107 9 240 SH SHARED 01 05 0 240 0
NEW ZEALAND TELECOMM ORD NZ;T COM 650200991 3201 811000 SH SHARED 01 811000 0 0
NEW ZEALAND TELECOMM ORD NZ;T COM 650200991 5044 1278000 SH SHARED 01 05 0 1278000 0
NEWELL FINL TR 144A 5.25% 3/1 PRF 651195208 10466 260000 SH SHARED 01 260000 0 0
NEWELL FINL TR 144A 5.25% 3/1 PRF 651195208 201 5000 SH SHARED 01 05 0 5000 0
NEWWLL FINL TR I PRF 651195307 1610 40000 SH SHARED 01 40000 0 0
NEWWLL FINL TR I PRF 651195307 1208 30000 SH SHARED 01 05 0 30000 0
NEWELL RUBBERMAID COM 651229106 2205 77200 SH SHARED 01 02 0 77200 0
NEWELL RUBBERMAID COM 651229106 2265 79304 SH SHARED 01 03 0 79304 0
NEWFIELD EXPLORATION COM 651290108 4167 126515 SH SHARED 01 126515 0 0
NEWFIELD EXPLORATION COM 651290108 501 15225 SH SHARED 01 05 0 15225 0
NEWCREST MINING LT COM 651557993 489 150000 SH SHARED 01 150000 0 0
NEWMONT MINING COM 651639106 3881 150000 SH SHARED 01 150000 0 0
NEWMONT MINING COM 651639106 1245 48124 SH SHARED 01 03 0 48124 0
NEXT PLC ORD COM 652500992 26574 2637500 SH SHARED 01 2637500 0 0
NEXT PLC ORD COM 652500992 19632 1948544 SH SHARED 01 05 0 1948544 0
NEXTEL COMMUNICATION COM 65332V103 2784 41056 SH SHARED 01 41056 0 0
NEXTEL COMMUNICATION COM 65332V103 6292 92783 SH SHARED 01 03 0 92783 0
NEXTEL COMMUNICATION COM 65332V103 578 8520 SH SHARED 01 05 0 8520 0
NEXTEL PIK PFD SER-D 11.125 PRF 65332V400 22436 21166 SH SHARED 01 21166 0 0
NEXTEL PIK PFD SER-D 11.125 PRF 65332V400 7114 6711 SH SHARED 01 05 0 6711 0
NEXTEL PIK PFD 11.125 2/ PRF 65332V707 7516 7669 SH SHARED 01 7669 0 0
NEXTEL PIK PFD 11.125 2/ PRF 65332V707 1154 1177 SH SHARED 01 05 0 1177 0
NIAGARA MOHAWK POWER COM 653520106 788 51054 SH SHARED 01 03 0 51054 0
NIBCO STOCK COM 653650101 34065 219960 SH SHARED 01 03 0 219960 0
NICOR COM 654086107 9297 250000 SH SHARED 01 250000 0 0
NICOR COM 654086107 396 10653 SH SHARED 01 03 0 10653 0
NIKE INC CL B COM 654106103 4522 79512 SH SHARED 01 03 0 79512 0
99 CENTS ONLY STORES COM 65440K106 12764 353323 SH SHARED 01 353323 0 0
99 CENTS ONLY STORE COM 65440K106 23850 660200 SH SHARED 01 02 0 660200 0
99 CENTS ONLY STORE COM 65440K106 266 7350 SH SHARED 01 03 0 7350 0
99 CENTS ONLY STORE COM 65440K106 5606 155177 SH SHARED 01 05 150000 5177 0
DENSO CORPORATION JP;6902 COM 654555994 887 42000 SH SHARED 01 42000 0 0
NIPPON TELEGRAPH & T ORD JP;94 COM 654620962 85243 69470 SH SHARED 01 69470 0 0
NIPPON TELEGRAPH & T ORD JP;94 COM 654620962 63807 52000 SH SHARED 01 05 0 52000 0
NIPSCO STOCK COM 65473P105 28763 1300000 SH SHARED 01 1300000 0 0
NIPSCO STOCK COM 65473P105 9 426 SH SHARED 01 05 0 426 0
NISOURCE INC CVT PFD 7.75 2/16 PRF 65473P303 8575 200000 SH SHARED 01 200000 0 0
NOKIA ADR A COM 654902204 191508 2132300 SH SHARED 01 1921000 211300 0
NOKIA ADR A COM 654902204 73318 816377 SH SHARED 01 02 0 816377 0
NOKIA ADR A COM 654902204 65331 727421 SH SHARED 01 03 0 727421 0
NOKIA ADR A COM 654902204 104227 1160500 SH SHARED 01 05 360000 800500 0
NORDBANKEN HOLDING SE;NBH/SE COM 655545994 12161 2166175 SH SHARED 01 2166175 0 0
NORDBANKEN HOLDING SE;NBH/SE COM 655545994 16670 2969431 SH SHARED 01 05 0 2969431 0
NORDSON CORP COM 655663102 1166 23800 SH SHARED 01 23800 0 0
NORDSON CORP COM 655663102 10 200 SH SHARED 01 05 0 200 0
NORDSTROM INC COM 655664100 1063 39376 SH SHARED 01 03 0 39376 0
NORFOLK SOUTHERN CO COM 655844108 2504 102214 SH SHARED 01 03 0 102214 0
NORMANDY MINING LTD COM 656100997 4293 4836000 SH SHARED 01 4836000 0 0
NORTEL NETWORKS COM 656569100 55498 1088200 SH SHARED 01 1088200 0 0
NORTEL COM 656569100 239 4680 SH SHARED 01 02 0 4680 0
NORTEL COM 656569100 19285 378136 SH SHARED 01 03 0 378136 0
NORTEL COM 656569100 36269 711146 SH SHARED 01 05 200000 511146 0
NORTH AMER VACCINE NVX COM 657201109 677 90200 SH SHARED 01 90200 0 0
NORTHRN ST PWR CO MN COM 665772109 45132 2093100 SH SHARED 01 1826300 266800 0
NORTHRN ST PWR CO MN COM 665772109 190 8800 SH SHARED 01 02 0 8800 0
NORTHRN ST PWR CO MN COM 665772109 1461 67760 SH SHARED 01 03 0 67760 0
NORTHRN ST PWR CO MN COM 665772109 17 834 SH SHARED 01 05 0 834 0
NORTHERN TRUST CORP COM 665859104 2677 32065 SH SHARED 01 03 0 32065 0
NORTHROP GRUMMAN COR COM 666807102 4449 70000 SH SHARED 01 70000 0 0
NORTHROP GRUMMAN COR COM 666807102 1165 18331 SH SHARED 01 03 0 18331 0
NWA COM 667280101 5355 210000 SH SHARED 01 210000 0 0
NWA COM 667280101 140 5500 SH SHARED 01 02 0 5500 0
NORTHWEST NATURAL GA COM 667655104 1818 70450 SH SHARED 01 70450 0 0
NORTHWESTERN CORP COM 668074107 1476 64890 SH SHARED 01 64890 0 0
NOVA COM 669784100 87028 3481100 SH SHARED 01 3481100 0 0
NOVA COM 669784100 1018 40700 SH SHARED 01 03 0 40700 0
NOVA COM 669784100 24 947 SH SHARED 01 05 0 947 0
NOVELL INC COM 670006105 200039 9669580 SH SHARED 01 9669580 0 0
NOVELL INC COM 670006105 19730 953930 SH SHARED 01 02 0 953930 0
NOVELL INC COM 670006105 2642 127711 SH SHARED 01 03 0 127711 0
NOVELL INC COM 670006105 82260 3976350 SH SHARED 01 05 0 3976350 0
NOVELLUS SYSTEMS INC COM 670008101 26405 391551 SH SHARED 01 391551 0 0
NOVELLUS SYSTEMS INC COM 670008101 17743 263100 SH SHARED 01 02 0 263100 0
NOVELLUS SYSTEMS INC COM 670008101 138 2050 SH SHARED 01 03 0 2050 0
NOVELLUS SYSTEMS INC COM 670008101 39074 579419 SH SHARED 01 05 185000 394419 0
NOVEN PHARMACEUTICAL COM 670009109 509 59900 SH SHARED 01 59900 0 0
NSTAR COM 67019E107 11625 300000 SH SHARED 01 300000 0 0
NUCOR CORP COM 670346105 1149 24136 SH SHARED 01 03 0 24136 0
OEC MED SYS COM 670828102 150 4262 SH SHARED 01 4262 0 0
OEC MED SYS COM 670828102 233 6638 SH SHARED 01 05 0 6638 0
OM GROUP INC COM 670872100 2571 67000 SH SHARED 01 67000 0 0
OTP BANK GDR COM 67106E101 5351 120526 SH SHARED 01 120526 0 0
OAK INDUSTRIES COM 671400505 3661 107680 SH SHARED 01 107680 0 0
OAK INDUSTRIES COM 671400505 289 8500 SH SHARED 01 05 0 8500 0
OAKWOOD HOMES COM 674098108 599 133040 SH SHARED 01 133040 0 0
OCCIDENTAL PETROLEUM COM 674599105 2124 91852 SH SHARED 01 03 0 91852 0
OCEANEERING INT L COM 675232102 1067 63460 SH SHARED 01 63460 0 0
OFFICE DEPOT INC COM 676220106 1058 103900 SH SHARED 01 03 0 103900 0
OFFSHORE LOGISTICS COM 676255102 1813 175800 SH SHARED 01 175800 0 0
OFFSHORE LOGISTICS COM 676255102 9 900 SH SHARED 01 05 0 900 0
OGDEN CORP COM 676346109 4962 496222 SH SHARED 01 03 0 496222 0
OHIO POWER CO $100 PREFERRED STOCK 677415796 3632 36000 SH SHARED 01 04 0 36000 0
OHI PWR CO $100 PREFERRED STOCK 677415812 1017 10000 SH SHARED 01 04 0 10000 0
OHIO PWR CO $100 PREFERRED STOCK 677415820 520 5000 SH SHARED 01 04 0 5000 0
OLD NATL BANCORP COM 680033107 132 4575 SH SHARED 01 4575 0 0
OLD NATL BANCORP COM 680033107 206 7125 SH SHARED 01 05 0 7125 0
ARCADIA FINANCIAL COM 681593125 25 2500 SH SHARED 01 02 0 2500 0
OMNICOM GROUP COM 681919106 3992 50415 SH SHARED 01 03 0 50415 0
OMNIPOINT CORP COM 68212D102 16763 300000 SH SHARED 01 300000 0 0
OMNIPOINT CORP COM 68212D102 36878 660000 SH SHARED 01 05 200000 460000 0
ONEOK INC COM 682680103 1234 40700 SH SHARED 01 40700 0 0
ONEOK INC COM 682680103 200 6614 SH SHARED 01 03 0 6614 0
ONEOK INC COM 682680103 15 500 SH SHARED 01 05 0 500 0
ONO GROUP UNIT 13.0 05/0 COM 682735AG0 4259 4070000 SH SHARED 01 4070000 0 0
ONO GROUP UNIT 13.0 05/0 COM 682735AG0 2020 1930000 SH SHARED 01 05 0 1930000 0
ORACLE CORP COM COM 68389X105 74424 1635700 SH SHARED 01 1470900 164800 0
ORACLE CORP COM COM 68389X105 54777 1203853 SH SHARED 01 02 0 1203853 0
ORACLE CORP COM COM 68389X105 19248 423026 SH SHARED 01 03 0 423026 0
ORACLE CORP COM COM 68389X105 9 190 SH SHARED 01 05 0 190 0
ORANGE PLC GB;ORA/10 COM 685446999 20231 1029202 SH SHARED 01 1029202 0 0
ORANGE PLC GB;ORA/10 COM 685446999 31035 1578826 SH SHARED 01 05 0 1578826 0
ORBITAL SCIENCES COR COM 685564106 2503 143040 SH SHARED 01 143040 0 0
ORBITAL SCIENCES COR ORB COM 685564106 5 300 SH SHARED 01 05 0 300 0
ORGANOGENISIS INC COM 685906109 640 86020 SH SHARED 01 86020 0 0
O REILLY AUTOMOTIVE COM 686091109 3641 76395 SH SHARED 01 76395 0 0
O REILLY AUTOMOTIVE COM 686091109 7519 157795 SH SHARED 01 05 150000 7795 0
ORION CAPITAL CORP COM 686268103 3650 77040 SH SHARED 01 77040 0 0
ORTHODONTIC CENTER COM 68750P103 3700 211430 SH SHARED 01 211430 0 0
ORTHODONTIC CENTER COM 68750P103 18 1000 SH SHARED 01 05 0 1000 0
OSHKOSH B-GOSH CLA COM 688222207 2310 144629 SH SHARED 01 144629 0 0
OSHKOSH B-GOSH CLA COM 688222207 282 17691 SH SHARED 01 05 0 17691 0
OSTEOTECH INC COM 688582105 545 40030 SH SHARED 01 40030 0 0
OUTDOOR SYSTEM COM 690057104 1180 33000 SH SHARED 01 0 33000 0
OUTDOOR SYSTEM COM 690057104 81170 2270455 SH SHARED 01 02 0 2270455 0
OUTDOOR SYSTEM COM 690057104 4140 115799 SH SHARED 01 03 0 115799 0
OVERSEAS UNION BANK ORD SG;OU COM 690370994 22710 5113648 SH SHARED 01 5113648 0 0
OVERSEAS UNION BANK ORD SG;OU COM 690370994 21134 4758600 SH SHARED 01 05 0 4758600 0
OWENS & MINOR INC COM 690732102 879 91300 SH SHARED 01 91300 0 0
OWENS & MINOR INC COM 690732102 1743 181051 SH SHARED 01 03 0 181051 0
OWENS-CORNING COM 69073F103 314 14480 SH SHARED 01 03 0 14480 0
OWENS ILLINOIS INC COM 690768403 4260 215000 SH SHARED 01 215000 0 0
OWENS ILLINOIS INC COM 690768403 4 200 SH SHARED 01 02 0 200 0
OWENS ILLINOIS INC COM 690768403 810 40906 SH SHARED 01 03 0 40906 0
OXFORD INDUSTRIES COM 691497309 502 23260 SH SHARED 01 23260 0 0
PBHG GROWTH FUND COM 69316H106 9743 326139 SH SHARED 01 03 0 326139 0
P-COM INC COM 693262107 1266 180920 SH SHARED 01 180920 0 0
PECO ENERGY COM 693304107 21267 567100 SH SHARED 01 567100 0 0
PECO ENERGY COM 693304107 2308 61544 SH SHARED 01 03 0 61544 0
P G & E CORP COM 69331C108 6052 233900 SH SHARED 01 233900 0 0
PACIFIC GAS & ELEC COM 69331C108 2792 107909 SH SHARED 01 03 0 107909 0
PFF BANCORP INC COM 69331W104 1325 64200 SH SHARED 01 64200 0 0
PFF BANCORP INC COM 69331W104 10 500 SH SHARED 01 05 0 500 0
PE CORP-PE BIOSYSTEM COM 69332S102 1719 23780 SH SHARED 01 02 0 23780 0
PE CORP-PE BIOSYSTEM COM 69332S102 4359 60330 SH SHARED 01 03 0 60330 0
PIMCO TOTAL RET FUND COM 693390726 10187 1012621 SH SHARED 01 03 0 1012621 0
PMC-SIERRA INC COM 69344F106 35243 381000 SH SHARED 01 381000 0 0
PMC-SIERRA INC COM 69344F106 22668 245050 SH SHARED 01 02 0 245050 0
PMC-SIERRA INC COM 69344F106 1743 18850 SH SHARED 01 03 0 18850 0
PMC-SIERRA INC COM 69344F106 67155 726000 SH SHARED 01 05 150000 576000 0
PNC BANK CORP COM 693475105 4488 85179 SH SHARED 01 03 0 85179 0
PP & L RESOURCES COM 693499105 1185 43772 SH SHARED 01 03 0 43772 0
PPG INDUSTRIES INC COM 693506107 2888 48130 SH SHARED 01 03 0 48130 0
PACCAR INC COM 693718108 1126 22130 SH SHARED 01 03 0 22130 0
PACIFIC GAS & ELEC PREFERRED STOCK 694308651 3103 120200 SH SHARED 01 04 0 120200 0
PACIFIC GAS & ELEC PREFERRED STOCK 694308693 18610 717500 SH SHARED 01 04 0 717500 0
PACIFIC SUNWEAR COM 694873100 4459 159039 SH SHARED 01 159039 0 0
PACIFIC SUNWEAR COM 694873100 345 12301 SH SHARED 01 05 0 12301 0
PACIFICORP COM 695114108 1682 83580 SH SHARED 01 03 0 83580 0
PACIFICORP $100 PAR PREFERRED STOCK 695114678 1052 10000 SH SHARED 01 0 10000 0
PACIFICORP $100 PAR PREFERRED STOCK 695114678 15778 150000 SH SHARED 01 04 0 150000 0
PKGING CORP PIK PFD 12.375 0 PRF 695156208 4590 42500 SH SHARED 01 42500 0 0
PKGING CORP PIK PFD 12.375 0 PRF 695156208 810 7500 SH SHARED 01 05 0 7500 0
PAGEMART NATIONWIDE 144A WTS COM 69553Q108 152 50750 SH SHARED 01 50750 0 0
PAINE WEBBER COM 695629105 1842 50800 SH SHARED 01 03 0 50800 0
PAIN WEBBER GLOBAL COM 695910877 2 170 SH SHARED 01 0 170 0
PAIR GAIN TECH COM 695934109 64 5000 SH SHARED 01 5000 0 0
PALL CORP COM 696429307 752 32436 SH SHARED 01 03 0 32436 0
PANERA BREAD CO COM 69840W108 224 33800 SH SHARED 01 33800 0 0
PAPA JOHN COM 698813102 39105 948000 SH SHARED 01 948000 0 0
PAPA JOHN COM 698813102 44773 1085400 SH SHARED 01 02 0 1085400 0
PAPA JOHN COM 698813102 446 10800 SH SHARED 01 03 0 10800 0
PAPA JOHN COM 698813102 24503 594000 SH SHARED 01 05 210000 384000 0
PARAMETRIC TECH CORP COM 699173100 978 72428 SH SHARED 01 03 0 72428 0
NTT DATA COM 699423992 34159 30390 SH SHARED 01 30390 0 0
NTT DATA COM 699423992 24976 22220 SH SHARED 01 05 0 22220 0
PAREXEL COM 699462107 658 72140 SH SHARED 01 72140 0 0
PARK ELECTROCHEMICAL COM 700416209 3183 96820 SH SHARED 01 96820 0 0
PARK ELECTROCHEMICAL COM 700416209 20 600 SH SHARED 01 05 0 600 0
PARKER-HANNIFIN COM 701094104 149100 3327200 SH SHARED 01 3327200 0 0
PARKER-HANNIFIN COM 701094104 24241 540935 SH SHARED 01 02 0 540935 0
PARKER-HANNIFIN COM 701094104 3742 83509 SH SHARED 01 03 0 83509 0
PARKER-HANNIFIN COM 701094104 40 884 SH SHARED 01 05 0 884 0
PASMINCO ORD AU;PAS COM 702575994 4492 4048000 SH SHARED 01 4048000 0 0
PASMINCO ORD AU;PAS COM 702575994 6906 6223000 SH SHARED 01 05 0 6223000 0
PATTERSON DENTAL COM 703412106 7683 155018 SH SHARED 01 155018 0 0
PATTERSON DENTAL COM 703412106 898 18122 SH SHARED 01 05 0 18122 0
PAXAR CORPORATION COM 704227107 1260 130912 SH SHARED 01 130912 0 0
PAXSON COMM PFD 12.5 PIK EXCH PRF 704231208 24681 230661 SH SHARED 01 230661 0 0
PAXSON COMM PFD 12.5 PIK EXCH PRF 704231208 7826 73138 SH SHARED 01 05 0 73138 0
PAYCHEX INC COM 704326107 15975 468084 SH SHARED 01 02 0 468084 0
PAYCHEX INC COM 704326107 4375 128201 SH SHARED 01 03 0 128201 0
PEDIATRIX COM 705324101 608 43820 SH SHARED 01 43820 0 0
PEGASUS COMM CORP COM 705904100 764 16923 SH SHARED 01 16923 0 0
PEGASUS COMM PIK PFD 12.75 ST PRF 705904209 3653 3653 SH SHARED 01 3653 0 0
PEGASUS COMM PIK PFD 12.75 ST PRF 705904209 187 187 SH SHARED 01 05 0 187 0
PEGASUS COM UNIT PFD 12.75 01 PRF 705904308 6688 62500 SH SHARED 01 62500 0 0
PEGASUS COM UNIT PFD 12.75 01 PRF 705904308 797 7450 SH SHARED 01 05 0 7450 0
PEGASUS SYSTEMS COM 705906105 75 2000 SH SHARED 01 2000 0 0
PENFORD CORP COM 707051108 281 20600 SH SHARED 01 20600 0 0
PENNEY J C COM 708160106 2479 72117 SH SHARED 01 03 0 72117 0
PENNSYLVANIA ENTERPR COM 708720107 993 30620 SH SHARED 01 30620 0 0
PENTAIR INC COM 709631105 26081 650000 SH SHARED 01 650000 0 0
PENTAIR INC COM 709631105 810 20200 SH SHARED 01 02 0 20200 0
PENTAIR INC COM 709631105 2396 59722 SH SHARED 01 03 0 59722 0
PEOPLES ENERGY CORP COM 711030106 273 7769 SH SHARED 01 03 0 7769 0
PEOPLE SOFT COM 712713106 1106 65290 SH SHARED 01 03 0 65290 0
PEP BOYS COM 713278109 26981 1813912 SH SHARED 01 03 0 1813912 0
PEPSICO COM 713448108 6371 210600 SH SHARED 01 210600 0 0
PEPSICO COM 713448108 12631 417576 SH SHARED 01 03 0 417576 0
PEPSICO COM 713448108 3 110 SH SHARED 01 05 0 110 0
PEREGRINE SYSTEMS COM 71366Q101 14100 346000 SH SHARED 01 346000 0 0
PEREGRINE SYSTEMS COM 71366Q101 24730 606850 SH SHARED 01 02 0 606850 0
PEREGRINE SYSTEMS COM 71366Q101 218 5350 SH SHARED 01 03 0 5350 0
PEREGRINE SYSTEMS COM 71366Q101 21679 532000 SH SHARED 01 05 0 532000 0
PERFORMANCE FOOD COM 713755106 2232 87085 SH SHARED 01 87085 0 0
PERFORMANCE FOOD COM 713755106 10 400 SH SHARED 01 05 0 400 0
PERSISTENCE SOFTWARE COM 715329108 5713 200000 SH SHARED 01 05 200000 0 0
PERVASIVE SOFTWARE COM 715710109 5175 150000 SH SHARED 01 05 150000 0 0
PETRO CANADA ORD COM 71644E102 21154 1396900 SH SHARED 01 1396900 0 0
PETRO CANADA ORD COM 71644E102 23069 1523400 SH SHARED 01 05 0 1523400 0
PETROBRAS ADR COM 71654V101 9226 588500 SH SHARED 01 588500 0 0
PHARMACYCLICS INC COM 716933106 13284 325000 SH SHARED 01 05 325000 0 0
PHARMACIA & UPJOHN PNU COM 716941109 56820 1145000 SH SHARED 01 1145000 0 0
PHARMACIA & UPJOHN COM 716941109 7435 149834 SH SHARED 01 03 0 149834 0
PHARMACIA & UPJOHN PNU COM 716941109 15 307 SH SHARED 01 05 0 307 0
PFIZER COM 717081103 428075 11911660 SH SHARED 01 11474360 437300 0
PFIZER COM 717081103 129066 3591306 SH SHARED 01 02 0 3591306 0
PFIZER COM 717081103 39027 1085972 SH SHARED 01 03 0 1085972 0
PFIZER COM 717081103 181313 5045210 SH SHARED 01 05 1411500 3633710 0
PHARMACEUTICAL PROD COM 717124101 940 69320 SH SHARED 01 69320 0 0
PHELPS DODGE COM 717265102 1415 25700 SH SHARED 01 0 25700 0
PHELPS DODGE COM 717265102 7658 139060 SH SHARED 01 02 0 139060 0
PHELPS DODGE COM 717265102 1025 18614 SH SHARED 01 03 0 18614 0
PHILADELPHIA SUBN COM 718009608 4115 174626 SH SHARED 01 174626 0 0
PHILADELPHIA SUBN COM 718009608 396 16843 SH SHARED 01 05 0 16843 0
PHILIPS ELECTRONICS NL;PHI/EU COM 718040991 28284 281271 SH SHARED 01 281271 0 0
PHILIPS ELECTRONICS NL;PHI/EU COM 718040991 23330 232004 SH SHARED 01 05 0 232004 0
PHILIP MORRIS COM 718154107 22625 661804 SH SHARED 01 03 0 661804 0
PHILLIPS PETROLEUM COM 718507106 3351 68738 SH SHARED 01 03 0 68738 0
PHILLIPS-VAN HEUSEN COM 718592108 676 76200 SH SHARED 01 76200 0 0
PHOTRONICS CORP COM 719405102 1502 66920 SH SHARED 01 66920 0 0
PHYCOR COM 71940F100 933 213200 SH SHARED 01 213200 0 0
PICTURETEL CORP COM 720035302 484 113920 SH SHARED 01 113920 0 0
PIEDMONT NATURAL GAS COM 720186105 3648 120360 SH SHARED 01 120360 0 0
PIEDMONT NATURAL GAS COM 720186105 9 300 SH SHARED 01 05 0 300 0
PIER ONE IMPORTS INC COM 720279108 1839 272505 SH SHARED 01 272505 0 0
PILLOWTEX CORP COM 721501104 297 39580 SH SHARED 01 39580 0 0
PINNACLE WEST CAPITA COM 723484101 46560 1280000 SH SHARED 01 1280000 0 0
PINNACLE WEST CAPITA COM 723484101 313 8600 SH SHARED 01 03 0 8600 0
PINTO TOTTA 144A PER 0% 8-1-07 PRF 723526208 13828 15000 SH SHARED 01 15000 0 0
PINTO TOTTA 144A PER 0% 8-1-07 PRF 723526208 4609 5000 SH SHARED 01 05 0 5000 0
PIONEER GROUP COM 723684106 1133 75500 SH SHARED 01 75500 0 0
PIONEER HI-BRED COM 723686101 2661 66832 SH SHARED 01 03 0 66832 0
PIONEER STANDARD ELE PIOS COM 723877106 1102 76300 SH SHARED 01 76300 0 0
PITNEY BOWES COM 724479100 78207 1283400 SH SHARED 01 1283400 0 0
PITNEY BOWES COM 724479100 16266 266930 SH SHARED 01 02 0 266930 0
PITNEY BOWES COM 724479100 5761 94539 SH SHARED 01 03 0 94539 0
PITNEY BOWES COM 724479100 12 200 SH SHARED 01 05 0 200 0
PITTSTON BAX GROUP COM 725701882 475 58860 SH SHARED 01 58860 0 0
PLACER DOME INC COM 725906101 7634 513200 SH SHARED 01 513200 0 0
PLACER DOME INC COM 725906101 1357 91208 SH SHARED 01 03 0 91208 0
PLACER DOME INC COM 725906101 8925 600000 SH SHARED 01 05 0 600000 0
PLAINS RESOURCES INC COM 726540503 845 47300 SH SHARED 01 47300 0 0
PLANTRONICS COM 727493108 3616 72683 SH SHARED 01 72683 0 0
PLANTRONICS COM 727493108 404 8117 SH SHARED 01 05 0 8117 0
PLAYERS INTERNATIONA COM 727903106 663 89500 SH SHARED 01 89500 0 0
PLEXUS CORP COM 729132100 1517 49520 SH SHARED 01 49520 0 0
POGO PRODUCING CO COM 730448107 12865 620029 SH SHARED 01 620029 0 0
POGO PRODUCING CO COM 730448107 37539 1809150 SH SHARED 01 02 0 1809150 0
POGO PRODUCING CO COM 730448107 1249 60200 SH SHARED 01 03 0 60200 0
POGO PRODUCING CO COM 730448107 212 10231 SH SHARED 01 05 0 10231 0
POLAND TELECOM WTS WARRANT 731012118 1211 22000 SH SHARED 01 22000 0 0
POLAND TELECOM WTS WARRANT 731012118 165 3000 SH SHARED 01 05 775 2225 0
POLARIS INDS INC COM 731068102 7386 213294 SH SHARED 01 213294 0 0
POLARIS INDS INC COM 731068102 154 4446 SH SHARED 01 05 0 4446 0
POLAROID COM 731095105 305 11716 SH SHARED 01 03 0 11716 0
POOL ENERGY SERVICES COM 732788104 1477 59960 SH SHARED 01 59960 0 0
POPE & TALBOT COM 732827100 468 37800 SH SHARED 01 37800 0 0
POTLATCH CORP COM 737628107 260 6322 SH SHARED 01 03 0 6322 0
POWER INTEGRATIONS COM 739276103 1634 23600 SH SHARED 01 23600 0 0
POWER INTEGRATIONS COM 739276103 256 3700 SH SHARED 01 05 0 3700 0
POWERWAVE COM 739363109 5603 116206 SH SHARED 01 116206 0 0
POWERWAVE COM 739363109 362 7504 SH SHARED 01 05 0 7504 0
PREMIER BANCSHARES COM 739909109 1291 73780 SH SHARED 01 73780 0 0
PRAXAIR COM 74005P104 2024 43993 SH SHARED 01 03 0 43993 0
PRE PAID LEGAL SVCS COM 740065107 9842 249929 SH SHARED 01 249929 0 0
PRE PAID LEGAL SVCS COM 740065107 303 7691 SH SHARED 01 05 0 7691 0
PREMIER HOLDINGS LTD RESTRICTE COM 740499**1 3055 814645 SH SHARED 01 814645 0 0
PREMIER HOLDINGS LTD RESTRICTE COM 740499**1 555 148117 SH SHARED 01 05 0 148117 0
PREMIERE PARKS COM 740540208 2755 95000 SH SHARED 01 0 95000 0
PREMIERE PARKS COM 740540208 705 24300 SH SHARED 01 02 0 24300 0
PREMIERE PARKS COM 740540208 908 31300 SH SHARED 01 03 0 31300 0
PREMIERE PARKS PKS COM 740540208 10150 350000 SH SHARED 01 05 0 350000 0
PRICE COMMUCATIONS CELLULAR HO COM 741437149 5532 41280 SH SHARED 01 41280 0 0
PRICE COMMUCATIONS CELLULAR HO COM 741437149 3687 27520 SH SHARED 01 05 0 27520 0
PRICE COMMUNICATIONS COM 741437305 16235 647805 SH SHARED 01 647805 0 0
PRICE COMMUNICATIONS COM 741437305 2145 85600 SH SHARED 01 05 0 85600 0
PRIMARK CORP COM 741903108 1633 57420 SH SHARED 01 57420 0 0
PRIME HOSPITALITY CO COM 741917108 1161 145100 SH SHARED 01 145100 0 0
PRIMUS TELECOM WTS EXP 8-1-04 COM 741929111 271 11550 SH SHARED 01 11550 0 0
PRIMUS TELECOM WTS WARRANT 741929111 87 3675 SH SHARED 01 05 200 3475 0
PRIDE INTL COM 741932107 4500 317140 SH SHARED 01 317140 0 0
PRIDE INTL COM 741932107 23 1600 SH SHARED 01 05 0 1600 0
PRIORITY HEALTHCARE COM 74264T102 4501 145769 SH SHARED 01 145769 0 0
PRIORITY HEALTHCARE COM 74264T102 14459 468300 SH SHARED 01 05 450000 18300 0
PROCTER & GAMBLE COM 742718109 56250 600000 SH SHARED 01 600000 0 0
PROCTER & GAMBLE COM 742718109 145 1542 SH SHARED 01 02 0 1542 0
PROCTER & GAMBLE COM 742718109 34955 372852 SH SHARED 01 03 0 372852 0
PROCTER & GAMBLE COM 742718109 39375 420000 SH SHARED 01 05 0 420000 0
PROFIT RECOVERY COM 743168106 11329 253884 SH SHARED 01 253884 0 0
PROFIT RECOVERY COM 743168106 1084 24290 SH SHARED 01 05 0 24290 0
PROGRESS SOFTWARE CO COM 743312100 1716 54705 SH SHARED 01 54705 0 0
PROGRESS SOFTWARE CO COM 743312100 350 11145 SH SHARED 01 05 0 11145 0
PROGRESSIVE CORP OH COM 743315103 218007 2668792 SH SHARED 01 03 0 2668792 0
PROGRESSIVE CORP OH COM 743315103 28591 350000 SH SHARED 01 05 0 350000 0
PROJECT SOFTWARE COM 74339P101 54 1000 SH SHARED 01 1000 0 0
PROTECTIVE LIFE CORP COM 743674103 40405 1393283 SH SHARED 01 03 0 1393283 0
PROTEIN DELIVERY INC PFD PRF 743690XX2 5000 2000000 SH SHARED 01 2000000 0 0
PROTEIN DELIVERY INC PFD PRF 743690XX2 7000 2800000 SH SHARED 01 05 0 2800000 0
PROTEIN DESIGN COM 74369L103 1879 52000 SH SHARED 01 52000 0 0
PROTEIN DESIGN COM 74369L103 531 14700 SH SHARED 01 02 0 14700 0
PROVANT INC COM 743724106 7337 455000 SH SHARED 01 455000 0 0
PROVIDENT BANK COM 743859100 2146 100828 SH SHARED 01 100828 0 0
PROVIDENT BANK COM 743859100 4 200 SH SHARED 01 05 0 200 0
PRUDENTIAL UTIL CL A COM 743911208 3 253 SH SHARED 01 0 253 0
PROVIDIAN FIN COM 74406A102 105498 1332243 SH SHARED 01 1137800 194443 0
PROVIDIAN FIN COM 74406A102 113331 1431014 SH SHARED 01 02 0 1431014 0
PROVIDIAN FIN COM 74406A102 5435 68643 SH SHARED 01 03 0 68643 0
PROVIDIAN FIN COM 74406A102 9 115 SH SHARED 01 05 0 115 0
PROXICOM INC COM 744282104 18689 319500 SH SHARED 01 02 0 319500 0
PROXICOM INC COM 744282104 222 3800 SH SHARED 01 03 0 3800 0
PROXICOM INC COM 744282104 5850 100000 SH SHARED 01 05 100000 0 0
PUBLIC SER CO N MEX COM 744499104 1446 79200 SH SHARED 01 79200 0 0
PUBLIC SER CO N MEX COM 744499104 13 700 SH SHARED 01 05 0 700 0
PUBLIC SVC CO INC COM 744516105 1803 58160 SH SHARED 01 58160 0 0
PUB SERV ENTERPRISE COM 744573106 2437 63092 SH SHARED 01 03 0 63092 0
PULTE CORP. COM 745867101 1052 48400 SH SHARED 01 48400 0 0
PULTE CORP. COM 745867101 282 12965 SH SHARED 01 03 0 12965 0
PULTE CORP. COM 745867101 9 400 SH SHARED 01 05 0 400 0
PUTNAM HIGH YIELD COM 74678J104 2 299 SH SHARED 01 0 299 0
QANTAS AIRLINES LTD AU;QAN COM 747269991 10543 3365000 SH SHARED 01 3365000 0 0
QANTAS AIRLINES LTD AU;QAN COM 747269991 8989 2869000 SH SHARED 01 05 0 2869000 0
QRS CORP COM 74726X105 2425 37810 SH SHARED 01 37810 0 0
QUAKER CHEMICAL CORP COM 747316107 411 24700 SH SHARED 01 24700 0 0
QUAKER OATS COM 747402105 2259 36514 SH SHARED 01 03 0 36514 0
QUALCOMM COM 747525103 6659 35200 SH SHARED 01 35200 0 0
QUALCOMM COM 747525103 8825 46645 SH SHARED 01 03 0 46645 0
QUALCOMM COM 747525103 4 20 SH SHARED 01 05 0 20 0
QUANEX CORP COM 747620102 1017 39700 SH SHARED 01 39700 0 0
QUEENS COUNTY BANC COM 748242104 3384 122475 SH SHARED 01 122475 0 0
QUEENS COUNTY BANC COM 748242104 248 8965 SH SHARED 01 05 0 8965 0
QUEST DIAGNOSTICS COM 74834L100 2075 79800 SH SHARED 01 79800 0 0
QUEST DIAGNOSTICS COM 74834L100 21 800 SH SHARED 01 05 0 800 0
QUICKSILVER INC COM 74838C106 1251 68569 SH SHARED 01 68569 0 0
QUICKSILVER INC COM 74838C106 161 8831 SH SHARED 01 05 0 8831 0
QUOTESMITH.COM INC COM 749117107 36 5000 SH SHARED 01 5000 0 0
QUOTESMITH.COM INC COM 749117107 1781 250000 SH SHARED 01 05 250000 0 0
QWEST COMM INTL INC COM 749121109 59 2000 SH SHARED 01 2000 0 0
R&B FALCON WTS COM 74912E119 3240 12000 SH SHARED 01 12000 0 0
R&B FALCON WTS COM 74912E119 540 2000 SH SHARED 01 05 0 2000 0
R&B FALCON PIK PFD 13.875% 0 PRF 74912E309 11835 12458 SH SHARED 01 12458 0 0
R&B FALCON PIK PFD 13.875% 0 PRF 74912E309 1900 2000 SH SHARED 01 05 0 2000 0
RCN CORP COM 749361101 16892 412000 SH SHARED 01 412000 0 0
RCN CORP COM 749361101 35670 870000 SH SHARED 01 05 260000 610000 0
SECURITY DYNAMICS COM 749719100 2920 109920 SH SHARED 01 109920 0 0
RTI INTL METALS COM 74973W107 581 58100 SH SHARED 01 58100 0 0
RF MICRO DEVICES INC COM 749941100 92 2000 SH SHARED 01 2000 0 0
RF MICRO DEVICES INC COM 749941100 28489 622700 SH SHARED 01 02 0 622700 0
RF MICRO DEVICES INC COM 749941100 311 6800 SH SHARED 01 03 0 6800 0
RF MICRO DEVICES INC COM 749941100 11438 250000 SH SHARED 01 05 250000 0 0
RADIAN GROUP INC COM 750236101 7262 169118 SH SHARED 01 169118 0 0
RADIAN GROUP INC COM 750236101 235 5472 SH SHARED 01 05 0 5472 0
RAILTEX INC COM 750766107 426 25800 SH SHARED 01 25800 0 0
RALCORP HOLDINGS INC COM 751028101 1523 86120 SH SHARED 01 86120 0 0
RALSTON PURINA GP COM 751277302 41719 1500000 SH SHARED 01 1500000 0 0
RALSTON PURINA GP COM 751277302 2513 90358 SH SHARED 01 03 0 90358 0
RAYMOND JAMES FIN COM 754730109 3527 176915 SH SHARED 01 176915 0 0
RAYMOND JAMES FIN COM 754730109 8 400 SH SHARED 01 05 0 400 0
RAYTHEON CO CL B COM 755111408 618 12427 SH SHARED 01 02 0 12427 0
RAYTHEON CO CL B COM 755111408 4603 92765 SH SHARED 01 03 0 92765 0
RAYTHEON CO CL B COM 755111408 37219 750000 SH SHARED 01 05 0 750000 0
READ RITE COM 755246105 806 172100 SH SHARED 01 138100 34000 0
REEBOK INTERNATIONAL COM 758110100 165 15473 SH SHARED 01 03 0 15473 0
REGAL BELOIT COM 758750103 1214 58500 SH SHARED 01 58500 0 0
REGENERON PHARMACEUT COM 75886F107 706 86900 SH SHARED 01 86900 0 0
REGIS CORP MINN COM 758932107 3972 206333 SH SHARED 01 206333 0 0
REGIS CORP MINN COM 758932107 400 20827 SH SHARED 01 05 0 20827 0
REGIONS FINL CORP COM 758940100 5700 190000 SH SHARED 01 190000 0 0
REGIONS FINL CORP COM 758940100 1775 59154 SH SHARED 01 03 0 59154 0
REINSURANCE GP OF AM COM 759351109 1023 39821 SH SHARED 01 39821 0 0
REINSURANCE GP OF AM COM 759351109 145 5629 SH SHARED 01 05 0 5629 0
RELIANCE 144A GDR COM 759470107 6686 488000 SH SHARED 01 488000 0 0
RELIANCE STEEL & ALU COM 759509102 1644 78300 SH SHARED 01 78300 0 0
RELIANT ENERGY INC COM 75952J108 41000 1515000 SH SHARED 01 1515000 0 0
RELIANT ENERGY INC COM 75952J108 2169 80143 SH SHARED 01 03 0 80143 0
RELIASTAR FINANCIAL COM 75952U103 12968 390000 SH SHARED 01 390000 0 0
RELIASTAR FINANCIAL COM 75952U103 11272 339000 SH SHARED 01 05 80000 259000 0
REMEDY CORP COM 759548100 2327 82025 SH SHARED 01 82025 0 0
REMINGTON OIL & GAS COM 759594302 325 57100 SH SHARED 01 57100 0 0
RENAL CARE GROUP COM 759930100 20503 935928 SH SHARED 01 935928 0 0
RENAL CARE GROUP COM 759930100 540 24612 SH SHARED 01 05 0 24612 0
REPSOL COM 760260992 707 36111 SH SHARED 01 36111 0 0
REPTRON ELECTRONICS COM 76026W109 2185 514179 SH SHARED 01 03 0 514179 0
REPUBLIC BANCORP COM 760282103 1140 98578 SH SHARED 01 98578 0 0
REPUBLIC BANCORP COM 760282103 213 18422 SH SHARED 01 05 0 18422 0
REPUBLIC GROUP INC COM 760473108 460 33030 SH SHARED 01 33030 0 0
REPUBLIC NY COM 760719104 1895 30839 SH SHARED 01 03 0 30839 0
REPUBLIC TECH INTL 13.8 07/1 COM 760809AA1 2561 2600000 SH SHARED 01 2600000 0 0
REPUBLIC TECH INTL 13.8 07/1 COM 760809AA1 1626 1650000 SH SHARED 01 05 0 1650000 0
RES/CARE COM 760943100 102 6021 SH SHARED 01 6021 0 0
RES/CARE COM 760943100 159 9379 SH SHARED 01 05 0 9379 0
RESPIRONICS INC COM 761230101 713 86440 SH SHARED 01 86440 0 0
REUTERS GRP PLC ADR COM 76132M102 62 900 SH SHARED 01 900 0 0
REX STORES COM 761624105 523 16850 SH SHARED 01 02 0 16850 0
REX STORES COM 761624105 679 21900 SH SHARED 01 03 0 21900 0
REYNOLDS METALS COM 761763101 1053 17437 SH SHARED 01 03 0 17437 0
RHONE-POULENC SA ADR COM 762426609 46701 911240 SH SHARED 01 03 0 911240 0
RHONE-POULENC-SA COM 762427995 7620 147638 SH SHARED 01 147638 0 0
RHONE-POULENC-SA COM 762427995 10715 207611 SH SHARED 01 05 0 207611 0
RHYTHMS NETCONNECT COM 762430205 2070 60000 SH SHARED 01 60000 0 0
RHYTHMS NETCONNECT COM 762430205 4761 138000 SH SHARED 01 05 40000 98000 0
RIGGS NATL CORP WASH COM 766570105 1348 79860 SH SHARED 01 79860 0 0
RIO NARCEA GOLD MINE CA;RNG/C$ COM 766909105 498 375000 SH SHARED 01 375000 0 0
RITE AID COM 767754104 6822 493850 SH SHARED 01 0 493850 0
RITE AID COM 767754104 112918 8175000 SH SHARED 01 02 0 8175000 0
RITE AID COM 767754104 1513 109547 SH SHARED 01 03 0 109547 0
ROBBINS & MYERS INC RBN COM 770196103 474 30560 SH SHARED 01 30560 0 0
ROBERTS PHARMACEUTIC COM 770491108 5277 174432 SH SHARED 01 174432 0 0
ROBERTS PHARMACEUTICAL COM 770491108 245 8108 SH SHARED 01 05 0 8108 0
ROCKWELL INT CORP COM 773903109 103005 1962000 SH SHARED 01 1962000 0 0
ROCKWELL INT CORP COM 773903109 4021 76580 SH SHARED 01 03 0 76580 0
ROCKWELL INT CORP COM 773903109 26 501 SH SHARED 01 05 0 501 0
ROHM & HAAS CO COM 775371107 2181 60367 SH SHARED 01 03 0 60367 0
ROHN INDUSTRIES INC COM 775381106 2 774 SH SHARED 01 05 0 774 0
ROLLINS TRUCK LEASIN COM 775741101 1648 162780 SH SHARED 01 162780 0 0
ROPER INC NEW COM 776696106 9011 235560 SH SHARED 01 235560 0 0
ROWAN COMPANIES INC COM 779382100 352 21681 SH SHARED 01 03 0 21681 0
PRICE ROWE INT'L FD COM 77956H203 6 349 SH SHARED 01 0 349 0
PRICE ROWE INT'L FD COM 77956H203 3862 238674 SH SHARED 01 03 0 238674 0
ROWECOM INC COM 77957X108 69 2500 SH SHARED 01 2500 0 0
ROWECOM INC COM 77957X108 694 25000 SH SHARED 01 02 0 25000 0
ROYAL APPLIANCE COM 780076105 256 51100 SH SHARED 01 51100 0 0
ROYAL DUTCH PETRO COM 780257804 47 800 SH SHARED 01 02 0 800 0
ROYAL DUTCH PETRO COM 780257804 35362 598716 SH SHARED 01 03 0 598716 0
ROYAL DUTCH PETRO COM 780257804 35438 600000 SH SHARED 01 05 0 600000 0
ROYAL VALUE TRUST COM 780910105 32 2548 SH SHARED 01 02 0 2548 0
RSL COMM WT 11/15/06 COM 781076112 751 9500 SH SHARED 01 9500 0 0
RSL COMM WT 11/15/06 COM 781076112 99 1250 SH SHARED 01 05 0 1250 0
RUBY TUESDAY INC COM COM 781182100 3606 184980 SH SHARED 01 184980 0 0
RUBY TUESDAY INC COM COM 781182100 16 800 SH SHARED 01 05 0 800 0
RURAL METRO CORP COM 781748108 269 40550 SH SHARED 01 40550 0 0
RUSS BERRIE & CO COM 782233100 1224 58440 SH SHARED 01 58440 0 0
RUSSELL CORP COM 782352108 139 9812 SH SHARED 01 03 0 9812 0
RYANAIR HOLDINGS ADR COM 783513104 2294 50000 SH SHARED 01 05 50000 0 0
RYANS FAMILY STEAK COM 783519101 2430 270020 SH SHARED 01 270020 0 0
RYANS FAMILY STEAK COM 783519101 12 1300 SH SHARED 01 05 0 1300 0
RYDER SYSTEM COM 783549108 404 19808 SH SHARED 01 03 0 19808 0
RYERSON TULL INC COM 78375P107 1744 75400 SH SHARED 01 75400 0 0
RYERSON TULL INC COM 78375P107 19 800 SH SHARED 01 05 0 800 0
RYLAND GROUP INC COM 783764103 2576 113200 SH SHARED 01 113200 0 0
RYLAND GROUP INC COM 783764103 14 600 SH SHARED 01 05 0 600 0
SBC COMMUNICATIONS COM 78387G103 172577 3379700 SH SHARED 01 3379700 0 0
SBC COMMUNICATIONS COM 78387G103 408 7980 SH SHARED 01 02 0 7980 0
SBC COMMUNICATIONS COM 78387G103 29869 584954 SH SHARED 01 03 0 584954 0
SBC COMMUNICATIONS COM 78387G103 2696 52787 SH SHARED 01 05 52300 487 0
SCI SYSTEMS INC COM 783890106 4222 95000 SH SHARED 01 95000 0 0
SDL COM 784076101 12286 161000 SH SHARED 01 161000 0 0
SDL COM 784076101 25946 340000 SH SHARED 01 05 100000 240000 0
SEI CORPORATION COM 784117103 6698 75019 SH SHARED 01 75019 0 0
SEI CORPORATION COM 784117103 627 7021 SH SHARED 01 05 0 7021 0
SFX ENTRMNT CL A COM 784178105 12200 400000 SH SHARED 01 400000 0 0
SFX ENTRMNT CL A COM 784178105 26078 855000 SH SHARED 01 05 250000 605000 0
STMICROELECTRONICS ORD FR;SG COM 784214991 23009 295393 SH SHARED 01 295393 0 0
STMICROELECTRONICS ORD FR;SG COM 784214991 31616 405899 SH SHARED 01 05 0 405899 0
SEGA GAMES WORKS WNT 2/1/07 COM 78422P118 870 2750 SH SHARED 01 2750 0 0
SEGA GAMES WORKS WNT 2/1/07 COM 78422P118 79 250 SH SHARED 01 05 0 250 0
SAGA GAME WORKS INC 12.5 8-1 PRF 78422P209 2388 140493 SH SHARED 01 140493 0 0
SAGA GAME WORKS INC 12.5 8-1 PRF 78422P209 210 12374 SH SHARED 01 05 0 12374 0
SAGA GAME WORKS INC 0 PFDCVT PRF 78422P993 900 87091 SH SHARED 01 87091 0 0
SAGA GAME WORKS INC 0 PFDCVT PRF 78422P993 100 9677 SH SHARED 01 05 0 9677 0
SALOMON INC TRT PFD 2.375 063 PRF 784252207 19101 740000 SH SHARED 01 740000 0 0
SLM HLDG CORP COM 78442A109 2240 52099 SH SHARED 01 03 0 52099 0
SLI INC COM 78442T108 2143 100570 SH SHARED 01 100570 0 0
SPS TECHNOLOGIES COM 784626103 1483 39105 SH SHARED 01 39105 0 0
SPS TECHNOLOGIES COM 784626103 192 5055 SH SHARED 01 05 0 5055 0
S&P 500 DEP RECPT COM 78462F103 6 45 SH SHARED 01 05 0 45 0
S3 INCORPORATED COM 784849101 3619 346800 SH SHARED 01 346800 0 0
S3 INCORPORATED COM 784849101 14 1300 SH SHARED 01 05 0 1300 0
SAFECO CORP COM 786429100 991 35408 SH SHARED 01 03 0 35408 0
SAFEGUARD SCIENTIFIC COM 786449108 19060 280300 SH SHARED 01 280300 0 0
SAFEGUARD SCIENTIFIC COM 786449108 38331 563700 SH SHARED 01 05 126900 436800 0
SAFESKIN CORP COM 786454108 1321 160686 SH SHARED 01 160686 0 0
SAFESKIN CORP COM 786454108 64 7734 SH SHARED 01 05 0 7734 0
SAFEWAY INC. COM 786514208 438638 11524150 SH SHARED 01 10892850 631300 0
SAFEWAY INC. COM 786514208 326269 8571974 SH SHARED 01 02 0 8571974 0
SAFEWAY INC. COM 786514208 8114 213158 SH SHARED 01 03 0 213158 0
SAFEWAY INC. COM 786514208 116186 3052480 SH SHARED 01 05 173000 2879480 0
SANKYO COM 786900993 1379 46000 SH SHARED 01 46000 0 0
ST JUDE MEDICAL COM 790849103 713 22646 SH SHARED 01 03 0 22646 0
ST MARY LD & EXPL COM 792228108 799 30580 SH SHARED 01 30580 0 0
ST PAUL BANCORP COM 792848103 2581 112845 SH SHARED 01 112845 0 0
ST PAUL COMPANIES COM 792860108 3826 139140 SH SHARED 01 03 0 139140 0
SALOMON SMTH BAR PFD 6.25 PFD PRF 79549B867 24902 366200 SH SHARED 01 366200 0 0
SAMSUNG ELECTR GDR COM 796050888 10165 127740 SH SHARED 01 127740 0 0
SAN DIEGO G&E $25 PREFERRED STOCK 797440831 1603 59500 SH SHARED 01 04 0 59500 0
SAN PAOLO-IMI SPA IT;SPI/EU COM 798200994 65416 5039044 SH SHARED 01 5039044 0 0
SAN PAOLO-IMI SPA IT;SPI/EU COM 798200994 43388 3342179 SH SHARED 01 05 0 3342179 0
SANCHEZ COMP ASS INC COM 799702105 70 2000 SH SHARED 01 2000 0 0
SAN-DISK COM 80004C101 4889 75000 SH SHARED 01 75000 0 0
SAN-DISK COM 80004C101 7497 115000 SH SHARED 01 05 0 115000 0
SANMINA CORP COM 800907107 1145 14800 SH SHARED 01 02 0 14800 0
SANMINA CORP COM 800907107 1501 19400 SH SHARED 01 03 0 19400 0
SANMINA CORP COM 800907107 10059 130000 SH SHARED 01 05 130000 0 0
SAP AKTIENGESELLSCHA COM 803054204 1876 49700 SH SHARED 01 02 0 49700 0
SARA LEE CORP COM 803111103 100983 4308600 SH SHARED 01 4308600 0 0
SARA LEE CORP COM 803111103 15965 681272 SH SHARED 01 02 0 681272 0
SARA LEE CORP COM 803111103 8003 341473 SH SHARED 01 03 0 341473 0
SARA LEE CORP COM 803111103 38 1571 SH SHARED 01 05 0 1571 0
SASOL LTD ADR COM 803866300 1693 218470 SH SHARED 01 02 0 218470 0
SAWTEK INC COM 805468105 95 2718 SH SHARED 01 2718 0 0
SAWTEK INC COM 805468105 3662 104632 SH SHARED 01 05 100000 4632 0
SCHEIN PHARMACEUTIC COM 806416103 1233 131454 SH SHARED 01 03 0 131454 0
SCHERING PLOUGH COM 806605101 330292 7571150 SH SHARED 01 7230150 341000 0
SCHERING PLOUGH COM 806605101 33172 760366 SH SHARED 01 02 0 760366 0
SCHERING PLOUGH COM 806605101 20514 470236 SH SHARED 01 03 0 470236 0
SCHERING PLOUGH COM 806605101 81362 1865035 SH SHARED 01 05 170000 1695035 0
SCHLUMBERGER LTD COM 806857108 157339 2525000 SH SHARED 01 2525000 0 0
SCHLUMBERGER LTD COM 806857108 4134 66350 SH SHARED 01 02 0 66350 0
SCHLUMBERGER LTD COM 806857108 44395 712472 SH SHARED 01 03 0 712472 0
SCHLUMBERGER LTD COM 806857108 28085 450700 SH SHARED 01 05 450000 700 0
SCHOLASTIC CORP COM 807066105 1150 23000 SH SHARED 01 23000 0 0
SCHOLASTIC CORP COM 807066105 5010 100200 SH SHARED 01 05 100000 200 0
UBS AG REGISTERED CH;UBS.N/ COM 808411995 89552 318044 SH SHARED 01 318044 0 0
UBS AG REGISTERED CH;UBS.N/ COM 808411995 66533 236294 SH SHARED 01 05 0 236294 0
SCHWAB CHARLES CORP COM 808513105 67712 2010000 SH SHARED 01 2000000 10000 0
SCHWAB CHARLES CORP COM 808513105 201 5944 SH SHARED 01 02 0 5944 0
SCHWAB CHARLES CORP COM 808513105 8040 238650 SH SHARED 01 03 0 238650 0
SCHWAB CHARLES CORP COM 808513105 13698 406600 SH SHARED 01 05 30000 376600 0
SCHWEITZER MAUDUIT COM 808541106 577 44600 SH SHARED 01 44600 0 0
SCIENTIFIC ATLANTA COM 808655104 1040 20980 SH SHARED 01 03 0 20980 0
SCOTTISH POWER PLC COM 809900996 11942 1300000 SH SHARED 01 1300000 0 0
SCOTT TECHNOLOGIES COM 810022301 1018 51560 SH SHARED 01 51560 0 0
SCOTTS CO CLA COM 810186106 1935 55907 SH SHARED 01 55907 0 0
SCOTTS CO CLA COM 810186106 217 6273 SH SHARED 01 05 0 6273 0
SEAGATE TECHNOLOGY COM 811804103 1168 37900 SH SHARED 01 0 37900 0
SEAGATE TECHNOLOGY COM 811804103 61686 2002125 SH SHARED 01 02 0 2002125 0
SEAGATE TECHNOLOGY COM 811804103 2327 75536 SH SHARED 01 03 0 75536 0
SEAGRAM LTD COM 811850106 5498 120829 SH SHARED 01 03 0 120829 0
SEACOR HOLDINGS CKH COM 811904101 1760 34340 SH SHARED 01 34340 0 0
SEALED AIR CORP COM 81211K100 1182 23028 SH SHARED 01 03 0 23028 0
SEARS ROEBUCK & CO COM 812387108 3374 107522 SH SHARED 01 03 0 107522 0
SECOM COM 813113990 3560 40000 SH SHARED 01 40000 0 0
SECOM COM 813113990 4805 54000 SH SHARED 01 05 0 54000 0
SECURITY FIRST TECH COM 814279105 175 4500 SH SHARED 01 4500 0 0
SECURITY FIRST TECH COM 814279105 9719 250000 SH SHARED 01 05 250000 0 0
SEITEL INC COM 816074306 656 67300 SH SHARED 01 67300 0 0
SELECTIVE INS GROUP COM 816300107 1493 79120 SH SHARED 01 79120 0 0
SEMINIS INC COM 816658108 3486 404200 SH SHARED 01 404200 0 0
SEMINIS INC COM 816658108 7985 925800 SH SHARED 01 05 305600 620200 0
SEMPRA ENERGY COM 816851109 1261 60586 SH SHARED 01 03 0 60586 0
SERVICE CORP INTL COM 817565104 804 76110 SH SHARED 01 03 0 76110 0
SERVICE EXPERTS COM 817567100 505 48700 SH SHARED 01 48700 0 0
SERVICEMASTER CO COM 81760N109 42566 2650000 SH SHARED 01 2650000 0 0
SERVICEMASTER CO COM 81760N109 288 18000 SH SHARED 01 02 0 18000 0
SERVICEMASTER CO COM 81760N109 13710 853520 SH SHARED 01 05 852600 920 0
SHARED MED SYSTEMS COM 819486101 343 7337 SH SHARED 01 03 0 7337 0
SHELL TRANSPORT TRDG GB;SHEL/B COM 822703997 23109 3091895 SH SHARED 01 3091895 0 0
SHELL TRANSPORT TRDG GB;SHEL/B COM 822703997 36681 4907672 SH SHARED 01 05 0 4907672 0
SHERWIN WILLIAMS COM 824348106 988 47185 SH SHARED 01 03 0 47185 0
SHISEIDO JP;4911/J COM 824850994 6315 424000 SH SHARED 01 424000 0 0
SHISEIDO JP;4911/J COM 824850994 10068 676000 SH SHARED 01 05 0 676000 0
SHOPKO STORES COM 824911101 5391 185890 SH SHARED 01 185890 0 0
SHOPKO STORES COM 824911101 37247 1284395 SH SHARED 01 03 0 1284395 0
SHOPKO STORES COM 824911101 29 1000 SH SHARED 01 05 0 1000 0
SHOPNOW.COM COM 82508R105 2325 200000 SH SHARED 01 200000 0 0
SHOPNOW.COM COM 82508R105 4796 412500 SH SHARED 01 05 112500 300000 0
SHOREWOOD PACKAGING CORP COM 825229107 1123 82740 SH SHARED 01 82740 0 0
SHOREWOOD PACKAGING CORP COM 825229107 110 8100 SH SHARED 01 05 0 8100 0
SIERRA HEALTH SERVIC COM 826322109 769 75950 SH SHARED 01 75950 0 0
SIERRA PACIFIC RESOURCES - NEW COM 826428104 22428 1008000 SH SHARED 01 1008000 0 0
SIGMA-ALDRICH COM 826552101 3726 117317 SH SHARED 01 02 0 117317 0
SIGMA-ALDRICH COM 826552101 2499 78709 SH SHARED 01 03 0 78709 0
SILICON GRAPHICS INC COM 827056102 542 49573 SH SHARED 01 03 0 49573 0
SVB CAPITAL COM 827064106 1398 57960 SH SHARED 01 57960 0 0
SILICON VALLEY GROUP COM 827066101 1103 93340 SH SHARED 01 93340 0 0
SILICONIX INC COM 827079203 94 2000 SH SHARED 01 2000 0 0
SIMPSON INDUSTRIES COM 829060102 565 51100 SH SHARED 01 51100 0 0
SIMPSON MANUFAC COM 829073105 1573 33560 SH SHARED 01 33560 0 0
SINCLAIR CAP PFD 11.625 3/ PRF 829230408 14000 140000 SH SHARED 01 140000 0 0
SINCLAIR CAP PFD 11.625 3/ PRF 829230408 5000 50000 SH SHARED 01 05 0 50000 0
SKYLINE COM 830830105 648 25220 SH SHARED 01 25220 0 0
SKYWEST INC COM 830879102 7942 362053 SH SHARED 01 362053 0 0
SKYWEST INC COM 830879102 172 7847 SH SHARED 01 05 0 7847 0
SKYTEL COM CVT PD PRF 83087Q302 2759 71900 SH SHARED 01 71900 0 0
SKYTEL COM CVT PD PRF 83087Q302 1769 46100 SH SHARED 01 05 0 46100 0
SMITH (A O) CORP COM 831865209 4116 136050 SH SHARED 01 136050 0 0
SMITH (A O) CORP COM 831865209 18 600 SH SHARED 01 05 0 600 0
SMITHFIELD FOODS INC COM 832248108 5269 196983 SH SHARED 01 196983 0 0
SMITHFIELD FOODS INC COM 832248108 197 7377 SH SHARED 01 05 0 7377 0
SNYDER COMMUNICATION COM 832914105 273 18000 SH SHARED 01 0 18000 0
SNAP ON INC COM 833034101 564 17358 SH SHARED 01 03 0 17358 0
SOCIEDAD QUIMICA COM 833635105 2946 99440 SH SHARED 01 99440 0 0
SODEXHO ALLIANCE FR;SW/EUR COM 833788995 19911 117686 SH SHARED 01 117686 0 0
SOFTBRIDGE MICRO SYS COM 834020992 135 13500 SH SHARED 01 0 13500 0
SOLA INTL COM 834092108 1076 69720 SH SHARED 01 69720 0 0
SOLECTRON CORP COM 834182107 632708 8810549 SH SHARED 01 8810549 0 0
SOLECTRON CORP COM 834182107 56816 791145 SH SHARED 01 02 0 791145 0
SOLECTRON CORP COM 834182107 7310 101786 SH SHARED 01 03 0 101786 0
SOLECTRON CORP COM 834182107 269094 3747184 SH SHARED 01 05 420000 3327184 0
SONAT INC COM 835415100 1133 28543 SH SHARED 01 03 0 28543 0
SONIC CORP COM 835451105 1737 57088 SH SHARED 01 57088 0 0
SONIC CORP COM 835451105 209 6882 SH SHARED 01 05 0 6882 0
SONY CORP ORD JP;6758 COM 835699109 19269 129300 SH SHARED 01 129300 0 0
SONY CORP ORD JP;6758 COM 835699109 30103 202000 SH SHARED 01 05 0 202000 0
SOUTHERN CO. COM 842587107 40690 1580200 SH SHARED 01 1580200 0 0
SOUTHERN CO. COM 842587107 5561 215961 SH SHARED 01 03 0 215961 0
SOUTHERN CO. COM 842587107 7 265 SH SHARED 01 05 0 265 0
SOUTHERN ENERGY HOME COM 842814105 93 35400 SH SHARED 01 35400 0 0
SOUTHTRUST CORP COM 844730101 7175 200000 SH SHARED 01 200000 0 0
SOUTHTRUST CORP COM 844730101 1602 44643 SH SHARED 01 03 0 44643 0
SOUTHWEST AIRLINES COM 844741108 307591 20252925 SH SHARED 01 20252925 0 0
SOUTHWEST AIRLINES COM 844741108 17976 1183597 SH SHARED 01 02 0 1183597 0
SOUTHWEST AIRLINES COM 844741108 3984 262275 SH SHARED 01 03 0 262275 0
SOUTHWEST AIRLINES COM 844741108 77521 5104250 SH SHARED 01 05 0 5104250 0
SW BANCORP OF TX COM 84476R109 872 50018 SH SHARED 01 50018 0 0
SW BANCORP OF TX COM 84476R109 127 7282 SH SHARED 01 05 0 7282 0
SOUTHWEST GAS CORP COM 844895102 2340 86880 SH SHARED 01 86880 0 0
SOUTHWESTERN ENERGY COM 845467109 1897 209300 SH SHARED 01 209300 0 0
SOUTHWESTERN ENERGY COM 845467109 11 1200 SH SHARED 01 05 0 1200 0
SPACELABS COM 846247104 399 26400 SH SHARED 01 26400 0 0
SPARTAN MOTORS INC COM 846819100 178 35200 SH SHARED 01 35200 0 0
SPARTECH CORP COM 847220209 1612 55009 SH SHARED 01 55009 0 0
SPARTECH CORP COM 847220209 273 9291 SH SHARED 01 05 0 9291 0
SPECIALTY EQUIPMENT COM 847497203 1328 52580 SH SHARED 01 52580 0 0
SPECIALTY FOODS ACQ COM 847498102 75 300000 SH SHARED 01 300000 0 0
SPECIALTY FOODS ACQ COM 847498102 4 15000 SH SHARED 01 05 0 15000 0
SPEEDFAM - IPEC INC COM 847705100 985 82100 SH SHARED 01 82100 0 0
SPORTS AUTHORITY COM 849176102 284 89100 SH SHARED 01 89100 0 0
SPRINGS INDS INC COM 851783100 164 4830 SH SHARED 01 03 0 4830 0
SPRINT CORP FON GRP COM 852061100 122 2250 SH SHARED 01 02 0 2250 0
SPRINT CORP FON GRP COM 852061100 13050 240554 SH SHARED 01 03 0 240554 0
SPRINT CORP FON GRP COM 852061100 19530 360000 SH SHARED 01 05 360000 0 0
SPRINT/SNG (DECS) 8.25% 3/31/0 PRF 852061407 25049 319600 SH SHARED 01 319600 0 0
SPRINT CORP PCS GRP COM 852061506 29825 400000 SH SHARED 01 400000 0 0
SPRINT CORP PCS GRP COM 852061506 9210 123521 SH SHARED 01 03 0 123521 0
SPRINT CORP PCS GRP COM 852061506 6711 90000 SH SHARED 01 05 90000 0 0
AET STAB CAP I COM 852300987 1368819 91731584 SH SHARED 01 03 0 91731584 0
STAFFMARK INC COM 852389105 657 82760 SH SHARED 01 82760 0 0
STAGECOACH HLDGS GB;SGC COM 852540996 6813 2180892 SH SHARED 01 2180892 0 0
STANDARD CHARTER PLC GB;STAN COM 853201994 18228 1261087 SH SHARED 01 1261087 0 0
STANDARD CHARTER PLC GB;STAN COM 853201994 29541 2043698 SH SHARED 01 05 0 2043698 0
STANDARD MICROSYSTEM COM 853626109 402 43460 SH SHARED 01 43460 0 0
STANDARD MOTOR PRO COM 853666105 711 36600 SH SHARED 01 36600 0 0
STANDARD PAC CORP COM 85375C101 851 83000 SH SHARED 01 83000 0 0
STANDARD PRODUCTS CO COM 853836104 1595 45100 SH SHARED 01 45100 0 0
STANDEX INTERNATIONA COM 854231107 983 36400 SH SHARED 01 36400 0 0
STANDEX INTERNATIONA COM 854231107 34153 1264917 SH SHARED 01 03 0 1264917 0
STANLEY WORKS THE COM 854616109 532 21102 SH SHARED 01 03 0 21102 0
STAPLES INC COM 855030102 2838 130094 SH SHARED 01 03 0 130094 0
STARBUCKS COM 855244109 12505 504600 SH SHARED 01 504600 0 0
STARWOOD HOTELS & RE COM 85590A203 60508 2711822 SH SHARED 01 03 0 2711822 0
STATE BANK OF INDIA COM 856552104 1913 150000 SH SHARED 01 150000 0 0
STATE STREET CORP COM 857477103 193875 3000000 SH SHARED 01 3000000 0 0
STATE STREET CORP COM 857477103 2910 45025 SH SHARED 01 03 0 45025 0
STATE STREET CORP COM 857477103 77370 1197200 SH SHARED 01 05 0 1197200 0
STEEL TECHNOLOGIES COM 858147101 2051 176500 SH SHARED 01 176500 0 0
STEEL TECHNOLOGIES COM 858147101 14 1200 SH SHARED 01 05 0 1200 0
STEIN MART INC COM 858375108 913 128180 SH SHARED 01 128180 0 0
STERLING COMMERCE COM 859205106 1763 95000 SH SHARED 01 95000 0 0
STILLWATER MINING CO COM 86074Q102 51028 1898696 SH SHARED 01 1898696 0 0
STILLWATER MINING CO COM 86074Q102 307 11414 SH SHARED 01 05 0 11414 0
STMICROELECTRONICS COM 861012102 74074 1001000 SH SHARED 01 1001000 0 0
STMICROELECTRONICS COM 861012102 25 340 SH SHARED 01 05 0 340 0
STONE & WEBSTER INC COM 861572105 1026 36660 SH SHARED 01 36660 0 0
STONE ENERGY CORP COM 861642106 20427 401515 SH SHARED 01 401515 0 0
STRATEGIST EQTY INC COM 862788106 769 74847 SH SHARED 01 0 74847 0
STRATEGIST TOTAL RET COM 862788205 695 54457 SH SHARED 01 0 54457 0
STRATEGIST BAL FND COM 862788304 742 48182 SH SHARED 01 0 48182 0
STRATEGIST EQTY FND COM 862788403 824 26648 SH SHARED 01 0 26648 0
STRATEGIST TAX FREE COM 862789104 603 137674 SH SHARED 01 0 137674 0
STRATEGIST GRWTH COM 86278W103 89 1966 SH SHARED 01 0 1966 0
STRATEGIST GRTH TRND COM 86278W202 96 2876 SH SHARED 01 0 2876 0
STRATEGIST SPEC GROW COM 86278W301 868 139728 SH SHARED 01 0 139728 0
STRATEGIST HIGH YLD COM 86278X101 599 158044 SH SHARED 01 0 158044 0
STRATEGIST GVT INC COM 86278X200 611 128856 SH SHARED 01 0 128856 0
STRATEGIST QLTY INC COM 86278X309 615 68960 SH SHARED 01 0 68960 0
STRATEGIST WORLD INC COM 862790102 589 100087 SH SHARED 01 0 100087 0
STRATEGIST WLD GRTH COM 862790201 699 71944 SH SHARED 01 0 71944 0
STRATEGIST EMERG MKT COM 862790300 487 120254 SH SHARED 01 0 120254 0
STRATEGIST WORLD TEC COM 862790409 987 100000 SH SHARED 01 0 100000 0
STRIDE RITE CORP COM 863314100 918 131180 SH SHARED 01 131180 0 0
STURM RUGER & CO INC COM 864159108 679 75400 SH SHARED 01 75400 0 0
SUIZA FOODS CORP COM 865077101 19988 533000 SH SHARED 01 533000 0 0
SUIZA FOODS CORP COM 865077101 3518 93800 SH SHARED 01 02 0 93800 0
SUIZA FOODS CORP COM 865077101 23138 617000 SH SHARED 01 05 0 617000 0
SUIZA CAP TRUST 5.5 CVT PFD 0 PRF 86507G200 1541 44200 SH SHARED 01 44200 0 0
SUIZA CAP TRUST 5.5 04012028 C PRF 86507G408 2832 81200 SH SHARED 01 81200 0 0
SUIZA CAP TRUST 5.5 04012028 C PRF 86507G408 2846 81600 SH SHARED 01 05 0 81600 0
SUMMIT BANCORP COM 866005101 4541 140000 SH SHARED 01 140000 0 0
SUMMIT BANCORP COM 866005101 1514 46668 SH SHARED 01 03 0 46668 0
SUMMIT COM 86627E101 3251 177488 SH SHARED 01 177488 0 0
SUMMIT COM 86627E101 293 16012 SH SHARED 01 05 0 16012 0
SUN MICROSYSTEMS INC COM 866810104 108233 1163800 SH SHARED 01 1091800 72000 0
SUN MICROSYSTEMS INC COM 866810104 3268 35130 SH SHARED 01 02 0 35130 0
SUN MICROSYSTEMS INC COM 866810104 20562 221096 SH SHARED 01 03 0 221096 0
SUN MICROSYSTEMS INC COM 866810104 39841 428400 SH SHARED 01 05 0 428400 0
SUNBEAM CORP COM 867071102 1940 341046 SH SHARED 01 03 0 341046 0
SUNGARD DATA COM 867363103 15788 600000 SH SHARED 01 600000 0 0
SUNGARD DATA COM 867363103 729 27700 SH SHARED 01 02 0 27700 0
SUNGARD DATA COM 867363103 939 35700 SH SHARED 01 03 0 35700 0
SUNGARD DATA COM 867363103 39521 1502000 SH SHARED 01 05 590000 912000 0
SUNOCO INC COM 86764P109 32061 1171200 SH SHARED 01 1171200 0 0
SUNOCO INC COM 86764P109 606 22155 SH SHARED 01 03 0 22155 0
SUNOCO INCCK COM 86764P109 22 820 SH SHARED 01 05 0 820 0
SUNRISE ASSISTED COM 86768K106 32486 1223000 SH SHARED 01 1223000 0 0
SUNRISE ASSISTED COM 86768K106 240 9000 SH SHARED 01 02 0 9000 0
SUNRISE MEDICAL COM 867910101 373 62200 SH SHARED 01 62200 0 0
SUNRISE MEDICAL COM 867910101 3439 573225 SH SHARED 01 03 0 573225 0
SUNTRUST BANKS INC COM 867914103 5921 90050 SH SHARED 01 03 0 90050 0
SUPERVALU INC COM 868536103 27185 1246300 SH SHARED 01 1246300 0 0
SUPERVALU INC COM 868536103 8880 407050 SH SHARED 01 02 0 407050 0
SUPERVALU INC COM 868536103 1522 69789 SH SHARED 01 03 0 69789 0
SUPERVALU INC COM 868536103 8 365 SH SHARED 01 05 0 365 0
SUSQUEHANNA BANC COM 869099101 1801 104400 SH SHARED 01 104400 0 0
SWIFT TRANSPORTATION COM 870756103 503 25546 SH SHARED 01 7546 18000 0
SWIFT TRANSPORTATION COM 870756103 43192 2193924 SH SHARED 01 02 0 2193924 0
SWIFT TRANSPORTATION COM 870756103 452 22950 SH SHARED 01 03 0 22950 0
SWIFT TRANSPORTATION CO INC COM 870756103 231 11754 SH SHARED 01 05 0 11754 0
SWISS ARMY BRANDS COM 870827102 205 22200 SH SHARED 01 22200 0 0
SYBRON INTL COM 87114F106 18294 680700 SH SHARED 01 680700 0 0
SYBRON INTL COM 87114F106 48671 1811000 SH SHARED 01 02 0 1811000 0
SYBRON INTL COM 87114F106 13083 486784 SH SHARED 01 03 0 486784 0
SYLVAN LEARNING SYS COM 871399101 927 47787 SH SHARED 01 47787 0 0
SYLVAN LEARNING SYS COM 871399101 156 8013 SH SHARED 01 05 0 8013 0
SYMANTEC CORP COM 871503108 263 7312 SH SHARED 01 7312 0 0
SYMANTEC CORP COM 871503108 410 11388 SH SHARED 01 05 0 11388 0
SYMMETRICOM INC COM 871543104 1491 198820 SH SHARED 01 198820 0 0
SYMMETRICOM INC COM 871543104 10 1300 SH SHARED 01 05 0 1300 0
SYNCOR INTL CORP COM 87157J106 2578 68740 SH SHARED 01 68740 0 0
SYNCOR INTL CORP COM 87157J106 11 300 SH SHARED 01 05 0 300 0
SYNOVUS COM 87161C105 1359 72725 SH SHARED 01 03 0 72725 0
SYSCO CORPORATION COM 871829107 4730 134901 SH SHARED 01 02 0 134901 0
SYSCO CORPORATION COM 871829107 3242 92461 SH SHARED 01 03 0 92461 0
TBC CORP COM 872180104 411 59400 SH SHARED 01 59400 0 0
TCBY ENTERPRISES INC COM 872245105 293 64240 SH SHARED 01 64240 0 0
TCF FINL CORP MPLS COM 872275102 21594 756000 SH SHARED 01 735000 21000 0
TCF FINL CORP MPLS COM 872275102 695 24350 SH SHARED 01 02 0 24350 0
TCF FINL CORP MPLS COM 872275102 905 31700 SH SHARED 01 03 0 31700 0
TCF FINL CORP MPLS COM 872275102 19737 691000 SH SHARED 01 05 220000 471000 0
TJ INTL INC COM 872534102 2488 99000 SH SHARED 01 99000 0 0
TJ INTL INC COM 872534102 15 600 SH SHARED 01 05 0 600 0
TJX COS COM 872540109 117259 4178500 SH SHARED 01 4163500 15000 0
TJX COS COM 872540109 17395 619870 SH SHARED 01 02 0 619870 0
TJX COS COM 872540109 4689 167076 SH SHARED 01 03 0 167076 0
TJX COS COM 872540109 22764 811180 SH SHARED 01 05 250000 561180 0
TNP ENTERPRISES INC COM 872594106 3325 85380 SH SHARED 01 85380 0 0
TNP ENTERPRISES INC COM 872594106 16 400 SH SHARED 01 05 0 400 0
TRW COM 872649108 81889 1646000 SH SHARED 01 1579000 67000 0
TRW COM 872649108 2639 53040 SH SHARED 01 03 0 53040 0
TRW INC COM 872649108 22 447 SH SHARED 01 05 0 447 0
TSI INTL SOFTWARE COM 872879101 12206 450000 SH SHARED 01 450000 0 0
TXU ELECTRIC CO PREFERRED STOCK 87316T607 5505 54000 SH SHARED 01 04 0 54000 0
TXU ELECTRIC CO PREFERRED STOCK 87316T805 5197 50000 SH SHARED 01 04 0 50000 0
TACO CABANA COM 873425102 2472 255111 SH SHARED 01 255111 0 0
TACO CABANA COM 873425102 236 24389 SH SHARED 01 05 0 24389 0
TAIWAN SEMI ADR COM 874039100 11974 405900 SH SHARED 01 405900 0 0
TAIWAN SEMI ADR COM 874039100 26307 891750 SH SHARED 01 05 276750 615000 0
TALK.COM INC COM 874264104 2226 172480 SH SHARED 01 172480 0 0
TANDY CORP COM 875382103 2844 55022 SH SHARED 01 03 0 55022 0
TATA ENG&LOCO GDR COM 876568106 2055 300000 SH SHARED 01 300000 0 0
TATA ENGINEERING COM 876568304 3774 551000 SH SHARED 01 551000 0 0
TELSTRA CORP LTD COM 878000991 6869 1325000 SH SHARED 01 1325000 0 0
TELSTRA CORP LTD COM 878000991 10327 1992000 SH SHARED 01 05 0 1992000 0
TECHNE CORP COM 878377100 1627 51861 SH SHARED 01 51861 0 0
TECHNE CORP COM 878377100 265 8439 SH SHARED 01 05 0 8439 0
TECHNITROL INC COM 878555101 1597 45300 SH SHARED 01 45300 0 0
TECH SOLUTIONS COM 87872T108 1666 117970 SH SHARED 01 117970 0 0
TEKTRONIX COM 879131100 424 12668 SH SHARED 01 03 0 12668 0
TELE SUDESTE CELULAR COM 879252104 4048 188260 SH SHARED 01 188260 0 0
TELEFONICA DE ARGENT TAR COM 879378206 4484 170000 SH SHARED 01 170000 0 0
TELEFONICA DE ARGENT COM 879378206 607 23000 SH SHARED 01 05 23000 0 0
TELEFONICA DE ESPANA SPONSORED COM 879382208 12000 250000 SH SHARED 01 250000 0 0
TELEFONICA DEL PERU COM 879384105 3881 288794 SH SHARED 01 288794 0 0
TELEFONOS DE MEXICO COM 879403780 6591 92500 SH SHARED 01 92500 0 0
TELEHUB COMM WTS WARRANT 87942R116 145 14500 SH SHARED 01 14500 0 0
TELEHUB COMMUNICATIONS WARRANT COM 87942R116 55 5500 SH SHARED 01 05 0 5500 0
TPSA GDR COM 87943D108 2611 530230 SH SHARED 01 530230 0 0
TELEMATE.NET SOFTW COM 87943L100 2800 200000 SH SHARED 01 05 200000 0 0
TELE1 EUROPE WT EXP 05/15/09 COM 87944K119 520 8000 SH SHARED 01 8000 0 0
TELE1 EUROPE WT EXP 05/15/09 COM 87944K119 65 1000 SH SHARED 01 05 0 1000 0
TELEWEST COMM. PLC COM 879560985 5843 1595000 SH SHARED 01 1595000 0 0
TELEWEST COMM. PLC COM 879560985 22022 6012000 SH SHARED 01 05 0 6012000 0
TELLABS COM 879664100 645801 11342260 SH SHARED 01 11042600 299660 0
TELLABS COM 879664100 136737 2401483 SH SHARED 01 02 0 2401483 0
TELLABS COM 879664100 9736 170984 SH SHARED 01 03 0 170984 0
TELLABS COM 879664100 177753 3121875 SH SHARED 01 05 1963000 1158875 0
TELXON CORP COM 879700102 379 45200 SH SHARED 01 45200 0 0
TEMPLE INLAND COM 879868107 1097 18129 SH SHARED 01 03 0 18129 0
TEMPLETON FOREIGN I COM 880196209 5251 512366 SH SHARED 01 03 0 512366 0
TEMP INST FOR. EQ COM 880210505 11876 614993 SH SHARED 01 03 0 614993 0
TENET HEALTHCARE COR COM 88033G100 1497 85222 SH SHARED 01 03 0 85222 0
TENNECO INC COM 88037E101 668 39306 SH SHARED 01 03 0 39306 0
TERADYNE INC COM 880770102 129933 3686000 SH SHARED 01 3660000 26000 0
TERADYNE INC COM 880770102 984 27900 SH SHARED 01 02 0 27900 0
TERADYNE INC COM 880770102 1269 36000 SH SHARED 01 03 0 36000 0
TERADYNE INC COM 880770102 90748 2574400 SH SHARED 01 05 280000 2294400 0
TERAYON COMM. SYSTEM COM 880775101 8798 180000 SH SHARED 01 180000 0 0
TERAYON COMM. SYSTEM COM 880775101 13196 270000 SH SHARED 01 05 0 270000 0
TEREX CORP NEW COM 880779103 150 4770 SH SHARED 01 4770 0 0
TEREX CORP NEW COM 880779103 234 7430 SH SHARED 01 05 0 7430 0
TETRA TECHNOLOGIES COM 88162F105 387 38000 SH SHARED 01 38000 0 0
TETRA TECH INC COM 88162G103 1789 107225 SH SHARED 01 107225 0 0
TEXACO COM 881694103 273245 4328600 SH SHARED 01 4328600 0 0
TEXACO COM 881694103 34787 551060 SH SHARED 01 02 0 551060 0
TEXACO COM 881694103 14222 225287 SH SHARED 01 03 0 225287 0
TEXACO STOCK COM 881694103 63200 1001195 SH SHARED 01 05 0 1001195 0
TEXAS INDUSTRIES COM 882491103 2195 59320 SH SHARED 01 59320 0 0
TEXAS INSTRUMENTS COM 882508104 1169800 14222500 SH SHARED 01 14082500 140000 0
TEXAS INSTRUMENTS COM 882508104 31364 381340 SH SHARED 01 02 0 381340 0
TEXAS INSTRUMENTS COM 882508104 20761 252410 SH SHARED 01 03 0 252410 0
TEXAS INSTRUMENTS COM 882508104 281765 3425700 SH SHARED 01 05 450000 2975700 0
TEXAS UTILITIES COM 882848104 81770 2191500 SH SHARED 01 2191500 0 0
TEXAS UTILITIES COM 882848104 161 4320 SH SHARED 01 02 0 4320 0
TEXAS UTILITIES COM 882848104 3677 98550 SH SHARED 01 03 0 98550 0
TEXAS UTILITIES COM 882848104 14 378 SH SHARED 01 05 0 378 0
TEXTRON INC COM 883203101 3258 42101 SH SHARED 01 03 0 42101 0
THERMO-ELECTRON COM 883556102 565 42041 SH SHARED 01 03 0 42041 0
THOMAS & BETTS COM 884315102 7669 150366 SH SHARED 01 0 150366 0
THOMAS & BETTS COM 884315102 722 14150 SH SHARED 01 03 0 14150 0
THOMAS INDS INC COM 884425109 832 44500 SH SHARED 01 44500 0 0
THOR INDS INC COM 885160101 875 34300 SH SHARED 01 34300 0 0
EMI GROUP ORD COM 885250993 49779 6810009 SH SHARED 01 6810009 0 0
EMI GROUP ORD COM 885250993 44352 6067670 SH SHARED 01 05 0 6067670 0
3 COM CORP COM 885535104 24921 866800 SH SHARED 01 847800 19000 0
3 COM CORP COM 885535104 21465 746571 SH SHARED 01 02 0 746571 0
3 COM CORP COM 885535104 3758 130722 SH SHARED 01 03 0 130722 0
3 COM CORP COM 885535104 11 392 SH SHARED 01 05 0 392 0
THREE-FIVE SYS IN COM 88554L108 460 20800 SH SHARED 01 20800 0 0
TICKETMASTER COM 88633P203 44128 1148130 SH SOLE 01 44128 0 0
TIFFANY & CO-NEW COM 886547108 55910 932800 SH SHARED 01 910800 22000 0
TIFFANY & CO-NEW COM 886547108 970 16175 SH SHARED 01 02 0 16175 0
TIFFANY & CO-NEW COM 886547108 1229 20500 SH SHARED 01 03 0 20500 0
TIFFANY & CO-NEW COM 886547108 47890 799000 SH SHARED 01 05 300000 499000 0
TIMBERLAND CO -CL A COM 887100105 2320 59400 SH SHARED 01 59400 0 0
TIME WARNER INC COM 887315109 545472 8978960 SH SHARED 01 8861100 117860 0
TIME WARNER INC COM 887315109 104 1720 SH SHARED 01 02 0 1720 0
TIME WARNER INC COM 887315109 21916 360755 SH SHARED 01 03 0 360755 0
TIME WARNER INC COM 887315109 161018 2650500 SH SHARED 01 05 0 2650500 0
TIME WARNER TELECOM COM 887319101 457 21900 SH SHARED 01 21900 0 0
TIME WARNER TELECOM COM 887319101 737 35300 SH SHARED 01 02 0 35300 0
TIME WARNER TELECOM COM 887319101 937 44900 SH SHARED 01 03 0 44900 0
TIMES MIRROR CL A COM 887364107 1188 18044 SH SHARED 01 03 0 18044 0
TIMKEN CO. COM 887389104 158584 9834619 SH SHARED 01 03 0 9834619 0
TITAN INTL INC COM 88830M102 601 58600 SH SHARED 01 58600 0 0
TOKAI BANK COM 888948999 3983 553000 SH SHARED 01 553000 0 0
TOKAI BANK COM 888948999 6800 944000 SH SHARED 01 05 0 944000 0
TOLL BROTHERS TOLL BROT COM 889478103 1962 102940 SH SHARED 01 102940 0 0
TORCHMARK CORP COM 891027104 922 35633 SH SHARED 01 03 0 35633 0
TORO CO COM 891092108 1367 36580 SH SHARED 01 36580 0 0
TOSCO CORP COM 891490302 65145 2580000 SH SHARED 01 2580000 0 0
TOSCO CORP COM 891490302 2143 84890 SH SHARED 01 03 0 84890 0
TOTAL FINA SA-SERIES B ORDBEAR COM 891508996 119029 947962 SH SHARED 01 947962 0 0
TOTAL FINA SA-SERIES B ORDBEAR COM 891508996 74403 592554 SH SHARED 01 05 0 592554 0
TOWER AUTO COM 891707101 37389 1887120 SH SHARED 01 1742120 145000 0
TOWER AUTO COM 891707101 35140 1773600 SH SHARED 01 05 0 1773600 0
TOYOTA MOTOR ORD JP;7203 COM 892331992 23116 728000 SH SHARED 01 728000 0 0
TOYOTA MOTOR ORD JP;7203 COM 892331992 36231 1141000 SH SHARED 01 05 0 1141000 0
TOYS R US COM 892335100 8933 595540 SH SHARED 01 03 0 595540 0
TRANSACTION SYSTEM COM 893416107 13469 500000 SH SHARED 01 500000 0 0
TRANSACTION SYSTEM COM 893416107 4041 150000 SH SHARED 01 05 150000 0 0
TRANSCANADA PIPELINE COM 893526103 3266 250000 SH SHARED 01 250000 0 0
TRAVELER'S PROP CAS COM 893939108 4071 138000 SH SHARED 01 0 138000 0
TRAVELER S PROP CAS COM 893939108 11800 400000 SH SHARED 01 05 0 400000 0
TREDEGAR COM 894650100 2235 104540 SH SHARED 01 104540 0 0
TRENWICK GROUP COM 895290104 498 30060 SH SHARED 01 30060 0 0
TRIAD MORTGAGE GROUP COM 895925105 148 8797 SH SHARED 01 8797 0 0
TRIAD MORTGAGE GROUP COM 895925105 231 13703 SH SHARED 01 05 0 13703 0
TRIARC COS INC CL A COM 895927101 1562 72860 SH SHARED 01 72860 0 0
TRICON GLOBAL REST COM 895953107 1673 40856 SH SHARED 01 03 0 40856 0
TRIBUNE CO COM 896047107 3328 66886 SH SHARED 01 03 0 66886 0
TRIMBLE NAVIGATION L COM 896239100 662 61900 SH SHARED 01 61900 0 0
TRINTECH GROUP PLC COM 896682101 1969 150000 SH SHARED 01 05 150000 0 0
TRUE NORTH COMM COM COM 897844106 6565 180489 SH SHARED 01 180489 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 338 9291 SH SHARED 01 05 0 9291 0
TRUSTCO BANK CORP COM 898349105 2233 75615 SH SHARED 01 75615 0 0
TUBOSCOPE COM 898600101 2789 224300 SH SHARED 01 224300 0 0
TUBOSCOPE COM 898600101 11 900 SH SHARED 01 05 0 900 0
TUESDAY MORNING COR COM 899035505 4338 171800 SH SHARED 01 171800 0 0
TUESDAY MORNING CORP COM 899035505 1286 50900 SH SHARED 01 02 0 50900 0
TUESDAY MORNING CORP COM 899035505 1634 64700 SH SHARED 01 03 0 64700 0
TUESDAY MORNING CORP COM 899035505 11418 452200 SH SHARED 01 05 200000 252200 0
TUPPERWARE CORP COM 899896104 311 15374 SH SHARED 01 03 0 15374 0
21ST CENTURY TEL-WT 2/15/10 COM 90130P116 52 2600 SH SHARED 01 2600 0 0
21ST CENTURY TEL-WT 2/15/10 COM 90130P116 8 400 SH SHARED 01 05 0 400 0
21ST CENTURY 13.75 PFD PRF 90130P603 1308 3191 SH SHARED 01 3191 0 0
21ST CENTURY 13.75 PFD PRF 90130P603 187 457 SH SHARED 01 05 0 457 0
TYCO INTERNATIONAL COM 902124106 981968 9510565 SH SHARED 01 9101850 408715 0
TYCO INTERNATIONAL COM 902124106 358890 3476008 SH SHARED 01 02 0 3476008 0
TYCO INTERNATIONAL COM 902124106 29389 284641 SH SHARED 01 03 0 284641 0
TYCO INTERNATIONAL COM 902124106 484806 4695464 SH SHARED 01 05 780092 3915372 0
UCAR INTERNATIONAL COM 90262K109 14828 650000 SH SHARED 01 650000 0 0
UGI CORP COM 902681105 1065 45800 SH SHARED 01 45800 0 0
UGI CORP COM 902681105 9 400 SH SHARED 01 05 0 400 0
UST CORP COM 902900109 3709 120620 SH SHARED 01 120620 0 0
USX MARATHON GROUP COM 902905827 2445 83584 SH SHARED 01 03 0 83584 0
UST INC COM 902911106 1258 41689 SH SHARED 01 03 0 41689 0
USA DETERGENTS INC USAD COM 902938109 192 38800 SH SHARED 01 38800 0 0
U.S. BANCORP (NEW) COM 902973106 410 13536 SH SHARED 01 02 0 13536 0
U.S. BANCORP (NEW) COM 902973106 6137 203304 SH SHARED 01 03 0 203304 0
USA NETWORKS INC COM 902984103 74400 1920000 SH SHARED 01 1920000 0 0
USA NETWORKS INC COM 902984103 1503 38800 SH SHARED 01 02 0 38800 0
USA NETWORKS INC COM 902984103 17321 447000 SH SHARED 01 05 0 447000 0
URS CORP COM 903236107 2404 98100 SH SHARED 01 98100 0 0
URS CORP COM 903236107 3024 123416 SH SHARED 01 03 0 123416 0
URS CORP COM 903236107 15 600 SH SHARED 01 05 0 600 0
US FOODSERVICE INC COM 90331R101 52816 2934200 SH SHARED 01 2714200 220000 0
US FOODSERVICE INC COM 90331R101 815 45350 SH SHARED 01 02 0 45350 0
US FOODSERVICE INC COM 90331R101 1055 58600 SH SHARED 01 03 0 58600 0
US FOODSERVICE INC COM 90331R101 42480 2360000 SH SHARED 01 05 200000 2160000 0
US INTERACTIVE INC COM 90334M109 263 11900 SH SHARED 01 05 0 11900 0
USX-US STEEL GROUP COM 90337T101 595 23106 SH SHARED 01 03 0 23106 0
US ONCOLOGY INC COM 90338W103 2180 240560 SH SHARED 01 240560 0 0
ULTRATECH STEPPER COM 904034105 754 59100 SH SHARED 01 59100 0 0
UNIBANCO ADR COM 90458E107 16153 913228 SH SHARED 01 913228 0 0
UNIBANCO ADR COM 90458E107 6294 355812 SH SHARED 01 05 52002 303810 0
UNILEVER NV NEW COM 904784709 10931 160456 SH SHARED 01 03 0 160456 0
UNICOM CORP COM 904911104 52551 1422700 SH SHARED 01 1422700 0 0
UNICOM CORP COM 904911104 2253 60984 SH SHARED 01 03 0 60984 0
UNION CARBIDE CORP COM 905581104 3977 70000 SH SHARED 01 70000 0 0
UNION CARBIDE CORP COM 905581104 2131 37515 SH SHARED 01 03 0 37515 0
UNION PACIFIC CORP COM 907818108 3265 67924 SH SHARED 01 03 0 67924 0
UNION PACIFIC CORP COM 907818108 48063 1000000 SH SHARED 01 05 0 1000000 0
UNION PACIFIC CORP CONVERTABLE PRF 907824205 24548 541000 SH SHARED 01 541000 0 0
UNION PAC CAP TR PFD 6.25 CVT PRF 907824403 12274 270500 SH SHARED 01 270500 0 0
UP RESOURSE COM 907834105 1064 66215 SH SHARED 01 03 0 66215 0
UNION PLANTERS CORP COM 908068109 1522 37355 SH SHARED 01 03 0 37355 0
UNIONBANCAL CORP COM 908906100 17799 491000 SH SHARED 01 475000 16000 0
UNIONBANCAL CORP COM 908906100 1287 35500 SH SHARED 01 02 0 35500 0
UNIONBANCAL CORP COM 908906100 1722 47500 SH SHARED 01 03 0 47500 0
UNIONBANCAL CORP COM 908906100 19321 533000 SH SHARED 01 05 105000 428000 0
UNISITE PREFERRED- C CLASS C P PRF 908910995 3198 5938 SH SHARED 01 5938 0 0
UNISITE PREFERRED- C CLASS C P PRF 908910995 291 540 SH SHARED 01 05 0 540 0
UNISYS CORP COM 909214108 99207 2198500 SH SHARED 01 2059500 139000 0
UNISYS CORP COM 909214108 37842 838660 SH SHARED 01 02 0 838660 0
UNISYS CORP COM 909214108 4679 103701 SH SHARED 01 03 0 103701 0
UNISYS CORP COM 909214108 146665 3250200 SH SHARED 01 05 0 3250200 0
UNITED BANCSHARES COM 909907107 2956 121580 SH SHARED 01 121580 0 0
UTD DOMINION IND LTD COM 909914103 4971 209326 SH SHARED 01 03 0 209326 0
UNITED HEALTHCARE COM 910581107 2377 48821 SH SHARED 01 03 0 48821 0
UNITED HEALTHCARE COM 910581107 9738 200000 SH SHARED 01 05 0 200000 0
UNITED ILLUM CO COM 910637107 3731 77120 SH SHARED 01 77120 0 0
UNITED ILLUM CO COM 910637107 15 300 SH SHARED 01 05 0 300 0
UNITED NATURAL FOOD COM 911163103 495 56379 SH SHARED 01 56379 0 0
UNITED NATURAL FOOD COM 911163103 66 7491 SH SHARED 01 05 0 7491 0
US BIOSCIENCE INC COM 911646206 1081 75840 SH SHARED 01 75840 0 0
US CELLULAR CORP COM 911684108 16252 239000 SH SHARED 01 239000 0 0
US CELLULAR CORP COM 911684108 306 4500 SH SHARED 01 02 0 4500 0
US CELLULAR CORP COM 911684108 401 5900 SH SHARED 01 03 0 5900 0
US CELLULAR CORP COM 911684108 17748 261000 SH SHARED 01 05 50000 211000 0
US AIR GROUP INC. COM 911905107 516 19666 SH SHARED 01 03 0 19666 0
U S HOME CORP COM 911920106 1046 37620 SH SHARED 01 37620 0 0
US WEST INC NEW COM 91273H101 355808 6235400 SH SHARED 01 5938600 296800 0
US WEST INC NEW COM 91273H101 38981 683025 SH SHARED 01 02 0 683025 0
US WEST INC NEW COM 91273H101 11124 194954 SH SHARED 01 03 0 194954 0
US WEST INC NEW COM 91273H101 33059 579334 SH SHARED 01 05 0 579334 0
US TRUST CORP COM 91288L105 7245 90129 SH SHARED 01 90129 0 0
US TR CORP NE COM 91288L105 734 9131 SH SHARED 01 05 0 9131 0
UNITED STATIONERS COM 913004107 1096 51400 SH SHARED 01 51400 0 0
UNITED STATIONERS COM 913004107 11 500 SH SHARED 01 05 0 500 0
UNITED TECHNOLOGIES COM 913017109 137151 2312336 SH SHARED 01 2200000 112336 0
UNITED TECHNOLOGIES COM 913017109 1579 26610 SH SHARED 01 02 0 26610 0
UNITED TECHNOLOGIES COM 913017109 8053 135774 SH SHARED 01 03 0 135774 0
UNITED TECHNOLOGIES COM 913017109 30072 507000 SH SHARED 01 05 0 507000 0
UNITED WATER RES COM 913190104 3551 108840 SH SHARED 01 108840 0 0
UNITED WISC SERVICES COM 913238101 2752 440392 SH SHARED 01 03 0 440392 0
UNITRODE COM 913283107 3796 90380 SH SHARED 01 90380 0 0
UNIVERSAL FST PRO COM 913543104 759 58080 SH SHARED 01 58080 0 0
UNIVERSAL HLTH CR-B COM 913903100 2473 95563 SH SHARED 01 95563 0 0
UNIVERSAL HLTH CR-B COM 913903100 240 9257 SH SHARED 01 05 0 9257 0
UNIVISION COM 914906102 47910 588750 SH SHARED 01 588750 0 0
UNIVISION COM 914906102 59831 735250 SH SHARED 01 02 0 735250 0
UNIVISION COM 914906102 3100 38100 SH SHARED 01 03 0 38100 0
UNIVISION COM 914906102 87885 1080000 SH SHARED 01 05 475000 605000 0
UNOCAL CORP COM 915289102 2474 66744 SH SHARED 01 03 0 66744 0
UNUMPROVIDENT CORP COM 91529Y106 1933 65662 SH SHARED 01 03 0 65662 0
USFREIGHTWAYS COM 916906100 25223 532420 SH SHARED 01 532420 0 0
USFREIGHTWAYS COM 916906100 24 500 SH SHARED 01 05 0 500 0
USWEB CORP COM 917327108 10894 317550 SH SHARED 01 02 0 317550 0
USWEB CORP COM 917327108 74 2150 SH SHARED 01 03 0 2150 0
USWEB CORP COM 917327108 5147 150000 SH SHARED 01 05 150000 0 0
V. F. CORP COM 918204108 1018 32823 SH SHARED 01 03 0 32823 0
VALASSIS COMMUNICATI COM 918866104 10226 232740 SH SHARED 01 232740 0 0
VALASSIS COMMUNICATI COM 918866104 1183 26940 SH SHARED 01 05 0 26940 0
VALENCE TECH COM 918914102 351 74880 SH SHARED 01 74880 0 0
VALLEY MEDIA INC COM 91972C106 2388 200000 SH SHARED 01 05 200000 0 0
VALMONT INDUSTRIES COM 920253101 1156 68520 SH SHARED 01 68520 0 0
STAR PORTFOLIO COM 921909107 3 148 SH SHARED 01 0 148 0
VANGUARD GRTH & INCM COM 921913109 11806 356995 SH SHARED 01 03 0 356995 0
WINDSOR II COM 922018205 7577 266885 SH SHARED 01 03 0 266885 0
VANTIVE COM 922091103 662 76200 SH SHARED 01 76200 0 0
VARIAN MEDICAL SYST. COM 92220P105 3642 166500 SH SHARED 01 166500 0 0
VARIAN MEDICAL SYST. COM 92220P105 15 700 SH SHARED 01 05 0 700 0
VAUGHN BASSETT FURN COM 922272117 142 3173 SH SHARED 01 02 0 3173 0
VEECO COM 922417100 11900 425000 SH SHARED 01 425000 0 0
VENTIV HEALTH INC COM 922793104 59 6000 SH SHARED 01 0 6000 0
VERITAS SOFTWARE COM 923436109 152 2000 SH SHARED 01 2000 0 0
VERITAS SOFTWARE COM 923436109 100026 1317196 SH SHARED 01 02 0 1317196 0
VERITAS SOFTWARE COM 923436109 4803 63250 SH SHARED 01 03 0 63250 0
VERITAS SOFTWARE COM 923436109 1519 20000 SH SHARED 01 05 20000 0 0
VERSIGN INC COM 92343E102 49523 465000 SH SHARED 01 465000 0 0
VERISIGN INC COM 92343E102 29416 276200 SH SHARED 01 02 0 276200 0
VERISIGN INC COM 92343E102 325 3050 SH SHARED 01 03 0 3050 0
VERISIGN INC COM 92343E102 106500 1000000 SH SHARED 01 05 300000 700000 0
VERSA TECHNOLOGIES I COM 925301103 2150 200000 SH SHARED 01 200000 0 0
VERSA TECHNOLOGIES I COM 925301103 538 50000 SH SHARED 01 05 0 50000 0
VERTEX PHARM COM 92532F100 2235 71940 SH SHARED 01 71940 0 0
VIACOM INC CL B COM 925524308 74554 1764600 SH SHARED 01 1764600 0 0
VIACOM INC CL B COM 925524308 7964 188490 SH SHARED 01 02 0 188490 0
VIACOM INC CL B COM 925524308 9658 228588 SH SHARED 01 03 0 228588 0
VIACOM INC CL B COM 925524308 7 155 SH SHARED 01 05 0 155 0
VIATEL INC COM 925529208 4434 150000 SH SHARED 01 05 150000 0 0
VIALOG CORP WT 11/15/01 COM 92552X114 1130 22600 SH SHARED 01 22600 0 0
VIALOG CORP WT WARRANT 92552X114 240 4795 SH SHARED 01 05 1075 3720 0
VICOR CORP COM 925815102 2845 125400 SH SHARED 01 125400 0 0
VICOR CORP COM 925815102 279 12300 SH SHARED 01 05 0 12300 0
VIDESH SANCHAR NIGAM COM 92659G105 3638 270000 SH SHARED 01 270000 0 0
VINTAGE PETE INC COM 927460105 2386 176750 SH SHARED 01 176750 0 0
VISIO CORP COM 927914101 3328 84800 SH SHARED 01 84800 0 0
VISABLE COM 92829S104 94 5000 SH SHARED 01 02 0 5000 0
VISUAL NETWORKS INC COM 928444108 85 2000 SH SHARED 01 2000 0 0
VISX INC/DEL COM 92844S105 10803 136600 SH SHARED 01 02 0 136600 0
VISX INC/DEL COM 92844S105 134 1700 SH SHARED 01 03 0 1700 0
VITAL SIGNS INC COM 928469105 710 34860 SH SHARED 01 34860 0 0
VITESSE CORP COM 928497106 12934 151500 SH SHARED 01 151500 0 0
VITESSE CORP COM 928497106 252 2950 SH SHARED 01 02 0 2950 0
VITESSE CORP COM 928497106 324 3800 SH SHARED 01 03 0 3800 0
VITESSE CORP COM 928497106 28004 328000 SH SHARED 01 05 100000 228000 0
VODAFONE AIRTOUCH COM 92857T107 185029 778250 SH SHARED 01 700000 78250 0
VODAFONE AIRTOUCH COM 92857T107 66 276 SH SHARED 01 02 0 276 0
VODAFONE AIRTOUCH PLC-SP ADR COM 92857T107 68460 287950 SH SHARED 01 05 0 287950 0
VOLKSWAGEN DE;VOW/EU COM 928600998 48911 877177 SH SHARED 01 877177 0 0
VOLKSWAGEN DE;VOW/EU COM 928600998 45901 823202 SH SHARED 01 05 0 823202 0
VOLT INFO SCIENCES COM 928703107 1020 42080 SH SHARED 01 42080 0 0
VOYAGEUR MINN MUNI COM 928922103 47 3015 SH SHARED 01 02 0 3015 0
VULCAN MATERIALS COM 929160109 1025 27980 SH SHARED 01 03 0 27980 0
WD-40 CO COM 929236107 1032 44100 SH SHARED 01 44100 0 0
WHX CORPORATION COM 929248102 470 47000 SH SHARED 01 47000 0 0
WHX CORPORATION COM 929248102 3468 346842 SH SHARED 01 03 0 346842 0
WICOR INC COM 929253102 3076 105840 SH SHARED 01 105840 0 0
WPP GROUP PLC -ADR COM 929309300 15778 169654 SH SHARED 01 03 0 169654 0
WABASH NATL COM 929566107 1307 64360 SH SHARED 01 64360 0 0
WACHOVIA CORP COM 929771103 45906 583850 SH SHARED 01 583850 0 0
WACHOVIA CORP COM 929771103 16024 203768 SH SHARED 01 02 0 203768 0
WACHOVIA CORP COM 929771103 6284 79912 SH SHARED 01 03 0 79912 0
WACHOVIA CORP COM 929771103 20 260 SH SHARED 01 05 0 260 0
WAL MART STORES COM 931142103 1136611 23897226 SH SHARED 01 23221300 675926 0
WAL MART STORES COM 931142103 279379 5873852 SH SHARED 01 02 0 5873852 0
WAL MART STORES COM 931142103 64176 1349308 SH SHARED 01 03 0 1349308 0
WAL MART STORES COM 931142103 335687 7057805 SH SHARED 01 05 297900 6759905 0
WALGREEN CO. COM 931422109 15175 598060 SH SHARED 01 598060 0 0
WALGREEN CO. COM 931422109 243 9560 SH SHARED 01 02 0 9560 0
WALGREEN CO. COM 931422109 7107 280098 SH SHARED 01 03 0 280098 0
WALL DATA COM 932045107 150 27900 SH SHARED 01 27900 0 0
WARNER LAMBERT CO COM 934488107 338506 5099900 SH SHARED 01 4935700 164200 0
WARNER LAMBERT CO COM 934488107 74198 1117830 SH SHARED 01 02 0 1117830 0
WARNER LAMBERT CO COM 934488107 16851 253866 SH SHARED 01 03 0 253866 0
WARNER LAMBERT CO COM 934488107 88969 1340370 SH SHARED 01 05 180000 1160370 0
WASHINGTON GAS LIGHT COM 938837101 8138 300000 SH SHARED 01 300000 0 0
WASHINGTON MUT INC COM 939322103 235349 8046100 SH SHARED 01 7664100 382000 0
WASHINGTON MUT INC COM 939322103 14279 488127 SH SHARED 01 02 0 488127 0
WASHINGTON MUT INC COM 939322103 6814 232979 SH SHARED 01 03 0 232979 0
WASHINGTON MUT INC COM 939322103 3206 123910 SH SOLE 01 123910 0 0
WASHINGTON MUT INC COM 939322103 79925 2732439 SH SHARED 01 05 930000 1802439 0
WASTE MANAGEMENT INC COM 94106L109 95185 4944618 SH SHARED 01 4944618 0 0
WASTE MANAGEMENT INC COM 94106L109 4043 209995 SH SHARED 01 02 0 209995 0
WASTE MANAGEMENT INC COM 94106L109 4154 215814 SH SHARED 01 03 0 215814 0
WASTE MANAGEMENT INC COM 94106L109 27083 1406845 SH SHARED 01 05 630000 776845 0
WATCHGUARD TECH COM 941105108 2550 170000 SH SHARED 01 05 170000 0 0
WATERS CORPORATION COM 941848103 12978 214310 SH SHARED 01 02 0 214310 0
WATERS CORPORATION COM 941848103 1789 29550 SH SHARED 01 03 0 29550 0
WATKINS JOHNSON COM 942486101 618 18400 SH SHARED 01 18400 0 0
WATSCO COM 942622200 922 81060 SH SHARED 01 81060 0 0
WATSON PHARMACEUTICA COM 942683103 786 25730 SH SHARED 01 03 0 25730 0
WEATHERFORD INTL COM 947074100 5459 170580 SH SHARED 01 170580 0 0
WEATHERFORD INTL COM 947074100 606 18953 SH SHARED 01 05 0 18953 0
WEBSTER FINANCIAL COM 947890109 1757 68900 SH SHARED 01 68900 0 0
WEBSTER FINANCIAL COM 947890109 15 600 SH SHARED 01 05 0 600 0
WEBTRENDS CORP COM 94844D104 13369 300000 SH SHARED 01 05 300000 0 0
WELLPOINT COM 94973H108 1113 19525 SH SHARED 01 03 0 19525 0
WELLS FARGO CO (NEW) COM 949746101 644226 16258000 SH SHARED 01 16030700 227300 0
WELLS FARGO CO (NEW) COM 949746101 206856 5220226 SH SHARED 01 02 0 5220226 0
WELLS FARGO CO (NEW) COM 949746101 23453 591874 SH SHARED 01 03 0 591874 0
WELLS FARGO CO (NEW) COM 949746101 92244 2327919 SH SHARED 01 05 240000 2087919 0
WENDYS FINANCIAL CVT PFD PRF 950588202 21789 385650 SH SHARED 01 385650 0 0
WENDYS FINANCIAL CVT PFD PRF 950588202 1684 29800 SH SHARED 01 05 0 29800 0
WENDYS INTL INC COM 950590109 49388 1872500 SH SHARED 01 1872500 0 0
WENDYS INTL INC COM 950590109 10716 406270 SH SHARED 01 02 0 406270 0
WENDYS INTL INC COM 950590109 1810 68607 SH SHARED 01 03 0 68607 0
WENDYS INTL INC COM 950590109 79135 3000390 SH SHARED 01 05 0 3000390 0
WERNER ENTERPRISES COM 950755108 24492 1389620 SH SHARED 01 1389620 0 0
WERNER ENTERPRISES COM 950755108 12 700 SH SHARED 01 05 0 700 0
WESCO INTERNATIONAL COM 95082P105 1709 121021 SH SHARED 01 03 0 121021 0
WESLEY JESSEN VISION COM 951018100 1521 48760 SH SHARED 01 48760 0 0
WESLEY JESSEN VISION COM 951018100 18868 605050 SH SHARED 01 02 0 605050 0
WESLEY JESSEN VISION COM 951018100 203 6500 SH SHARED 01 03 0 6500 0
WESLEY JESSEN VISION COM 951018100 12475 400000 SH SHARED 01 05 400000 0 0
WEST PHARMACEUTICAL COM 955306105 14048 370296 SH SHARED 01 03 0 370296 0
WESTERN DIGITAL COM 958102105 113 30000 SH SHARED 01 0 30000 0
WMC LIMITED ORD AU;WMC COM 958694101 387 76000 SH SHARED 01 76000 0 0
WESTERN WIRELESS COM 95988E204 6278 140000 SH SHARED 01 140000 0 0
WESTERN WIRELESS COM 95988E204 9552 213000 SH SHARED 01 05 0 213000 0
WESTVACO CORP COM 961548104 680 26525 SH SHARED 01 03 0 26525 0
WEYERHAUESER COM 962166104 3240 56217 SH SHARED 01 03 0 56217 0
WEYERHAUESER COM 962166104 46100 800000 SH SHARED 01 05 0 800000 0
WHIRLPOOL CORP COM 963320106 1325 20288 SH SHARED 01 03 0 20288 0
WHITNEY HOLDING CORP COM 966612103 2212 64360 SH SHARED 01 64360 0 0
WHITMAN & HART COM 966834103 8602 221802 SH SHARED 01 221802 0 0
WHITMAN & HART COM 966834103 39404 1016050 SH SHARED 01 02 0 1016050 0
WHITMAN & HART COM 966834103 3005 77500 SH SHARED 01 03 0 77500 0
WHITMAN & HART COM 966834103 749 19318 SH SHARED 01 05 0 19318 0
WHOLE FOODS MARKET COM 966837106 16486 503880 SH SHARED 01 503880 0 0
WHOLE FOODS MARKET COM 966837106 25031 765050 SH SHARED 01 02 0 765050 0
WHOLE FOODS MARKET COM 966837106 1171 35800 SH SHARED 01 03 0 35800 0
WHOLE FOODS MARKET COM 966837106 9816 300000 SH SHARED 01 05 0 300000 0
WILLAMETTE IND INC COM 969133107 1297 30083 SH SHARED 01 03 0 30083 0
WILLAMETTE IND INC WLL COM 969133107 64688 1500000 SH SHARED 01 05 0 1500000 0
WILLIAM COMPANIES COM 969457100 14975 400000 SH SHARED 01 400000 0 0
WILLIAM COMPANIES COM 969457100 4512 120512 SH SHARED 01 03 0 120512 0
WILLIAMS PLC 28P GB;WLMS/G COM 969467992 40804 7667733 SH SHARED 01 7667733 0 0
WILLIAMS PLC 28P GB;WLMS/G COM 969467992 32853 6173405 SH SHARED 01 05 0 6173405 0
WILLIAMS SONOMA COM 969904101 921 18967 SH SHARED 01 3967 15000 0
WILLIAMS SONOMA COM 969904101 64520 1328600 SH SHARED 01 02 0 1328600 0
WILLIAMS SONOMA COM 969904101 2732 56250 SH SHARED 01 03 0 56250 0
WILLIAMS SONOMA COM 969904101 293 6033 SH SHARED 01 05 0 6033 0
WILSHIRE FINL SVCS COM 971867205 3442 2823726 SH SHARED 01 2823726 0 0
WILSHIRE FINL SVCS COM 971867205 255 209126 SH SHARED 01 02 0 209126 0
WILSHIRE FINL SVCS COM 971867205 1385 1136001 SH SHARED 01 05 77199 1058802 0
WILSHIRE REAL ESTATE COM 971892104 438 140000 SH SHARED 01 140000 0 0
WILSHIRE REAL ESTATE COM 971892104 94 30000 SH SHARED 01 05 0 30000 0
WINN-DIXIE COM 974280109 1177 39661 SH SHARED 01 03 0 39661 0
WINNEBAGO IND INC COM 974637100 3404 142180 SH SHARED 01 142180 0 0
WINNEBAGO IND INC COM 974637100 378 15800 SH SHARED 01 05 0 15800 0
WINSTAR COM 975515107 21622 553500 SH SHARED 01 553500 0 0
WINSTAR COM 975515107 167 4250 SH SHARED 01 02 0 4250 0
WINSTAR COM 975515107 219 5600 SH SHARED 01 03 0 5600 0
WINSTAR COM 975515107 44453 1138000 SH SHARED 01 05 300000 838000 0
WIRELESS ONE COM 97652H109 30 25000 SH SHARED 01 25000 0 0
WOLVERINE TUBE INC COM 978093102 586 37780 SH SHARED 01 37780 0 0
WOLVERINE COM 978097103 1323 116340 SH SHARED 01 116340 0 0
WOODSIDE PETROLEUM LTD COM 979735990 13851 1995000 SH SHARED 01 1995000 0 0
WOODSIDE PETROLEUM LTD COM 979735990 9790 1410000 SH SHARED 01 05 0 1410000 0
WOOLWORTH COM 980888994 27794 7959000 SH SHARED 01 7959000 0 0
WOOLWORTH COM 980888994 18376 5262000 SH SHARED 01 05 0 5262000 0
WORTHINGTON IND COM 981811102 370 21772 SH SHARED 01 03 0 21772 0
WRIGLEY WM JR CO COM 982526105 2191 31844 SH SHARED 01 03 0 31844 0
WYNNS INTL INC COM 983195108 838 52575 SH SHARED 01 52575 0 0
X-RITE INC COM 983857103 385 59300 SH SHARED 01 59300 0 0
XILINX COM 983919101 22674 346000 SH SHARED 01 200000 146000 0
XILINX COM 983919101 62236 949750 SH SHARED 01 02 0 949750 0
XILINX COM 983919101 2346 35800 SH SHARED 01 03 0 35800 0
XILINX COM 983919101 19922 304000 SH SHARED 01 05 0 304000 0
XIRCOM INC COM 983922105 5344 125198 SH SHARED 01 125198 0 0
XIRCOM INC XIRC COM 983922105 531 12442 SH SHARED 01 05 0 12442 0
XEROX COM 984121103 2223 53000 SH SHARED 01 0 53000 0
XEROX COM 984121103 27546 656911 SH SHARED 01 02 0 656911 0
XEROX COM 984121103 7653 182480 SH SHARED 01 03 0 182480 0
XEROX COM 984121103 1 12 SH SHARED 01 05 0 12 0
XOMED COM 98412V107 1975 34650 SH SHARED 01 34650 0 0
YAHOO INC COM 984332106 347623 1935260 SH SHARED 01 1935260 0 0
YAHOO INC COM 984332106 89127 496185 SH SHARED 01 05 50000 446185 0
YAMANOUCHI PHARM ORD JP;4503/J COM 984530998 19538 418000 SH SHARED 01 418000 0 0
YAMANOUCHI PHARM ORD JP;4503/J COM 984530998 30849 660000 SH SHARED 01 05 0 660000 0
YELLOW CORPORATION COM 985509108 1163 70200 SH SHARED 01 70200 0 0
YESMAIL.COM INC COM 98583Q101 122 11500 SH SHARED 01 11500 0 0
YESMAIL.COM INC COM 98583Q101 189 17800 SH SHARED 01 05 0 17800 0
YORK INTL CORP NEW COM 986670107 5750 160000 SH SHARED 01 160000 0 0
YOUNG AND RUBICAN IN COM 987425105 35165 799200 SH SHARED 01 799200 0 0
YOUNG AND RUBICAN IN COM 987425105 32208 732000 SH SHARED 01 05 185000 547000 0
ZALE CORP COM 988858106 7203 188020 SH SHARED 01 188020 0 0
ZALE CORP COM 988858106 31 800 SH SHARED 01 05 0 800 0
ZEBRA TECH COM 989207105 16493 362740 SH SHARED 01 362740 0 0
ZENITH NATIONAL COM 989390109 1022 47790 SH SHARED 01 47790 0 0
ZIONS BANCORPORATION COM 989701107 15600 283000 SH SHARED 01 283000 0 0
AET INCOME III COM 990007213 170170 11925839 SH SHARED 01 03 0 11925839 0
PILLSBURY INCOM FUND COM 990007221 4909 337394 SH SHARED 01 03 0 337394 0
ADVANTICA STABLE VAL COM 9900072E5 9285 777374 SH SHARED 01 03 0 777374 0
SIEBE STABLE VALUE COM 990007742 47873 3761248 SH SHARED 01 03 0 3761248 0
AET EMG GR II COM 990007916 5933 441744 SH SHARED 01 03 0 441744 0
AET STAB CAP II COM 990007940 243326 17476505 SH SHARED 01 03 0 17476505 0
AET RESEARCH 150 COM 990008393 62796 1426238 SH SHARED 01 03 0 1426238 0
AET FEDERAL INCOME COM 990008443 99015 5969815 SH SHARED 01 03 0 5969815 0
AET EQ INDEX BASE COM 990008450 2695046 71766471 SH SHARED 01 03 0 71766471 0
AET EQ INDEX II COM 990008484 8500 244279 SH SHARED 01 03 0 244279 0
AET VALUE COM 990008518 1848 80778 SH SHARED 01 03 0 80778 0
AET COMMON STK COM 990009078 6142 29660 SH SHARED 01 03 0 29660 0
AET BOND COM 990009086 4758 85031 SH SHARED 01 03 0 85031 0
AET EMG GR I COM 990009300 6084 57596 SH SHARED 01 03 0 57596 0
AET CORE GR COM 990009318 65540 466579 SH SHARED 01 03 0 466579 0
AET MANAGED GIC COM 990009326 130418 4160989 SH SHARED 01 03 0 4160989 0
AET EQ INDEX III COM 990018509 24919 773907 SH SHARED 01 03 0 773907 0
STATE STREET BOND COM 994691343 10697 883607 SH SHARED 01 03 0 883607 0
STATE STREET EAFE COM 994691350 6624 490628 SH SHARED 01 03 0 490628 0
ACE LIMITED COM G0070K103 32239 1903400 SH SHARED 01 1903400 0 0
ACE LIMITED COM G0070K103 41753 2465100 SH SHARED 01 05 0 2465100 0
AMDOCS COM G02602103 17850 850000 SH SHARED 01 850000 0 0
AMDOCS COM G02602103 39669 1889000 SH SHARED 01 05 600000 1289000 0
GEM STAR QLF COM G3788V106 21484 275000 SH SHARED 01 275000 0 0
GEM STAR COM G3788V106 40469 518000 SH SHARED 01 05 100000 418000 0
GLOBAL CROSSING LTD COM G3921A100 5662 213667 SH SHARED 01 03 0 213667 0
GLOBALSTAR COM G3930H104 23 1000 SH SHARED 01 05 0 1000 0
LORAL SPACE & COMM LOR COM G56462107 11064 643700 SH SHARED 01 05 0 643700 0
COMMTOUCH SOFTWARE COM M25596103 45 3000 SH SHARED 01 3000 0 0
GALILEO TECHNOLOGY COM M47298100 50 2000 SH SHARED 01 2000 0 0
GALILEO TECHNOLOGY COM M47298100 9500 380000 SH SHARED 01 05 380000 0 0
BAAN CO THE COM N08044104 1784 123000 SH SHARED 01 02 0 123000 0
ROYAL CARIBBEAN COM V7780T103 39015 867000 SH SHARED 01 867000 0 0
ROYAL CARIBBEAN COM V7780T103 1856 41250 SH SHARED 01 02 0 41250 0
ROYAL CARIBBEAN COM V7780T103 2358 52400 SH SHARED 01 03 0 52400 0
TEEKAY SHIPPING COM V89564104 11719 750000 SH SHARED 01 750000 0 0
TEEKAY SHIPPING COM V89564104 10 639 SH SHARED 01 05 0 639 0
FLEXTRONICS INTL LTD COM Y2573F102 32305 555200 SH SHARED 01 555200 0 0
FLEXTRONICS INTL LTD COM Y2573F102 38462 661000 SH SHARED 01 05 200000 461000 0
</TABLE>
