<PAGE>
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: The TCW Group, Inc.
Address: 865 South Figueroa Street
Suite 1800
Los Angeles, CA 90017
13F File Number: 28-2494
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: Karen Hodges
Title: Vice President
Phone: 213-244-0114
Signature, Place, and Date of Signing:
/s/ Karen Hodges
Los Angeles, CA
October 28, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
1
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 2,482
Form 13F Information Table Value Total (in thousands): $16,254,082
List of Other Included Managers:
<TABLE>
<CAPTION>
No. 13F File Number Name
<S> <C> <C>
01 TCW Americas Development Association, L.P. (A)
(d/b/a: TCW Worldwide Opportunities Fund)
02 TCW Special Credits (C)
03 TCW Funds Management, Inc. (F)
04 TCW Investment Management Company (I)
05 TCW Advisors, Inc. (J)
06 TCW/Crescent Mezzanine, L.L.C. (K)
07 TCW London International Limited (L)
08 TCW Asset Management Company (M)
09 TCW Capital Investment Corp. (T)
10 Trust Company of the West (S)
11 Berkley Quantitative Analysis (V
</TABLE>
2
<PAGE>
<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACT MFG INC COMMON 000973107 3471 138,500 SH SOLE S 138500 0 0
AFLAC INC COMMON 001055102 7328 175,000 SH SOLE F 175000 0 0
AHL SVCS INC COMMON 001296102 576 22,100 SH SOLE M 22100 0 0
AMFM INC COMMON 001693100 1948 32,074 SH SOLE M 32074 0 0
AT&T CORP COMMON 001957109 2656 61,060 SH SOLE F 61060 0 0
AT&T CORP COMMON 001957109 95 2,185 SH SOLE M 2185 0 0
AT&T CORP COMMON 001957109 13 300 SH SOLE S 300 0 0
AT&T CORP COMMON 001957109 22 507 SH SOLE T 507 0 0
AT&T CORP COMMON 001957109 15 337 SH SOLE V 337 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 23643 376,400 SH SOLE F 376400 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 1583 25,200 SH SOLE I 25200 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 20298 323,153 SH SOLE M 323153 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 2833 45,100 SH SOLE S 45100 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 6 100 SH SOLE T 100 0 0
AVX CORP NEW COMMON 002444107 400 11,400 SH SOLE M 11400 0 0
AVX CORP NEW COMMON 002444107 2216 63,100 SH SOLE S 63100 0 0
AARON RENTS INC COMMON 002535201 300 17,400 SH SOLE M 17400 0 0
ABACUS DIRECT CORP COMMON 002553105 3205 26,300 SH SOLE F 26300 0 0
ABACUS DIRECT CORP COMMON 002553105 25677 210,685 SH SOLE M 210685 0 0
ABACUS DIRECT CORP COMMON 002553105 1414 11,600 SH SOLE S 11600 0 0
ABERCROMBIE & FITCH CO CL A 002896207 9197 270,000 SH SOLE F 270000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2974 87,300 SH SOLE M 87300 0 0
ACKERLEY GROUP INC COMMON 004527107 172 14,000 SH SOLE M 14000 0 0
ACNIELSEN CORP COMMON 004833109 2768 122,000 SH SOLE M 122000 0 0
ACORN PRODS INC COMMON 004857108 32016 3,162,049 SH SOLE CM 3162049 0 0
ACTION PERFORMANCE COS COMMON 004933107 1696 80,500 SH SOLE F 80500 0 0
ACTION PERFORMANCE COS COMMON 004933107 162 7,700 SH SOLE M 7700 0 0
ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 591 895,000 PRN SOLE M 895000 0 0
ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 30 45,000 PRN SOLE S 45000 0 0
ACX TECHNOLOGIES INC COMMON 005123104 1314 138,286 SH SOLE M 138286 0 0
ACX TECHNOLOGIES INC COMMON 005123104 3221 339,100 SH SOLE S 339100 0 0
</TABLE>
3
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADAPTIVE BROADBAND CORP COMMON 00650M104 385 11,500 SH SOLE M 11500 0 0
ADAPTIVE BROADBAND CORP COMMON 00650M104 2157 64,400 SH SOLE S 64400 0 0
ADAPTEC INC COMMON 00651F108 3588 90,400 SH SOLE M 90400 0 0
ADECCO SA DEPOSITORY RECEI 006754105 1729 25,244 SH SOLE M 25244 0 0
ADELPHIA COMMUNICATIONS CL A 006848105 512 8,700 SH SOLE M 8700 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 6842 38,600 SH SOLE F 38600 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 20308 114,570 SH SOLE M 114570 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 65 365 SH SOLE T 365 0 0
ADOBE SYS INC COMMON 00724F101 2554 22,500 SH SOLE M 22500 0 0
ADVANCED MARKETING SVCS COMMON 00753T105 533 27,000 SH SOLE M 27000 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 3283 51,300 SH SOLE F 51300 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 17687 276,367 SH SOLE M 276367 0 0
AGILE SOFTWARE CORP DEL COMMON 00846X105 2611 40,800 SH SOLE S 40800 0 0
AGRIUM INC COMMON 008916108 36 3,634 SH SOLE M 3634 0 0
AGRIUM INC COMMON 008916108 2748 276,500 SH SOLE S 276500 0 0
AIR EXPRESS INTL CORP COMMON 009104100 1200 52,900 SH SOLE M 52900 0 0
ALBANY INTL CORP CL A 012348108 399 26,374 SH SOLE F 26374 0 0
ALBANY INTL CORP CL A 012348108 1743 115,245 SH SOLE M 115245 0 0
ALBANY INTL CORP CL A 012348108 6752 446,435 SH SOLE S 446435 0 0
ALBERTO CULVER CO CL B CONV 013068101 775 33,500 SH SOLE M 33500 0 0
ALBERTO CULVER CO CL A 013068200 1162 59,400 SH SOLE M 59400 0 0
ALBERTSONS INC COMMON 013104104 694 17,538 SH SOLE F 17538 0 0
ALBERTSONS INC COMMON 013104104 204 5,150 SH SOLE M 5150 0 0
ALBERTSONS INC COMMON 013104104 65 1,650 SH SOLE S 1650 0 0
ALBERTSONS INC COMMON 013104104 2 63 SH SOLE T 63 0 0
ALCOA INC COMMON 013817101 391 6,306 SH SOLE F 6306 0 0
ALCOA INC COMMON 013817101 614 9,900 SH SOLE M 9900 0 0
ALCOA INC COMMON 013817101 614 2,100 SH SOLE S 2100 0 0
ALCOA INC COMMON 013817101 3 50 SH SOLE T 50 0 0
ALEXANDRIA REAL ESTATE E COMMON 015271109 665 22,600 SH SOLE M 22600 0 0
ALKERMES INC COMMON 01642T108 4391 152,400 SH SOLE F 152400 0 0
ALKERMES INC COMMON 01642T108 27445 952,525 SH SOLE M 952525 0 0
</TABLE>
4
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALKERMES INC COMMON 01642T108 1856 64,400 SH SOLE S 64400 0 0
ALKERMES INC COMMON 01642T108 23 800 SH SOLE T 800 0 0
ALLEN TELECOM INC COMMON 018091108 2105 215,900 SH SOLE M 215900 0 0
ALLEN TELECOM INC COMMON 018091108 5802 595,100 SH SOLE S 595100 0 0
ALLERGAN INC COMMON 018490102 5192 47,200 SH SOLE M 47200 0 0
ALLERGAN INC COMMON 018490102 30 270 SH SOLE T 270 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 492 7,100 SH SOLE M 7100 0 0
ALLMERICA FINL CORP COMMON 019754100 3162 66,400 SH SOLE M 66400 0 0
ALLSTATE CORP COMMON 020002101 66 2,661 SH SOLE F 2661 0 0
ALPHARMA INC CL A 020813101 964 27,300 SH SOLE M 27300 0 0
ALPHARMA INC 144A CVT DEB 3.00% 06 020813AC5 4515 3,790,000 PRN SOLE F 3790000 0 0
ALPHARMA INC 144A CVT DEB 3.00% 06 020813AC5 6284 5,275,000 PRN SOLE M 5275000 0 0
ALSTOM DEPOSITORY RECEI 021244108 1643 49,417 SH SOLE M 49417 0 0
ALTERA CORP COMMON 021441100 11338 261,400 SH SOLE F 261400 0 0
ALTERA CORP COMMON 021441100 9968 229,807 SH SOLE M 229807 0 0
ALTERA CORP COMMON 021441100 807 18,600 SH SOLE S 18600 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 5531 7,845,000 PRN SOLE F 7845000 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 15038 21,330,000 PRN SOLE M 21330000 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 39 55,000 PRN SOLE S 55000 0 0
ALTERRA HEALTHCARE CORP COMMON 02146C104 1928 217,287 SH SOLE M 217287 0 0
ALTERRA HEALTHCARE CORP COMMON 02146C104 4850 546,500 SH SOLE S 546500 0 0
AMAZON COM INC COMMON 023135106 30120 376,800 SH SOLE F 376800 0 0
AMAZON COM INC COMMON 023135106 14495 181,330 SH SOLE M 181330 0 0
AMAZON COM INC COMMON 023135106 14509 181,500 SH SOLE S 181500 0 0
AMBAC FINL GROUP INC COMMON 023139108 1857 39,200 SH SOLE M 39200 0 0
AMERADA HESS CORP COMMON 023551104 3369 55,000 SH SOLE M 55000 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 534 5,128 SH SOLE F 5128 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 589 5,660 SH SOLE M 5660 0 0
AMERICA ONLINE CVT DEB 4.00% 11 02364JAB0 81 10,000 PRN SOLE T 10000 0 0
AMERICAN EXPRESS CO COMMON 025816109 2734 20,252 SH SOLE F 20252 0 0
AMERICAN EXPRESS CO COMMON 025816109 782 5,790 SH SOLE M 5790 0 0
AMERICAN EXPRESS CO COMMON 025816109 1725 12,779 SH SOLE S 12779 0 0
</TABLE>
5
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN EXPRESS CO COMMON 025816109 10 75 SH SOLE T 75 0 0
AMERICAN EXPRESS CO COMMON 025816109 10 75 SH SOLE V 75 0 0
AMERICAN GREETINGS CORP CL A 026375105 23 900 SH SOLE M 900 0 0
AMERICAN GREETINGS CORP CL A 026375105 4481 174,000 SH SOLE S 174000 0 0
AMERICAN HOMESTAR CORP COMMON 026651109 46 11,800 SH SOLE M 11800 0 0
AMERICAN INTL GROUP INC COMMON 026874107 230 2,650 SH AM 2650 0 0
AMERICAN INTL GROUP INC COMMON 026874107 9226 106,119 SH SOLE F 106119 0 0
AMERICAN INTL GROUP INC COMMON 026874107 485 5,575 SH SOLE J 5575 0 0
AMERICAN INTL GROUP INC COMMON 026874107 95526 1,098,793 SH SOLE M 1098793 0 0
AMERICAN INTL GROUP INC COMMON 026874107 32139 369,683 SH SOLE S 369683 0 0
AMERICAN INTL GROUP INC COMMON 026874107 60 687 SH SOLE T 687 0 0
AMERICAN INTL GROUP INC COMMON 026874107 11 125 SH SOLE V 125 0 0
AMERICAN MGMT SYS INC COMMON 027352103 577 22,487 SH SOLE M 22487 0 0
AMERICAN MED SEC GROUP I COMMON 02744P101 395 60,700 SH SOLE M 60700 0 0
AMERICAN MED SEC GROUP I COMMON 02744P101 1810 278,400 SH SOLE S 278400 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 1117 133,400 SH SOLE I 133400 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 490 58,500 SH SOLE M 58500 0 0
AMERICAN STS WTR CO COMMON 029899101 1100 33,200 SH SOLE M 33200 0 0
AMERICAN TOWER CORP CL A 029912201 10443 532,115 SH SOLE F 532115 0 0
AMERICAN TOWER CORP CL A 029912201 6957 354,481 SH SOLE M 354481 0 0
AMERICAN TOWER CORP CL A 029912201 237 12,100 SH SOLE S 12100 0 0
AMERICAN TOWER CORP CL A 029912201 6 300 SH SOLE T 300 0 0
AMERICAN WTR WKS INC COMMON 030411102 1302 45,000 SH SOLE M 45000 0 0
AMERICAN WOODMARK CORP COMMON 030506109 572 21,300 SH SOLE M 21300 0 0
AMERICREDIT CORP COMMON 03060R101 684 45,800 SH SOLE M 45800 0 0
AMERITRADE 144A CVT DEB 5.75% 8/ 03072HAA7 2741 3,755,000 PRN SOLE F 3755000 0 0
AMES DEPT STORES INC COM NEW 030789507 319 10,000 SH SOLE M 10000 0 0
AMERITECH CORP NEW COMMON 030954101 874 13,099 SH SOLE F 13099 0 0
AMERITECH CORP NEW COMMON 030954101 16 240 SH SOLE M 240 0 0
AMERITECH CORP NEW COMMON 030954101 8 125 SH SOLE T 125 0 0
AMERITECH CORP NEW COMMON 030954101 3 50 SH SOLE V 50 0 0
AMGEN INC COMMON 031162100 544 6,675 SH SOLE F 6675 0 0
</TABLE>
6
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMGEN INC COMMON 031162100 791 9,700 SH SOLE M 9700 0 0
AMGEN INC COMMON 031162100 33 400 SH SOLE T 400 0 0
AMGEN INC COMMON 031162100 2 25 SH SOLE V 25 0 0
ANADARKO PETE CORP COMMON 032511107 2567 84,000 SH SOLE M 84000 0 0
ANADARKO PETE CORP COMMON 032511107 31834 1,041,600 SH SOLE S 1041600 0 0
ANCOR COMMUNICATIONS INC COMMON 03332K108 3385 139,600 SH SOLE F 139600 0 0
ANCOR COMMUNICATIONS INC COMMON 03332K108 11316 466,631 SH SOLE M 466631 0 0
ANCOR COMMUNICATIONS INC COMMON 03332K108 1116 46,000 SH SOLE S 46000 0 0
ANDRX CORP COMMON 034551101 8458 144,500 SH SOLE F 144500 0 0
ANDRX CORP COMMON 034551101 7930 135,482 SH SOLE M 135482 0 0
ANDRX CORP COMMON 034551101 281 4,800 SH SOLE S 4800 0 0
ANDRX CORP COMMON 034551101 35 590 SH SOLE T 590 0 0
ANGELICA CORP COMMON 034663104 17 1,500 SH SOLE M 1500 0 0
ANGELICA CORP COMMON 034663104 2933 255,000 SH SOLE S 255000 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 427 6,100 SH SOLE F 6100 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 112 1,600 SH SOLE M 1600 0 0
ANHEUSER BUSCH COS INC COMMON 035229103 4 50 SH SOLE T 50 0 0
ANIXTER INTL INC COMMON 035290105 930 40,000 SH SOLE F 40000 0 0
ANIXTER INTL INC COMMON 035290105 771 33,181 SH SOLE M 33181 0 0
ANIXTER INTL INC COMMON 035290105 4790 206,000 SH SOLE S 206000 0 0
ANNALY MTG MGMT INC COMMON 035710409 2794 300,000 SH SOLE I 300000 0 0
ANNTAYLOR STORES CORP COMMON 036115103 8122 198,700 SH SOLE F 198700 0 0
ANNTAYLOR STORES CORP COMMON 036115103 13183 322,519 SH SOLE M 322519 0 0
ANNTAYLOR STORES CORP COMMON 036115103 1169 28,600 SH SOLE S 28600 0 0
ANTEC CORP COMMON 03664P105 1817 34,200 SH SOLE M 34200 0 0
ANTEC CORP COMMON 03664P105 754 14,200 SH SOLE S 14200 0 0
ANTHRACITE CAP INC COMMON 037023108 3438 500,000 SH SOLE I 500000 0 0
ANTHRACITE CAP INC COMMON 037023108 1868 271,700 SH SOLE M 271700 0 0
ANVIL HOLDINGS CLASS B 037344108 743 72,500 SH SOLE I 72500 0 0
ANVIL HOLDINGS CLASS B 037344108 2265 221,000 SH SOLE K 221000 0 0
ANWORTH MORTGAGE ASSET C COMMON 037347101 757 155,200 SH SOLE I 155200 0 0
APACHE CORP COMMON 037411105 2695 62,400 SH SOLE M 62400 0 0
</TABLE>
7
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APACHE CORP 6.50 CVT PF "ACE 037411600 7352 183,800 SH SOLE F 183800 0 0
APACHE CORP 6.50 CVT PF "ACE 037411600 22418 560,460 SH SOLE M 560460 0 0
APACHE CORP 6.50 CVT PF "ACE 037411600 79 1,985 SH SOLE T 1985 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3063 80,090 SH SOLE M 80090 0 0
APEX MORTGAGE CAPITAL COMMON 037564101 3647 294,667 SH SOLE T 294667 0 0
APRIA HEALTHCARE GROUP COMMON 037933108 1270 75,800 SH SOLE M 75800 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 434 58,900 SH SOLE M 58900 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 2937 398,200 SH SOLE S 398200 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 74 4,104 SH SOLE M 4104 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 3692 205,100 SH SOLE S 205100 0 0
APPLIED MATLS INC COMMON 038222105 528 6,800 SH AM 6800 0 0
APPLIED MATLS INC COMMON 038222105 20919 269,269 SH SOLE F 269269 0 0
APPLIED MATLS INC COMMON 038222105 1305 16,800 SH SOLE J 16800 0 0
APPLIED MATLS INC COMMON 038222105 262010 3,372,615 SH SOLE M 3372615 0 0
APPLIED MATLS INC COMMON 038222105 62430 803,600 SH SOLE S 803600 0 0
APPLIED MATLS INC COMMON 038222105 11 140 SH SOLE T 140 0 0
APPLIED MATLS INC COMMON 038222105 2 25 SH SOLE V 25 0 0
APPLIED PWR INC CL A 038225108 729 24,000 SH SOLE F 24000 0 0
APPLIED PWR INC CL A 038225108 1948 64,145 SH SOLE M 64145 0 0
APPLIED PWR INC CL A 038225108 10279 338,400 SH SOLE S 338400 0 0
ARACRUZ CELULOSE ADR ADR 038496204 522 25,000 SH SOLE A 25000 0 0
ARACRUZ CELULOSE ADR ADR 038496204 914 43,790 SH SOLE F 43790 0 0
ARACRUZ CELULOSE ADR ADR 038496204 43 2,050 SH SOLE M 2050 0 0
ARACRUZ CELULOSE ADR ADR 038496204 92 4,400 SH SOLE S 4400 0 0
ARDEN GROUP CL A (HY) COMMON 039762109 1232 30,794 SH SOLE I 30794 0 0
ARIBA INC COMMON 04033V104 23973 165,900 SH SOLE F 165900 0 0
ARIBA INC COMMON 04033V104 11611 80,354 SH SOLE M 80354 0 0
ARIBA INC COMMON 04033V104 939 6,500 SH SOLE S 6500 0 0
ARIBA INC COMMON 04033V104 14 100 SH SOLE T 100 0 0
ARKANSAS BEST CORP DEL COMMON 040790107 830 67,100 SH SOLE M 67100 0 0
ARKANSAS BEST CORP DEL COMMON 040790107 4361 352,400 SH SOLE S 352400 0 0
ARMOR HOLDINGS INC COMMON 042260109 164 15,100 SH SOLE M 15100 0 0
</TABLE>
8
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARROW ELECTRS INC COMMON 042735100 820 46,500 SH SOLE F 46500 0 0
ARROW ELECTRS INC COMMON 042735100 1951 110,697 SH SOLE M 110697 0 0
ARROW ELECTRS INC COMMON 042735100 10071 571,400 SH SOLE S 571400 0 0
ARTHROCARE CORP COMMON 043136100 393 7,200 SH SOLE F 7200 0 0
ARTHROCARE CORP COMMON 043136100 12334 225,800 SH SOLE M 225800 0 0
ARTHROCARE CORP COMMON 043136100 421 7,700 SH SOLE S 7700 0 0
ASCENT ENTMT GROUP INC COMMON 043628106 1323 96,200 SH SOLE M 96200 0 0
ASCENT ENTMT GROUP INC COMMON 043628106 5155 374,900 SH SOLE S 374900 0 0
ASPECT DEV INC COMMON 045234101 1709 67,500 SH SOLE F 67500 0 0
ASPECT DEV INC COMMON 045234101 8161 322,392 SH SOLE M 322392 0 0
ASPECT DEV INC COMMON 045234101 770 30,400 SH SOLE S 30400 0 0
AT HOME CORP COM SER A 045919107 12553 302,947 SH SOLE F 302947 0 0
AT HOME CORP COM SER A 045919107 18390 443,797 SH SOLE M 443797 0 0
AT HOME CORP COM SER A 045919107 2084 50,286 SH SOLE S 50286 0 0
AT HOME CORP COM SER A 045919107 8 200 SH SOLE T 200 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 687 19,089 SH SOLE F 19089 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 1446 40,164 SH SOLE M 40164 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 5695 158,194 SH SOLE S 158194 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 5 150 SH SOLE T 150 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 6 157 SH SOLE V 157 0 0
ASTEC INDS INC COMMON 046224101 1792 74,300 SH SOLE F 74300 0 0
ASTEC INDS INC COMMON 046224101 8191 339,539 SH SOLE M 339539 0 0
ASTEC INDS INC COMMON 046224101 610 25,300 SH SOLE S 25300 0 0
ASTEC INDS INC COMMON 046224101 12 500 SH SOLE T 500 0 0
ASTORIA FINL CORP COMMON 046265104 203 6,600 SH SOLE F 6600 0 0
ASTORIA FINL CORP COMMON 046265104 49 1,600 SH SOLE M 1600 0 0
ASTORIA FINL CORP COMMON 046265104 9 300 SH SOLE S 300 0 0
ATWOOD OCEANICS INC COMMON 050095108 2298 75,200 SH SOLE M 75200 0 0
AUTHENTIC FITNESS CORP COMMON 052661105 915 52,100 SH SOLE M 52100 0 0
AUTHENTIC FITNESS CORP COMMON 052661105 4122 234,700 SH SOLE S 234700 0 0
AVALONBAY CMNTYS INC COMMON 053484101 650 19,200 SH SOLE M 19200 0 0
AVIS RENT A CAR INC COMMON 053790101 564 27,000 SH SOLE M 27000 0 0
</TABLE>
9
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AXA ADR 054536107 2252 35,289 SH SOLE M 35289 0 0
BB&T CORP COMMON 054937107 2 50 SH SOLE T 50 0 0
BHA GROUP HLDGS INC COMMON 055446108 2373 244,929 SH SOLE S 244929 0 0
BJ SVCS CO COMMON 055482103 2847 89,500 SH SOLE M 89500 0 0
BJ SVCS CO COMMON 055482103 35 1,100 SH SOLE T 1100 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 2439 82,500 SH SOLE M 82500 0 0
BP AMOCO P L C ADR 055622104 1537 13,866 SH SOLE M 13866 0 0
BTG INC COMMON 05576J101 2184 296,100 SH SOLE S 296100 0 0
BAKER HUGHES INC COMMON 057224107 7928 273,381 SH SOLE F 273381 0 0
BAKER HUGHES INC COMMON 057224107 2656 91,575 SH SOLE M 91575 0 0
BAKER HUGHES INC COMMON 057224107 618 21,300 SH SOLE S 21300 0 0
BAKER HUGHES INC COMMON 057224107 35 1,220 SH SOLE T 1220 0 0
BAKER HUGHES INC COMMON 057224107 1 25 SH SOLE V 25 0 0
BAKER J INC COMMON 057232100 1537 195,200 SH SOLE M 195200 0 0
BAKER J INC COMMON 057232100 3982 505,700 SH SOLE S 505700 0 0
BALDOR ELEC CO COMMON 057741100 27 1,400 SH SOLE M 1400 0 0
BALDOR ELEC CO COMMON 057741100 3914 206,700 SH SOLE S 206700 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 229 96,400 SH SOLE M 96400 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 1197 503,800 SH SOLE S 503800 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 1613 77,497 SH SOLE F 77497 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 86 4,120 SH SOLE M 4120 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 186 8,920 SH SOLE S 8920 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 1205 60,625 SH SOLE F 60625 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 44 2,190 SH SOLE M 2190 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 93 4,675 SH SOLE S 4675 0 0
BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 468 27,200 SH SOLE F 27200 0 0
BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 66 3,840 SH SOLE M 3840 0 0
BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 28 1,630 SH SOLE S 1630 0 0
BANCO SANTIAGO DEPOSITORY RECEI 05965L105 994 49,720 SH SOLE F 49720 0 0
BANCO SANTIAGO DEPOSITORY RECEI 05965L105 32 1,600 SH SOLE M 1600 0 0
BANCO SANTIAGO DEPOSITORY RECEI 05965L105 94 4,700 SH SOLE S 4700 0 0
BANK OF AMERICA CORP COMMON 060505104 1056 18,958 SH SOLE F 18958 0 0
</TABLE>
10
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANK OF AMERICA CORP COMMON 060505104 1173 21,070 SH SOLE M 21070 0 0
BANK OF AMERICA CORP COMMON 060505104 342 6,150 SH SOLE S 6150 0 0
BANK OF AMERICA CORP COMMON 060505104 11 200 SH SOLE T 200 0 0
BANK OF AMERICA CORP COMMON 060505104 10 181 SH SOLE V 181 0 0
BANK ONE CORP COMMON 06423A103 176 5,058 SH SOLE F 5058 0 0
BANK ONE CORP COMMON 06423A103 484 13,897 SH SOLE M 13897 0 0
BANK ONE CORP COMMON 06423A103 54 1,550 SH SOLE S 1550 0 0
BANK ONE CORP COMMON 06423A103 5 150 SH SOLE T 150 0 0
BANK ONE CORP COMMON 06423A103 4 125 SH SOLE V 125 0 0
BANK UTD CORP CL A 065412108 2765 85,400 SH SOLE M 85400 0 0
BANTA CORP COMMON 066821109 64 2,869 SH SOLE M 2869 0 0
BANTA CORP COMMON 066821109 4197 188,100 SH SOLE S 188100 0 0
BARD C R INC COMMON 067383109 9413 200,000 SH SOLE F 200000 0 0
BARD C R INC COMMON 067383109 2212 47,000 SH SOLE M 47000 0 0
BARCLAYS PLC ADR 06738E204 1974 16,587 SH SOLE M 16587 0 0
BARNESANDNOBLE COM INC CL A 067846105 2097 108,600 SH SOLE F 108600 0 0
BARNESANDNOBLE COM INC CL A 067846105 11596 600,443 SH SOLE M 600443 0 0
BARNESANDNOBLE COM INC CL A 067846105 1012 52,400 SH SOLE S 52400 0 0
BARRETT RESOURCES CORP COM PAR $0.01 068480201 1873 50,711 SH SOLE M 50711 0 0
BARRETT RESOURCES CORP COM PAR $0.01 068480201 3409 92,300 SH SOLE S 92300 0 0
BAUSCH & LOMB INC COMMON 071707103 2090 31,700 SH SOLE M 31700 0 0
BEA SYS INC COMMON 073325102 3930 111,300 SH SOLE M 111300 0 0
BEAR STEARNS COS INC COMMON 073902108 969 25,200 SH SOLE M 25200 0 0
BECTON DICKINSON & CO COMMON 075887109 696 24,800 SH SOLE F 24800 0 0
BECTON DICKINSON & CO COMMON 075887109 171 6,100 SH SOLE M 6100 0 0
BECTON DICKINSON & CO COMMON 075887109 48 1,700 SH SOLE S 1700 0 0
BECTON DICKINSON & CO COMMON 075887109 3 100 SH SOLE T 100 0 0
BECTON DICKINSON & CO COMMON 075887109 1 50 SH SOLE V 50 0 0
BED BATH & BEYOND INC COMMON 075896100 21273 608,900 SH SOLE F 608900 0 0
BED BATH & BEYOND INC COMMON 075896100 22260 637,136 SH SOLE M 637136 0 0
BED BATH & BEYOND INC COMMON 075896100 1998 57,200 SH SOLE S 57200 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 324 19,200 SH SOLE M 19200 0 0
</TABLE>
11
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 2545 150,800 SH SOLE S 150800 0 0
BELL ATLANTIC CORP COMMON 077853109 953 14,156 SH SOLE F 14156 0 0
BELL ATLANTIC CORP COMMON 077853109 978 14,527 SH SOLE M 14527 0 0
BELL ATLANTIC CORP COMMON 077853109 50 750 SH SOLE S 750 0 0
BELL ATLANTIC CORP COMMON 077853109 12 175 SH SOLE T 175 0 0
BELL ATLANTIC CORP COMMON 077853109 8 125 SH SOLE V 125 0 0
BELL INDS INC COMMON 078107109 402 91,840 SH SOLE M 91840 0 0
BELL INDS INC COMMON 078107109 1458 333,152 SH SOLE S 333152 0 0
BELLSOUTH CORP COMMON 079860102 909 20,205 SH SOLE F 20205 0 0
BELLSOUTH CORP COMMON 079860102 833 18,500 SH SOLE M 18500 0 0
BELLSOUTH CORP COMMON 079860102 293 6,500 SH SOLE S 6500 0 0
BELLSOUTH CORP COMMON 079860102 18 400 SH SOLE T 400 0 0
BELLSOUTH CORP COMMON 079860102 8 175 SH SOLE V 175 0 0
BENCHMARK ELECTRS INC COMMON 08160H101 307 8,700 SH SOLE M 8700 0 0
BERGEN BRUNSWIG CORP CL A 083739102 561 54,100 SH SOLE F 54100 0 0
BERGEN BRUNSWIG CORP CL A 083739102 1395 134,500 SH SOLE M 134500 0 0
BERGEN BRUNSWIG CORP CL A 083739102 3362 324,000 SH SOLE S 324000 0 0
BERINGER WINE ESTAATES CLASS B 084102102 9439 230,925 SH SOLE K 230925 0 0
BERINGER WINE ESTAATES CLASS B 084102102 1887 46,155 SH SOLE M 46155 0 0
BERKLEY W R CORP COMMON 084423102 246 10,700 SH SOLE M 10700 0 0
BERKLEY W R CORP COMMON 084423102 4264 185,400 SH SOLE S 185400 0 0
BEST BUY INC COMMON 086516101 19013 306,656 SH SOLE F 306656 0 0
BEST BUY INC COMMON 086516101 20728 334,316 SH SOLE M 334316 0 0
BEST BUY INC COMMON 086516101 24719 398,700 SH SOLE S 398700 0 0
BEST BUY INC COMMON 086516101 25 400 SH SOLE T 400 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 522 122,900 SH SOLE F 122900 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 167 39,288 SH SOLE M 39288 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 35 8,200 SH SOLE S 8200 0 0
BINDVIEW DEV CORP COMMON 090327107 224 11,400 SH SOLE M 11400 0 0
BINDVIEW DEV CORP COMMON 090327107 740 37,600 SH SOLE S 37600 0 0
BIO RAD LABS INC CL A 090572207 1593 58,200 SH SOLE M 58200 0 0
BIO RAD LABS INC CL A 090572207 6403 233,900 SH SOLE S 233900 0 0
</TABLE>
12
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOCHEM PHARMA INC COMMON 09058T108 357 14,900 SH SOLE M 14900 0 0
BIOCHEM PHARMA INC COMMON 09058T108 1202 50,200 SH SOLE S 50200 0 0
BIOGEN INC COMMON 090597105 24873 315,600 SH SOLE F 315600 0 0
BIOGEN INC COMMON 090597105 18182 230,703 SH SOLE M 230703 0 0
BIOGEN INC COMMON 090597105 18647 236,600 SH SOLE S 236600 0 0
BIOGEN INC COMMON 090597105 66 840 SH SOLE T 840 0 0
BIOMATRIX INC COMMON 09060P102 197 8,800 SH SOLE F 8800 0 0
BIOMATRIX INC COMMON 09060P102 7543 336,200 SH SOLE M 336200 0 0
BIOMATRIX INC COMMON 09060P102 245 10,900 SH SOLE S 10900 0 0
BIOMET INC COMMON 090613100 934 35,500 SH SOLE M 35500 0 0
BLACK BOX CORP DEL COMMON 091826107 1780 33,900 SH SOLE M 33900 0 0
BOEING CO COMMON 097023105 6149 144,266 SH SOLE F 144266 0 0
BOEING CO COMMON 097023105 1886 44,241 SH SOLE M 44241 0 0
BOEING CO COMMON 097023105 35909 842,450 SH SOLE S 842450 0 0
BOEING CO COMMON 097023105 50 1,180 SH SOLE T 1180 0 0
BOEING CO COMMON 097023105 3 75 SH SOLE V 75 0 0
BOISE CASCADE CORP COMMON 097383103 2095 57,500 SH SOLE M 57500 0 0
BORDERS GROUP INC COMMON 099709107 677 46,100 SH SOLE F 46100 0 0
BORDERS GROUP INC COMMON 099709107 201 13,679 SH SOLE M 13679 0 0
BORDERS GROUP INC COMMON 099709107 3005 204,600 SH SOLE S 204600 0 0
BOSTON PROPERTIES INC COMMON 101121101 420 13,700 SH SOLE M 13700 0 0
BOWNE & CO INC COMMON 103043105 1158 95,500 SH SOLE M 95500 0 0
BOWNE & CO INC COMMON 103043105 2811 231,800 SH SOLE S 231800 0 0
BRIO TECHNOLOGY INC COMMON 109704106 287 12,900 SH SOLE F 12900 0 0
BRIO TECHNOLOGY INC COMMON 109704106 9977 448,400 SH SOLE M 448400 0 0
BRIO TECHNOLOGY INC COMMON 109704106 338 15,200 SH SOLE S 15200 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 404 5,989 SH SOLE F 5989 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 412 6,100 SH SOLE M 6100 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 15 225 SH SOLE T 225 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 17 250 SH SOLE V 250 0 0
BRITISH TELECOMMUNICATIO DEPOSITORY RECEI 111021408 1588 10,249 SH SOLE M 10249 0 0
BROADCOM CORP CL A 111320107 327 3,000 SH SOLE M 3000 0 0
</TABLE>
13
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BROADVISION INC COMMON 111412102 412 3,100 SH SOLE M 3100 0 0
BROWN & BROWN INC COMMON 115236101 1553 46,700 SH SOLE M 46700 0 0
BUCA INC COMMON 117769109 195 15,000 SH SOLE F 15000 0 0
BUCA INC COMMON 117769109 6096 468,900 SH SOLE M 468900 0 0
BUCA INC COMMON 117769109 208 16,000 SH SOLE S 16000 0 0
BURLINGTON INDS INC COMMON 121693105 14 3,000 SH SOLE M 3000 0 0
BURLINGTON INDS INC COMMON 121693105 1863 414,000 SH SOLE S 414000 0 0
BURLINGTON NRTH SANTA FE COMMON 12189T104 1224 44,521 SH SOLE F 44521 0 0
BURLINGTON NRTH SANTA FE COMMON 12189T104 1328 48,307 SH SOLE M 48307 0 0
BURLINGTON NRTH SANTA FE COMMON 12189T104 411 14,950 SH SOLE S 14950 0 0
BURLINGTON NRTH SANTA FE COMMON 12189T104 24 890 SH SOLE T 890 0 0
BURLINGTON RES INC COMMON 122014103 27144 738,600 SH SOLE S 738600 0 0
BURNS INTL SVCS CORP COMMON 122374101 926 57,400 SH SOLE M 57400 0 0
BURNS INTL SVCS CORP COMMON 122374101 314 19,500 SH SOLE S 19500 0 0
BUSH BOAKE ALLEN INC COMMON 123162109 343 13,000 SH SOLE M 13000 0 0
BUSH BOAKE ALLEN INC COMMON 123162109 3904 148,000 SH SOLE S 148000 0 0
BUSH INDS INC CL A 123164105 1361 104,200 SH SOLE M 104200 0 0
BUSH INDS INC CL A 123164105 4800 367,500 SH SOLE S 367500 0 0
C&D TECHNOLOGIES INC COMMON 124661109 2142 59,000 SH SOLE M 59000 0 0
CBT GROUP PUB LTD DEPOSITORY RECEI 124853300 2524 102,500 SH SOLE F 102500 0 0
CBT GROUP PUB LTD DEPOSITORY RECEI 124853300 8863 359,906 SH SOLE M 359906 0 0
CBT GROUP PUB LTD DEPOSITORY RECEI 124853300 825 33,500 SH SOLE S 33500 0 0
CCB FINL CORP COMMON 124875105 1170 28,100 SH SOLE M 28100 0 0
CBS CORPORATION COMMON 12490K107 649 14,043 SH SOLE M 14043 0 0
CBS CORPORATION COMMON 12490K107 5 100 SH SOLE T 100 0 0
CBS CORPORATION COMMON 12490K107 1 25 SH SOLE V 25 0 0
C-CUBE MICROSYSTEMS INC COMMON 125015107 218 5,000 SH SOLE M 5000 0 0
C H ROBINSON WORLDWIDE I COMMON 12541W100 1415 42,000 SH SOLE M 42000 0 0
CKE RESTAURANTS CVT DEB 4.25% 03 12561EAB1 5794 9,000,000 PRN SOLE M 9000000 0 0
CKE RESTAURANTS CVT DEB 4.25% 03 12561EAB1 35 55,000 PRN SOLE S 55000 0 0
CK WITCO CORP COMMON 12562C108 623 41,900 SH SOLE F 41900 0 0
CK WITCO CORP COMMON 12562C108 200 13,432 SH SOLE M 13432 0 0
</TABLE>
14
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CK WITCO CORP COMMON 12562C108 3612 242,800 SH SOLE S 242800 0 0
CMI CORP CL A 125761304 327 46,700 SH SOLE M 46700 0 0
CMI CORP CL A 125761304 1378 196,900 SH SOLE S 196900 0 0
CMP GROUP INC COMMON 125887109 1250 47,400 SH SOLE M 47400 0 0
CSG SYS INTL INC COMMON 126349109 13488 492,164 SH SOLE F 492164 0 0
CSG SYS INTL INC COMMON 126349109 63648 2,322,407 SH SOLE M 2322407 0 0
CSG SYS INTL INC COMMON 126349109 4591 167,500 SH SOLE S 167500 0 0
CUNO INC COMMON 126583103 1159 58,300 SH SOLE M 58300 0 0
CUNO INC COMMON 126583103 3854 193,900 SH SOLE S 193900 0 0
CABLEVISION SYS CORP CL A 12686C109 28642 393,700 SH SOLE F 393700 0 0
CABLEVISION SYS CORP CL A 12686C109 19708 270,904 SH SOLE M 270904 0 0
CABLEVISION SYS CORP CL A 12686C109 677 9,300 SH SOLE S 9300 0 0
CABLE DESIGN TECHNOLOGIE COMMON 126924109 1658 72,700 SH SOLE M 72700 0 0
CADILLAC FAIRVIEW CORP COMMON 126929207 82155 3,896,390 SH DEFINED CM 1065269 2831121 0
CABOT OIL & GAS CORP CL A 127097103 720 41,755 SH SOLE M 41755 0 0
CABOT OIL & GAS CORP CL A 127097103 4570 264,900 SH SOLE S 264900 0 0
CALIFORNIA MICRO DEVICES COMMON 130439102 748 170,900 SH SOLE M 170900 0 0
CALIFORNIA MICRO DEVICES COMMON 130439102 2359 539,200 SH SOLE S 539200 0 0
CALLAWAY GOLF CO COMMON 131193104 3189 261,700 SH SOLE S 261700 0 0
CALPINE CORP COMMON 131347106 1089 12,800 SH SOLE M 12800 0 0
CAMBRIDGE TECH PARTNERS COMMON 132524109 737 50,800 SH SOLE F 50800 0 0
CAMBRIDGE TECH PARTNERS COMMON 132524109 204 14,055 SH SOLE M 14055 0 0
CAMBRIDGE TECH PARTNERS COMMON 132524109 4276 294,900 SH SOLE S 294900 0 0
CAMPBELL SOUP CO COMMON 134429109 4 100 SH SOLE T 100 0 0
CANADIAN 88 ENERGY CORP COM NEW 13566G509 38 18,047 SH SOLE M 18047 0 0
CANADIAN 88 ENERGY CORP COM NEW 13566G509 2406 1,132,200 SH SOLE S 1132200 0 0
CAPITAL ONE FINL CORP COMMON 14040H105 757 19,400 SH SOLE M 19400 0 0
CAPITAL ONE FINL CORP COMMON 14040H105 5 125 SH SOLE V 125 0 0
CAPSTEAD MTG CORP PFD B CV $1.26 14067E308 5168 520,000 SH SOLE I 520000 0 0
CARBIDE/GRAPHITE GROUP I COMMON 140777103 798 92,500 SH SOLE M 92500 0 0
CARBIDE/GRAPHITE GROUP I COMMON 140777103 2120 245,800 SH SOLE S 245800 0 0
CASCADE CORP COMMON 147195101 2378 226,500 SH SOLE S 226500 0 0
</TABLE>
15
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CASEYS GEN STORES INC COMMON 147528103 779 58,100 SH SOLE M 58100 0 0
CATELLUS DEV CORP COMMON 149111106 1547 131,700 SH SOLE M 131700 0 0
CATERPILLAR INC DEL COMMON 149123101 14799 270,000 SH SOLE S 270000 0 0
CATERPILLAR INC DEL COMMON 149123101 3 50 SH SOLE T 50 0 0
CATHERINES STORES CORP COMMON 14916F100 526 40,100 SH SOLE M 40100 0 0
CATHERINES STORES CORP COMMON 14916F100 2940 224,000 SH SOLE S 224000 0 0
CEMEX S A DEPOSITORY RECEI 151290889 9395 389,447 SH SOLE A 389447 0 0
CEMEX S A DEPOSITORY RECEI 151290889 4554 188,782 SH SOLE F 188782 0 0
CEMEX S A DEPOSITORY RECEI 151290889 144 5,958 SH SOLE M 5958 0 0
CEMEX S A DEPOSITORY RECEI 151290889 311 12,900 SH SOLE S 12900 0 0
CENDANT CORP COMMON 151313103 9718 547,500 SH SOLE F 547500 0 0
CENDANT CORP COMMON 151313103 753 42,400 SH SOLE M 42400 0 0
CENDANT CORP COMMON 151313103 1 75 SH SOLE T 75 0 0
CENTERPOINT PPTYS TR SH BEN INT 151895109 540 16,000 SH SOLE M 16000 0 0
CENTOCOR INC COMMON 152342101 1031 17,600 SH SOLE M 17600 0 0
CENTOCOR INC 144A CVT 4.75% 02/15/ 152342AC5 79 60,000 PRN SOLE F 60000 0 0
CENTOCOR INC 144A CVT 4.75% 02/15/ 152342AC5 2587 1,975,000 PRN SOLE M 1975000 0 0
CENTOCOR INC SDCV 4.750 2/1 152342AE1 7271 5,550,000 PRN SOLE F 5550000 0 0
CENTOCOR INC SDCV 4.750 2/1 152342AE1 17613 13,445,000 PRN SOLE M 13445000 0 0
CENTOCOR INC SDCV 4.750 2/1 152342AE1 79 60,000 PRN SOLE T 60000 0 0
CENTRAL GARDEN PET CONV DEB 6% 11/1 153527AC0 49 65,000 PRN SOLE S 65000 0 0
CENTURY ALUM CO COMMON 156431108 2933 272,800 SH SOLE S 272800 0 0
CENTURYTEL INC COMMON 156700106 2572 63,300 SH SOLE M 63300 0 0
CHAMPION INTL CORP COMMON 158525105 3920 76,300 SH SOLE M 76300 0 0
CHAMPIONSHIP AUTO RACING COMMON 158711101 2748 105,700 SH SOLE F 105700 0 0
CHAMPIONSHIP AUTO RACING COMMON 158711101 11176 429,864 SH SOLE M 429864 0 0
CHAMPIONSHIP AUTO RACING COMMON 158711101 918 35,300 SH SOLE S 35300 0 0
CHART HOUSE ENTERPRISES COMMON 160902102 987 181,600 SH SOLE M 181600 0 0
CHART HOUSE ENTERPRISES COMMON 160902102 2839 522,200 SH SOLE S 522200 0 0
CHASE MANHATTAN CORP NEW COMMON 16161A108 837 11,098 SH SOLE F 11098 0 0
CHASE MANHATTAN CORP NEW COMMON 16161A108 916 12,150 SH SOLE M 12150 0 0
CHASE MANHATTAN CORP NEW COMMON 16161A108 275 3,650 SH SOLE S 3650 0 0
</TABLE>
16
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHASE MANHATTAN CORP NEW COMMON 16161A108 8 100 SH SOLE T 100 0 0
CHASE MANHATTAN CORP NEW COMMON 16161A108 8 100 SH SOLE V 100 0 0
CHEAP TICKETS INC COMMON 162672109 1651 51,000 SH SOLE F 51000 0 0
CHEAP TICKETS INC COMMON 162672109 5457 168,567 SH SOLE M 168567 0 0
CHEAP TICKETS INC COMMON 162672109 541 16,700 SH SOLE S 16700 0 0
CHECKFREE HLDGS CORP COMMON 162816102 4310 104,800 SH SOLE F 104800 0 0
CHECKFREE HLDGS CORP COMMON 162816102 15318 372,472 SH SOLE M 372472 0 0
CHECKFREE HLDGS CORP COMMON 162816102 1464 35,600 SH SOLE S 35600 0 0
CHEROKEE INC DEL NEW COMMON 16444H102 1630 201,400 SH SOLE I 201400 0 0
CHEROKEE INC DEL NEW COMMON 16444H102 1327 164,000 SH SOLE M 164000 0 0
CHEVRON CORPORATION COMMON 166751107 4274 48,160 SH SOLE F 48160 0 0
CHEVRON CORPORATION COMMON 166751107 618 6,960 SH SOLE M 6960 0 0
CHEVRON CORPORATION COMMON 166751107 12722 143,350 SH SOLE S 143350 0 0
CHEVRON CORPORATION COMMON 166751107 13 150 SH SOLE T 150 0 0
CHEVRON CORPORATION COMMON 166751107 4 50 SH SOLE V 50 0 0
CHIEFTAIN INTL INC COMMON 16867C101 673 35,400 SH SOLE M 35400 0 0
CHOICE HOTELS INTL INC COMMON 169905106 1457 85,100 SH SOLE M 85100 0 0
CHIREX INC COMMON 170038103 994 38,500 SH SOLE M 38500 0 0
CHOICEPOINT INC COMMON 170388102 478 7,100 SH SOLE M 7100 0 0
CHOICEPOINT INC COMMON 170388102 782 11,600 SH SOLE S 11600 0 0
CINCINNATI BELL INC COMMON 171870108 6317 325,000 SH SOLE F 325000 0 0
CIRCLE INTL GROUP INC COMMON 172574105 323 15,800 SH SOLE M 15800 0 0
CIRCLE INTL GROUP INC COMMON 172574105 2403 117,600 SH SOLE S 117600 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 8438 200,000 SH SOLE F 200000 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 489 11,600 SH SOLE M 11600 0 0
CIRRUS LOGIC CORP COMMON 172755100 1395 126,800 SH SOLE M 126800 0 0
CIRRUS LOGIC CORP COMMON 172755100 7280 661,800 SH SOLE S 661800 0 0
CISCO SYS INC COMMON 17275R102 583 8,500 SH AM 8500 0 0
CISCO SYS INC COMMON 17275R102 29597 431,676 SH SOLE F 431676 0 0
CISCO SYS INC COMMON 17275R102 1447 21,100 SH SOLE J 21100 0 0
CISCO SYS INC COMMON 17275R102 300128 4,377,432 SH SOLE M 4377432 0 0
CISCO SYS INC COMMON 17275R102 114403 1,668,600 SH SOLE S 1668600 0 0
</TABLE>
17
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CISCO SYS INC COMMON 17275R102 147 2,150 SH SOLE T 2150 0 0
CISCO SYS INC COMMON 17275R102 23 336 SH SOLE V 336 0 0
CITADEL COMMUNICATIONS C COMMON 172853202 4245 124,400 SH SOLE F 124400 0 0
CITADEL COMMUNICATIONS C COMMON 172853202 14324 419,737 SH SOLE M 419737 0 0
CITADEL COMMUNICATIONS C COMMON 172853202 1447 42,400 SH SOLE S 42400 0 0
CITIGROUP INC COMMON 172967101 4639 105,442 SH SOLE F 105442 0 0
CITIGROUP INC COMMON 172967101 2536 57,633 SH SOLE M 57633 0 0
CITIGROUP INC COMMON 172967101 19283 438,250 SH SOLE S 438250 0 0
CITIGROUP INC COMMON 172967101 53 1,215 SH SOLE T 1215 0 0
CITIGROUP INC COMMON 172967101 17 375 SH SOLE V 375 0 0
CITRIX SYS INC COMMON 177376100 51866 837,400 SH SOLE F 837400 0 0
CITRIX SYS INC COMMON 177376100 168617 2,722,380 SH SOLE M 2722380 0 0
CITRIX SYS INC COMMON 177376100 44775 722,900 SH SOLE S 722900 0 0
CITRIX SYSTEM 144A CVT DEB 0.00% 03 177376AA8 9192 19,050,000 PRN SOLE F 19050000 0 0
CITRIX SYSTEM 144A CVT DEB 0.00% 03 177376AA8 12161 25,205,000 PRN SOLE M 25205000 0 0
CITRIX SYSTEM 144A CVT DEB 0.00% 03 177376AA8 99 205,000 PRN SOLE T 205000 0 0
CITRIX SYSTEMS CVT DEB 0.00% 03 177376AB6 162 335,000 PRN SOLE F 335000 0 0
CITRIX SYSTEMS CVT DEB 0.00% 03 177376AB6 10678 22,130,000 PRN SOLE M 22130000 0 0
CLARIFY INC COMMON 180492100 287 5,700 SH SOLE F 5700 0 0
CLARIFY INC COMMON 180492100 8956 178,000 SH SOLE M 178000 0 0
CLARIFY INC COMMON 180492100 302 6,000 SH SOLE S 6000 0 0
CLEAR CHANNEL COMMUNICAT COMMON 184502102 52279 654,513 SH SOLE F 654513 0 0
CLEAR CHANNEL COMMUNICAT COMMON 184502102 29501 369,343 SH SOLE M 369343 0 0
CLEAR CHANNEL COMMUNICAT COMMON 184502102 44882 561,900 SH SOLE S 561900 0 0
CLEAR CHANNEL COMMUNICAT COMMON 184502102 12 150 SH SOLE T 150 0 0
CLEAR CHANNEL COMMUNICAT COMMON 184502102 2 25 SH SOLE V 25 0 0
COACHMEN INDUSTRIES COMMON 189873102 1256 81,000 SH SOLE M 81000 0 0
COASTAL CORP COMMON 190441105 860 21,000 SH SOLE M 21000 0 0
COASTCAST CORP COMMON 19057T108 940 75,200 SH SOLE M 75200 0 0
COASTCAST CORP COMMON 19057T108 1851 148,100 SH SOLE S 148100 0 0
COCA COLA CO COMMON 191216100 135 2,800 SH AM 2800 0 0
COCA COLA CO COMMON 191216100 1179 24,442 SH SOLE F 24442 0 0
</TABLE>
18
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COCA COLA CO COMMON 191216100 328 6,800 SH SOLE J 6800 0 0
COCA COLA CO COMMON 191216100 52033 1,078,401 SH SOLE M 1078401 0 0
COCA COLA CO COMMON 191216100 2688 55,700 SH SOLE S 55700 0 0
COCA COLA CO COMMON 191216100 31 650 SH SOLE T 650 0 0
COCA COLA CO COMMON 191216100 11 225 SH SOLE V 225 0 0
COCA-COLA FEMSA S.A.DE C DEPOSITORY RECEI 191241108 947 68,580 SH SOLE F 68580 0 0
COCA-COLA FEMSA S.A.DE C DEPOSITORY RECEI 191241108 47 3,400 SH SOLE M 3400 0 0
COCA-COLA FEMSA S.A.DE C DEPOSITORY RECEI 191241108 102 7,400 SH SOLE S 7400 0 0
COLLATERAL THERAPEUTICS COMMON 193921103 137 7,200 SH SOLE M 7200 0 0
COLLATERAL THERAPEUTICS COMMON 193921103 464 24,400 SH SOLE S 24400 0 0
COLGATE PALMOLIVE CO COMMON 194162103 5 100 SH SOLE T 100 0 0
COLUMBIA BKG SYS INC COMMON 197236102 272 20,725 SH SOLE M 20725 0 0
COLUMBIA/HCA HEALTHCARE COMMON 197677107 738 34,852 SH SOLE M 34852 0 0
COLUMBIA/HCA HEALTHCARE COMMON 197677107 2 100 SH SOLE T 100 0 0
COMAIR HOLDINGS INC COMMON 199789108 741 44,400 SH SOLE M 44400 0 0
COMMERCE ONE INC DEL COMMON 200693109 664 6,800 SH SOLE F 6800 0 0
COMMERCIAL FEDERAL CORPO COMMON 201647104 438 22,300 SH SOLE M 22300 0 0
COMMERCIAL INTERTECH COR COMMON 201709102 31 2,564 SH SOLE M 2564 0 0
COMMERCIAL INTERTECH COR COMMON 201709102 2589 214,600 SH SOLE S 214600 0 0
COMPANHIA CERVEJARIA BRA DEPOSITORY RECEI 20440X103 2844 236,965 SH SOLE F 236965 0 0
COMPANHIA CERVEJARIA BRA DEPOSITORY RECEI 20440X103 110 9,200 SH SOLE M 9200 0 0
COMPANHIA CERVEJARIA BRA DEPOSITORY RECEI 20440X103 239 19,905 SH SOLE S 19905 0 0
COMPANHIA PARANAENSE ENE DEPOSITORY RECEI 20441B407 817 124,435 SH SOLE F 124435 0 0
COMPANIA CERVECERIAS UNI ADR 204429104 833 36,210 SH SOLE F 36210 0 0
COMPANIA CERVECERIAS UNI ADR 204429104 57 2,460 SH SOLE M 2460 0 0
COMPANIA CERVECERIAS UNI ADR 204429104 124 5,390 SH SOLE S 5390 0 0
COMPANIA DE MINAS ADR DEPOSITORY RECEI 204448104 2205 127,371 SH SOLE A 127371 0 0
COMPANIA DE MINAS ADR DEPOSITORY RECEI 204448104 1386 80,070 SH SOLE F 80070 0 0
COMPANIA DE MINAS ADR DEPOSITORY RECEI 204448104 72 4,174 SH SOLE M 4174 0 0
COMPANIA DE MINAS ADR DEPOSITORY RECEI 204448104 157 9,092 SH SOLE S 9092 0 0
COMPANIA DE TELECOMUNICS ADR NEW 204449300 1432 79,266 SH SOLE F 79266 0 0
COMPANIA DE TELECOMUNICS ADR NEW 204449300 113 6,275 SH SOLE M 6275 0 0
</TABLE>
19
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPANIA DE TELECOMUNICS ADR NEW 204449300 260 14,385 SH SOLE S 14385 0 0
COMPAQ COMPUTER CORP COMMON 204493100 629 27,485 SH SOLE F 27485 0 0
COMPAQ COMPUTER CORP COMMON 204493100 674 29,450 SH SOLE M 29450 0 0
COMPAQ COMPUTER CORP COMMON 204493100 207 9,050 SH SOLE S 9050 0 0
COMPAQ COMPUTER CORP COMMON 204493100 13 555 SH SOLE T 555 0 0
COMPLETE BUSINESS SOLUTI COMMON 20452F107 3140 229,400 SH SOLE S 229400 0 0
COMPUTER SCIENCES CORP COMMON 205363104 717 10,200 SH SOLE M 10200 0 0
COMPUTER SCIENCES CORP COMMON 205363104 4922 70,000 SH SOLE S 70000 0 0
COMPUTER TASK GROUP INC COMMON 205477102 3720 252,200 SH SOLE S 252200 0 0
COMPX INTERNATIONAL INC CL A 20563P101 925 48,700 SH SOLE M 48700 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 5173 54,850 SH SOLE M 54850 0 0
COMVERSE TECHNOLOGY 144A CVT 4.50% 07/01/ 205862AF2 4217 1,865,000 PRN SOLE F 1865000 0 0
COMVERSE TECHNOLOGY 144A CVT 4.50% 07/01/ 205862AF2 4737 2,095,000 PRN SOLE M 2095000 0 0
COMVERSE TECHNOLOGY INC SDCV 4.500 7/0 205862AG0 509 225,000 PRN SOLE F 225000 0 0
COMVERSE TECHNOLOGY INC SDCV 4.500 7/0 205862AG0 9678 4,280,000 PRN SOLE M 4280000 0 0
COMVERSE TECHNOLOGY INC SDCV 4.500 7/0 205862AG0 102 45,000 PRN SOLE T 45000 0 0
CONCENTRIC NETWORK CORP COMMON 20589R107 148 7,300 SH SOLE F 7300 0 0
CONCENTRIC NETWORK CORP COMMON 20589R107 4802 236,400 SH SOLE M 236400 0 0
CONCENTRIC NETWORK CORP COMMON 20589R107 163 8,000 SH SOLE S 8000 0 0
COMPUTER HORIZONS CORP COMMON 205908106 88 7,550 SH SOLE M 7550 0 0
COMPUTER HORIZONS CORP COMMON 205908106 2056 176,900 SH SOLE S 176900 0 0
CONCORD COMMUNICATIONS I COMMON 206186108 2325 58,500 SH SOLE F 58500 0 0
CONCORD COMMUNICATIONS I COMMON 206186108 21747 547,100 SH SOLE M 547100 0 0
CONCORD COMMUNICATIONS I COMMON 206186108 1248 31,400 SH SOLE S 31400 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 1901 66,700 SH SOLE F 66700 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 8033 281,873 SH SOLE M 281873 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 633 22,200 SH SOLE S 22200 0 0
CONE MLS CORP N C COMMON 206814105 2369 486,000 SH SOLE S 486000 0 0
CONEXANT SYSTEMS INC COMMON 207142100 734 10,100 SH SOLE M 10100 0 0
CONEXANT SYSTEMS 144A CVT DEB 4.25% 05 207142AA8 5874 3,440,000 PRN SOLE F 3440000 0 0
CONEXANT SYSTEMS 144A CVT DEB 4.25% 05 207142AA8 8196 4,800,000 PRN SOLE M 4800000 0 0
CONEXANT SYSTEMS CVT DEB 4.25% 05/01/2006 207142AB6 26 15,000 PRN SOLE F 15000 0 0
</TABLE>
20
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONEXANT SYSTEMS CVT DEB 4.25% 05/01/2006 207142AB6 94 55,000 PRN SOLE T 55000 0 0
CONGOLEUM CORP NEW CL A 207195108 356 79,100 SH SOLE M 79100 0 0
CONGOLEUM CORP NEW CL A 207195108 1193 265,200 SH SOLE S 265200 0 0
CONSOLIDATED EDISON INC COMMON 209115104 176 4,238 SH SOLE F 4238 0 0
CONSOLIDATED EDISON INC COMMON 209115104 195 4,700 SH SOLE M 4700 0 0
CONSOLIDATED EDISON INC COMMON 209115104 71 1,700 SH SOLE S 1700 0 0
CONSOLIDATED PRODS INC COMMON 209798107 308 31,572 SH SOLE M 31572 0 0
CONSOLIDATED STORES CORP COMMON 210149100 883 40,000 SH SOLE F 40000 0 0
CONSOLIDATED STORES CORP COMMON 210149100 214 9,700 SH SOLE M 9700 0 0
CONSOLIDATED STORES CORP COMMON 210149100 64 2,900 SH SOLE S 2900 0 0
COPART INC COMMON 217204106 236 12,800 SH SOLE F 12800 0 0
COPART INC COMMON 217204106 7117 386,000 SH SOLE M 386000 0 0
COPART INC COMMON 217204106 243 13,200 SH SOLE S 13200 0 0
CORN PRODS INTL INC COMMON 219023108 2465 81,000 SH SOLE M 81000 0 0
CORPORATE EXECUTIVE BRD COMMON 21988R102 9320 228,700 SH SOLE F 228700 0 0
CORPORATE EXECUTIVE BRD COMMON 21988R102 48595 1,192,519 SH SOLE M 1192519 0 0
CORPORATE EXECUTIVE BRD COMMON 21988R102 3231 79,300 SH SOLE S 79300 0 0
CORRPRO COS INC COMMON 220317101 247 41,200 SH SOLE M 41200 0 0
CORRPRO COS INC COMMON 220317101 1839 306,450 SH SOLE S 306450 0 0
COST PLUS INC CALIF COMMON 221485105 8114 167,300 SH SOLE F 167300 0 0
COST PLUS INC CALIF COMMON 221485105 29692 612,210 SH SOLE M 612210 0 0
COST PLUS INC CALIF COMMON 221485105 2326 47,950 SH SOLE S 47950 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 221 3,065 SH SOLE F 3065 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 1969 27,350 SH SOLE M 27350 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 41213 572,400 SH SOLE S 572400 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 25 350 SH SOLE T 350 0 0
COSTCO COMPANIES 144A CVT DEB 0.0% 08/ 22160QAA0 7701 8,890,000 PRN SOLE F 8890000 0 0
COSTCO COMPANIES 144A CVT DEB 0.0% 08/ 22160QAA0 4617 5,330,000 PRN SOLE M 5330000 0 0
COSTCO COMPANIES INC CVT DEB 0.00% 08 22160QAC6 806 930,000 PRN SOLE F 930000 0 0
COSTCO COMPANIES INC CVT DEB 0.00% 08 22160QAC6 20703 23,900,000 PRN SOLE M 23900000 0 0
COX COMMUNICATIONS INC N CL A 224044107 309 7,400 SH A 7400 0 0
COX COMMUNICATIONS INC N CL A 224044107 7364 176,382 SH SOLE F 176382 0 0
</TABLE>
21
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COX COMMUNICATIONS INC N CL A 224044107 789 18,900 SH SOLE J 18900 0 0
COX COMMUNICATIONS INC N CL A 224044107 158874 3,805,375 SH SOLE M 3805375 0 0
COX COMMUNICATIONS INC N CL A 224044107 12016 287,800 SH SOLE S 287800 0 0
COX COMMUNICATIONS INC N CL A 224044107 12 292 SH SOLE T 292 0 0
COX COMMUNICATIONS 7% CVT PFD INCOM 224044305 5925 102,600 SH SOLE F 102600 0 0
COX COMMUNICATIONS 7% CVT PFD INCOM 224044305 17204 297,900 SH SOLE M 297900 0 0
COX RADIO INC CL A 224051102 3957 66,500 SH SOLE F 66500 0 0
COX RADIO INC CL A 224051102 15910 267,398 SH SOLE M 267398 0 0
COX RADIO INC CL A 224051102 1452 24,400 SH SOLE S 24400 0 0
CRANE CO COMMON 224399105 635 28,300 SH SOLE F 28300 0 0
CRANE CO COMMON 224399105 155 6,900 SH SOLE M 6900 0 0
CRANE CO COMMON 224399105 1165 51,900 SH SOLE S 51900 0 0
CREO PRODS INC COMMON 225606102 408 16,600 SH SOLE M 16600 0 0
CREO PRODS INC COMMON 225606102 1132 46,100 SH SOLE S 46100 0 0
CRITICAL PATH INC COMMON 22674V100 5265 130,500 SH SOLE F 130500 0 0
CRITICAL PATH INC COMMON 22674V100 17498 433,734 SH SOLE M 433734 0 0
CRITICAL PATH INC COMMON 22674V100 1723 42,700 SH SOLE S 42700 0 0
CROSS A T CO CL A 227478104 779 186,000 SH SOLE S 186000 0 0
CUMULUS MEDIA INC CL A 231082108 350 10,700 SH SOLE F 10700 0 0
CUMULUS MEDIA INC CL A 231082108 10199 312,000 SH SOLE M 312000 0 0
CUMULUS MEDIA INC CL A 231082108 346 10,600 SH SOLE S 10600 0 0
CYMER INC COMMON 232572107 3698 106,600 SH SOLE F 106600 0 0
CYMER INC COMMON 232572107 28788 829,910 SH SOLE M 829910 0 0
CYMER INC COMMON 232572107 1505 43,400 SH SOLE S 43400 0 0
DARDEN RESTAURANTS INC COMMON 237194105 524 26,800 SH SOLE M 26800 0 0
DARDEN RESTAURANTS INC COMMON 237194105 12 600 SH SOLE S 600 0 0
DATASCOPE CORP COMMON 238113104 28 800 SH SOLE M 800 0 0
DATASCOPE CORP COMMON 238113104 3463 98,600 SH SOLE S 98600 0 0
DEAN FOODS CO COMMON 242361103 680 15,600 SH SOLE F 15600 0 0
DEAN FOODS CO COMMON 242361103 2605 59,800 SH SOLE M 59800 0 0
DEAN FOODS CO COMMON 242361103 44 1,000 SH SOLE S 1000 0 0
DELL COMPUTER CORP COMMON 247025109 615 14,700 SH A 14700 0 0
</TABLE>
22
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELL COMPUTER CORP COMMON 247025109 26226 627,222 SH SOLE F 627222 0 0
DELL COMPUTER CORP COMMON 247025109 1681 40,200 SH SOLE J 40200 0 0
DELL COMPUTER CORP COMMON 247025109 334478 7,999,478 SH SOLE M 7999478 0 0
DELL COMPUTER CORP COMMON 247025109 62225 1,488,200 SH SOLE S 1488200 0 0
DELL COMPUTER CORP COMMON 247025109 42 1,000 SH SOLE T 1000 0 0
DELL COMPUTER CORP COMMON 247025109 15 350 SH SOLE V 350 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 159 9,900 SH A 9900 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 5390 335,550 SH SOLE F 335550 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 37894 2,359,154 SH SOLE M 2359154 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 19881 1,237,758 SH SOLE S 1237758 0 0
DELPHI AUTOMOTIVE SYS CO COMMON 247126105 44 2,754 SH SOLE T 2754 0 0
DELTA AIR LINES INC DEL COMMON 247361108 1313 27,074 SH SOLE F 27074 0 0
DELTA AIR LINES INC DEL COMMON 247361108 12067 248,800 SH SOLE M 248800 0 0
DELTA AIR LINES INC DEL COMMON 247361108 589 12,150 SH SOLE S 12150 0 0
DELTA AIR LINES INC DEL COMMON 247361108 17 360 SH SOLE T 360 0 0
DELUXE CORP COMMON 248019101 2145 63,100 SH SOLE M 63100 0 0
DENDRITE INTL INC COMMON 248239105 17922 379,300 SH SOLE F 379300 0 0
DENDRITE INTL INC COMMON 248239105 77464 1,639,450 SH SOLE M 1639450 0 0
DENDRITE INTL INC COMMON 248239105 6166 130,500 SH SOLE S 130500 0 0
DENTSPLY INTL INC NEW COMMON 249030107 239 10,500 SH SOLE M 10500 0 0
DEVON ENERGY CORP NEW COMMON 25179M103 178 4,300 SH SOLE M 4300 0 0
DEXTER CORP COMMON 252165105 22 600 SH SOLE M 600 0 0
DEXTER CORP COMMON 252165105 6593 176,700 SH SOLE S 176700 0 0
DIAMETRICS MED INC COMMON 252532106 1733 346,500 SH SOLE F 346500 0 0
DIAMETRICS MED INC COMMON 252532106 6978 1,395,505 SH SOLE M 1395505 0 0
DIAMETRICS MED INC COMMON 252532106 504 100,800 SH SOLE S 100800 0 0
DIAMOND OFFSHORE DRILLIN COMMON 25271C102 961 28,800 SH SOLE M 28800 0 0
DIAMOND OFFSHORE DRILLIN COMMON 25271C102 10767 322,600 SH SOLE S 322600 0 0
DIAMOND OFFSHORE DRILLIN CVT DEB 3.75% 02 25271CAA0 493 470,000 PRN SOLE F 470000 0 0
DIAMOND OFFSHORE DRILLIN CVT DEB 3.75% 02 25271CAA0 18264 17,415,000 PRN SOLE M 17415000 0 0
DIGEX INC DEL CL A 253756100 3046 128,600 SH SOLE F 128600 0 0
DIGEX INC DEL CL A 253756100 10979 463,491 SH SOLE M 463491 0 0
</TABLE>
23
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIGEX INC DEL CL A 253756100 1009 42,600 SH SOLE S 42600 0 0
DIGITAL RIV INC COMMON 25388B104 198 9,100 SH SOLE M 9100 0 0
DIGITAL RIV INC COMMON 25388B104 687 31,600 SH SOLE S 31600 0 0
DISNEY WALT CO COMMON 254687106 5181 199,286 SH SOLE F 199286 0 0
DISNEY WALT CO COMMON 254687106 1645 63,265 SH SOLE M 63265 0 0
DISNEY WALT CO COMMON 254687106 426 16,400 SH SOLE S 16400 0 0
DISNEY WALT CO COMMON 254687106 45 1,740 SH SOLE T 1740 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 732 43,530 SH SOLE F 43530 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 51 3,050 SH SOLE M 3050 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 111 6,600 SH SOLE S 6600 0 0
DIXIE GROUP INC CL A 255519100 22 2,900 SH SOLE M 2900 0 0
DIXIE GROUP INC CL A 255519100 2462 317,700 SH SOLE S 317700 0 0
DOLLAR TREE STORES INC COMMON 256747106 3798 95,100 SH SOLE F 95100 0 0
DOLLAR TREE STORES INC COMMON 256747106 6069 151,950 SH SOLE M 151950 0 0
DONALDSON LUFKIN & JENRE COM DLJ 257661108 506 12,800 SH SOLE M 12800 0 0
DORAL FINL CORP COMMON 25811P100 177 13,200 SH SOLE M 13200 0 0
DOUBLECLICK INC COMMON 258609304 12913 108,400 SH SOLE F 108400 0 0
DOUBLECLICK INC COMMON 258609304 6529 54,808 SH SOLE M 54808 0 0
DOUBLECLICK INC COMMON 258609304 214 1,800 SH SOLE S 1800 0 0
DOUBLECLICK INC COMMON 258609304 36 300 SH SOLE T 300 0 0
DOW CHEMICAL COMPANY COMMON 260543103 305 2,686 SH SOLE F 2686 0 0
DOW CHEMICAL COMPANY COMMON 260543103 321 2,825 SH SOLE M 2825 0 0
DOW CHEMICAL COMPANY COMMON 260543103 85 750 SH SOLE S 750 0 0
DOW CHEMICAL COMPANY COMMON 260543103 6 50 SH SOLE V 50 0 0
DREW INDS INC COM NEW 26168L205 978 107,900 SH SOLE S 107900 0 0
DRUGSTORE COM INC COMMON 262241102 10792 297,700 SH SOLE F 297700 0 0
DRUGSTORE COM INC COMMON 262241102 13714 378,315 SH SOLE M 378315 0 0
DRUGSTORE COM INC COMMON 262241102 1305 36,000 SH SOLE S 36000 0 0
DU PONT E I DE NEMOURS & COMMON 263534109 843 13,931 SH SOLE F 13931 0 0
DU PONT E I DE NEMOURS & COMMON 263534109 947 15,650 SH SOLE M 15650 0 0
DU PONT E I DE NEMOURS & COMMON 263534109 293 4,850 SH SOLE S 4850 0 0
DU PONT E I DE NEMOURS & COMMON 263534109 7 109 SH SOLE T 109 0 0
</TABLE>
24
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DU PONT E I DE NEMOURS & COMMON 263534109 4 73 SH SOLE V 73 0 0
DUKE ENERGY CORP COMMON 264399106 217 3,936 SH SOLE F 3936 0 0
DUKE ENERGY CORP COMMON 264399106 230 4,175 SH SOLE M 4175 0 0
DUKE ENERGY CORP COMMON 264399106 77 1,400 SH SOLE S 1400 0 0
DUKE WEEKS REALTY CORP COM NEW 264411505 2172 111,372 SH SOLE M 111,372 0 0
DUN & BRADSTREET CORP DE COMMON 26483B106 592 19,800 SH SOLE F 19,800 0 0
DUN & BRADSTREET CORP DE COMMON 26483B106 146 4,900 SH SOLE M 4900 0 0
DUN & BRADSTREET CORP DE COMMON 26483B106 39 1,300 SH SOLE S 1300 0 0
DYCOM INDS INC COMMON 267475101 4826 114,400 SH SOLE F 114,400 0 0
DYCOM INDS INC COMMON 267475101 15081 357,466 SH SOLE M 357,466 0 0
DYCOM INDS INC COMMON 267475101 1405 33,300 SH SOLE S 33,300 0 0
DYNEGY INC COMMON 26816L102 2551 123,300 SH SOLE M 123,300 0 0
DYNEX CAP INC PFD CV A 9.75% 26817Q209 541 52,500 SH SOLE I 52,500 0 0
DYNEX CAP INC PFD CV B 9.55% 26817Q308 1538 150,000 SH SOLE I 150,000 0 0
DYNEX CAP INC PFD CV C 9.73% 26817Q407 1424 107,500 SH SOLE I 107,500 0 0
DYNEX CAP INC COM NEW 26817Q506 506 75,000 SH SOLE I 75,000 0 0
DYNEX CAP INC COM NEW 26817Q506 977 144,675 SH SOLE M 144,675 0 0
ECI TELECOM LTD ORD 268258100 158 6,390 SH SOLE F 6390 0 0
ECI TELECOM LTD ORD 268258100 72 2,930 SH SOLE M 2930 0 0
ECI TELECOM LTD ORD 268258100 156 6,320 SH SOLE S 6320 0 0
E4L INC COMMON 268452109 1013 265,800 SH SOLE F 265,800 0 0
E4L INC COMMON 268452109 2767 725,875 SH SOLE M 725,875 0 0
E4L INC COMMON 268452109 342 89,700 SH SOLE S 89,700 0 0
EG & G INC COMMON 268457108 2329 58,600 SH SOLE M 58,600 0 0
EG & G INC COMMON 268457108 2938 73,900 SH SOLE S 73,900 0 0
E-LOAN INC COMMON 26861P107 9869 457,700 SH SOLE F 457,700 0 0
E-LOAN INC COMMON 26861P107 5035 233,493 SH SOLE M 233,493 0 0
E-LOAN INC COMMON 26861P107 181 8,400 SH SOLE S 8400 0 0
E M C CORP MASS COMMON 268648102 314 4,399 SH SOLE F 4399 0 0
E M C CORP MASS COMMON 268648102 1031 14,450 SH SOLE M 14,450 0 0
E M C CORP MASS COMMON 268648102 21198 297,000 SH SOLE S 297,000 0 0
E M C CORP MASS COMMON 268648102 14 200 SH SOLE T 200 0 0
</TABLE>
25
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
E M C CORP MASS COMMON 268648102 9 125 SH SOLE V 125 0 0
ENSCO INTL INC COMMON 26874Q100 491 27,200 SH SOLE M 27,200 0 0
ENI S P A ADR 26874R108 1056 16,759 SH SOLE M 16,759 0 0
EOG RES INC COMMON 26875P101 1417 66,700 SH SOLE M 66,700 0 0
E-TEK DYNAMICS INC COMMON 269240107 559 10,300 SH SOLE M 10,300 0 0
E TRADE GROUP INC COMMON 269246104 38086 1,620,700 SH SOLE F 1,620,700 0 0
E TRADE GROUP INC COMMON 269246104 56239 2,393,132 SH SOLE M 2,393,132 0 0
E TRADE GROUP INC COMMON 269246104 4178 177,800 SH SOLE S 177,800 0 0
E TRADE GROUP INC COMMON 269246104 12 500 SH SOLE T 500 0 0
EASTMAN KODAK CO COMMON 277461109 4 50 SH SOLE T 50 0 0
EASTMAN KODAK CO COMMON 277461109 2 25 SH SOLE V 25 0 0
EBAY INC COMMON 278642103 47792 338,800 SH SOLE F 338,800 0 0
EBAY INC COMMON 278642103 56958 403,777 SH SOLE M 403,777 0 0
BAY INC COMMON 278642103 5939 42,100 SH SOLE S 42,100 0 0
EBAY INC COMMON 278642103 14 100 SH SOLE T 100 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 17227 189,700 SH SOLE F 189,700 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 12397 136,513 SH SOLE M 136,513 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 14966 164,800 SH SOLE S 164,800 0 0
ECHOSTAR COMMUNICATIONS CL A 278762109 18 200 SH SOLE T 200 0 0
ECLIPSE SURGICAL TECHNOL COMMON 278849104 3599 218,100 SH SOLE F 218,100 0 0
ECLIPSE SURGICAL TECHNOL COMMON 278849104 18341 1,111,551 SH SOLE M 1,111,551 0 0
ECLIPSE SURGICAL TECHNOL COMMON 278849104 1358 82,300 SH SOLE S 82,300 0 0
ECLIPSE SURGICAL TECHNOL COMMON 278849104 33 1,998 SH SOLE T 1,998 0 0
ECLIPSYS CORP COMMON 278856109 254 17,700 SH SOLE F 17,700 0 0
ECLIPSYS CORP COMMON 278856109 8087 562,600 SH SOLE M 562,600 0 0
ECLIPSYS CORP COMMON 278856109 277 19,300 SH SOLE S 19,300 0 0
ECLIPSYS CORP COMMON 278856109 12 800 SH SOLE T 800 0 0
ECO SOIL SYS INC COMMON 278858105 1192 171,800 SH SOLE F 171,800 0 0
ECO SOIL SYS INC COMMON 278858105 3038 437,900 SH SOLE M 437,900 0 0
ECO SOIL SYS INC COMMON 278858105 399 57,500 SH SOLE S 57,500 0 0
ELAN PLC ADR ADR 284131208 1793 53,424 SH SOLE F 53,424 0 0
ELAN PLC ADR ADR 284131208 3192 95,112 SH SOLE M 95,112 0 0
</TABLE>
26
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ELECTRO RENT CORP COMMON 285218103 1176 94,100 SH SOLE M 94,100 0 0
ELECTRO RNT CORP COMMON 285218103 3264 261,100 SH SOLE S 261,100 0 0
ELECTROGLAS INC COMMON 285324109 3927 168,000 SH SOLE M 168,000 0 0
ELECTROGLAS INC COMMON 285324109 14313 612,300 SH SOLE S 612,300 0 0
ELTRAX SYS INC COMMON 290375104 538 151,100 SH SOLE S 151,100 0 0
EMBRATEL PARTICIPACOES ADR 29081N100 1459 126,900 SH SOLE A 126,900 0 0
EMBRATEL PARTICIPACOES S DEPOSITORY RECEI 29081N100 2332 203,932 SH SOLE F 203,932 0 0
EMBRATEL PARTICIPACOES S DEPOSITORY RECEI 29081N100 63 5,486 SH SOLE M 5,486 0 0
EMBRATEL PARTICIPACOES S DEPOSITORY RECEI 29081N100 126 11,003 SH SOLE S 11,003 0 0
EMERSON ELEC CO COMMON 291011104 398 6,303 SH SOLE F 6,303 0 0
EMERSON ELEC CO COMMON 291011104 436 6,900 SH SOLE M 6,900 0 0
EMERSON ELEC CO COMMON 291011104 133 2,100 SH SOLE S 2,100 0 0
EMERSON ELEC CO COMMON 291011104 5 75 SH SOLE T 75 0 0
EMERSON ELEC CO COMMON 291011104 6 100 SH SOLE V 100 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 4446 67,300 SH SOLE F 67,300 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 14999 227,040 SH SOLE M 227,040 0 0
EMMIS COMMUNICATIONS COR CL A 291525103 1374 20,800 SH SOLE S 20,800 0 0
ENERGY EAST CORP COMMON 29266M109 2921 123,000 SH SOLE M 123,000 0 0
ENESCO GROUP INC COMMON 292973104 1056 68,700 SH SOLE M 68,700 0 0
ENESCO GROUP INC COMMON 292973104 4891 318,100 SH SOLE S 318,100 0 0
ENERGY CORPORATION COMMON 292992104 239 239,353 SH SOLE M 239,353 0 0
ENRON CORP COMMON 293561106 279 6,800 SH AM 6,800 0 0
NRON CORP COMMON 293561106 7546 183,780 SH SOLE F 183,780 0 0
ENRON CORP COMMON 293561106 723 17,600 SH SOLE J 17,600 0 0
ENRON CORP COMMON 293561106 130269 3,172,450 SH SOLE M 3,172,450 0 0
ENRON CORP COMMON 293561106 30698 747,600 SH SOLE S 747,600 0 0
ENRON CORP COMMON 293561106 23 570 SH SOLE T 570 0 0
ESTERLINE TECHNOLOGIES C COMMON 297425100 25 1,600 SH SOLE M 1,600 0 0
ESTERLINE TECHNOLOGIES C COMMON 297425100 3627 230,300 SH SOLE S 230,300 0 0
EVANS & SUTHERLAND COMPU COMMON 299096107 1169 94,500 SH SOLE M 94,500 0 0
EVANS & SUTHERLAND COMPU COMMON 299096107 3929 317,500 SH SOLE S 317,500 0 0
EVERGREEN RES INC COM NO PAR 299900308 359 14,900 SH SOLE M 14,900 0 0
</TABLE>
27
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EXABYTE CORP COMMON 300615101 936 215,500 SH SOLE M 215,500 0 0
EXABYTE CORP COMMON 300615101 2325 535,200 SH SOLE S 535,200 0 0
EXAR CORP COMMON 300645108 45 1,200 SH SOLE M 1,200 0 0
EXAR CORP COMMON 300645108 5986 159,900 SH SOLE S 159,900 0 0
EXCEL TECHNOLOGY INC COMMON 30067T103 167 11,200 SH SOLE M 11,200 0 0
EXCHANGE APPLICATIONS COMMON 300867108 2781 95,700 SH SOLE F 95,700 0 0
EXCHANGE APPLICATIONS COMMON 300867108 12723 437,796 SH SOLE M 437,796 0 0
EXCHANGE APPLICATIONS COMMON 300867108 927 31,900 SH SOLE S 31,900 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 56086 778,300 SH SOLE F 778,300 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 143024 1,984,717 SH SOLE M 1,984,717 0 0
EXODUS COMUNICATIONS IN COMMON 302088109 14715 204,200 SH SOLE S 204,200 0 0
EXODUS COMMUNICATIONS IN COMMON 302088109 14 200 SH SOLE T 200 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 972 30,300 SH SOLE M 30,300 0 0
EXPRESS SCRIPTS INC CL A 302182100 10564 135,000 SH SOLE F 135,000 0 0
EXPRESS SCRIPTS INC CL A 302182100 446 5,700 SH SOLE M 5,700 0 0
EXXON CORP COMMON 302290101 8211 108,034 SH SOLE F 108,034 0 0
EXXON CORP COMMON 302290101 3071 40,413 SH SOLE M 40,413 0 0
EXXON CORP COMMON 302290101 1197 15,750 SH SOLE S 15,750 0 0
EXXON CORP COMMON 302290101 47 615 SH SOLE T 615 0 0
EXXON CORP COMMON 302290101 29 375 SH SOLE V 375 0 0
FSI INTL INC COMMON 302633102 40 4,900 SH SOLE M 4,900 0 0
FSI INTL INC COMMON 302633102 5112 619,600 SH SOLE S 619,600 0 0
FACTORY 2-U INC COMMON 303072102 203 6,800 SH SOLE F 6,800 0 0
FACTORY 2-U INC COMMON 303072102 6414 214,700 SH SOLE M 214,700 0 0
FACTORY 2-U INC COMMON 303072102 215 7,200 SH SOLE S 7,200 0 0
FAIR ISAAC & CO INC COMMON 303250104 289 10,300 SH SOLE M 10,300 0 0
FAIRCHILD SEMICONDUCTOR CL A 303726103 392 16,500 SH SOLE M 16,500 0 0
FAIRCHILD SEMICONDUCTOR CL A 303726103 16566 697,500 SH SOLE S 697,500 0 0
FAMILY DLR STORES INC COMMON 307000109 2981 141,100 SH SOLE M 141,100 0 0
FANSTEEL INC DEL COMMON 307260109 363 90,700 SH SOLE M 90,700 0 0
ANSTEEL INC DEL COMMON 307260109 1270 317,400 SH SOLE S 317,400 0 0
FDX CORP COMMON 31304N107 2490 64,055 SH SOLE F 64,055 0 0
</TABLE>
28
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FDX CORP COMMON 31304N107 645 16,600 SH SOLE M 16600 0 0
FDX CORP COMMON 31304N107 192 4,950 SH SOLE S 4950 0 0
FDX CORP COMMON 31304N107 10 270 SH SOLE T 270 0 0
FDX CORP COMMON 31304N107 1 25 SH SOLE V 25 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 571 8,400 SH SOLE M 8400 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 3831 73,676 SH SOLE F 73676 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 1775 34,125 SH SOLE M 34125 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 452 8,700 SH SOLE S 8700 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 25 490 SH SOLE T 490 0 0
FEDERAL HOME LN MTG CORP COMMON 313400301 5 100 SH SOLE V 100 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 3381 53,939 SH SOLE F 53939 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 2189 34,925 SH SOLE M 34925 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 454 7,250 SH SOLE S 7250 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 9 150 SH SOLE T 150 0 0
FEDERAL NATL MTG ASSN COMMON 313586109 11 175 SH SOLE V 175 0 0
FEDERATED INVS INC PA CL B 314211103 221 12,800 SH SOLE M 12800 0 0
F5 NETWORKS INC COMMON 315616102 190 2,800 SH SOLE M 2800 0 0
F5 NETWORKS INC COMMON 315616102 10826 159,200 SH SOLE S 159200 0 0
FIFTH THIRD BANCORP COMMON 316773100 483 7,936 SH SOLE F 7936 0 0
FIFTH THIRD BANCORP COMMON 316773100 519 8,525 SH SOLE M 8525 0 0
FIFTH THIRD BANCORP COMMON 316773100 155 2,550 SH SOLE S 2550 0 0
FIFTH THIRD BANCORP COMMON 316773100 3 50 SH SOLE T 50 0 0
FILENET CORP COMMON 316869106 470 44,000 SH SOLE M 44000 0 0
FILENET CORP COMMON 316869106 3687 345,000 SH SOLE S 345000 0 0
FINISH LINE INC CL A 317923100 444 50,700 SH SOLE M 50700 0 0
FINOVA GROUP INC COMMON 317928109 1825 50,000 SH SOLE F 50000 0 0
FIRST INDUSTRIAL REALTY COMMON 32054K103 356 14,400 SH SOLE M 14400 0 0
FIRST TENN NATL CORP COMMON 337162101 2813 100,000 SH SOLE F 100000 0 0
FIRST TENN NATL CORP COMMON 337162101 231 8,200 SH SOLE M 8200 0 0
FIRST UN CORP COMMON 337358105 32 895 SH SOLE M 895 0 0
FIRST UN CORP COMMON 337358105 4 125 SH SOLE T 125 0 0
FIRST UN CORP COMMON 337358105 6 175 SH SOLE V 175 0 0
29
<PAGE>
FLEETWOOD ENTERPRISES IN COMMON 339099103 2846 141,000 SH SOLE S 141000 0 0
FLORIDA PROGRESS CORP COMMON 341109106 1249 27,000 SH SOLE M 27000 0 0
FLORIDA ROCK INDS INC COMMON 341140101 2165 62,300 SH SOLE M 62300 0 0
FLOW INTL CORP COMMON 343468104 112 10,800 SH SOLE M 10800 0 0
FLOW INTL CORP COMMON 343468104 2871 276,700 SH SOLE S 276700 0 0
FLUSHING FINL CORP COMMON 343873105 970 60,400 SH SOLE M 60400 0 0
FLUSHING FINL CORP COMMON 343873105 1505 93,700 SH SOLE S 93700 0 0
FOMENTO ECONOMICO MEXICA DEPOSITORY RECEI 344419106 4677 149,355 SH SOLE F 149355 0 0
FOMENTO ECONOMICO MEXICA DEPOSITORY RECEI 344419106 180 5,740 SH SOLE M 5740 0 0
FOMENTO ECONOMICO MEXICA DEPOSITORY RECEI 344419106 387 12,360 SH SOLE S 12360 0 0
FORD MTR CO DEL COMMON 345370100 808 16,082 SH SOLE F 16082 0 0
FORD MTR CO DEL COMMON 345370100 5783 115,079 SH SOLE M 115079 0 0
FORD MTR CO DEL COMMON 345370100 7595 151,143 SH SOLE S 151143 0 0
FORD MTR CO DEL COMMON 345370100 13 250 SH SOLE T 250 0 0
FORD MTR CO DEL COMMON 345370100 24 475 SH SOLE V 475 0 0
FOREST LABS INC COMMON 345838106 560 13,300 SH SOLE M 13300 0 0
FOREST LABS INC COMMON 345838106 12 295 SH SOLE T 295 0 0
FOREST OIL CORP COM NEW 346091606 1092 64,000 SH SOLE M 64000 0 0
FOREST OIL CORP COM NEW 346091606 7731 453,100 SH SOLE S 453100 0 0
FORRESTER RESH INC COMMON 346563109 156 4,000 SH SOLE F 4000 0 0
FORRESTER RESH INC COMMON 346563109 4961 127,200 SH SOLE M 127200 0 0
FORRESTER RESH INC COMMON 346563109 2629 67,400 SH SOLE S 67400 0 0
FORT JAMES CORP COMMON 347471104 6159 230,769 SH SOLE F 230769 0 0
FORT JAMES CORP COMMON 347471104 1942 72,750 SH SOLE M 72750 0 0
FORT JAMES CORP COMMON 347471104 572 21,450 SH SOLE S 21450 0 0
FORT JAMES CORP COMMON 347471104 34 1,280 SH SOLE T 1280 0 0
FORTUNE BRANDS INC COMMON 349631101 448 13,900 SH SOLE M 13900 0 0
FORTUNE BRANDS INC COMMON 349631101 3 100 SH SOLE V 100 0 0
FORWARD AIR CORP COMMON 349853101 619 26,200 SH SOLE M 26200 0 0
FOSTER L B CO CLASS A COMMON 350060109 22 4,500 SH SOLE M 4500 0 0
FOSTER L B CO CLASS A COMMON 350060109 2532 526,200 SH SOLE S 526200 0 0
FREDS INC CL A 356108100 719 58,400 SH SOLE M 58400 0 0
30
<PAGE>
FMR O&G ROYALTY TRUST UB COMMON 356713107 2 10,000 SH SOLE S 10000 0 0
FREMONT GEN CORP COMMON 357288109 495 52,400 SH SOLE F 52400 0 0
FREMONT GEN CORP COMMON 357288109 148 15,637 SH SOLE M 15637 0 0
FREMONT GEN CORP COMMON 357288109 3780 400,500 SH SOLE S 400500 0 0
FRITZ COS INC COMMON 358846103 1235 119,000 SH SOLE M 119000 0 0
FRITZ COS INC COMMON 358846103 4812 463,800 SH SOLE S 463800 0 0
FUJI PHOTO FILM LTD ADR 359586302 1557 46,037 SH SOLE M 46037 0 0
FULLER H B CO COMMON 359694106 1443 23,700 SH SOLE M 23700 0 0
FURNITURE BRANDS INTL IN COMMON 360921100 2408 122,300 SH SOLE M 122300 0 0
FURON CO COMMON 361106107 623 25,000 SH SOLE M 25000 0 0
GST TELECOMMUNICATOINS COMMON 361942105 249 17,500 SH SOLE I 17500 0 0
GADZOOX NETWORKS INC COMMON 362555104 291 5,400 SH SOLE M 5400 0 0
GADZOOX NETWORKS INC COMMON 362555104 1056 19,600 SH SOLE S 19600 0 0
GARTNER GROUP INC NEW CL B 366651206 649 38,900 SH SOLE M 38900 0 0
GELTEX PHARMACEUTICALS I COMMON 368538104 1406 126,400 SH SOLE F 126400 0 0
GELTEX PHARMACEUTICALS I COMMON 368538104 9247 831,174 SH SOLE M 831174 0 0
GELTEX PHARMACEUTICALS I COMMON 368538104 803 72,200 SH SOLE S 72200 0 0
GENENTECH INC COM NEW 368710406 12861 87,900 SH SOLE F 87900 0 0
GENENTECH INC COM NEW 368710406 6194 42,333 SH SOLE M 42333 0 0
GENENTECH INC COM NEW 368710406 14661 100,200 SH SOLE S 100200 0 0
CHILGENER S.A. DEPOSITORY RECEI 368731105 426 27,925 SH SOLE F 27925 0 0
GENERAL CABLE CORP DEL N COMMON 369300108 1995 166,221 SH SOLE M 166221 0 0
GENERAL CABLE CORP DEL N COMMON 369300108 5616 468,000 SH SOLE S 468000 0 0
GENERAL DYNAMICS CORP COMMON 369550108 3303 52,900 SH SOLE M 52900 0 0
GENERAL ELEC CO COMMON 369604103 6058 51,099 SH SOLE F 51099 0 0
GENERAL ELEC CO COMMON 369604103 3188 26,885 SH SOLE M 26885 0 0
GENERAL ELEC CO COMMON 369604103 33648 283,800 SH SOLE S 283800 0 0
GENERAL ELEC CO COMMON 369604103 41 350 SH SOLE T 350 0 0
GENERAL ELEC CO COMMON 369604103 50 425 SH SOLE V 425 0 0
GENERAL MLS INC COMMON 370334104 142 1,754 SH SOLE F 1754 0 0
GENERAL MLS INC COMMON 370334104 142 1,750 SH SOLE M 1750 0 0
GENERAL MLS INC COMMON 370334104 49 600 SH SOLE S 600 0 0
31
<PAGE>
GENERAL MTRS CORP COMMON 370442105 2758 43,818 SH SOLE F 43818 0 0
GENERAL MTRS CORP COMMON 370442105 13950 221,645 SH SOLE M 221645 0 0
GENERAL MTRS CORP COMMON 370442105 2631 41,800 SH SOLE S 41800 0 0
GENERAL MTRS CORP COMMON 370442105 11 175 SH SOLE T 175 0 0
GENERAL MTRS CORP COMMON 370442105 8 125 SH SOLE V 125 0 0
GENERAL SEMICONDUCTOR IN COMMON 370787103 2698 261,600 SH SOLE M 261600 0 0
GENERAL SEMICONDUCTOR IN COMMON 370787103 7378 715,400 SH SOLE S 715400 0 0
GENESCO INC COMMON 371532102 1443 115,400 SH SOLE M 115400 0 0
GENTEX CORP COMMON 371901109 4131 200,000 SH SOLE F 200000 0 0
GENTEX CORP COMMON 371901109 33 1,600 SH SOLE T 1600 0 0
GENESYS TELECOMMUN LAB COMMON 371931106 292 6,400 SH SOLE F 6400 0 0
GENESYS TELECOMMUN LAB COMMON 371931106 9371 205,100 SH SOLE M 205100 0 0
GENESYS TELECOMMUN LAB COMMON 371931106 311 6,800 SH SOLE S 6800 0 0
GERBER SCIENTIFIC INC COMMON 373730100 2184 97,600 SH SOLE S 97600 0 0
GERDAU S A DEPOSITORY RECEI 373737105 1884 112,040 SH SOLE F 112040 0 0
GERDAU S A DEPOSITORY RECEI 373737105 89 5,300 SH SOLE M 5300 0 0
GERDAU S A DEPOSITORY RECEI 373737105 170 10,120 SH SOLE S 10120 0 0
GETTY IMAGES INC COMMON 374276103 171 7,100 SH SOLE F 7100 0 0
GETTY IMAGES INC COMMON 374276103 5059 209,700 SH SOLE M 209700 0 0
GETTY IMAGES INC COMMON 374276103 171 7,100 SH SOLE S 7100 0 0
GIANT CEMENT HLDG INC COMMON 374450104 959 41,789 SH SOLE M 41789 0 0
GIANT CEMENT HLDG INC COMMON 374450104 2374 103,500 SH SOLE S 103500 0 0
GIBSON GREETINGS INC COMMON 374827103 54 10,100 SH SOLE M 10100 0 0
GIBSON GREETINGS INC COMMON 374827103 736 138,600 SH SOLE S 138600 0 0
GILEAD SCIENCES INC COMMON 375558103 11368 177,100 SH SOLE F 177100 0 0
GILEAD SCIENCES INC COMMON 375558103 9653 150,391 SH SOLE M 150391 0 0
GILEAD SCIENCES INC COMMON 375558103 591 9,200 SH SOLE S 9200 0 0
GILEAD SCIENCES INC COMMON 375558103 34 530 SH SOLE T 530 0 0
GILLETTE CO COMMON 375766102 139 4,100 SH AM 4100 0 0
GILLETTE CO COMMON 375766102 6197 182,600 SH SOLE F 182600 0 0
GILLETTE CO COMMON 375766102 400 11,800 SH SOLE J 11800 0 0
GILLETTE CO COMMON 375766102 74272 2,188,498 SH SOLE M 2188498 0 0
</TABLE>
32
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GILLETTE CO COMMON 375766102 3061 90,200 SH SOLE S 90200 0 0
GILLETTE CO COMMON 375766102 41 1,215 SH SOLE T 1215 0 0
GILLETTE CO COMMON 375766102 2 50 SH SOLE V 50 0 0
GLENBOROUGH RLTY TR INC COMMON 37803P105 502 30,400 SH SOLE M 30400 0 0
GLOBAL INDS LTD COMMON 379336100 1779 219,000 SH SOLE F 219000 0 0
GLOBAL INDS LTD COMMON 379336100 475 58,500 SH SOLE M 58500 0 0
GLOBIX CORP COMMON 37957F101 2562 54,800 SH SOLE M 54800 0 0
GOLDEN ST BANCORP INC COMMON 381197102 750 41,800 SH SOLE M 41800 0 0
GOLDEN WEST FINL CORP DE COMMON 381317106 436 4,434 SH SOLE F 4434 0 0
GOLDEN WEST FINL CORP DE COMMON 381317106 472 4,800 SH SOLE M 4800 0 0
GOLDEN WEST FINL CORP DE COMMON 381317106 138 1,400 SH SOLE S 1400 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 1202 19,700 SH SOLE F 19700 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 61 1,000 SH SOLE J 1000 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 7415 121,550 SH SOLE M 121550 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 464 7,600 SH SOLE S 7600 0 0
GOTO COM INC COMMON 38348T107 14459 277,400 SH SOLE F 277400 0 0
GOTO COM INC COMMON 38348T107 53429 1,025,010 SH SOLE M 1025010 0 0
GOTO COM INC COMMON 38348T107 4863 93,300 SH SOLE S 93300 0 0
GRACO INC COMMON 384109104 1664 50,700 SH SOLE M 50700 0 0
GRAINGER W W INC COMMON 384802104 1424 29,621 SH SOLE F 29621 0 0
GRAINGER W W INC COMMON 384802104 372 7,730 SH SOLE M 7730 0 0
GRAINGER W W INC COMMON 384802104 130 2,700 SH SOLE S 2700 0 0
GRANITE CONSTR INC COMMON 387328107 1375 52,750 SH SOLE M 52750 0 0
GREAT PLAINS SOFTWARE COMMON 39119E105 2740 53,200 SH SOLE F 53200 0 0
GREAT PLAINS SOFTWARE COMMON 39119E105 15701 304,875 SH SOLE M 304875 0 0
GREAT PLAINS SOFTWARE COMMON 39119E105 1066 20,700 SH SOLE S 20700 0 0
GRIFFON CORP COMMON 398433102 1173 146,600 SH SOLE M 146600 0 0
GRIFFON CORP COMMON 398433102 3198 399,800 SH SOLE S 399800 0 0
GRUPO TELEVISA S A GDS 40049J206 7021 175,800 SH SOLE A 175800 0 0
GRUPO TELEVISA S A GDS 40049J206 8262 206,885 SH SOLE F 206885 0 0
GRUPO TELEVISA S A GDS 40049J206 1246 31,200 SH SOLE L 31200 0 0
GRUPO TELEVISA S A GDS 40049J206 274 6,865 SH SOLE M 6865 0 0
</TABLE>
33
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRUPO TELEVISA S A GDS 40049J206 594 14,880 SH SOLE S 14880 0 0
GRUPO IUSACELL SA DE CV DEPOSITORY RECEI 40049W306 2973 258,525 SH SOLE A 258525 0 0
GUCCI GROUP N V ADR DEPOSITORY RECEI 401566104 8350 100,000 SH SOLE F 100000 0 0
GUITAR CTR INC COMMON 402040109 573 60,700 SH SOLE M 60700 0 0
GUNDLE/SLT ENVIRONMENTAL COMMON 402809107 1413 470,900 SH SOLE S 470900 0 0
GYMBOREE CORP COMMON 403777105 2510 365,100 SH SOLE S 365100 0 0
HCC INS HLDGS INC COMMON 404132102 706 42,000 SH SOLE M 42000 0 0
HNC SOFTWARE INC COMMON 40425P107 16665 419,900 SH SOLE F 419900 0 0
HNC SOFTWARE INC COMMON 40425P107 74984 1,889,355 SH SOLE M 1889355 0 0
HNC SOFTWARE INC COMMON 40425P107 5751 144,900 SH SOLE S 144900 0 0
HPSC INC COMMON 404264103 189 17,400 SH SOLE M 17400 0 0
HSBC HLDGS PLC ADR 404280406 2487 42,840 SH SOLE M 42840 0 0
HS RES INC COMMON 404297103 12743 778,206 SH SOLE M 778206 0 0
HS RES INC COMMON 404297103 5044 308,000 SH SOLE S 308000 0 0
HAEMONETICS CORP COMMON 405024100 1355 68,800 SH SOLE M 68800 0 0
HALLIBURTON CO COMMON 406216101 7376 179,893 SH SOLE F 179893 0 0
HALLIBURTON CO COMMON 406216101 2089 50,945 SH SOLE M 50945 0 0
HALLIBURTON CO COMMON 406216101 16277 397,000 SH SOLE S 397000 0 0
HALLIBURTON CO COMMON 406216101 40 970 SH SOLE T 970 0 0
HALLIBURTON CO COMMON 406216101 3 75 SH SOLE V 75 0 0
HANDLEMAN CO DEL COMMON 410252100 1037 78,300 SH SOLE M 78300 0 0
HANNAFORD BROS CO COMMON 410550107 564 8,000 SH SOLE F 8000 0 0
HANNAFORD BROS CO COMMON 410550107 56 800 SH SOLE S 800 0 0
HANOVER CAP MTG HLDGS IN COMMON 410761100 1540 385,000 SH SOLE I 385000 0 0
HANOVER CAP MTG HLDGS IN COMMON 410761100 650 162,500 SH SOLE M 162500 0 0
HANOVER COMPRESSOR CO COMMON 410768105 2500 78,600 SH SOLE M 78600 0 0
HARDING LAWSON ASSOCS GR COMMON 412293102 1951 247,700 SH SOLE S 247700 0 0
HARKEN ENERGY CORP COMMON 412552101 844 750,483 SH SOLE M 750483 0 0
HARKEN ENERGY CORP COMMON 412552101 362 321,635 SH SOLE S 321635 0 0
HARLAND JOHN H CO COMMON 412693103 25 1,300 SH SOLE M 1300 0 0
HARLAND JOHN H CO COMMON 412693103 3913 201,300 SH SOLE S 201300 0 0
HARLEY DAVIDSON INC COMMON 412822108 6258 125,000 SH SOLE F 125000 0 0
</TABLE>
34
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARLEY DAVIDSON INC COMMON 412822108 5 100 SH SOLE M 100 0 0
HARRAHS ENTMT INC COMMON 413619107 1321 47,600 SH SOLE F 47600 0 0
HARRAHS ENTMT INC COMMON 413619107 391 14,100 SH SOLE M 14100 0 0
HARRAHS ENTMT INC COMMON 413619107 364 13,100 SH SOLE S 13100 0 0
HARRAHS ENTMT INC COMMON 413619107 69 2,480 SH SOLE T 2480 0 0
HARTE-HANKS INC COMMON 416196103 1861 73,900 SH SOLE M 73900 0 0
HARTFORD LIFE INC CL A 416592103 7836 159,100 SH SOLE F 159100 0 0
HARTFORD LIFE INC CL A 416592103 6767 137,408 SH SOLE M 137408 0 0
HARTFORD LIFE INC CL A 416592103 222 4,500 SH SOLE S 4500 0 0
HARTMARX CORP COMMON 417119104 882 220,600 SH SOLE M 220600 0 0
HARTMARX CORP COMMON 417119104 2412 603,100 SH SOLE S 603100 0 0
HAWKER PACIFIC AEROSPACE COMMON 420123101 1044 232,000 SH SOLE S 232000 0 0
HAYES LEMMERZ INTL INC COMMON 420781106 2533 109,074 SH SOLE I 109074 0 0
HAYES LEMMERZ INTL INC COMMON 420781106 2393 103,044 SH SOLE M 103044 0 0
HEALTHCARE SVCS GRP INC COMMON 421906108 2001 245,350 SH SOLE S 245350 0 0
HEALTH MGMT ASSOC INC NE CL A 421933102 444 57,300 SH SOLE F 57300 0 0
HEALTH MGMT ASSOC INC NE CL A 421933102 160 20,623 SH SOLE M 20623 0 0
HEALTH MGMT ASSOC INC NE CL A 421933102 37 4,800 SH SOLE S 4800 0 0
HEILIG MEYERS CO COMMON 422893107 292 61,500 SH SOLE M 61500 0 0
HEILIG MEYERS CO COMMON 422893107 2077 437,200 SH SOLE S 437200 0 0
HELIX TECHNOLOGY CORP COMMON 423319102 658 19,800 SH SOLE M 19800 0 0
HERCULES INC COMMON 427056106 4282 149,600 SH SOLE F 149600 0 0
HERLEY INDS INC DEL COMMON 427398102 426 29,900 SH SOLE M 29900 0 0
HEWLETT PACKARD CO COMMON 428236103 1175 12,945 SH SOLE F 12945 0 0
HEWLETT PACKARD CO COMMON 428236103 1280 14,100 SH SOLE M 14100 0 0
HEWLETT PACKARD CO COMMON 428236103 399 4,400 SH SOLE S 4400 0 0
HEWLETT PACKARD CO COMMON 428236103 9 100 SH SOLE T 100 0 0
HEWLETT PACKARD CO COMMON 428236103 7 75 SH SOLE V 75 0 0
HIBBETT SPORTING GOODS I COMMON 428565105 257 15,700 SH SOLE F 15700 0 0
HIBBETT SPORTING GOODS I COMMON 428565105 8022 489,900 SH SOLE M 489900 0 0
HIBBETT SPORTING GOODS I COMMON 428565105 270 16,500 SH SOLE S 16500 0 0
HILTON HOTELS CORP COMMON 432848109 1 100 SH SOLE T 100 0 0
</TABLE>
35
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HILTON HOTELS CORP COMMON 432848109 2 200 SH SOLE V 200 0 0
HILTON HOTEL CORP CVT DEB 5.0% 05/ 432848AL3 856 1,060,000 PRN SOLE M 1060000 0 0
HILTON HOTEL CORP CVT DEB 5.0% 05/ 432848AL3 28 35,000 PRN SOLE S 35000 0 0
HOME DEPOT INC COMMON 437076102 474 6,900 SH AM 6900 0 0
HOME DEPOT INC COMMON 437076102 12770 186,081 SH SOLE F 186081 0 0
HOME DEPOT INC COMMON 437076102 1208 17,600 SH SOLE J 17600 0 0
HOME DEPOT INC COMMON 437076102 252535 3,679,931 SH SOLE M 3679931 0 0
HOME DEPOT INC COMMON 437076102 69287 1,009,646 SH SOLE S 1009646 0 0
HOME DEPOT INC COMMON 437076102 67 975 SH SOLE T 975 0 0
HOME DEPOT INC COMMON 437076102 9 125 SH SOLE V 125 0 0
HOME DEPOT INC CVT DEB 3.25% 10 437076AE2 89 30,000 PRN SOLE S 30000 0 0
HOME DEPOT INC CVT DEB 3.25% 10 437076AE2 89 30,000 PRN SOLE T 30000 0 0
HOMESTORE COM INC COMMON 437852106 10368 248,700 SH SOLE F 248700 0 0
HOMESTORE COM INC COMMON 437852106 5302 127,177 SH SOLE M 127177 0 0
HOMESTORE COM INC COMMON 437852106 188 4,500 SH SOLE S 4500 0 0
HONEYWELL INC COMMON 438506107 1006 9,040 SH SOLE F 9040 0 0
HONEYWELL INC COMMON 438506107 1278 11,485 SH SOLE M 11485 0 0
HONEYWELL INC COMMON 438506107 284 2,550 SH SOLE S 2550 0 0
HOST MARRIOTT CORP NEW COMMON 44107P104 4569 480,900 SH SOLE F 480900 0 0
HOTJOBS COM INC COMMON 441474103 2987 117,700 SH SOLE F 117700 0 0
HOTJOBS COM INC COMMON 441474103 12082 476,147 SH SOLE M 476147 0 0
HOTJOBS COM INC COMMON 441474103 2938 115,800 SH SOLE S 115800 0 0
HOUGHTON MIFFLIN CO COMMON 441560109 410 10,100 SH SOLE F 10100 0 0
HOUGHTON MIFFLIN CO COMMON 441560109 134 3,296 SH SOLE M 3296 0 0
HOUGHTON MIFFLIN CO COMMON 441560109 1377 33,900 SH SOLE S 33900 0 0
HOUSEHOLD INTL INC COMMON 441815107 642 16,000 SH SOLE F 16000 0 0
HOUSEHOLD INTL INC COMMON 441815107 694 17,300 SH SOLE M 17300 0 0
HOUSEHOLD INTL INC COMMON 441815107 217 5,400 SH SOLE S 5400 0 0
HOUSEHOLD INTL INC COMMON 441815107 23 575 SH SOLE T 575 0 0
HOUSEHOLD INTL INC COMMON 441815107 6 150 SH SOLE V 150 0 0
HUB GROUP INC CL A 443320106 826 40,400 SH SOLE M 40400 0 0
HUBBELL INC CL B 443510201 522 16,380 SH SOLE M 16380 0 0
</TABLE>
36
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUBBELL INC CL B 443510201 11977 375,736 SH SOLE S 375736 0 0
HUDSON UNITED BANCORP COMMON 444165104 847 27,500 SH SOLE M 27500 0 0
HUDSON UNITED BANCORP COMMON 444165104 5343 64,800 SH SOLE S 173400 0 0
HUFFY CORP COMMON 444356109 640 173,400 SH SOLE M 64800 0 0
HUFFY CORP COMMON 444356109 2032 205,800 SH SOLE S 205800 0 0
HUNTINGTON BANCSHARES IN COMMON 446150104 1946 73,260 SH SOLE M 73260 0 0
HUNTINGTON BANCSHARES IN COMMON 446150104 2 82 SH SOLE V 82 0 0
HURCO COMPANIES INC COMMON 447324104 1096 324,800 SH SOLE S 324800 0 0
HUTCHINSON TECHNOLOGY COMMON 448407106 65 2,400 SH SOLE M 2400 0 0
IBP INC COMMON 449223106 2308 93,500 SH SOLE M 93500 0 0
IDEC PHARMACEUTICALS COR COMMON 449370105 1157 12,300 SH SOLE M 12300 0 0
ITT EDUCATIONAL SERVICES COMMON 45068B109 1301 66,700 SH SOLE M 66700 0 0
IDEX CORP COMMON 45167R104 1022 36,100 SH SOLE M 36100 0 0
IDEX CORP COMMON 45167R104 3717 131,300 SH SOLE S 131300 0 0
ILEX ONCOLOGY INC COMMON 451923106 334 27,300 SH SOLE M 27300 0 0
ILEX ONCOLOGY INC COMMON 451923106 1120 91,400 SH SOLE S 91400 0 0
IMMUNEX CORP NEW COMMON 452528102 703 16,200 SH SOLE M 16200 0 0
IMMUNEX CORP NEW COMMON 452528102 14 330 SH SOLE T 330 0 0
IMPAC MTG HLDGS INC COMMON 45254P102 1456 314,800 SH SOLE M 314800 0 0
IMPAC COML HLDGS INC COMMON 45254R108 1432 249,000 SH SOLE I 249000 0 0
IMPAC COML HLDGS INC COMMON 45254R108 2106 366,300 SH SOLE M 366300 0 0
INACOM CORP COMMON 45323G109 23 2,500 SH SOLE M 2500 0 0
INACOM CORP COMMON 45323G109 2718 295,800 SH SOLE S 295800 0 0
INDEPENDENT ENERGY ADS ADS 45384X108 2707 141,100 SH SOLE F 141100 0 0
INDEPENDENT ENERGY ADS ADS 45384X108 8073 420,733 SH SOLE M 420733 0 0
INDEPENDENT ENERGY ADS ADS 45384X108 927 48,300 SH SOLE S 48300 0 0
INDYMAC MTG HLDGS INC COMMON 456607100 4509 300,600 SH SOLE F 300600 0 0
INDYMAC MTG HLDGS INC COMMON 456607100 73 4,870 SH SOLE M 4870 0 0
INFINITY BROADCASTING CP CL A 45662S102 24880 848,800 SH SOLE S 848800 0 0
INFORMATICA CORP COMMON 45666Q102 3761 74,100 SH SOLE F 74100 0 0
INFORMATICA CORP COMMON 45666Q102 23691 466,812 SH SOLE M 466812 0 0
INFORMATICA CORP COMMON 45666Q102 1528 30,100 SH SOLE S 30100 0 0
</TABLE>
37
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INFOSYS TECHNOLOGIES ADR ADR 456788108 1655 11,570 SH SOLE F 11570 0 0
INFOSYS TECHNOLOGIES ADR ADR 456788108 701 4,900 SH SOLE M 4900 0 0
INFOSYS TECHNOLOGIES ADR ADR 456788108 1645 11,500 SH SOLE S 11500 0 0
INFOSPACE COM INC COMMON 45678T102 6819 165,800 SH SOLE F 165800 0 0
INFOSPACE COM INC COMMON 45678T102 26821 652,187 SH SOLE M 652187 0 0
INFOSPACE COM INC COMMON 45678T102 2204 53,600 SH SOLE S 53600 0 0
ING GROEP N V ADR 456837103 882 16,118 SH SOLE M 16118 0 0
INFORMATION RES INC COMMON 456905108 33 3,000 SH SOLE M 3000 0 0
INFORMATION RES INC COMMON 456905108 7466 674,900 SH SOLE S 674900 0 0
INKTOMI CORP COMMON 457277101 396 3,300 SH SOLE M 3300 0 0
INKTOMI CORP COMMON 457277101 12747 106,200 SH SOLE S 106200 0 0
INKTOMI CORP COMMON 457277101 12 100 SH SOLE T 100 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 257 7,900 SH SOLE F 7900 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 9030 277,837 SH SOLE M 277837 0 0
INSIGHT ENTERPRISES INC COMMON 45765U103 803 24,700 SH SOLE S 24700 0 0
INSITUFORM TECHNOLOGIES CL A 457667103 780 31,200 SH SOLE M 31200 0 0
INSIGHT COMMUNICATIONS I CL A 45768V108 916 32,000 SH SOLE F 32000 0 0
INSIGHT COMMUNICATIONS I CL A 45768V108 773 27,000 SH SOLE M 27000 0 0
INSIGHT COMMUNICATIONS I CL A 45768V108 17 600 SH SOLE S 600 0 0
INTEL CORP COMMON 458140100 528 7,100 SH AM 7100 0 0
INTEL CORP COMMON 458140100 21746 292,634 SH SOLE F 292634 0 0
INTEL CORP COMMON 458140100 1367 18,400 SH SOLE J 18400 0 0
INTEL CORP COMMON 458140100 277809 3,738,382 SH SOLE M 3738382 0 0
INTEL CORP COMMON 458140100 48771 656,300 SH SOLE S 656300 0 0
INTEL CORP COMMON 458140100 124 1,670 SH SOLE T 1670 0 0
INTEL CORP COMMON 458140100 22 300 SH SOLE V 300 0 0
INTERFACE INC CL A 458665106 1508 294,300 SH SOLE S 294300 0 0
INTERGRAPH CORP COMMON 458683109 532 94,500 SH SOLE M 94500 0 0
INTERGRAPH CORP COMMON 458683109 2645 470,300 SH SOLE S 470300 0 0
INTERIM SVCS INC NOTE 4.500 6/0 45868PAA8 4118 5,205,000 PRN SOLE F 5205000 0 0
INTERIM SVCS INC NOTE 4.500 6/0 45868PAA8 11987 15,150,000 PRN SOLE M 15150000 0 0
INTERMEDIA COMM (H.Y.) COMMON 458801107 59 2,700 SH SOLE I 2700 0 0
</TABLE>
38
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERMEDIA COMMUNICATION COMMON 458801107 740 34,000 SH SOLE M 34000 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 1089 8,998 SH SOLE F 8998 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 1174 9,700 SH SOLE M 9700 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 33 275 SH SOLE T 275 0 0
INTERNATIONAL BUSINESS M COMMON 459200101 21 175 SH SOLE V 175 0 0
INTERNATIONAL INTEGRATIO COMMON 459698106 8158 249,100 SH SOLE F 249100 0 0
INTERNATIONAL INTEGRATIO COMMON 459698106 42779 1,306,236 SH SOLE M 1306236 0 0
INTERNATIONAL INTEGRATIO COMMON 459698106 2790 85,200 SH SOLE S 85200 0 0
INTL PAPER CO COMMON 460146103 11944 248,500 SH SOLE S 248500 0 0
INTL PAPER CO COMMON 460146103 1 25 SH SOLE T 25 0 0
INTERNATIONAL RECTIFIER COMMON 460254105 708 46,400 SH SOLE F 46400 0 0
INTERNATIONAL RECTIFIER COMMON 460254105 1402 91,940 SH SOLE M 91940 0 0
INTERNATIONAL RECTIFIER COMMON 460254105 7421 486,600 SH SOLE S 486600 0 0
INTERNET INITIATIVE JAPA DEPOSITORY RECEI 46059T109 640 10,000 SH SOLE F 10000 0 0
INTERPOOL INC COMMON 46062R108 1041 136,500 SH SOLE M 136500 0 0
INTERPOOL INC COMMON 46062R108 3949 517,900 SH SOLE S 517900 0 0
INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 8864 9,570,000 PRN SOLE F 9570000 0 0
INTERPUBLIC GROUP 144A NOTE 1.870 6/0 460690AG5 14352 15,495,000 PRN SOLE M 15495000 0 0
INTIMATE BRANDS INC CL A 461156101 2429 62,370 SH SOLE M 62370 0 0
INTRAWARE INC COMMON 46118M103 172 6,600 SH SOLE F 6600 0 0
INTRAWARE INC COMMON 46118M103 6740 258,300 SH SOLE M 258300 0 0
INTRAWARE INC COMMON 46118M103 219 8,400 SH SOLE S 8400 0 0
INTUIT COMMON 461202103 894 10,200 SH SOLE M 10200 0 0
INVESTMENT TECHNOLOGY GR COMMON 46145F105 276 12,000 SH SOLE I 12000 0 0
IPALCO ENTERPRISES INC COMMON 462613100 1011 52,000 SH SOLE M 52000 0 0
IRELAND BK DEPOSITORY RECEI 46267Q103 1781 54,067 SH SOLE M 54067 0 0
ITRON INC COMMON 465741106 1059 180,200 SH SOLE M 180200 0 0
ITRON INC COMMON 465741106 2988 508,600 SH SOLE S 508600 0 0
IVEX PACKAGING CORP DEL COMMON 465855104 1014 101,400 SH SOLE M 101400 0 0
JDS UNIPHASE CORP COMMON 46612J101 19348 170,000 SH SOLE F 170000 0 0
JDS UNIPHASE CORP COMMON 46612J101 1867 16,400 SH SOLE M 16400 0 0
JABIL CIRCUIT INC COMMON 466313103 5742 116,000 SH SOLE F 116000 0 0
</TABLE>
39
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JFAX.COM COMMON 477366108 2699 284,080 SH SOLE I 284080 0 0
JFAX.COM COMMON 477366108 1354 142,500 SH SOLE M 142500 0 0
JOHNS MANVILLE CORP NEW COMMON 478129109 591 45,000 SH SOLE F 45000 0 0
JOHNS MANVILLE CORP NEW COMMON 478129109 209 15,944 SH SOLE M 15944 0 0
JOHNS MANVILLE CORP NEW COMMON 478129109 67 5,100 SH SOLE S 5100 0 0
JOHNSON & JOHNSON COMMON 478160104 1375 14,961 SH SOLE F 14961 0 0
JOHNSON & JOHNSON COMMON 478160104 1503 16,355 SH SOLE M 16355 0 0
JOHNSON & JOHNSON COMMON 478160104 505 5,500 SH SOLE S 5500 0 0
JOHNSON & JOHNSON COMMON 478160104 14 150 SH SOLE T 150 0 0
JOHNSON & JOHNSON COMMON 478160104 14 150 SH SOLE V 150 0 0
JONES APPAREL GROUP INC COMMON 480074103 535 18,600 SH SOLE F 18600 0 0
JONES APPAREL GROUP INC COMMON 480074103 109 3,800 SH SOLE M 3800 0 0
JONES APPAREL GROUP INC COMMON 480074103 52 1,800 SH SOLE S 1800 0 0
JONES INTERCABLE INC CL A 480206200 524 9,700 SH SOLE M 9700 0 0
JOSTENS INC COMMON 481088102 493 25,800 SH SOLE F 25800 0 0
JOSTENS INC COMMON 481088102 1999 104,500 SH SOLE M 104500 0 0
JOSTENS INC COMMON 481088102 4116 215,200 SH SOLE S 215200 0 0
JUNIPER NETWORKS INC COMMON 48203R104 17069 93,752 SH SOLE F 93752 0 0
JUNIPER NETWORKS INC COMMON 48203R104 9783 53,733 SH SOLE M 53733 0 0
JUNIPER NETWORKS INC COMMON 48203R104 692 3,800 SH SOLE S 3800 0 0
JUNIPER NETWORKS INC COMMON 48203R104 18 100 SH SOLE T 100 0 0
JUSTIN INDS INC COMMON 482171105 24 1,700 SH SOLE M 1700 0 0
JUSTIN INDS INC COMMON 482171105 3138 221,200 SH SOLE S 221200 0 0
KLA-TENCORP CORP COMMON 482480100 4030 62,000 SH SOLE M 62000 0 0
K2 INC COMMON 482732104 1137 129,000 SH SOLE M 129000 0 0
K2 INC COMMON 482732104 4064 461,200 SH SOLE S 461200 0 0
KAISER VENTURES INC COMMON 483100103 803 62,100 SH SOLE CM 62100 0 0
KAMAN CORP CL A 483548103 627 49,200 SH SOLE M 49200 0 0
KAMAN CORP CL A 483548103 3935 308,600 SH SOLE S 308600 0 0
KANSAS CITY SOUTHN INDS COMMON 485170104 358 7,700 SH AM 7700 0 0
KANSAS CITY SOUTHN INDS COMMON 485170104 13011 279,800 SH SOLE F 279800 0 0
KANSAS CITY SOUTHN INDS COMMON 485170104 1209 26,000 SH SOLE J 26000 0 0
</TABLE>
40
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KANSAS CITY SOUTHN INDS COMMON 485170104 246792 5,307,348 SH SOLE M 5307348 0 0
KANSAS CITY SOUTHN INDS COMMON 485170104 50183 1,079,200 SH SOLE S 1079200 0 0
KANSAS CITY SOUTHN INDS COMMON 485170104 33 700 SH SOLE T 700 0 0
KAYDON CORP COMMON 486587108 1107 44,500 SH SOLE M 44500 0 0
KEANE INC COMMON 486665102 465 20,400 SH SOLE F 20400 0 0
KEANE INC COMMON 486665102 114 5,000 SH SOLE M 5000 0 0
KEANE INC COMMON 486665102 32 1,400 SH SOLE S 1400 0 0
KEMET CORP COMMON 488360108 432 13,500 SH SOLE M 13500 0 0
KEMET CORP COMMON 488360108 3187 99,700 SH SOLE S 99700 0 0
KENT ELECTRS CORP COMMON 490553104 77 4,180 SH SOLE M 4180 0 0
KENT ELECTRS CORP COMMON 490553104 6549 354,000 SH SOLE S 354000 0 0
KERR MCGEE CORP COMMON 492386107 2604 47,300 SH SOLE M 47300 0 0
KEYSTONE AUTOMOTIVE INDS COMMON 49338N109 887 81,100 SH SOLE M 81100 0 0
KIMBALL INTL INC CL B 494274103 25 1,300 SH SOLE M 1300 0 0
KIMBALL INTL INC CL B 494274103 4493 233,400 SH SOLE S 233400 0 0
KIMCO REALTY CORP COMMON 49446R109 897 25,100 SH SOLE M 25100 0 0
KINROSS GOLD CORP COMMON 496902107 506 176,100 SH SOLE M 176100 0 0
KNIGHT/TRIMARK GROUP CL A 499067106 1179 39,800 SH SOLE F 39800 0 0
KNIGHT/TRIMARK GROUP CL A 499067106 210 7,100 SH SOLE M 7100 0 0
KNIGHT/TRIMARK GROUP CL A 499067106 678 22,900 SH SOLE S 22900 0 0
KOMAG INC COMMON 500453105 273 90,900 SH SOLE M 90900 0 0
KOMAG INC COMMON 500453105 1772 590,700 SH SOLE S 590700 0 0
KONINKLIJKE PHILIPS ELEC ADR 500472204 1681 16,640 SH SOLE M 16640 0 0
KOREA TELECOM ADS (2419875) 50063P103 864 23,362 SH SOLE F 23362 0 0
KOREA TELECOM ADS (2419875) 50063P103 319 8,634 SH SOLE M 8634 0 0
KOREA TELECOM ADS (2419875) 50063P103 700 18,930 SH SOLE S 18930 0 0
KULICKE & SOFFA INDS INC COMMON 501242101 3039 125,000 SH SOLE S 125000 0 0
KYOCERA CORP DEPOSITORY RECEI 501556203 2067 28,021 SH SOLE M 28021 0 0
LTV CORP NEW COMMON 501921100 8211 1,510,032 SH SOLE CM 1510032 0 0
LSI LOGIC CORP COMMON 502161102 577 11,100 SH SOLE M 11100 0 0
LSI LOGIC CORP COMMON 502161102 19906 382,800 SH SOLE S 382800 0 0
LSI LOGIC CORP 144A NOTE 4.250 3/1 502161AB8 4609 2,595,000 PRN SOLE F 2595000 0 0
</TABLE>
41
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LSI LOGIC CORP 144A NOTE 4.250 3/1 502161AB8 6785 3,820,000 PRN SOLE M 3820000 0 0
LSI LOGIC CORP NOTE 4.250 3/1 502161AD4 89 50,000 PRN SOLE F 50000 0 0
LABORATORIO CHILE SA ADR 50540H104 717 41,730 SH SOLE F 41730 0 0
LABORATORIO CHILE SA ADR 50540H104 33 1,930 SH SOLE M 1930 0 0
LABORATORIO CHILE SA ADR 50540H104 72 4,180 SH SOLE S 4180 0 0
LABORATRY CRP OF AMERICA 4.5% CVT PFD $4. 50540R201 4676 83,500 SH SOLE F 83500 0 0
LABORATRY CRP OF AMERICA 4.5% CVT PFD $4. 50540R201 13943 248,980 SH SOLE M 248980 0 0
LADISH INC COM NEW 505754200 6057 931,850 SH SOLE I 931850 0 0
LADISH INC COM NEW 505754200 163 25,000 SH SOLE M 25000 0 0
LADISH INC COM NEW 505754200 1099 169,100 SH SOLE S 169100 0 0
LAM RESH CORP COMMON 512807108 3148 51,600 SH SOLE M 51600 0 0
LAMAR ADVERTISING CO CL A 512815101 11138 225,000 SH SOLE F 225000 0 0
LAMAR ADVERTISING CO CL A 512815101 262 5,300 SH SOLE M 5300 0 0
LAMSON & SESSIONS CO COMMON 513696104 628 121,100 SH SOLE M 121100 0 0
LAMSON & SESSIONS CO COMMON 513696104 2551 491,700 SH SOLE S 491700 0 0
LANDMARK SYS CORP COMMON 51506S100 111 13,600 SH SOLE M 13600 0 0
LANDS END INC COMMON 515086106 277 4,200 SH SOLE M 4200 0 0
LANDSTAR SYS INC COMMON 515098101 709 20,400 SH SOLE M 20400 0 0
LASER VISION CTRS INC COMMON 51807H100 3870 275,800 SH SOLE F 275800 0 0
LASER VISION CTRS INC COMMON 51807H100 26293 1,873,917 SH SOLE M 1873917 0 0
LASER VISION CTRS INC COMMON 51807H100 2006 143,000 SH SOLE S 143000 0 0
LASER VISION CTRS INC COMMON 51807H100 5 330 SH SOLE T 330 0 0
LASON INC COMMON 51808R107 3727 83,700 SH SOLE F 83700 0 0
LASON INC COMMON 51808R107 15965 358,507 SH SOLE M 358507 0 0
LASON INC COMMON 51808R107 1300 29,200 SH SOLE S 29200 0 0
LAUDER ESTEE COS INC CL A 518439104 488 12,500 SH SOLE M 12500 0 0
LEAR CORP COMMON 521865105 2206 62,700 SH SOLE M 62700 0 0
LECROY CORP COMMON 52324W109 1465 81,400 SH SOLE M 81400 0 0
LECROY CORP COMMON 52324W109 6662 370,100 SH SOLE S 370100 0 0
LEGATO SYS INC COMMON 524651106 25502 585,000 SH SOLE F 585000 0 0
LEGATO SYS INC COMMON 524651106 121720 2,792,134 SH SOLE M 2792134 0 0
LEGATO SYS INC COMMON 524651106 9617 220,600 SH SOLE S 220600 0 0
</TABLE>
42
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEHMAN BROS HLDGS INC COMMON 524908100 613 10,500 SH SOLE M 10500 0 0
LEHMAN BROS HLDGS INC COMMON 524908100 4 75 SH SOLE V 75 0 0
LENNAR CORP COMMON 526057104 3822 239,800 SH SOLE M 239800 0 0
LENNAR CORP COMMON 526057104 6300 395,300 SH SOLE S 395300 0 0
LESCO INC OHIO COMMON 526872106 225 16,800 SH SOLE M 16800 0 0
LEVEL ONE COMMUNICATIONS NOTE 4.000 9/0 527295AC3 13388 5,470,000 PRN SOLE F 5470000 0 0
LEVEL ONE COMMUNICATIONS NOTE 4.000 9/0 527295AC3 38658 15,795,000 PRN SOLE M 15795000 0 0
LEVEL ONE COMMUNICATIONS NOTE 4.000 9/0 527295AC3 171 70,000 PRN SOLE T 70000 0 0
LEXMARK INTL GROUP INC CL A 529771107 10642 132,200 SH SOLE F 132200 0 0
LEXMARK INTL GROUP INC CL A 529771107 3784 47,000 SH SOLE M 47000 0 0
LIBBEY INC COMMON 529898108 946 32,000 SH SOLE M 32000 0 0
LIBBEY INC COMMON 529898108 3630 122,800 SH SOLE S 122800 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2316 102,100 SH SOLE M 102100 0 0
LILLY ELI & CO COMMON 532457108 167 2,600 SH AM 2600 0 0
LILLY ELI & CO COMMON 532457108 3517 54,800 SH SOLE F 54800 0 0
LILLY ELI & CO COMMON 532457108 27991 436,084 SH SOLE M 436084 0 0
LILLY ELI & CO COMMON 532457108 6939 108,100 SH SOLE S 108100 0 0
LILLY ELI & CO COMMON 532457108 59 925 SH SOLE T 925 0 0
LILLY ELI & CO COMMON 532457108 11 175 SH SOLE V 175 0 0
LILLY INDS INC CL A 532491107 2750 201,800 SH SOLE S 201800 0 0
LIMITED INC COMMON 532716107 287 7,500 SH SOLE M 7500 0 0
LIMITED INC COMMON 532716107 8 200 SH SOLE V 200 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 17870 304,000 SH SOLE S 304000 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 6 100 SH SOLE T 100 0 0
LINENS N THINGS INC COMMON 535679104 5758 170,600 SH SOLE F 170600 0 0
LINENS N THINGS INC COMMON 535679104 23767 704,199 SH SOLE M 704199 0 0
LINENS N THINGS INC COMMON 535679104 1920 56,900 SH SOLE S 56900 0 0
LITHIA MTRS INC CL A 536797103 1358 59,200 SH SOLE M 59200 0 0
LITTELFUSE INC COMMON 537008104 1746 78,484 SH SOLE M 78484 0 0
LIZ CLAIBORNE INC COMMON 539320101 527 17,000 SH SOLE F 17000 0 0
LIZ CLAIBORNE INC COMMON 539320101 204 6,596 SH SOLE M 6596 0 0
LIZ CLAIBORNE INC COMMON 539320101 34 1,100 SH SOLE S 1100 0 0
</TABLE>
43
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LOCKHEED MARTIN CORP COMMON 539830109 747 22,845 SH SOLE F 22845 0 0
LOCKHEED MARTIN CORP COMMON 539830109 49 1,485 SH SOLE M 1485 0 0
LOCKHEED MARTIN CORP COMMON 539830109 3 100 SH SOLE S 100 0 0
LOCKHEED MARTIN CORP COMMON 539830109 4 130 SH SOLE T 130 0 0
LOCKHEED MARTIN CORP COMMON 539830109 1 25 SH SOLE V 25 0 0
LONE STAR STEAKHOUSE SAL COMMON 542307103 16 2,100 SH SOLE M 2100 0 0
LONE STAR STEAKHOUSE SAL COMMON 542307103 1515 197,100 SH SOLE S 197100 0 0
LOOKSMART LTD COMMON 543442107 52 2,200 SH SOLE M 2200 0 0
LOOKSMART LTD COMMON 543442107 174 7,300 SH SOLE S 7300 0 0
LOWES COS INC COMMON 548661107 9360 192,000 SH SOLE F 192000 0 0
LOWES COS INC COMMON 548661107 24131 495,000 SH SOLE S 495000 0 0
LOWES COS INC COMMON 548661107 2 50 SH SOLE T 50 0 0
LOWES COS INC COMMON 548661107 5 100 SH SOLE V 100 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 292 4,500 SH AM 4500 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 7061 108,841 SH SOLE F 108841 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 720 11,100 SH SOLE J 11100 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 158244 2,439,215 SH SOLE M 2439215 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 33774 520,600 SH SOLE S 520600 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 31 475 SH SOLE T 475 0 0
LUCENT TECHNOLOGIES INC COMMON 549463107 18 275 SH SOLE V 275 0 0
LUFKIN INDS INC COMMON 549764108 241 15,800 SH SOLE M 15800 0 0
LUFKIN INDS INC COMMON 549764108 1617 106,060 SH SOLE S 106060 0 0
LUMINANT WORLDWIDE CORP COMMON 550260103 228 7,400 SH SOLE M 7400 0 0
LUMINANT WORLDWIDE CORP COMMON 550260103 735 23,900 SH SOLE S 23900 0 0
LYCOS INC COMMON 550818108 5293 105,600 SH SOLE F 105600 0 0
LYCOS INC COMMON 550818108 28705 572,667 SH SOLE M 572667 0 0
LYCOS INC COMMON 550818108 1494 29,800 SH SOLE S 29800 0 0
LYDALL INC DEL COMMON 550819106 25 2,400 SH SOLE M 2400 0 0
LYDALL INC DEL COMMON 550819106 4617 447,700 SH SOLE S 447700 0 0
MBL INTL FIN BERMUDA TR CVNT 3.0% 11/3 55262XAA2 595 500,000 PRN SOLE F 500000 0 0
MCI WORLDCOM INC COMMON 55268B106 599 8,331 SH SOLE F 8331 0 0
MCI WORLDCOM INC COMMON 55268B106 685 9,532 SH SOLE M 9532 0 0
</TABLE>
44
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCI WORLDCOM INC COMMON 55268B106 29088 404,700 SH SOLE S 404700 0 0
MCI WORLDCOM INC COMMON 55268B106 23 325 SH SOLE T 325 0 0
MCI WORLDCOM INC COMMON 55268B106 12 165 SH SOLE V 165 0 0
MSC INDL DIRECT INC CL A 553530106 366 40,700 SH SOLE M 40700 0 0
MSC SOFTWARE CORP COMMON 553531104 716 107,000 SH SOLE M 107000 0 0
MSC SOFTWARE CORP COMMON 553531104 3295 492,700 SH SOLE S 492700 0 0
M S CARRIERS INC COMMON 553533100 538 22,400 SH SOLE M 22400 0 0
MACK CALI RLTY CORP COMMON 554489104 512 19,100 SH SOLE M 19100 0 0
MACROVISION CORP COMMON 555904101 5587 125,900 SH SOLE F 125900 0 0
MACROVISION CORP COMMON 555904101 59676 1,344,800 SH SOLE M 1344800 0 0
MACROVISION CORP COMMON 555904101 3097 69,800 SH SOLE S 69800 0 0
MACROMEDIA INC COMMON 556100105 3339 81,700 SH SOLE F 81700 0 0
MACROMEDIA INC COMMON 556100105 16418 401,656 SH SOLE M 401656 0 0
MACROMEDIA INC COMMON 556100105 1647 40,300 SH SOLE S 40300 0 0
MAGNA INTL INC SDCV 4.875 2/1 559222AG9 889 985,000 PRN SOLE M 985000 0 0
MAGNETEK INC COMMON 559424106 438 49,000 SH SOLE M 49000 0 0
MAGNETEK INC COMMON 559424106 3670 410,600 SH SOLE S 410600 0 0
MAGNUM HUNTER RES INC *W EXP 7/01/200 55972F120 199 49,697 SOLE M 49697 0 0
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 106 26,500 SH SOLE I 26500 0 0
MAGNUM HUNTER RES INC COM PAR $0.002 55972F203 596 149,100 SH SOLE M 149100 0 0
MAGYAR TAVKOZLESI RT ADR (MATAV RT) 559776109 3733 137,000 SH SOLE A 137000 0 0
MAGYAR TAVKOZLESI RT ADR (MATAV RT) 559776109 101 3,700 SH SOLE F 3700 0 0
MALLINCKRODT INC NEW COMMON 561232109 401 13,300 SH SOLE F 13300 0 0
MALLINCKRODT INC NEW COMMON 561232109 103 3,400 SH SOLE M 3400 0 0
MALLINCKRODT INC NEW COMMON 561232109 24 800 SH SOLE S 800 0 0
MANDALAY RESORT GROUP COMMON 562567107 2459 124,500 SH SOLE M 124500 0 0
MAPICS INC COMMON 564910107 2161 248,700 SH SOLE S 248700 0 0
MAPQUEST COM INC COMMON 565644101 229 19,300 SH SOLE F 19300 0 0
MAPQUEST COM INC COMMON 565644101 7100 597,900 SH SOLE M 597900 0 0
MAPQUEST COM INC COMMON 565644101 243 20,500 SH SOLE S 20500 0 0
MARINE DRILLING COS INC COM PAR $0.01 568240204 1607 101,600 SH SOLE M 101600 0 0
MARKETING SPECIALISTS CO COMMON 57060R107 268 49,900 SH SOLE M 49900 0 0
</TABLE>
45
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARKWEST HYDROCARBON INC COMMON 570762104 274 54,700 SH SOLE M 54700 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 2368 34,565 SH SOLE F 34565 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 1530 22,335 SH SOLE M 22335 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 18951 276,650 SH SOLE S 276650 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 5 75 SH SOLE T 75 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 9 125 SH SOLE V 125 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 1126 28,200 SH SOLE M 28200 0 0
MARTIN MARIETTA MATLS IN COMMON 573284106 24 600 SH SOLE T 600 0 0
MASTEC INC COMMON 576323109 274 9,300 SH SOLE M 9300 0 0
MASTEC INC COMMON 576323109 904 30,700 SH SOLE S 30700 0 0
MATERIAL SCIENCIES CORP COMMON 576674105 32 2,400 SH SOLE M 2400 0 0
MATERIAL SCIENCIES CORP COMMON 576674105 5217 391,900 SH SOLE S 391900 0 0
MATRIX SVC CO COMMON 576853105 1099 274,700 SH SOLE S 274700 0 0
MATSUSHITA ELEC INDL ADR 576879209 1526 7,303 SH SOLE M 7303 0 0
MATLACK SYS INC COMMON 576901102 2117 418,100 SH SOLE S 418100 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 467 7,400 SH AM 7400 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 52730 835,747 SH SOLE F 835747 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 1274 20,200 SH SOLE J 20200 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 295494 4,683,406 SH SOLE M 4683406 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 58936 934,100 SH SOLE S 934100 0 0
MAXIM INTEGRATED PRODS I COMMON 57772K101 50 800 SH SOLE T 800 0 0
MAXWELL SHOE INC CL A 577766108 354 40,200 SH SOLE M 40200 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2705 81,800 SH SOLE M 81800 0 0
MCDONALDS CORP COMMON 580135101 6502 150,327 SH SOLE F 150327 0 0
MCDONALDS CORP COMMON 580135101 1835 42,436 SH SOLE M 42436 0 0
MCDONALDS CORP COMMON 580135101 538 12,450 SH SOLE S 12450 0 0
MCDONALDS CORP COMMON 580135101 65 1,510 SH SOLE T 1510 0 0
MCDONALDS CORP COMMON 580135101 2 50 SH SOLE V 50 0 0
MCKESSON HBOC INC COMMON 58155Q103 545 18,800 SH SOLE F 18800 0 0
MCKESSON HBOC INC COMMON 58155Q103 145 5,000 SH SOLE M 5000 0 0
MCKESSON HBOC INC COMMON 58155Q103 38 1,300 SH SOLE S 1300 0 0
MCLEODUSA INC COMMON 582266102 9274 217,900 SH SOLE F 217900 0 0
</TABLE>
46
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCLEODUSA INC COMMON 582266102 11618 272,968 SH SOLE M 272968 0 0
MCLEODUSA INC COMMON 582266102 306 7,200 SH SOLE S 7200 0 0
MCLEOD USA INC CL A COMMON 582266102 1098 20,000 SH SOLE I 20000 0 0
MCWHORTER TECHNOLOGIES I COMMON 582803102 177 12,000 SH SOLE M 12000 0 0
MEDCO RESH INC COMMON 584059109 1706 68,400 SH SOLE M 68400 0 0
MEDIALINK WORLDWIDE INC COMMON 58445P105 93 8,900 SH SOLE F 8900 0 0
MEDIALINK WORLDWIDE INC COMMON 58445P105 3111 296,300 SH SOLE M 296300 0 0
MEDIALINK WORLDWIDE INC COMMON 58445P105 95 9,000 SH SOLE S 9000 0 0
MEDICIS PHARMACEUTICAL C CL A NEW 584690309 185 6,500 SH SOLE F 6500 0 0
MEDICIS PHARMACEUTICAL C CL A NEW 584690309 6156 216,000 SH SOLE M 216000 0 0
MEDICIS PHARMACEUTICAL C CL A NEW 584690309 205 7,200 SH SOLE S 7200 0 0
MEDIMMUNE INC COMMON 584699102 4634 46,500 SH SOLE M 46500 0 0
MEDIMMUNE INC COMMON 584699102 27 270 SH SOLE T 270 0 0
MEDQUIST INC COMMON 584949101 15762 471,400 SH SOLE F 471400 0 0
MEDQUIST INC COMMON 584949101 17182 513,861 SH SOLE M 513861 0 0
MEDQUIST INC COMMON 584949101 1642 49,100 SH SOLE S 49100 0 0
MEDTRONIC INC COMMON 585055106 220 6,200 SH AM 6200 0 0
MEDTRONIC INC COMMON 585055106 1415 39,800 SH SOLE M 39800 0 0
MEDTRONIC INC COMMON 585055106 6437 181,000 SH SOLE S 181000 0 0
MEDTRONIC INC COMMON 585055106 76 2,140 SH SOLE T 2140 0 0
MEDTRONIC INC COMMON 585055106 2 50 SH SOLE V 50 0 0
MENS WEARHOUSE INC COMMON 587118100 586 27,250 SH SOLE M 27250 0 0
MENTOR GRAPHICS CORP COMMON 587200106 463 54,100 SH SOLE F 54100 0 0
MENTOR GRAPHICS CORP COMMON 587200106 658 76,800 SH SOLE M 76800 0 0
MENTOR GRAPHICS CORP COMMON 587200106 1832 213,900 SH SOLE S 213900 0 0
MERCK & CO INC COMMON 589331107 2333 36,000 SH SOLE F 36000 0 0
MERCK & CO INC COMMON 589331107 176 2,720 SH SOLE M 2720 0 0
MERCK & CO INC COMMON 589331107 26 400 SH SOLE T 400 0 0
MERCK & CO INC COMMON 589331107 19 300 SH SOLE V 300 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 13649 211,400 SH SOLE F 211400 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 25078 388,435 SH SOLE M 388435 0 0
MERCURY INTERACTIVE CORP COMMON 589405109 1743 27,000 SH SOLE S 27000 0 0
</TABLE>
47
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEREDITH CORP COMMON 589433101 1837 50,600 SH SOLE M 50600 0 0
MERIDIAN GOLD INC COMMON 589975101 556 81,600 SH SOLE M 81600 0 0
MERIX CORP COMMON 590049102 962 74,000 SH SOLE M 74000 0 0
MERIX CORP COMMON 590049102 4800 369,200 SH SOLE S 369200 0 0
MERRILL LYNCH & CO INC COMMON 590188108 4356 64,656 SH SOLE F 64656 0 0
MERRILL LYNCH & CO INC COMMON 590188108 1730 25,670 SH SOLE M 25670 0 0
MERRILL LYNCH & CO INC COMMON 590188108 155 2,300 SH SOLE S 2300 0 0
MERRILL LYNCH & CO INC COMMON 590188108 10 155 SH SOLE T 155 0 0
MERRILL LYNCH & CO INC COMMON 590188108 3 50 SH SOLE V 50 0 0
MESA AIR GROUP INC COMMON 590479101 1020 166,500 SH SOLE M 166500 0 0
MESA AIR GROUP INC COMMON 590479101 2651 432,800 SH SOLE S 432800 0 0
METAMOR WORLDWIDE INC COMMON 59133P100 6427 362,100 SH SOLE F 362100 0 0
METAMOR WORLDWIDE INC CVT DEB 2.94% 08 59133PAA8 24969 37,060,000 PRN SOLE M 37060000 0 0
METAMOR WORLDWIDE INC CVT DEB 2.94% 08 59133PAA8 44 65,000 PRN SOLE S 65000 0 0
METROMEDIA FIBER NETWORK CL A 591689104 649 26,500 SH SOLE M 26500 0 0
METROMEDIA INTL GROUP IN COMMON 591695101 25 6,110 SH SOLE M 6110 0 0
METROMEDIA INTL GROUP IN COMMON 591695101 1705 413,400 SH SOLE S 413400 0 0
METTLER TOLEDO INTERNATI COMMON 592688105 1315 44,400 SH SOLE M 44400 0 0
MICHAEL FOOD INC NEW COMMON 594079105 32 1,200 SH SOLE M 1200 0 0
MICHAEL FOOD INC NEW COMMON 594079105 4775 181,700 SH SOLE S 181700 0 0
MICHAELS STORES INC COMMON 594087108 1956 66,300 SH SOLE M 66300 0 0
MICREL INC COMMON 594793101 9981 230,100 SH SOLE F 230100 0 0
MICREL INC COMMON 594793101 27963 644,678 SH SOLE M 644678 0 0
MICREL INC COMMON 594793101 2919 67,300 SH SOLE S 67300 0 0
MICROSOFT CORP COMMON 594918104 480 5,300 SH AM 5300 0 0
MICROSOFT CORP COMMON 594918104 21288 235,068 SH SOLE F 235068 0 0
MICROSOFT CORP COMMON 594918104 1195 13,200 SH SOLE J 13200 0 0
MICROSOFT CORP COMMON 594918104 249367 2,753,530 SH SOLE M 2753530 0 0
MICROSOFT CORP COMMON 594918104 52146 575,800 SH SOLE S 575800 0 0
MICROSOFT CORP COMMON 594918104 104 1,150 SH SOLE T 1150 0 0
MICROSOFT CORP COMMON 594918104 52 575 SH SOLE V 575 0 0
MICROMUSE INC COMMON 595094103 6361 99,000 SH SOLE F 99000 0 0
</TABLE>
48
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROMUSE INC COMMON 595094103 40176 625,307 SH SOLE M 625307 0 0
MICROMUSE INC COMMON 595094103 1870 29,100 SH SOLE S 29100 0 0
MICRON TECHNOLOGY INC COMMON 595112103 1443 21,700 SH SOLE M 21700 0 0
MICRON TECHNOLOGY INC COMMON 595112103 9051 136,100 SH SOLE S 136100 0 0
MICRON TECHNOLOGY INC COMMON 595112103 2 25 SH SOLE T 25 0 0
MICRON TECHNOLOGY INC CVT DEB 7.0% 07/ 595112AB9 13937 11,950,000 PRN SOLE F 11950000 0 0
MICRON TECHNOLOGY INC CVT DEB 7.0% 07/ 595112AB9 41618 35,685,000 PRN SOLE M 35685000 0 0
MICRON TECHNOLOGY INC CVT DEB 7.0% 07/ 595112AB9 58 50,000 PRN SOLE T 50000 0 0
MICROTOUCH SYS INC COMMON 595145103 3443 204,000 SH SOLE S 204000 0 0
MID-ATLANTIC RLTY TR SH BEN INT 595232109 249 23,900 SH SOLE M 23900 0 0
MID ATLANTIC MED SVCS IN COMMON 59523C107 60 6,700 SH SOLE M 6700 0 0
MID ATLANTIC MED SVCS IN COMMON 59523C107 3395 379,900 SH SOLE S 379900 0 0
MIDWAY GAMES INC COMMON 598148104 36 2,300 SH SOLE M 2300 0 0
MIDWAY GAMES INC COMMON 598148104 8116 515,300 SH SOLE S 515300 0 0
MILLER HERMAN INC COMMON 600544100 3368 140,900 SH SOLE M 140900 0 0
MILLER HERMAN INC COMMON 600544100 5312 222,200 SH SOLE S 222200 0 0
MILLIPORE CORP COMMON 601073109 447 11,900 SH SOLE F 11900 0 0
MILLIPORE CORP COMMON 601073109 2543 67,700 SH SOLE M 67700 0 0
MILLIPORE CORP COMMON 601073109 2795 74,400 SH SOLE S 74400 0 0
MINERALS TECHNOLOGIES IN COMMON 603158106 1316 27,100 SH SOLE M 27100 0 0
MINIMED INC COMMON 60365K108 17626 179,400 SH SOLE F 179400 0 0
MINIMED INC COMMON 60365K108 10423 106,089 SH SOLE M 106089 0 0
MINIMED INC COMMON 60365K108 314 3,200 SH SOLE S 3200 0 0
MINIMED INC COMMON 60365K108 49 500 SH SOLE T 500 0 0
MIPS TECHNOLOGIES INC CL A 604567107 3369 105,900 SH SOLE F 105900 0 0
MIPS TECHNOLOGIES INC CL A 604567107 12166 382,417 SH SOLE M 382417 0 0
MIPS TECHNOLOGIES INC CL A 604567107 1180 37,100 SH SOLE S 37100 0 0
MIRAGE RESORTS INC COMMON 60462E104 315 22,500 SH AM 22500 0 0
MIRAGE RESORTS INC COMMON 60462E104 7267 519,039 SH SOLE F 519039 0 0
MIRAGE RESORTS INC COMMON 60462E104 780 55,700 SH SOLE J 55700 0 0
MIRAGE RESORTS INC COMMON 60462E104 169981 12,141,486 SH SOLE M 12141486 0 0
MIRAGE RESORTS INC COMMON 60462E104 4782 341,600 SH SOLE S 341600 0 0
</TABLE>
49
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MIRAGE RESORTS INC COMMON 60462E104 35 2,500 SH SOLE T 2500 0 0
MISSION CRITICAL SOFTWAR COMMON 605047109 2016 45,300 SH SOLE F 45300 0 0
MISSION CRITICAL SOFTWAR COMMON 605047109 10239 230,080 SH SOLE M 230080 0 0
MISSION CRITICAL SOFTWAR COMMON 605047109 676 15,200 SH SOLE S 15200 0 0
MOBIL CORP COMMON 607059102 1069 10,615 SH SOLE F 10615 0 0
MOBIL CORP COMMON 607059102 1242 12,325 SH SOLE M 12325 0 0
MOBIL CORP COMMON 607059102 343 3,400 SH SOLE S 3400 0 0
MOBIL CORP COMMON 607059102 31 305 SH SOLE T 305 0 0
MOBIL CORP COMMON 607059102 18 175 SH SOLE V 175 0 0
MOHAWK INDS INC COMMON 608190104 638 32,000 SH SOLE M 32000 0 0
MOLEX INC CL A 608554200 583 18,000 SH SOLE F 18000 0 0
MOLEX INC CL A 608554200 146 4,500 SH SOLE M 4500 0 0
MOLEX INC CL A 608554200 58 1,800 SH SOLE S 1800 0 0
MONSANTO CO COMMON 611662107 589 16,500 SH SOLE M 16500 0 0
MONSANTO CO COMMON 611662107 2 50 SH SOLE T 50 0 0
MONTANA POWER CO COMMON 612085100 6970 229,000 SH SOLE F 229000 0 0
MONTANA POWER CO COMMON 612085100 1243 40,830 SH SOLE M 40830 0 0
MONY GROUP INC COMMON 615337102 3023 104,700 SH SOLE F 104700 0 0
MONY GROUP INC COMMON 615337102 2476 85,734 SH SOLE M 85734 0 0
MONY GROUP INC COMMON 615337102 72 2,500 SH SOLE S 2500 0 0
MORGAN J P & CO INC COMMON 616880100 2655 23,236 SH SOLE F 23236 0 0
MORGAN J P & CO INC COMMON 616880100 1033 9,040 SH SOLE M 9040 0 0
MORGAN J P & CO INC COMMON 616880100 291 2,550 SH SOLE S 2550 0 0
MORGAN J P & CO INC COMMON 616880100 22 190 SH SOLE T 190 0 0
MORGAN J P & CO INC COMMON 616880100 3 25 SH SOLE V 25 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 1084 12,151 SH SOLE F 12151 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 1217 13,642 SH SOLE M 13642 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 352 3,950 SH SOLE S 3950 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 24 265 SH SOLE T 265 0 0
MORGAN STANLEY DEAN WITT COM NEW 617446448 4 50 SH SOLE V 50 0 0
MORRISON MGMT SPECIALIST COMMON 618459101 2707 120,332 SH SOLE S 120332 0 0
MOTIVEPOWER INDS INC COMMON 61980K101 1194 108,575 SH SOLE M 108575 0 0
</TABLE>
50
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOTIVEPOWER INDS INC COMMON 61980K101 4125 375,000 SH SOLE S 375000 0 0
MOTOROLA INC COMMON 620076109 9670 109,892 SH SOLE F 109892 0 0
MOTOROLA INC COMMON 620076109 2292 26,045 SH SOLE M 26045 0 0
MOTOROLA INC COMMON 620076109 678 7,700 SH SOLE S 7700 0 0
MOTOROLA INC COMMON 620076109 48 550 SH SOLE T 550 0 0
MOTOROLA INC COMMON 620076109 4 50 SH SOLE V 50 0 0
MPATH INTERACTIVE INC COMMON 62473C101 578 50,300 SH SOLE F 50300 0 0
MPATH INTERACTIVE INC COMMON 62473C101 2608 226,801 SH SOLE M 226801 0 0
MPATH INTERACTIVE INC COMMON 62473C101 196 17,000 SH SOLE S 17000 0 0
MUTUAL RISK MGMT LTD COMMON 628351108 1542 125,900 SH SOLE M 125900 0 0
NCR CORP NEW COMMON 62886E108 377 11,400 SH SOLE M 11400 0 0
NTL INC COMMON 629407107 1441 15,000 SH SOLE M 15000 0 0
NYMAGIC INC COMMON 629484106 1906 146,600 SH SOLE S 146600 0 0
NABORS INDS INC COMMON 629568106 3535 141,400 SH SOLE M 141400 0 0
NASHUA CORP COMMON 631226107 27 3,000 SH SOLE M 3000 0 0
NASHUA CORP COMMON 631226107 3429 386,400 SH SOLE S 386400 0 0
NATIONAL AUSTRALIA BANK CVT PFD $1.96875 632525309 4317 157,700 SH SOLE F 157700 0 0
NATIONAL AUSTRALIA BANK CVT PFD $1.96875 632525309 13501 493,190 SH SOLE M 493190 0 0
NATIONAL COMPUTER SYS IN COMMON 635519101 364 9,500 SH SOLE M 9500 0 0
NATIONAL HEALTH INVS INC CVNT 7.75% 01/0 63633DAB0 3586 3,795,000 PRN SOLE M 3795000 0 0
NATIONAL INSTRS CORP COMMON 636518102 1732 49,000 SH SOLE M 49000 0 0
NATIONAL R V HLDGS INC COMMON 637277104 575 29,100 SH SOLE M 29100 0 0
NAVIGANT CONSULTING INC COMMON 63935N107 710 15,300 SH SOLE M 15300 0 0
THOMAS NELSON INC COMMON 640376109 839 86,100 SH SOLE M 86100 0 0
THOMAS NELSON INC COMMON 640376109 3495 358,500 SH SOLE S 358500 0 0
NEON SYS INC COMMON 640509105 2573 95,500 SH SOLE F 95500 0 0
NEON SYS INC COMMON 640509105 14166 525,867 SH SOLE M 525867 0 0
NEON SYS INC COMMON 640509105 943 35,000 SH SOLE S 35000 0 0
NETWORK ASSOCIATES 144A SD CV 0.0% 02/13 640938AA4 3537 10,520,000 PRN SOLE F 10520000 0 0
NETWORK ASSOCIATES 144A SD CV 0.0% 02/13 640938AA4 3171 9,430,000 PRN SOLE M 9430000 0 0
NETWORK ASSOCIATES INC CVT DEB 0% 02/13 640938AB2 2579 7,670,000 PRN SOLE F 7670000 0 0
NETWORK ASSOCIATES INC CVT DEB 0% 02/13 640938AB2 16496 49,060,000 PRN SOLE M 49060000 0 0
</TABLE>
51
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK ASSOCIATES INC CVT DEB 0% 02/13 640938AB2 42 125,000 PRN SOLE S 125000 0 0
NETIQ CORP COMMON 64115P102 237 8,000 SH SOLE F 8000 0 0
NETIQ CORP COMMON 64115P102 7474 252,300 SH SOLE M 252300 0 0
NETIQ CORP COMMON 64115P102 255 8,600 SH SOLE S 8600 0 0
NETWORK EQUIP TECHNOLOGI COMMON 641208103 3261 354,900 SH SOLE S 354900 0 0
NETWORK APPLIANCE INC COMMON 64120L104 745 10,400 SH SOLE M 10400 0 0
NEW BRUNSWICK SCIENTIFIC COMMON 642876106 1860 306,858 SH SOLE S 306858 0 0
NEW YORK TIMES CO CL A 650111107 1380 36,800 SH SOLE M 36800 0 0
NEWFIELD EXPL CO COMMON 651290108 2536 77,000 SH SOLE M 77000 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 245 31,600 SH SOLE F 31600 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 7813 1,008,100 SH SOLE M 1008100 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 265 34,200 SH SOLE S 34200 0 0
NEWPORT CORP COMMON 651824104 28 1,700 SH SOLE M 1700 0 0
NEWPORT CORP COMMON 651824104 4005 240,925 SH SOLE S 240925 0 0
NEWPORT NEWS SHIPBLDG COMMON 652228107 452 14,000 SH SOLE M 14000 0 0
NEXTCARD INC COMMON 65332K107 4121 168,200 SH SOLE F 168200 0 0
NEXTCARD INC COMMON 65332K107 16910 690,219 SH SOLE M 690219 0 0
NEXTCARD INC COMMON 65332K107 1387 56,600 SH SOLE S 56600 0 0
NEXTEL COMMUNICATIONS IN CL A 65332V103 154 2,278 SH SOLE F 2278 0 0
NEXTEL COMMUNICATIONS IN CL A 65332V103 166 2,450 SH SOLE M 2450 0 0
NICE SYS LTD DEPOSITORY RECEI 653656108 93 3,607 SH SOLE F 3607 0 0
NICE SYS LTD DEPOSITORY RECEI 653656108 52 2,000 SH SOLE M 2000 0 0
NICE SYS LTD DEPOSITORY RECEI 653656108 112 4,350 SH SOLE S 4350 0 0
99 CENTS ONLY STORES COMMON 65440K106 549 15,200 SH SOLE M 15200 0 0
NIPPON TELEG & TEL CORP DEPOSITORY RECEI 654624105 1814 29,402 SH SOLE M 29402 0 0
NOKIA CORP ADR 654902204 3465 38,555 SH SOLE M 38555 0 0
NORTEL NETWORKS CORP COMMON 656569100 20675 405,400 SH SOLE S 405400 0 0
NORTEL NETWORKS CORP COMMON 656569100 8 150 SH SOLE T 150 0 0
NORTEL NETWORKS CORP COMMON 656569100 8 150 SH SOLE V 150 0 0
NORTH FORK BANCORPORATIO COMMON 659424105 688 35,300 SH SOLE M 35300 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 1040 16,355 SH SOLE F 16355 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 553 8,695 SH SOLE M 8695 0 0
</TABLE>
52
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHROP GRUMMAN CORP COMMON 666807102 162 2,550 SH SOLE S 2550 0 0
NOVASTAR FINL INC COMMON 669947400 451 128,800 SH SOLE M 128800 0 0
NOVELL INC COMMON 670006105 1922 92,900 SH SOLE M 92900 0 0
NOVELL INC COMMON 670006105 29879 1,444,300 SH SOLE S 1444300 0 0
NOVOSTE CORP COMMON 67010C100 550 30,800 SH SOLE M 30800 0 0
NUCENTRIX BROADBAND NETW COMMON 670198100 3154 130,050 SH SOLE I 130050 0 0
NUCENTRIX BROADBAND NETW COMMON 670198100 1125 46,400 SH SOLE M 46400 0 0
NUEVO ENERGY CO COMMON 670509108 1925 111,600 SH SOLE M 111600 0 0
NUEVO ENERGY CO COMMON 670509108 6638 384,800 SH SOLE S 384800 0 0
O'CHARLEYS INC COMMON 670823103 155 10,500 SH SOLE F 10500 0 0
O'CHARLEYS INC COMMON 670823103 4802 325,550 SH SOLE M 325550 0 0
O'CHARLEYS INC COMMON 670823103 166 11,250 SH SOLE S 11250 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 615 26,600 SH SOLE F 26600 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 4090 176,850 SH SOLE M 176850 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 212 9,150 SH SOLE S 9150 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 12 510 SH SOLE T 510 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 2 75 SH SOLE V 75 0 0
OCEAN ENERGY INC TEX COMMON 67481E106 2 14,586 SH SOLE M 14586 0 0
OCEANEERING INTL INC COMMON 675232102 772 45,900 SH SOLE M 45900 0 0
OCEANEERING INTL INC COMMON 675232102 3790 225,400 SH SOLE S 225400 0 0
OFFSHORE LOGISTICS INC COMMON 676255102 70 6,800 SH SOLE M 6800 0 0
OFFSHORE LOGISTICS INC COMMON 676255102 2616 253,700 SH SOLE S 253700 0 0
OGDEN CORP COMMON 676346109 2075 200,000 SH SOLE S 200000 0 0
OLD REP INTL CORP COMMON 680223104 479 33,200 SH SOLE F 33200 0 0
OLD REP INTL CORP COMMON 680223104 150 10,400 SH SOLE M 10400 0 0
OLD REP INTL CORP COMMON 680223104 43 3,000 SH SOLE S 3000 0 0
OLSTEN CORP COMMON 681385100 1567 150,153 SH SOLE M 150153 0 0
OLSTEN CORP COMMON 681385100 3818 365,800 SH SOLE S 365800 0 0
OMNICARE INC COMMON 681904108 652 67,700 SH SOLE F 67700 0 0
OMNICARE INC COMMON 681904108 1836 190,775 SH SOLE M 190775 0 0
OMNICARE INC COMMON 681904108 5066 526,300 SH SOLE S 526300 0 0
OMNICARE INC 144A CVT DEB 5.0% 12/ 681904AB4 808 1,220,000 PRN SOLE M 1220000 0 0
</TABLE>
53
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OMNICARE INC SDCV 5.000 12/0 681904AD0 11370 17,765,000 PRN SOLE M 17765000 0 0
OMNICARE INC SDCV 5.000 12/0 681904AD0 45 70,000 PRN SOLE S 70000 0 0
OMNICOM GROUP INC COMMON 681919106 605 7,642 SH SOLE F 7642 0 0
OMNICOM GROUP INC COMMON 681919106 626 7,900 SH SOLE M 7900 0 0
OMNICOM GROUP INC COMMON 681919106 23218 293,200 SH SOLE S 293200 0 0
OMNICOM GROUP INC COMMON 681919106 40 500 SH SOLE T 500 0 0
ONEIDA LTD COMMON 682505102 2894 121,550 SH SOLE S 121550 0 0
ONEOK INC NEW COMMON 682680103 1482 48,900 SH SOLE M 48900 0 0
ONLINE RES & COMMUNICATI COMMON 68273G101 1453 104,700 SH SOLE F 104700 0 0
ONLINE RES & COMMUNICATI COMMON 68273G101 5141 370,523 SH SOLE M 370523 0 0
ONLINE RES & COMMUNICATI COMMON 68273G101 500 36,000 SH SOLE S 36000 0 0
VIMPEL COMMUNICATIONS COMMON 68370R109 338 26,500 SH SOLE A 26500 0 0
ORACLE CORP COMMON 68389X105 1615 35,500 SH SOLE M 35500 0 0
ORACLE CORP COMMON 68389X105 8 175 SH SOLE T 175 0 0
ORACLE CORP COMMON 68389X105 5 112 SH SOLE V 112 0 0
ORANGE PLC ADR 685211104 1119 11,245 SH SOLE M 11245 0 0
OREGON STL MLS INC COMMON 686079104 20 1,800 SH SOLE M 1800 0 0
OREGON STL MLS INC COMMON 686079104 2437 217,800 SH SOLE S 217800 0 0
OSMONICS INC COMMON 688350107 3086 292,200 SH SOLE S 292200 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 9551 375,000 SH SOLE F 375000 0 0
OUTBACK STEAKHOUSE INC COMMON 689899102 3358 131,850 SH SOLE M 131850 0 0
OUTDOOR SYS INC COMMON 690057104 10510 293,987 SH SOLE F 293987 0 0
OUTDOOR SYS INC COMMON 690057104 7331 205,054 SH SOLE M 205054 0 0
OUTDOOR SYS INC COMMON 690057104 852 23,825 SH SOLE S 23825 0 0
OWENS & MINOR INC NEW COMMON 690732102 1612 167,500 SH SOLE M 167500 0 0
OWENS & MINOR INC NEW COMMON 690732102 5411 562,200 SH SOLE S 562200 0 0
OXBOW EQUITIES CORP COMMON 690902101 29 211,400 SH SOLE M 211400 0 0
PBOC HLDGS INC COMMON 69316G108 1828 225,000 SH SOLE S 225000 0 0
PFF BANCORP INC COMMON 69331W104 25 1,200 SH SOLE M 1200 0 0
PFF BANCORP INC COMMON 69331W104 4030 195,400 SH SOLE S 195400 0 0
P F CHANGS CHINA BISTRO COMMON 69333Y108 110 5,100 SH SOLE F 5100 0 0
P F CHANGS CHINA BISTRO COMMON 69333Y108 4848 224,200 SH SOLE M 224200 0 0
</TABLE>
54
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
P F CHANGS CHINA BISTRO COMMON 69333Y108 136 6,300 SH SOLE S 6300 0 0
PMC-SIERRA INC COMMON 69344F106 3608 39,000 SH SOLE M 39000 0 0
PMC-SIERRA INC COMMON 69344F106 11165 120,700 SH SOLE S 120700 0 0
PRI AUTOMATION INC COMMON 69357H106 372 10,300 SH SOLE M 10300 0 0
PSS WORLD MEDICAL INC COMMON 69366A100 1376 154,000 SH SOLE S 154000 0 0
PACIFIC SUNWEAR CALIF IN COMMON 694873100 4732 168,800 SH SOLE F 168800 0 0
PACIFIC SUNWEAR CALIF IN COMMON 694873100 16409 585,399 SH SOLE M 585399 0 0
PACIFIC SUNWEAR CALIF IN COMMON 694873100 1601 57,100 SH SOLE S 57100 0 0
PACKAGED ICE INC COMMON 695148106 146 25,594 SH SOLE I 25594 0 0
PACKETEER INC COMMON 695210104 181 5,300 SH SOLE F 5300 0 0
PACKETEER INC COMMON 695210104 2800 82,200 SH SOLE M 82200 0 0
PACKETEER INC COMMON 695210104 61 1,800 SH SOLE S 1800 0 0
PAGING NETWORK COMMON 695542100 63 20,000 SH SOLE I 20000 0 0
PAN AMERICAN SILVER CORP COMMON 697900108 743 102,500 SH SOLE M 102500 0 0
PAMECO CORP COMMON 697934107 1897 291,900 SH SOLE S 291900 0 0
PARADYNE NETWORKS INC COMMON 69911G107 1137 40,600 SH SOLE F 40600 0 0
PARADYNE NETWORKS INC COMMON 69911G107 4684 167,302 SH SOLE M 167302 0 0
PARADYNE NETWORKS INC COMMON 69911G107 378 13,500 SH SOLE S 13500 0 0
PAYCHEX INC COMMON 704326107 317 9,300 SH AM 9300 0 0
PAYCHEX INC COMMON 704326107 13766 403,412 SH SOLE F 403412 0 0
PAYCHEX INC COMMON 704326107 783 22,950 SH SOLE J 22950 0 0
PAYCHEX INC COMMON 704326107 154849 4,537,703 SH SOLE M 4537703 0 0
PAYCHEX INC COMMON 704326107 8202 240,350 SH SOLE S 240350 0 0
PAYLESS SHOESOURCE INC COMMON 704379106 1576 31,200 SH SOLE M 31200 0 0
PEGASUS SYSTEMS INC COMMON 705906105 5813 155,000 SH SOLE F 155000 0 0
PEGASUS SYSTEMS INC COMMON 705906105 35505 946,795 SH SOLE M 946795 0 0
PEGASUS SYSTEMS INC COMMON 705906105 2539 67,700 SH SOLE S 67700 0 0
PENN ENGR & MFG CORP COM NON VTG 707389300 1319 53,700 SH SOLE M 53700 0 0
PENN ENGR & MFG CORP COM NON VTG 707389300 5296 215,600 SH SOLE S 215600 0 0
PENTON MEDIA INC COMMON 709668107 1006 61,900 SH SOLE M 61900 0 0
PEOPLES HERITAGE FINL GR COMMON 711147108 637 38,300 SH SOLE F 38300 0 0
PEOPLES HERITAGE FINL GR COMMON 711147108 1732 104,200 SH SOLE M 104200 0 0
</TABLE>
55
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEOPLES HERITAGE FINL GR COMMON 711147108 43 2,600 SH SOLE S 2600 0 0
PEP BOYS LYON 0.0% 09/20/ 713278AJ8 49 90,000 PRN SOLE S 90000 0 0
PEPSICO INC COMMON 713448108 5687 186,473 SH SOLE F 186473 0 0
PEPSICO INC COMMON 713448108 1217 39,889 SH SOLE M 39889 0 0
PEPSICO INC COMMON 713448108 528 17,296 SH SOLE S 17296 0 0
PEPSICO INC COMMON 713448108 55 1,805 SH SOLE T 1805 0 0
PEPSICO INC COMMON 713448108 8 250 SH SOLE V 250 0 0
PERCLOSE INC COMMON 71361C107 3120 67,000 SH SOLE F 67000 0 0
PERCLOSE INC COMMON 71361C107 8200 176,100 SH SOLE M 176100 0 0
PERCLOSE INC COMMON 71361C107 712 15,300 SH SOLE S 15300 0 0
PERCLOSE INC COMMON 71361C107 31 665 SH SOLE T 665 0 0
PEREGRINE SYSTEMS INC COMMON 71366Q101 10183 249,900 SH SOLE F 249900 0 0
PEREGRINE SYSTEMS INC COMMON 71366Q101 45955 1,127,742 SH SOLE M 1127742 0 0
PEREGRINE SYSTEMS INC COMMON 71366Q101 3651 89,600 SH SOLE S 89600 0 0
PERFORMANCE FOOD GROUP C COMMON 713755106 240 9,350 SH SOLE M 9350 0 0
PERINI CORP COMMON 713839108 671 191,700 SH SOLE S 191700 0 0
PERSONNEL GROUP AMER INC COMMON 715338109 406 64,900 SH SOLE M 64900 0 0
PERVASIVE SOFTWARE INC COMMON 715710109 4295 124,500 SH SOLE F 124500 0 0
PERVASIVE SOFTWARE INC COMMON 715710109 30830 893,619 SH SOLE M 893619 0 0
PERVASIVE SOFTWARE INC COMMON 715710109 2919 84,600 SH SOLE S 84600 0 0
PETSMART INC COMMON 716768106 1961 527,285 SH SOLE F 527285 0 0
PETSMART INC COMMON 716768106 2839 763,465 SH SOLE M 763465 0 0
PETSMART INC COMMON 716768106 93 25,000 SH SOLE S 25000 0 0
PHARMACYCLICS INC COMMON 716933106 1606 39,300 SH SOLE F 39300 0 0
PHARMACYCLICS INC COMMON 716933106 14245 348,500 SH SOLE M 348500 0 0
PHARMACYCLICS INC COMMON 716933106 2461 60,200 SH SOLE S 60200 0 0
PHARMACIA & UPJOHN INC COMMON 716941109 6337 127,690 SH SOLE F 127690 0 0
PHARMACIA & UPJOHN INC COMMON 716941109 1434 28,895 SH SOLE M 28895 0 0
PHARMACIA & UPJOHN INC COMMON 716941109 419 8,450 SH SOLE S 8450 0 0
PHARMACIA & UPJOHN INC COMMON 716941109 56 1,125 SH SOLE T 1125 0 0
PHARMACIA & UPJOHN INC COMMON 716941109 5 100 SH SOLE V 100 0 0
PFIZER INC COMMON 717081103 366 10,200 SH AM 10200 0 0
</TABLE>
56
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PFIZER INC COMMON 717081103 9952 277,400 SH SOLE F 277400 0 0
PFIZER INC COMMON 717081103 979 27,300 SH SOLE J 27300 0 0
PFIZER INC COMMON 717081103 199410 5,558,476 SH SOLE M 5558476 0 0
PFIZER INC COMMON 717081103 37016 1,031,800 SH SOLE S 1031800 0 0
PFIZER INC COMMON 717081103 86 2,400 SH SOLE T 2400 0 0
PFIZER INC COMMON 717081103 22 600 SH SOLE V 600 0 0
PHAR-MOR INC COM NEW 717113203 1781 375,000 SH SOLE S 375000 0 0
PHELPS DODGE CORP COMMON 717265102 245 4,448 SH SOLE F 4448 0 0
PHELPS DODGE CORP COMMON 717265102 259 4,700 SH SOLE M 4700 0 0
PHELPS DODGE CORP COMMON 717265102 72 1,300 SH SOLE S 1300 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 718009608 1165 49,460 SH SOLE M 49460 0 0
PHILIP MORRIS COS INC COMMON 718154107 612 17,900 SH SOLE F 17900 0 0
PHILIP MORRIS COS INC COMMON 718154107 185 5,400 SH SOLE M 5400 0 0
PHILIP MORRIS COS INC COMMON 718154107 203 5,950 SH SOLE S 5950 0 0
PHILIP MORRIS COS INC COMMON 718154107 10 300 SH SOLE T 300 0 0
PHILIP MORRIS COS INC COMMON 718154107 13 375 SH SOLE V 375 0 0
PHILIPPINE LONG DISTANCE DEPOSITORY RECEI 718252604 1479 68,000 SH SOLE A 68000 0 0
PHILLIPS VAN HEUSEN CORP COMMON 718592108 27 3,000 SH SOLE M 3000 0 0
PHILLIPS VAN HEUSEN CORP COMMON 718592108 2936 330,800 SH SOLE S 330800 0 0
PHOENIX TECHNOLOGY LTD COMMON 719153108 4914 439,200 SH SOLE S 439200 0 0
PHOTON DYNAMICS INC COMMON 719364101 1275 60,700 SH SOLE M 60700 0 0
PHOTON DYNAMICS INC COMMON 719364101 4761 226,700 SH SOLE S 226700 0 0
PICCADILLY CAFETERIAS IN COMMON 719567109 1962 298,900 SH SOLE S 298900 0 0
PIER 1 IMPORTS INC COMMON 720279108 3019 460,000 SH SOLE S 460000 0 0
PILLOWTEX CORP COMMON 721501104 292 38,871 SH SOLE M 38871 0 0
PILLOWTEX CORP COMMON 721501104 1219 162,500 SH SOLE S 162500 0 0
PIONEER STD ELECTRS INC COMMON 723877106 2036 141,000 SH SOLE M 141000 0 0
PIONEER STD ELECTRS INC COMMON 723877106 8176 566,300 SH SOLE S 566300 0 0
PITTSTON CO COM BAX GROUP 725701882 2876 356,700 SH SOLE S 356700 0 0
PITTWAY CORP DEL COMMON 725790109 336 11,900 SH SOLE M 11900 0 0
PITTWAY CORP DEL CL A 725790208 3159 100,300 SH SOLE M 100300 0 0
PIXAR COMMON 725811103 7247 192,600 SH SOLE F 192600 0 0
</TABLE>
57
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIXAR COMMON 725811103 54487 1,448,167 SH SOLE M 1448167 0 0
PIXAR COMMON 725811103 1829 48,600 SH SOLE S 48600 0 0
PLACER DOME INC COMMON 725906101 2319 155,880 SH SOLE M 155880 0 0
PLAYERS INT'L INC COMMON 727903106 1076 160,425 SH SOLE I 160425 0 0
PLAYERS INT'L INC COMMON 727903106 1803 268,775 SH SOLE M 268775 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 3336 125,000 SH SOLE F 125000 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 3018 113,085 SH SOLE M 113085 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 107 4,000 SH SOLE S 4000 0 0
PLEXUS CORP COMMON 729132100 1234 40,300 SH SOLE M 40300 0 0
POHANG IRON & STL LTD (POSCO) SPONSORE 730450103 8423 269,000 SH SOLE A 269000 0 0
POHANG IRON & STL LTD (POSCO) SPONSORE 730450103 3695 118,000 SH SOLE L 118000 0 0
POHANG IRON & STL LTD (POSCO) SPONSORE 730450103 1639 52,357 SH SOLE M 52357 0 0
POLAROID CORP COMMON 731095105 650 25,000 SH SOLE F 25000 0 0
POLAROID CORP COMMON 731095105 187 7,186 SH SOLE M 7186 0 0
POLAROID CORP COMMON 731095105 5567 214,100 SH SOLE S 214100 0 0
POLYCOM INC COMMON 73172K104 872 18,300 SH SOLE M 18300 0 0
POLYCOM INC COMMON 73172K104 2650 55,600 SH SOLE S 55600 0 0
POLYMER GROUP INC COMMON 731745105 325 22,000 SH SOLE I 22000 0 0
PORTAL SOFTWARE INC COMMON 736126103 10753 277,500 SH SOLE F 277500 0 0
PORTAL SOFTWARE INC COMMON 736126103 5853 151,054 SH SOLE M 151054 0 0
PORTAL SOFTWARE INC COMMON 736126103 1077 27,800 SH SOLE S 27800 0 0
PORTAL SOFTWARE INC COMMON 736126103 4 100 SH SOLE T 100 0 0
POWER INTEGRATIONS INC COMMON 739276103 4314 62,300 SH SOLE F 62300 0 0
POWER INTEGRATIONS INC COMMON 739276103 18427 266,092 SH SOLE M 266092 0 0
POWER INTEGRATIONS INC COMMON 739276103 1406 20,300 SH SOLE S 20300 0 0
POWER-ONE INC COMMON 739308104 255 10,000 SH SOLE M 10000 0 0
PREMARK INTL INC COMMON 740459102 1167 23,100 SH SOLE M 23100 0 0
PRICE T ROWE & ASSOCIATE COMMON 741477103 15605 568,741 SH SOLE F 568741 0 0
PRICE T ROWE & ASSOCIATE COMMON 741477103 541 19,700 SH SOLE J 19700 0 0
PRICE T ROWE & ASSOCIATE COMMON 741477103 117736 4,291,059 SH SOLE M 4291059 0 0
PRICE T ROWE & ASSOCIATE COMMON 741477103 13218 481,750 SH SOLE S 481750 0 0
PRICE T ROWE & ASSOCIATE COMMON 741477103 48 1,765 SH SOLE T 1765 0 0
</TABLE>
58
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRICELINE COM INC COMMON 741503106 12145 188,300 SH SOLE F 188300 0 0
PRICELINE COM INC COMMON 741503106 7261 112,571 SH SOLE M 112571 0 0
PRICELINE COM INC COMMON 741503106 948 14,700 SH SOLE S 14700 0 0
PRICELINE COM INC COMMON 741503106 6 100 SH SOLE T 100 0 0
PRIMESOURCE CORP COMMON 741593107 309 53,100 SH SOLE M 53100 0 0
PRIMESOURCE CORP COMMON 741593107 1281 220,346 SH SOLE S 220346 0 0
PRIMA ENERGY CORP COM PAR $0.015 741901201 251 11,000 SH SOLE M 11000 0 0
PRIME HOSPITALITY CORP COMMON 741917108 810 101,200 SH SOLE M 101200 0 0
PRIDE INTL INC COMMON 741932107 746 52,600 SH SOLE F 52600 0 0
PRIDE INTL INC COMMON 741932107 3141 221,375 SH SOLE M 221375 0 0
PRIDE INTL INC COMMON 741932107 10544 743,200 SH SOLE S 743200 0 0
PRINTRONIX INC COMMON 742578107 3829 204,200 SH SOLE S 204200 0 0
PROBUSINESS SERVICES INC COMMON 742674104 3109 115,700 SH SOLE F 115700 0 0
PROBUSINESS SERVICES INC COMMON 742674104 11753 437,317 SH SOLE M 437317 0 0
PROBUSINESS SERVICES INC COMMON 742674104 1054 39,200 SH SOLE S 39200 0 0
PROCTER & GAMBLE CO COMMON 742718109 197 2,100 SH AM 2100 0 0
PROCTER & GAMBLE CO COMMON 742718109 7518 80,197 SH SOLE F 80197 0 0
PROCTER & GAMBLE CO COMMON 742718109 563 6,000 SH SOLE J 6000 0 0
PROCTER & GAMBLE CO COMMON 742718109 110672 1,180,496 SH SOLE M 1180496 0 0
PROCTER & GAMBLE CO COMMON 742718109 8916 95,100 SH SOLE S 95100 0 0
PROCTER & GAMBLE CO COMMON 742718109 14 150 SH SOLE T 150 0 0
PROCTER & GAMBLE CO COMMON 742718109 14 150 SH SOLE V 150 0 0
PROFIT RECOVERY GROUP IN COMMON 743168106 689 15,450 SH SOLE F 15450 0 0
PROFIT RECOVERY GROUP IN COMMON 743168106 20967 469,850 SH SOLE M 469850 0 0
PROFIT RECOVERY GROUP IN COMMON 743168106 723 16,200 SH SOLE S 16200 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 237 2,900 SH AM 2900 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 13352 163,456 SH SOLE F 163456 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 841 10,300 SH SOLE J 10300 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 173353 2,122,144 SH SOLE M 2122144 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 9954 121,850 SH SOLE S 121850 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 49 600 SH SOLE T 600 0 0
PROJECT SOFTWARE & DEV I COMMON 74339P101 262 4,900 SH SOLE F 4900 0 0
</TABLE>
59
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROJECT SOFTWARE & DEV I COMMON 74339P101 8662 161,900 SH SOLE M 161900 0 0
PROJECT SOFTWARE & DEV I COMMON 74339P101 284 5,300 SH SOLE S 5300 0 0
PROTECTIVE LIFE CORP COMMON 743674103 916 31,600 SH SOLE M 31600 0 0
PROVIDENT AMER CORP COMMON 743832107 1423 94,100 SH SOLE F 94100 0 0
PROVIDENT AMER CORP COMMON 743832107 6971 460,901 SH SOLE M 460901 0 0
PROVIDENT AMER CORP COMMON 743832107 479 31,700 SH SOLE S 31700 0 0
PROVIDIAN FINL CORP COMMON 74406A102 245 3,100 SH AM 3100 0 0
PROVIDIAN FINL CORP COMMON 74406A102 12184 153,862 SH SOLE F 153862 0 0
PROVIDIAN FINL CORP COMMON 74406A102 578 7,300 SH SOLE J 7300 0 0
PROVIDIAN FINL CORP COMMON 74406A102 113909 1,438,476 SH SOLE M 1438476 0 0
PROVIDIAN FINL CORP COMMON 74406A102 9134 115,350 SH SOLE S 115350 0 0
PROVIDIAN FINL CORP COMMON 74406A102 51 650 SH SOLE T 650 0 0
PROXICOM INC COMMON 744282104 3750 64,100 SH SOLE F 64100 0 0
PROXICOM INC COMMON 744282104 15718 268,678 SH SOLE M 268678 0 0
PROXICOM INC COMMON 744282104 1252 21,400 SH SOLE S 21400 0 0
PSINET INC COMMON 74437C101 507 14,100 SH SOLE M 14100 0 0
PUBLIC STORAGE INC COMMON 74460D109 1479 58,700 SH SOLE M 58700 0 0
PULTE CORP COMMON 745867101 1784 82,000 SH SOLE M 82000 0 0
QLT PHOTOTHERAPEUTICS IN COMMON 746927102 550 7,200 SH SOLE M 7200 0 0
QLT PHOTOTHERAPEUTICS IN COMMON 746927102 9539 124,800 SH SOLE S 124800 0 0
QLOGIC CORP COMMON 747277101 1515 21,700 SH SOLE M 21700 0 0
QUADRAMED CORP SDCV 5.250 5/0 74730WAC5 1249 2,745,000 PRN SOLE F 2745000 0 0
QUADRAMED CORP SDCV 5.250 5/0 74730WAC5 3167 6,960,000 PRN SOLE M 6960000 0 0
QUADRAMED CORP SDCV 5.250 5/0 74730WAC5 30 65,000 PRN SOLE S 65000 0 0
QUAKER CHEM CORP COMMON 747316107 896 53,900 SH SOLE M 53900 0 0
QUAKER CHEM CORP COMMON 747316107 4554 273,900 SH SOLE S 273900 0 0
QUAKER OATS CO COMMON 747402105 132 2,134 SH SOLE F 2134 0 0
QUAKER OATS CO COMMON 747402105 124 2,000 SH SOLE M 2000 0 0
QUALCOMM INC COMMON 747525103 38235 202,100 SH SOLE F 202100 0 0
QUALCOMM INC COMMON 747525103 965 5,100 SH SOLE M 5100 0 0
QUALCOMM INC COMMON 747525103 9459 50,000 SH SOLE S 50000 0 0
QUALCOMM INC COMMON 747525103 19 100 SH SOLE T 100 0 0
</TABLE>
60
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUANTA SVCS INC COMMON 74762E102 2492 85,000 SH SOLE F 85000 0 0
QUEST SOFTWARE INC COMMON 74834T103 5994 128,900 SH SOLE F 128900 0 0
QUEST SOFTWARE INC COMMON 74834T103 24070 517,629 SH SOLE M 517629 0 0
QUEST SOFTWARE INC COMMON 74834T103 2762 59,400 SH SOLE S 59400 0 0
QUICKSILVER RESOURCES IN COMMON 74837R104 8794 1,327,405 SH SOLE M 1327405 0 0
QUINTILES TRANSNATL 144A CVT DEB 4.25% 05 748767AA8 649 675,000 PRN SOLE M 675000 0 0
QUINTILES TRANSNATIONAL AI CVT DEB 4.25% 748767AB6 260 270,000 PRN SOLE M 270000 0 0
QUINTILES TRANSNATIONAL CVT DEB 4.25% 05 748767AC4 13621 14,170,000 PRN SOLE M 14170000 0 0
QUINTILES TRANSNATIONAL CVT DEB 4.25% 05 748767AC4 29 30,000 PRN SOLE S 30000 0 0
R H DONNELLEY CORP COM NEW 74955W307 1248 67,000 SH SOLE M 67000 0 0
RSA SEC INC COMMON 749719100 218 8,200 SH SOLE F 8200 0 0
RSA SEC INC COMMON 749719100 7047 265,300 SH SOLE M 265300 0 0
RSA SEC INC COMMON 749719100 1094 41,200 SH SOLE S 41200 0 0
RF MICRODEVICES INC COMMON 749941100 2672 58,400 SH SOLE M 58400 0 0
RADIO ONE INC CL A 75040P108 5980 144,100 SH SOLE F 144100 0 0
RADIO ONE INC CL A 75040P108 27122 653,544 SH SOLE M 653544 0 0
RADIO ONE INC CL A 75040P108 2067 49,800 SH SOLE S 49800 0 0
RAMBUS INC DEL COMMON 750917106 4969 75,000 SH SOLE F 75000 0 0
RAMP NETWORKS INC COMMON 751567108 2521 114,600 SH SOLE F 114600 0 0
RAMP NETWORKS INC COMMON 751567108 10875 494,313 SH SOLE M 494313 0 0
RAMP NETWORKS INC COMMON 751567108 854 38,800 SH SOLE S 38800 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 13871 473,700 SH SOLE F 473700 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 4547 155,277 SH SOLE M 155277 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 152 5,200 SH SOLE S 5200 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 3 100 SH SOLE T 100 0 0
RAWLINGS SPORTING GOODS COMMON 754459105 321 34,500 SH SOLE M 34500 0 0
RAYTHEON CO CL B 755111408 7675 154,652 SH SOLE F 154652 0 0
RAYTHEON CO CL B 755111408 1968 39,660 SH SOLE M 39660 0 0
RAYTHEON CO CL B 755111408 571 11,500 SH SOLE S 11500 0 0
RAYTHEON CO CL B 755111408 34 685 SH SOLE T 685 0 0
READ-RITE CORP COMMON 755246105 326 74,000 SH SOLE F 74000 0 0
READ-RITE CORP COMMON 755246105 1863 422,800 SH SOLE M 422800 0 0
</TABLE>
61
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
READ-RITE CORP COMMON 755246105 5067 1,149,900 SH SOLE S 1149900 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 351 12,000 SH SOLE F 12000 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 2559 87,500 SH SOLE M 87500 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 23 800 SH SOLE S 800 0 0
RED HAT INC COMMON 756577102 269 2,800 SH SOLE M 2800 0 0
RED HAT INC COMMON 756577102 883 9,200 SH SOLE S 9200 0 0
RELIASTAR FINL CORP COMMON 75952U103 901 27,100 SH SOLE M 27100 0 0
REX STORES CORP COMMON 761624105 651 21,000 SH SOLE M 21000 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 2396 117,600 SH SOLE M 117600 0 0
RICHARDSON ELECTRS LTD COMMON 763165107 937 112,700 SH SOLE M 112700 0 0
RICHARDSON ELECTRS LTD COMMON 763165107 4119 495,500 SH SOLE S 495500 0 0
RITE AID CORP COMMON 767754104 569 41,200 SH SOLE F 41200 0 0
RITE AID CORP COMMON 767754104 138 10,000 SH SOLE M 10000 0 0
RITE AID CORP COMMON 767754104 39 2,800 SH SOLE S 2800 0 0
RITE AID CORP COMMON 767754104 1 100 SH SOLE T 100 0 0
ROBBINS & MYERS INC COMMON 770196103 496 32,000 SH SOLE M 32000 0 0
ROBERT HALF INTL INC COMMON 770323103 117 4,947 SH SOLE F 4947 0 0
ROBERT HALF INTL INC COMMON 770323103 530 22,300 SH SOLE J 22300 0 0
ROBERT HALF INTL INC COMMON 770323103 84039 3,538,484 SH SOLE M 3538484 0 0
ROBERT HALF INTL INC COMMON 770323103 1152 48,500 SH SOLE S 48500 0 0
ROCKWELL INTL CORP NEW COMMON 773903109 2252 42,900 SH SOLE M 42900 0 0
ROGERS CORP COMMON 775133101 316 8,600 SH SOLE M 8600 0 0
ROMAC INTL INC COMMON 775835101 1656 200,000 SH SOLE S 200000 0 0
ROPER INDS INC NEW COMMON 776696106 727 19,000 SH SOLE M 19000 0 0
ROSLYN BANCORP INC COMMON 778162107 1842 103,027 SH SOLE M 103027 0 0
ROSLYN BANCORP INC COMMON 778162107 3437 192,300 SH SOLE S 192300 0 0
ROSTELECOM OPEN JT STK ADR 778529107 2429 283,700 SH SOLE A 283700 0 0
ROWECOM INC COMMON 77957X108 938 33,800 SH SOLE M 33800 0 0
ROWECOM INC COMMON 77957X108 3172 114,300 SH SOLE S 114300 0 0
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 6220 105,311 SH SOLE F 105311 0 0
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 1796 30,404 SH SOLE M 30404 0 0
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 532 9,000 SH SOLE S 9000 0 0
</TABLE>
62
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 32 550 SH SOLE T 550 0 0
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 16 275 SH SOLE V 275 0 0
RUBY TUESDAY INC COMMON 781182100 1599 82,000 SH SOLE M 82000 0 0
RUSH ENTERPISES INC COMMON 781846100 363 23,250 SH SOLE S 23250 0 0
SED INTERNATIONAL HLDGS COMMON 784109100 767 299,200 SH SOLE S 299200 0 0
SFX ENTMT INC CL A 784178105 8411 274,650 SH SOLE F 274650 0 0
SFX ENTMT INC CL A 784178105 17562 573,444 SH SOLE M 573444 0 0
SFX ENTMT INC CL A 784178105 1718 56,100 SH SOLE S 56100 0 0
SPSS INC COMMON 78462K102 758 39,000 SH SOLE M 39000 0 0
S3 INC COMMON 784849101 838 80,300 SH SOLE M 80300 0 0
S3 INC COMMON 784849101 4376 419,300 SH SOLE S 419300 0 0
SAFEGUARD SCIENTIFICS IN COMMON 786449108 585 8,600 SH SOLE M 8600 0 0
SAFEGUARD SCIENT 144A CVT DEB 5.00% 06 786449AD0 5687 5,170,000 PRN SOLE F 5170000 0 0
SAFEGUARD SCIENT 144A CVT DEB 5.00% 06 786449AD0 8443 7,675,000 PRN SOLE M 7675000 0 0
SAFEWAY INC COM NEW 786514208 213 5,600 SH AM 5600 0 0
SAFEWAY INC COM NEW 786514208 8610 226,200 SH SOLE F 226200 0 0
SAFEWAY INC COM NEW 786514208 537 14,100 SH SOLE J 14100 0 0
SAFEWAY INC COM NEW 786514208 115790 3,042,104 SH SOLE M 3042104 0 0
SAFEWAY INC COM NEW 786514208 25483 669,500 SH SOLE S 669500 0 0
SAFEWAY INC COM NEW 786514208 38 1,000 SH SOLE T 1000 0 0
SAKS INC COMMON 79377W108 721 47,500 SH SOLE F 47500 0 0
SAKS INC COMMON 79377W108 802 52,800 SH SOLE M 52800 0 0
SAKS INC COMMON 79377W108 49 3,200 SH SOLE S 3200 0 0
SALIENT 3 COMMUNICATIONS CL A 794721100 1257 233,800 SH SOLE S 233800 0 0
SANMINA CORP COMMON 800907107 1687 21,800 SH SOLE M 21800 0 0
SANMINA CORP 144A SDCV 4.25% 5/0 800907AA5 7931 7,105,000 PRN SOLE F 7105000 0 0
SANMINA CORP 144A SDCV 4.25% 5/0 800907AA5 11765 10,540,000 PRN SOLE M 10540000 0 0
SANTA CRUZ OPERATION INC COMMON 801833104 183 15,300 SH SOLE M 15300 0 0
SANTA CRUZ OPERATION INC COMMON 801833104 4064 340,400 SH SOLE S 340400 0 0
SANTA FE SNYDER CORP COMMON 80218K105 3368 374,198 SH SOLE M 374198 0 0
SANTA FE SNYDER CORP COMMON 80218K105 8043 893,640 SH SOLE S 893640 0 0
SAP AKTIENGESELLSCHAFT DEPOSITORY RECEI 803054204 1032 27,344 SH SOLE M 27344 0 0
</TABLE>
63
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCANSOURCE INC COMMON 806037107 1143 41,000 SH SOLE M 41000 0 0
SCHEIN HENRY INC COMMON 806407102 761 53,400 SH SOLE F 53400 0 0
SCHEIN HENRY INC COMMON 806407102 2566 180,084 SH SOLE M 180084 0 0
SCHEIN HENRY INC COMMON 806407102 7236 507,800 SH SOLE S 507800 0 0
SCHERING PLOUGH CORP COMMON 806605101 2928 67,126 SH SOLE F 67126 0 0
SCHERING PLOUGH CORP COMMON 806605101 884 20,270 SH SOLE M 20270 0 0
SCHERING PLOUGH CORP COMMON 806605101 33 750 SH SOLE T 750 0 0
SCHERING PLOUGH CORP COMMON 806605101 11 250 SH SOLE V 250 0 0
SCHLUMBERGER LTD COMMON 806857108 995 15,965 SH SOLE F 15965 0 0
SCHLUMBERGER LTD COMMON 806857108 1907 30,600 SH SOLE M 30600 0 0
SCHLUMBERGER LTD COMMON 806857108 22143 355,350 SH SOLE S 355350 0 0
SCHLUMBERGER LTD COMMON 806857108 39 630 SH SOLE T 630 0 0
SCHLUMBERGER LTD COMMON 806857108 6 100 SH SOLE V 100 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 318 9,500 SH AM 9500 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 9174 274,368 SH SOLE F 274368 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 856 25,600 SH SOLE J 25600 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 172850 5,169,355 SH SOLE M 5169355 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 44020 1,316,500 SH SOLE S 1316500 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 37 1,100 SH SOLE T 1100 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 13 400 SH SOLE V 400 0 0
SCIENT CORP COMMON 80864H109 25824 403,500 SH SOLE F 403500 0 0
SCIENT CORP COMMON 80864H109 23004 359,430 SH SOLE M 359430 0 0
SCIENT CORP COMMON 80864H109 2144 33,500 SH SOLE S 33500 0 0
SCIENT CORP COMMON 80864H109 6 100 SH SOLE T 100 0 0
SCIENTIFIC ATLANTA INC COMMON 808655104 2964 59,800 SH SOLE M 59800 0 0
SEA CONTAINERS LTD CL A 811371707 922 32,915 SH SOLE M 32915 0 0
SEA CONTAINERS LTD CL A 811371707 6003 214,400 SH SOLE S 214400 0 0
SEACOAST FINL SVCS CORP COMMON 81170Q106 430 43,000 SH SOLE M 43000 0 0
SEAGATE TECHNOLOGY COMMON 811804103 312 10,200 SH SOLE F 10200 0 0
SEAGATE TECHNOLOGY COMMON 811804103 77 2,500 SH SOLE M 2500 0 0
SEAGATE TECHNOLOGY COMMON 811804103 21 700 SH SOLE S 700 0 0
SEAGRAMS 7.50% CVT PFD AC 811850205 4711 101,930 SH SOLE F 101930 0 0
</TABLE>
64
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SEAGRAMS 7.50% CVT PFD AC 811850205 19766 427,660 SH SOLE M 427660 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 3339 65,800 SH SOLE F 65800 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 14780 291,230 SH SOLE M 291230 0 0
SEMTECH CORP COMMON 816850101 10665 291,200 SH SOLE F 291200 0 0
SEMTECH CORP COMMON 816850101 37518 1,024,384 SH SOLE M 1024384 0 0
SEMTECH CORP COMMON 816850101 3553 97,000 SH SOLE S 97000 0 0
SEPRACOR INC COMMON 817315104 9063 120,038 SH SOLE F 120038 0 0
SEPRACOR INC COMMON 817315104 6016 79,679 SH SOLE M 79679 0 0
SEPRACOR INC COMMON 817315104 181 2,400 SH SOLE S 2400 0 0
SEPRACOR INC COMMON 817315104 23 305 SH SOLE T 305 0 0
SEPRACOR INC SDCV 6.250 2/1 817315AE4 8175 4,895,000 PRN SOLE M 4895000 0 0
SEPRACOR INC SDCV 6.250 2/1 817315AE4 100 60,000 PRN SOLE T 60000 0 0
SEPRACOR INC 144A CVT DEB 7.00% 12 817315AF1 12581 13,510,000 PRN SOLE F 13510000 0 0
SEPRACOR INC 144A CVT DEB 7.00% 12 817315AF1 15086 16,200,000 PRN SOLE M 16200000 0 0
SEPRACOR INC 144A CVT DEB 7.00% 12 817315AF1 37 40,000 PRN SOLE S 40000 0 0
SEPRACOR INC CVT DEB 7.00% 12 817315AH7 56 60,000 PRN SOLE F 60000 0 0
SHARED MED SYS CORP COMMON 819486101 608 13,000 SH SOLE F 13000 0 0
SHARED MED SYS CORP COMMON 819486101 140 3,000 SH SOLE M 3000 0 0
SHAW INDS INC COMMON 820286102 1068 67,300 SH SOLE M 67300 0 0
SHOPKO STORES INC COMMON 824911101 1099 37,900 SH SOLE M 37900 0 0
SIEBEL SYS INC COMMON 826170102 493 7,400 SH AM 7400 0 0
SIEBEL SYS INC COMMON 826170102 89685 1,346,115 SH SOLE F 1346115 0 0
SIEBEL SYS INC COMMON 826170102 1419 21,300 SH SOLE J 21300 0 0
SIEBEL SYS INC COMMON 826170102 322998 4,848,003 SH SOLE M 4848003 0 0
SIEBEL SYS INC COMMON 826170102 57837 868,100 SH SOLE S 868100 0 0
SIEBEL SYS INC COMMON 826170102 87 1,300 SH SOLE T 1300 0 0
SILICON VY BANCSHARES COMMON 827064106 1336 55,365 SH SOLE M 55365 0 0
SILICON VY BANCSHARES COMMON 827064106 9363 388,100 SH SOLE S 388100 0 0
SILICON VALLEY GROUP COMMON 827066101 1115 94,352 SH SOLE M 94352 0 0
SILICON VALLEY GROUP COMMON 827066101 5160 436,800 SH SOLE S 436800 0 0
SIZZLER INTL INC COMMON 830139101 1319 620,600 SH SOLE S 620600 0 0
SKYWEST INC COMMON 830879102 1408 64,200 SH SOLE M 64200 0 0
65
<PAGE>
SMITHKLINE BEECHAM PLC ADR 832378301 1089 18,896 SH SOLE M 18896 0 0
SMURFIT-STONE CONTAINER COMMON 832727101 303 14,000 SH SOLE F 14000 0 0
SMURFIT-STONE CONTAINER COMMON 832727101 87 4,000 SH SOLE M 4000 0 0
SNYDER COMMUNICATIONS IN COMMON 832914105 2743 180,600 SH SOLE F 180600 0 0
SNYDER COMMUNICATIONS IN COMMON 832914105 9314 613,259 SH SOLE M 613259 0 0
SNYDER COMMUNICATIONS IN COMMON 832914105 917 60,400 SH SOLE S 60400 0 0
SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 550 18,580 SH SOLE F 18580 0 0
SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 56 1,900 SH SOLE M 1900 0 0
SOCIEDAD QUIMICA MINERA DEPOSITORY RECEI 833635105 132 4,460 SH SOLE S 4460 0 0
SOFTWARE COM INC COMMON 83402P104 4463 104,100 SH SOLE F 104100 0 0
SOFTWARE COM INC COMMON 83402P104 21349 497,941 SH SOLE M 497941 0 0
SOFTWARE COM INC COMMON 83402P104 1604 37,400 SH SOLE S 37400 0 0
SOLECTRON CORP COMMON 834182107 11490 160,000 SH SOLE F 160000 0 0
SONIC CORP COMMON 835451105 1091 35,850 SH SOLE M 35850 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 922 70,900 SH SOLE M 70900 0 0
SONY CORP DEPOSITORY RECEI 835699307 1985 13,227 SH SOLE M 13227 0 0
SOUTHDOWN INC COMMON 841297104 535 10,000 SH SOLE F 10000 0 0
SOUTHDOWN INC COMMON 841297104 1275 23,831 SH SOLE M 23831 0 0
SOUTHDOWN INC COMMON 841297104 37 700 SH SOLE S 700 0 0
SOUTHERN PERU COPPER COR COMMON 843611104 1796 106,400 SH SOLE A 106400 0 0
SPACELABS MED INC COMMON 846247104 1215 80,300 SH SOLE M 80300 0 0
SPACELABS MED INC COMMON 846247104 5326 352,100 SH SOLE S 352100 0 0
SPARTECH CORP COM NEW 847220209 815 27,800 SH SOLE M 27800 0 0
SPECTRIAN CORP COMMON 847608106 50 2,300 SH SOLE M 2300 0 0
SPECTRIAN CORP COMMON 847608106 6806 312,900 SH SOLE S 312900 0 0
SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 5229 3,495,000 PRN SOLE F 3495000 0 0
SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 13855 9,260,000 PRN SOLE M 9260000 0 0
SPEEDWAY MOTORSPORTS INC SDCV 5.750 9/3 847788AC0 67 45,000 PRN SOLE T 45000 0 0
SPRINT CORP COM FON GROUP 852061100 536 9,888 SH SOLE F 9888 0 0
SPRINT CORP COM FON GROUP 852061100 567 10,450 SH SOLE M 10450 0 0
SPRINT CORP COM FON GROUP 852061100 174 3,200 SH SOLE S 3200 0 0
SPRINT CORP COM FON GROUP 852061100 11 200 SH SOLE T 200 0 0
66
<PAGE>
SPRINT CORP COM FON GROUP 852061100 5 100 SH SOLE V 100 0 0
SPRINT CORP PCS COM SER 1 852061506 19841 266,100 SH SOLE S 266100 0 0
STAMPS COM INC COMMON 852857101 323 9,300 SH SOLE M 9300 0 0
STAMPS COM INC COMMON 852857101 1067 30,700 SH SOLE S 30700 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 2009 217,200 SH SOLE M 217200 0 0
STANDARD MICROSYSTEMS CO COMMON 853626109 4932 533,200 SH SOLE S 533200 0 0
STARMEDIA NETWORK INC COMMON 855546107 10953 298,300 SH SOLE F 298300 0 0
STARMEDIA NETWORK INC COMMON 855546107 5005 136,301 SH SOLE M 136301 0 0
STARMEDIA NETWORK INC COMMON 855546107 621 16,900 SH SOLE S 16900 0 0
STARMEDIA NETWORK INC COMMON 855546107 4 100 SH SOLE T 100 0 0
STARTEK INC COMMON 85569C107 593 10,800 SH SOLE M 10800 0 0
STARWOOD HOTELS&RESORTS PAIRED CTF 85590A203 382 17,100 SH SOLE M 17100 0 0
STEEL DYNAMICS INC COMMON 858119100 555 35,400 SH SOLE M 35400 0 0
STERICYCLE INC COMMON 858912108 423 28,800 SH SOLE F 28800 0 0
STERICYCLE INC COMMON 858912108 13953 950,000 SH SOLE M 950000 0 0
STERICYCLE INC COMMON 858912108 2099 142,900 SH SOLE S 142900 0 0
STERLING BANCORP COMMON 859158107 654 37,900 SH SOLE M 37900 0 0
STERLING BANCORP COMMON 859158107 2831 164,100 SH SOLE S 164100 0 0
STILLWATER MNG CO COMMON 86074Q102 593 22,050 SH SOLE M 22050 0 0
STONE & WEBSTER INC COMMON 861572105 879 31,400 SH SOLE M 31400 0 0
STONE ENERGY CORP COMMON 861642106 479 9,400 SH SOLE M 9400 0 0
STONERIDGE INC COMMON 86183P102 520 29,900 SH SOLE M 29900 0 0
STRIDE RITE CORP COMMON 863314100 976 139,409 SH SOLE M 139409 0 0
STRIDE RITE CORP COMMON 863314100 1633 233,300 SH SOLE S 233300 0 0
SUMMIT BANCORP COMMON 866005101 426 13,134 SH SOLE M 13134 0 0
SUMMIT BANCORP COMMON 866005101 1 25 SH SOLE V 25 0 0
SUN MICROSYSTEMS INC COMMON 866810104 260 2,800 SH SOLE F 2800 0 0
SUN MICROSYSTEMS INC COMMON 866810104 2102 22,600 SH SOLE M 22600 0 0
SUN MICROSYSTEMS INC COMMON 866810104 21855 235,000 SH SOLE S 235000 0 0
SUN MICROSYSTEMS INC COMMON 866810104 9 100 SH SOLE T 100 0 0
SUN MICROSYSTEMS INC COMMON 866810104 9 100 SH SOLE V 100 0 0
SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 691 715,000 PRN SOLE F 715000 0 0
67
<PAGE>
SUNRISE ASSISTD LVG 144A CVT DEB 5.50% 06 86768KAA4 889 920,000 PRN SOLE M 920000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 4860 5,030,000 PRN SOLE F 5030000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 14214 14,710,000 PRN SOLE M 14710000 0 0
SUNRISE ASSISTED LIVING CVT DEB 5.50% 06 86768KAC0 29 30,000 PRN SOLE S 30000 0 0
SUNRISE MED INC COMMON 867910101 2358 393,000 SH SOLE S 393000 0 0
SUPERIOR TELECOM INC COMMON 868365107 77 5,506 SH SOLE M 5506 0 0
SUPERIOR TELECOM INC COMMON 868365107 2151 154,300 SH SOLE S 154300 0 0
SUPERVALU INC COMMON 868536103 2036 92,300 SH SOLE M 92300 0 0
SWISSCOM AG ADR 871013108 1032 32,813 SH SOLE M 32813 0 0
SYBASE INC COMMON 871130100 69 5,844 SH SOLE M 5844 0 0
SYBASE INC COMMON 871130100 5123 433,700 SH SOLE S 433700 0 0
SYBRON INTL CORP COMMON 87114F106 1083 40,300 SH SOLE M 40300 0 0
SYMANTEC CORP COMMON 871503108 50 1,378 SH SOLE M 1378 0 0
SYMANTEC CORP COMMON 871503108 3985 110,800 SH SOLE S 110800 0 0
SYMBOL TECHNOLOGIES INC COMMON 871508107 2275 67,650 SH SOLE M 67650 0 0
SYMMETRICOM INC COMMON 871543104 24 3,200 SH SOLE M 3200 0 0
SYMMETRICOM INC COMMON 871543104 3732 497,600 SH SOLE S 497600 0 0
SYNCOR INTL CORP DEL COMMON 87157J106 1121 29,900 SH SOLE M 29900 0 0
SYNOVUS FINL CORP COMMON 87161C105 326 17,450 SH SOLE M 17450 0 0
SYNOVUS FINL CORP COMMON 87161C105 0 25 SH SOLE T 25 0 0
SYNTEL INC COMMON 87162H103 1139 128,300 SH SOLE S 128300 0 0
SYSTEMS COMPUTER TECH COMMON 871873105 1770 140,900 SH SOLE M 140900 0 0
SYSTEMS COMPUTER TECH COMMON 871873105 4609 366,900 SH SOLE S 366900 0 0
TJX COS INC NEW COMMON 872540109 1347 48,000 SH SOLE M 48000 0 0
TJX COS INC NEW COMMON 872540109 3 100 SH SOLE T 100 0 0
TJX COS INC NEW COMMON 872540109 2 75 SH SOLE V 75 0 0
TRC COS INC COMMON 872625108 1875 306,100 SH SOLE S 306100 0 0
TSI INT'L SOFTWARE COMMON 872879101 401 14,800 SH SOLE F 14800 0 0
TSI INT'L SOFTWARE COMMON 872879101 12575 463,600 SH SOLE M 463600 0 0
TSI INT'L SOFTWARE COMMON 872879101 429 15,800 SH SOLE S 15800 0 0
TLC THE LASER CTR INC COMMON 872934104 537 21,800 SH SOLE M 21800 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 833 28,253 SH SOLE F 28253 0 0
</TABLE>
68
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TAIWAN SEMICONDUCTOR ADR ADR 874039100 109 3,690 SH SOLE M 3690 0 0
TAIWAN SEMICONDUCTOR ADR ADR 874039100 1270 43,050 SH SOLE S 43050 0 0
TALBOTS INC COMMON 874161102 7852 175,700 SH SOLE F 175700 0 0
TALBOTS INC COMMON 874161102 8029 179,675 SH SOLE M 179675 0 0
TALBOTS INC COMMON 874161102 277 6,200 SH SOLE S 6200 0 0
TALISMAN ENERGY INC COMMON 87425E103 500 16,700 SH SOLE F 16700 0 0
TALISMAN ENERGY INC COMMON 87425E103 52 1,744 SH SOLE M 1744 0 0
TANDY CORP COMMON 875382103 765 14,800 SH SOLE M 14800 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 4558 322,700 SH SOLE F 322700 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 16829 1,191,441 SH SOLE M 1191441 0 0
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 5634 398,900 SH SOLE S 398900 0 0
TEKTRONIX INC COMMON 879131100 1143 34,125 SH SOLE M 34125 0 0
TEKTRONIX INC COMMON 879131100 3290 98,200 SH SOLE S 98200 0 0
TELE CELULAR SUL PART S ADR 879238103 555 29,300 SH SOLE A 29300 0 0
TELE CENTRO SUL PART S.A ADR 879239101 4640 83,600 SH SOLE A 83600 0 0
TELE CENTRO SUL PART S.A ADR 879239101 2477 44,639 SH SOLE F 44639 0 0
TELE CENTRO SUL PART S.A ADR 879239101 131 2,353 SH SOLE M 2353 0 0
TELE CENTRO SUL PART S.A ADR 879239101 282 5,088 SH SOLE S 5088 0 0
TELE NORTE LESTE PART S ADR 879246106 4560 293,000 SH SOLE A 293000 0 0
TELE NORTE LESTE PART S ADR 879246106 2740 176,070 SH SOLE F 176070 0 0
TELE NORTE LESTE PART S ADR 879246106 83 5,350 SH SOLE M 5350 0 0
TELE NORTE LESTE PART S ADR 879246106 148 9,500 SH SOLE S 9500 0 0
TELESUDESTE CELULAR PART ADR PREF 879252104 1260 58,600 SH SOLE A 58600 0 0
TELESUDESTE CELULAR PART ADR PREF 879252104 700 32,560 SH SOLE F 32560 0 0
TELEBANC FINANCIAL CORP COMMON 87925R109 4467 194,200 SH SOLE F 194200 0 0
TELEBANC FINANCIAL CORP COMMON 87925R109 16073 698,828 SH SOLE M 698828 0 0
TELEBANC FINANCIAL CORP COMMON 87925R109 1474 64,100 SH SOLE S 64100 0 0
TELECOM ARGENTINA ADR 879273209 1705 63,900 SH SOLE F 63900 0 0
TELECOM ARGENTINA ADR 879273209 70 2,640 SH SOLE M 2640 0 0
TELECOM ARGENTINA ADR 879273209 153 5,730 SH SOLE S 5730 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 4313 57,800 SH SOLE F 57800 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 899 12,050 SH SOLE L 12050 0 0
</TABLE>
69
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 530 7,099 SH SOLE M 7099 0 0
TELECOMUNICAS BRASIL ADR HOLDER/BLOCK ADR 879287308 626 8,390 SH SOLE S 8390 0 0
TELEFONICA DE ARGENTINA ADR CL B 879378206 1813 68,740 SH SOLE F 68740 0 0
TELEFONICA DE ARGENTINA ADR CL B 879378206 71 2,700 SH SOLE M 2700 0 0
TELEFONICA DE ARGENTINA ADR CL B 879378206 155 5,880 SH SOLE S 5880 0 0
TELEFONICA S A ADR 879382208 1249 26,023 SH SOLE M 26023 0 0
TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 1657 123,340 SH SOLE F 123340 0 0
TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 59 4,420 SH SOLE M 4420 0 0
TELEFONICA DEL PERU S.A. DEPOSITORY RECEI 879384105 141 10,510 SH SOLE S 10510 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 18966 266,191 SH SOLE F 266191 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 581 8,149 SH SOLE M 8149 0 0
TELEFONOS DE MEXICO ADS REP ORD L 879403780 1245 17,480 SH SOLE S 17480 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 7964 8,450,000 PRN SOLE F 8450000 0 0
TELEMEX CVT DEB 4.25% 06 879403AD5 27983 29,690,000 PRN SOLE M 29690000 0 0
TELEMIG CELULAR PART S A DEPOSITORY RECEI 87944E105 396 13,437 SH SOLE F 13437 0 0
TELESP PARTICIPACOES S A SPONS SDR PFD 87952K100 1488 94,500 SH SOLE A 94500 0 0
TELESP PARTICIPACOES S A SPONS SDR PFD 87952K100 4249 269,786 SH SOLE F 269786 0 0
TELESP PARTICIPACOES S A SPONS SDR PFD 87952K100 131 8,296 SH SOLE M 8296 0 0
TELESP PARTICIPACOES S A SPONS SDR PFD 87952K100 261 16,603 SH SOLE S 16603 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 3062 117,200 SH SOLE A 117200 0 0
TELESP CELULAR PART S A DEPOSITORY RECEI 87952L108 1851 70,840 SH SOLE F 70840 0 0
TELXON CORP COMMON 879700102 2415 288,300 SH SOLE S 288300 0 0
TEMPLE INLAND INC COMMON 879868107 2623 43,000 SH SOLE M 43000 0 0
TERAYON COMMUNICATION SY COMMON 880775101 371 7,600 SH SOLE F 7600 0 0
TERAYON COMMUNICATION SY COMMON 880775101 9848 201,500 SH SOLE M 201500 0 0
TERAYON COMMUNICATION SY COMMON 880775101 396 8,100 SH SOLE S 8100 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 226 4,493 SH SOLE F 4493 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 146 2,910 SH SOLE M 2910 0 0
TEVA PHARMACEUTICAL INDS DEPOSITORY RECEI 881624209 308 6,120 SH SOLE S 6120 0 0
TETRA TECHNOLOGIES INC COMMON 88162F105 1183 116,100 SH SOLE S 116100 0 0
TEXACO INC COMMON 881694103 75 1,191 SH SOLE F 1191 0 0
TEXACO INC COMMON 881694103 163 2,575 SH SOLE M 2575 0 0
</TABLE>
70
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEXACO INC COMMON 881694103 22 350 SH SOLE S 350 0 0
TEXACO INC COMMON 881694103 6 100 SH SOLE T 100 0 0
TEXACO INC COMMON 881694103 3 50 SH SOLE V 50 0 0
TEXAS INDS INC COMMON 882491103 89 2,405 SH SOLE M 2405 0 0
TEXAS INDS INC COMMON 882491103 2967 80,200 SH SOLE S 80200 0 0
TEXAS INSTRS INC COMMON 882508104 3724 45,280 SH SOLE F 45280 0 0
TEXAS INSTRS INC COMMON 882508104 1738 21,135 SH SOLE M 21135 0 0
TEXAS INSTRS INC COMMON 882508104 74 900 SH SOLE S 900 0 0
TEXAS INSTRS INC COMMON 882508104 20 240 SH SOLE T 240 0 0
TEXAS INSTRS INC COMMON 882508104 8 100 SH SOLE V 100 0 0
THERMO ELECTRON CRP 144A CVNT 4.25% 01/01 883556AF9 957 1,095,000 PRN SOLE M 1095000 0 0
THERMO ELECTRON CRP 144A CVNT 4.25% 01/01 883556AF9 31 35,000 PRN SOLE S 35000 0 0
THOMAS INDS INC COMMON 884425109 2043 109,350 SH SOLE S 109350 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 3437 114,200 SH SOLE F 114200 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 14942 496,502 SH SOLE M 496502 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 1132 37,600 SH SOLE S 37600 0 0
TIFFANY & CO NEW COMMON 886547108 2218 37,000 SH SOLE M 37000 0 0
TIME WARNER INC COMMON 887315109 298 4,900 SH AM 4900 0 0
TIME WARNER INC COMMON 887315109 14199 233,725 SH SOLE F 233725 0 0
TIME WARNER INC COMMON 887315109 820 13,500 SH SOLE J 13500 0 0
TIME WARNER INC COMMON 887315109 167485 2,756,948 SH SOLE M 2756948 0 0
TIME WARNER INC COMMON 887315109 22055 363,050 SH SOLE S 363050 0 0
TIME WARNER INC COMMON 887315109 69 1,130 SH SOLE T 1130 0 0
TIME WARNER INC COMMON 887315109 8 125 SH SOLE V 125 0 0
TOLLGRADE COMMUNICATIONS COMMON 889542106 734 27,300 SH SOLE M 27300 0 0
TOO INC COMMON 890333107 1966 109,600 SH SOLE F 109600 0 0
TOO INC COMMON 890333107 7059 393,547 SH SOLE M 393547 0 0
TOO INC COMMON 890333107 642 35,800 SH SOLE S 35800 0 0
TOPPS INC COMMON 890786106 1007 134,300 SH SOLE M 134300 0 0
TOPPS INC COMMON 890786106 3456 460,800 SH SOLE S 460800 0 0
TORCHMARK CORP COMMON 891027104 393 15,200 SH SOLE M 15200 0 0
TORCHMARK CORP COMMON 891027104 3 100 SH SOLE V 100 0 0
</TABLE>
71
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOTAL RENAL CARE HLDGS COMMON 89151A107 1072 144,100 SH SOLE M 144100 0 0
TOTAL RENAL CARE HLDGS COMMON 89151A107 3447 463,500 SH SOLE S 463500 0 0
TOTAL FINA S A ADR 89151E109 1263 19,908 SH SOLE M 19908 0 0
TOWER AUTOMOTIVE INC COMMON 891707101 2318 117,000 SH SOLE F 117000 0 0
TOWER AUTOMOTIVE INC COMMON 891707101 3453 174,300 SH SOLE M 174300 0 0
TOWER AUTOMOTIVE 144A CVT DEB 5.0% 08/ 891707AA9 2140 2,295,000 PRN SOLE M 2295000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 11157 11,965,000 PRN SOLE M 11965000 0 0
TOWER AUTOMOTIVE INC CVT DEB 5.00% 08 891707AE1 51 55,000 PRN SOLE T 55000 0 0
TRAMMELL CROW CO COMMON 89288R106 1224 92,400 SH SOLE F 92400 0 0
TRAMMELL CROW CO COMMON 89288R106 17901 1,351,021 SH SOLE M 1351021 0 0
TRAMMELL CROW CO COMMON 89288R106 1056 79,700 SH SOLE S 79700 0 0
TRANSKARYOTIC THERAPIES COMMON 893735100 272 5,300 SH SOLE F 5300 0 0
TRANSKARYOTIC THERAPIES COMMON 893735100 7819 152,200 SH SOLE M 152200 0 0
TRANSKARYOTIC THERAPIES COMMON 893735100 267 5,200 SH SOLE S 5200 0 0
TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 483 58,960 SH SOLE F 58960 0 0
TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 22 2,680 SH SOLE M 2680 0 0
TRANSPORTADORA DE GAS SU DEPOSITORY RECEI 893870204 48 5,850 SH SOLE S 5850 0 0
TRANSPRO INC COMMON 893885103 482 97,600 SH SOLE S 97600 0 0
TRANSMONTAIGNE INC COMMON 893934109 719 47,900 SH SOLE M 47900 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 1720 58,300 SH SOLE M 58300 0 0
TRANSWITCH CORP COMMON 894065101 3916 68,700 SH SOLE F 68700 0 0
TRANSWITCH CORP COMMON 894065101 12516 219,579 SH SOLE M 219579 0 0
TRANSWITCH CORP COMMON 894065101 1203 21,100 SH SOLE S 21100 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 3309 80,821 SH SOLE F 80821 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 855 20,890 SH SOLE M 20890 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 282 6,893 SH SOLE S 6893 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 12 293 SH SOLE T 293 0 0
TRICON GLOBAL RESTAURANT COMMON 895953107 2 50 SH SOLE V 50 0 0
TRIBUNE CO NEW COMMON 896047107 1393 28,000 SH SOLE M 28000 0 0
TRIGON HEALTHCARE INC COMMON 89618L100 2393 81,800 SH SOLE M 81800 0 0
TRINITY INDS INC COMMON 896522109 565 18,300 SH SOLE F 18300 0 0
TRINITY INDS INC COMMON 896522109 1411 45,700 SH SOLE M 45700 0 0
</TABLE>
72
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRINITY INDS INC COMMON 896522109 7719 250,000 SH SOLE S 250000 0 0
TRIZEC HAHN CORP SUB VTG 896938107 956 50,483 SH SOLE I 50483 0 0
TRUE NORTH COMMUNICATION COMMON 897844106 3197 87,899 SH SOLE M 87899 0 0
TRUE NORTH COMMUNICATION COMMON 897844106 6558 180,300 SH SOLE S 180300 0 0
TUBOS DE ACERO DE MEX ADR NEW PP 898592506 1623 132,500 SH SOLE A 132500 0 0
TYCO INTL LTD NEW COMMON 902124106 330 3,200 SH SOLE F 3200 0 0
TYCO INTL LTD NEW COMMON 902124106 400 3,870 SH SOLE M 3870 0 0
TYCO INTL LTD NEW COMMON 902124106 8 75 SH SOLE T 75 0 0
TYCO INTL LTD NEW COMMON 902124106 5 50 SH SOLE V 50 0 0
UAL CORP COM PAR $0.01 902549500 626 9,583 SH SOLE F 9583 0 0
UAL CORP COM PAR $0.01 902549500 666 10,200 SH SOLE M 10200 0 0
UAL CORP COM PAR $0.01 902549500 575 8,800 SH SOLE S 8800 0 0
UAL CORP COM PAR $0.01 902549500 9 140 SH SOLE T 140 0 0
UICI COMMON 902737105 491 19,200 SH SOLE M 19200 0 0
US BANCORP DEL COMMON 902973106 454 15,054 SH SOLE M 15054 0 0
US BANCORP DEL COMMON 902973106 3 100 SH SOLE T 100 0 0
US BANCORP DEL COMMON 902973106 3 100 SH SOLE V 100 0 0
URS CORP NEW COMMON 903236107 980 40,000 SH SOLE M 40000 0 0
U S CAN CORP COMMON 90328W105 1081 52,900 SH SOLE M 52900 0 0
U S CONCRETE INC COMMON 90333L102 2052 252,500 SH SOLE S 252500 0 0
ULTRAK INC COM NO PAR 903898401 1591 267,900 SH SOLE S 267900 0 0
UNIFI INC COMMON 904677101 882 80,200 SH SOLE M 80200 0 0
UNILAB CORP NEW COMMON 904763109 85 15,000 SH SOLE M 15000 0 0
UNION PAC RES GROUP INC COMMON 907834105 785 48,300 SH SOLE M 48300 0 0
UNION PAC RES GROUP INC COMMON 907834105 17571 1,081,300 SH SOLE S 1081300 0 0
UNISYS CORP COMMON 909214108 2590 57,400 SH SOLE M 57400 0 0
UNITED HEALTHCARE CORP COMMON 910581107 11889 244,200 SH SOLE S 244200 0 0
UNITED HEALTHCARE CORP COMMON 910581107 9 190 SH SOLE T 190 0 0
UNITED INT'L HLDGS. COMMON STOCK 910734102 1102 20,000 SH SOLE I 20000 0 0
UNITED RENTALS INC COMMON 911363109 1834 84,300 SH SOLE F 84300 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 108 1,819 SH SOLE F 1819 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 268 4,525 SH SOLE M 4525 0 0
</TABLE>
73
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED TECHNOLOGIES CORP COMMON 913017109 1023 17,250 SH SOLE S 17250 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 3 50 SH SOLE T 50 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 3 50 SH SOLE V 50 0 0
UNITED WTR RES INC COMMON 913190104 626 19,200 SH SOLE M 19200 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 471 75,400 SH SOLE M 75400 0 0
UNITED WIS SVCS INC NEW COMMON 913238101 2279 364,600 SH SOLE S 364600 0 0
UNIVERSAL FOODS CORP COMMON 913538104 649 28,300 SH SOLE F 28300 0 0
UNIVERSAL FOODS CORP COMMON 913538104 167 7,300 SH SOLE M 7300 0 0
UNIVERSAL FOODS CORP COMMON 913538104 44 1,900 SH SOLE S 1900 0 0
UNIVERSAL STAINLESS & AL COMMON 913837100 481 96,100 SH SOLE S 96100 0 0
UNIVISION COMMUNICATIONS CL A 914906102 26951 331,200 SH SOLE F 331200 0 0
UNIVISION COMMUNICATIONS CL A 914906102 16492 202,668 SH SOLE M 202668 0 0
UNIVISION COMMUNICATIONS CL A 914906102 545 6,700 SH SOLE S 6700 0 0
UNIVISION COMMUNICATIONS CL A 914906102 8 100 SH SOLE T 100 0 0
UNOVA INC COM PAR .01 91529B106 638 47,700 SH SOLE F 47700 0 0
UNOVA INC COM PAR .01 91529B106 194 14,477 SH SOLE M 14477 0 0
UNOVA INC COM PAR .01 91529B106 3354 250,800 SH SOLE S 250800 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 412 14,000 SH SOLE M 14000 0 0
UNUMPROVIDENT CORP COMMON 91529Y106 3 100 SH SOLE T 100 0 0
USFREIGHTWAYS CORP COMMON 916906100 1957 41,300 SH SOLE M 41300 0 0
USINTERNETWORKING INC COMMON 917311805 1506 48,200 SH SOLE F 48200 0 0
USINTERNETWORKING INC COMMON 917311805 6355 203,362 SH SOLE M 203362 0 0
USINTERNETWORKING INC COMMON 917311805 506 16,200 SH SOLE S 16200 0 0
USWEB CORP COMMON 917327108 1132 33,000 SH SOLE M 33000 0 0
USWEB CORP COMMON 917327108 525 15,300 SH SOLE S 15300 0 0
VALASSIS COMMUNICATIONS COMMON 918866104 3664 83,400 SH SOLE M 83400 0 0
VALSPAR CORP COMMON 920355104 1255 38,400 SH SOLE M 38400 0 0
VALUE AMER INC COMMON 92038N102 1303 102,200 SH SOLE F 102200 0 0
VALUE AMER INC COMMON 92038N102 4297 336,981 SH SOLE M 336981 0 0
VALUE AMER INC COMMON 92038N102 436 34,200 SH SOLE S 34200 0 0
VANTIVE CORP COMMON 922091103 991 114,100 SH SOLE M 114100 0 0
VANTIVE CORP COMMON 922091103 3141 361,500 SH SOLE S 361500 0 0
</TABLE>
74
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VARCO INTL INC COMMON 922126107 973 79,800 SH SOLE M 79800 0 0
VARIAN INC COMMON 922206107 1652 93,059 SH SOLE M 93059 0 0
VARIAN INC COMMON 922206107 5030 283,400 SH SOLE S 283400 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 3669 174,200 SH SOLE F 174200 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 18692 887,456 SH SOLE M 887456 0 0
VARIAN SEMICONDUCTOR EQU COMMON 922207105 8353 396,600 SH SOLE S 396600 0 0
VERIO INC COMMON 923433106 13792 444,900 SH SOLE F 444900 0 0
VERIO INC COMMON 923433106 61370 1,979,670 SH SOLE M 1979670 0 0
VERIO INC COMMON 923433106 6333 204,300 SH SOLE S 204300 0 0
VERITAS SOFTWARE CO COMMON 923436109 4822 63,500 SH SOLE M 63500 0 0
VERITAS SOFTWARE CVT DEB 5.25% 11/01/2004 923436AB5 54 15,000 PRN SOLE T 15000 0 0
VERITY INC COMMON 92343C106 124 1,800 SH SOLE F 1800 0 0
VERITY INC COMMON 92343C106 3867 56,200 SH SOLE M 56200 0 0
VERITY INC COMMON 92343C106 138 2,000 SH SOLE S 2000 0 0
VERISIGN INC COMMON 92343E102 57127 536,400 SH SOLE F 536400 0 0
VERISIGN INC COMMON 92343E102 91104 855,436 SH SOLE M 855436 0 0
VERISIGN INC COMMON 92343E102 8286 77,800 SH SOLE S 77800 0 0
VERISIGN INC COMMON 92343E102 21 200 SH SOLE T 200 0 0
VERTICALNET INC COMMON 92532L107 1857 50,200 SH SOLE M 50200 0 0
VETERINARY CTRS AMER INC COMMON 925514101 191 16,700 SH SOLE M 16700 0 0
VIANT CORP COMMON 92553N107 5849 120,900 SH SOLE F 120900 0 0
VIANT CORP COMMON 92553N107 29820 616,441 SH SOLE M 616441 0 0
VIANT CORP COMMON 92553N107 2162 44,700 SH SOLE S 44700 0 0
VICORP RESTAURANTS INC COMMON 925817108 3463 209,900 SH SOLE S 209900 0 0
VIGNETTE CORP COMMON 926734104 26815 296,300 SH SOLE F 296300 0 0
VIGNETTE CORP COMMON 926734104 24280 268,287 SH SOLE M 268287 0 0
VIGNETTE CORP COMMON 926734104 1448 16,000 SH SOLE S 16000 0 0
VIGNETTE CORP COMMON 926734104 9 100 SH SOLE T 100 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 1486 39,360 SH SOLE F 39360 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 160 4,230 SH SOLE M 4230 0 0
VINA CONCHA Y TORO S A DEPOSITORY RECEI 927191106 351 9,290 SH SOLE S 9290 0 0
VISHAY INTERTECHNOLOGY I COMMON 928298108 766 32,250 SH SOLE F 32250 0 0
</TABLE>
75
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VISHAY INTERTECHNOLOGY I COMMON 928298108 2894 121,833 SH SOLE M 121833 0 0
VISHAY INTERTECHNOLOGY I COMMON 928298108 15496 652,450 SH SOLE S 652450 0 0
VISKASE COMPANIES INC COMMON 92831R102 131 39,654 SH SOLE I 39654 0 0
VISX INC DEL COMMON 92844S105 10602 134,040 SH SOLE F 134040 0 0
VISX INC DEL COMMON 92844S105 6920 87,486 SH SOLE M 87486 0 0
VISX INC DEL COMMON 92844S105 134 1,700 SH SOLE S 1700 0 0
VITESSE SEMICONDUCTOR CO COMMON 928497106 4081 47,800 SH SOLE M 47800 0 0
VODAFONE AIRTOUCH PLC ADR 92857T107 397 1,669 SH SOLE F 1669 0 0
VODAFONE AIRTOUCH PLC ADR 92857T107 3146 13,231 SH SOLE M 13231 0 0
VODAFONE AIRTOUCH PLC ADR 92857T107 24 100 SH SOLE T 100 0 0
VOICESTREAM WIRELESS COR COMMON 928615103 722 11,700 SH SOLE M 11700 0 0
VOLT INFORMATION SCIENCE COMMON 928703107 3844 158,500 SH SOLE S 158500 0 0
WMC LTD ADR 928947100 1572 77,145 SH SOLE M 77145 0 0
WMS INDS INC COMMON 929297109 1094 94,100 SH SOLE M 94100 0 0
WABASH NATL CORP COMMON 929566107 1248 61,461 SH SOLE M 61461 0 0
WABASH NATL CORP COMMON 929566107 4453 219,200 SH SOLE S 219200 0 0
WACHOVIA CORP COMMON 929771103 559 7,109 SH SOLE F 7109 0 0
WACHOVIA CORP COMMON 929771103 594 7,550 SH SOLE M 7550 0 0
WACHOVIA CORP COMMON 929771103 181 2,300 SH SOLE S 2300 0 0
WAL MART STORES INC COMMON 931142103 5877 123,564 SH SOLE F 123564 0 0
WAL MART STORES INC COMMON 931142103 1373 28,860 SH SOLE M 28860 0 0
WAL MART STORES INC COMMON 931142103 23 475 SH SOLE T 475 0 0
WAL MART STORES INC COMMON 931142103 26 550 SH SOLE V 550 0 0
WARNACO GROUP INC CL A 934390105 564 30,900 SH SOLE F 30900 0 0
WARNACO GROUP INC CL A 934390105 176 9,628 SH SOLE M 9628 0 0
WARNACO GROUP INC CL A 934390105 38 2,100 SH SOLE S 2100 0 0
WARNER LAMBERT CO COMMON 934488107 279 4,200 SH AM 4200 0 0
WARNER LAMBERT CO COMMON 934488107 12216 184,048 SH SOLE F 184048 0 0
WARNER LAMBERT CO COMMON 934488107 717 10,800 SH SOLE J 10800 0 0
WARNER LAMBERT CO COMMON 934488107 148382 2,235,503 SH SOLE M 2235503 0 0
WARNER LAMBERT CO COMMON 934488107 65612 988,500 SH SOLE S 988500 0 0
WARNER LAMBERT CO COMMON 934488107 75 1,125 SH SOLE T 1125 0 0
</TABLE>
76
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WARNER LAMBERT CO COMMON 934488107 8 125 SH SOLE V 125 0 0
WASHINGTON FED INC COMMON 938824109 748 32,240 SH SOLE M 32240 0 0
WASHINGTON MUT INC COMMON 939322103 115 3,928 SH SOLE F 3928 0 0
WASHINGTON MUT INC COMMON 939322103 885 30,255 SH SOLE M 30255 0 0
WASHINGTON MUT INC COMMON 939322103 38 1,300 SH SOLE S 1300 0 0
WASHINGTON MUT INC COMMON 939322103 4 125 SH SOLE T 125 0 0
WASHINGTON MUT INC COMMON 939322103 5 177 SH SOLE V 177 0 0
WASTE CONNECTIONS INC COMMON PAR $0.01 941053100 2377 115,600 SH SOLE M 115600 0 0
WASTE MGMT INC DEL COMMON 94106L109 1 50 SH SOLE T 50 0 0
WASTE MGMT INC DEL CVT DEB 4.00% 02 94106LAA7 31 35,000 PRN SOLE S 35000 0 0
WATERS CORP COMMON 941848103 6056 100,000 SH SOLE F 100000 0 0
WATERS CORP COMMON 941848103 3579 59,100 SH SOLE M 59100 0 0
WATKINS JOHNSON CO COMMON 942486101 10703 318,900 SH SOLE S 318900 0 0
WATSCO INC COMMON 942622200 147 12,900 SH SOLE M 12900 0 0
WATSON PHARMACEUTICALS I COMMON 942683103 3056 100,000 SH SOLE F 100000 0 0
WATSON PHARMACEUTICALS I COMMON 942683103 19 620 SH SOLE T 620 0 0
WATTS INDS INC CL A 942749102 30 1,400 SH SOLE M 1400 0 0
WATTS INDS INC CL A 942749102 9165 421,400 SH SOLE S 421400 0 0
WEATHERFORD INTL INC COMMON 947074100 2876 89,880 SH SOLE M 89880 0 0
WEBSTER FINL CORP CONN COMMON 947890109 770 30,200 SH SOLE M 30200 0 0
WELLMAN INC COMMON 949702104 36 1,976 SH SOLE M 1976 0 0
WELLMAN INC COMMON 949702104 3965 219,500 SH SOLE S 219500 0 0
WELLPOINT HEALTH NETWORK COMMON 94973H108 3488 61,200 SH SOLE M 61200 0 0
WELLPOINT HEALTH NETWORK COMMON 94973H108 12 215 SH SOLE T 215 0 0
WELLS FARGO & COMPANY COMMON 949746101 2134 53,862 SH SOLE F 53862 0 0
WELLS FARGO & COMPANY COMMON 949746101 856 21,615 SH SOLE M 21615 0 0
WELLS FARGO & COMPANY COMMON 949746101 252 6,350 SH SOLE S 6350 0 0
WELLS FARGO & COMPANY COMMON 949746101 6 150 SH SOLE T 150 0 0
WELLS FARGO & COMPANY COMMON 949746101 3 75 SH SOLE V 75 0 0
WERNER ENTERPRISES INC COMMON 950755108 770 43,700 SH SOLE M 43700 0 0
WESLEY JESSEN VISIONCARE COMMON 951018100 243 7,800 SH SOLE M 7800 0 0
WEST TELESERVICES CORP COMMON 956188106 703 67,800 SH SOLE S 67800 0 0
</TABLE>
77
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTON ROY F INC CL A 961137106 259 103,400 SH SOLE M 103400 0 0
WESTON ROY F INC CL A 961137106 1103 441,000 SH SOLE S 441000 0 0
WESTPOINT STEVENS INC COMMON 961238102 749 31,700 SH SOLE M 31700 0 0
WESTWOOD ONE INC COMMON 961815107 22366 495,650 SH SOLE F 495650 0 0
WESTWOOD ONE INC COMMON 961815107 40515 897,846 SH SOLE M 897846 0 0
WESTWOOD ONE INC COMMON 961815107 2685 59,500 SH SOLE S 59500 0 0
WESTWOOD ONE INC COMMON 961815107 9 200 SH SOLE T 200 0 0
WET SEAL INC CL A 961840105 1564 94,400 SH SOLE S 94400 0 0
WEYERHAEUSER CO COMMON 962166104 3 48 SH SOLE F 48 0 0
WEYERHAEUSER CO COMMON 962166104 219 3,800 SH SOLE M 3800 0 0
WEYERHAEUSER CO COMMON 962166104 1 25 SH SOLE V 25 0 0
WHITTMAN-HART INC COMMON 966834103 10653 274,700 SH SOLE F 274700 0 0
WHITTMAN-HART INC COMMON 966834103 39166 1,009,924 SH SOLE M 1009924 0 0
WHITTMAN-HART INC COMMON 966834103 3463 89,300 SH SOLE S 89300 0 0
WILLAMETTE INDS INC COMMON 969133107 2544 59,000 SH SOLE M 59000 0 0
WILLIAMS COS INC DEL COMMON 969457100 5918 157,300 SH SOLE F 157300 0 0
WILLIAMS COS INC DEL COMMON 969457100 334 8,885 SH SOLE M 8885 0 0
WILLIAMS COS INC DEL COMMON 969457100 1 25 SH SOLE T 25 0 0
WIND RIVER SYSTEMS CVT DEB 5% 08/01 973149AC1 50 55,000 PRN SOLE S 55000 0 0
WINK COMMUNICATIONS COMMON 974168106 2066 47,300 SH SOLE F 47300 0 0
WINK COMMUNICATIONS COMMON 974168106 17441 399,219 SH SOLE M 399219 0 0
WINK COMMUNICATIONS COMMON 974168106 2241 51,300 SH SOLE S 51300 0 0
WINSTAR COMMUNICATIONS I COMMON 975515107 781 20,000 SH SOLE M 20000 0 0
WOODHEAD INDS INC COMMON 979438108 20 2,000 SH SOLE M 2000 0 0
WOODHEAD INDS INC COMMON 979438108 2447 241,700 SH SOLE S 241700 0 0
WYNNS INTL INC COMMON 983195108 658 41,300 SH SOLE M 41300 0 0
XCL LTD 144A PUT WARRANT EXP 5/01/04 983701103 14 25,294 SOLE I 25294 0 0
XILINX INC COMMON 983919101 37964 579,334 SH SOLE F 579334 0 0
XILINX INC COMMON 983919101 26985 411,793 SH SOLE M 411793 0 0
XILINX INC COMMON 983919101 24233 369,800 SH SOLE S 369800 0 0
XILINX INC COMMON 983919101 79 1,200 SH SOLE T 1200 0 0
XEROX CORP COMMON 984121103 730 17,400 SH SOLE S 17400 0 0
</TABLE>
78
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XEROX CORP COMMON 984121103 4 100 SH SOLE T 100 0 0
XEROX CORP COMMON 984121103 4 100 SH SOLE V 100 0 0
XOMED SURGICAL PRODS INC COMMON 98412V107 234 4,100 SH SOLE F 4100 0 0
XOMED SURGICAL PRODS INC COMMON 98412V107 7615 133,600 SH SOLE M 133600 0 0
XOMED SURGICAL PRODS INC COMMON 98412V107 245 4,300 SH SOLE S 4300 0 0
XOOM COM INC COMMON 98413F101 447 9,000 SH SOLE F 9000 0 0
XOOM COM INC COMMON 98413F101 13955 281,200 SH SOLE M 281200 0 0
XOOM COM INC COMMON 98413F101 476 9,600 SH SOLE S 9600 0 0
YAHOO INC COMMON 984332106 99372 553,607 SH SOLE F 553607 0 0
YAHOO INC COMMON 984332106 103991 579,337 SH SOLE M 579337 0 0
YAHOO INC COMMON 984332106 20457 113,969 SH SOLE S 113969 0 0
YAHOO INC COMMON 984332106 63 350 SH SOLE T 350 0 0
YELLOW CORP COMMON 985509108 58 3,479 SH SOLE M 3479 0 0
YELLOW CORP COMMON 985509108 4676 282,300 SH SOLE S 282300 0 0
YORK INTL CORP NEW COMMON 986670107 2020 56,200 SH SOLE M 56200 0 0
ZENITH NATL INS CORP COMMON 989390109 2266 106,000 SH SOLE S 106000 0 0
ZIONS BANCORPORATION COMMON 989701107 6891 125,000 SH SOLE F 125000 0 0
ZIONS BANCORPORATION COMMON 989701107 3021 54,800 SH SOLE M 54800 0 0
DAIMLERCHRYSLER AG ORD D1668R123 3464 49,880 SH SOLE F 49880 0 0
DAIMLERCHRYSLER AG ORD D1668R123 1342 19,322 SH SOLE M 19322 0 0
AMDOCS LTD ORD G02602103 1590 75,700 SH SOLE M 75700 0 0
CREDICORP LTD COMMON G2519Y108 413 39,600 SH SOLE F 39600 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 69219 886,000 SH SOLE F 886000 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 155066 1,984,842 SH SOLE M 1984842 0 0
GEMSTAR INTL GROUP LTD ORD G3788V106 16539 211,700 SH SOLE S 211700 0 0
GLOBAL CROSSING COMMON G3921A100 271 10,234 SH SOLE S 10234 0 0
GLOBAL CROSSING COMMON G3921A100 5 200 SH SOLE T 200 0 0
GLOBAL CROSSING LTD COMMON G3921A100 194551 11,332,075 SH SOLE I 11332075 0 0
GLOBAL CROSSING LTD COMMON G3921A100 6291 237,391 SH SOLE M 237391 0 0
LORAL SPACE & COMMUNICAT COMMON G56462107 15 900 SH SOLE T 900 0 0
LORAL SPACE & COMMUNICTN CVT PFD 6.0% $3. G56462149 6104 124,250 SH SOLE F 124250 0 0
LORAL SPACE & COMMUNICTN CVT PFD 6.0% $3. G56462149 19530 397,550 SH SOLE M 397550 0 0
</TABLE>
79
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RENAISSANCE RE HLDGS LTD COMMON G7496G103 1474 42,500 SH SOLE M 42500 0 0
SANTA FE INTL CORP ORD G7805C108 1596 74,000 SH SOLE F 74000 0 0
SANTA FE INTL CORP ORD G7805C108 406 18,850 SH SOLE M 18850 0 0
SANTA FE INTL CORP ORD G7805C108 146 6,750 SH SOLE S 6750 0 0
SANTA FE INTL CORP ORD G7805C108 6 300 SH SOLE T 300 0 0
TERRA NOVA BERMUDA HLDGS ORD CL A G87615103 345 10,800 SH SOLE M 10800 0 0
HILFIGER TOMMY CORP COMMON G8915Z102 6201 220,000 SH SOLE F 220000 0 0
HILFIGER TOMMY CORP COMMON G8915Z102 1725 61,200 SH SOLE M 61200 0 0
TRANSOCEAN OFFSHORE INC ORD G90076103 11619 379,400 SH SOLE S 379400 0 0
GALILEO TECHNOLOGY LTD ORD M47298100 2408 96,300 SH SOLE F 96300 0 0
GALILEO TECHNOLOGY LTD ORD M47298100 8135 325,411 SH SOLE M 325411 0 0
GALILEO TECHNOLOGY LTD ORD M47298100 1738 69,500 SH SOLE S 69500 0 0
ARCADIS N V ORD N0605M105 1606 200,688 SH SOLE S 200688 0 0
ASM LITHOGRAPHY HLDG N V ADR N07059111 1633 24,350 SH SOLE M 24350 0 0
ORTHOFIX INTL N V COMMON N6748L102 184 13,500 SH SOLE M 13500 0 0
PANAMERICAN BEVERAGES CL A P74823108 286 17,259 SH SOLE M 17259 0 0
ASE TEST LTD ORD Y02516105 571 23,546 SH SOLE F 23546 0 0
ASE TEST LTD ORD Y02516105 315 13,010 SH SOLE M 13010 0 0
ASE TEST LTD ORD Y02516105 616 25,404 SH SOLE S 25404 0 0
16254082 1095325914 1092494793 2831121
</TABLE>
80
